Growth
Balance
Equity
Drawdown
- Equity
- Drawdown
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| EURUSD | 2793 | |||
| GBPUSD | 1571 | |||
| EURGBP | 1153 | |||
| AUDCAD | 1046 | |||
| USDJPY | 825 | |||
| CHFJPY | 673 | |||
| EURCAD | 531 | |||
| USDCHF | 527 | |||
| EURJPY | 506 | |||
| EURAUD | 466 | |||
| NZDCAD | 460 | |||
| EURCHF | 426 | |||
| AUDNZD | 381 | |||
| USDCAD | 330 | |||
| XAUUSD | 229 | |||
| EURNZD | 200 | |||
| AUDUSD | 171 | |||
| GBPCAD | 152 | |||
| XAUJPY | 127 | |||
| XAUEUR | 63 | |||
| EURSGD | 53 | |||
| USDNOK | 49 | |||
| NZDUSD | 41 | |||
| XAUAUD | 34 | |||
| GBPAUD | 30 | |||
| CADCHF | 15 | |||
| GBPCHF | 6 | |||
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| EURUSD | 866 | |||
| GBPUSD | -449 | |||
| EURGBP | 282 | |||
| AUDCAD | 1.3K | |||
| USDJPY | 243 | |||
| CHFJPY | 365 | |||
| EURCAD | 313 | |||
| USDCHF | -412 | |||
| EURJPY | -326 | |||
| EURAUD | -230 | |||
| NZDCAD | -95 | |||
| EURCHF | -88 | |||
| AUDNZD | 259 | |||
| USDCAD | -21 | |||
| XAUUSD | -373 | |||
| EURNZD | 89 | |||
| AUDUSD | 190 | |||
| GBPCAD | -163 | |||
| XAUJPY | 35 | |||
| XAUEUR | 4 | |||
| EURSGD | -281 | |||
| USDNOK | -238 | |||
| NZDUSD | 96 | |||
| XAUAUD | 9 | |||
| GBPAUD | 118 | |||
| CADCHF | -140 | |||
| GBPCHF | 37 | |||
|
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
|
| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| EURUSD | 28K | |||
| GBPUSD | 8.6K | |||
| EURGBP | 12K | |||
| AUDCAD | 23K | |||
| USDJPY | 8.6K | |||
| CHFJPY | 17K | |||
| EURCAD | 5.8K | |||
| USDCHF | -557 | |||
| EURJPY | 3K | |||
| EURAUD | 1.7K | |||
| NZDCAD | 1.5K | |||
| EURCHF | 3.4K | |||
| AUDNZD | 2.9K | |||
| USDCAD | 3.3K | |||
| XAUUSD | -3.1K | |||
| EURNZD | 1.3K | |||
| AUDUSD | 2.3K | |||
| GBPCAD | 245 | |||
| XAUJPY | 3.2K | |||
| XAUEUR | 952 | |||
| EURSGD | -517 | |||
| USDNOK | -108K | |||
| NZDUSD | 2.1K | |||
| XAUAUD | 668 | |||
| GBPAUD | 1.3K | |||
| CADCHF | -5.9K | |||
| GBPCHF | 536 | |||
|
100K
200K
300K
400K
500K
600K
|
100K
200K
300K
400K
500K
600K
|
100K
200K
300K
400K
500K
600K
|
Drawdown
MFE and MAE Distribution Point Graphs
Maximum profit (MFE) and maximum loss (MAE) values are recorded for each open order during its lifetime. These parameters additionally characterize each closed order using the values of the maximum unrealized potential and maximum permitted risk. MFE/Profit and MAE/Profit distribution graphs display each order as a point with received profit/loss value plotted along the X-axis, while maximum displayed values of potential profit (MFE) and potential loss (MAE) are plotted along the Y-axis.
Place your cursor over parameters/graph captions to see the best and worst trading series. Find out more about MAE and MFE distributions in the article Mathematics in Trading: How to Estimate Trade Results.
The average slippage based on execution statistics on real accounts of various brokers is specified in pips. It depends on the difference between the provider's quotes from "ICMarketsSC-Live16" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
|
ICMarkets-Live07
|
0.00 × 9 | |
|
SigmaPrimary-Real
|
0.00 × 7 | |
|
GoMarkets-Real 1
|
0.00 × 3 | |
|
OxSecurities-Live
|
0.00 × 1 | |
|
ICMarkets-Live23
|
0.33 × 18 | |
|
ICMarkets-Live22
|
0.36 × 183 | |
|
ICMarketsSC-Live26
|
0.52 × 256 | |
|
ICMarketsSC-Live20
|
0.62 × 13 | |
|
ICMarketsSC-Live32
|
0.78 × 715 | |
|
LQD1-Live01
|
0.80 × 5 | |
|
ICMarkets-Live18
|
0.85 × 48 | |
|
ICMarketsSC-Live09
|
0.86 × 136 | |
|
ICMarketsSC-Live23
|
0.88 × 188 | |
|
ICMarketsSC-Live22
|
0.90 × 1154 | |
|
ICMarketsSC-Live07
|
1.03 × 183 | |
|
ICMarketsSC-Live14
|
1.03 × 1927 | |
|
ICMarkets-Live24
|
1.10 × 153 | |
|
ICMarketsSC-Live25
|
1.14 × 7 | |
|
ICMarketsSC-Live16
|
1.15 × 2095 | |
|
Pepperstone-Edge07
|
1.18 × 17 | |
|
EightcapLtd-Real-4
|
1.25 × 53 | |
|
Pepperstone-Edge02
|
1.25 × 213 | |
|
Tickmill-Live
|
1.32 × 976 | |
|
Pepperstone-Edge09
|
1.46 × 13 | |
|
ICMarketsSC-Live24
|
1.54 × 1553 | |
Sometimes there are multiple positions on the same currency pair in the same direction: it can happen because different settings of EAs in the portfolio detect a similar setup. Every order always has a stop loss, even if not manifest.
Compared to my FixDream signal, this EVO version has two differences:
1. slightly more aggressive money management, but always with a historical drawdown of 20% measured in 20 years of becktesting.
2. some additional operational signals, which work on time frames D1 and W1. The mix becomes exposed to greater volatility but potentially more performing.
Risk Warning: the portfolio has a maximum drawdown allowed of 20% (drawdown never reached since 2004). Beyond this threshold, the EA generating the signal freezes. Keep in mind therefore that this is the real risk of the portfolio, beyond what appears in the "Drawdown" box, which is evaluated from the date of publication of the signal.