‌01.03.2017 Attention!

Launched automated trading market-neutral positions! (Cross - currency arbitrage).

Example trading algorithm: https://www.youtube.com/watch?v=RMgvao56T_s


************************* No unprofitable month for a year! ***********************


01.02.2017 Attention!

Correlation Grid stopped due to low monthly returns, albeit for a large investment volume of interest.

Modifying the automatic arbitration module to open a market neutral position.

The trading system is "Grid" on currency pairs: EUR / USD, NZD / USD, USD / CHF, USD / CAD. Only sell-positions.


Technical analysis is not applicable. A clear proof that he does not need it!
Risk management and the volume of trade. Protection against deep drawdowns, and the grid pitch correction.

Required leverage when opening the account - 1: 100
Usage leverage on the fact - not more than 1: 25
Calculation of volume: 2000 USD --> 0.01 lot, for a smaller deposit required cent account.


  • Growth
  • Equity
  • Balance
  • Risks
  • Distribution
  • Slippage
  • Reviews
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
Total:
Trades: 4 121
Profit Trades: 3 634 (88.18%)
Loss Trades: 487 (11.82%)
Best trade: 214.70 USD
Worst trade: -199.29 USD
Gross Profit: 13 333.69 USD (53 232 pips)
Gross Loss: -5 752.46 USD (11 780 pips)
Maximum consecutive wins: 554 (753.79 USD)
Maximal consecutive profit: 753.79 USD (554)
Sharpe Ratio: 0.16
Trading activity: 100.00%
Max deposit load: 41.26%
Recovery Factor: 22.02
Long Trades: 210 (5.10%)
Short Trades: 3 911 (94.90%)
Profit Factor: 2.32
Expected Payoff: 1.84 USD
Average Profit: 3.67 USD
Average Loss: -11.81 USD
Maximum consecutive losses: 8 (-243.45 USD)
Maximal consecutive loss: -266.98 USD (2)
Monthly growth: 16.96%
Annual Forecast: 205.74%
Best trade: 214.70 USD
Maximum consecutive wins: 554 (753.79 USD)
Maximal consecutive profit: 753.79 USD (554)
Worst trade: -199.29 USD
Maximum consecutive losses: 8 (-243.45 USD)
Maximal consecutive loss: -266.98 USD (2)
Drawdown by balance:
Absolute: 0.00 USD
Maximal: 344.33 USD (3.23%)
Relative drawdown:
By Balance: 3.23% (344.33 USD)
By Equity: 55.18% (4 879.11 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.

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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 1791
NZDUSD 1215
EURUSD 391
USDCHF 349
HKDJPY 78
USDJPY 77
EURJPY 67
EURGBP 21
USDHKD 21
GBPUSD 19
AUDJPY 15
EURCHF 14
AUDUSD 13
GBPCHF 11
GBPJPY 9
CADJPY 7
CHFJPY 7
NZDJPY 5
NZDCHF 3
EURCAD 2
AUDCHF 2
EURAUD 2
CADCHF 1
EURNZD 1
25050075010001250150017502000
25050075010001250150017502000
25050075010001250150017502000

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

ATCBrokers-US Live
0.00 × 33
FidelisCapitalMarkets-Live
0.00 × 11
BJPuhuizhongzhi-Live
0.00 × 37
FxPro.com-Real06
0.00 × 1
EGlobal-Classic3
0.00 × 3
Darwinex-LiveUK
0.00 × 14
FxGrow-Live
0.00 × 33
TitanFX-04
0.00 × 54
InvestAZ-REAL
0.00 × 13
JFD-Live01
0.00 × 61
Butenix-Server
0.00 × 15
AdvancedMarkets-Live 2
0.00 × 3
ThinkForexAU-Live
0.00 × 36
Eightcap-Real
0.00 × 2
EGlobal-Cent5
0.00 × 14
LCG-Live2
0.00 × 14
TheLiquidity-live
0.00 × 8
MTrading-Live
0.00 × 1
ViproMarkets-Live
0.00 × 33
QTrade-4
0.00 × 127
TTCM-Live
0.00 × 53
GerchikCo-Gerchik and Co Ltd.
0.00 × 18
AxiTrader-US09-Live
0.00 × 55
SimpleFX-LiveUK
0.00 × 40
GoMarkets-Real 2
0.00 × 28
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