AUDNZD Strategy
Today, we look at an AUDNZD strategy.
The AUDNZD currency pair, known as the ‘Aussie Kiwi’, is a minor cross-currency pair heavily influenced by the commodity exports of Australia and New Zealand.
AUDNZD Strategy
We backtested the trading rules on the spot market.
From 2004, we get the following result:
Performance
No. of trades: 63
Average gain per trade: 0.45%
Win ratio: 54%
Profit Factor: 2
Annual returns (CAGR): 1.1%
Exposure/time in the market: 10%
Risk-adjusted return: 10.8% (CAGR divided by time spent in the market (0.1))
Max drawdown: -5%
Trading Rules
We made the following trading rules:
