I'm trying to translate to spread betting a binary otpions strategy that has been extremely successful for me both in backtests and in live trading. But while I have managed to get some good results in both EUR/USD and GBP/USD when tested separately, one of the pairs goes to s$%t when I combine them and which one depends on the order of the asset() calls. That is to say, when combined, I still get roughly or identically the same number of trades and the same number of winners and losers for each pair, but portfolio weights go crazy, in particualr when starting with EUR/USD, where one asset will go to over 1xx% and the other to -xx%. Either way the win $ do not nearly add up. The only exit rules I'm using as stop and take profit, but I get the same phenomenon if I drop these and use LifeTime.


I understand that order of assets matters when there are gaps in data, but EUR/USD and GBP/USD both have 24-hour price histories, which the tests span. Zorro is 1.66. BarPeriod is 1 minute. Hedge = 2. Trades are made by a function call, but there is nothing in the function that would make the assets and trades interact.

EUR/USD




GBP/USD





Combined with EUR/USD first



Combined with GBP/USD first