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Hola,
the Abraxas strategy uses one lot (una posicion).
CCI, Bollinger Bands, Stochastic and other indicatores are used as well.
It is suited for accounts, which are not that large. If feeling comfortable with it, one could trade more than one lot with the strategy of course.
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| 2009 |
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+12.8% |
+9.2% |
-10.5% |
+10.3% |
+5.2% |
-34% |
+10.6% |
+20.7% |
+27% |
| 2010 |
+24.9% |
+21% |
-3% |
-0.4% |
-93% |
+17.8% |
+23.4% |
-30.5% |
+24.3% |
+18.2% |
-8.3% |
-57.6% |
| 2011 |
-7.7% |
+12.5% |
-14.7% |
-16.2% |
-30.4% |
-0.5% |
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data.addColumn('date', 'Date');
data.addColumn('number', '$');
data.addColumn('string', 'title1');
data.addColumn('string', 'text1');
data.addRows([[new Date(, ,), , undefined, undefined]]);
var chart = new google.visualization.AnnotatedTimeLine(document.getElementById('chart_div'));
chart.draw(data, {displayAnnotations:true,allValuesSuffix:' $'});
}
Pips $
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| Strategy Name |
Abraxas |
Date Started |
2009-04-06 |
Number of weeks |
133 |
Max concurrent lots |
1 |
Max drawdown for 1 lot |
275 (pips) |
Min account amount |
$ 1300 |
| Max drawdown for full amount |
41 % |
182.4% |
| Trading currencies |
EUR/USD, USD/JPY, GBP/USD, USD/CHF, AUD/USD, USD/CAD, NZD/USD, EUR/GBP, EUR/JPY, GBP/JPY
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Pips |
$ |
| Total |
-988 pips
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-$899.34 |
| Total profitability |
-69.18
%
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| Trades |
265 |
| Profitable Trades |
209 |
| Loss Trades |
56 |
| Win ratio |
78 % |
| Maximum account level |
+1491 pips |
+$2772.3 |
| Minimum account level |
-988 pips |
+$400.66 |
| Max loss |
-2479 pips |
-$2371.64 |
| Max loss (%) |
182.40% since 2010-04-22 to 2011-06-18
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