FX Model Portfolio: Performance

Last update - 20 April 2023 By Ignacio Larralde

Performance

This is a monthly update of our FX Strategy. Performance is calculated by taking the exact entry, stop loss, and target levels from the recommendations, thus it excludes the impact of the bid/offer spread and brokerage, if applicable.

 

Year-to-Date Returns

2023
Total Number of Trades 12
# trades closed at profit 3
# trades closed at loss 9
Avrg. Profit Size  $200
Avrg. Loss Size  $479
Win Ratio 25%
win/loss ratio $0.41 to $1

 

Annual Returns

2022 2021 2020 2019 2018 2017 2016
Total Number of Trades 65 78 52 81 151 152 107
# trades closed at profit 38 28 17 31 67 67 42
# trades closed at loss 27 50 35 50 84 85 65
Avrg. Profit Size $892 $433 $1,068  $ 664  $ 577  $ 472  $ 585
Avrg. Loss Size $445 $388 $390  $ 384  $ 462  $ 405  $ 305
Win Ratio 58% 36% 33% 38% 44% 44% 39%
win/loss ratio $2 to $1 $1.12 to $1 $2.74 to $1 $1.72 to $1 $1.24 to $1 $1.16 to $1 $1.91 to $1

*For returns longer than 12 months, figures have been compiled from closed trade data that has been adjusted to be consistent with a $25,000 account.

 


 

Important Notice:

Performance data shown represents past performance. Past performance is not a guarantee of future performance. Trading FX carries significant risk and is not suitable for all investors. You may lose more than you invest, and you do not own, or have any interest in, the underlining asset. Please make sure you fully understand the risks involved before entering any transaction.

In our calculation, we are using 50 bps as cost of trading.  Depending on the product and the provider your actual trading costs can be higher or lower than this.  Please check your trading costs with your provider.

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