|Symbol||Gross Profit, USD||Loss, USD||Profit, USD|
|Symbol||Gross Profit, pips||Loss, pips||Profit, pips|
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.
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 "Alpari-Pro.ECN" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
|0.00 × 3|
|0.00 × 4|
|0.00 × 1|
|0.00 × 8|
|0.00 × 2|
|0.06 × 70|
|0.17 × 69|
|0.19 × 95|
|0.19 × 36|
|0.33 × 3|
|0.34 × 65|
|0.40 × 5|
|0.43 × 7|
|0.44 × 1039|
|0.44 × 16|
|0.53 × 15|
|0.54 × 132|
|0.55 × 188|
|0.59 × 125|
|0.63 × 8|
|0.66 × 216|
|0.75 × 8|
|0.79 × 33|
|0.81 × 26|
|0.87 × 31|
Filtering of trades is a way to improve the performance/quality of entries.
Filtering reduces the number of trades and increases the profit factor. The filtered strategy has a higher Average Trade (Total Net Profit / Number of Trades). This value gives the average profit of all trades.
A good strategy must be profitable without filters. Filters can't turn a losing strategy into a winning one.
Don't use too many filters. It may result in over-filtering and curve-fitting!
Trading signals can be filtered through the following filters:
Volatility filter will ignore signals if the volatility is too high or too low. Volatility filters have a large influence on the strategy performance.
Filtering methods: Intraday (local, short-term) - width of the price range [H-L], Daily (mid-term) - ATR;
When a signal is generated by the trading algorithm, it will be transformed into a limit/stop/market order which will be executed on the FX market, by your broker.
The trading system controls open positions by using take profit, stop-loss, time-stop, trailing-stop and other tools.
The market Research tools will help you to get ideas on how to create a new TS.