Signals
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Rules
- Equity
- Drawdown
Distribution
| Symbol | Deals | Sell | Buy | |
|---|---|---|---|---|
| EURUSD | 878 | |||
| GBPUSD | 659 | |||
| EURCHF | 624 | |||
| USDCHF | 380 | |||
| USDCAD | 113 | |||
| EURAUD | 86 | |||
| EURCAD | 34 | |||
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| Symbol | Gross Profit, USD | Loss, USD | Profit, USD | |
|---|---|---|---|---|
| EURUSD | 74 | |||
| GBPUSD | 71 | |||
| EURCHF | -3 | |||
| USDCHF | 14 | |||
| USDCAD | 5 | |||
| EURAUD | 11 | |||
| EURCAD | 5 | |||
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| Symbol | Gross Profit, pips | Loss, pips | Profit, pips | |
|---|---|---|---|---|
| EURUSD | 9.3K | |||
| GBPUSD | 7.7K | |||
| EURCHF | 2.3K | |||
| USDCHF | 2.3K | |||
| USDCAD | 1.6K | |||
| EURAUD | 2.3K | |||
| EURCAD | 728 | |||
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2.5K
5K
7.5K
10K
13K
15K
18K
20K
23K
25K
28K
30K
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2.5K
5K
7.5K
10K
13K
15K
18K
20K
23K
25K
28K
30K
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2.5K
5K
7.5K
10K
13K
15K
18K
20K
23K
25K
28K
30K
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- 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-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 | |
|
T4TCapitalFunds-Demo 2
|
0.00 × 2 | |
|
FFTraderSRO-Demo
|
0.00 × 2 | |
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SwitchMarkets-Real
|
0.00 × 2 | |
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TitanFX-05
|
0.00 × 2 | |
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BlueberryMarkets-Live
|
0.00 × 2 | |
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OctaFX-Real5
|
0.00 × 1 | |
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ICMarketsSC-Live32
|
0.00 × 6 | |
|
XM.COM-Real 19
|
0.00 × 1 | |
|
AFXCapital-Real
|
0.00 × 1 | |
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EGlobal-Classic2
|
0.00 × 2 | |
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TegasFX-Live-UK
|
0.00 × 40 | |
|
CapitalCityMarkets-Live
|
0.00 × 1 | |
|
StreamForex-Real
|
0.00 × 1 | |
|
PHP-LiveLiquidity1
|
0.00 × 1 | |
|
CalibrateManagement-Live
|
0.00 × 2 | |
|
ATCBrokers-US Live
|
0.00 × 4 | |
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Trade12-Primary
|
0.10 × 21 | |
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FPMarkets-Live2
|
0.14 × 7 | |
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FXGiantsUK-Real4
|
0.15 × 89 | |
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ACYCapital-Live02
|
0.17 × 12 | |
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ZeroMarkets-Live
|
0.23 × 35 | |
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RoboForex-ECN-2
|
0.25 × 4 | |
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MEXExchange-Live
|
0.29 × 14 | |
|
RoboForexDE-Pro
|
0.30 × 50 | |
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.
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