Week 6: Testing the Arb Trader Application in a Live Account

Here’s the latest update for trading the week of April 15th.  From this period on, I will only be reporting the actual trading results of the AUD/NZD and EUR/CHF strategies in live trading, and will no longer be tracking the results in the simulated account.


All three strategies closed in the black for the week with the AUD/NZD strategy showing the best performance although still down about 12 ticks since testing went live in March.  All results include commission.

 

Week of 4/15/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 14 9 20
Winning Trades 100.0% 88.9% 80.0%
Avg. Trade (ticks) +0.4 +1.1 +2.32
Total Profit/Loss (Ticks) +5.6 +9.9 +46.4

 

 

Total since 3/11/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 105 89 90
Winning Trades 96.2% 86.5% 78.9%
Avg. Trade (ticks) +0.02 -0.03 -0.14
Total Profit/Loss (Ticks) +2.4 -2.7 -12.2

 

 

Twitter: @LimitUpTrading
Twitter: @RobTerp

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