NightWalker EA and NY Close Scalper
Confiabilidade
140 semanas (desde 2017)
0
0 USD
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Saldo

Capital líquido

Rebaixamento

  • Capital líquido
  • Rebaixamento
Negociações:
4 282
Negociações com lucro:
3 134 (73.19%)
Negociações com perda:
1 148 (26.81%)
Melhor negociação:
46.49 EUR
Pior negociação:
-87.60 EUR
Lucro bruto:
7 023.30 EUR (138 406 pips)
Perda bruta:
-5 272.67 EUR (83 428 pips)
Máximo de vitórias consecutivas:
31 (23.36 EUR)
Máximo lucro consecutivo:
127.97 EUR (23)
Índice de Sharpe:
0.07
Actividade de negociação:
15.39%
Depósito máximo carregado:
99.66%
Último negócio:
16 horas atrás
Negociações por semana:
15
Tempo médio de espera:
2 horas
Fator de recuperação:
4.21
Negociações longas:
2 244 (52.41%)
Negociações curtas:
2 038 (47.59%)
Fator de lucro:
1.33
Valor esperado:
0.41 EUR
Lucro médio:
2.24 EUR
Perda média:
-4.59 EUR
Máximo de perdas consecutivas:
12 (-48.90 EUR)
Máxima perda consecutiva:
-400.98 EUR (8)
Crescimento mensal:
0.65%
Previsão anual:
7.89%
Algotrading:
100%

Distribuição

Símbolo Operações Sell Buy
EURUSD 1196
GBPUSD 933
EURCHF 516
AUDNZD 225
EURGBP 222
USDCHF 221
AUDCAD 207
EURAUD 149
USDCAD 112
GBPCHF 95
EURNZD 94
CHFJPY 64
NZDCAD 57
EURCAD 52
GBPCAD 49
GBPAUD 48
USDJPY 36
AUDUSD 2
EURJPY 2
GBPJPY 2
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
Símbolo Lucro bruto, USD Loss, USD Lucro, USD
EURUSD 494
GBPUSD 1K
EURCHF 111
AUDNZD 192
EURGBP -29
USDCHF 168
AUDCAD -93
EURAUD -9
USDCAD 70
GBPCHF -21
EURNZD 173
CHFJPY -45
NZDCAD -23
EURCAD 53
GBPCAD 37
GBPAUD -22
USDJPY -80
AUDUSD 0
EURJPY 5
GBPJPY -1
5001K1.5K2K2.5K3K3.5K4K
5001K1.5K2K2.5K3K3.5K4K
5001K1.5K2K2.5K3K3.5K4K
Símbolo Lucro bruto, pips Loss, pips Lucro, pips
EURUSD 12K
GBPUSD 13K
EURCHF 4.4K
AUDNZD 6.5K
EURGBP 1.6K
USDCHF 1.8K
AUDCAD 346
EURAUD 2.3K
USDCAD 4K
GBPCHF -280
EURNZD 5.6K
CHFJPY 550
NZDCAD 857
EURCAD 2.1K
GBPCAD 840
GBPAUD 1.3K
USDJPY -655
AUDUSD 19
EURJPY 610
GBPJPY -117
5K10K15K20K25K30K35K40K
5K10K15K20K25K30K35K40K
5K10K15K20K25K30K35K40K

Rebaixamento

Melhor negociação:
46.49 EUR
Máximo de vitórias consecutivas:
31 (23.36 EUR)
Máximo lucro consecutivo:
127.97 EUR (23)
Pior negociação:
-87.60 EUR
Máximo de perdas consecutivas:
12 (-48.90 EUR)
Máxima perda consecutiva:
-400.98 EUR (8)
Rebaixamento pelo saldo:
Absoluto:
3.38 EUR
Máximo:
415.98 EUR (22.85%)
Rebaixamento relativo:
Pelo Saldo:
16.04% (107.12 EUR)
Pelo Capital Líquido:
17.36% (124.82 EUR)

Distribuição de Pontos Gráficos MFE e MAE

Valores de Máximo lucro (MFE) e Máxima perda (MAE) são registrados para cada ordem aberta durante a existência da sua conta na corretora. Estes parâmetros, adicionalmente caracterizam cada ordem fechada usando os valores do potencial máximo não realizado e o valor máximo de risco. MFE/Lucros e MAE/Lucros são distribuídos em gráficos, exibindo cada posição como um ponto com o valor recebido de lucro/perda plotados ao longo do eixo X, enquanto os valores máximos exibidos de lucro potencial (MFE) e perda potencial (MAE) são plotados ao longo do eixo Y.

