Growth
Balance
Equity
Drawdown
- Equity
- Drawdown
Distribution
Symbol | Deals | Sell | Buy | |
---|---|---|---|---|
ADI.NAS | 16 | |||
UNH.NYSE | 12 | |||
AAPL.NAS | 11 | |||
WRB.NYSE | 10 | |||
CHE.NYSE | 10 | |||
MRK.NYSE | 10 | |||
DG.NYSE | 10 | |||
TXN.NAS | 8 | |||
JKHY.NAS | 7 | |||
V.NYSE | 7 | |||
TRNO.NYSE | 7 | |||
JBHT.NAS | 7 | |||
ROL.NYSE | 7 | |||
TSCO.NAS | 7 | |||
ABBV.NYSE | 7 | |||
FDS.NYSE | 7 | |||
APH.NYSE | 6 | |||
FAST.NAS | 6 | |||
BMI.NYSE | 6 | |||
NDAQ.NAS | 6 | |||
TRV.NYSE | 6 | |||
VRTX.NAS | 6 | |||
HUM.NYSE | 6 | |||
NSP.NYSE | 6 | |||
IEX.NYSE | 6 | |||
AME.NYSE | 6 | |||
ACN.NYSE | 6 | |||
WSO.NYSE | 6 | |||
LMT.NYSE | 6 | |||
DOX.NAS | 6 | |||
MPWR.NAS | 5 | |||
HEI.NYSE | 5 | |||
PGR.NYSE | 5 | |||
BRO.NYSE | 5 | |||
INTU.NAS | 5 | |||
FCN.NYSE | 5 | |||
SPGI.NYSE | 5 | |||
BAH.NYSE | 5 | |||
ODFL.NAS | 4 | |||
DB1.ETR | 4 | |||
MA.NYSE | 4 | |||
MSFT.NAS | 4 | |||
DGX.NYSE | 4 | |||
AD.AMS | 4 | |||
FR.NYSE | 3 | |||
LECO.NAS | 3 | |||
SNA.NYSE | 3 | |||
ORLY.NAS | 3 | |||
FIZZ.NAS | 3 | |||
TMO.NYSE | 3 | |||
CDW.NAS | 3 | |||
EXPD.NAS | 3 | |||
CASY.NAS | 3 | |||
ITW.NYSE | 3 | |||
GPK.NYSE | 3 | |||
MTD.NYSE | 3 | |||
NVR.NYSE | 3 | |||
MDLZ.NAS | 3 | |||
PAYX.NAS | 3 | |||
MMC.NYSE | 3 | |||
EXPO.NAS | 3 | |||
AIZ.NYSE | 2 | |||
SJM.NYSE | 2 | |||
FTNT.NAS | 2 | |||
OR.PAR | 2 | |||
TTC.NYSE | 2 | |||
LLY.NYSE | 2 | |||
AMGN.NAS | 2 | |||
REGN.NAS | 2 | |||
GWW.NYSE | 2 | |||
AZO.NYSE | 2 | |||
CF.NYSE | 2 | |||
AJG.NYSE | 2 | |||
EXLS.NAS | 2 | |||
WAT.NYSE | 2 | |||
RMD.NYSE | 2 | |||
HD.NYSE | 2 | |||
K.NYSE | 2 | |||
COST.NAS | 2 | |||
TXRH.NAS | 2 | |||
MCK.NYSE | 1 | |||
CI.NYSE | 1 | |||
PSA.NYSE | 1 | |||
EXR.NYSE | 1 | |||
MSCI.NYSE | 1 | |||
ASML.AMS | 1 | |||
BF/B.NYSE | 1 | |||
MC.PAR | 1 | |||
CDI.PAR | 1 | |||
TMUS.NAS | 1 | |||
CTVA.NYSE | 1 | |||
BR.NYSE | 1 | |||
MDU.NYSE | 1 | |||
APD.NYSE | 1 | |||
DSY.PAR | 1 | |||
WERN.NAS | 1 | |||
JNJ.NYSE | 1 | |||
CMI.NYSE | 1 | |||
PCAR.NAS | 1 | |||
DTE.ETR | 1 | |||
RSG.NYSE | 1 | |||
DCI.NYSE | 1 | |||
HSY.NYSE | 1 | |||
TJX.NYSE | 1 | |||
CDNS.NAS | 1 | |||
SNPS.NAS | 1 | |||
PEP.NAS | 1 | |||
AVGO.NAS | 1 | |||
CHD.NYSE | 1 | |||
EME.NYSE | 1 | |||
MNST.NAS | 1 | |||
5
10
15
20
|
5
10
15
20
|
5
10
15
20
|
Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
---|---|---|---|---|
ADI.NAS | 34 | |||
UNH.NYSE | 27 | |||
AAPL.NAS | 18 | |||
WRB.NYSE | -2 | |||
CHE.NYSE | 27 | |||
MRK.NYSE | 13 | |||
DG.NYSE | 135 | |||
TXN.NAS | 8 | |||
JKHY.NAS | 3 | |||
V.NYSE | 8 | |||
TRNO.NYSE | 2 | |||
JBHT.NAS | 2 | |||
ROL.NYSE | 11 | |||
