Reliability
21 weeks (since 2023)
0
0 USD
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Growth

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2023

Portfolio Value

Equity

Portfolio

Drawdown

  • Equity
  • Portfolio
  • Drawdown
Trades:
2 113
Profit Trades:
1 219 (57.69%)
Loss Trades:
894 (42.31%)
Best trade:
11 512.92 RUB
Worst trade:
-41 095.62 RUB
Gross Profit:
181 460.11 RUB (124 006 pips)
Gross Loss:
-170 804.06 RUB (126 254 pips)
Maximum consecutive wins:
14 (563.76 RUB)
Maximal consecutive profit:
16 174.27 RUB (3)
Sharpe Ratio:
0.02
Trading activity:
96.28%
Max deposit load:
0.00%
Latest trade:
4 hours ago
Trades per week:
60
Avg holding time:
18 hours
Recovery Factor:
0.17
Long Trades:
1 042 (49.31%)
Short Trades:
1 071 (50.69%)
Profit Factor:
1.06
Expected Payoff:
5.04 RUB
Average Profit:
148.86 RUB
Average Loss:
-191.06 RUB
Maximum consecutive losses:
24 (-6 847.66 RUB)
Maximal consecutive loss:
-41 123.33 RUB (4)
Monthly growth:
5.88%
Annual Forecast:
71.40%
Algo trading:
97%

Distribution

Symbol Deals Sell Buy
NAM4 227
NAZ4 225
NAH4 157
NAU4 156
SiM4 150
CRM4 132
CRZ4 131
NGH4 129
NGF4 119
SiZ4 93
HSU4 79
HSH4 66
SiU4 57
GZH4 54
GLM4 49
GLH4 47
GZU4 44
EDM4 28
EDH4 28
GLU4 27
SVU4 23
SVH4 23
HSM4 16
NGJ4 11
SRM4 10
SRZ3 10
GZM4 10
NGG4 4
SRU4 3
SRH4 3
SVM4 1
CRU4 1
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, USD Loss, USD Profit, USD
NAM4 26
NAZ4 117
NAH4 64
NAU4 47
SiM4 90
CRM4 21
CRZ4 14
NGH4 116
NGF4 -405
SiZ4 54
HSU4 7
HSH4 -5
SiU4 -1
GZH4 -68
GLM4 -16
GLH4 5
GZU4 75
EDM4 23
EDH4 -5
GLU4 -110
SVU4 15
SVH4 -1
HSM4 1
NGJ4 756
SRM4 16
SRZ3 14
GZM4 23
NGG4 -695
SRU4 4
SRH4 1
SVM4 -3
CRU4 0
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
Symbol Gross Profit, pips Loss, pips Profit, pips
NAM4 1.7K
NAZ4 7.6K
NAH4 4.2K
NAU4 3.1K
SiM4 5.4K
CRM4 1.2K
CRZ4 804
NGH4 -473
NGF4 879
SiZ4 3.3K
HSU4 3.4K
HSH4 -940
SiU4 -58
GZH4 -4.1K
GLM4 -357
GLH4 3.2K
GZU4 4.5K
EDM4 150
EDH4 -33
GLU4 -44K
SVU4 99
SVH4 -7
HSM4 462
NGJ4 5K
SRM4 941
SRZ3 816
GZM4 1.4K
NGG4 -591
SRU4 268
SRH4 39
SVM4 -17
CRU4 7
10K 20K 30K 40K 50K
10K 20K 30K 40K 50K
10K 20K 30K 40K 50K

Drawdown

Best trade:
11 512.92 RUB
Maximum consecutive wins:
14 (563.76 RUB)
Maximal consecutive profit:
16 174.27 RUB (3)
Worst trade:
-41 095.62 RUB
Maximum consecutive losses:
24 (-6 847.66 RUB)
Maximal consecutive loss:
-41 123.33 RUB (4)
Drawdown by balance:
Absolute:
42 691.30 RUB
Maximal:
62 535.03 RUB (109.74%)
Relative drawdown:
By Balance:
31.49% (62 535.03 RUB)
By Equity:
1.10% (606.90 RUB)

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.

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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.

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

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Warning and restrictions:
1. Trading takes place only on the MOEX exchange and with the FINAM broker

2. This method of trading strategy, based on the difference in instruments and arbitrage, is not recommended for use in auto-following. Due to large spreads and small volumes of instruments, transactions in this strategy are carried out using limit orders of one lot. Because of these features, automatically following this strategy may be impractical and unpredictable. We recommend using this method only with a personal bot, where you can more precisely control and adapt the strategy to your individual needs and market conditions.
3. Additionally, it is important to note that since the strategy is based on arbitrage, it is necessary to have a stable and reliable Internet connection with a mandatory reserve. Losing the connection may result in the loss of the arbitrage trade and therefore the loss of potential profits. To avoid such situations, it is recommended to ensure a highly reliable Internet connection and have backup connection options in case of problems with the main connection. This will help minimize the risk of losing a profitable spread and ensure more stable operation of our arbitrage strategy.

Please be careful and trade with caution, taking into account the specifics of this strategy.


No reviews
2024.03.22 14:13
80% of growth achieved within 1 days. This comprises 0.98% of days out of 102 days of the signal's entire lifetime.
2024.03.06 13:21
Share of days for 80% of growth is too low
2024.03.06 12:17
80% of growth achieved within 1 days. This comprises 1.16% of days out of 86 days of the signal's entire lifetime.
2024.03.05 08:11
Share of days for 80% of growth is too low
2024.03.04 18:36
80% of growth achieved within 1 days. This comprises 1.19% of days out of 84 days of the signal's entire lifetime.
2024.02.20 09:33
Removed warning: This is a newly opened account. Trading results may be of random nature
2024.01.29 11:09
No swaps are charged on the signal account
2024.01.23 14:19
No swaps are charged
2024.01.23 14:19
No swaps are charged
2024.01.22 11:41
No swaps are charged on the signal account
2023.12.15 18:16
Removed warning: Low trading activity - not enough trades detected during the last month
2023.12.15 18:16
Removed warning: The number of deals on the account is too small to evaluate trading
2023.12.15 17:14
Low trading activity - only 0 trades detected in the last month
2023.12.15 17:14
This is a newly opened account, and the trading results may be of random nature
2023.12.15 17:14
The number of deals on the account is too small to evaluate trading quality
To see trades in realtime, please log in or register
Signal
Price
Growth
Subscribers
Funds
Balance
Weeks
Expert Advisors
Trades
Win %
Activity
PF
Expected Payoff
Drawdown
Leverage
30 USD per month
25%
0
0
USD
231K
RUB
21
97%
2 113
57%
96%
1.06
5.04
RUB
31%
1:1
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