Mean reverting strategy 2
84 weeks
(since 2022)
0 USD
Growth
Balance
Equity
Drawdown
- Equity
- Drawdown
Trades:
909
Profit Trades:
740 (81.40%)
Loss Trades:
169 (18.59%)
Best trade:
306.51 USD
Worst trade:
-87.38 USD
Gross Profit:
4 631.74 USD
(149 610 pips)
Gross Loss:
-2 413.35 USD
(98 028 pips)
Maximum consecutive wins:
39 (749.79 USD)
Maximal consecutive profit:
749.79 USD (39)
Sharpe Ratio:
0.14
Trading activity:
90.10%
Max deposit load:
8.90%
Latest trade:
1 minute ago
Trades per week:
12
Avg holding time:
3 days
Recovery Factor:
3.77
Long Trades:
391 (43.01%)
Short Trades:
518 (56.99%)
Profit Factor:
1.92
Expected Payoff:
2.44 USD
Average Profit:
6.26 USD
Average Loss:
-14.28 USD
Maximum consecutive losses:
20 (-587.70 USD)
Maximal consecutive loss:
-587.70 USD (20)
Monthly growth:
1.33%
Annual Forecast:
16.18%
Algo trading:
100%
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| GBPUSD | 254 | |||
| EURCHF | 118 | |||
| AUDCHF | 87 | |||
| AUDNZD | 64 | |||
| NZDCHF | 49 | |||
| EURGBP | 43 | |||
| EURUSD | 36 | |||
| AUDUSD | 35 | |||
| CADCHF | 32 | |||
| USDCHF | 30 | |||
| CADJPY | 30 | |||
| NZDCAD | 28 | |||
| GBPNZD | 21 | |||
| GBPCAD | 17 | |||
| EURAUD | 17 | |||
| EURCAD | 15 | |||
| GBPCHF | 8 | |||
| USDCAD | 4 | |||
| GBPAUD | 4 | |||
| GBPJPY | 4 | |||
| AUDJPY | 3 | |||
| EURNZD | 2 | |||
| AUDCAD | 2 | |||
| NZDUSD | 2 | |||
| CHFJPY | 2 | |||
| NZDJPY | 1 | |||
| EURJPY | 1 | |||
|
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| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| GBPUSD | 603 | |||
| EURCHF | 193 | |||
| AUDCHF | 296 | |||
| AUDNZD | 72 | |||
| NZDCHF | 151 | |||
| EURGBP | 155 | |||
| EURUSD | 119 | |||
| AUDUSD | 76 | |||
| CADCHF | 144 | |||
| USDCHF | 78 | |||
| CADJPY | 69 | |||
| NZDCAD | 86 | |||
| GBPNZD | 42 | |||
| GBPCAD | 36 | |||
| EURAUD | 32 | |||
| EURCAD | 24 | |||
| GBPCHF | 6 | |||
| USDCAD | -6 | |||
| GBPAUD | 7 | |||
| GBPJPY | 8 | |||
| AUDJPY | 5 | |||
| EURNZD | 3 | |||
| AUDCAD | 4 | |||
| NZDUSD | 6 | |||
| CHFJPY | 4 | |||
| NZDJPY | 2 | |||
| EURJPY | 2 | |||
|
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750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
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1.3K
1.5K
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3K
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1.3K
1.5K
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2K
2.3K
2.5K
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3K
|
| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| GBPUSD | 11K | |||
| EURCHF | 9.8K | |||
| AUDCHF | 5.3K | |||
| AUDNZD | 6.1K | |||
| NZDCHF | 3.5K | |||
| EURGBP | 3.3K | |||
| EURUSD | 3.6K | |||
| AUDUSD | 1.6K | |||
| CADCHF | 1.7K | |||
| USDCHF | -331 | |||
| CADJPY | 3.8K | |||
| NZDCAD | -3.2K | |||
| GBPNZD | -368 | |||
| GBPCAD | 2.6K | |||
| EURAUD | 1K | |||
| EURCAD | -1.1K | |||
| GBPCHF | 319 | |||
| USDCAD | -29 | |||
| GBPAUD | 605 | |||
| GBPJPY | 93 | |||
| AUDJPY | 464 | |||
| EURNZD | 303 | |||
| AUDCAD | 307 | |||
| NZDUSD | 307 | |||
| CHFJPY | 302 | |||
| NZDJPY | 149 | |||
| EURJPY | 150 | |||
|
20K
40K
60K
80K
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80K
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20K
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80K
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Drawdown
Best trade:
306.51 USD
Maximum consecutive wins:
39 (749.79 USD)
Maximal consecutive profit:
749.79 USD (39)
Worst trade:
-87.38 USD
Maximum consecutive losses:
20 (-587.70 USD)
Maximal consecutive loss:
-587.70 USD (20)
Drawdown by balance:
Absolute:
0.00 USD
Maximal:
587.70 USD (14.99%)
Relative drawdown:
By Balance:
14.99% (587.70 USD)
By Equity:
35.07% (959.78 USD)
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.
No data
No data
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 "Pepperstone-Edge12" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
|
Axi.SVG-US10-Live
|
0.00 × 4 | |
|
ICMarketsSC-Live19
|
0.10 × 114 | |
|
VantageInternational-Live 7
|
0.13 × 8 | |
|
ICMarketsSC-Live10
|
0.13 × 148 | |
|
ICMarketsSC-Live32
|
0.39 × 270 | |
|
Pepperstone-Edge12
|
0.56 × 2359 | |
|
Pepperstone-Edge07
|
0.58 × 33 | |
|
ICMarketsSC-Live07
|
0.60 × 1077 | |
|
ICMarketsSC-Live09
|
0.90 × 10 | |
|
Coinexx-Demo
|
1.33 × 3 | |
|
Osprey-Live
|
1.50 × 4 | |
|
ICMarketsSC-Live05
|
1.50 × 64 | |
|
ICMarketsSC-Live15
|
1.78 × 23 | |
|
Exness-Real8
|
2.00 × 1 | |
|
ICMarketsSC-Live23
|
2.36 × 11 | |
|
ATCBrokers-Live 1
|
2.58 × 156 | |
|
FusionMarkets-Demo
|
2.60 × 5 | |
|
GlobalPrime-Live
|
2.83 × 24 | |
|
TickmillUK-Live03
|
3.89 × 9 | |
|
ICMarketsSC-Live26
|
4.11 × 9 | |
|
ICMarketsSC-Live20
|
4.47 × 15 | |
|
RoboForex-ProCent-4
|
4.64 × 140 | |
|
ICMarkets-Live22
|
5.15 × 134 | |
|
VantageInternational-Live 10
|
5.50 × 8 | |
|
ICMarketsSC-Live04
|
6.00 × 6 | |
mean reverting strategy on multi-currencies
USD 3000 initial deposit
No reviews
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Removed warning: Low trading activity - not enough trades detected during the last month
Removed warning: Low trading activity - not enough trades detected during the last month
Low trading activity - only 7 trades detected in the last month
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Removed warning: High current drawdown indicates the absence of risk limitation
High current drawdown in 31% indicates the absence of risk limitation
Removed warning: High current drawdown indicates the absence of risk limitation
High current drawdown in 30% indicates the absence of risk limitation
Removed warning: High current drawdown indicates the absence of risk limitation
High current drawdown in 31% indicates the absence of risk limitation
Removed warning: High current drawdown indicates the absence of risk limitation
High current drawdown in 31% indicates the absence of risk limitation
Removed warning: High current drawdown indicates the absence of risk limitation
Signal
Price
Growth
Subscribers
Funds
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Trades
Win %
Activity
PF
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Drawdown
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