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Verteilung
| Symbol | Trades | Sell | Buy | |
|---|---|---|---|---|
| EURUSD | 1621 | |||
| GBPUSD | 1352 | |||
| EURCHF | 888 | |||
| AUDNZD | 430 | |||
| USDCHF | 428 | |||
| AUDCAD | 351 | |||
| EURAUD | 294 | |||
| USDCAD | 280 | |||
| EURNZD | 262 | |||
| EURGBP | 222 | |||
| EURCAD | 192 | |||
| NZDCAD | 155 | |||
| GBPCAD | 123 | |||
| GBPCHF | 106 | |||
| GBPAUD | 92 | |||
| CHFJPY | 88 | |||
| USDJPY | 49 | |||
| AUDUSD | 2 | |||
| EURJPY | 2 | |||
| GBPJPY | 2 | |||
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| Symbol | Bruttoprofit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| EURUSD | 535 | |||
| GBPUSD | 1K | |||
| EURCHF | 63 | |||
| AUDNZD | 196 | |||
| USDCHF | 151 | |||
| AUDCAD | -98 | |||
| EURAUD | -4 | |||
| USDCAD | 58 | |||
| EURNZD | 187 | |||
| EURGBP | -29 | |||
| EURCAD | 56 | |||
| NZDCAD | -27 | |||
| GBPCAD | 57 | |||
| GBPCHF | -17 | |||
| GBPAUD | -20 | |||
| CHFJPY | -43 | |||
| USDJPY | -81 | |||
| AUDUSD | 0 | |||
| EURJPY | 5 | |||
| GBPJPY | -1 | |||
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| Symbol | Bruttoprofit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| EURUSD | 16K | |||
| GBPUSD | 18K | |||
| EURCHF | 4.4K | |||
| AUDNZD | 8.3K | |||
| USDCHF | 2.1K | |||
| AUDCAD | 739 | |||
| EURAUD | 4.1K | |||
| USDCAD | 5.2K | |||
| EURNZD | 8.7K | |||
| EURGBP | 1.6K | |||
| EURCAD | 3.1K | |||
| NZDCAD | 979 | |||
| GBPCAD | 3.9K | |||
| GBPCHF | 225 | |||
| GBPAUD | 1.9K | |||
| CHFJPY | 986 | |||
| USDJPY | -1K | |||
| AUDUSD | 19 | |||
| EURJPY | 610 | |||
| GBPJPY | -117 | |||
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Rückgang
Verteilungsgrafiken MFE und MAE
Für jede offene Order werden während ihrer Lebensdauer maximaler Gewinn (MFE) und maximaler Verlust (MAE) gespeichert. Diese Werte vermitteln zusätzliche Informationen über maximales nicht ausgeschöpftes Potenzial und maximales Risiko in jeder geschlossenen Order. 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 "ICMarkets-Live10" und des Abonnenten sowie von Verzögerungen in der Ausführung von Orders ab. Je kleiner der Wert ist, desto besser ist die Qualität des Kopierens.
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UniverseWheel-Live
|
0.00 × 13 | |
|
InstaForex-UK.com
|
0.00 × 1 | |
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ATFXGM2-Live
|
0.00 × 5 | |
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USGFX-Live
|
0.00 × 9 | |
|
LibertexCom-MT4 Market Real Server
|
0.00 × 4 | |
|
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 | |
|
LiteForex-ECN2.com
|
0.67 × 3 | |
|
WindsorBrokers-DEMO
|
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 | |
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.
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