DAAS BrightTrio built-in arbitrage strategy – the real test Monday December 13th, 2021 – Posted in: Arbitrage Software

DAAS BrightTrio built-in arbitrage strategy – a brief description of how it works

BrightTrio built-in arbitrage strategy – This is a variety of latency arbitration but with in-depth masking of arbitration trade.  BrightTrio arbitrage strategy works on 3 accounts and allows to mask arbitrage trade not only by increasing the duration of orders, pauses between orders, and closed profit on each order, simulating manual trading but also by not blocking one trading instrument on one account.

DAAS BrightTrio built-in arbitrage strategy – Real Account Testing

DAAS BrightTrio built-in arbitrage strategy was tested on 3 real accounts with an initial deposit of 10,000 each. The screenshot below shows the performance of the arbitration strategy for the first month.

DAAS with Brighttrio arbitrage strategy real account test

Pic. 1BrightTrio built-in arbitrage strategy overview

As we see the total profit was 64, 595 – 30,000 = $34,595 Which is almost 133% in the first month of trading under the Profit factor: 1.36.

BrightTrio built-in arbitrage strategy is a low-risk strategy and this confirms the risk of ruin graph in Figure 2. The risk of ruin is an indicator of possible investment losses or deposits from trading after which the strategy will not be able to continue working due to a lack of deposit.

DAAS with BrightTrio Arbitrage risk of ruin

Pic. 2BrightTrio Arbitrage Strategy – the risk of ruin

The graph shows that the probability of losing even a 10% deposit is zero.

DAAS arbitrage cumulative growth

Pic. 3BrightTrio Arbitrage Strategy Cumulative growth each account, %

 

In Figure 3 we see that either accounts are open on one broker or open at different brokers, but have similar trading conditions, then in the long term, we will see a rise in profit on all accounts. In this case, if there is a certain deposit reserve, there is no need to balance accounts (withdrawal from one account and replenishment of another account). Of course, you need to understand that when working with accounts, different brokers may have an imbalance and need to transfer funds from account to account.

Let’s analyze how much BrightTrio Arbitrage Strategy masks latency arbitrage.

Brighttrio arbitrage trades duration vs pips

Pic.4BrightTrio Arbitrage Strategy profit per trade versus trade duration

 

In Figure 4 we see that the order duration can reach from a few minutes to several hours and the profit of dozens of points and both of these indicators are regulated by the settings of BrightTrio Arbitrage Strategy. Such trading can not be attributed to arbitration. If we compare with the indicators of Latency arbitrage presented in Figure 5, we see that the duration of orders and the profile of the latent arbitration is several times less, although our latent arbitration and uses a trailing stop to increase the time of the order and profit, which makes the strategy vulnerable in terms of definition by the broker as an arbitration trade.

Latency Arbitrage Trades duration vs pips

Pic.5Latency Arbitrage Strategy profit per trade versus trade duration

 

Conclusion

At the moment, BrightTrio Arbitrage Strategy is the most reliable in terms of camouflaging arbitration trade for several reasons. The main ones are:

  • The duration of the orders is much higher than that of other arbitration strategies and can be adjusted.
  • The profit of orders is much higher than that of other arbitrage strategies and can be regulated.
  • The pause between orders is much higher than other arbitrage strategies and can be adjusted.
  • Blocking on one account for the same trading instrument is excluded.
  • Full simulation of manual trading without any loss of speed of sending and processing orders.