Sem dados
Sem dados

Coloque o cursor sobre as legendas parâmetros/gráfico para ver a melhor e a pior série de negociação. Saiba mais sobre distribuições MAE e MFE no artigo Matemática na Negociação: Como Estimar Resultados de Negociação.

A slippage média baseada em estatísticas de contas real de diferentes corretoras é especificada em pontos. Depende da diferença entre as cotações do provedor de "ICMarkets-Live10" e do assinante, bem como de atrasos na execução de ordens. Quanto menor o valor, melhor a qualidade da cópia.

InstaForex-UK.com
0.00 × 1
UniverseWheel-Live
0.00 × 13
ForexTime-Pro
0.09 × 33
Tickmill-Live02
0.37 × 1270
Windsor-REAL
0.50 × 8
ICMarkets-Live10
0.61 × 13567
ICMarkets-Live11
0.61 × 265
XMUK-Real 6
0.61 × 80
MTCOOK-Live
0.64 × 125
ICMarkets-Live07
0.71 × 1361
ICMarkets-Live08
0.73 × 395
AxiTrader-US09-Live
0.73 × 276
ICMarketsSC-Live09
0.75 × 4
ICMarketsSC-Live03
0.77 × 159
ICMarkets-Live02
0.82 × 1331
ICMarkets-Live05
0.84 × 2881
Pepperstone-Demo02
0.88 × 49
ICMarkets-Live20
0.89 × 494
VantageFXInternational-Live 3
0.91 × 451
ICMarkets-Live01
0.96 × 247
FPMarkets-Live
1.00 × 1
OneTrade-Real
1.00 × 1
EGlobal-Cent5
1.01 × 115
ICMarkets-Live03
1.02 × 4510
ICMarkets-Live19
1.11 × 789
184 mais ...
Para estatísticas em detalhe, Faça o login ou registrar

This signal uses two automated mean reversion strategies, NightWalkerEA and  NY Close 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 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.


Classificação Média:
borisov201190
198
borisov201190 2019.02.18 14:33 
 

Unstable signal

2020.01.07 19:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.12.29 02:17
No trading activity detected on the Signal's account for the last 6 days
2019.10.07 00:15
Share of days for 80% of growth is too low
2019.10.03 00:36
Share of days for 80% of growth is too low
2019.09.16 23:44
Share of days for 80% of growth is too low
2019.09.12 23:57
Share of days for 80% of growth is too low
2019.09.10 23:27
Share of days for 80% of growth is too low
2019.08.08 23:35
Share of days for 80% of growth is too low
2019.08.06 23:08
Share of days for 80% of growth is too low
2019.08.02 01:20
Share of days for 80% of growth is too low
2019.05.06 21:42
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.05.02 03:27
No trading activity detected on the Signal's account for the last 6 days
2018.02.22 01:27
Removed warning: Too much growth in the last month indicates a high risk
2018.02.22 00:26
Too much growth in the last month indicates a high risk
2017.09.06 12:09
Removed warning: This is a newly opened account. Trading results may be of random nature
2017.08.24 22:25
Signal account leverage was changed 1 times from 1:50 to 1:100
2017.07.14 15:42
This is a newly opened account, and the trading results may be of random nature
Para estatísticas em detalhe, Faça o login ou registrar
Sinal
Preço
Crescimento
Assinantes
Fundos
Saldo
Semanas
Expert Advisors
Negociações
Rentável
Ativadade
PF
Valor esperado
Rebaixamento
Alavancagem
40
USD
445%
0
0
USD
1.1K
EUR
140
100%
4 282
73%
15%
1.33
0.41
EUR
17%
1:50
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