GerFX QuantFlow Scalper and NW EA
Fiabilidad
360 semanas
0 / 0 USD
incremento desde 2017 493%
Autorícese o regístrese para ver la estadística detallada
  • Equidad
  • Reducción
Total de Trades:
6 982
Transacciones Rentables:
4 835 (69.24%)
Transacciones Irrentables:
2 147 (30.75%)
Mejor transacción:
46.49 EUR
Peor transacción:
-87.60 EUR
Beneficio Bruto:
7 821.42 EUR (234 208 pips)
Pérdidas Brutas:
-6 040.90 EUR (157 499 pips)
Máximo de ganancias consecutivas:
31 (23.36 EUR)
Beneficio máximo consecutivo:
127.97 EUR (23)
Ratio de Sharpe:
0.05
Actividad comercial:
13.08%
Carga máxima del depósito:
99.66%
Último trade:
11 horas
Trades a la semana:
12
Tiempo medio de espera:
2 horas
Factor de Recuperación:
4.28
Transacciones Largas:
3 493 (50.03%)
Transacciones Cortas:
3 489 (49.97%)
Factor de Beneficio:
1.29
Beneficio Esperado:
0.26 EUR
Beneficio medio:
1.62 EUR
Pérdidas medias:
-2.81 EUR
Máximo de pérdidas consecutivas:
12 (-48.90 EUR)
Pérdidas máximas consecutivas:
-400.98 EUR (8)
Crecimiento al mes:
-0.55%
Pronóstico anual:
-6.69%
Trading algorítmico:
100%
Reducción de balance:
Absoluto:
3.38 EUR
Máxima:
415.98 EUR (22.85%)
Reducción relativa:
De balance:
16.04% (107.12 EUR)
De fondos:
17.36% (124.82 EUR)

Distribución

Símbolo Transacciones Sell Buy
EURUSD 1624
GBPUSD 1356
EURCHF 900
USDCHF 432
AUDNZD 431
AUDCAD 355
EURAUD 295
USDCAD 284
EURNZD 266
EURGBP 222
EURCAD 193
NZDCAD 160
GBPCAD 123
GBPCHF 106
GBPAUD 92
CHFJPY 88
USDJPY 49
AUDUSD 2
EURJPY 2
GBPJPY 2
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
Símbolo Beneficio Bruto, USD Loss, USD Beneficio, USD
EURUSD 536
GBPUSD 1K
EURCHF 63
USDCHF 152
AUDNZD 196
AUDCAD -99
EURAUD -4
USDCAD 59
EURNZD 185
EURGBP -29
EURCAD 56
NZDCAD -29
GBPCAD 57
GBPCHF -17
GBPAUD -20
CHFJPY -43
USDJPY -81
AUDUSD 0
EURJPY 5
GBPJPY -1
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
Símbolo Beneficio Bruto, pips Loss, pips Beneficio, pips
EURUSD 17K
GBPUSD 18K
EURCHF 4.4K
USDCHF 2.1K
AUDNZD 8.3K
AUDCAD 662
EURAUD 4.2K
USDCAD 5.3K
EURNZD 8.4K
EURGBP 1.6K
EURCAD 3K
NZDCAD 791
GBPCAD 3.9K
GBPCHF 225
GBPAUD 1.9K
CHFJPY 986
USDJPY -1K
AUDUSD 19
EURJPY 610
GBPJPY -117
10K 20K 30K 40K 50K 60K
10K 20K 30K 40K 50K 60K
10K 20K 30K 40K 50K 60K
  • Deposit load
  • Reducción
Mejor transacción: +46.49 EUR
Peor transacción: -88 EUR
Máximo de ganancias consecutivas: 23
Máximo de pérdidas consecutivas: 8
Beneficio máximo consecutivo: +23.36 EUR
Pérdidas máximas consecutivas: -48.90 EUR

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 "ICMarkets-Live10" y del suscriptor, así como del retardo en ejecutar las órdenes. Cuanto menos sea este valor, mejor será la calidad del copiado.

USGFX-Live
0.00 × 9
InstaForex-UK.com
0.00 × 1
ATFXGM2-Live
0.00 × 5
LibertexCom-MT4 Market Real Server
0.00 × 4
UniverseWheel-Live
0.00 × 13
ForexTime-Pro
0.09 × 33
Osprey-Live
0.17 × 6
Tickmill-Live02
0.38 × 1274
ForexClub-MT4 Market Real 2 Server
0.41 × 22
Windsor-REAL
0.50 × 8
BDSSwissMarkets-Real01
0.54 × 26
ICMarkets-Live11
0.61 × 276
XMUK-Real 6
0.61 × 80
MTCOOK-Live
0.64 × 125
ICMarkets-Live24
0.64 × 383
WindsorBrokers-DEMO
0.67 × 3
LiteForex-ECN2.com
0.67 × 3
BoldPrime2-Live
0.67 × 3
ICMarkets-Live10
0.73 × 14316
LiteFinance-ECN2.com
0.75 × 4
ICMarkets-Live20
0.81 × 960
ICMarkets-Live02
0.83 × 1337
ICMarkets-Live07
0.83 × 1495
ICMarkets-Live05
0.83 × 2935
ICMarkets-Live08
0.85 × 472
otros 437...
Autorícese o regístrese para ver la estadística detallada

This signal uses two automated mean reversion strategies, QuantFlow Scalper and NightWalkerEA.

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 rent or buy the EAs yourself. 

This signals runs with about 25% maximum drawdown risk according to the portfolio backtest.

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 the combination of 0.01 NightWalker EA and 0.02 NY Close Scalper with all pairs, the drawdown was about $100, which you can use to scale to the desired risk level. For example, this signal uses 0.02 NW and 0.05 NYCS, so the maximum portfolio backtest drawdown would be about $250. 

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.


Evaluación media:
borisov201190
204
borisov201190 2019.02.18 14:33 
 

Unstable signal

2024.01.08 22:02
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.12.28 01:10
No trading activity detected on the Signal's account for the last 6 days
2023.08.24 21:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 02:40
No trading activity detected on the Signal's account for the last 6 days
2023.01.09 20:41
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.29 00:04
No trading activity detected on the Signal's account for the last 6 days
2022.08.23 21:48
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.08.23 03:17
No trading activity detected on the Signal's account for the last 6 days
2022.03.09 23:44
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.03.01 03:52
No trading activity detected on the Signal's account for the last 6 days
2022.02.22 20:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.02.22 08:27
No trading activity detected on the Signal's account for the last 6 days
2022.01.11 00:00
Removed warning: No trading activity detected on the Signal's account for the recent period
2021.12.29 02:11
No trading activity detected on the Signal's account for the last 6 days
2021.01.07 21:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.12.29 01:55
No trading activity detected on the Signal's account for the last 6 days
2020.11.08 23:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.11.05 02:29
No trading activity detected on the Signal's account for the last 6 days
2020.05.18 23:50
Removed warning: Low trading activity - not enough trades detected during the last month
2020.05.18 07:31
Removed warning: No trading activity detected on the Signal's account for the recent period
Autorícese o regístrese para ver la estadística detallada
Señal
Precio
Incremento
Suscriptores
Fondos
Balance
Semanas
Robots comerciales
Trades
Rentables
Actividad
PF
Beneficio Esperado
Reducción
Apalancamiento
50 USD al mes
493%
0
0
USD
464
EUR
360
100%
6 982
69%
13%
1.29
0.26
EUR
17%
1:50
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