GerFX QuantFlow Scalper and NW EA
Affidabilità
357 settimane (dal 2017)
0
0 USD
Trade:
6 942
Profit Trade:
4 813 (69.33%)
Loss Trade:
2 129 (30.67%)
Best Trade:
46.49 EUR
Worst Trade:
-87.60 EUR
Profitto lordo:
7 814.72 EUR (233 592 pips)
Perdita lorda:
-6 031.03 EUR (156 479 pips)
Vincite massime consecutive:
31 (23.36 EUR)
Massimo profitto consecutivo:
127.97 EUR (23)
Indice di Sharpe:
0.05
Attività di trading:
13.08%
Massimo carico di deposito:
99.66%
Ultimo trade:
13 ore fa
Trade a settimana:
11
Tempo di attesa medio:
2 ore
Fattore di recupero:
4.29
Long Trade:
3 472 (50.01%)
Short Trade:
3 470 (49.99%)
Fattore di profitto:
1.30
Profitto previsto:
0.26 EUR
Profitto medio:
1.62 EUR
Perdita media:
-2.83 EUR
Massime perdite consecutive:
12 (-48.90 EUR)
Massima perdita consecutiva:
-400.98 EUR (8)
Crescita mensile:
0.09%
Previsione annuale:
1.12%
Algo trading:
100%

Distribuzione

Simbolo Operazioni Sell Buy
EURUSD 1621
GBPUSD 1353
EURCHF 888
AUDNZD 430
USDCHF 428
AUDCAD 352
EURAUD 294
USDCAD 280
EURNZD 262
EURGBP 222
EURCAD 192
NZDCAD 156
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
Simbolo Profitto lordo, USD Perdita, USD Profitto, USD
EURUSD 535
GBPUSD 1K
EURCHF 63
AUDNZD 196
USDCHF 151
AUDCAD -98
EURAUD -4
USDCAD 58
EURNZD 187
EURGBP -29
EURCAD 56
NZDCAD -27
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
Simbolo Profitto lordo, pips Perdita, pips Profitto, pips
EURUSD 16K
GBPUSD 18K
EURCHF 4.4K
AUDNZD 8.3K
USDCHF 2.1K
AUDCAD 763
EURAUD 4.1K
USDCAD 5.2K
EURNZD 8.7K
EURGBP 1.6K
EURCAD 3.1K
NZDCAD 994
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

Drawdown

Best Trade:
46.49 EUR
Vincite massime consecutive:
31 (23.36 EUR)
Massimo profitto consecutivo:
127.97 EUR (23)
Worst Trade:
-87.60 EUR
Massime perdite consecutive:
12 (-48.90 EUR)
Massima perdita consecutiva:
-400.98 EUR (8)
Drawdown per saldo:
Assoluto:
3.38 EUR
Massimale:
415.98 EUR (22.85%)
Drawdown relativo:
Per saldo:
16.04% (107.12 EUR)
Per equità:
17.36% (124.82 EUR)

Grafici dei punti di distribuzione MFE e MAE

Il profitto massimo (MFE) e i valori della (MAE) perdita massima vengono registrati per ogni ordine aperto durante la sua durata. Questi parametri caratterizzano inoltre ciascun ordine chiuso utilizzando i valori del potenziale massimo non realizzato e del rischio massimo consentito. I grafici di distribuzione MFE/Profit e MAE/Profit mostrano ogni ordine come un punto con il valore di profitto/perdita ricevuto tracciato lungo l'asse X, mentre i valori massimi visualizzati di profitto potenziale (MFE) e potenziale perdita (MAE) sono tracciati lungo l'asse Y.

Nessun dato
Nessun dato

Posiziona il cursore sui parametri/sulle didascalie del grafico per vedere le serie di trading migliori e peggiori. Scopri di più sulle distribuzioni MAE e MFE nell'articolo Matematica nel Trading: Come Stimare i Risultati di Trading.

Lo slippage medio basato sulle statistiche di esecuzione sugli account reale dei vari broker è specificato in pip. Dipende dalla differenza tra le quotazioni del fornitore da "ICMarkets-Live10" e le quotazioni dell'abbonato, nonché dai ritardi nell'esecuzione dell'ordine. Valori più bassi indicano una migliore qualità di copiatura.

UniverseWheel-Live
0.00 × 13
InstaForex-UK.com
0.00 × 1
ATFXGM2-Live
0.00 × 5
USGFX-Live
0.00 × 9
LibertexCom-MT4 Market Real Server
0.00 × 4
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
LiteForex-ECN2.com
0.67 × 3
WindsorBrokers-DEMO
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
435 più
Per vedere i trade in tempo reale, nome utente o registrati

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.


Valutazione 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
Per vedere i trade in tempo reale, nome utente o registrati
Segnale
Costo
Crescita
Abbonati
Fondi
Saldo
Settimane
Expert Advisor
Trade
Vincita %
Attività
PF
Profitto previsto
Drawdown
Leva finanziaria
50USD al mese
498%
0
0
USD
467
EUR
357
100%
6 942
69%
13%
1.29
0.26
EUR
17%
1:50
Copia
Il periodo di abbonamento minimo è di 30 giorni