Mô tả
Hermes Pro is a long-only cBot for NAS100 (US Tech 100) on the H1 chart. It trades in the direction of the prevailing uptrend, entering on breakouts confirmed by an adaptive moving average regime model, and takes profit quickly at a fixed ATR multiple.
How it works
A fast ALMA of log returns must be above a slow ALMA, price must be above the macro EMA with the EMA rising, the market must be moving directionally rather than chopping (efficiency filter), and price must make a new multi-bar high. When all conditions hold, the cBot buys at the next bar.
Exits
- Take profit at 1 × ATR — most trades end here, which produces the high win rate
- Chandelier trailing stop at 4.5 × ATR below the recent high
- Wide protective stop at 9 × ATR, held broker-side at all times
- Full exit if price closes below the macro EMA
Losses are larger than wins by design — on average about 2.8 times larger in testing — and the strategy is profitable because wins are far more frequent. If a high win rate with occasional larger losses does not suit your temperament, this is not the right cBot for you.
Backtest, NAS100 H1, August 2023 to August 2026
- 492 trades, roughly three per week, all long
- Win rate 79.9%, profit factor 1.44
- Return 10.38% at a fixed 0.1 lots on $10,000
- Maximum balance drawdown 1.41%
- Longest losing run: 4. Longest winning run: 30.
Costs are critical. The backtest ran on a commission-free NAS100 feed; with an average result of about $2 per trade at 0.1 lots, per-trade commissions on some accounts could remove most or all of the margin. Swap on overnight longs cost $114 over the test. Verify your account's index CFD costs and run the backtest on your own feed before going live.
Limitations
- Long only; remains flat in downtrends
- Tested on NAS100 H1 with fixed-lot sizing only
- No daily loss limit; monitor any daily drawdown rules yourself
Trading involves risk. Past performance does not guarantee future results.
Tóm tắt
Trade exits are managed through a layered approach: a primary take profit at 1× ATR (Average True Range) for most trades, a Chandelier trailing stop set at 4.5× ATR below recent highs, a wide protective stop at 9× ATR maintained broker-side, and a full exit if price closes below the macro EMA. The strategy emphasizes a high win rate (~80%) with frequent smaller wins and occasional larger losses, resulting in a profit factor of 1.44 and a maximum drawdown of 1.41% in backtests from August 2023 to August 2026.
HermesPro executes approximately three trades per week, all long positions, using fixed lot sizing. It requires monitoring of trading costs such as commissions and overnight swaps, which can significantly affect net profitability. The bot is intended for swing trading with a medium trade frequency and is suitable for accounts with a recommended minimum balance of $500.
