Срочный рынок Московской Биржи - торговля фьючерсами.

Среднесрочная торговая система для торговли фьючерсами высоколиквидных инструментов (доллар-рубль, евро-рубль, нефть, индекс РТС и другие), позволяющая удерживать позиции от одного и более торговых дней с переносом позиций овернайт. Используется маржинальная торговля. В целях ограничения рисков суммарная стоимость по всем позициям не превышает 30% от текущего депозита. Прибыль реинвестируется.

 

  • Growth
  • Equity
  • Balance
  • Risks
  • Distribution
  • Slippage
  • Reviews (1)
Trades: 2005
Profit Trades: 939 (46.83%)
Loss Trades: 1066 (53.17%)
Best trade: 3870.00 RUR
Worst trade: -4092.00 RUR
Gross Profit: 435998.58 RUR (311235 pips)
Gross Loss: -454330.35 RUR (327831 pips)
Maximum consecutive wins: 10 (9605.00 RUR)
Maximal consecutive profit: 15306.00 RUR (6)
Sharpe Ratio: -0.01
Trading activity: 94.08%
Max deposit load: 114.04%
Recovery Factor: -0.26
Long Trades: 1114 (55.56%)
Short Trades: 891 (44.44%)
Profit Factor: 0.96
Expected Payoff: -9.14 RUR
Average Profit: 464.32 RUR
Average Loss: -426.20 RUR
Maximum consecutive losses: 14 (-2894.00 RUR)
Maximal consecutive loss: -16127.00 RUR (7)
Monthly growth: -5.83%
Annual Forecast: -70.74%
Best trade: 3870.00 RUR
Maximum consecutive wins: 10 (9605.00 RUR)
Maximal consecutive profit: 15306.00 RUR (6)
Worst trade: -4092.00 RUR
Maximum consecutive losses: 14 (-2894.00 RUR)
Maximal consecutive loss: -16127.00 RUR (7)
Drawdown by balance:
Absolute: 7028.27 RUR
Maximal: 71198.67 RUR (95.99%)
Relative drawdown:
By Balance: 91.97% (71125.27 RUR)
By Equity: 23.14% (5703.00 RUR)

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.

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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.

Symbol Deals Sell Buy
Si-12.15 253
Si-9.16 216
Si-12.16 203
Si-3.16 180
Eu-6.16 147
BR-10.15 146
Eu-3.17 144
Si-6.16 137
Eu-3.16 135
Eu-12.16 90
Eu-9.16 87
Si-6.17 65
BR-11.15 38
SBRF-9.16 31
Eu-12.15 19
GOLD-3.16 17
Si-3.17 17
BR-4.16 15
MXI-3.17 14
BR-10.16 10
UJPY-12.16 9
GAZR-12.15 8
SBRF-12.15 8
Eu-6.17 5
BR-9.15 4
MXI-3.16 3
BR-3.16 2
BR-9.16 2
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255075100125150175200225250275300
255075100125150175200225250275300

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 "Open-Broker" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

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Average rating:
Maxim Dobrovolskii
314
2016.01.20 19:59 
 

Хороший сигнал, грамотный управляющий, надеюсь на дальнейшее активное сотрудничество.

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