Recruitment of participants Long seasonal swing trade German bunds (FGBL)

Discussion in 'Amibroker' started by Dron, 25 January 2024.

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
2 of 20
Organizer:
Dron
10%
Settlement fee for participation:
11 USD
  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

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    Strategy 28: Long seasonal swing trade German bunds (FGBL)

    This strategy was our monthly Trading Edge for January 2023.

    Facts and figures (FGBL):

    • No. of trades: 179
    • Average unleveraged gain per trade: 0.36% (0.83% for winners and -0.8% for losers)
    • Win ratio: 71%
    • Profit factor: 2.5
    • CAGR: 2.8% (assuming no leverage)
    • Exposure/time in the market: 15%
    • Max. drawdown: -5%
    The equity curve (log scale):

    upload_2024-1-25_11-33-53.png