Week 10: Testing the Arb Trader Application in a Live Account

Results for the week of May 13th for ArbTrader appear below.  The software itself has been running well for the last few weeks as bugs have been ironed out.  I have moved this out of “Test” mode and into production, trading with full position sizes for each strategy.


The EUR/CHF strategies were again mixed for the week, with the 5 minute version positing a slight loss and the 60 minute version posting a 4 tick gain.  After last week’s blockbuster performance by the AUD/NZD strategy, this week it saw half of the profits evaporate from the previous week.  All results include commissions.

Week of 5/13/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 11 12 15
Winning Trades 90.1% 100% 73.3%
Avg. Trade (ticks) -0.01 +0.37 -3.43
Total Profit/Loss (Ticks) -0.1 +4.4 -51.4

 

Total since 3/11/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 194 150 154
Winning Trades 95.9% 90.0% 80.5%
Avg. Trade (ticks) +0.06 +0.20 +0.37
Total Profit/Loss (Ticks) +11.7 +30.6 +56.7

Twitter: @LimitUpTrading
Twitter: @RobTerp

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