GerFX Density Scalper Pepperstone
Reliability
57 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:
567
Profit Trades:
435 (76.71%)
Loss Trades:
132 (23.28%)
Best trade:
28.50 CHF
Worst trade:
-69.90 CHF
Gross Profit:
1 062.13 CHF (17 773 pips)
Gross Loss:
-641.88 CHF (6 203 pips)
Maximum consecutive wins:
22 (12.81 CHF)
Maximal consecutive profit:
78.25 CHF (13)
Sharpe Ratio:
0.11
Trading activity:
6.53%
Max deposit load:
90.04%
Latest trade:
11 hours ago
Trades per week:
6
Avg holding time:
49 minutes
Recovery Factor:
3.02
Long Trades:
290 (51.15%)
Short Trades:
277 (48.85%)
Profit Factor:
1.65
Expected Payoff:
0.74 CHF
Average Profit:
2.44 CHF
Average Loss:
-4.86 CHF
Maximum consecutive losses:
6 (-139.28 CHF)
Maximal consecutive loss:
-139.28 CHF (6)
Monthly growth:
2.53%
Annual Forecast:
30.64%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
EURUSD.r 104
EURCHF.r 86
GBPUSD.r 72
USDCHF.r 68
EURAUD.r 66
USDCAD.r 50
AUDNZD.r 32
EURCAD.r 31
AUDUSD.r 27
AUDCAD.r 20
EURNZD.r 11
255075100125150175200
255075100125150175200
255075100125150175200
Symbol Gross Profit, USD Loss, USD Profit, USD
EURUSD.r 200
EURCHF.r 36
GBPUSD.r -102
USDCHF.r 52
EURAUD.r 118
USDCAD.r 66
AUDNZD.r 10
EURCAD.r 27
AUDUSD.r 12
AUDCAD.r 7
EURNZD.r 11
100200300400500
100200300400500
100200300400500
Symbol Gross Profit, pips Loss, pips Profit, pips
EURUSD.r 1.5K
EURCHF.r 1K
GBPUSD.r 979
USDCHF.r 657
EURAUD.r 2.3K
USDCAD.r 1.1K
AUDNZD.r 1.1K
EURCAD.r 737
AUDUSD.r 767
AUDCAD.r 667
EURNZD.r 969
1K2K3K4K5K
1K2K3K4K5K
1K2K3K4K5K

Drawdown

Best trade:
28.50 CHF
Maximum consecutive wins:
22 (12.81 CHF)
Maximal consecutive profit:
78.25 CHF (13)
Worst trade:
-69.90 CHF
Maximum consecutive losses:
6 (-139.28 CHF)
Maximal consecutive loss:
-139.28 CHF (6)
Drawdown by balance:
Absolute:
47.17 CHF
Maximal:
139.28 CHF (3.29%)
Relative drawdown:
By Balance:
3.26% (139.28 CHF)
By Equity:
1.32% (7.67 CHF)

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 "PepperstoneUK-Edge10" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

Exness-Real2
0.00 × 1
ICMarkets-Live02
0.00 × 8
ICMarkets-Live05
0.00 × 1
AxiTrader-US06-Live
0.00 × 1
ICMarkets-Live15
0.00 × 4
TickmillEU-Live
0.05 × 712
Pepperstone-Edge04
0.05 × 152
ICMarkets-Live12
0.10 × 10
JAFX-Real3
0.12 × 7975
ICMarkets-Live04
0.12 × 1172
ICMarkets-Live03
0.20 × 1303
Galactus-Live
0.25 × 69
InstaForex-USA2.com
0.25 × 12
ICMarkets-Live08
0.26 × 320
GCIFinancial-Live
0.31 × 36
PepperstoneUK-Edge10
0.36 × 14031
AdmiralMarkets-Live
0.38 × 511
ICMarkets-Live09
0.50 × 4
ICMarkets-Live10
0.51 × 728
Pepperstone-01
0.53 × 36
Pepperstone-Edge07
0.57 × 7
Pepperstone-Edge08
0.58 × 472
VIBHSFinancialLtd-Main
0.67 × 172
ForexTimeFXTM-ECN
0.75 × 252
UniverseWheel-Live
0.78 × 122
42 more...
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The signal uses Density Scalper:  https://www.mql5.com/en/market/product/51338

This signal is running on about 20% maximum drawdown risk judging from portfolio backtest. 

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

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

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.


No reviews
2020.05.21 08:25
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.04.11 01:19
Removed warning: Low trading activity - not enough trades detected during the last month
2020.03.18 01:06
No trading activity detected on the Signal's account for the last 6 days
2020.03.08 22:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.03.02 02:54
No trading activity detected on the Signal's account for the last 6 days
2020.01.07 22:50
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
2019.12.06 00:11
Removed warning: This is a newly opened account. Trading results may be of random nature
2019.11.25 12:11
This is a newly opened account, and the trading results may be of random nature
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
28%
0
0
USD
621
CHF
57
100%
567
76%
7%
1.65
0.74
CHF
3%
1:1
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