GerFX Density Scalper and NightWalker EA
Reliability
85 weeks (since 2019)
0
0 USD
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Growth

Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
1 319
Profit Trades:
972 (73.69%)
Loss Trades:
347 (26.31%)
Best trade:
50.02 EUR
Worst trade:
-36.70 EUR
Gross Profit:
3 034.75 EUR (55 908 pips)
Gross Loss:
-1 195.49 EUR (27 883 pips)
Maximum consecutive wins:
23 (96.83 EUR)
Maximal consecutive profit:
147.99 EUR (20)
Sharpe Ratio:
0.29
Trading activity:
13.95%
Max deposit load:
77.09%
Latest trade:
3 hours ago
Trades per week:
8
Avg holding time:
2 hours
Recovery Factor:
22.81
Long Trades:
686 (52.01%)
Short Trades:
633 (47.99%)
Profit Factor:
2.54
Expected Payoff:
1.39 EUR
Average Profit:
3.12 EUR
Average Loss:
-3.45 EUR
Maximum consecutive losses:
11 (-3.48 EUR)
Maximal consecutive loss:
-47.33 EUR (4)
Monthly growth:
1.48%
Annual Forecast:
18.01%
Algo trading:
63%

Distribution

Symbol Deals Sell Buy
EURUSD.h 195
EURCHF.h 170
GBPUSD.h 139
AUDNZD.h 135
EURAUD.h 104
USDCAD.h 103
USDCHF.h 103
EURCAD.h 63
EURNZD.h 61
AUDCAD.h 60
AUDUSD.h 49
GBPCHF.p 39
NZDCAD.h 29
CHFJPY.h 28
USDJPY.h 17
GBPCAD.h 14
GBPAUD.h 9
AU200.h 1
255075100125150175200
255075100125150175200
255075100125150175200
Symbol Gross Profit, USD Loss, USD Profit, USD
EURUSD.h 344
EURCHF.h 347
GBPUSD.h 212
AUDNZD.h 109
EURAUD.h 314
USDCAD.h 202
USDCHF.h 284
EURCAD.h 82
EURNZD.h 100
AUDCAD.h 6
AUDUSD.h 72
GBPCHF.p -11
NZDCAD.h -25
CHFJPY.h 21
USDJPY.h 13
GBPCAD.h 9
GBPAUD.h 21
AU200.h -3
200400600800
200400600800
200400600800
Symbol Gross Profit, pips Loss, pips Profit, pips
EURUSD.h 2.5K
EURCHF.h 3.3K
GBPUSD.h 3.6K
AUDNZD.h 4.6K
EURAUD.h 2.7K
USDCAD.h 2.4K
USDCHF.h 1.6K
EURCAD.h -136
EURNZD.h 5K
AUDCAD.h 223
AUDUSD.h 1.1K
GBPCHF.p -16
NZDCAD.h -1.3K
CHFJPY.h 1.2K
USDJPY.h 348
GBPCAD.h 605
GBPAUD.h 805
AU200.h -30
2K4K6K8K10K
2K4K6K8K10K
2K4K6K8K10K

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
266
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.

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
72%
0
0
USD
1.2K
EUR
85
63%
1 319
73%
14%
2.53
1.39
EUR
7%
1:30
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