GBP/USD 4-Hour Volatility Strategy
By: Justin Cahoon | 08/13/2015
Strategy Summary
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Currency pair: GBP/USD
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Timeframe: 4-hour
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Indicators:
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Historical data used to build: January 1st, 2013 - January 1st, 2015
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Historical data used for testing: January 1st, 2015, 2015 to October 5th, 2015
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Strategy rules:
Final Strategy Results - Out-of-Sample Performance
The strategy was tested on unseen, or out-of-sample, data in MetaTrader 4 to see how it would have performed on new data. Click here to see the full report.
- Net profit: 36.7%
- Drawdown: 8.76%
- Date range: January 1, 2015 to October 5th, 2015
- Number of trades: 106
- Trading costs: 1 pip (Set to 10 in MT4 for 5-digit brokers)
- Risk-to-reward ratio: 2:1 (125 pip take profit and 75 pip stop loss)
- Average win: $128
- Average loss: $114