Monthly Archives: July 2015

Backtesting

Today I did the most thorough backtesting I have ever done. 9 years of data, 55,000 data points, 5 pairs(EURUSD, EURJPY, USDCHF, GBPUSD, AUDUSD). I summed the results based on trading on 5:1, 10:1, 15:1, 20:1 leverage. The below charts show equity growth from starting at $1.

Backtest Summary

backtest summary

5:1 Leverage

5 fold backtest

10:1 Leverage

10 fold backtest

15:1 Leverage

15 fold backtest

20:1 Leverage

20 fold backtest