Pair trading at its finest
Reliability
32 weeks (since 2019)
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:
1365
Profit Trades:
909 (66.59%)
Loss Trades:
456 (33.41%)
Best trade:
203.47 AUD
Worst trade:
-326.05 AUD
Gross Profit:
15234.02 AUD (620222 pips)
Gross Loss:
-9142.63 AUD (358539 pips)
Maximum consecutive wins:
17 (97.15 AUD)
Maximal consecutive profit:
353.13 AUD (4)
Sharpe Ratio:
0.13
Trading activity:
100.00%
Max deposit load:
18.65%
Latest trade:
2 days ago
Trades per week:
40
Avg holding time:
12 days
Recovery Factor:
12.62
Long Trades:
683 (50.04%)
Short Trades:
682 (49.96%)
Profit Factor:
1.67
Expected Payoff:
4.46 AUD
Average Profit:
16.76 AUD
Average Loss:
-20.05 AUD
Maximum consecutive losses:
4 (-85.21 AUD)
Maximal consecutive loss:
-482.65 AUD (3)
Monthly growth:
2.82%
Annual Forecast:
35.98%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
NZDCAD 98
USDCAD 96
USDCHF 86
AUDNZD 74
EURCAD 71
AUDCAD 67
AUDCHF 66
NZDCHF 64
EURNZD 61
GBPCHF 59
GBPCAD 59
GBPUSD 59
GBPNZD 58
EURJPY 57
EURCHF 54
CADJPY 51
EURAUD 46
GBPAUD 45
EURUSD 35
NZDUSD 33
GBPJPY 28
AUDJPY 26
EURGBP 19
USDJPY 17
AUDUSD 16
NZDJPY 14
CADCHF 4
CHFJPY 2
20406080100
20406080100
20406080100
Symbol Gross Profit, USD Loss, USD Profit, USD
NZDCAD 432
USDCAD 488
USDCHF 255
AUDNZD 158
EURCAD 1.2K
AUDCAD 86
AUDCHF 62
NZDCHF 279
EURNZD 44
GBPCHF -621
GBPCAD 214
GBPUSD -19
GBPNZD 133
EURJPY 446
EURCHF 145
CADJPY 87
EURAUD 74
GBPAUD 558
EURUSD 555
NZDUSD 120
GBPJPY -261
AUDJPY 40
EURGBP 61
USDJPY -45
AUDUSD -16
NZDJPY 119
CADCHF 63
CHFJPY -18
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
Symbol Gross Profit, pips Loss, pips Profit, pips
NZDCAD 20K
USDCAD 29K
USDCHF 13K
AUDNZD 9.6K
EURCAD 58K
AUDCAD 5K
AUDCHF 4.9K
NZDCHF 12K
EURNZD 4.3K
GBPCHF -25K
GBPCAD 20K
GBPUSD -973
GBPNZD 12K
EURJPY 30K
EURCHF 16K
CADJPY 5.6K
EURAUD 251
GBPAUD 33K
EURUSD 21K
NZDUSD 5.5K
GBPJPY -16K
AUDJPY 1.2K
EURGBP 2.8K
USDJPY -3.7K
AUDUSD -1.9K
NZDJPY 5.9K
CADCHF 3.3K
CHFJPY -1.9K
20K40K60K80K
20K40K60K80K
20K40K60K80K

Drawdown

Best trade:
203.47 AUD
Maximum consecutive wins:
17 (97.15 AUD)
Maximal consecutive profit:
353.13 AUD (4)
Worst trade:
-326.05 AUD
Maximum consecutive losses:
4 (-85.21 AUD)
Maximal consecutive loss:
-482.65 AUD (3)
Drawdown by balance:
Absolute:
0.00 AUD
Maximal:
482.65 AUD (3.44%)
Relative drawdown:
By Balance:
3.44% (482.65 AUD)
By Equity:
71.61% (11203.07 AUD)

