- Equity
- Drawdown
Distribution
Symbol | Deals | Sell | Buy | |
---|---|---|---|---|
EURUSD | 1656 | |||
GBPUSD | 1390 | |||
EURCHF | 942 | |||
USDCHF | 447 | |||
AUDNZD | 441 | |||
AUDCAD | 367 | |||
EURAUD | 306 | |||
USDCAD | 295 | |||
EURNZD | 282 | |||
EURGBP | 222 | |||
EURCAD | 197 | |||
NZDCAD | 174 | |||
GBPCAD | 128 | |||
GBPCHF | 106 | |||
GBPAUD | 97 | |||
CHFJPY | 88 | |||
USDJPY | 49 | |||
AUDUSD | 2 | |||
EURJPY | 2 | |||
GBPJPY | 2 | |||
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
---|---|---|---|---|
EURUSD | 539 | |||
GBPUSD | 1K | |||
EURCHF | 46 | |||
USDCHF | 149 | |||
AUDNZD | 195 | |||
AUDCAD | -96 | |||
EURAUD | 1 | |||
USDCAD | 60 | |||
EURNZD | 191 | |||
EURGBP | -29 | |||
EURCAD | 58 | |||
NZDCAD | -30 | |||
GBPCAD | 55 | |||
GBPCHF | -17 | |||
GBPAUD | -19 | |||
CHFJPY | -43 | |||
USDJPY | -81 | |||
AUDUSD | 0 | |||
EURJPY | 5 | |||
GBPJPY | -1 | |||
1K
2K
3K
4K
5K
|
1K
2K
3K
4K
5K
|
1K
2K
3K
4K
5K
|
Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
---|---|---|---|---|
EURUSD | 17K | |||
GBPUSD | 17K | |||
EURCHF | 4K | |||
USDCHF | 2.1K | |||
AUDNZD | 8.4K | |||
AUDCAD | 1.1K | |||
EURAUD | 5K | |||
USDCAD | 5.6K | |||
EURNZD | 9.6K | |||
EURGBP | 1.6K | |||
EURCAD | 3.3K | |||
NZDCAD | 770 | |||
GBPCAD | 3.7K | |||
GBPCHF | 225 | |||
GBPAUD | 2.1K | |||
CHFJPY | 986 | |||
USDJPY | -1K | |||
AUDUSD | 19 | |||
EURJPY | 610 | |||
GBPJPY | -117 | |||
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 "ICMarkets-Live10" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
LibertexCom-MT4 Market Real Server
|
0.00 × 4 | |
InstaForex-UK.com
|
0.00 × 1 | |
ATFXGM2-Live
|
0.00 × 5 | |
USGFX-Live
|
0.00 × 9 | |
UniverseWheel-Live
|
0.00 × 13 | |
ForexTime-Pro
|
0.09 × 33 | |
Osprey-Live
|
0.17 × 6 | |
Tickmill-Live02
|
0.38 × 1274 | |
ForexClub-MT4 Market Real 2 Server
|
0.41 × 22 | |
Windsor-REAL
|
0.50 × 8 | |
BDSSwissMarkets-Real01
|
0.54 × 26 | |
ICMarkets-Live11
|
0.61 × 276 | |
XMUK-Real 6
|
0.61 × 80 | |
MTCOOK-Live
|
0.64 × 125 | |
ICMarkets-Live24
|
0.64 × 383 | |
BoldPrime2-Live
|
0.67 × 3 | |
WindsorBrokers-DEMO
|
0.67 × 3 | |
LiteForex-ECN2.com
|
0.67 × 3 | |
ICMarkets-Live10
|
0.73 × 14316 | |
LiteFinance-ECN2.com
|
0.75 × 4 | |
ICMarkets-Live20
|
0.81 × 960 | |
ICMarkets-Live02
|
0.83 × 1337 | |
ICMarkets-Live07
|
0.83 × 1495 | |
ICMarkets-Live05
|
0.83 × 2935 | |
ICMarkets-Live08
|
0.85 × 472 | |
This signal uses two automated mean reversion strategies, QuantFlow Scalper and NightWalkerEA.
Copying the signal might cause high slippage because of different spreads during swap time, so I don't recommend to copy it. It would be better rent or buy the EAs yourself.
This signals runs with about 25% maximum drawdown risk according to the portfolio backtest.
The signal also uses the Breaking News Filter.
About the drawdown calculation:
The portfolio backtests I show are usually done with a fixed lot size of 0.1. This means that you have to look at the fixed drawdown, not the percentage one. For the combination of 0.01 NightWalker EA and 0.02 NY Close Scalper with all pairs, the drawdown was about $100, which you can use to scale to the desired risk level. For example, this signal uses 0.02 NW and 0.05 NYCS, so the maximum portfolio backtest drawdown would be about $250.
Things to consider:
The maximum backtest drawdown happened in 2008 and never occurred again in later years. In 2008 the spreads were much larger than they are now and the tick data quality is also much worse for early years. So some developers argue against even using data before 2010/2011. However, since optimization usually leads to underestimation of the expected drawdown, I still prefer to use the 2008 drawdown as the best estimate. 2008 was also the year of a global financial crisis, which might be a risk factor to consider for the future.
Please also keep in mind that there is never any guarantee that the future drawdown will be less than the historical one.
USD
EUR
EUR
Unstable signal