GerFX QuantFlow Scalper and NW EA
Güvenilirlik
364 hafta
0 / 0 USD
büyüme başlangıcı: 2017 499%
Ticaret işlemlerini gerçek zamanlı olarak görmek için lütfen giriş yap veya kaydol
  • Varlık
  • Düşüş
İşlemler:
7 021
Kârla kapanan işlemler:
4 865 (69.29%)
Zararla kapanan işlemler:
2 156 (30.71%)
En iyi işlem:
46.49 EUR
En kötü işlem:
-87.60 EUR
Brüt kâr:
7 829.17 EUR (235 115 pips)
Brüt zarar:
-6 044.47 EUR (157 781 pips)
Maksimum ardışık kazanç:
31 (23.36 EUR)
Maksimum ardışık kâr:
127.97 EUR (23)
Sharpe oranı:
0.05
Ticaret etkinliği:
13.08%
Maks. mevduat yükü:
99.66%
En son işlem:
1 gün önce
Hafta başına işlemler:
14
Ort. tutma süresi:
2 saat
Düzelme faktörü:
4.29
Alış işlemleri:
3 511 (50.01%)
Satış işlemleri:
3 510 (49.99%)
Kâr faktörü:
1.30
Beklenen getiri:
0.25 EUR
Ortalama kâr:
1.61 EUR
Ortalama zarar:
-2.80 EUR
Maksimum ardışık kayıp:
12 (-48.90 EUR)
Maksimum ardışık zarar:
-400.98 EUR (8)
Aylık büyüme:
0.45%
Yıllık tahmin:
5.47%
Algo ticaret:
100%
Bakiyeye göre düşüş:
Mutlak:
3.38 EUR
Maksimum:
415.98 EUR (22.85%)
Göreceli düşüş:
Bakiyeye göre:
16.04% (107.12 EUR)
Varlığa göre:
17.36% (124.82 EUR)

Dağılım

Sembol İşlemler Sell Buy
EURUSD 1633
GBPUSD 1364
EURCHF 905
USDCHF 435
AUDNZD 433
AUDCAD 356
EURAUD 297
USDCAD 286
EURNZD 267
EURGBP 222
EURCAD 193
NZDCAD 164
GBPCAD 124
GBPCHF 106
GBPAUD 93
CHFJPY 88
USDJPY 49
AUDUSD 2
EURJPY 2
GBPJPY 2
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
Sembol Brüt kâr, USD Zarar, USD Kâr, USD
EURUSD 538
GBPUSD 1K
EURCHF 63
USDCHF 153
AUDNZD 196
AUDCAD -99
EURAUD -4
USDCAD 59
EURNZD 185
EURGBP -29
EURCAD 56
NZDCAD -29
GBPCAD 57
GBPCHF -17
GBPAUD -19
CHFJPY -43
USDJPY -81
AUDUSD 0
EURJPY 5
GBPJPY -1
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
Sembol Brüt kâr, pips Zarar, pips Kâr, pips
EURUSD 17K
GBPUSD 18K
EURCHF 4.5K
USDCHF 2.1K
AUDNZD 8.4K
AUDCAD 679
EURAUD 4.3K
USDCAD 5.4K
EURNZD 8.4K
EURGBP 1.6K
EURCAD 3K
NZDCAD 875
GBPCAD 4K
GBPCHF 225
GBPAUD 2K
CHFJPY 986
USDJPY -1K
AUDUSD 19
EURJPY 610
GBPJPY -117
10K 20K 30K 40K 50K 60K
10K 20K 30K 40K 50K 60K
10K 20K 30K 40K 50K 60K
  • Mevduat yükü
  • Düşüş
En iyi işlem: +46.49 EUR
En kötü işlem: -88 EUR
Maksimum ardışık kazanç: 23
Maksimum ardışık kayıp: 8
Maksimum ardışık kâr: +23.36 EUR
Maksimum ardışık zarar: -48.90 EUR

Farklı brokerların gerçek hesaplarındaki işlem gerçekleştirme istatistiklerine dayalı olarak pip cinsinden ortalama kaymalar. "ICMarkets-Live10" sunucusundan sağlayıcının fiyatları ile abonenin fiyatları arasındaki farka ve işlem gerçekleştirme gecikmelerine bağlıdır. Daha düşük değerler, daha iyi kopyalama kalitesi anlamına gelir.

