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Incremento:
-74.90%
Beneficio:
-24 713.87 AUD
Equidad:
17 204.66 AUD
Balance:
18 612.32 AUD
Depósito inicial:
10 000.00 AUD
Retiro:
50 046.45 AUD
Depósitos:
83 372.64 AUD
Puede ocurrir de nuevo una gran reducción en la cuenta
Trading Days:
828 (55.61%)
Último trade:
1 hora
Trades a la semana:
26
Tiempo medio de espera:
5 días
Suscriptores:
0
Semanas:
213
Iniciado:
2022.10.16 06:32:15
Autorícese o regístrese para ver la estadística detallada
- Equidad
- Reducción
Total de Trades:
4 401
Transacciones Rentables:
3 433 (78.00%)
Transacciones Irrentables:
968 (22.00%)
Mejor transacción:
849.04 AUD
Peor transacción:
-1 773.79 AUD
Beneficio Bruto:
79 126.81 AUD
(6 900 005 pips)
Pérdidas Brutas:
-103 840.68 AUD
(4 994 203 pips)
Máximo de ganancias consecutivas:
104 (1 723.27 AUD)
Beneficio máximo consecutivo:
1 723.27 AUD (104)
Ratio de Sharpe:
0.01
Actividad comercial:
97.77%
Carga máxima del depósito:
134.90%
Último trade:
1 hora
Trades a la semana:
26
Tiempo medio de espera:
5 días
Factor de Recuperación:
-0.70
Transacciones Largas:
3 561 (80.91%)
Transacciones Cortas:
840 (19.09%)
Factor de Beneficio:
0.76
Beneficio Esperado:
-5.62 AUD
Beneficio medio:
23.05 AUD
Pérdidas medias:
-107.27 AUD
Máximo de pérdidas consecutivas:
55 (-6 132.67 AUD)
Pérdidas máximas consecutivas:
-7 487.10 AUD (39)
Crecimiento al mes:
2.16%
Pronóstico anual:
26.15%
Trading algorítmico:
69%
Reducción de balance:
Absoluto:
28 111.03 AUD
Máxima:
35 465.90 AUD (204.36%)
Reducción relativa:
De balance:
83.94% (35 433.30 AUD)
De fondos:
59.32% (13 605.51 AUD)
Distribución
| Símbolo | Transacciones | Sell | Buy | |
|---|---|---|---|---|
| US2000 | 450 | |||
| AUDUSD | 389 | |||
| USDJPY | 288 | |||
| Short_VIX_FUT_ETF_(SVXY.N) | 234 | |||
| US500 | 226 | |||
| EUSTX50 | 198 | |||
| XAUUSD | 143 | |||
| XAUAUD | 137 | |||
| UK100 | 123 | |||
| GER40 | 121 | |||
| SVXY.US | 98 | |||
| AUS200 | 91 | |||
| XOP.US | 87 | |||
| NOR25 | 86 | |||
| SpotBrent | 79 | |||
| XTZUSD | 77 | |||
| FRA40 | 74 | |||
| USDCHF | 71 | |||
| MPL.AU | 68 | |||
| URA.US | 62 | |||
| XAGUSD | 61 | |||
| SPA35 | 58 | |||
| RIO.AU | 58 | |||
| SA40 | 56 | |||
| USDX | 46 | |||
| NETH25 | 46 | |||
| BXB.AU | 43 | |||
| XRT.US | 41 | |||
| IXC.US | 40 | |||
| XPTUSD | 39 | |||
| XAUJPY | 36 | |||
| GDX.US | 36 | |||
| XAUEUR | 35 | |||
| NAS100 | 33 | |||
| CA60 | 32 | |||
| WES.AU | 30 | |||
| XLI.US | 30 | |||
| AUDJPY | 29 | |||
| INDY.US | 29 | |||
| Metals_&_Mining_(XME.P) | 28 | |||
| MDY.US | 27 | |||
| NVIDIA_Corporation_(NVDA.O) | 25 | |||
| COL.AU | 25 | |||
| VIX | 24 | |||
| BTCUSD | 23 | |||
| XLMUSD | 20 | |||
| MQG.AU | 20 | |||
| CN50 | 19 | |||
| Global_Energy_ETF_(IXC.P) | 14 | |||
| iShares_Mexico_ETF_(EWW.P) | 14 | |||
| HK50 | 14 | |||
| XME.US | 13 | |||
| EWW.US | 13 | |||
| XLE.US | 13 | |||
| NVDA.US | 12 | |||
| EURUSD | 11 | |||
