- Equity
- Portfolio
- Drawdown
Trades:
761
Profit Trades:
386 (50.72%)
Loss Trades:
375 (49.28%)
Best trade:
9 020.00 RUB
Worst trade:
-4 200.00 RUB
Gross Profit:
358 086.08 RUB
(229 190 pips)
Gross Loss:
-226 018.00 RUB
(18 180 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:
1 day ago
Trades per week:
11
Avg holding time:
5 days
Recovery Factor:
6.29
Long Trades:
391 (51.38%)
Short Trades:
370 (48.62%)
Profit Factor:
1.58
Expected Payoff:
173.55 RUB
Average Profit:
927.68 RUB
Average Loss:
-602.71 RUB
Maximum consecutive losses:
14 (-4 780.00 RUB)
Maximal consecutive loss:
-8 840.00 RUB (6)
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 | 423 | |||
| USDRUBF | 326 | |||
| 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 | 673 | |||
| SU26234RMFS3 | 344 | |||
|
1K
2K
3K
4K
5K
|
1K
2K
3K
4K
5K
|
1K
2K
3K
4K
5K
|
| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| CNYRUBF | 8.1K | |||
| USDRUBF | 3.1K | |||
| 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:
-4 200
RUB
Maximum consecutive wins:
17
Maximum consecutive losses:
6
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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