This strategy exploits cross currencies divergence within the EUR/USD currency pair, with a design of triangular arbitrage from an open ended point. These currency pairs are traded using set breakouts and calculated divergence and convergence. We seek to implement advanced calculations from a statistical point of view, with standard deviation and Fibonacci.

taatu.co 

  • Growth
  • Equity
  • Balance
  • Risks
  • Distribution
  • Slippage
  • Reviews
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YTD
Total:
Trades: 256
Profit Trades: 219 (85.54%)
Loss Trades: 37 (14.45%)
Best trade: 8.86 USD
Worst trade: -40.10 USD
Gross Profit: 438.77 USD (47984 pips)
Gross Loss: -297.92 USD (32757 pips)
Maximum consecutive wins: 68 (89.49 USD)
Maximal consecutive profit: 113.13 USD (44)
Sharpe Ratio: 0.10
Trading activity: 99.92%
Max deposit load: 2.00%
Recovery Factor: 0.81
Long Trades: 156 (60.94%)
Short Trades: 100 (39.06%)
Profit Factor: 1.47
Expected Payoff: 0.55 USD
Average Profit: 2.00 USD
Average Loss: -8.05 USD
Maximum consecutive losses: 12 (-171.94 USD)
Maximal consecutive loss: -171.94 USD (12)
Monthly growth: -0.84%
Annual Forecast: -10.20%
Best trade: 8.86 USD
Maximum consecutive wins: 68 (89.49 USD)
Maximal consecutive profit: 113.13 USD (44)
Worst trade: -40.10 USD
Maximum consecutive losses: 12 (-171.94 USD)
Maximal consecutive loss: -171.94 USD (12)
Drawdown by balance:
Absolute: 0.00 USD
Maximal: 173.17 USD (6.43%)
Relative drawdown:
By Balance: 6.38% (171.94 USD)
By Equity: 12.74% (340.79 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
EURNZD 71
EURGBP 55
GBPUSD 36
AUDNZD 33
EURUSD 29
USDCHF 28
NZDUSD 2
AUDUSD 1
EURCHF 1
20406080
20406080
20406080

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

Broker Pips
Ava-Real 1
0.77 × 13
Ava-Real 2
1.23 × 69
NordGroupInv-Real3
2.00 × 1
Sunbird-Real
3.72 × 106
WWM-Live
3.86 × 21
BMFN-RealCFD
4.00 × 1
Tallinex-Live
4.24 × 109
ForexClub-MT4 Real 2 Server
4.26 × 73
ForexClub-MT4 Real Server
4.69 × 144
FinFX-Live
4.78 × 9
Alpari-Nano
4.81 × 203
Larson-Live
4.93 × 14
Tallinex-PRO Live
4.95 × 96
RoboForex-FixCent
4.96 × 54
XM.COM-Real 3
5.00 × 6
TMG-Live
5.00 × 1
NZF-Live
5.14 × 35
NewForex-Live
5.31 × 35
RoboForex-Fix
5.59 × 17
FXNet-Real
5.60 × 15
FXDD-MT4 Live Server
5.63 × 19
RoboForex-Demo
5.65 × 124
BMFN-Real
5.70 × 10
ICMBrokers-Live
5.75 × 4
IronFX-Real2
5.87 × 39
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