| GBPUSD | 11 | |||
| XAGAUD | 11 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | 10 | |||
| XAGEUR | 9 | |||
| DBA.US | 8 | |||
| CBA.AU | 7 | |||
| DOTUSD | 7 | |||
| KSMUSD | 7 | |||
| Energy_Select_Fund_(XLE.P) | 6 | |||
| EOSUSD | 6 | |||
| BCHUSD | 6 | |||
| India_50_ETF_(INDY.O) | 5 | |||
| LTCUSD | 5 | |||
| JPN225 | 4 | |||
| TLT.US | 4 | |||
| Cocoa | 3 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | 3 | |||
| GERTEC30 | 3 | |||
| EURJPY | 3 | |||
| AUDCHF | 3 | |||
| XAUGBP | 3 | |||
| NEM.US | 3 | |||
| GBPJPY | 3 | |||
| NZDJPY | 3 | |||
| SpotCrude | 3 | |||
| SDY.US | 3 | |||
| OJ | 2 | |||
| SCI25 | 2 | |||
| DOGEUSD | 2 | |||
| LINKUSD | 2 | |||
| ETCUSD | 2 | |||
| AUDCNH | 2 | |||
| SDF.AU | 2 | |||
| REA.AU | 2 | |||
| DOW.AU | 2 | |||
| WOW.AU | 2 | |||
| Dividend_ETF_(SDY.P) | 1 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 1 | |||
| JPYX | 1 | |||
| GBPAUD | 1 | |||
| USDCAD | 1 | |||
| BTCGBP | 1 | |||
| ETHAUD | 1 | |||
| Crypto30 | 1 | |||
| BTCAUD | 1 | |||
| EURAUD | 1 | |||
| GLMRUSD | 1 | |||
| USDPLN | 1 | |||
| XAUCHF | 1 | |||
| EURTRY | 1 | |||
| USDTRY | 1 | |||
| MXNJPY | 1 | |||
| GDXJ.US | 1 | |||
| PMV.AU | 1 | |||
| BOQ.AU | 1 | |||
| DDR.AU | 1 | |||
| CPU.AU | 1 | |||
| RMD.AU | 1 | |||
| IAG.AU | 1 | |||
| QBE.AU | 1 | |||
| STO.AU | 1 | |||
| TLC.AU | 1 | |||
| JBH.AU | 1 | |||
| EBO.AU | 1 | |||
| IRE.AU | 1 | |||
| PNI.AU | 1 | |||
| ANN.AU | 1 | |||
| ILU.AU | 1 | |||
| FMG.AU | 1 | |||
| BEN.AU | 1 | |||
| WOR.AU | 1 | |||
| MFG.AU | 1 | |||
| DMP.AU | 1 | |||
| SEK.AU | 1 | |||
| ORG.AU | 1 | |||
| WHC.AU | 1 | |||
| YAL.AU | 1 | |||
| SHL.AU | 1 | |||
| NEM.AU | 1 | |||
| MND.AU | 1 | |||
| SGM.AU | 1 | |||
| REH.AU | 1 | |||
| ARB.AU | 1 | |||
|
100
200
300
400
500
|
100
200
300
400
500
|
100
200
300
400
500
|
| Símbolo | Beneficio Bruto, USD | Loss, USD | Beneficio, USD | |
|---|---|---|---|---|
| US2000 | -917 | |||
| AUDUSD | -1.6K | |||
| USDJPY | 85 | |||
| Short_VIX_FUT_ETF_(SVXY.N) | 305 | |||
| US500 | -73 | |||
| EUSTX50 | 169 | |||
| XAUUSD | -398 | |||
| XAUAUD | 1.3K | |||
| UK100 | 749 | |||
| GER40 | -603 | |||
| SVXY.US | -5.1K | |||
| AUS200 | 533 | |||
| XOP.US | 600 | |||
| NOR25 | -1.4K | |||
| SpotBrent | 190 | |||
| XTZUSD | -4.2K | |||
| FRA40 | -154 | |||
| USDCHF | -173 | |||
| MPL.AU | 927 | |||
| URA.US | -1.2K | |||
| XAGUSD | -2.4K | |||
| SPA35 | 332 | |||
| RIO.AU | 524 | |||
| SA40 | -523 | |||
| USDX | -49 | |||
| NETH25 | 67 | |||
| BXB.AU | 635 | |||
| XRT.US | -992 | |||
| IXC.US | 385 | |||
| XPTUSD | -1K | |||
| XAUJPY | 16 | |||
| GDX.US | 219 | |||
| XAUEUR | -138 | |||
| NAS100 | -194 | |||
| CA60 | 814 | |||
| WES.AU | 113 | |||
| XLI.US | 480 | |||
| AUDJPY | -178 | |||
| INDY.US | -716 | |||
| Metals_&_Mining_(XME.P) | 360 | |||
| MDY.US | -25 | |||
| NVIDIA_Corporation_(NVDA.O) | 105 | |||
| COL.AU | 189 | |||
| VIX | -1.7K | |||
