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Growth
Balance
Equity
Drawdown
- Equity
- Drawdown
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| GBPUSD | 399 | |||
| NZDCAD | 365 | |||
| AUDNZD | 361 | |||
| AUDCAD | 338 | |||
| GBPCAD | 337 | |||
| EURGBP | 251 | |||
| NZDUSD | 167 | |||
| EURUSD | 162 | |||
| USDJPY | 160 | |||
| AUDUSD | 154 | |||
| USDCAD | 105 | |||
| EURJPY | 96 | |||
| EURCAD | 96 | |||
| USDCHF | 88 | |||
| EURCHF | 26 | |||
| EURAUD | 21 | |||
| GBPAUD | 19 | |||
| XAUUSD | 18 | |||
| CADCHF | 11 | |||
| BTCUSD | 4 | |||
| CHFJPY | 3 | |||
| AUDJPY | 3 | |||
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| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| GBPUSD | 573 | |||
| NZDCAD | 3.9K | |||
| AUDNZD | -300 | |||
| AUDCAD | 6.6K | |||
| GBPCAD | -2.9K | |||
| EURGBP | 144 | |||
| NZDUSD | 681 | |||
| EURUSD | 129 | |||
| USDJPY | 1.1K | |||
| AUDUSD | 1.1K | |||
| USDCAD | 583 | |||
| EURJPY | 8 | |||
| EURCAD | 356 | |||
| USDCHF | -318 | |||
| EURCHF | -241 | |||
| EURAUD | 36 | |||
| GBPAUD | 62 | |||
| XAUUSD | 307 | |||
| CADCHF | 57 | |||
| BTCUSD | -14 | |||
| CHFJPY | 4 | |||
| AUDJPY | 8 | |||
|
2.5K
5K
7.5K
10K
13K
15K
18K
20K
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2.5K
5K
7.5K
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18K
20K
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2.5K
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7.5K
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20K
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| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| GBPUSD | 16K | |||
| NZDCAD | 27K | |||
| AUDNZD | 20K | |||
| AUDCAD | 63K | |||
| GBPCAD | -173K | |||
| EURGBP | 20K | |||
| NZDUSD | 17K | |||
| EURUSD | 9.4K | |||
| USDJPY | 20K | |||
| AUDUSD | 27K | |||
| USDCAD | 25K | |||
| EURJPY | -121 | |||
| EURCAD | 15K | |||
| USDCHF | -1.4K | |||
| EURCHF | -2.1K | |||
| EURAUD | 1.2K | |||
| GBPAUD | 1.7K | |||
| XAUUSD | 19K | |||
| CADCHF | 777 | |||
| BTCUSD | -30K | |||
| CHFJPY | 122 | |||
| AUDJPY | 184 | |||
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Drawdown
MFE and MAE Distribution Point Graphs
Maximum profit (MFE) and maximum loss (MAE) values are recorded for each open position during its lifetime. These parameters additionally characterize each closed position using the values of the maximum unrealized potential and maximum permitted risk. MFE/Profit and MAE/Profit distribution graphs display each position 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-MT5" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
|
PUPrime-Live
|
0.00 × 2 | |
|
ICMarkets-MT5-2
|
0.00 × 5 | |
|
ICTrading-MT5-4
|
0.00 × 6 | |
|
TengriSecurities-Server
|
0.00 × 1 | |
|
GoMarkets-Demo
|
0.00 × 2 | |
|
FairForex-LIVE
|
0.67 × 3 | |
|
ICMarketsEU-MT5
|
0.94 × 1462 | |
|
CapitalXtend-MetaTrader5
|
1.00 × 2 | |
|
ScopeMarkets-Live
|
1.33 × 3 | |
|
ICMarketsSC-MT5-2
|
1.37 × 19709 | |
|
ICMarketsSC-MT5
|
1.62 × 68196 | |
|
ICMarketsEU-MT5-2
|
1.75 × 426 | |
|
ICMarkets-MT5
|
1.79 × 12461 | |
|
Darwinex-Live
|
2.07 × 324 | |
|
PepperstoneUK-Live
|
2.08 × 888 | |
|
ForexTime-Live01
|
2.34 × 126 | |
|
VantageFX-Live
|
2.42 × 36 | |
|
TickmillEU-Live
|
2.45 × 11 | |
|
Exness-MT5Real3
|
2.57 × 969 | |
|
Exness-MT5Real2
|
2.61 × 195 | |
|
FXOpen-MT5
|
2.67 × 6 | |
|
GOMarketsMU-Live
|
2.67 × 9 | |
|
FocusMarkets-Real
|
2.67 × 1184 | |
|
Hankotrade-Live
|
3.09 × 946 | |
|
LiteFinance-MT5
|
3.13 × 23 | |
This signal is very stable and backtested in 10 years with a maximal DD of 15% on its current settings.
This signal had two previous risky configurations that gave us three big lessons:
1) Lineal optimizations always fails, do not expect a long term survival of a forced recovery grid/martin system
2) Lots should be limited to a worse-case 50% historical max of 10 years at least: check EUR fall 2021 and GBP fall 2022.
3) Any trade should have a time limit (expiration), market comes in pulses, black-swan events are always preceded by a similar direction previous pulse.
We decided then to include a new volatility-based approach to our strategy starting in September 2022.
Update: In 2022 we had a huge DD due to a black swan event related to GBP, several signals in MQL5 went to zero, fortunately our strategy was more cautionary, even that, we decided to cut risks and asume a partial lose but not entire capital, this event gave us a lesson, now we incorporated a lot limit algorithm, some small negative months can occur, but the signal is now safer than before.