GerFX QuantFlow Scalper
Affidabilità
191 settimane (dal 2018)
0
0 USD
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Saldo

Equità

Drawdown

  • Equità
  • Drawdown
Trade:
1 978
Profit Trade:
1 356 (68.55%)
Loss Trade:
622 (31.45%)
Best Trade:
2.94 EUR
Worst Trade:
-8.08 EUR
Profitto lordo:
477.03 EUR (41 540 pips)
Perdita lorda:
-330.64 EUR (21 067 pips)
Vincite massime consecutive:
14 (6.92 EUR)
Massimo profitto consecutivo:
7.17 EUR (11)
Indice di Sharpe:
0.11
Attività di trading:
4.71%
Massimo carico di deposito:
19.78%
Ultimo trade:
14 ore fa
Trade a settimana:
2
Tempo di attesa medio:
54 minuti
Fattore di recupero:
9.53
Long Trade:
1 025 (51.82%)
Short Trade:
953 (48.18%)
Fattore di profitto:
1.44
Profitto previsto:
0.07 EUR
Profitto medio:
0.35 EUR
Perdita media:
-0.53 EUR
Massime perdite consecutive:
6 (-2.82 EUR)
Massima perdita consecutiva:
-15.36 EUR (2)
Crescita mensile:
1.39%
Previsione annuale:
16.88%
Algo trading:
100%

Distribuzione

Simbolo Operazioni Sell Buy
EURUSD 605
EURCHF 475
GBPUSD 443
USDCHF 285
USDCAD 81
EURAUD 67
EURCAD 22
200 400 600
200 400 600
200 400 600
Simbolo Profitto lordo, USD Perdita, USD Profitto, USD
EURUSD 63
EURCHF 9
GBPUSD 65
USDCHF 18
USDCAD 1
EURAUD 6
EURCAD 4
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
Simbolo Profitto lordo, pips Perdita, pips Profitto, pips
EURUSD 7.5K
EURCHF 2.6K
GBPUSD 6.1K
USDCHF 2.3K
USDCAD 957
EURAUD 1.5K
EURCAD 524
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K

Drawdown

Best Trade:
2.94 EUR
Vincite massime consecutive:
14 (6.92 EUR)
Massimo profitto consecutivo:
7.17 EUR (11)
Worst Trade:
-8.08 EUR
Massime perdite consecutive:
6 (-2.82 EUR)
Massima perdita consecutiva:
-15.36 EUR (2)
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)

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

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0.00 × 2
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0.00 × 2
TitanFX-05
0.00 × 2
XM.COM-Real 19
0.00 × 1
AFXCapital-Real
0.00 × 1
EGlobal-Classic2
0.00 × 2
CapitalCityMarkets-Live
0.00 × 1
FFTraderSRO-Demo
0.00 × 2
ATCBrokers-US Live
0.00 × 4
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0.00 × 1
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0.00 × 2
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0.00 × 1
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
Quantix-Live2
0.30 × 102
UniverseWheel-Live
0.33 × 3
742 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

2021.11.25 23:43
Removed warning: No trading activity detected on the Signal's account for the recent period
2021.11.22 01:42
No trading activity detected on the Signal's account for the last 6 days
2021.01.07 22:55
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
2020.11.04 23:52
No trading activity detected on the Signal's account for the last 6 days
2020.07.15 03:04
80% of growth achieved within 40 days. This comprises 4.83% of days out of 828 days of the signal's entire lifetime.
2020.07.15 01:41
80% of growth achieved within 40 days. This comprises 4.83% of days out of 828 days of the signal's entire lifetime.
2020.07.14 23:39
Share of days for 80% of growth is too low
2020.07.09 01:20
80% of growth achieved within 41 days. This comprises 4.99% of days out of 822 days of the signal's entire lifetime.
2020.07.02 23:08
Share of days for 80% of growth is too low
2020.06.16 01:33
80% of growth achieved within 39 days. This comprises 4.88% of days out of 799 days of the signal's entire lifetime.
2020.06.15 00:50
Share of days for 80% of growth is too low
2020.06.09 00:26
80% of growth achieved within 39 days. This comprises 4.92% of days out of 792 days of the signal's entire lifetime.
2020.06.08 00:52
Share of days for 80% of growth is too low
2020.05.29 00:15
80% of growth achieved within 37 days. This comprises 4.74% of days out of 781 days of the signal's entire lifetime.
2020.05.27 00:56
Share of days for 80% of growth is too low
2020.05.27 00:56
Removed warning: Low trading activity - not enough trades detected during the last month
2020.05.25 07:54
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.05.25 07:54
80% of growth achieved within 38 days. This comprises 4.89% of days out of 777 days of the signal's entire lifetime.
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
82%
0
0
USD
176
EUR
191
100%
1 978
68%
5%
1.44
0.07
EUR
7%
1:200
Copia