成長
残高
エクイティ
ドローダウン
- エクイティ
- ドローダウン
配布
シンボル | ディール | Sell | Buy | |
---|---|---|---|---|
EURUSD | 1620 | |||
GBPUSD | 1349 | |||
EURCHF | 888 | |||
AUDNZD | 429 | |||
USDCHF | 427 | |||
AUDCAD | 351 | |||
EURAUD | 294 | |||
USDCAD | 278 | |||
EURNZD | 261 | |||
EURGBP | 222 | |||
EURCAD | 191 | |||
NZDCAD | 155 | |||
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
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250
500
750
1K
1.3K
1.5K
1.8K
2K
|
250
500
750
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1.5K
1.8K
2K
|
シンボル | 総利益, USD | Loss, USD | 利益, USD | |
---|---|---|---|---|
EURUSD | 536 | |||
GBPUSD | 1K | |||
EURCHF | 63 | |||
AUDNZD | 196 | |||
USDCHF | 152 | |||
AUDCAD | -98 | |||
EURAUD | -4 | |||
USDCAD | 58 | |||
EURNZD | 186 | |||
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
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2K
3K
4K
5K
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2K
3K
4K
5K
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シンボル | 総利益, pips | Loss, pips | 利益, pips | |
---|---|---|---|---|
EURUSD | 16K | |||
GBPUSD | 18K | |||
EURCHF | 4.4K | |||
AUDNZD | 8.3K | |||
USDCHF | 2.1K | |||
AUDCAD | 739 | |||
EURAUD | 4.1K | |||
USDCAD | 5.1K | |||
EURNZD | 8.6K | |||
EURGBP | 1.6K | |||
EURCAD | 3K | |||
NZDCAD | 979 | |||
GBPCAD | 3.9K | |||
GBPCHF | 225 | |||
GBPAUD | 1.9K | |||
CHFJPY | 986 | |||
USDJPY | -1K | |||
AUDUSD | 19 | |||
EURJPY | 610 | |||
GBPJPY | -117 | |||
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ドローダウン
MFEとMAEの分布ポイントグラフ
最大利益(MFE)と最大損失(MAE)の値は、オープンオーダーそれぞれに記録されています。これらのパラメーターは最大の未実現価値と最大の許容リスクを使って、クローズしたオーダーそれぞれを追加的に特徴づけます。MFE/利益とMAE/利益の分布グラフは、それぞれのオーダーをX軸に沿ってプロットした利益/損失の値の点として表示します。一方で、潜在利益(MFE)と潜在損失(MAE)の最大値はY軸に沿ってプロットされます。
一連のベストトレーディングとワーストトレーディングを見るためには、カーソルをパラメーター/グラフのキャプションの上に置いてください。記事トレーディングにおける算数: トレード結果を見積もる方法に書かれているMAEとMFEの分布についてもっとたくさん見つけてください。
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"ICMarkets-Live10"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。
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 | |
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.
Unstable signal