TSCO.NAS | 32 | |||
ABBV.NYSE | 22 | |||
FDS.NYSE | 14 | |||
APH.NYSE | 24 | |||
FAST.NAS | 11 | |||
BMI.NYSE | 15 | |||
NDAQ.NAS | 5 | |||
TRV.NYSE | 2 | |||
VRTX.NAS | 5 | |||
HUM.NYSE | 6 | |||
NSP.NYSE | 3 | |||
IEX.NYSE | 5 | |||
AME.NYSE | 3 | |||
ACN.NYSE | 7 | |||
WSO.NYSE | 13 | |||
LMT.NYSE | 10 | |||
DOX.NAS | 3 | |||
MPWR.NAS | 6 | |||
HEI.NYSE | 7 | |||
PGR.NYSE | 32 | |||
BRO.NYSE | 10 | |||
INTU.NAS | 7 | |||
FCN.NYSE | 20 | |||
SPGI.NYSE | 10 | |||
BAH.NYSE | 0 | |||
ODFL.NAS | 17 | |||
DB1.ETR | 4 | |||
MA.NYSE | 6 | |||
MSFT.NAS | 9 | |||
DGX.NYSE | 1 | |||
AD.AMS | 5 | |||
FR.NYSE | 3 | |||
LECO.NAS | 4 | |||
SNA.NYSE | 2 | |||
ORLY.NAS | 6 | |||
FIZZ.NAS | 1 | |||
TMO.NYSE | 1 | |||
CDW.NAS | -2 | |||
EXPD.NAS | 2 | |||
CASY.NAS | 5 | |||
ITW.NYSE | 4 | |||
GPK.NYSE | -1 | |||
MTD.NYSE | 3 | |||
NVR.NYSE | 9 | |||
MDLZ.NAS | 13 | |||
PAYX.NAS | 17 | |||
MMC.NYSE | 13 | |||
EXPO.NAS | 24 | |||
AIZ.NYSE | 9 | |||
SJM.NYSE | 5 | |||
FTNT.NAS | 6 | |||
OR.PAR | 6 | |||
TTC.NYSE | 5 | |||
LLY.NYSE | 6 | |||
AMGN.NAS | 2 | |||
REGN.NAS | 3 | |||
GWW.NYSE | 2 | |||
AZO.NYSE | 3 | |||
CF.NYSE | 2 | |||
AJG.NYSE | 5 | |||
EXLS.NAS | 2 | |||
WAT.NYSE | 2 | |||
RMD.NYSE | 1 | |||
HD.NYSE | 1 | |||
K.NYSE | 1 | |||
COST.NAS | 2 | |||
TXRH.NAS | 25 | |||
MCK.NYSE | 6 | |||
CI.NYSE | 3 | |||
PSA.NYSE | 3 | |||
EXR.NYSE | 4 | |||
MSCI.NYSE | 3 | |||
ASML.AMS | 0 | |||
BF/B.NYSE | 2 | |||
MC.PAR | 0 | |||
CDI.PAR | 1 | |||
TMUS.NAS | 2 | |||
CTVA.NYSE | 2 | |||
BR.NYSE | 2 | |||
MDU.NYSE | 1 | |||
APD.NYSE | 1 | |||
DSY.PAR | 1 | |||
WERN.NAS | 1 | |||
JNJ.NYSE | 1 | |||
CMI.NYSE | 1 | |||
PCAR.NAS | 1 | |||
DTE.ETR | 0 | |||
RSG.NYSE | 1 | |||
DCI.NYSE | 1 | |||
HSY.NYSE | 2 | |||
TJX.NYSE | 1 | |||
CDNS.NAS | 2 | |||
SNPS.NAS | 1 | |||
PEP.NAS | 1 | |||
AVGO.NAS | 3 | |||
CHD.NYSE | 4 | |||
EME.NYSE | 4 | |||
MNST.NAS | 9 | |||
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300
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Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
---|---|---|---|---|
ADI.NAS | 95K | |||
UNH.NYSE | 15K | |||
AAPL.NAS | 43K | |||
WRB.NYSE | 5.1K | |||
CHE.NYSE | 258K | |||
MRK.NYSE | 340K | |||
DG.NYSE | 63K | |||
TXN.NAS | 3.7K | |||
JKHY.NAS | 3.8K | |||
V.NYSE | 5K | |||
TRNO.NYSE | 6.2K | |||
JBHT.NAS | 26K | |||
ROL.NYSE | 9.6K | |||
TSCO.NAS | 13K | |||
ABBV.NYSE | 81K | |||
FDS.NYSE | 100K | |||
APH.NYSE | 28K | |||
FAST.NAS | 10K | |||
BMI.NYSE | 25K | |||
NDAQ.NAS | 12K | |||
TRV.NYSE | 13K | |||
VRTX.NAS | 5K | |||
HUM.NYSE | 64K | |||
NSP.NYSE | 13K | |||
