シグナル
ウィジェットを追加
ルール成長:
-68.22%
利益:
-19 902.84 AUD
エクイティ:
13 535.11 AUD
残高:
15 979.58 AUD
最初の入金:
10 000.00 AUD
出金:
50 046.45 AUD
入金:
75 928.87 AUD
アカウント上で大きなドローダウンがまた起こるかもしれません
Trading Days:
695 (55.96%)
最近のトレード:
30 分前
1週間当たりの取引:
81
平均保有時間:
5 日
購読者:
0
週:
178
開始:
2022.10.16 06:32:15
取引シグナルについてのチュートリアルビデオをご覧ください YouTube
SmartGrid
178週間
0
/
0 USD
トレード:
3 796
利益トレード:
2 949 (77.68%)
損失トレード:
847 (22.31%)
ベストトレード:
849.04 AUD
最悪のトレード:
-1 773.79 AUD
総利益:
69 764.57 AUD
(6 429 051 pips)
総損失:
-89 667.41 AUD
(4 316 530 pips)
最大連続の勝ち:
98 (1 581.44 AUD)
最大連続利益:
1 581.44 AUD (98)
シャープレシオ:
0.00
取引アクティビティ:
97.77%
最大入金額:
134.90%
最近のトレード:
30 分前
1週間当たりの取引:
81
平均保有時間:
5 日
リカバリーファクター:
-0.67
長いトレード:
2 980 (78.50%)
短いトレード:
816 (21.50%)
プロフィットファクター:
0.78
期待されたペイオフ:
-5.24 AUD
平均利益:
23.66 AUD
平均損失:
-105.86 AUD
最大連続の負け:
55 (-6 132.67 AUD)
最大連続損失:
-7 487.10 AUD (39)
月間成長:
-1.49%
年間予想:
-18.08%
アルゴリズム取引:
68%
残高によるドローダウン:
絶対:
22 161.86 AUD
最大の:
29 516.73 AUD (170.08%)
比較ドローダウン:
残高による:
78.76% (29 513.66 AUD)
エクイティによる:
59.32% (13 605.51 AUD)
配布
| シンボル | ディール | Sell | Buy | |
|---|---|---|---|---|
| US2000 | 431 | |||
| AUDUSD | 381 | |||
| USDJPY | 280 | |||
| Short_VIX_FUT_ETF_(SVXY.N) | 234 | |||
| US500 | 202 | |||
| EUSTX50 | 147 | |||
| XAUUSD | 116 | |||
| GER40 | 105 | |||
| XOP.US | 87 | |||
| NOR25 | 86 | |||
| SVXY.US | 86 | |||
| SpotBrent | 79 | |||
| XTZUSD | 77 | |||
| UK100 | 75 | |||
| XAUAUD | 74 | |||
| USDCHF | 71 | |||
| URA.US | 62 | |||
| XAGUSD | 59 | |||
| SA40 | 56 | |||
| AUS200 | 54 | |||
| FRA40 | 50 | |||
| USDX | 46 | |||
| NETH25 | 46 | |||
| XRT.US | 41 | |||
| XPTUSD | 39 | |||
| MPL.AU | 38 | |||
| XAUJPY | 36 | |||
| IXC.US | 35 | |||
| CA60 | 32 | |||
| RIO.AU | 30 | |||
| XAUEUR | 29 | |||
| WES.AU | 29 | |||
| Metals_&_Mining_(XME.P) | 28 | |||
| MDY.US | 27 | |||
| AUDJPY | 26 | |||
| NVIDIA_Corporation_(NVDA.O) | 25 | |||
| VIX | 24 | |||
| BTCUSD | 23 | |||
| NAS100 | 22 | |||
| COL.AU | 22 | |||
| XLMUSD | 20 | |||
| CN50 | 19 | |||
| BXB.AU | 19 | |||
| SPA35 | 18 | |||
| Global_Energy_ETF_(IXC.P) | 14 | |||
| iShares_Mexico_ETF_(EWW.P) | 14 | |||
| HK50 | 14 | |||
| XME.US | 13 | |||
| EWW.US | 13 | |||
| NVDA.US | 12 | |||
| GDX.US | 12 | |||
| XLE.US | 12 | |||
| MQG.AU | 12 | |||
| EURUSD | 11 | |||
| GBPUSD | 11 | |||
| XAGAUD | 11 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | 10 | |||
| INDY.US | 10 | |||
| XLI.US | 10 | |||
| XAGEUR | 9 | |||
| DBA.US | 8 | |||
| DOTUSD | 7 | |||
| KSMUSD | 7 | |||
| Energy_Select_Fund_(XLE.P) | 6 | |||
| CBA.AU | 6 | |||
| EOSUSD | 6 | |||
