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One pair fared better in performance numbers versus the other in Q1 2019. Which pair was it and how did the system do overall?

In this revised version of the Short-Term Bollinger Reversion Strategy, I’m waiting for RSI to cross above or below oversold or overbought levels to indicate a bit more momentum in the direction of the trade. Make sure you review the tweaks here.

And I know I haven’t really covered the position sizing rules for this system just yet but, for simplicity’s sake, I decided to assume 1% risk per trade in order to help me analyze total performance.

Since I’m running this strategy on a per pair basis, I crunched the numbers for USD/CAD first:

Ack! Not its best run, is it?

This pair snagged 14 valid signals but half turned out wins and the rest turned out losses. For this particular system, those losing positions are down by the full 1% more often than not.

With that, USD/CAD sulked off with a 3.48% dent for the quarter and a terrible showing in its average win vs. average loss. Even its maximum drawdown was more than twice as much as its max winning streak. Bah!

Here are the numbers for CAD/CHF:

Unlike USD/CAD, this pair managed to stay afloat in the first three months of the year as it scored more wins than losses. However, looking at the average win vs. average loss is still a disappointment.

Nonetheless, its win rate of 80% is pretty impressive, along with its longest winning streak of 7 consecutive gains. All in all, the overall performance is still shaky for the start of 2019, so I’m really hoping it picks up in the next three months.

Or do you think I should be making adjustments already? Any recos?