GerFX QuantFlow Scalper
Zuverlässigkeit
319 Wochen
1 / 0 USD
Wachstum seit 2018 109%
Einloggen oder registrieren und den Zugang zu laufenden Trades des Anbieters zu bekommen
  • Equity
  • Rückgang
Trades insgesamt:
2 576
Gewinntrades:
1 739 (67.50%)
Verlusttrades:
837 (32.49%)
Bester Trade:
2.94 EUR
Schlechtester Trade:
-8.08 EUR
Bruttoprofit:
570.51 EUR (53 048 pips)
Bruttoverlust:
-398.59 EUR (27 258 pips)
Max. aufeinandergehende Gewinne:
16 (2.53 EUR)
Max. Gewinn aufeinanderfolgender Gewinntrades:
7.17 EUR (11)
Sharpe Ratio:
0.10
Trading-Aktivität:
4.71%
Max deposit load:
19.78%
Letzter Trade:
1 Tag
Trades pro Woche:
8
Durchschn. Haltezeit:
1 Stunde
Erholungsfaktor:
11.19
Long-Positionen:
1 287 (49.96%)
Short-Positionen:
1 289 (50.04%)
Profit-Faktor:
1.43
Mathematische Gewinnerwartung:
0.07 EUR
Durchschnittlicher Profit:
0.33 EUR
Durchschnittlicher Verlust:
-0.48 EUR
Max. aufeinandergehende Verluste:
6 (-2.82 EUR)
Max. Verlust aufeinanderfolgender Verlusttrades:
-15.36 EUR (2)
Wachstum pro Monat :
0.50%
Jahresprognose:
8.66%
Algo-Trading:
100%
Rückgang/Kontostand:
Absolut:
0.00 EUR
Maximaler:
15.36 EUR (5.53%)
Relativer Rückgang:
Kontostand:
7.02% (11.92 EUR)
Kapital:
4.06% (6.89 EUR)

Verteilung

Symbol Trades Sell Buy
EURUSD 815
GBPUSD 623
EURCHF 563
USDCHF 353
USDCAD 105
EURAUD 86
EURCAD 31
200 400 600 800
200 400 600 800
200 400 600 800
Symbol Bruttoprofit, USD Loss, USD Profit, USD
EURUSD 76
GBPUSD 72
EURCHF 5
USDCHF 19
USDCAD 5
EURAUD 11
EURCAD 7
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
Symbol Bruttoprofit, pips Loss, pips Profit, pips
EURUSD 9.3K
GBPUSD 7.7K
EURCHF 2.6K
USDCHF 2.6K
USDCAD 1.5K
EURAUD 2.3K
EURCAD 968
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
  • Deposit load
  • Rückgang
Bester Trade: +2.94 EUR
Schlechtester Trade: -8 EUR
Max. aufeinandergehende Gewinne: 11
Max. aufeinandergehende Verluste: 2
Max. Gewinn aufeinanderfolgender Gewinntrades: +2.53 EUR
Max. Verlust aufeinanderfolgender Verlusttrades: -2.82 EUR

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-Live03" 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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OctaFX-Real5
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AFXCapital-Real
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EGlobal-Classic2
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ATCBrokers-US Live
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FXGiantsUK-Real4
0.15 × 89
ACYCapital-Live02
0.17 × 12
ZeroMarkets-Live
0.23 × 35
RoboForex-ECN-2
0.25 × 4
MEXExchange-Live
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RoboForexDE-Pro
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noch 758 ...
Einloggen oder registrieren und den Zugang zu laufenden Trades des Anbieters zu bekommen

This signal uses an automated mean reversion strategy around the close of the New York session, GerFX QuantFlow Scalper.  

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 EA yourself.

The signal is running at about 30% maximum drawdown risk. It 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 QuantFlow Scalper with all pairs, the drawdown was about $560 for 0.1 lots, which you can use to scale to the desired risk level. For example, using 0.02 lots like this signal on all pairs would have had about $112 maximum drawdown together in the backtest. 

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.


Durchschnittliche Bewertung:
skhanolkar
54
skhanolkar 2019.03.01 20:40 
 

Der Benutzer hat keinen Kommentar hinterlassen

2024.01.08 23:36
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 22:58
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 01:30
No trading activity detected on the Signal's account for the last 6 days
2023.04.13 23:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.04.13 02:06
No trading activity detected on the Signal's account for the last 6 days
2023.03.20 22:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.03.15 00:44
No trading activity detected on the Signal's account for the last 6 days
2023.01.23 00:57
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.20 14:35
Low trading activity - only 7 trades detected in the last month
2023.01.11 01:10
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.09 23:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.27 03:13
No trading activity detected on the Signal's account for the last 6 days
2022.12.19 22:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.19 00:56
No trading activity detected on the Signal's account for the last 6 days
2022.11.17 22:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.11.16 01:52
No trading activity detected on the Signal's account for the last 6 days
2022.10.26 23:17
Removed warning: Low trading activity - not enough trades detected during the last month
2022.10.20 13:06
Low trading activity - only 7 trades detected in the last month
2022.10.20 00:34
Removed warning: Low trading activity - not enough trades detected during the last month
Einloggen oder registrieren und den Zugang zu laufenden Trades des Anbieters zu bekommen
Signal
Preis
Wachstum
Abonnenten
Geldmittel
Kontostand
Wochen
Expert Advisor
Trades
Gewinn
Aktivität
PF
Mathematische Gewinnerwartung
Rückgang
Hebel
50 USD pro Monat
109%
1
0
USD
192
EUR
319
100%
2 576
67%
5%
1.43
0.07
EUR
7%
1:200
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