Week 9: Testing the Arb Trader Application in a Live Account

I’m about a week behind schedule here as far as publishing results for the currency strategies that the Arb Trader application is trading.  Results for the week of May 6th are below.


The EUR/CHF strategies closed mixed for the week with the 5-minute variation losing –1.4 ticks and the 60-minute variation gaining 8.7 ticks.  The AUD/NZD strategy had a block buster week finishing solidly in the black with a gain of 115.6 ticks. All results include commissions.

Week of 5/6/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 23 17 19
Winning Trades 91.3% 94.1% 94.7%
Avg. Trade (ticks) -0.06 +0.51 +6.08
Total Profit/Loss (Ticks) -1.4 +8.7 +115.6

Total since 3/11/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 183 138 139
Winning Trades 96.1% 89.0% 81.3%
Avg. Trade (ticks) +0.06 +0.19 +0.78
Total Profit/Loss (Ticks) +11.8 +26.2 +108.1

Twitter: @LimitUpTrading
Twitter: @RobTerp

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