Reliability
73 weeks (since 2022)
0
0 USD
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Growth

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2022

Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
411
Profit Trades:
341 (82.96%)
Loss Trades:
70 (17.03%)
Best trade:
50.15 USD
Worst trade:
-40.10 USD
Gross Profit:
1 017.52 USD (2 820 750 pips)
Gross Loss:
-160.17 USD (413 126 pips)
Maximum consecutive wins:
41 (192.18 USD)
Maximal consecutive profit:
192.18 USD (41)
Sharpe Ratio:
0.45
Trading activity:
97.40%
Max deposit load:
54.74%
Latest trade:
14 days ago
Trades per week:
0
Avg holding time:
42 days
Recovery Factor:
15.15
Long Trades:
411 (100.00%)
Short Trades:
0 (0.00%)
Profit Factor:
6.35
Expected Payoff:
2.09 USD
Average Profit:
2.98 USD
Average Loss:
-2.29 USD
Maximum consecutive losses:
4 (-56.59 USD)
Maximal consecutive loss:
-56.59 USD (4)
Monthly growth:
3.18%
Annual Forecast:
42.00%
Algo trading:
100%

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
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
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
50K 100K 150K 200K 250K 300K 350K 400K
50K 100K 150K 200K 250K 300K 350K 400K
50K 100K 150K 200K 250K 300K 350K 400K

Drawdown

Best trade:
50.15 USD
Maximum consecutive wins:
41 (192.18 USD)
Maximal consecutive profit:
192.18 USD (41)
Worst trade:
-40.10 USD
Maximum consecutive losses:
4 (-56.59 USD)
Maximal consecutive loss:
-56.59 USD (4)
Drawdown by balance:
Absolute:
0.14 USD
Maximal:
56.59 USD (3.21%)
Relative drawdown:
By Balance:
1.17% (56.67 USD)
By Equity:
28.20% (815.87 USD)

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.

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 "ICMarketsSC-MT5-2" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

No data

Buying my first stocks in 2003 I have been honing my skills in market analysis since 2008 by developing trend-following algorithms as a personal interest. These algorithms, along with their backtests, have been crucial in my decision-making process.

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.
No reviews
2024.04.23 17:41
No trading activity detected on the Signal's account for the last 6 days
2024.02.23 16:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.02.21 17:08
No trading activity detected on the Signal's account for the last 6 days
2024.01.12 17:01
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.01.11 18:17
No trading activity detected on the Signal's account for the last 6 days
2024.01.02 17:07
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.01.01 18:25
No trading activity detected on the Signal's account for the last 6 days
2023.12.01 17:49
Removed warning: Low trading activity - not enough trades detected during the last month
2023.11.29 20:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.11.20 15:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.11.06 16:49
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.10.12 16:08
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.10.05 21:30
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.10.05 20:01
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.09.20 21:21
No trading activity detected on the Signal's account for the last 6 days
2023.09.12 18:23
Removed warning: Low trading activity - not enough trades detected during the last month
2023.09.01 20:59
Low trading activity - only 7 trades detected in the last month
2023.08.30 18:45
Removed warning: Low trading activity - not enough trades detected during the last month
2023.08.27 20:02
Low trading activity - only 6 trades detected in the last month
2023.08.21 17:59
Removed warning: No trading activity detected on the Signal's account for the recent period
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Signal
Price
Growth
Subscribers
Funds
Balance
Weeks
Expert Advisors
Trades
Win %
Activity
PF
Expected Payoff
Drawdown
Leverage
5000 USD per month
45%
0
0
USD
5.3K
USD
73
100%
411
82%
97%
6.35
2.09
USD
28%
1:30
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