Hi all,
For those that are interested, here are the raw performace numbers for my algo trading model. Make of these what you will. Broker is Fusion Markets (zero 'Pro' account, with leverage up to 500:1) - the other type of account, I believe called spreads is completely incompatible with this type of trading and would erode all profitability, as the spreads are far wider, with zero commission (confusing I know).
|Metric|**Value**|
|:-|:-|
|Total Trades|1179|
|Win Rate (%)|70.19%|
|Total Net Profit (£)|£245,623.82|
|Profit Factor|1.57|
|Risk-Reward Ratio|1.70|
|TP pips (avg)|3.71|
|SL pips (avg)|5.78|
|Average Trade (£)|£208.50|
|Avg trade vs equity inc leverage|1.50%|
|Average Win (£)|£1,400.82|
|Average Loss (£)|\-£2,101.24|
|Largest Win (£)|£5,766.39|
|Largest Loss (£)|\-£4,206.32|
|% equity expectancy per trade|0.65|
|£ equity expectancy per trade|£216.92|
|Avg commission|£143.59|
|Avg time open (min)|12.27|
|Max Drawdown (%)|\-13.43%|
|CAGR (%)|47.89%|
|Annual Volatility (%)|29.19%|
|Sharpe Ratio|2.26|
|Sortino Ratio|2.76|
|Max Consecutive Losses|4|
|Max Consecutive Wins|8|
|Worst Day £|\-£6,303.71|
|Best Day £|£11,208.17|