growth since 2024
185%
- Equity
- Portfolio
- Drawdown
Trades:
243
Profit Trades:
141 (58.02%)
Loss Trades:
102 (41.98%)
Best trade:
8 163.17 RUB
Worst trade:
-4 200.00 RUB
Gross Profit:
142 026.08 RUB
(211 477 pips)
Gross Loss:
-89 338.00 RUB
(7 883 pips)
Maximum consecutive wins:
11 (3 369.00 RUB)
Maximal consecutive profit:
16 360.00 RUB (8)
Sharpe Ratio:
0.10
Trading activity:
100.00%
Max deposit load:
89.46%
Latest trade:
3 days ago
Trades per week:
11
Avg holding time:
4 days
Recovery Factor:
4.48
Long Trades:
119 (48.97%)
Short Trades:
124 (51.03%)
Profit Factor:
1.59
Expected Payoff:
216.82 RUB
Average Profit:
1 007.28 RUB
Average Loss:
-875.86 RUB
Maximum consecutive losses:
6 (-8 840.00 RUB)
Maximal consecutive loss:
-8 840.00 RUB (6)
Monthly growth:
-1.79%
Annual Forecast:
-21.69%
Algo trading:
87%
Drawdown by balance:
Absolute:
140.00 RUB
Maximal:
11 769.65 RUB (53.28%)
Relative drawdown:
By Balance:
15.46% (11 769.65 RUB)
By Equity:
14.75% (11 432.48 RUB)
Distribution
Symbol | Deals | Sell | Buy | |
---|---|---|---|---|
CNYRUBF | 137 | |||
USDRUBF | 96 | |||
SU26234RMFS3 | 10 | |||
25
50
75
100
125
150
175
200
|
25
50
75
100
125
150
175
200
|
25
50
75
100
125
150
175
200
|
Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
---|---|---|---|---|
CNYRUBF | 518 | |||
USDRUBF | 10 | |||
SU26234RMFS3 | 344 | |||
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
---|---|---|---|---|
CNYRUBF | 4K | |||
USDRUBF | -196 | |||
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:
+8 163.17
RUB
Worst trade:
-4 200
RUB
Maximum consecutive wins:
8
Maximum consecutive losses:
6
Maximal consecutive profit:
+3 369.00
RUB
Maximal consecutive loss:
-8 840.00
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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