| BTCUSD | 472 | |||
| XLMUSD | -66 | |||
| MQG.AU | 198 | |||
| CN50 | 237 | |||
| Global_Energy_ETF_(IXC.P) | 717 | |||
| iShares_Mexico_ETF_(EWW.P) | -164 | |||
| HK50 | -138 | |||
| XME.US | -1.8K | |||
| EWW.US | 234 | |||
| XLE.US | -1.8K | |||
| NVDA.US | 12 | |||
| EURUSD | -255 | |||
| GBPUSD | -25 | |||
| XAGAUD | 43 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | -720 | |||
| XAGEUR | 261 | |||
| DBA.US | 202 | |||
| CBA.AU | 224 | |||
| DOTUSD | -23 | |||
| KSMUSD | -157 | |||
| Energy_Select_Fund_(XLE.P) | 123 | |||
| EOSUSD | -2 | |||
| BCHUSD | 57 | |||
| India_50_ETF_(INDY.O) | 207 | |||
| LTCUSD | -4 | |||
| JPN225 | -33 | |||
| TLT.US | -59 | |||
| Cocoa | -19 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | -248 | |||
| GERTEC30 | 50 | |||
| EURJPY | -13 | |||
| AUDCHF | 76 | |||
| XAUGBP | 13 | |||
| NEM.US | 9 | |||
| GBPJPY | -17 | |||
| NZDJPY | 0 | |||
| SpotCrude | 224 | |||
| SDY.US | 46 | |||
| OJ | 80 | |||
| SCI25 | 91 | |||
| DOGEUSD | 347 | |||
| LINKUSD | -16 | |||
| ETCUSD | -4 | |||
| AUDCNH | 21 | |||
| SDF.AU | -337 | |||
| REA.AU | 34 | |||
| DOW.AU | -333 | |||
| WOW.AU | -212 | |||
| Dividend_ETF_(SDY.P) | 47 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 24 | |||
| JPYX | 0 | |||
| GBPAUD | 68 | |||
| USDCAD | -12 | |||
| BTCGBP | 15 | |||
| ETHAUD | 37 | |||
| Crypto30 | 2 | |||
| BTCAUD | 2 | |||
| EURAUD | -5 | |||
| GLMRUSD | -1 | |||
| USDPLN | 4 | |||
| XAUCHF | 31 | |||
| EURTRY | -983 | |||
| USDTRY | -366 | |||
| MXNJPY | -3 | |||
| GDXJ.US | 36 | |||
| PMV.AU | -96 | |||
| BOQ.AU | -13 | |||
| DDR.AU | 6 | |||
| CPU.AU | -10 | |||
| RMD.AU | 17 | |||
| IAG.AU | -52 | |||
| QBE.AU | -10 | |||
| STO.AU | -13 | |||
| TLC.AU | -8 | |||
| JBH.AU | -38 | |||
| EBO.AU | -44 | |||
| IRE.AU | -66 | |||
| PNI.AU | -31 | |||
| ANN.AU | -1 | |||
| ILU.AU | -20 | |||
| FMG.AU | -38 | |||
| BEN.AU | -53 | |||
| WOR.AU | -12 | |||
| MFG.AU | -63 | |||
| DMP.AU | -17 | |||
| SEK.AU | -43 | |||
| ORG.AU | -25 | |||
| WHC.AU | -11 | |||
| YAL.AU | -9 | |||
| SHL.AU | -52 | |||
| NEM.AU | -2 | |||
| MND.AU | -32 | |||
| SGM.AU | -7 | |||
| REH.AU | -1 | |||
| ARB.AU | -18 | |||
|
2K
4K
6K
8K
10K
|
2K
4K
6K
8K
10K
|
2K
4K
6K
8K
10K
|
| Símbolo | Beneficio Bruto, pips | Loss, pips | Beneficio, pips | |
|---|---|---|---|---|
| US2000 | 7.2K | |||
| AUDUSD | -118K | |||
| USDJPY | 44K | |||
| Short_VIX_FUT_ETF_(SVXY.N) | 515 | |||
| US500 | 18K | |||
| EUSTX50 | 20K | |||
| XAUUSD | -2.2K | |||
| XAUAUD | 104K | |||
| UK100 | 36K | |||
| GER40 | -42K | |||
| SVXY.US | -6.6K | |||
| AUS200 | 37K | |||
| XOP.US | 7.1K | |||
| NOR25 | 28K | |||
| SpotBrent | 18K | |||
| XTZUSD | -3.7K | |||
| FRA40 | 12K | |||
| USDCHF | -3K | |||
| MPL.AU | 2.5K | |||
| URA.US | -7.1K | |||
| XAGUSD | -43K | |||
| SPA35 | 31K | |||
| RIO.AU | 52K | |||
| SA40 | 1.2M | |||
| USDX | -447 | |||
| NETH25 | 9.6K | |||
