GerFX QuantFlow Scalper and NW EA

Fiabilité
443 semaines
0 / 0 USD
croissance depuis 2017 331%
Pour voir les trades en temps réel, veuillez s'identifier ou S'inscrire
  • Fonds propres
  • Prélèvement
Trades:
7 906
Bénéfice trades:
5 360 (67.79%)
Perte trades:
2 546 (32.20%)
Meilleure transaction:
46.49 EUR
Pire transaction:
-87.60 EUR
Bénéfice brut:
8 049.17 EUR (264 118 pips)
Perte brute:
-6 395.45 EUR (189 894 pips)
Gains consécutifs maximales:
31 (23.36 EUR)
Bénéfice consécutif maximal:
127.97 EUR (23)
Ratio de Sharpe:
0.05
Activité de trading:
13.08%
Charge de dépôt maximale:
99.66%
Dernier trade:
1 un jour avant
Trades par semaine:
4
Temps de détention moyen:
2 heures
Facteur de récupération:
3.98
Longs trades:
3 903 (49.37%)
Courts trades:
4 003 (50.63%)
Facteur de profit:
1.26
Rendement attendu:
0.21 EUR
Bénéfice moyen:
1.50 EUR
Perte moyenne:
-2.51 EUR
Pertes consécutives maximales:
12 (-48.90 EUR)
Perte consécutive maximale:
-400.98 EUR (8)
Croissance mensuelle:
-1.38%
Prévision annuelle:
-16.79%
Algo trading:
100%
Prélèvement par solde:
Absolu:
3.38 EUR
Maximal:
415.98 EUR (22.85%)
Prélèvement relatif:
Par solde:
36.33% (191.26 EUR)
Par fonds propres:
17.36% (124.82 EUR)

Distribution

Symbole Transactions Sell Buy
EURUSD 1781
GBPUSD 1534
EURCHF 1049
USDCHF 495
AUDNZD 478
AUDCAD 417
EURAUD 331
EURNZD 328
USDCAD 324
EURCAD 230
EURGBP 222
NZDCAD 193
GBPCAD 154
GBPAUD 121
GBPCHF 106
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
Symbole Bénéfice brut, USD Perte, USD Profit, USD
EURUSD 524
GBPUSD 1K
EURCHF -14
USDCHF 129
AUDNZD 198
AUDCAD -94
EURAUD -2
EURNZD 193
USDCAD 59
EURCAD 46
EURGBP -29
NZDCAD -33
GBPCAD 47
GBPAUD -27
GBPCHF -17
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
Symbole Bénéfice brut, pips Perte, pips Profit, pips
EURUSD 17K
GBPUSD 17K
EURCHF 2.1K
USDCHF 1.3K
AUDNZD 9.2K
AUDCAD 1.9K
EURAUD 4.8K
EURNZD 10K
USDCAD 5.7K
EURCAD 2K
EURGBP 1.6K
NZDCAD 534
GBPCAD 2.9K
GBPAUD 1.1K
GBPCHF 225
CHFJPY 986
USDJPY -1K
AUDUSD 19
EURJPY 610
GBPJPY -117
20K 40K 60K
20K 40K 60K
20K 40K 60K
  • Charge de dépôt
  • Prélèvement
Meilleure transaction: +46.49 EUR
Pire transaction: -88 EUR
Gains consécutifs maximales: 23
Pertes consécutives maximales: 8
Bénéfice consécutif maximal: +23.36 EUR
Perte consécutive maximale: -48.90 EUR

Le dérapage moyen basé sur les statistiques d'exécution sur réel les comptes de divers courtiers est spécifié en pips. Elle dépend de la différence entre les cotations du fournisseur de "ICMarkets-Live10" et les cotations de l'abonné, ainsi que des délais d'exécution des commandes. Des valeurs inférieures signifient une meilleure qualité de copie.

LibertexCom-MT4 Market Real Server
0.00 × 4
InstaForex-UK.com
0.00 × 1
ATFXGM2-Live
0.00 × 5
USGFX-Live
0.00 × 9
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
BoldPrime2-Live
0.67 × 3
WindsorBrokers-DEMO
0.67 × 3
LiteForex-ECN2.com
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
441 plus...
Pour voir les trades en temps réel, veuillez s'identifier ou S'inscrire

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.


Note moyenne:
borisov201190
204
borisov201190 2019.02.18 14:33 
 

Unstable signal

2025.01.07 22:11
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.12.29 01:56
No trading activity detected on the Signal's account for the last 6 days
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
Pour voir les trades en temps réel, veuillez s'identifier ou S'inscrire
Signal
Prix
Croissance
Les abonnés
Fonds
Solde
Semaines
Conseillers experts
Trades
Gagner %
Activité
PF
Rendement attendu
Prélèvement
Effet de levier
50 USD par mois
331%
0
0
USD
337
EUR
443
100%
7 906
67%
13%
1.25
0.21
EUR
36%
1:50
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