We show the detailed analysis of the backtesting results of the EA SM001_004 expert advisor, optimized for optimization SETs for USDCAD using a high profitability preset during the period 2020–2024. This system is characterized by a stable and homogeneous growth line, ideal for pairs that share American geographical areas such as the U.S. dollar (USD) and the Canadian dollar (CAD), favoring operational coherence and temporal synchronicity.
EA SM001 004 USDCAD Forex Preset Simulation
The forex preset simulation 2020_2024 is available in pdf, it has a stable return of around 9% per year (past returns do not imply future returns (See disclamer)
📈 Evolution of the Balance Sheet
The system starts with an initial capital of €10,000 and reaches €13,817 at the end of the simulated period, which represents a net return of €4,009.01. Despite the high-profitability approach, the system maintains a stable growth line, without extreme fluctuations, as can be seen in the balance sheet curve.
This sustained growth is possible thanks to the use of autolots, which allows the size of the operations to be adapted to the available balance sheet, taking advantage of compound interest to increase profitability in a staggered and controlled manner.
🕒 Duration of Operations
- Average retention time: 7 hours and 56 minutes
- Minimum: 9 minutes
- Maximum: 43 hours
The system is within the broad intraday or short-term swing range, adapted to North American trading hours. This allows relevant movements of the pair to be captured without prolonged exposure, maintaining efficient and prudent operations.
📊 Seasonal and Temporal Behavior
Months
- Trading is more frequent and profitable from May onwards, with a peak in entries in December and better cumulative results in July, October and December.
- This distribution suggests an efficient adaptation to the seasonality of the USD/CAD, with better performance in the second half of the year.
Days of the Week
- Wednesday and Thursday are the most active and profitable days, followed by Tuesday.
- The system takes advantage of the typical mid-week macroeconomic and volume flow, when key data for both economies are released.
Hours
- Greater number of entries between 21:00 and 23:00 UTC, reflecting an operation oriented to the close of the North American market.
- This behavior is consistent with a system designed to trade during the last hours of high liquidity of the day, reducing exposure to sessions with lower volume such as Asia.
📉 Benefit and Risk Analysis
- Profit Factor:81
- Sharpe ratio:40 → Proper ratio between yield and volatility.
- Maximum drawdown on balance:04%
- Equity:96 % (maximum adverse excursion, not fully executed).
- Profits vs. MFE Correlation:79 → Good use of the favorable path.
- Profits vs. MAE:54 → Good pullback management during trades.
- Profitable positions:39% of the total.
This analysis confirms acceptable risk management for a high-return strategy, which offsets risk with a robust control structure and progressive growth.
✅ Conclusions
✔️ Solid system for the USD/CAD pair, with constant profits and risk management adapted to the particularities of two North American economies. ✔️ Stable and ascending capital curve, supported by the use of autolote for cumulative profitability. ✔️ Well-defined operating hours, adapted to the behavior of the pair in the American markets. ✔️ Concentrated performance on key days and months with increased economic activity, maximizing operational effectiveness. ✔️ Supported for diversification, especially alongside other peer systems such as GBP/USD or AUD/USD.
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