Fiabilidad
100 semanas (since 2018)
0
0 USD
Autorícese o regístrese para ver la estadística detallada

Incremento

Balance

Equidad

Reducción

  • Equidad
  • Reducción
Total de Trades:
1 315
Transacciones Rentables:
933 (70.95%)
Transacciones Irrentables:
382 (29.05%)
Mejor transacción:
2.94 EUR
Peor transacción:
-8.08 EUR
Beneficio Bruto:
388.02 EUR (28 615 pips)
Pérdidas Brutas:
-257.55 EUR (13 788 pips)
Máximo de ganancias consecutivas:
14 (6.92 EUR)
Beneficio máximo consecutivo:
7.17 EUR (11)
Ratio de Sharpe:
0.13
Actividad comercial:
6.31%
Carga máxima del depósito:
19.78%
Último trade:
28 días
Trades a la semana:
0
Tiempo medio de espera:
50 minutos
Factor de Recuperación:
8.49
Transacciones Largas:
687 (52.24%)
Transacciones Cortas:
628 (47.76%)
Factor de Beneficio:
1.51
Beneficio Esperado:
0.10 EUR
Beneficio medio:
0.42 EUR
Pérdidas medias:
-0.67 EUR
Máximo de pérdidas consecutivas:
5 (-7.01 EUR)
Pérdidas máximas consecutivas:
-15.36 EUR (2)
Crecimiento al mes:
-3.17%
Pronóstico anual:
-38.46%
Trading algorítmico:
100%

Distribución

Símbolo Transacciones Sell Buy
EURUSD 372
GBPUSD 345
EURCHF 323
USDCHF 191
USDCAD 42
EURAUD 34
EURCAD 8
50100150200250300350400
50100150200250300350400
50100150200250300350400
Símbolo Beneficio Bruto, USD Loss, USD Beneficio, USD
EURUSD 49
GBPUSD 58
EURCHF 21
USDCHF 17
USDCAD -1
EURAUD 2
EURCAD 3
255075100125150175200225250275300
255075100125150175200225250275300
255075100125150175200225250275300
Símbolo Beneficio Bruto, pips Loss, pips Beneficio, pips
EURUSD 4.7K
GBPUSD 4.9K
EURCHF 2.7K
USDCHF 1.7K
USDCAD 376
EURAUD 759
EURCAD 326
2.5K5K7.5K10K13K15K18K20K
2.5K5K7.5K10K13K15K18K20K
2.5K5K7.5K10K13K15K18K20K

Reducción

Mejor transacción:
2.94 EUR
Máximo de ganancias consecutivas:
14 (6.92 EUR)
Beneficio máximo consecutivo:
7.17 EUR (11)
Peor transacción:
-8.08 EUR
Máximo de pérdidas consecutivas:
5 (-7.01 EUR)
Pérdidas máximas consecutivas:
-15.36 EUR (2)
Reducción de balance:
Absoluto:
0.00 EUR
Máxima:
15.36 EUR (5.53%)
Reducción relativa:
De balance:
5.85% (12.63 EUR)
De fondos:
3.63% (10.90 EUR)

Gráficos punteados de distribución MFE y MAE

Durante la vida de cada orden abierta se registran los valores del beneficio máximo (MFE) y pérdida máxima (MAE). Estos índices caracterizan adicionalmente cada orden cerrada con los valores del potencial máximo no realizado y el riesgo máximo cometido. En los gráficos de distribución MFE/Profit y MAE/Profit a cada orden le corresponde un punto donde por la horizontal se da el valor del beneficio/pérdida obtenido/a, y por la vertical se dan los valores del máximo beneficio potencial (MFE) y la máxima pérdida potencial (MAE).

No hay datos
No hay datos

Sitúe el cursor sobre los índices/leyendas de los gráficos para ver las mejores y las peores series de trading. Puede encontrar más detalles sobre las distribuciones MAE y MFE en el artículo Las matemáticas en el trading. Evaluación de los resultados de las transacciones comerciales.

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-Live03" y del suscriptor, así como del retardo en ejecutar las órdenes. Cuanto menos sea este valor, mejor será la calidad del copiado.

GO4X-Live
0.00 × 1
StreamForex-Real
0.00 × 1
PHP-LiveLiquidity1
0.00 × 1
ICMarketsSC-Live11
0.00 × 3
AFXCapital-Real
0.00 × 1
ATCBrokers-US Live
0.00 × 4
CalibrateManagement-Live
0.00 × 2
EGlobal-Classic2
0.00 × 2
XM.COM-Real 19
0.00 × 1
CapitalCityMarkets-Live
0.00 × 1
Trade12-Primary
0.10 × 21
FXGiantsUK-Real4
0.15 × 89
ICMarketsSC-Live17
0.22 × 67
ICMarketsSC-Live10
0.24 × 37
ICMarketsSC-Live18
0.25 × 8
MEXExchange-Live
0.29 × 14
RoboForexDE-Pro
0.30 × 50
Quantix-Live2
0.30 × 102
UniverseWheel-Live
0.33 × 3
GerchikCo-Gerchik and Co Ltd.
0.47 × 38
AGMGroupLtd-Real
0.48 × 209
EvolveMarkets-MT4 Live Server
0.51 × 225
AdmiralMarkets-Live3
0.52 × 305
AudentiaCapital-Live
0.56 × 16
ICMarkets-Live09
0.59 × 1485
otros 577...
Autorícese o regístrese para ver la estadística detallada

This signal uses an automated mean reversion strategy around the close of the New York session, NY Close Scalper.  

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 EA yourself.

The signal is running at about 30% maximum drawdown risk. It 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 NY Close Scalper with all pairs, the drawdown was about $560 for 0.1 lots, which you can use to scale to the desired risk level. For example, using 0.02 lots like this signal on all pairs would have had about $112 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.

Evaluación media:
skhanolkar
29
skhanolkar 2019.03.01 20:40 
 

El usuario no ha dejado ningún comentario de valoración

2020.03.15 02:44
No trading activity detected on the Signal's account for the last 6 days
2020.03.04 23:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.03.02 01:53
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 01:17
No trading activity detected on the Signal's account for the last 6 days
2019.07.25 23:39
Share of days for 80% of growth is too low
2019.07.25 01:59
80% of growth achieved within 23 days. This comprises 5% of days out of 472 days of the signal's entire lifetime.
2019.06.24 01:41
Share of days for 80% of growth is too low
2019.06.24 00:40
80% of growth achieved within 22 days. This comprises 5% of days out of 441 days of the signal's entire lifetime.
2019.06.16 23:52
Share of days for 80% of growth is too low
2019.06.13 03:12
80% of growth achieved within 21 days. This comprises 5% of days out of 430 days of the signal's entire lifetime.
2019.06.12 23:58
Share of days for 80% of growth is too low
2019.06.10 02:57
80% of growth achieved within 21 days. This comprises 5% of days out of 427 days of the signal's entire lifetime.
2019.06.06 23:59
Share of days for 80% of growth is too low
2019.06.04 00:49
80% of growth achieved within 21 days. This comprises 5% of days out of 421 days of the signal's entire lifetime.
2019.05.24 00:12
Share of days for 80% of growth is too low
2019.05.15 01:31
80% of growth achieved within 19 days. This comprises 5% of days out of 401 days of the signal's entire lifetime.
2019.05.06 22:44
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.05.02 03:27
No trading activity detected on the Signal's account for the last 6 days
2019.04.15 23:08
Share of days for 80% of growth is too low
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
40
USD
66%
0
0
USD
160
EUR
100
100%
1 315
70%
6%
1.50
0.10
EUR
6%
1:200
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