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Distribución
| Símbolo | Transacciones | Sell | Buy | |
|---|---|---|---|---|
| EURUSD | 812 | |||
| GBPUSD | 620 | |||
| EURCHF | 553 | |||
| USDCHF | 350 | |||
| USDCAD | 103 | |||
| EURAUD | 86 | |||
| EURCAD | 31 | |||
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| Símbolo | Beneficio Bruto, USD | Loss, USD | Beneficio, USD | |
|---|---|---|---|---|
| EURUSD | 76 | |||
| GBPUSD | 72 | |||
| EURCHF | 6 | |||
| USDCHF | 18 | |||
| USDCAD | 4 | |||
| EURAUD | 11 | |||
| EURCAD | 7 | |||
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| Símbolo | Beneficio Bruto, pips | Loss, pips | Beneficio, pips | |
|---|---|---|---|---|
| EURUSD | 9.3K | |||
| GBPUSD | 7.6K | |||
| EURCHF | 2.7K | |||
| USDCHF | 2.5K | |||
| USDCAD | 1.4K | |||
| EURAUD | 2.3K | |||
| EURCAD | 968 | |||
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2.5K
5K
7.5K
10K
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7.5K
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5K
7.5K
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Reducción
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).
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.
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GO4X-Live
|
0.00 × 1 | |
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T4TCapitalFunds-Demo 2
|
0.00 × 2 | |
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FFTraderSRO-Demo
|
0.00 × 2 | |
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SwitchMarkets-Real
|
0.00 × 2 | |
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TitanFX-05
|
0.00 × 2 | |
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BlueberryMarkets-Live
|
0.00 × 2 | |
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OctaFX-Real5
|
0.00 × 1 | |
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ICMarketsSC-Live32
|
0.00 × 1 | |
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XM.COM-Real 19
|
0.00 × 1 | |
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AFXCapital-Real
|
0.00 × 1 | |
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EGlobal-Classic2
|
0.00 × 2 | |
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TegasFX-Live-UK
|
0.00 × 40 | |
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CapitalCityMarkets-Live
|
0.00 × 1 | |
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StreamForex-Real
|
0.00 × 1 | |
|
PHP-LiveLiquidity1
|
0.00 × 1 | |
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CalibrateManagement-Live
|
0.00 × 2 | |
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ATCBrokers-US Live
|
0.00 × 4 | |
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Trade12-Primary
|
0.10 × 21 | |
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FPMarkets-Live2
|
0.14 × 7 | |
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FXGiantsUK-Real4
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0.15 × 89 | |
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ACYCapital-Live02
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0.17 × 12 | |
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ZeroMarkets-Live
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0.23 × 35 | |
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RoboForex-ECN-2
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0.25 × 4 | |
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MEXExchange-Live
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0.29 × 14 | |
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RoboForexDE-Pro
|
0.30 × 50 | |
This signal uses an automated mean reversion strategy around the close of the New York session, GerFX QuantFlow 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 QuantFlow 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.
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