R Factor Conservative Portfolio
Reliability
56 weeks (since 2018)
0
0 USD
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Growth

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
Total:

Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
2124
Profit Trades:
1443 (67.93%)
Loss Trades:
681 (32.06%)
Best trade:
91.78 USD
Worst trade:
-167.79 USD
Gross Profit:
7837.20 USD (64009 pips)
Gross Loss:
-6964.81 USD (34882 pips)
Maximum consecutive wins:
22 (105.09 USD)
Maximal consecutive profit:
251.56 USD (19)
Sharpe Ratio:
0.03
Trading activity:
12.07%
Max deposit load:
17.96%
Latest trade:
40 minutes ago
Trades per week:
37
Avg holding time:
2 hours
Recovery Factor:
0.94
Long Trades:
952 (44.82%)
Short Trades:
1172 (55.18%)
Profit Factor:
1.13
Expected Payoff:
0.41 USD
Average Profit:
5.43 USD
Average Loss:
-10.23 USD
Maximum consecutive losses:
8 (-440.70 USD)
Maximal consecutive loss:
-440.70 USD (8)
Monthly growth:
-3.90%
Annual Forecast:
-47.38%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
GBPUSD 300
USDCHF 277
AUDCAD 178
EURAUD 165
EURUSD 151
EURGBP 149
EURCAD 134
GBPCAD 133
EURCHF 132
CADCHF 95
GBPAUD 94
USDCAD 85
GBPCHF 81
AUDCHF 40
EURJPY 27
CHFJPY 23
AUDNZD 12
USDJPY 11
AUDJPY 10
CADJPY 9
EURNZD 8
AUDUSD 7
NZDUSD 3
255075100125150175200225250275300
255075100125150175200225250275300
255075100125150175200225250275300
Symbol Gross Profit, USD Loss, USD Profit, USD
GBPUSD 63
USDCHF 96
AUDCAD 49
EURAUD 450
EURUSD -82
EURGBP -154
EURCAD 58
GBPCAD -76
EURCHF 110
CADCHF 62
GBPAUD -107
USDCAD -32
GBPCHF 25
AUDCHF 214
EURJPY 8
CHFJPY 26
AUDNZD 43
USDJPY 26
AUDJPY 1
CADJPY 20
EURNZD 22
AUDUSD 51
NZDUSD 1
2505007501K1.3K1.5K1.8K2K2.3K2.5K2.8K3K
2505007501K1.3K1.5K1.8K2K2.3K2.5K2.8K3K
2505007501K1.3K1.5K1.8K2K2.3K2.5K2.8K3K
Symbol Gross Profit, pips Loss, pips Profit, pips
GBPUSD 4.5K
USDCHF 3.3K
AUDCAD 2.3K
EURAUD 5.3K
EURUSD 978
EURGBP 519
EURCAD 2.2K
GBPCAD 1.8K
EURCHF 1.9K
CADCHF 1.2K
GBPAUD 610
USDCAD 765
GBPCHF 1.5K
AUDCHF 1.5K
EURJPY 325
CHFJPY 464
AUDNZD 690
USDJPY 369
AUDJPY 421
CADJPY 240
EURNZD 460
AUDUSD 457
NZDUSD -47
2.5K5K7.5K10K13K15K18K20K
2.5K5K7.5K10K13K15K18K20K
2.5K5K7.5K10K13K15K18K20K

Drawdown

Best trade:
91.78 USD
Maximum consecutive wins:
22 (105.09 USD)
Maximal consecutive profit:
251.56 USD (19)
Worst trade:
-167.79 USD
Maximum consecutive losses:
8 (-440.70 USD)
Maximal consecutive loss:
-440.70 USD (8)
Drawdown by balance:
Absolute:
198.90 USD
Maximal:
926.94 USD (61.96%)
Relative drawdown:
By Balance:
26.51% (926.94 USD)
By Equity:
6.37% (194.22 USD)

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-Live01" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

FBS-Real-2
0.00 × 1
InfinoxCapitalLimited-InfinoxUK
0.00 × 1
ICMarketsSC-Live19
0.33 × 6
Pepperstone-Edge02
0.40 × 4075
ICMarkets-Live03
0.42 × 11506
ATCBrokers-US Live
0.43 × 105
ICMarkets-Live11
0.45 × 47
ICMarkets-Live05
0.50 × 13658
SquaredMT4-Live
0.50 × 6
Pepperstone-Edge06
0.50 × 6166
Pepperstone-Edge04
0.54 × 70
ICMarkets-Live14
0.60 × 165
ICMarkets-Live12
0.61 × 267
ICMarkets-Live09
0.61 × 131
Pepperstone-Edge07
0.64 × 28
Pepperstone-Edge09
0.69 × 100
Tickmill-Live04
0.78 × 9
AxioryAsia-02Live
0.82 × 213
TitanFX-01
0.83 × 304
UniverseWheel-Live
0.84 × 162
Pepperstone-Demo01
0.86 × 174
Pepperstone-Demo02
0.86 × 162
ACYFX-Live
0.87 × 67
ICMarkets-Live17
0.90 × 154
ICMarkets-Live18
0.96 × 134
267 more...
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R Factor Conservative PortFolio: Conservative Trading system of 14 strategies each with independent money management system aiming constant long term positive results. Each strategy was exhaustively tested and validated in multiple years and timeframes, using Monte Carlo and WFA approaches.
No reviews
2019.04.02 22:40
80% of growth achieved within 1 days. This comprises 1% of days out of 162 days of the signal's entire lifetime.
2019.04.02 00:45
Share of days for 80% of growth is too low
2019.03.11 23:46
80% of growth achieved within 6 days. This comprises 4% of days out of 141 days of the signal's entire lifetime.
2019.02.13 22:40
Share of days for 80% of growth is too low
2019.02.13 05:10
80% of growth achieved within 5 days. This comprises 4% of days out of 114 days of the signal's entire lifetime.
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Signal
Price
Growth
Subscribers
Funds
Balance
Weeks
Expert Advisors
Trades
Win %
Activity
PF
Expected Payoff
Drawdown
Leverage
30
USD
42%
0
0
USD
3.6K
USD
56
100%
2 124
67%
12%
1.12
0.41
USD
27%
1:500
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