| BCHUSD | 6 | |||
| India_50_ETF_(INDY.O) | 5 | |||
| LTCUSD | 5 | |||
| JPN225 | 4 | |||
| TLT.US | 4 | |||
| Cocoa | 3 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | 3 | |||
| GERTEC30 | 3 | |||
| EURJPY | 3 | |||
| AUDCHF | 3 | |||
| XAUGBP | 3 | |||
| NEM.US | 3 | |||
| GBPJPY | 3 | |||
| NZDJPY | 3 | |||
| OJ | 2 | |||
| DOGEUSD | 2 | |||
| LINKUSD | 2 | |||
| ETCUSD | 2 | |||
| Dividend_ETF_(SDY.P) | 1 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 1 | |||
| SCI25 | 1 | |||
| JPYX | 1 | |||
| GBPAUD | 1 | |||
| USDCAD | 1 | |||
| BTCGBP | 1 | |||
| ETHAUD | 1 | |||
| Crypto30 | 1 | |||
| BTCAUD | 1 | |||
| EURAUD | 1 | |||
| GLMRUSD | 1 | |||
| USDPLN | 1 | |||
| XAUCHF | 1 | |||
| EURTRY | 1 | |||
| USDTRY | 1 | |||
| MXNJPY | 1 | |||
| AUDCNH | 1 | |||
| GDXJ.US | 1 | |||
| SDF.AU | 1 | |||
| REA.AU | 1 | |||
| DOW.AU | 1 | |||
| WOW.AU | 1 | |||
|
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|
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|
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|
| シンボル | 総利益, USD | Loss, USD | 利益, USD | |
|---|---|---|---|---|
| US2000 | -873 | |||
| AUDUSD | -1.8K | |||
| USDJPY | 102 | |||
| Short_VIX_FUT_ETF_(SVXY.N) | 305 | |||
| US500 | -153 | |||
| EUSTX50 | 132 | |||
| XAUUSD | 643 | |||
| GER40 | 964 | |||
| XOP.US | 600 | |||
| NOR25 | -1.4K | |||
| SVXY.US | -5.2K | |||
| SpotBrent | 190 | |||
| XTZUSD | -4.2K | |||
| UK100 | 682 | |||
| XAUAUD | 2.7K | |||
| USDCHF | -173 | |||
| URA.US | -1.2K | |||
| XAGUSD | -2.4K | |||
| SA40 | -523 | |||
| AUS200 | 520 | |||
| FRA40 | -295 | |||
| USDX | -49 | |||
| NETH25 | 67 | |||
| XRT.US | -992 | |||
| XPTUSD | -1K | |||
| MPL.AU | 527 | |||
| XAUJPY | 16 | |||
| IXC.US | 321 | |||
| CA60 | 814 | |||
| RIO.AU | 195 | |||
| XAUEUR | 775 | |||
| WES.AU | 146 | |||
| Metals_&_Mining_(XME.P) | 360 | |||
| MDY.US | -25 | |||
| AUDJPY | -181 | |||
| NVIDIA_Corporation_(NVDA.O) | 105 | |||
| VIX | -1.7K | |||
| BTCUSD | 472 | |||
| NAS100 | 71 | |||
| COL.AU | 184 | |||
| XLMUSD | -66 | |||
| CN50 | 237 | |||
| BXB.AU | 334 | |||
| SPA35 | 221 | |||
| Global_Energy_ETF_(IXC.P) | 717 | |||
| iShares_Mexico_ETF_(EWW.P) | -164 | |||
| HK50 | -138 | |||
| XME.US | -1.8K | |||
| EWW.US | 234 | |||
| NVDA.US | 12 | |||
| GDX.US | -109 | |||
| XLE.US | -1.8K | |||
| MQG.AU | 92 | |||
| EURUSD | -255 | |||
| GBPUSD | -25 | |||
| XAGAUD | 43 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | -720 | |||
| INDY.US | 30 | |||
| XLI.US | 41 | |||
| XAGEUR | 261 | |||
