NY Close Scalper
Confiabilidade
113 semanas (desde 2018)
0
0 USD
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Saldo

Capital líquido

Rebaixamento

  • Capital líquido
  • Rebaixamento
Negociações:
1 344
Negociações com lucro:
956 (71.13%)
Negociações com perda:
388 (28.87%)
Melhor negociação:
2.94 EUR
Pior negociação:
-8.08 EUR
Lucro bruto:
394.05 EUR (29 484 pips)
Perda bruta:
-261.30 EUR (14 326 pips)
Máximo de vitórias consecutivas:
14 (6.92 EUR)
Máximo lucro consecutivo:
7.17 EUR (11)
Índice de Sharpe:
0.13
Actividade de negociação:
6.80%
Depósito máximo carregado:
19.78%
Último negócio:
28 minutos atrás
Negociações por semana:
15
Tempo médio de espera:
50 minutos
Fator de recuperação:
8.64
Negociações longas:
703 (52.31%)
Negociações curtas:
641 (47.69%)
Fator de lucro:
1.51
Valor esperado:
0.10 EUR
Lucro médio:
0.41 EUR
Perda média:
-0.67 EUR
Máximo de perdas consecutivas:
5 (-7.01 EUR)
Máxima perda consecutiva:
-15.36 EUR (2)
Crescimento mensal:
1.17%
Previsão anual:
14.21%
Algotrading:
100%

Distribuição

Símbolo Operações Sell Buy
EURUSD 379
GBPUSD 348
EURCHF 331
USDCHF 196
USDCAD 45
EURAUD 36
EURCAD 9
50100150200250300350400
50100150200250300350400
50100150200250300350400
Símbolo Lucro bruto, USD Loss, USD Lucro, USD
EURUSD 50
GBPUSD 59
EURCHF 21
USDCHF 18
USDCAD 0
EURAUD 0
EURCAD 4
255075100125150175200225250275300
255075100125150175200225250275300
255075100125150175200225250275300
Símbolo Lucro bruto, pips Loss, pips Lucro, pips
EURUSD 4.9K
GBPUSD 5K
EURCHF 2.8K
USDCHF 1.9K
USDCAD 517
EURAUD 499
EURCAD 385
2.5K5K7.5K10K13K15K18K20K
2.5K5K7.5K10K13K15K18K20K
2.5K5K7.5K10K13K15K18K20K

Rebaixamento

Melhor negociação:
2.94 EUR
Máximo de vitórias consecutivas:
14 (6.92 EUR)
Máximo lucro consecutivo:
7.17 EUR (11)
Pior negociação:
-8.08 EUR
Máximo de perdas consecutivas:
5 (-7.01 EUR)
Máxima perda consecutiva:
-15.36 EUR (2)
Rebaixamento pelo saldo:
Absoluto:
0.00 EUR
Máximo:
15.36 EUR (5.53%)
Rebaixamento relativo:
Pelo Saldo:
5.85% (12.64 EUR)
Pelo Capital Líquido:
3.63% (10.90 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-Live03" e do assinante, bem como de atrasos na execução de ordens. Quanto menor o valor, melhor a qualidade da cópia.

GO4X-Live
0.00 × 1
StreamForex-Real
0.00 × 1
XM.COM-Real 19
0.00 × 1
PHP-LiveLiquidity1
0.00 × 1
ICMarketsSC-Live11
0.00 × 3
FFTraderSRO-Demo
0.00 × 2
ATCBrokers-US Live
0.00 × 4
CalibrateManagement-Live
0.00 × 2
AFXCapital-Real
0.00 × 1
EGlobal-Classic2
0.00 × 2
CapitalCityMarkets-Live
0.00 × 1
Trade12-Primary
0.10 × 21
FXGiantsUK-Real4
0.15 × 89
ICMarketsSC-Live17
0.22 × 67
ICMarketsSC-Live10
0.24 × 37
ICMarketsSC-Live18
0.25 × 8
MEXExchange-Live
0.29 × 14
RoboForexDE-Pro
0.30 × 50
Quantix-Live2
0.30 × 102
UniverseWheel-Live
0.33 × 3
GerchikCo-Gerchik and Co Ltd.
0.47 × 38
AGMGroupLtd-Real
0.48 × 209
EvolveMarkets-MT4 Live Server
0.51 × 225
AdmiralMarkets-Live3
0.52 × 305
ICMarketsSC-Live22
0.56 × 34
599 mais ...
Para estatísticas em detalhe, Faça o login ou registrar

This signal uses an automated mean reversion strategy around the close of the New York session, 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 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 NY Close 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.

Classificação Média:
skhanolkar
29
skhanolkar 2019.03.01 20:40 
 

Usuário não fez qualquer comentário sobre a classificação

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.
2020.04.08 03:22
Removed warning: Low trading activity - not enough trades detected during the last month
2020.03.15 02:44
No trading activity detected on the Signal's account for the last 6 days
2020.03.04 23:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.03.02 01:53
No trading activity detected on the Signal's account for the last 6 days
2020.01.07 22:50
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.12.29 01:17
No trading activity detected on the Signal's account for the last 6 days
2019.07.25 23:39
Share of days for 80% of growth is too low
2019.07.25 01:59
80% of growth achieved within 23 days. This comprises 5% of days out of 472 days of the signal's entire lifetime.
2019.06.24 01:41
Share of days for 80% of growth is too low
2019.06.24 00:40
80% of growth achieved within 22 days. This comprises 5% of days out of 441 days of the signal's entire lifetime.
2019.06.16 23:52
Share of days for 80% of growth is too low
2019.06.13 03:12
80% of growth achieved within 21 days. This comprises 5% of days out of 430 days of the signal's entire lifetime.
2019.06.12 23:58
Share of days for 80% of growth is too low
2019.06.10 02:57
80% of growth achieved within 21 days. This comprises 5% of days out of 427 days of the signal's entire lifetime.
2019.06.06 23:59
Share of days for 80% of growth is too low
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Sinal
Preço
Crescimento
Assinantes
Fundos
Saldo
Semanas
Expert Advisors
Negociações
Rentável
Ativadade
PF
Valor esperado
Rebaixamento
Alavancagem
40
USD
68%
0
0
USD
163
EUR
113
100%
1 344
71%
7%
1.50
0.10
EUR
6%
1:200
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