Which Trading System Or Strategy Is The Most Profitable?

[easymon1]

Screamin Jay,
Turn this sp500 around man!

Screamin Jay put a spell on the market.
Dude is Strong
turn that sucker around.

 

[bd10]

"Which Trading System Or Strategy Is The Most Profitable?" -- in FX you mean? Maybe not to trade FX at all. What is profitable is for you to find out.

 

[TommyR]

FX isn't useless, a LT investor may find helpful as an addition to his portfolio. For example a Brexit hedge. Here is an example of a strategy I had in mind on GBPUSD. Included back to 2010 so you can see Brexit was fully hedged. Please contact me if this may suit your risk preferences.
Stats included. (Low tick frequency in test data understates true raw algorithmic power)

Ticks modelled 92461724
Modelling quality n/a
Mismatched charts errors 5830
Initial deposit 20000.00
Spread Current (26)
Total net profit 615007.73
Gross profit 951242.82
Gross loss -336235.09
Profit factor 2.83
Expected payoff 7.69
Absolute drawdown 5.29
Maximal drawdown 5074.70 (1.06%)
Relative drawdown 4.38% (1007.20)
Total trades 79967
Short positions (won %) 40016 (93.11%)
Long positions (won %) 39951 (91.58%)
Profit trades (% of total) 73845 (92.34%)
Loss trades (% of total) 6122 (7.66%)
Largest
profit trade 468.28
loss trade -457.63
Average
profit trade 12.88
loss trade -54.92
Maximum
consecutive wins (profit in money) 229 (3175.20)
consecutive losses (loss in money) 23 (-901.04)
Maximal
consecutive profit (count of wins) 36822.07 (180)
consecutive loss (count of losses) -2169.14 (14)
Average
consecutive wins 29
consecutive losses 2

 

[pipeguy]

FX isn't useless, a LT investor may find helpful as an addition to his portfolio. For example a Brexit hedge. Here is an example of a strategy I had in mind on GBPUSD. Included back to 2010 so you can see Brexit was fully hedged. Please contact me if this may suit your risk preferences.
Stats included. (Low tick frequency in test data understates true raw algorithmic power)

Ticks modelled 92461724
Modelling quality n/a
Mismatched charts errors 5830
Initial deposit 20000.00
Spread Current (26)
Total net profit 615007.73
Gross profit 951242.82
Gross loss -336235.09
Profit factor 2.83
Expected payoff 7.69
Absolute drawdown 5.29
Maximal drawdown 5074.70 (1.06%)
Relative drawdown 4.38% (1007.20)
Total trades 79967
Short positions (won %) 40016 (93.11%)
Long positions (won %) 39951 (91.58%)
Profit trades (% of total) 73845 (92.34%)
Loss trades (% of total) 6122 (7.66%)
Largest
profit trade 468.28
loss trade -457.63
Average
profit trade 12.88
loss trade -54.92
Maximum
consecutive wins (profit in money) 229 (3175.20)
consecutive losses (loss in money) 23 (-901.04)
Maximal
consecutive profit (count of wins) 36822.07 (180)
consecutive loss (count of losses) -2169.14 (14)
Average
consecutive wins 29
consecutive losses 2

View attachment 209042

Could you please describe your "fully hedged" Brexit trade instead? You can reveal the details know as it's already happened and the trade is not valid.