MultiSize 2

Price action consists of impulses and retracements.

This prototype is the direct opposite of the MultiSize 1 concept. After a series of impulsive waves, price is expected to retrace. Each "step" against an existing open position increases the probability of corrective price action. Similar to MultiSize 1, the robot is not very particular about the entry point, but focuses on money management, opening new positions of increasing size at every step interval against the original position.


The same risks and pitfalls are associated with this concept, requiring a large capital to standby for a series of wrong steps. This prototype starts with an initial capital of US$100,000, with the first position size of 0.1 lot. Out of 41 quarters, there are no losing quarters, and no losing months. The spikes on the equity graph reflect the activation of additional positions of larger size. The larger the equity spike, the more positions were opened with escalating sizes. For the 10-year test, the worst-case scenario activated 10 steps, once in the Year 2000 and once in the Year 2007.


Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2000 $    37,035.48 28030.4%42.7%42.7%37.0%







Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2001 $    12,601.78 22223.4%4.4%4.4%12.6%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2002 $    10,083.09 17127.5%10.6%10.6%10.1%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2003 $    19,249.23 29625.3%11.7%11.7%19.2%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2004 $    22,586.24 30725.1%15.1%15.1%22.6%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2005 $    14,827.33 23822.7%12.4%12.4%14.8%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2006 $    11,650.42 20324.6%12.1%12.1%11.7%







 
Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2007 $    13,129.72 15029.3%60.4%60.4%13.1%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2008 $    31,363.27 52127.5%18.9%18.9%31.4%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

2009 $    29,805.03 47324.7%32.4%32.4%29.8%








Time Period Net Profit Trades% LosersMax.DrawdownRel.DrawdownProfit

10 Years $   199,353.76 284026.4%27.4%42.8%199.4%


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