GerFX QuantFlow Scalper
Reliability
307 weeks (since 2018)
0
0 USD
Trades:
2 496
Profit Trades:
1 691 (67.74%)
Loss Trades:
805 (32.25%)
Best trade:
2.94 EUR
Worst trade:
-8.08 EUR
Gross Profit:
560.50 EUR (51 900 pips)
Gross Loss:
-389.61 EUR (26 459 pips)
Maximum consecutive wins:
16 (2.53 EUR)
Maximal consecutive profit:
7.17 EUR (11)
Sharpe Ratio:
0.11
Trading activity:
4.71%
Max deposit load:
19.78%
Latest trade:
12 hours ago
Trades per week:
7
Avg holding time:
1 hour
Recovery Factor:
11.13
Long Trades:
1 243 (49.80%)
Short Trades:
1 253 (50.20%)
Profit Factor:
1.44
Expected Payoff:
0.07 EUR
Average Profit:
0.33 EUR
Average Loss:
-0.48 EUR
Maximum consecutive losses:
6 (-2.82 EUR)
Maximal consecutive loss:
-15.36 EUR (2)
Monthly growth:
0.66%
Annual Forecast:
4.47%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
EURUSD 801
GBPUSD 606
EURCHF 531
USDCHF 338
USDCAD 103
EURAUD 86
EURCAD 31
200 400 600 800
200 400 600 800
200 400 600 800
Symbol Gross Profit, USD Loss, USD Profit, USD
EURUSD 75
GBPUSD 72
EURCHF 6
USDCHF 18
USDCAD 4
EURAUD 11
EURCAD 7
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
Symbol Gross Profit, pips Loss, pips Profit, pips
EURUSD 9.2K
GBPUSD 7.6K
EURCHF 2.6K
USDCHF 2.5K
USDCAD 1.4K
EURAUD 2.3K
EURCAD 968
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K

Drawdown

Best trade:
2.94 EUR
Maximum consecutive wins:
16 (2.53 EUR)
Maximal consecutive profit:
7.17 EUR (11)
Worst trade:
-8.08 EUR
Maximum consecutive losses:
6 (-2.82 EUR)
Maximal consecutive loss:
-15.36 EUR (2)
Drawdown by balance:
Absolute:
0.00 EUR
Maximal:
15.36 EUR (5.53%)
Relative drawdown:
By Balance:
7.02% (11.92 EUR)
By Equity:
4.06% (6.89 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-Live03" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

GO4X-Live
0.00 × 1
FFTraderSRO-Demo
0.00 × 2
EGlobal-Classic2
0.00 × 2
TegasFX-Live-UK
0.00 × 40
T4TCapitalFunds-Demo 2
0.00 × 2
SwitchMarkets-Real
0.00 × 2
TitanFX-05
0.00 × 2
CapitalCityMarkets-Live
0.00 × 1
XM.COM-Real 19
0.00 × 1
BlueberryMarkets-Live
0.00 × 2
ICMarketsSC-Live32
0.00 × 1
CalibrateManagement-Live
0.00 × 2
ATCBrokers-US Live
0.00 × 4
PHP-LiveLiquidity1
0.00 × 1
StreamForex-Real
0.00 × 1
OctaFX-Real5
0.00 × 1
AFXCapital-Real
0.00 × 1
Trade12-Primary
0.10 × 21
FPMarkets-Live2
0.14 × 7
FXGiantsUK-Real4
0.15 × 89
ACYCapital-Live02
0.17 × 12
ZeroMarkets-Live
0.23 × 35
RoboForex-ECN-2
0.25 × 4
MEXExchange-Live
0.29 × 14
RoboForexDE-Pro
0.30 × 50
757 more...
To see trades in realtime, please log in or register

This signal uses an automated mean reversion strategy around the close of the New York session, GerFX QuantFlow 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 EA yourself.

The signal is running at about 30% maximum drawdown risk. It 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 QuantFlow Scalper with all pairs, the drawdown was about $560 for 0.1 lots, which you can use to scale to the desired risk level. For example, using 0.02 lots like this signal on all pairs would have had about $112 maximum drawdown together in the backtest. 

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:
skhanolkar
54
skhanolkar 2019.03.01 20:40 
 

User didn't leave any comment to the rating

2024.01.08 23:36
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.12.28 01:10
No trading activity detected on the Signal's account for the last 6 days
2023.08.24 22:58
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 01:30
No trading activity detected on the Signal's account for the last 6 days
2023.04.13 23:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.04.13 02:06
No trading activity detected on the Signal's account for the last 6 days
2023.03.20 22:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.03.15 00:44
No trading activity detected on the Signal's account for the last 6 days
2023.01.23 00:57
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.20 14:35
Low trading activity - only 7 trades detected in the last month
2023.01.11 01:10
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.09 23:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.27 03:13
No trading activity detected on the Signal's account for the last 6 days
2022.12.19 22:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.19 00:56
No trading activity detected on the Signal's account for the last 6 days
2022.11.17 22:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.11.16 01:52
No trading activity detected on the Signal's account for the last 6 days
2022.10.26 23:17
Removed warning: Low trading activity - not enough trades detected during the last month
2022.10.20 13:06
Low trading activity - only 7 trades detected in the last month
2022.10.20 00:34
Removed warning: Low trading activity - not enough trades detected during the last month
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
108%
0
0
USD
191
EUR
307
100%
2 496
67%
5%
1.43
0.07
EUR
7%
1:200
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The minimum subscription period is 30 days