IEX.NYSE | 35K | |||
AME.NYSE | 18K | |||
ACN.NYSE | 39K | |||
WSO.NYSE | 77K | |||
LMT.NYSE | 7.4K | |||
DOX.NAS | 7.7K | |||
MPWR.NAS | 3.5K | |||
HEI.NYSE | 19K | |||
PGR.NYSE | 70K | |||
BRO.NYSE | 8.1K | |||
INTU.NAS | 6.8K | |||
FCN.NYSE | 56K | |||
SPGI.NYSE | 84K | |||
BAH.NYSE | 11K | |||
ODFL.NAS | 6.2K | |||
DB1.ETR | 5.7K | |||
MA.NYSE | 4.1K | |||
MSFT.NAS | 6.2K | |||
DGX.NYSE | 9.6K | |||
AD.AMS | 8.6K | |||
FR.NYSE | 5.3K | |||
LECO.NAS | 1.6K | |||
SNA.NYSE | 15K | |||
ORLY.NAS | 61K | |||
FIZZ.NAS | 1.1K | |||
TMO.NYSE | 736 | |||
CDW.NAS | -14K | |||
EXPD.NAS | 10K | |||
CASY.NAS | 3.2K | |||
ITW.NYSE | 30K | |||
GPK.NYSE | -1.4K | |||
MTD.NYSE | 36K | |||
NVR.NYSE | 104K | |||
MDLZ.NAS | 1.4K | |||
PAYX.NAS | 23K | |||
MMC.NYSE | 21K | |||
EXPO.NAS | 1.3K | |||
AIZ.NYSE | 9.2K | |||
SJM.NYSE | 6.3K | |||
FTNT.NAS | 463 | |||
OR.PAR | 7.5K | |||
TTC.NYSE | 8.3K | |||
LLY.NYSE | 5K | |||
AMGN.NAS | 16K | |||
REGN.NAS | 3.6K | |||
GWW.NYSE | 18K | |||
AZO.NYSE | 38K | |||
CF.NYSE | 2.7K | |||
AJG.NYSE | 20K | |||
EXLS.NAS | 585 | |||
WAT.NYSE | 29K | |||
RMD.NYSE | 14K | |||
HD.NYSE | 720 | |||
K.NYSE | 2K | |||
COST.NAS | 2.6K | |||
TXRH.NAS | 3.2K | |||
MCK.NYSE | 20K | |||
CI.NYSE | 11K | |||
PSA.NYSE | 8.7K | |||
EXR.NYSE | 5.9K | |||
MSCI.NYSE | 16K | |||
ASML.AMS | 16K | |||
BF/B.NYSE | 2.1K | |||
MC.PAR | 2.7K | |||
CDI.PAR | 3.5K | |||
TMUS.NAS | 574 | |||
CTVA.NYSE | 2.1K | |||
BR.NYSE | 1.9K | |||
MDU.NYSE | 980 | |||
APD.NYSE | 7K | |||
DSY.PAR | 654 | |||
WERN.NAS | 150 | |||
JNJ.NYSE | 817 | |||
CMI.NYSE | 7.4K | |||
PCAR.NAS | 2.4K | |||
DTE.ETR | 1.5K | |||
RSG.NYSE | 6.7K | |||
DCI.NYSE | 3.1K | |||
HSY.NYSE | 9.7K | |||
TJX.NYSE | 4.6K | |||
CDNS.NAS | 7.9K | |||
SNPS.NAS | 1.4K | |||
PEP.NAS | 678 | |||
AVGO.NAS | 34K | |||
CHD.NYSE | 5.8K | |||
EME.NYSE | 12K | |||
MNST.NAS | 3.7K | |||
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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-MT5-2" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
No data
I focus on two key performance indicators (KPIs) in my portfolio. Firstly, I want to see a high risk-adjusted return and secondly, the duration from all-time high to all-time high should be as short as possible. To achieve these goals, I have created a trading algorithm that utilizes a portfolio of around 100 fundamentally sound stocks.
Within this portfolio, I screen for momentum and relative strength, ultimately selecting my top 10-30 choices for mechanical trading signals. These signals are designed to exploit fuzzy dips within a larger uptrend.