GerFX QuantFlow Scalper and NW EA
Reliability
222 weeks (since 2017)
0
0 USD
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Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
5 465
Profit Trades:
3 880 (70.99%)
Loss Trades:
1 585 (29.00%)
Best trade:
46.49 EUR
Worst trade:
-87.60 EUR
Gross Profit:
7 386.83 EUR (179 852 pips)
Gross Loss:
-5 650.03 EUR (114 971 pips)
Maximum consecutive wins:
31 (23.36 EUR)
Maximal consecutive profit:
127.97 EUR (23)
Sharpe Ratio:
0.06
Trading activity:
15.24%
Max deposit load:
99.66%
Latest trade:
2 days ago
Trades per week:
12
Avg holding time:
2 hours
Recovery Factor:
4.18
Long Trades:
2 819 (51.58%)
Short Trades:
2 646 (48.42%)
Profit Factor:
1.31
Expected Payoff:
0.32 EUR
Average Profit:
1.90 EUR
Average Loss:
-3.56 EUR
Maximum consecutive losses:
12 (-48.90 EUR)
Maximal consecutive loss:
-400.98 EUR (8)
Monthly growth:
1.78%
Annual Forecast:
21.63%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
EURUSD 1402
GBPUSD 1054
EURCHF 709
USDCHF 334
AUDNZD 301
AUDCAD 271
EURAUD 228
EURGBP 222
USDCAD 200
EURNZD 161
EURCAD 119
GBPCHF 104
NZDCAD 98
CHFJPY 88
GBPCAD 64
GBPAUD 57
USDJPY 47
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 511
GBPUSD 1K
EURCHF 74
USDCHF 155
AUDNZD 199
AUDCAD -99
EURAUD -10
EURGBP -29
USDCAD 41
EURNZD 189
EURCAD 65
GBPCHF -18
NZDCAD -30
CHFJPY -43
GBPCAD 38
GBPAUD -19
USDJPY -74
AUDUSD 0
EURJPY 5
GBPJPY -1
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
Symbol Gross Profit, pips Loss, pips Profit, pips
EURUSD 14K
GBPUSD 15K
EURCHF 4K
USDCHF 2K
AUDNZD 8K
AUDCAD 136
EURAUD 2.9K
EURGBP 1.6K
USDCAD 2.6K
EURNZD 8.6K
EURCAD 3.8K
GBPCHF 32
NZDCAD 211
CHFJPY 986
GBPCAD 1.2K
GBPAUD 1.7K
USDJPY -106
AUDUSD 19
EURJPY 610
GBPJPY -117
10K 20K 30K 40K 50K
10K 20K 30K 40K 50K
10K 20K 30K 40K 50K

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.

USGFX-Live
0.00 × 9
ATFXGM2-Live
0.00 × 5
UniverseWheel-Live
0.00 × 13
InstaForex-UK.com
0.00 × 1
ForexClub-MT4 Market Real 2 Server
0.00 × 10
ForexTime-Pro
0.09 × 33
ICMarketsSC-Live12
0.23 × 495
ICMarketsSC-Live14
0.35 × 65
Tickmill-Live02
0.36 × 1270
ICMarketsSC-Live17
0.40 × 30
Windsor-REAL
0.50 × 8
BDSSwissMarkets-Real01
0.54 × 26
ICMarkets-Live11
0.61 × 276
XMUK-Real 6
0.61 × 80
TradersWay-Live 2
0.62 × 26
MTCOOK-Live
0.64 × 125
ICMarkets-Live24
0.64 × 383
ICMarkets-Live10
0.73 × 14316
ICMarketsSC-Live09
0.75 × 4
ICMarketsSC-Live16
0.78 × 286
ICMarkets-Live20
0.81 × 960
ICMarkets-Live02
0.83 × 1337
ICMarkets-Live07
0.83 × 1495
ICMarkets-Live05
0.83 × 2935
ICMarketsSC-Live03
0.84 × 185
296 more...
To see trades in realtime, please log in or register

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.


Average rating:
borisov201190
204
borisov201190 2019.02.18 14:33 
 

Unstable signal

2021.01.07 21:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.12.29 01:55
No trading activity detected on the Signal's account for the last 6 days
2020.11.08 23:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.11.05 02:29
No trading activity detected on the Signal's account for the last 6 days
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
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
50 USD per month
444%
0
0
USD
455
EUR
222
100%
5 465
70%
15%
1.30
0.32
EUR
17%
1:50
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