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Verteilung
| Symbol | Trades | Sell | Buy | |
|---|---|---|---|---|
| Short_VIX_FUT_ETF_(SVXY.N) | 232 | |||
| US2000 | 222 | |||
| SpotBrent | 79 | |||
| USDCHF | 68 | |||
| EUSTX50 | 66 | |||
| US500 | 41 | |||
| UK100 | 38 | |||
| USDJPY | 33 | |||
| AUS200 | 31 | |||
| NOR25 | 29 | |||
| Metals_&_Mining_(XME.P) | 25 | |||
| SA40 | 23 | |||
| NVIDIA_Corporation_(NVDA.O) | 21 | |||
| VIX | 18 | |||
| CA60 | 17 | |||
| Global_Energy_ETF_(IXC.P) | 14 | |||
| BTCUSD | 12 | |||
| CN50 | 11 | |||
| FRA40 | 11 | |||
| XAGEUR | 9 | |||
| NETH25 | 9 | |||
| AUDUSD | 9 | |||
| USDX | 6 | |||
| Energy_Select_Fund_(XLE.P) | 6 | |||
| iShares_Mexico_ETF_(EWW.P) | 6 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | 5 | |||
| XAUAUD | 5 | |||
| JPN225 | 4 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | 3 | |||
| GERTEC30 | 3 | |||
| India_50_ETF_(INDY.O) | 3 | |||
| XAUUSD | 3 | |||
| Cocoa | 2 | |||
| OJ | 2 | |||
| EURUSD | 2 | |||
| GBPUSD | 2 | |||
| DOGEUSD | 2 | |||
| Dividend_ETF_(SDY.P) | 1 | |||
| SPA35 | 1 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 1 | |||
| SCI25 | 1 | |||
| AUDJPY | 1 | |||
| EURJPY | 1 | |||
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| Symbol | Bruttoprofit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| Short_VIX_FUT_ETF_(SVXY.N) | -38 | |||
| US2000 | 60 | |||
| SpotBrent | 190 | |||
| USDCHF | -161 | |||
| EUSTX50 | 563 | |||
| US500 | 440 | |||
| UK100 | 335 | |||
| USDJPY | 167 | |||
| AUS200 | 273 | |||
| NOR25 | 508 | |||
| Metals_&_Mining_(XME.P) | 333 | |||
| SA40 | -116 | |||
| NVIDIA_Corporation_(NVDA.O) | 88 | |||
| VIX | -1.6K | |||
| CA60 | 689 | |||
| Global_Energy_ETF_(IXC.P) | 717 | |||
| BTCUSD | -301 | |||
| CN50 | 335 | |||
| FRA40 | 188 | |||
| XAGEUR | 261 | |||
| NETH25 | 16 | |||
| AUDUSD | 19 | |||
| USDX | -85 | |||
| Energy_Select_Fund_(XLE.P) | 123 | |||
| iShares_Mexico_ETF_(EWW.P) | 264 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | -174 | |||
| XAUAUD | 496 | |||
| JPN225 | -33 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | -248 | |||
| GERTEC30 | 50 | |||
| India_50_ETF_(INDY.O) | 73 | |||
| XAUUSD | 8 | |||
| Cocoa | -15 | |||
| OJ | 80 | |||
| EURUSD | -3 | |||
| GBPUSD | 6 | |||
| DOGEUSD | 347 | |||
| Dividend_ETF_(SDY.P) | 47 | |||
| SPA35 | 4 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 24 | |||
| SCI25 | 7 | |||
| AUDJPY | 13 | |||
| EURJPY | 17 | |||
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1K
2K
3K
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5K
6K
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1K
2K
3K
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5K
6K
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1K
2K
3K
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| Symbol | Bruttoprofit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| Short_VIX_FUT_ETF_(SVXY.N) | -224 | |||
| US2000 | 5.3K | |||
| SpotBrent | 18K | |||
| USDCHF | -3.1K | |||
| EUSTX50 | 19K | |||
| US500 | 8.8K | |||
| UK100 | 24K | |||
| USDJPY | 2.5K | |||
| AUS200 | 22K | |||
| NOR25 | 47K | |||
| Metals_&_Mining_(XME.P) | 1.4K | |||
| SA40 | 782K | |||
| NVIDIA_Corporation_(NVDA.O) | 2.4K | |||
| VIX | -469 | |||
| CA60 | 29K | |||
| Global_Energy_ETF_(IXC.P) | 1.6K | |||
| BTCUSD | 453K | |||
| CN50 | 33K | |||
| FRA40 | 8.2K | |||
| XAGEUR | 4.6K | |||
| NETH25 | 5.2K | |||
| AUDUSD | 751 | |||
| USDX | -1.7K | |||
| Energy_Select_Fund_(XLE.P) | 502 | |||
| iShares_Mexico_ETF_(EWW.P) | 905 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | 2 | |||
| XAUAUD | 51K | |||
| JPN225 | -2.9K | |||
| MSCI_Indonesia_ETF_(EIDO.P) | -286 | |||
| GERTEC30 | 14K | |||
| India_50_ETF_(INDY.O) | 48 | |||
| XAUUSD | 77 | |||
| Cocoa | -77 | |||
| OJ | 266 | |||
| EURUSD | -9 | |||
| GBPUSD | 57 | |||
| DOGEUSD | 2.3K | |||
| Dividend_ETF_(SDY.P) | 300 | |||
| SPA35 | 341 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 131 | |||
| SCI25 | 45 | |||
| AUDJPY | 179 | |||
| EURJPY | 221 | |||
|
500K
1M
1.5M
2M
2.5M
3M
3.5M
4M
|
500K
1M
1.5M
2M
2.5M
3M
3.5M
4M
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500K
1M
1.5M
2M
2.5M
3M
3.5M
4M
|
Rückgang
Verteilungsgrafiken MFE und MAE
Für jede offene Position werden die Werte des maximalen Gewinns (MFE) und des maximalen Verlusts (MAE) gespeichert. Diese Werte vermitteln zusätzliche Informationen über maximales nicht ausgeschöpftes Potenzial und maximales Risiko auf jeder geschlossenen Position. Auf den Verteilungsgrafiken MFE/Profit und MAE/Profit entspricht jeder Position ein Punkt. Waagerecht werden Gewinn/Verlust angezeigt und senkrecht - potentieller Gewinn (MFE) und potentieller Verlust (MAE).
