* VBO - volatility-breakout system
* low risk strategy: focus on a low max drawdown prior to return
* pure technical strategy, fundamentals or news unconsidered (normally no new trades before news)
* developer: computer scientist, full-time professional trader, >15 years of trading and >10 years of FX experience
* timeframe: H4 (4 hour)
* several indicators for entry and exit signals
* half-automated trading, 3 scans a day (morning, afternoon, evening) -> NO expert advisor (EA)
* EVERY trade has: 1 entry signal (stopp buy/sell or limit buy/sell, no market orders), 1 tight stopp-loss (+ trailing stp), no fixed targets
* overnight + overweekend positions
* real money account (metatrader 4)
* traded FX-pairs: AUD/CAD, AUD/JPY, AUD/USD, EUR/AUD, EUR/CAD, EUR/GBP, EUR/USD, GBP/JPY, GBP/USD, NZD/JPY, NZD/USD, USD/CAD, USD/JPY; FX pairs partial highly correlated
* max. open (full) trades: 6 (multiply by 3 for equal parts of a trade (sub-trades))
* IMPORTANT for calculation own risk: EVERY Trade is splitted in 2-3 equal parts for further part exits.
* example: 0,06 lots in a trade is splitted into 3 sub-trades each with 0,02 lots with the same trade-data (entry and initial stopp-loss is identical, different exits).
* trade frequency: 20-30 (full) trades per month
* holding time: average (full) trade length: 48h if not stopped
* risk size: calculate with an initial stopp-loss of 160-180 pips maximum for every (full) trade. With 6 simultaneous open (full) trades this is round 1000 pips risk.
* It is very improbable that all running trades are stopped with their initial risk but If you want you can work with this worst case.
* More risk means more potential but bigger drawdowns, too.
* expected maximum drawdown: 12-15%
* expected potential: 3% per month
* position size: every 2nd month adjusted to account size

  • Growth
  • Equity
  • Balance
  • Risks
  • Distribution
  • Slippage
  • Reviews
Trades: 390
Profit Trades: 136 (34.87%)
Loss Trades: 254 (65.13%)
Best trade: 28.46 EUR
Worst trade: -19.44 EUR
Gross Profit: 882.17 EUR (92 060 pips)
Gross Loss: -1 250.23 EUR (124 630 pips)
Maximum consecutive wins: 10 (116.37 EUR)
Maximal consecutive profit: 116.37 EUR (10)
Sharpe Ratio: -0.13
Trading activity: 44.35%
Max deposit load: 1.32%
Recovery Factor: -0.83
Long Trades: 247 (63.33%)
Short Trades: 143 (36.67%)
Profit Factor: 0.71
Expected Payoff: -0.94 EUR
Average Profit: 6.49 EUR
Average Loss: -4.92 EUR
Maximum consecutive losses: 26 (-85.08 EUR)
Maximal consecutive loss: -114.62 EUR (14)
Monthly growth: -0.45%
Annual Forecast: -5.47%
Best trade: 28.46 EUR
Maximum consecutive wins: 10 (116.37 EUR)
Maximal consecutive profit: 116.37 EUR (10)
Worst trade: -19.44 EUR
Maximum consecutive losses: 26 (-85.08 EUR)
Maximal consecutive loss: -114.62 EUR (14)
Drawdown by balance:
Absolute: 422.57 EUR
Maximal: 442.73 EUR (14.90%)
Relative drawdown:
By Balance: 13.37% (442.73 EUR)
By Equity: 1.69% (65.02 EUR)

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.

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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
USDCAD 66
AUDCAD 42
EURGBP 41
EURAUD 40
EURCAD 33
USDJPY 33
EURUSD 33
NZDJPY 33
GBPUSD 30
GBPJPY 15
AUDUSD 14
AUDJPY 7
NZDUSD 3
204060
204060
204060

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 "Activtrades-2" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

ForexBrokerInc-Main
0.00 × 1
ICMarkets-Live02
0.00 × 3
AdvancedMarkets-Live
0.00 × 3
Tickmill-Live
0.00 × 4
Alpari-ECN1
0.00 × 3
ICMarkets-Live04
0.14 × 14
Activtrades-2
0.26 × 478
ICMarkets-Live07
0.35 × 268
ICMarkets-Live06
0.37 × 62
ICMarkets-Live08
0.41 × 87
Activtrades-4
0.45 × 334
Pepperstone-Demo02
0.55 × 165
Activtrades-3
0.56 × 45
Tickmill-Live02
0.57 × 14
Pepperstone-Demo01
0.61 × 187
GMT-Server
0.87 × 5187
GDMFX-Live
0.93 × 14
MBTrading-Live
1.00 × 1
RVDMarkets-Live ECN
1.00 × 20
Pepperstone-Edge05
1.01 × 88
FXChoice-ECN Live
1.18 × 17
OctaFX-Real
1.40 × 45
ICMarkets-Live01
1.41 × 69
GlobalPrime-Live
1.42 × 199
FBS-Real
1.71 × 63
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