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Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
1382
Profit Trades:
617 (44.64%)
Loss Trades:
765 (55.35%)
Best trade:
396.44 USD
Worst trade:
-475.45 USD
Gross Profit:
13059.45 USD (757815 pips)
Gross Loss:
-16616.33 USD (937903 pips)
Maximum consecutive wins:
9 (187.49 USD)
Maximal consecutive profit:
396.44 USD (1)
Sharpe Ratio:
-0.06
Trading activity:
100.00%
Max deposit load:
0.00%
Recovery Factor:
-0.94
Long Trades:
643 (46.53%)
Short Trades:
739 (53.47%)
Profit Factor:
0.79
Expected Payoff:
-2.57 USD
Average Profit:
21.17 USD
Average Loss:
-21.72 USD
Maximum consecutive losses:
13 (-154.44 USD)
Maximal consecutive loss:
-787.54 USD (6)
Monthly growth:
0.00%
Annual Forecast:
0.00%
Algo trading:
0%

Distribution

Symbol Deals Sell Buy
EURCAD 126
GBPAUD 112
GBPCHF 97
GBPJPY 94
NZDJPY 74
NZDUSD 73
EURAUD 71
GBPUSD 69
EURCHF 60
AUDCHF 55
EURGBP 50
NZDCHF 48
CADCHF 48
AUDJPY 47
CADJPY 46
GBPCAD 45
USDCHF 41
AUDUSD 35
EURUSD 35
AUDCAD 30
USDCAD 30
NZDCAD 26
CHFJPY 26
EURJPY 25
USDJPY 19
255075100125150175200
255075100125150175200
255075100125150175200
Symbol Gross Profit, USD Loss, USD Profit, USD
EURCAD -406
GBPAUD -75
GBPCHF -111
GBPJPY -579
NZDJPY 135
NZDUSD -176
EURAUD 193
GBPUSD -368
EURCHF 86
AUDCHF -123
EURGBP -231
NZDCHF -97
CADCHF -147
AUDJPY -212
CADJPY -238
GBPCAD -43
USDCHF -42
AUDUSD -33
EURUSD -154
AUDCAD -254
USDCAD 221
NZDCAD -294
CHFJPY -311
EURJPY -120
USDJPY -176
5001K1.5K2K2.5K3K3.5K4K
5001K1.5K2K2.5K3K3.5K4K
5001K1.5K2K2.5K3K3.5K4K
Symbol Gross Profit, pips Loss, pips Profit, pips
EURCAD -26461
GBPAUD -3412
GBPCHF -3106
GBPJPY -31927
NZDJPY 7.8K
NZDUSD -7888
EURAUD 15K
GBPUSD -17815
EURCHF 4.7K
AUDCHF -6629
EURGBP -5514
NZDCHF -4050
CADCHF -7646
AUDJPY -12838
CADJPY -12996
GBPCAD 836
USDCHF -2258
AUDUSD -1626
EURUSD -5740
AUDCAD -18090
USDCAD 17K
NZDCAD -19260
CHFJPY -16438
EURJPY -6024
USDJPY -15404
25K50K75K100K125K150K175K200K225K250K275K300K
25K50K75K100K125K150K175K200K225K250K275K300K
25K50K75K100K125K150K175K200K225K250K275K300K
Best trade:
396.44 USD
Maximum consecutive wins:
9 (187.49 USD)
Maximal consecutive profit:
396.44 USD (1)
Worst trade:
-475.45 USD
Maximum consecutive losses:
13 (-154.44 USD)
Maximal consecutive loss:
-787.54 USD (6)
Drawdown by balance:
Absolute:
3774.08 USD
Maximal:
3796.96 USD (23.38%)
Relative drawdown:
By Balance:
23.82% (3796.96 USD)
By Equity:
7.96% (885.48 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.

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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 "FXCM-USDReal03" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

OANDA-MT4
0.00 × 1
ICMarkets-Live08
1.00 × 1
Abshire-SmithMT4-Live
1.20 × 15
Harborx-Institutional
3.65 × 66
FxPro.com-Real03
4.86 × 623
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This long/short, multi-strategy mechanical system uses a variety of trend-following and counter-trend trading techniques to trade multiple currency pairs. The goal of the system is to derive as much profit as possible from a medum-term trend, and then anticipate a trend change. As a consequence, to avoid whipsaw, no fixed stops or profit targets are used; instead, risk is managed through a volatility filter, technical analysis, and ensuring low correlations across forex instruments and strategies to manage portfolio beta. Trades will be exited once technical indicators and chart patterns indicate a trend change. Only one position is held per pair. Each pair is allocated approximately 0.5% of account margin. This is a medium term system with an average holding period of days to weeks. The system never engages in martingale or averaging down of positions. The system is fully automated with no discretionary trades. You can also see my system at http://www.intjcapital.com/intj-algorithmic-trading-models/ for more information.
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