Week 7: Testing the Arb Trader Application in a Live Account

Here’s the latest update for trading the week of April 22nd for the 5 & 60min EUR/CHF strategies as well as the 60 minute AUD/NZD strategy.


Both EUR/CHF strategies closed in the black for the week with the AUD/NZD strategy falling back nearly 21 ticks, and struggling to gain any traction over the 7 week test period. All results include commissions.

Week of 4/22/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 33 19 16
Winning Trades 100.0% 94.7% 75.0%
Avg. Trade (ticks) +0.2 +0.79 -0.76
Total Profit/Loss (Ticks) +6.6 +15.0 -12.2

 

Total since 3/11/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 138 108 105
Winning Trades 97.1% 88.0% 79.0%
Avg. Trade (ticks) +0.07 +0.11 -0.20
Total Profit/Loss (Ticks) +9.0 +12.3 -20.8

 

Twitter: @LimitUpTrading
Twitter: @RobTerp

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