USGFX-Live
0.00 × 9
InstaForex-UK.com
0.00 × 1
ATFXGM2-Live
0.00 × 5
LibertexCom-MT4 Market Real Server
0.00 × 4
UniverseWheel-Live
0.00 × 13
ForexTime-Pro
0.09 × 33
Osprey-Live
0.17 × 6
Tickmill-Live02
0.38 × 1274
ForexClub-MT4 Market Real 2 Server
0.41 × 22
Windsor-REAL
0.50 × 8
BDSSwissMarkets-Real01
0.54 × 26
ICMarkets-Live11
0.61 × 276
XMUK-Real 6
0.61 × 80
MTCOOK-Live
0.64 × 125
ICMarkets-Live24
0.64 × 383
WindsorBrokers-DEMO
0.67 × 3
LiteForex-ECN2.com
0.67 × 3
BoldPrime2-Live
0.67 × 3
ICMarkets-Live10
0.73 × 14316
LiteFinance-ECN2.com
0.75 × 4
ICMarkets-Live20
0.81 × 960
ICMarkets-Live02
0.83 × 1337
ICMarkets-Live07
0.83 × 1495
ICMarkets-Live05
0.83 × 2935
ICMarkets-Live08
0.85 × 472
438 daha fazla...
Ticaret işlemlerini gerçek zamanlı olarak görmek için lütfen giriş yap veya kaydol

This signal uses two automated mean reversion strategies, QuantFlow Scalper and NightWalkerEA.

Copying the signal might cause high slippage because of different spreads during swap time, so I don't recommend to copy it. It would be better rent or buy the EAs yourself. 

This signals runs with about 25% maximum drawdown risk according to the portfolio backtest.

The signal also uses the Breaking News Filter.


About the drawdown calculation:


The portfolio backtests I show are usually done with a fixed lot size of 0.1. This means that you have to look at the fixed drawdown, not the percentage one. For the combination of 0.01 NightWalker EA and 0.02 NY Close Scalper with all pairs, the drawdown was about $100, which you can use to scale to the desired risk level. For example, this signal uses 0.02 NW and 0.05 NYCS, so the maximum portfolio backtest drawdown would be about $250. 

Things to consider:

The maximum backtest drawdown happened in 2008 and never occurred again in later years. In 2008 the spreads were much larger than they are now and the tick data quality is also much worse for early years. So some developers argue against even using data before 2010/2011. However, since optimization usually leads to underestimation of the expected drawdown, I still prefer to use the 2008 drawdown as the best estimate. 2008 was also the year of a global financial crisis, which might be a risk factor to consider for the future.

Please also keep in mind that there is never any guarantee that the future drawdown will be less than the historical one.


Ortalama derecelendirme:
borisov201190
204
borisov201190 2019.02.18 14:33 
 

Unstable signal

2024.01.08 22:02
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.12.28 01:10
No trading activity detected on the Signal's account for the last 6 days
2023.08.24 21:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 02:40
No trading activity detected on the Signal's account for the last 6 days
2023.01.09 20:41
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.29 00:04
No trading activity detected on the Signal's account for the last 6 days
2022.08.23 21:48
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.08.23 03:17
No trading activity detected on the Signal's account for the last 6 days
2022.03.09 23:44
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.03.01 03:52
No trading activity detected on the Signal's account for the last 6 days
2022.02.22 20:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.02.22 08:27
No trading activity detected on the Signal's account for the last 6 days
2022.01.11 00:00
Removed warning: No trading activity detected on the Signal's account for the recent period
2021.12.29 02:11
No trading activity detected on the Signal's account for the last 6 days
2021.01.07 21:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.12.29 01:55
No trading activity detected on the Signal's account for the last 6 days
2020.11.08 23:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.11.05 02:29
No trading activity detected on the Signal's account for the last 6 days
2020.05.18 23:50
Removed warning: Low trading activity - not enough trades detected during the last month
2020.05.18 07:31
Removed warning: No trading activity detected on the Signal's account for the recent period
Ticaret işlemlerini gerçek zamanlı olarak görmek için lütfen giriş yap veya kaydol
Sinyal
Fiyat
Büyüme
Aboneler
Fonlar
Bakiye
Haftalar
Uzman Danışmanlar
İşlemler
Kazanç yüzdesi
Etkinlik
PF
Beklenen getiri
Düşüş
Kaldıraç
Ayda 50 USD
499%
0
0
USD
468
EUR
364
100%
7 021
69%
13%
1.29
0.25
EUR
17%
1:50
Kopyala