Download MetaTrader 5
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  • Trading history
  • Statistics
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  • Slippage
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Growth

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
Total:

Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
283
Profit Trades:
215 (75.97%)
Loss Trades:
68 (24.03%)
Best trade:
89.59 USD
Worst trade:
-95.76 USD
Gross Profit:
3522.66 USD (16557 pips)
Gross Loss:
-4101.23 USD (19033 pips)
Maximum consecutive wins:
20 (399.21 USD)
Maximal consecutive profit:
399.21 USD (20)
Sharpe Ratio:
-0.05
Trading activity:
22.07%
Max deposit load:
32.44%
Recovery Factor:
-0.78
Long Trades:
141 (49.82%)
Short Trades:
142 (50.18%)
Profit Factor:
0.86
Expected Payoff:
-2.04 USD
Average Profit:
16.38 USD
Average Loss:
-60.31 USD
Maximum consecutive losses:
10 (-570.12 USD)
Maximal consecutive loss:
-570.12 USD (10)
Monthly growth:
0.00%
Annual Forecast:
0.00%

Distribution

Symbol Deals Sell Buy
GBPUSD 72
EURUSD 70
USDJPY 64
EURJPY 35
NZDJPY 26
GBPJPY 11
AUDUSD 3
AUDJPY 2
20406080
20406080
20406080
Best trade:
89.59 USD
Maximum consecutive wins:
20 (399.21 USD)
Maximal consecutive profit:
399.21 USD (20)
Worst trade:
-95.76 USD
Maximum consecutive losses:
10 (-570.12 USD)
Maximal consecutive loss:
-570.12 USD (10)
Drawdown by balance:
Absolute:
583.65 USD
Maximal:
743.33 USD (34.42%)
Relative drawdown:
By Balance:
34.34% (743.33 USD)
By Equity:
5.48% (100.81 USD)

MFE and MAE Distribution Point Graphs

Maximum profit (MFE) and maximum loss (MAE) values are recorded for each open order during its lifetime. These parameters additionally characterize each closed order using the values of the maximum unrealized potential and maximum permitted risk. MFE/Profit and MAE/Profit distribution graphs display each order as a point with received profit/loss value plotted along the X-axis, while maximum displayed values of potential profit (MFE) and potential loss (MAE) are plotted along the Y-axis.

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Place your cursor over parameters/graph captions to see the best and worst trading series. Find out more about MAE and MFE distributions in the article Mathematics in Trading: How to Estimate Trade Results.

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 "RoboForex-ProCent" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

FIBOGroup-REAL FIBO Group Holdings Ltd
0.00 × 12
RoyalFXT-Real
0.00 × 2
IkonGroup-Demo 2
0.00 × 13
PrimusMarkets-Live-3
0.00 × 9
IntiMakmur-Server
0.00 × 2
TierOneFX-Demo
0.00 × 17
DSFXLimited-Live
0.00 × 9
Windsor-DEMO
0.00 × 2
MaxrichGroup-Real
0.00 × 1
HouseOfBorse-Live
0.00 × 2
BJPuhuizhongzhi-Live
0.00 × 39
LMAX-DemoUK
0.00 × 46
MRGMarkets-Real
0.00 × 17
EuromarketFX-Live
0.00 × 27
OANDA-MT4 FXTrade JP
0.00 × 10
BMFN-RealFX
0.00 × 54
FXFinPro-Real
0.00 × 5
ProtonCapital-Live
0.00 × 3
ATCBrokers-Live
0.00 × 19
NordGroupInv-Real4
0.00 × 1
ForexMart-RealServer
0.00 × 1
FBS-Real-9
0.00 × 2
TradeWise-LiveUS
0.00 × 6
AGMGroupLtd-Real
0.00 × 13
FCMCY-Live
0.00 × 4
867 more...
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This signal is completely handled by the DailyTrader robot (with periodic optimizations).

The relatively large drawdown (30%) that can be seen starting from trade #44 (up to #54) was due to a very low volatility condition occurred on Dec, 26th, 2016 that induced the broker to expand the spread during the entire day, leading to 9 consecutive losses (see History tab).

For this reason, starting from Dec, 28th, 2016, the EA was updated to ver. 2.0 that implements a spread control mechanism that suspends trading if the spread rises above a given limit.

See this instructive article on how to evaluate a signal.