| DBA.US | 202 | |||
| DOTUSD | -23 | |||
| KSMUSD | -157 | |||
| Energy_Select_Fund_(XLE.P) | 123 | |||
| CBA.AU | 248 | |||
| EOSUSD | -2 | |||
| BCHUSD | 57 | |||
| India_50_ETF_(INDY.O) | 207 | |||
| LTCUSD | -4 | |||
| JPN225 | -33 | |||
| TLT.US | -59 | |||
| Cocoa | -19 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | -248 | |||
| GERTEC30 | 50 | |||
| EURJPY | -13 | |||
| AUDCHF | 76 | |||
| XAUGBP | 13 | |||
| NEM.US | 9 | |||
| GBPJPY | -17 | |||
| NZDJPY | 0 | |||
| OJ | 80 | |||
| DOGEUSD | 347 | |||
| LINKUSD | -16 | |||
| ETCUSD | -4 | |||
| Dividend_ETF_(SDY.P) | 47 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 24 | |||
| SCI25 | 7 | |||
| JPYX | 0 | |||
| GBPAUD | 68 | |||
| USDCAD | -12 | |||
| BTCGBP | 15 | |||
| ETHAUD | 37 | |||
| Crypto30 | 2 | |||
| BTCAUD | 2 | |||
| EURAUD | -5 | |||
| GLMRUSD | -1 | |||
| USDPLN | 4 | |||
| XAUCHF | 31 | |||
| EURTRY | -983 | |||
| USDTRY | -366 | |||
| MXNJPY | -3 | |||
| AUDCNH | 9 | |||
| GDXJ.US | 36 | |||
| SDF.AU | -309 | |||
| REA.AU | 41 | |||
| DOW.AU | -287 | |||
| WOW.AU | -204 | |||
|
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4K
6K
8K
10K
|
2K
4K
6K
8K
10K
|
2K
4K
6K
8K
10K
|
| シンボル | 総利益, pips | Loss, pips | 利益, pips | |
|---|---|---|---|---|
| US2000 | 6.7K | |||
| AUDUSD | -118K | |||
| USDJPY | 44K | |||
| Short_VIX_FUT_ETF_(SVXY.N) | 515 | |||
| US500 | 9.2K | |||
| EUSTX50 | 21K | |||
| XAUUSD | 3.4K | |||
| GER40 | 80K | |||
| XOP.US | 7.1K | |||
| NOR25 | 28K | |||
| SVXY.US | -8.2K | |||
| SpotBrent | 18K | |||
| XTZUSD | -3.7K | |||
| UK100 | 33K | |||
| XAUAUD | 237K | |||
| USDCHF | -3K | |||
| URA.US | -7.1K | |||
| XAGUSD | -43K | |||
| SA40 | 1.2M | |||
| AUS200 | 31K | |||
| FRA40 | 1.5K | |||
| USDX | -447 | |||
| NETH25 | 9.6K | |||
| XRT.US | -2.1K | |||
| XPTUSD | -62K | |||
| MPL.AU | 1.2K | |||
| XAUJPY | -674 | |||
| IXC.US | 888 | |||
| CA60 | 38K | |||
| RIO.AU | 16K | |||
| XAUEUR | 32K | |||
| WES.AU | 12K | |||
| Metals_&_Mining_(XME.P) | 1.5K | |||
| MDY.US | -1.8K | |||
| AUDJPY | 588 | |||
| NVIDIA_Corporation_(NVDA.O) | 2.5K | |||
| VIX | -941 | |||
| BTCUSD | 1.2M | |||
| NAS100 | 2.7K | |||
| COL.AU | 3.3K | |||
| XLMUSD | -16K | |||
| CN50 | 25K | |||
| BXB.AU | 3.7K | |||
| SPA35 | 18K | |||
| Global_Energy_ETF_(IXC.P) | 1.6K | |||
| iShares_Mexico_ETF_(EWW.P) | 481 | |||
| HK50 | -2K | |||
| XME.US | -753 | |||
| EWW.US | 1.3K | |||
| NVDA.US | 17 | |||
| GDX.US | -39 | |||
| XLE.US | -302 | |||
| MQG.AU | 30K | |||
| EURUSD | -290 | |||
| GBPUSD | -149 | |||