| BXB.AU | 9.1K | |||
| XRT.US | -2.1K | |||
| IXC.US | 1.1K | |||
| XPTUSD | -62K | |||
| XAUJPY | -674 | |||
| GDX.US | 6.2K | |||
| XAUEUR | -39K | |||
| NAS100 | -3.9K | |||
| CA60 | 38K | |||
| WES.AU | 8.5K | |||
| XLI.US | 5.1K | |||
| AUDJPY | 441 | |||
| INDY.US | -969 | |||
| Metals_&_Mining_(XME.P) | 1.5K | |||
| MDY.US | -1.8K | |||
| NVIDIA_Corporation_(NVDA.O) | 2.5K | |||
| COL.AU | 3.6K | |||
| VIX | -941 | |||
| BTCUSD | 1.2M | |||
| XLMUSD | -16K | |||
| MQG.AU | 67K | |||
| CN50 | 25K | |||
| Global_Energy_ETF_(IXC.P) | 1.6K | |||
| iShares_Mexico_ETF_(EWW.P) | 481 | |||
| HK50 | -2K | |||
| XME.US | -753 | |||
| EWW.US | 1.3K | |||
| XLE.US | -52 | |||
| NVDA.US | 17 | |||
| EURUSD | -290 | |||
| GBPUSD | -149 | |||
| XAGAUD | -419 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | -157 | |||
| XAGEUR | 4.6K | |||
| DBA.US | 144 | |||
| CBA.AU | 4.5K | |||
| DOTUSD | -13K | |||
| KSMUSD | -134K | |||
| Energy_Select_Fund_(XLE.P) | 502 | |||
| EOSUSD | -1.2K | |||
| BCHUSD | 2.3K | |||
| India_50_ETF_(INDY.O) | 190 | |||
| LTCUSD | -2.3K | |||
| JPN225 | -2.9K | |||
| TLT.US | -61 | |||
| Cocoa | -108 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | -286 | |||
| GERTEC30 | 14K | |||
| EURJPY | 198 | |||
| AUDCHF | 211 | |||
| XAUGBP | 1.4K | |||
| NEM.US | 42 | |||
| GBPJPY | 106 | |||
| NZDJPY | 22 | |||
| SpotCrude | 19K | |||
| SDY.US | 280 | |||
| OJ | 266 | |||
| SCI25 | 128 | |||
| DOGEUSD | 2.3K | |||
| LINKUSD | -137 | |||
| ETCUSD | -3.5K | |||
| AUDCNH | 695 | |||
| SDF.AU | -308 | |||
| REA.AU | -809 | |||
| DOW.AU | -538 | |||
| WOW.AU | -1.3K | |||
| Dividend_ETF_(SDY.P) | 300 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 131 | |||
| JPYX | -26 | |||
| GBPAUD | 455 | |||
| USDCAD | -8 | |||
| BTCGBP | 9.8K | |||
| ETHAUD | 4.9K | |||
| Crypto30 | 173 | |||
| BTCAUD | 6.3K | |||
| EURAUD | -26 | |||
| GLMRUSD | -534 | |||
| USDPLN | 1.4K | |||
| XAUCHF | 2.3K | |||
| EURTRY | -406K | |||
| USDTRY | -209K | |||
| MXNJPY | -43K | |||
| GDXJ.US | 34 | |||
| PMV.AU | -410 | |||
| BOQ.AU | -59 | |||
| DDR.AU | 150 | |||
| CPU.AU | -619 | |||
| RMD.AU | 1K | |||
| IAG.AU | -379 | |||
| QBE.AU | -330 | |||
| STO.AU | -160 | |||
| TLC.AU | -40 | |||
| JBH.AU | -2.7K | |||
| EBO.AU | -630 | |||
| IRE.AU | -319 | |||
| PNI.AU | -859 | |||
| ANN.AU | 20 | |||
| ILU.AU | -219 | |||
| FMG.AU | -480 | |||
| BEN.AU | -339 | |||
| WOR.AU | -190 | |||
| MFG.AU | -380 | |||
| DMP.AU | -579 | |||
| SEK.AU | -660 | |||
| ORG.AU | -210 | |||
| WHC.AU | -150 | |||
| YAL.AU | -79 | |||
| SHL.AU | -1K | |||
| NEM.AU | -430 | |||
| MND.AU | -850 | |||
| SGM.AU | -289 | |||
| REH.AU | 10 | |||
| ARB.AU | -309 | |||
|
1M
2M
3M
4M
5M
6M
|
1M
2M
3M
4M
5M
6M
|
1M
2M
3M
4M
5M
6M
|
- Deposit load
- Reducción
Mejor transacción:
+849.04
AUD
Peor transacción:
-1 774
AUD
Máximo de ganancias consecutivas:
104
Máximo de pérdidas consecutivas:
