Hello All,
I've been trialing the Z12s system for a while now. (Roughly a month running a Amazon EC2 VPS which seems to be a fantastic way of doing it)
However I can't seem to set it up to even come close to break even! I know with Z12s I can't train or edit it.
So far my results are as follows.
Bar period 4 hours (avg 349 min)
Trade period 16.05.2016-18.05.2016
Gross win/loss 17$ / -104$ (-268p)
Virtual win/loss 0.00$ / -103$
Average profit -14850$/year, -1238$/month, -57$/day
Max drawdown -91$ -104% (MAE -141$ -161%)
Max down time 44 hours from May 2016
Max open margin 210$
Max open risk 1255$
Trade volume 14897$ (2520226$/year)
Transaction costs -1.80$ spr, 0.52$ slp, 2.37$ rol, -0.98$ com
Capital required 484$
Number of trades 6 (1016/year, 20/week, 5/day)
Percent winning 16.7%
Max win/loss 17$ / -34$
Avg trade profit -15$ -44.6p (+50.5p / -63.6p)
Avg trade slippage 0.09$ 0.3p (+1.6p / -0.0p)
Avg trade bars 4 (+6 / -3)
Max trade bars 6 (24 hours)
Max open trades 9
Max loss streak 3
Annual return -3067%
Profit factor 0.16 (PRR 0.00)