GerFX Density Scalper and NightWalker EA
Reliability
133 weeks (since 2019)
2
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:
1 955
Profit Trades:
1 421 (72.68%)
Loss Trades:
534 (27.31%)
Best trade:
50.02 EUR
Worst trade:
-36.70 EUR
Gross Profit:
3 615.19 EUR (83 113 pips)
Gross Loss:
-1 536.29 EUR (40 988 pips)
Maximum consecutive wins:
23 (96.83 EUR)
Maximal consecutive profit:
147.99 EUR (20)
Sharpe Ratio:
0.25
Trading activity:
13.90%
Max deposit load:
83.49%
Latest trade:
8 minutes ago
Trades per week:
15
Avg holding time:
2 hours
Recovery Factor:
25.79
Long Trades:
987 (50.49%)
Short Trades:
968 (49.51%)
Profit Factor:
2.35
Expected Payoff:
1.06 EUR
Average Profit:
2.54 EUR
Average Loss:
-2.88 EUR
Maximum consecutive losses:
11 (-3.48 EUR)
Maximal consecutive loss:
-47.33 EUR (4)
Monthly growth:
1.78%
Annual Forecast:
21.57%
Algo trading:
75%

Distribution

Symbol Deals Sell Buy
EURUSD.h 280
EURCHF.h 238
GBPUSD.h 224
AUDNZD.h 192
USDCAD.h 150
EURAUD.h 137
USDCHF.h 127
EURCAD.h 105
AUDCAD.h 103
EURNZD.h 102
AUDUSD.h 80
NZDCAD.h 52
CHFJPY.h 48
GBPCHF.p 48
GBPCAD.h 28
USDJPY.h 22
GBPAUD.h 18
AU200.h 1
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
Symbol Gross Profit, USD Loss, USD Profit, USD
EURUSD.h 405
EURCHF.h 338
GBPUSD.h 271
AUDNZD.h 111
USDCAD.h 212
EURAUD.h 343
USDCHF.h 308
EURCAD.h 110
AUDCAD.h 13
EURNZD.h 129
AUDUSD.h 74
NZDCAD.h -30
CHFJPY.h 36
GBPCHF.p -8
GBPCAD.h 15
USDJPY.h 17
GBPAUD.h 30
AU200.h -3
200 400 600 800 1K
200 400 600 800 1K
200 400 600 800 1K
Symbol Gross Profit, pips Loss, pips Profit, pips
EURUSD.h 3.8K
EURCHF.h 3.4K
GBPUSD.h 5.4K
AUDNZD.h 5.8K
USDCAD.h 2.9K
EURAUD.h 4.7K
USDCHF.h 2.1K
EURCAD.h 1.3K
AUDCAD.h 778
EURNZD.h 7.6K
AUDUSD.h 1.3K
NZDCAD.h -1.3K
CHFJPY.h 1.8K
GBPCHF.p 164
GBPCAD.h 1.1K
USDJPY.h 605
GBPAUD.h 1.5K
AU200.h -30
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K

Drawdown

Best trade:
50.02 EUR
Maximum consecutive wins:
23 (96.83 EUR)
Maximal consecutive profit:
147.99 EUR (20)
Worst trade:
-36.70 EUR
Maximum consecutive losses:
11 (-3.48 EUR)
Maximal consecutive loss:
-47.33 EUR (4)
Drawdown by balance:
Absolute:
3.48 EUR
Maximal:
80.62 EUR (1.21%)
Relative drawdown:
By Balance:
6.91% (80.21 EUR)
By Equity:
3.25% (36.54 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 "VIBHSUK-Live" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

ICMarketsSC-Live03
1.75 × 4
VantageFXInternational-Live 4
2.50 × 8
ICMarkets-Live07
3.35 × 23
ICMarkets-Live20
6.08 × 12
TickmillUK-Live03
6.18 × 11
ICMarkets-Live16
6.29 × 83
FullertonMarketsInc-Live2
7.52 × 108
ICMarkets-Live15
8.44 × 41
PFD-Real
12.00 × 9
XMTrading-Real 40
15.33 × 6
To see trades in realtime, please log in or register

This signal is running on about 25-30% maximum drawdown risk judging from portfolio backtest. 

Copying the signal might cause high slippage because of different spreads during swap time, so I don't recommend to copy it. 

The maximum deposit load was so high because the account only has 1:30 leverage and for some symbols even only 1:20. 

It would be better to buy or rent the EAs yourself: 

Density Scalper:  https://www.mql5.com/en/market/product/51338

NightWalker EA:  https://www.mql5.com/en/market/product/51339

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 Density Scalper with all pairs, the drawdown was about $500-600 for 0.1 lots, which you can use to scale to the desired risk level. For example, using 0.3 lots on all pairs would have had about $1800 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:
Jaap
268
Jaap 2020.03.06 15:45 
 

The minimal drawdown is great. Progress is quite slow (and a littlebit downwards at this moment) but with a 1:30 leverage there is not much room for large trades. At least you can sleep at night ;-) If you gain 3% each month make sure you have enough funds to cover for the signal fee and a VPS. You need about $2000 equity to start gaining, that is if the signal continues the same as it's history. 4 stars for consistency.

2021.07.09 01:15
Removed warning: No trading activity detected on the Signal's account for the recent period
2021.07.06 02:57
No trading activity detected on the Signal's account for the last 6 days
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
2020.10.15 20:30
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.10.01 00:29
No trading activity detected on the Signal's account for the last 6 days
2020.05.26 00:56
Removed warning: Low trading activity - not enough trades detected during the last month
2020.05.25 07:54
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.04.11 00:01
Removed warning: Low trading activity - not enough trades detected during the last month
2020.03.17 23:49
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
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
106%
2
0
USD
1.4K
EUR
133
75%
1 955
72%
14%
2.35
1.06
EUR
7%
1:30
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The minimum subscription period is 30 days