GerFX QuantFlow Scalper
Affidabilità
324 settimane
0 / 0 USD
crescita dal 2018 111%
Per vedere i trade in tempo reale, nome utente o registrati
  • Equità
  • Drawdown
Trade:
2 607
Profit Trade:
1 761 (67.54%)
Loss Trade:
846 (32.45%)
Best Trade:
2.94 EUR
Worst Trade:
-8.08 EUR
Profitto lordo:
573.83 EUR (53 477 pips)
Perdita lorda:
-400.52 EUR (27 410 pips)
Vincite massime consecutive:
16 (2.53 EUR)
Massimo profitto consecutivo:
7.17 EUR (11)
Indice di Sharpe:
0.10
Attività di trading:
4.71%
Massimo carico di deposito:
19.78%
Ultimo trade:
14 ore fa
Trade a settimana:
10
Tempo di attesa medio:
1 ora
Fattore di recupero:
11.28
Long Trade:
1 301 (49.90%)
Short Trade:
1 306 (50.10%)
Fattore di profitto:
1.43
Profitto previsto:
0.07 EUR
Profitto medio:
0.33 EUR
Perdita media:
-0.47 EUR
Massime perdite consecutive:
6 (-2.82 EUR)
Massima perdita consecutiva:
-15.36 EUR (2)
Crescita mensile:
0.72%
Previsione annuale:
8.79%
Algo trading:
100%
Drawdown per saldo:
Assoluto:
0.00 EUR
Massimale:
15.36 EUR (5.53%)
Drawdown relativo:
Per saldo:
7.02% (11.92 EUR)
Per equità:
4.06% (6.89 EUR)

Distribuzione

Simbolo Operazioni Sell Buy
EURUSD 824
GBPUSD 629
EURCHF 571
USDCHF 358
USDCAD 107
EURAUD 86
EURCAD 32
200 400 600 800
200 400 600 800
200 400 600 800
Simbolo Profitto lordo, USD Perdita, USD Profitto, USD
EURUSD 77
GBPUSD 72
EURCHF 6
USDCHF 19
USDCAD 5
EURAUD 11
EURCAD 7
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
Simbolo Profitto lordo, pips Perdita, pips Profitto, pips
EURUSD 9.5K
GBPUSD 7.7K
EURCHF 2.7K
USDCHF 2.6K
USDCAD 1.6K
EURAUD 2.3K
EURCAD 919
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
  • Carico di deposito
  • Drawdown
Best Trade: +2.94 EUR
Worst Trade: -8 EUR
Vincite massime consecutive: 11
Massime perdite consecutive: 2
Massimo profitto consecutivo: +2.53 EUR
Massima perdita consecutiva: -2.82 EUR

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-Live03" e le quotazioni dell'abbonato, nonché dai ritardi nell'esecuzione dell'ordine. Valori più bassi indicano una migliore qualità di copiatura.

GO4X-Live
0.00 × 1
T4TCapitalFunds-Demo 2
0.00 × 2
FFTraderSRO-Demo
0.00 × 2
SwitchMarkets-Real
0.00 × 2
TitanFX-05
0.00 × 2
BlueberryMarkets-Live
0.00 × 2
OctaFX-Real5
0.00 × 1
ICMarketsSC-Live32
0.00 × 3
XM.COM-Real 19
0.00 × 1
AFXCapital-Real
0.00 × 1
EGlobal-Classic2
0.00 × 2
TegasFX-Live-UK
0.00 × 40
CapitalCityMarkets-Live
0.00 × 1
StreamForex-Real
0.00 × 1
PHP-LiveLiquidity1
0.00 × 1
CalibrateManagement-Live
0.00 × 2
ATCBrokers-US Live
0.00 × 4
Trade12-Primary
0.10 × 21
FPMarkets-Live2
0.14 × 7
FXGiantsUK-Real4
0.15 × 89
ACYCapital-Live02
0.17 × 12
ZeroMarkets-Live
0.23 × 35
RoboForex-ECN-2
0.25 × 4
MEXExchange-Live
0.29 × 14
RoboForexDE-Pro
0.30 × 50
758 più
Per vedere i trade in tempo reale, nome utente o registrati

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.


Valutazione media:
skhanolkar
54
skhanolkar 2019.03.01 20:40 
 

L'utente non ha lasciato alcun commento sulla valutazione

2024.01.08 23:36
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 22:58
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 01:30
No trading activity detected on the Signal's account for the last 6 days
2023.04.13 23:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.04.13 02:06
No trading activity detected on the Signal's account for the last 6 days
2023.03.20 22:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.03.15 00:44
No trading activity detected on the Signal's account for the last 6 days
2023.01.23 00:57
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.20 14:35
Low trading activity - only 7 trades detected in the last month
2023.01.11 01:10
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.09 23:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.27 03:13
No trading activity detected on the Signal's account for the last 6 days
2022.12.19 22:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.19 00:56
No trading activity detected on the Signal's account for the last 6 days
2022.11.17 22:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.11.16 01:52
No trading activity detected on the Signal's account for the last 6 days
2022.10.26 23:17
Removed warning: Low trading activity - not enough trades detected during the last month
2022.10.20 13:06
Low trading activity - only 7 trades detected in the last month
2022.10.20 00:34
Removed warning: Low trading activity - not enough trades detected during the last month
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
111%
0
0
USD
193
EUR
324
100%
2 607
67%
5%
1.43
0.07
EUR
7%
1:200
Copia