对冲交易策略是一款多品种组合式交易模型具有套利兼顾套息的能力,是提供给有一定交易经验的人士使用的交易策略。其原理是利用两个或者多个相互关联的交易品种,使之投资价值相当,投资方向相反、通过这些交易品种之间的价格波动实现盈亏相抵后的正负背离并从中获利的交易方法。
  • Growth
  • Equity
  • Balance
  • Risks
  • Distribution
  • Slippage
  • Reviews
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YTD
Total:
Trades: 266
Profit Trades: 156 (58.64%)
Loss Trades: 110 (41.35%)
Best trade: 1783.20 USD
Worst trade: -1499.52 USD
Gross Profit: 17203.18 USD (143062 pips)
Gross Loss: -12335.34 USD (110435 pips)
Maximum consecutive wins: 9 (250.38 USD)
Maximal consecutive profit: 2264.59 USD (2)
Sharpe Ratio: 0.08
Trading activity: 94.13%
Max deposit load: 0.00%
Recovery Factor: 1.78
Long Trades: 134 (50.38%)
Short Trades: 132 (49.62%)
Profit Factor: 1.39
Expected Payoff: 18.30 USD
Average Profit: 110.28 USD
Average Loss: -112.14 USD
Maximum consecutive losses: 14 (-123.34 USD)
Maximal consecutive loss: -2731.85 USD (2)
Monthly growth: 0.00%
Annual Forecast: 1.55%
Best trade: 1783.20 USD
Maximum consecutive wins: 9 (250.38 USD)
Maximal consecutive profit: 2264.59 USD (2)
Worst trade: -1499.52 USD
Maximum consecutive losses: 14 (-123.34 USD)
Maximal consecutive loss: -2731.85 USD (2)
Drawdown by balance:
Absolute: 148.80 USD
Maximal: 2731.85 USD (15.68%)
Relative drawdown:
By Balance: 17.27% (2731.85 USD)
By Equity: 62.97% (9409.11 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
EURUSD 101
AUDUSD 79
GBPAUD 25
GBPCAD 25
NZDUSD 23
GBPJPY 13
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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 "BlackwellGlobal-Live" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

AlpariUK-Pro
0.00 × 3
RoboForex-Pro
0.00 × 12
ForexTrend-Trade7
0.00 × 19
Activtrades-Classic 2 Server
0.00 × 9
Activtrades-3
0.00 × 3
RoboForex-ProCent
0.18 × 40
XM.COM-Real 2
0.33 × 15
StoneMarkets-Live
0.37 × 99
JFD-Live
0.45 × 521
TradeKings-Real
1.28 × 29
YaHi-Real
4.25 × 24
FXLider-Real01
4.29 × 14
MIGBank-Real1
5.53 × 97
FxClearing-Main2
6.33 × 18
MMCIS-Real
12.12 × 924
GrandCapital-Server
27.32 × 124
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