- Equity
- Drawdown
Trades:
293
Profit Trades:
108 (36.86%)
Loss Trades:
185 (63.14%)
Best trade:
434.73 USD
Worst trade:
-221.07 USD
Gross Profit:
7 072.83 USD
(4 638 681 pips)
Gross Loss:
-6 582.68 USD
(4 596 833 pips)
Maximum consecutive wins:
6 (667.47 USD)
Maximal consecutive profit:
667.47 USD (6)
Sharpe Ratio:
0.03
Trading activity:
87.31%
Max deposit load:
8.15%
Latest trade:
15 days ago
Trades per week:
0
Avg holding time:
2 days
Recovery Factor:
0.22
Long Trades:
187 (63.82%)
Short Trades:
106 (36.18%)
Profit Factor:
1.07
Expected Payoff:
1.67 USD
Average Profit:
65.49 USD
Average Loss:
-35.58 USD
Maximum consecutive losses:
9 (-453.69 USD)
Maximal consecutive loss:
-453.69 USD (9)
Monthly growth:
-2.62%
Annual Forecast:
-31.75%
Algo trading:
100%
Drawdown by balance:
Absolute:
275.07 USD
Maximal:
2 217.47 USD (18.18%)
Relative drawdown:
By Balance:
18.11% (2 208.36 USD)
By Equity:
1.65% (187.21 USD)
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| BTCUSD | 57 | |||
| XAUUSD | 51 | |||
| USDJPY | 51 | |||
| ETHUSD | 49 | |||
| GBPJPY | 49 | |||
| NAS100 | 13 | |||
| JPN225 | 11 | |||
| GER40 | 6 | |||
| GBPUSD | 4 | |||
| XAGUSD | 2 | |||
|
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40
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60
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40
50
60
|
10
20
30
40
50
60
|
| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| BTCUSD | -211 | |||
| XAUUSD | 922 | |||
| USDJPY | -663 | |||
| ETHUSD | 242 | |||
| GBPJPY | -114 | |||
| NAS100 | 476 | |||
| JPN225 | -179 | |||
| GER40 | -152 | |||
| GBPUSD | 210 | |||
| XAGUSD | -41 | |||
|
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| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| BTCUSD | 235K | |||
| XAUUSD | 84K | |||
| USDJPY | -10K | |||
| ETHUSD | 4.9K | |||
| GBPJPY | -6.4K | |||
| NAS100 | 256K | |||
| JPN225 | -417K | |||
| GER40 | -101K | |||
| GBPUSD | 1.5K | |||
| XAGUSD | -4K | |||
|
2M
4M
6M
8M
|
2M
4M
6M
8M
|
2M
4M
6M
8M
|
- Deposit load
- Drawdown
Best trade:
+434.73
USD
Worst trade:
-221
USD
Maximum consecutive wins:
6
Maximum consecutive losses:
9
Maximal consecutive profit:
+667.47
USD
Maximal consecutive loss:
-453.69
USD
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 "TradeMaxGlobal-Live2" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
The CTA trend-following strategy was employed across six currency pairs: XAUUSD, BTCUSD, ETHUSD, USDJPY, GBPUSD, and GBPJPY. Backtesting from the early years of 2020 to 2025 showed a maximum drawdown of 17.22%, an average return of 70.58%, and a Calmar ratio of 4.09.
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