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Portifolio Cayman
- Equity
- Drawdown
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| GOLD | 29 | |||
|
5
10
15
20
25
30
|
5
10
15
20
25
30
|
5
10
15
20
25
30
|
| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| GOLD | 2.4K | |||
|
2K
4K
6K
8K
10K
|
2K
4K
6K
8K
10K
|
2K
4K
6K
8K
10K
|
| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| GOLD | 24K | |||
|
20K
40K
60K
|
20K
40K
60K
|
20K
40K
60K
|
- Deposit load
- Drawdown
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 "ActivTradesCorp-Server" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
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Cayman Portfolio: Quant Trading & Mathematical Robustness
Welcome to the Cayman Portfolio, a signal provider strictly focused on Quantitative Trading. My goal is to deliver consistent, long-term results through 100% systematic, data-driven strategies based on mathematical models, eliminating any emotional market bias.
🏗️ Portfolio Under Construction and Expansion This portfolio is a living organism and is currently in an expansion phase. New strategies and trading logics are gradually being integrated into the capital. However, no Expert Advisor (EA) goes into production without first surviving an extreme validation pipeline.
🔬 Our Testing and Robustness Pipeline At the Cayman Portfolio, we believe the quantitative trader's greatest enemy is curve-fitting (over-optimization). Therefore, all our strategies undergo rigorous stress testing before trading a single real cent:
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Parameter Permutation: We ensure the strategy maintains a positive mathematical expectancy even with variations in its core parameters, proving it does not rely on a rigid scenario.
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Walk Forward Analysis (WFA): We use rolling optimization windows and Out-of-Sample validation (blind data) to certify the model has real predictive and adaptive capacity in the future, not just in the past.
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Monte Carlo Simulations: We subject the system to thousands of randomized scenarios (order shuffling, price noise, delays, and spread variations) to map the real risk of ruin and identify the Worst-Case Scenario.
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History Quality Analysis: Backtests performed only with real tick data (100% quality) and simulation of slippage and network latency.
📊 Philosophy and Risk Management The portfolio's architecture (developed with advanced MQL5 and data pipeline integrations) focuses on the decorrelation of assets and setups. The primary goal is capital preservation and Drawdown smoothing, aiming for a stable equity curve.
💡 Recommendations for Subscribers:
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VPS: Using a low-latency VPS to the broker is highly recommended.
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Risk Proportion: Adjust the lot size in your terminal according to your risk profile, but always respect the historical drawdown mapped in the signal.
Join the Cayman Portfolio and invest based on statistics, not intuition.