Führen Sie den Mauszeiger an Werte/Chartbeschriftungen, um die besten und die schlechtesten Tradefolgen zu sehen. Ausführliche Informationen über die Verteilung von MAE und MFE können Sie dem Artikel Mathematik im Trading. Ergebnisse des Handels einschätzen. entnehmen.
Der durchschnittliche Slippage anhand der Statistik der Ausführung auf echten Konten verschiedener Broker ist in Punkten angegeben. Er hängt von der Differenz zwischen den Währungskursen des Anbieters von "Pepperstone-MT5-Live01" und des Abonnenten sowie von Verzögerungen in der Ausführung von Orders ab. Je kleiner der Wert ist, desto besser ist die Qualität des Kopierens.
|
TickmillUK-Live
|
0.00 × 1 | |
|
ICMarketsSC-MT5-4
|
0.00 × 9 | |
|
Tradeview-Live
|
0.00 × 1 | |
|
ICMarketsEU-MT5
|
0.23 × 35 | |
|
Exness-MT5Real3
|
0.31 × 345 | |
|
PacificUnionLLC-Live
|
0.48 × 46 | |
|
FXPIG-Server
|
0.60 × 200 | |
|
Tickmill-Live
|
0.66 × 170 | |
|
ICMarketsEU-MT5-2
|
0.74 × 27 | |
|
ActivTradesCorp-Server
|
0.75 × 4 | |
|
ICTrading-MT5-4
|
1.00 × 3 | |
|
EvolveMarkets-MT5 Live Server
|
1.00 × 5 | |
|
TitanFX-MT5-01
|
1.12 × 69 | |
|
Exness-MT5Real9
|
1.13 × 8 | |
|
Eightcap-Live
|
1.19 × 254 | |
|
ICMarkets-MT5
|
1.20 × 210 | |
|
Darwinex-Live
|
1.20 × 100 | |
|
ICMarketsSC-MT5
|
1.32 × 1691 | |
|
ICMarketsSC-MT5-2
|
1.37 × 27186 | |
|
Exness-MT5Real7
|
1.42 × 389 | |
|
Alpari-MT5
|
1.43 × 94 | |
|
PepperstoneUK-Live
|
1.50 × 88 | |
|
ForexTimeFXTM-Live01
|
1.60 × 5 | |
|
VantageFX-Live
|
1.63 × 68 | |
|
BlueberryMarkets-Live
|
2.25 × 4 | |
This system is designed to produce above average returns by trading stock market indicies, the VIX, and some commodities in a grid fashion with leverage. There is a dynamic position sizing system based mostly on account size, and there is NO MARTINGALE used in this strategy.
The idea behind the strategy is that since stock markets have an expected return above zero over the long term, then a grid strategy that is long-only would also have a positive expected return. The returns are amplified with leverage. The VIX is inversely correlated with stock market movements, meaning that going long on the VIX is a hedge against a stock market downturn. This protects against fast market crashes.
Commodities are uncorrelated with both the stock market and the VIX, adding diversification into the system.
Backtesting has been optimised and is calculated in a pessimistic environment, where all symbols pay swaps. In reality, some symbols will earn overnight swaps, but parameters were picked assuming that swaps are always paid rather than earned. Backtesting results shows (with paying swaps):
- Monthly Returns = 6%
- Sharpe Ratio = 2.11
- Sortino Ratio = 3.17
- Max Drawdown = 14.75%
- Gini Coefficient (equality of profits across symbols) = 0.2
It is exceedingly unlikely that this account blows up, with a max DD of < 15% occuring over a 2 year period that includes major stock market declines.