Diversification

Each time people ask about what pair the best to trade, then my answer always the same, EURCHF. While every time I see my back test result on all pair, I always feel that my system will be better if we diversify our risk. An impressive result of back test in EURCHF, may look interesting to trade only this pair. This is true only if we have enough patients to trade this system. However the back test result show average 1 Month needed to recovery after suffer a loss and 3 Months for the longest time needed to make new peak in our equity.
My fantastic result on first week give me that confidence. When I run my EA on 5 pairs together, mostly the EA will execute trades on mayor pair together. Take long or EURUSD, GBPUSD, while short at USDCAD. Seem all this trade is a single position, shorting USD. And therefore the result will not be different if we put all the risk to 1 pair only. Only for the long term position that conclusion can be true. But since a shorter time frame than the result may be different. The way trend to develop on small time frame will be varying on each pair.
I put 3 pictures taken from my trade to show the sample. Much same situation occurred, and also gives a different result. For this sample trade I suffered a loss from long position in EURUSD, while get profit from long position on GBPUSD and short position on USDCAD.
At this situation, if I close all EURUSD position when USDCAD and GBPUSD have made profit, then overall trade still in positive territory. The fact I keep ride my loss on EURUSD and finally 1 trade stopped out before price crossing MA.
GBPUSD
EURUSD
USDCAD