  • Forex currencies:GBPUSD, USDJPY, EURUSD, AUDUSD (since 2017-01-16), EURJPY (2017-01-24), GBPJPY and NZDJPY (2017-01-25), AUDJPY (2017-03-15). See their optimized settings below (they depend on broker's typical spread and stop level).
  • Risk always not larger than 4% (with respect to the signal account balance).
  • Strict Stop-Loss adopted (as it is demonstrated by the absence of red dots on the MAE plot, see Risk tab) with dynamic (ATR-driven) Trailing-Profit (since ver. 2.0)   
  • Typical broker (floating) spread ~ 2 pips
  • Broker stop level ~ 2-4 pips
  • Minimum Volume = 0.1 lots
  • VPS latency time = 45 ms

 

Relevant Settings (v.2.0)

Common:

  • Maximum_Spread = 3 pips
  • Trade_on_Monday = true 
  • TrailingStop_Mode = ATR_TRAILING_STOP
  • Trailing_Stop_Distance (ATR) = 1.0
  • Trading_Time_Slots = 5:00,15:00 (broker time, GMT+2)
  • Single_Trade_Risk_Percentage = 4 (a lower risk would be problematic due to the large minimal volume in this signal account) 
  • Martingale_Factor = 1 (Martingale disabled)

GBPUSD:

  • Trade_on_Monday = false
  • Trailing_Stop_Distance (ATR) = 3.5
  • Trailing_Stop_Min_Profit (ATR) = 0.2

EURUSD: 

  • Trailing_Stop_Distance (ATR) = 3.5
  • Trailing_Stop_Min_Profit (ATR) = 0.1

USDJPY:

  • Trailing_Stop_Distance (ATR) = 1.5
  • Trailing_Stop_Min_Profit (ATR) = 0.15

AUDUSD:

  • Trailing_Stop_Distance (ATR) = 3.5
  • Trailing_Stop_Min_Profit (ATR) = 0.3

EURJPY:

  • Trailing_Stop_Distance (ATR) = 2.5
  • Trailing_Stop_Min_Profit (ATR) = 0.1

GBPJPY:

  • Maximum_Spread = 4.5 pips
  • Trailing_Stop_Distance (ATR) = 4
  • Trailing_Stop_Min_Profit (ATR) = 0.45

NZDJPY:

  • Maximum_Spread = 4 pips
  • Trailing_Stop_Distance (ATR) = 3.5
  • Trailing_Stop_Min_Profit (ATR) = 0.5

AUDJPY:

  • Maximum_Spread = 3 pips
  • Trailing_Stop_Distance (ATR) = 3
  • Trailing_Stop_Min_Profit (ATR) = 0.6

No reviews
2017.06.11 16:37
Removed warning: Low trading activity - not enough trades detected during the last month
2017.06.09 13:49
Low trading activity - only 7 trades detected in the last month
2017.05.18 16:27
No trading activity detected on the Signal's account for the last 6 days
2017.05.01 18:45
Removed warning: No trading activity detected on the Signal's account for the recent period
2017.05.01 15:35
No trading activity detected on the Signal's account for the last 6 days
2017.03.19 17:39 2017.03.19 17:39:14 

A careful statistical analysis on the signal trading from January, 1st, shows that the trades executed before 3 p.m. (broker time, GMT+2 time-zone) have been significantly more profitable (overall profit factor increases from 1.2 to 2 when considering only these trades). Thus, starting from now, I'm going to allow trading from 5 a.m. to 3 p.m.

I'll keep this for the next 100 trades or so, to see if this indication is confirmed or if it was just a statistical fluctuation.

2017.03.15 18:26 2017.03.15 18:26:33 

AUDJPY added.

2017.02.14 12:04 2017.02.14 12:04:03 

GBPUSD trading parameters updated with latest optimization results (post-brexit, and "Trump effect")

2017.01.25 15:56 2017.01.25 15:56:40 

GBPJPY cross currency added

2017.01.23 16:43 2017.01.23 16:43:37 

EURJPY added

2017.01.18 15:33 2017.01.18 15:33:44 

Signal DailyTrader EA version is now 2.1

It will be published asap.

The main difference with ver. 2.0 is that the pending orders are placed only when market price approaches the resistence/support levels. This greatly reduces "trading traffic" with the broker's server.

2017.01.15 00:50 2017.01.15 00:50:18 

AUDUSD currency added.

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