| XAGAUD | -419 | |||
| Invesco_DB_Ag_Fund_(DBA.P) | -157 | |||
| INDY.US | 141 | |||
| XLI.US | 728 | |||
| XAGEUR | 4.6K | |||
| DBA.US | 144 | |||
| DOTUSD | -13K | |||
| KSMUSD | -134K | |||
| Energy_Select_Fund_(XLE.P) | 502 | |||
| CBA.AU | 8.8K | |||
| EOSUSD | -1.2K | |||
| BCHUSD | 2.3K | |||
| India_50_ETF_(INDY.O) | 190 | |||
| LTCUSD | -2.3K | |||
| JPN225 | -2.9K | |||
| TLT.US | -61 | |||
| Cocoa | -108 | |||
| MSCI_Indonesia_ETF_(EIDO.P) | -286 | |||
| GERTEC30 | 14K | |||
| EURJPY | 198 | |||
| AUDCHF | 211 | |||
| XAUGBP | 1.4K | |||
| NEM.US | 42 | |||
| GBPJPY | 106 | |||
| NZDJPY | 22 | |||
| OJ | 266 | |||
| DOGEUSD | 2.3K | |||
| LINKUSD | -137 | |||
| ETCUSD | -3.5K | |||
| Dividend_ETF_(SDY.P) | 300 | |||
| iShares_ACWI_ETF_(ACWI.OQ) | 131 | |||
| SCI25 | 45 | |||
| JPYX | -26 | |||
| GBPAUD | 455 | |||
| USDCAD | -8 | |||
| BTCGBP | 9.8K | |||
| ETHAUD | 4.9K | |||
| Crypto30 | 173 | |||
| BTCAUD | 6.3K | |||
| EURAUD | -26 | |||
| GLMRUSD | -534 | |||
| USDPLN | 1.4K | |||
| XAUCHF | 2.3K | |||
| EURTRY | -406K | |||
| USDTRY | -209K | |||
| MXNJPY | -43K | |||
| AUDCNH | 297 | |||
| GDXJ.US | 34 | |||
| SDF.AU | -169 | |||
| REA.AU | 1.2K | |||
| DOW.AU | -309 | |||
| WOW.AU | -929 | |||
|
1M
2M
3M
4M
5M
6M
|
1M
2M
3M
4M
5M
6M
|
1M
2M
3M
4M
5M
6M
|
- Deposit load
- ドローダウン
ベストトレード:
+849.04
AUD
最悪のトレード:
-1 774
AUD
最大連続の勝ち:
98
最大連続の負け:
39
最大連続利益:
+1 581.44
AUD
最大連続損失:
-6 132.67
AUD
いろいろなブローカーのリアルアカウント上で実行統計に基づいたスリッページの平均は、いくつかの点で指定されています。それはオーダー実行の遅れに依るのと同様に、プロバイダーの"Pepperstone-MT5-Live01"からの引用と購読者の引用の違いに依るものです。値がより低いことがコピーの品質がより良いことを意味しています。
|
FxPro-MT5 Live03
|
0.00 × 1 | |
|
Traderscale-Trade
|
0.00 × 1 | |
|
ICMarketsEU-MT5-5
|
0.00 × 4 | |
|
DerivSVG-Server-03
|
0.00 × 3 | |
|
ACYSecurities-Live
|
0.00 × 1 | |
|
TradeSmart-Server01
|
0.00 × 1 | |
|
DerivSVG-Server-02
|
0.00 × 1 | |
|
TickmillUK-Live
|
0.00 × 2 | |
|
GlobalPrime-Trade
|
0.00 × 1 | |
|
Exness-MT5Real28
|
0.00 × 2 | |
|
XMGlobal-MT5 7
|
0.00 × 1 | |
|
FXCC1-Trade
|
0.00 × 1 | |
|
Elev8-Real2
|
0.00 × 1 | |
|
VantageInternational-Live 6
|
0.00 × 1 | |
|
Tradeview-Live
|
0.00 × 1 | |
|
VantageInternational-Live 10
|
0.00 × 1 | |
|
OxSecurities-Live
|
0.14 × 7 | |
|
ICMarketsEU-MT5
|
0.23 × 35 | |
|
PacificUnionLLC-Live
|
0.48 × 46 | |
|
DooTechnology-Live
|
0.54 × 26 | |
|
FXPIG-Server
|
0.60 × 200 | |
|
ICMarketsEU-MT5-2
|
0.74 × 27 | |
|
Exness-MT5Real3
|
0.84 × 392 | |
|
ICTrading-MT5-4
|
1.00 × 4 | |
|
AdmiralsGroup-Live
|
1.00 × 1 | |
