Density Scalper SquaredDirect
Reliability
18 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:
204
Profit Trades:
155 (75.98%)
Loss Trades:
49 (24.02%)
Best trade:
23.96 EUR
Worst trade:
-27.54 EUR
Gross Profit:
729.29 EUR (5025 pips)
Gross Loss:
-297.26 EUR (1251 pips)
Maximum consecutive wins:
16 (93.32 EUR)
Maximal consecutive profit:
93.32 EUR (16)
Sharpe Ratio:
0.33
Trading activity:
4.94%
Max deposit load:
15.57%
Latest trade:
13 hours ago
Trades per week:
18
Avg holding time:
55 minutes
Recovery Factor:
8.98
Long Trades:
105 (51.47%)
Short Trades:
99 (48.53%)
Profit Factor:
2.45
Expected Payoff:
2.12 EUR
Average Profit:
4.71 EUR
Average Loss:
-6.07 EUR
Maximum consecutive losses:
3 (-22.51 EUR)
Maximal consecutive loss:
-27.54 EUR (1)
Monthly growth:
2.40%
Annual Forecast:
29.07%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
EURUSD.fm 49
USDCHF.fm 38
GBPUSD.fm 29
USDCAD.fm 28
EURCHF.fm 22
EURAUD.fm 22
AUDUSD.pro 7
AUDNZD.fm 6
EURCAD.fm 2
GBPAUD.fm 1
1020304050
1020304050
1020304050
Symbol Gross Profit, USD Loss, USD Profit, USD
EURUSD.fm 105
USDCHF.fm 106
GBPUSD.fm 74
USDCAD.fm 27
EURCHF.fm 28
EURAUD.fm 134
AUDUSD.pro 20
AUDNZD.fm 11
EURCAD.fm -16
GBPAUD.fm 2
255075100125150175200225250275300
255075100125150175200225250275300
255075100125150175200225250275300
Symbol Gross Profit, pips Loss, pips Profit, pips
EURUSD.fm 603
USDCHF.fm 535
GBPUSD.fm 618
USDCAD.fm 382
EURCHF.fm 256
EURAUD.fm 1.2K
AUDUSD.pro 111
AUDNZD.fm 173
EURCAD.fm -70
GBPAUD.fm 79
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K

Drawdown

Best trade:
23.96 EUR
Maximum consecutive wins:
16 (93.32 EUR)
Maximal consecutive profit:
93.32 EUR (16)
Worst trade:
-27.54 EUR
Maximum consecutive losses:
3 (-22.51 EUR)
Maximal consecutive loss:
-27.54 EUR (1)
Drawdown by balance:
Absolute:
0.26 EUR
Maximal:
48.09 EUR (0.83%)
Relative drawdown:
By Balance:
0.74% (42.58 EUR)
By Equity:
0.96% (55.00 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 "SquaredDirect-Live2" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

No data

This signal is running on about 25% 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. 

It would be better to buy or rent the EA yourself: https://www.mql5.com/en/market/product/40941

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 $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.

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Signal
Price
Growth
Subscribers
Funds
Balance
Weeks
Expert Advisors
Trades
Win %
Activity
PF
Expected Payoff
Drawdown
Leverage
40
USD
8%
0
0
USD
5.7K
EUR
18
100%
204
75%
5%
2.45
2.12
EUR
1%
1:100
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