NightWalker EA and NY Close Scalper
Reliability
152 weeks (since 2017)
0
0 USD
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Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
4 347
Profit Trades:
3 177 (73.08%)
Loss Trades:
1 170 (26.92%)
Best trade:
46.49 EUR
Worst trade:
-87.60 EUR
Gross Profit:
7 055.52 EUR (141 756 pips)
Gross Loss:
-5 315.81 EUR (86 008 pips)
Maximum consecutive wins:
31 (23.36 EUR)
Maximal consecutive profit:
127.97 EUR (23)
Sharpe Ratio:
0.07
Trading activity:
15.64%
Max deposit load:
99.66%
Latest trade:
11 hours ago
Trades per week:
25
Avg holding time:
2 hours
Recovery Factor:
4.18
Long Trades:
2 282 (52.50%)
Short Trades:
2 065 (47.50%)
Profit Factor:
1.33
Expected Payoff:
0.40 EUR
Average Profit:
2.22 EUR
Average Loss:
-4.54 EUR
Maximum consecutive losses:
12 (-48.90 EUR)
Maximal consecutive loss:
-400.98 EUR (8)
Monthly growth:
2.23%
Annual Forecast:
27.04%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
EURUSD 1201
GBPUSD 941
EURCHF 530
AUDNZD 231
USDCHF 226
EURGBP 222
AUDCAD 209
EURAUD 153
USDCAD 115
EURNZD 101
GBPCHF 96
CHFJPY 65
NZDCAD 60
EURCAD 55
GBPCAD 49
GBPAUD 48
USDJPY 39
AUDUSD 2
EURJPY 2
GBPJPY 2
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
Symbol Gross Profit, USD Loss, USD Profit, USD
EURUSD 494
GBPUSD 1K
EURCHF 116
AUDNZD 194
USDCHF 162
EURGBP -29
AUDCAD -92
EURAUD -14
USDCAD 47
EURNZD 181
GBPCHF -21
CHFJPY -45
NZDCAD -22
EURCAD 54
GBPCAD 37
GBPAUD -22
USDJPY -74
AUDUSD 0
EURJPY 5
GBPJPY -1
5001K1.5K2K2.5K3K3.5K4K
5001K1.5K2K2.5K3K3.5K4K
5001K1.5K2K2.5K3K3.5K4K
Symbol Gross Profit, pips Loss, pips Profit, pips
EURUSD 12K
GBPUSD 13K
EURCHF 4.5K
AUDNZD 6.6K
USDCHF 1.7K
EURGBP 1.6K
AUDCAD 505
EURAUD 2.2K
USDCAD 2.6K
EURNZD 6.7K
GBPCHF -224
CHFJPY 568
NZDCAD 1K
EURCAD 2K
GBPCAD 840
GBPAUD 1.3K
USDJPY -230
AUDUSD 19
EURJPY 610
GBPJPY -117
10K20K30K40K50K
10K20K30K40K50K
10K20K30K40K50K

Drawdown

Best trade:
46.49 EUR
Maximum consecutive wins:
31 (23.36 EUR)
Maximal consecutive profit:
127.97 EUR (23)
Worst trade:
-87.60 EUR
Maximum consecutive losses:
12 (-48.90 EUR)
Maximal consecutive loss:
-400.98 EUR (8)
Drawdown by balance:
Absolute:
3.38 EUR
Maximal:
415.98 EUR (22.85%)
Relative drawdown:
By Balance:
16.04% (107.12 EUR)
By Equity:
17.36% (124.82 EUR)

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.

No data
No data

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 "ICMarkets-Live10" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

InstaForex-UK.com
0.00 × 1
ICMarketsSC-Live12
0.00 × 39
UniverseWheel-Live
0.00 × 13
ForexTime-Pro
0.09 × 33
XM.COM-Real 20
0.28 × 18
ICMarketsSC-Live14
0.31 × 45
Tickmill-Live02
0.36 × 1270
Windsor-REAL
0.50 × 8
ICMarkets-Live11
0.61 × 276
XMUK-Real 6
0.61 × 80
MTCOOK-Live
0.64 × 125
ICMarkets-Live20
0.68 × 809
ICMarkets-Live10
0.69 × 13881
ICMarkets-Live08
0.73 × 395
ICMarketsSC-Live09
0.75 × 4
AxiTrader-US09-Live
0.76 × 286
ICMarketsSC-Live03
0.83 × 161
ICMarkets-Live05
0.83 × 2935
ICMarkets-Live07
0.83 × 1495
ICMarkets-Live02
0.84 × 1336
VantageFXInternational-Live 3
0.91 × 451
ICMarkets-Live01
0.96 × 247
FPMarkets-Live
1.00 × 1
EGlobal-Classic3
1.00 × 6
OneTrade-Real
1.00 × 1
204 more...
To see trades in realtime, please log in or register

This signal uses two automated mean reversion strategies, NightWalkerEA and  NY Close Scalper.  

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.


Average rating:
borisov201190
204
borisov201190 2019.02.18 14:33 
 

Unstable signal

2020.05.18 23:50
Removed warning: Low trading activity - not enough trades detected during the last month
2020.05.18 07:31
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.04.11 01:19
Removed warning: Low trading activity - not enough trades detected during the last month
2020.03.18 02:07
No trading activity detected on the Signal's account for the last 6 days
2020.01.07 19:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.12.29 02:17
No trading activity detected on the Signal's account for the last 6 days
2019.10.07 00:15
Share of days for 80% of growth is too low
2019.10.03 00:36
Share of days for 80% of growth is too low
2019.09.16 23:44
Share of days for 80% of growth is too low
2019.09.12 23:57
Share of days for 80% of growth is too low
2019.09.10 23:27
Share of days for 80% of growth is too low
2019.08.08 23:35
Share of days for 80% of growth is too low
2019.08.06 23:08
Share of days for 80% of growth is too low
2019.08.02 01:20
Share of days for 80% of growth is too low
2019.05.06 21:42
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.05.02 03:27
No trading activity detected on the Signal's account for the last 6 days
2018.02.22 01:27
Removed warning: Too much growth in the last month indicates a high risk
2018.02.22 00:26
Too much growth in the last month indicates a high risk
2017.09.06 12:09
Removed warning: This is a newly opened account. Trading results may be of random nature
2017.08.24 22:25
Signal account leverage was changed 1 times from 1:50 to 1:100
To see trades in realtime, please log in or register
Signal
Price
Growth
Subscribers
Funds
Balance
Weeks
Expert Advisors
Trades
Win %
Activity
PF
Expected Payoff
Drawdown
Leverage
40
USD
447%
0
0
USD
458
EUR
152
100%
4 347
73%
16%
1.32
0.40
EUR
17%
1:50
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