USD/JPY optimization: the old optimum looks good enough

Source: www.forexautomaton.com

I am continuing another round of optimizations, revisiting the six popular currency pairs one after the other, extending the range of the trade-entry parameter further into the "conservative" area. In the case of USD/JPY however, the "old" optimum seems good enough so that no improvement is brought about: even though the "new" returns, the "new" risks do not look justified. The "landscape" of the optimization problem here looks very clean and understandable.


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