- Equity
- Drawdown
Trades:
410
Profit Trades:
297 (72.43%)
Loss Trades:
113 (27.56%)
Best trade:
99.41 EUR
Worst trade:
-60.64 EUR
Gross Profit:
1 403.54 EUR
(119 687 pips)
Gross Loss:
-1 221.93 EUR
(112 125 pips)
Maximum consecutive wins:
15 (33.95 EUR)
Maximal consecutive profit:
118.82 EUR (8)
Sharpe Ratio:
0.04
Trading activity:
100.00%
Max deposit load:
2.38%
Latest trade:
40 minutes ago
Trades per week:
54
Avg holding time:
5 days
Recovery Factor:
1.00
Long Trades:
216 (52.68%)
Short Trades:
194 (47.32%)
Profit Factor:
1.15
Expected Payoff:
0.44 EUR
Average Profit:
4.73 EUR
Average Loss:
-10.81 EUR
Maximum consecutive losses:
7 (-40.70 EUR)
Maximal consecutive loss:
-137.61 EUR (5)
Monthly growth:
2.33%
Annual Forecast:
28.25%
Algo trading:
100%
Drawdown by balance:
Absolute:
63.27 EUR
Maximal:
181.20 EUR (3.94%)
Relative drawdown:
By Balance:
3.93% (181.14 EUR)
By Equity:
8.39% (371.76 EUR)
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| NZDUSD | 53 | |||
| AUDUSD | 44 | |||
| EURGBP | 34 | |||
| AUDCAD | 34 | |||
| USDCAD | 33 | |||
| CHFJPY | 33 | |||
| GBPNZD | 26 | |||
| GBPAUD | 21 | |||
| NZDCAD | 18 | |||
| GBPCAD | 17 | |||
| EURCAD | 17 | |||
| EURAUD | 16 | |||
| GBPJPY | 13 | |||
| CADCHF | 12 | |||
| EURJPY | 9 | |||
| USDJPY | 7 | |||
| NZDJPY | 6 | |||
| CADJPY | 4 | |||
| NZDCHF | 4 | |||
| EURCHF | 2 | |||
| GBPUSD | 2 | |||
| EURUSD | 2 | |||
| EURNZD | 2 | |||
| AUDNZD | 1 | |||
|
10
20
30
40
50
60
|
10
20
30
40
50
60
|
10
20
30
40
50
60
|
| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| NZDUSD | -46 | |||
| AUDUSD | -19 | |||
| EURGBP | 45 | |||
| AUDCAD | 62 | |||
| USDCAD | -9 | |||
| CHFJPY | -10 | |||
| GBPNZD | -57 | |||
| GBPAUD | 9 | |||
| NZDCAD | 14 | |||
| GBPCAD | 22 | |||
| EURCAD | -8 | |||
| EURAUD | 163 | |||
| GBPJPY | 14 | |||
| CADCHF | 117 | |||
| EURJPY | -6 | |||
| USDJPY | 34 | |||
| NZDJPY | -18 | |||
| CADJPY | -63 | |||
| NZDCHF | 60 | |||
| EURCHF | -23 | |||
| GBPUSD | -78 | |||
| EURUSD | -7 | |||
| EURNZD | -29 | |||
| AUDNZD | 43 | |||
|
25
50
75
100
125
150
175
200
225
250
275
300
|
25
50
75
100
125
150
175
200
225
250
275
300
|
25
50
75
100
125
150
175
200
225
250
275
300
|
| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| NZDUSD | -377 | |||
| AUDUSD | 23 | |||
| EURGBP | 888 | |||
| AUDCAD | 2.6K | |||
| USDCAD | -568 | |||
| CHFJPY | 206 | |||
| GBPNZD | -4.5K | |||
| GBPAUD | 1.7K | |||
| NZDCAD | 162 | |||
| GBPCAD | 3K | |||
| EURCAD | -1.7K | |||
| EURAUD | 8.1K | |||
| GBPJPY | 2.2K | |||
| CADCHF | 3.6K | |||
| EURJPY | -845 | |||
| USDJPY | 1.7K | |||
| NZDJPY | -1.3K | |||
| CADJPY | -4.9K | |||
| NZDCHF | 1.2K | |||
| EURCHF | 283 | |||
| GBPUSD | -3.8K | |||
| EURUSD | -86 | |||
| EURNZD | -2.5K | |||
| AUDNZD | 2.4K | |||
|
2.5K
5K
7.5K
10K
13K
15K
18K
20K
23K
25K
28K
30K
|
2.5K
5K
7.5K
10K
13K
15K
18K
20K
23K
25K
28K
30K
|
2.5K
5K
7.5K
10K
13K
15K
18K
20K
23K
25K
28K
30K
|
- Deposit load
- Drawdown
Best trade:
+99.41
EUR
Worst trade:
-61
EUR
Maximum consecutive wins:
8
Maximum consecutive losses:
5
Maximal consecutive profit:
+33.95
EUR
Maximal consecutive loss:
-40.70
EUR
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 "ICMarketsSC-MT5-2" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
|
GFXSecurities-GFXSECURITIES
|
0.00 × 1 | |
|
EverestCM-Live
|
0.00 × 1 | |
|
PrimeCodex-MT5
|
0.00 × 1 | |
|
ICMarkets-MT5
|
0.00 × 35 | |
|
GFXCompanyWLL-GFXSECURITIES
|
0.00 × 1 | |
|
GFXCompanyWLL-Demo
|
0.00 × 1 | |
|
SolidECN-Server
|
0.00 × 1 | |
|
DooGroup-Live
|
0.00 × 1 | |
|
Exness-MT5Real10
|
0.00 × 3 | |
|
AlpariEvrasia-Real01
|
0.12 × 42 | |
|
ICMarketsAU-Live
|
0.20 × 97 | |
|
FusionMarkets-Demo
|
0.20 × 5 | |
|
Axiory-Live
|
0.33 × 3 | |
|
ICMarketsEU-MT5-2
|
0.37 × 227 | |
|
CapitalXtend-MetaTrader5
|
0.44 × 9 | |
|
FxPro-MT5 Live02
|
0.50 × 2 | |
|
ICMarketsEU-MT5-4
|
0.50 × 12 | |
|
ICMarketsSC-MT5
|
0.57 × 7261 | |
|
ZeroMarkets-Live-1
|
0.62 × 79 | |
|
GoMarkets-Live
|
0.64 × 87 | |
|
VantageInternational-Live 13
|
0.67 × 6 | |
|
MilliyFXGlobal-Server
|
0.68 × 37 | |
|
ForexClub-MT5 Real Server
|
0.71 × 510 | |
|
StriforLLC-Live
|
0.72 × 18 | |
|
Tradeview-Live
|
0.77 × 13 | |
Portfolio of robust mean reverting strategies
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