50% win rate but small loss in GBPUSD test on Thanksgiving week

Despite small loss in the last trading week, overall in November our automated trader gained over 1,000 pips and again we observed the same winning pattern we noticed from our very first tests: win ratio exceeding 50% and low drawdown with no long sequence of loss trades.

The below graph shows the Thanksgiving week, where before the eve we were nicely up almost 90 pips.

Thanksgiving losses turned the the whole week slightly negative. But the win rate remained at 50%.

However, on the Thanksgiving eve we had unexpectedly many losing trades in a row. Which lead to overall week loss of about 30 pips. Though the win ratio didn’t go below 50% and 3 of 5 trading days were profitable. The full trade log.

Last time we recall this losing strike happen on September, 21. We will be analyzing the trades and adding this day to our set of negative scenarios for back testing.