39
Beneficio máximo consecutivo:
+1 723.27
AUD
Pérdidas máximas consecutivas:
-6 132.67
AUD
El deslizamiento medio a base de la estadística de ejecución en las cuentas reales de diferentes corredores se indica en puntos. Depende de la diferencia de las cotizaciones del proveedor de "Pepperstone-MT5-Live01" y del suscriptor, así como del retardo en ejecutar las órdenes. Cuanto menos sea este valor, mejor será la calidad del copiado.
|
Traderscale-Trade
|
0.00 × 1 |
|
ICMarketsEU-MT5-5
|
0.00 × 4 |
|
DerivSVG-Server-03
|
0.00 × 3 |
|
Exness-MT5Real28
|
0.00 × 2 |
|
ACYSecurities-Live
|
0.00 × 1 |
|
TradeSmart-Server01
|
0.00 × 1 |
|
DerivSVG-Server-02
|
0.00 × 1 |
|
GlobalPrime-Trade
|
0.00 × 1 |
|
XMGlobal-MT5 7
|
0.00 × 1 |
|
FXCC1-Trade
|
0.00 × 1 |
|
TickmillUK-Live
|
0.00 × 2 |
|
Elev8-Real2
|
0.00 × 1 |
|
VantageInternational-Live 6
|
0.00 × 1 |
|
Tradeview-Live
|
0.00 × 1 |
|
VantageInternational-Live 13
|
0.00 × 2 |
|
PepperstoneKE-MT5-Live01
|
0.00 × 1 |
|
VantageInternational-Live 10
|
0.00 × 1 |
|
FxPro-MT5 Live03
|
0.00 × 1 |
|
OxSecurities-Live
|
0.14 × 7 |
|
ICMarketsEU-MT5
|
0.23 × 35 |
|
ICMarketsSC-MT5-3
|
0.29 × 7 |
|
PacificUnionLLC-Live
|
0.48 × 46 |
|
DooTechnology-Live
|
0.54 × 26 |
|
FXPIG-Server
|
0.60 × 200 |
|
ICMarketsEU-MT5-2
|
0.74 × 27 |
This system is designed to produce above average returns by trading stock market indicies, the VIX, and some commodities in a grid fashion with leverage. There is a dynamic position sizing system based mostly on account size, and there is NO MARTINGALE used in this strategy.
The idea behind the strategy is that since stock markets have an expected return above zero over the long term, then a grid strategy that is long-only would also have a positive expected return. The returns are amplified with leverage. The VIX is inversely correlated with stock market movements, meaning that going long on the VIX is a hedge against a stock market downturn. This protects against fast market crashes.
Commodities are uncorrelated with both the stock market and the VIX, adding diversification into the system.
Backtesting has been optimised and is calculated in a pessimistic environment, where all symbols pay swaps. In reality, some symbols will earn overnight swaps, but parameters were picked assuming that swaps are always paid rather than earned. Backtesting results shows (with paying swaps):
- Monthly Returns = 6%
- Sharpe Ratio = 2.11
- Sortino Ratio = 3.17
- Max Drawdown = 14.75%
- Gini Coefficient (equality of profits across symbols) = 0.2
It is exceedingly unlikely that this account blows up, with a max DD of < 15% occuring over a 2 year period that includes major stock market declines.
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Señal
Precio
Incremento
Suscriptores
Fondos
Balance
Semanas
Robots comerciales
Trades
Rentables
Actividad
PF
Beneficio Esperado
Reducción
Apalancamiento