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
TradeWise-LiveUS
0.00 × 1
ATCBrokers-US Live
0.00 × 4
CapitalCityMarkets-Live
0.00 × 1
EGlobal-Classic2
0.00 × 2
AFXCapital-Real
0.00 × 1
InfinoxCapitalLimited-InfinoxUK
0.00 × 1
CalibrateManagement-Live
0.00 × 2
PHP-LiveLiquidity1
0.00 × 1
XM.COM-Real 19
0.00 × 1
PFD-Real
0.00 × 1
StreamForex-Real
0.00 × 1
Trade12-Primary
0.10 × 21
FXGiantsUK-Real4
0.15 × 89
MEXExchange-Live
0.29 × 14
UniverseWheel-Live
0.30 × 60
RoboForexDE-Pro
0.30 × 50
Quantix-Live2
0.30 × 102
GerchikCo-Gerchik and Co Ltd.
0.47 × 38
AGMGroupLtd-Real
0.48 × 209
ICMarketsSC-Live09
0.58 × 19
VitalMarkets-Demo Server
0.60 × 5
EVERFX-Real1
0.62 × 86
AdmiralMarkets-Live3
0.64 × 312
TitanFX-04
0.65 × 60
547 more...
To see trades in realtime, please log in or register

Welcome to a systematic way of pair trading.

This system looks for opportunities in the market for pair correlation, coupling and de-coupling - a basis for statistical arbitrage.

No stop losses are used, as single currency legs are well hedged most of the time.

Lot sizes are small.

Expected floating dd is calculated to eventually be <15%, while the max dd anticipated is 40%.

Statistically, the minimum account size should be ~7000 USD, if you have less than this, then you take on more risk, or you could use a cent account.

For optimal trading, these guys are great

For a decent all-round broker that has great conditions on their cent accounts, you could look at these guys! You can find out more information about them here.

An alternative cent account broker, I recommend this .

As always, trading is at your own risk and this signal is provided to MQL for its purposes.

No reviews
2019.09.04 08:22
Removed warning: High current drawdown indicates the absence of risk limitation
2019.09.02 11:11
High current drawdown in 32% indicates the absence of risk limitation
2019.08.30 15:58
Removed warning: High current drawdown indicates the absence of risk limitation
2019.08.30 13:08
High current drawdown in 31% indicates the absence of risk limitation
2019.08.30 11:58
Removed warning: High current drawdown indicates the absence of risk limitation
2019.08.29 21:02
High current drawdown in 31% indicates the absence of risk limitation
2019.08.29 18:49
Removed warning: High current drawdown indicates the absence of risk limitation
2019.08.28 09:55
High current drawdown in 31% indicates the absence of risk limitation
2019.08.27 17:47
Removed warning: High current drawdown indicates the absence of risk limitation
2019.08.27 16:46
High current drawdown in 30% indicates the absence of risk limitation
2019.08.27 15:35
Removed warning: High current drawdown indicates the absence of risk limitation
2019.08.23 17:06
High current drawdown in 32% indicates the absence of risk limitation
2019.08.23 13:15
Removed warning: High current drawdown indicates the absence of risk limitation
2019.08.23 09:41
High current drawdown in 31% indicates the absence of risk limitation
2019.08.22 18:53
Removed warning: High current drawdown indicates the absence of risk limitation
2019.08.22 17:52
High current drawdown in 30% indicates the absence of risk limitation
2019.08.22 16:50
Removed warning: High current drawdown indicates the absence of risk limitation
2019.07.29 15:20
A large drawdown may occur on the account again
2019.07.02 10:10
High current drawdown in 31% indicates the absence of risk limitation
2019.07.02 08:57
Removed warning: High current drawdown indicates the absence of risk limitation
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
49
USD
60%
0
0
USD
19K
AUD
32
100%
1 365
66%
100%
1.66
4.46
AUD
72%
1:500
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