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Portfolio Mirage

This is a real advanced Portfolio of 16 different Expert Advisors where each one operates in EURUSD M30 and has a different strategy.
The idea to create a unified Portfolio came after the awerness of combine different uncorrelated (or correlated negatively) strategies in order to increase performances and at the same time lower the DD; this creation is a result of deep and intelligent studies on correlations and portfolio management.
With this single ex4 file you are able to run these 16 Expert Advisors, to create statistics and also study the progress.
Here each strategy with backtest statistics (5 years time period); the backtest has been made with 0,10 fixed lot and 10K initial capital:

Strategy

Profit

Performance%

DD%

ProfitFactor

WinRatio

Return/DD

Return/DD%

Expected PayOff

Total trades

Market

Initial Capital

SL (pips)

TP (pips)

RR

Indicators

101000

2984,08

29,84

1,52

3,45

63,82

17,55

19,61

19,63

152

EURUSD

10000

141

138

0,98

Bollinger Bands,Alligator,Force Index

101001

3620,78

36,21

1,88

1,46

55,54

18,14

19,26

4,95

731

EURUSD

10000

63

39

0,62

Alligator,Entry Time,Moving Averages Crossover

101002

2371,33

23,71

0,62

2,43

50,62

37,56

38,17

9,84

241

EURUSD

10000

22

295

13,41

Bollinger Bands,Moving Average

101003

6096,7

60,97

2,37

1,73

43,14

17,19

25,7

8,71

700

EURUSD

10000

167

209

1,25

Entry Time,Moving Averages Crossover,Alligator,MACD

101004

2379,59

23,8

1,04

2,23

47,26

22,92

22,99

7,25

328

EURUSD

10000

31

300

9,68

Standard Deviation,RVI,Commodity Channel Index,Stochastic

101005

1548,99

15,49

0,56

1,85

62,85

25,22

27,79

2,14

724

EURUSD

10000

28

195

6,96

Stochastic Signal,Stochastic,DeMarker

101006

2288,71

22,89

1,24

2,2

47,4

18,02

18,46

11,92

192

EURUSD

10000

25

95

3,8

Bollinger Bands,Bollinger Bands

101007

1960,03

19,6

0,84

2,43

57,4

23,16

23,21

8,79

223

EURUSD

10000

125

47

0,38

Bollinger Bands,Directional Indicators

101008

1957,79

19,58

0,9

2,69

59,6

21,76

21,78

9,89

198

EURUSD

10000

51

116

2,27

Bollinger Bands,Money Flow Index

101009

3829,68

38,3

1,9

1,32

50,73

20,09

20,16

2,65

1445

EURUSD

10000

22

167

7,59

RVI,Bulls Power

101010

2485,74

24,86

0,95

2,12

71,26

24,61

26,23

4,83

515

EURUSD

10000

82

19

0,23

Money Flow Index,Alligator,Accelerator Oscillator

101011

3181,32

31,81

1,16

2,43

49,74

24,66

27,45

16,31

195

EURUSD

10000

35

276

7,89

Candle Color,Volumes,MACD

101012

4604,71

46,05

2,44

1,37

48,11

18,82

18,85

5,43

848

EURUSD

10000

35

55

1,57

RVI

101013

9790,02

97,9

4,12

1,28

65,45

17,07

23,75

2,25

4350

EURUSD

10000

50

207

4,14

Stochastic Signal,Williams' Percent Range

101014

4180,51

41,81

2,08

1,79

51,54

17,35

20,1

12,9

324

EURUSD

10000

42

169

4,02

Candle Color,Bollinger Bands

101015

4623,25

46,23

2,75

1,39

56,38

16,78

16,82

4,5

1027

EURUSD

10000

38

51

1,34

RVI,MACD Signal

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