Spot on - EUR/USD

[JonnyT]

My re-run of the results for the Dec 03 contract EUR/USD SL 35pips 07:00 to 10:00 produced 289 pips with a max dd of 402 pips.

Remember some results are all the contracts bundled together so a 600 pip dd seems reasonable to me.

JonnyT

 

[TWI]

Are you suggesting trading all contracts at the same time? I wasn't sure looking at earlier post whether this was front contract over various months or calculated as having positions in lots of different forward months.
If latter, why would you trade all contracts along curve? Surely this is increasing your exposure and you might as well just increase your size in the most liquid contract.

 

[JonnyT]

You only trade the contract with the most volume.

The trades were all put together and then analysed in bulk hence it is possible to get 600 pips drawdown when one contract only gave 400 pips.

JonnyT