- Equity
- Portfolio
- Drawdown
Trades:
809
Profit Trades:
412 (50.92%)
Loss Trades:
397 (49.07%)
Best trade:
9 020.00 RUB
Worst trade:
-4 600.00 RUB
Gross Profit:
385 486.08 RUB
(231 141 pips)
Gross Loss:
-245 484.00 RUB
(19 740 pips)
Maximum consecutive wins:
17 (20 710.00 RUB)
Maximal consecutive profit:
20 710.00 RUB (17)
Sharpe Ratio:
0.05
Trading activity:
100.00%
Max deposit load:
89.46%
Latest trade:
2 hours ago
Trades per week:
9
Avg holding time:
5 days
Recovery Factor:
6.67
Long Trades:
414 (51.17%)
Short Trades:
395 (48.83%)
Profit Factor:
1.57
Expected Payoff:
173.06 RUB
Average Profit:
935.65 RUB
Average Loss:
-618.35 RUB
Maximum consecutive losses:
14 (-4 780.00 RUB)
Maximal consecutive loss:
-11 040.00 RUB (7)
Monthly growth:
0.00%
Annual Forecast:
0.00%
Algo trading:
95%
Drawdown by balance:
Absolute:
140.00 RUB
Maximal:
21 000.00 RUB (50.92%)
Relative drawdown:
By Balance:
100.00% (-190.00 RUB)
By Equity:
14.75% (11 432.48 RUB)
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| CNYRUBF | 455 | |||
| USDRUBF | 342 | |||
| SU26234RMFS3 | 12 | |||
|
100
200
300
400
500
|
100
200
300
400
500
|
100
200
300
400
500
|
| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| CNYRUBF | 1.2K | |||
| USDRUBF | 784 | |||
| SU26234RMFS3 | 344 | |||
|
1K
2K
3K
4K
5K
6K
|
1K
2K
3K
4K
5K
6K
|
1K
2K
3K
4K
5K
6K
|
| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| CNYRUBF | 8.2K | |||
| USDRUBF | 3.3K | |||
| SU26234RMFS3 | 200K | |||
|
25K
50K
75K
100K
125K
150K
175K
200K
|
25K
50K
75K
100K
125K
150K
175K
200K
|
25K
50K
75K
100K
125K
150K
175K
200K
|
- Deposit load
- Drawdown
Best trade:
+9 020.00
RUB
Worst trade:
-4 600
RUB
Maximum consecutive wins:
17
Maximum consecutive losses:
7
Maximal consecutive profit:
+20 710.00
RUB
Maximal consecutive loss:
-4 780.00
RUB
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.
No data
Стратегия сбалансирована по риск/доходности за счет матрицы различных стратегий, которые были оптимизированы по доходности на истории как минимум в 10 лет с минимизацией просадок за весь период.
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