- Equity
- Drawdown
Trades:
15
Profit Trades:
7 (46.66%)
Loss Trades:
8 (53.33%)
Best trade:
41.73 EUR
Worst trade:
-35.80 EUR
Gross Profit:
116.75 EUR
(41 237 pips)
Gross Loss:
-93.79 EUR
(29 750 pips)
Maximum consecutive wins:
4 (96.42 EUR)
Maximal consecutive profit:
96.42 EUR (4)
Sharpe Ratio:
0.08
Trading activity:
53.78%
Max deposit load:
10.88%
Latest trade:
2 hours ago
Trades per week:
11
Avg holding time:
1 day
Recovery Factor:
0.29
Long Trades:
12 (80.00%)
Short Trades:
3 (20.00%)
Profit Factor:
1.24
Expected Payoff:
1.53 EUR
Average Profit:
16.68 EUR
Average Loss:
-11.72 EUR
Maximum consecutive losses:
4 (-14.03 EUR)
Maximal consecutive loss:
-69.36 EUR (3)
Monthly growth:
0.46%
Algo trading:
53%
Drawdown by balance:
Absolute:
0.00 EUR
Maximal:
77.99 EUR (1.53%)
Relative drawdown:
By Balance:
1.53% (77.99 EUR)
By Equity:
1.08% (54.90 EUR)
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| USTEC | 6 | |||
| US500 | 4 | |||
| GBPAUD | 2 | |||
| AUDNZD | 1 | |||
| DE40 | 1 | |||
| XAUUSD | 1 | |||
|
1
2
3
4
5
6
|
1
2
3
4
5
6
|
1
2
3
4
5
6
|
| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| USTEC | 19 | |||
| US500 | 23 | |||
| GBPAUD | 31 | |||
| AUDNZD | -8 | |||
| DE40 | -41 | |||
| XAUUSD | 2 | |||
|
12
24
36
48
60
72
84
96
|
12
24
36
48
60
72
84
96
|
12
24
36
48
60
72
84
96
|
| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| USTEC | 18K | |||
| US500 | 3.4K | |||
| GBPAUD | 218 | |||
| AUDNZD | -223 | |||
| DE40 | -9.9K | |||
| XAUUSD | 206 | |||
|
10K
20K
30K
40K
50K
|
10K
20K
30K
40K
50K
|
10K
20K
30K
40K
50K
|
- Deposit load
- Drawdown
Best trade:
+41.73
EUR
Worst trade:
-36
EUR
Maximum consecutive wins:
4
Maximum consecutive losses:
3
Maximal consecutive profit:
+96.42
EUR
Maximal consecutive loss:
-14.03
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 "TickmillEU-Live" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
No data
This system is built on a diversified mix of 10 strategies:
1. Intraday breakout strategy on the Nasdaq, trading both long and short;
2. Intraday short mean reversion strategy on the S&P 500;
3. Intraday long mean reversion strategy on the S&P 500;
4. Mean reversion strategy across 28 Forex pairs;
5. Mean reversion strategy across 28 Forex pairs using an alternative signal structure;
6. Multiday long strategy on the S&P 500;
7. Intraday breakout short strategy on the Nasdaq during high-volatility conditions;
8. Intraday breakout short strategy on the S&P 500 during high-volatility conditions;
9. Intraday breakout long strategy on the S&P 500;
10. Intraday breakout long strategy on the Nasdaq.
The overall approach combines breakout and mean reversion models across different markets and time horizons, aiming to create broader diversification and a more balanced return profile.
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