Interimreport1 January–31 March2024 Elo Mutual Pension Insurance Company
03102011 0000 gmt
1. 01/12/2009 - 3/10/2011, 478 trading days
SAGE 44
Gross PL/trade =8.7 pips Net PL/trade=5.7 pips Number of trades=3649 Cumulative Net PL=20 800 pips
PF=1.50 Year ROI=113% after 22 months
SAGE 41
Gross PL/trade =11.3 pips Net PL/trade=8.3 pips Number of trades=3330 Cumulative Net PL=27 639 pips
PF=1.63 Year ROI=151% after 22months
See more details in the pregoing SAGE_test_account_comments_07152011.doc
http://www.slideshare.net/yurimartemianov/sage-test-accountcomments07152011-8621145
The part of PL curve and performance in the time span since 12/08/2011 till now differs from the same part in the pregoing
documents 26082011 0000.gmt, 19092011 0000.gmt, 26092011 0000.gmt. Explanation of this fact is an occasion to some
reasons about exclusive importance of reliability and stability of an operational environment in which the trading robot
functions.
In second half of August it was required changes of an operational environment the servers connected with occurrence of next
version API FXCM. There were technical failures in a work of the server. Interventions of the operator were required. Some of
them as it was found out now, not always were correct enough.
As a result of failures in Data Feed the local database contained following erroneous quotations:
EUUSD 18/8/2011 1.4430, 0.1445, 1.4270, 1.4295
GBPUSD 12.9.2011 1.5584, 1.5885, 1.5772, 1.5856
2. Influence of these errors on results is presented more low.
SAGE44
Gross PL/trade =8.3 pips Net PL/trade=5.3 pips Number of trades=3629 Cumulative Net PL=19 234 pips
PF=1.44 Year ROI=113% after 22 months
SAGE41
Gross PL/trade =10.9 pips Net PL/trade=7.9pips Number of trades=3311 Cumulative Net PL=26 157 pips
PF=1.56 Year ROI=143% after 22 months
2 wrong price values reduces PF on 0.5 and costs near 1500 pips net PL in 1.5 month time span.
All experience of testing and operation of various versions SAGE beginning 2005 confirms exclusive importance of Data Feed
correct work as a component of the robotized system.
.