This system is designed to produce above average returns by trading stock market indicies, the VIX, and some commodities in a grid fashion with leverage. There is a dynamic position sizing system based mostly on account size, and there is NO MARTINGALE used in this strategy.
The idea behind the strategy is that since stock markets have an expected return above zero over the long term, then a grid strategy that is long-only would also have a positive expected return. The returns are amplified with leverage. The VIX is inversely correlated with stock market movements, meaning that going long on the VIX is a hedge against a stock market downturn. This protects against fast market crashes.
Commodities are uncorrelated with both the stock market and the VIX, adding diversification into the system.
Backtesting has been optimised and is calculated in a pessimistic environment, where all symbols pay swaps. In reality, some symbols will earn overnight swaps, but parameters were picked assuming that swaps are always paid rather than earned. Backtesting results shows (with paying swaps):
- Monthly Returns = 6%
- Sharpe Ratio = 2.11
- Sortino Ratio = 3.17
- Max Drawdown = 14.75%
- Gini Coefficient (equality of profits across symbols) = 0.2
It is exceedingly unlikely that this account blows up, with a max DD of < 15% occuring over a 2 year period that includes major stock market declines.
レビューなし
No swaps are charged
No swaps are charged
No swaps are charged on the signal account
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Removed warning: High current drawdown indicates the absence of risk limitation
A large drawdown may occur on the account again
High current drawdown in 42% indicates the absence of risk limitation
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Share of days for 80% of growth is too low
Removed warning: High current drawdown indicates the absence of risk limitation
High current drawdown in 34% indicates the absence of risk limitation
Removed warning: High current drawdown indicates the absence of risk limitation
High current drawdown in 35% indicates the absence of risk limitation
80% of growth achieved within 1 days. This comprises 0.14% of days out of 691 days of the signal's entire lifetime.
Share of days for 80% of growth is too low
80% of growth achieved within 1 days. This comprises 0.15% of days out of 689 days of the signal's entire lifetime.
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シグナル
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期待されたペイオフ
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