Hereunder you can find some early back testing simulations that we run in Python and plotted in MatplotLib. These early trials are the backbone of our current strategies that, as can be seen on the charts below, cut losses quickly and keep adding to winning positions.
Please bear mind, that the more advanced Position Management functionality wasn't implemented at the time. The Position Management functionality was developed to track profits more closely and prevent the strategies from giving back to the market a substantial amount of the unrealized profit. The introduction of this technique improved profitability and performance metrics significantly.
If you are interested in testing some of the available strategies or seeing how they perform with different products (equities, indices, ...) and in different timeframes, please feel free to register for a demo access. You can also contact us for further enquiries.