Pair trading and multicurrency arbitrage. The showdown. - page 304

 
Vitaly Muzichenko #:
It doesn’t depend on me; I’ve already described the closing system earlier, and I always use it
Have you tried expressing it as a percentage of the deposit? I’m sure there are some statistics available for that.
 
Sergey2134 #:
Yes. But in the trading terminal, trailing stops are only set in pips. And if I’m to close the position based on the total profit, how do I calculate that in advance? It depends on how many of my own pips each leg moves.
In a pair trade, it’s based solely on the total profit, and it doesn’t matter how many pips each leg moves.
 
Sergey2134 #:
Have you tried expressing it as a percentage of the deposit? I’m sure there are some statistics available for this.

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Pair trading and multi-currency arbitrage. A closer look.

Renat Akhtyamov, 4 August 2026, 12:20

In pair trading, the only thing that matters is the overall profit, regardless of how much each leg moves