• Обзор
  • Отзывы
  • Обсуждение
  • Что нового

Portfolio Golden Eye

This is another powerful and advanced Portfolio of 16 different Expert Advisors where each one operates in GBPJPY M30 with different strategies each.
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

501000

5222,92

52,23

2,36

1,53

51,9

16,96

22,16

10,47

499

GBPJPY

10000

79

248

3,14

Envelopes,Commodity Channel Index,Moving Averages Crossover,Moving Averages Crossover

501001

4935,21

49,35

2,76

1,34

50,86

14,05

17,9

4,25

1162

GBPJPY

10000

43

141

3,28

Candle Color,Entry Time,Stochastic

501002

3562,11

35,62

1,55

2,08

51,27

18,78

23,05

18,08

197

GBPJPY

10000

48

120

2,5

Stochastic,Entry Time,RSI,Moving Averages Crossover

501003

4705,98

47,06

1,82

3

59,62

21,41

25,79

45,25

104

GBPJPY

10000

90

227

2,52

Moving Averages Crossover,Force Index,Money Flow Index

501004

1272,2

12,72

0,49

2,96

53,05

23,55

25,91

7,76

164

GBPJPY

10000

134

63

0,47

Bulls Power,Commodity Channel Index,Moving Average

501005

2904,5

29,04

1,14

2,2

45,45

25,17

25,57

12,57

231

GBPJPY

10000

44

107

2,43

MACD,Entry Time,Moving Averages Crossover,Stochastic Signal

501006

3031,09

30,31

1,84

1,73

52,77

14,9

16,44

11,18

271

GBPJPY

10000

65

104

1,6

Envelopes,Money Flow Index,Moving Average of Oscillator

501007

3280,86

32,81

1,3

2,47

45,06

24,04

25,25

12,97

253

GBPJPY

10000

146

245

1,68

Moving Average,Bollinger Bands,Bulls Power

501008

4687,08

46,87

2,48

1,83

46,35

16,06

18,91

10,06

466

GBPJPY

10000

49

233

4,76

Entry Time,Commodity Channel Index,Money Flow Index

501009

6008,51

60,09

2,96

1,79

49,86

14,38

20,28

16,64

361

GBPJPY

10000

99

244

2,46

Bulls Power,ADX,Entry Time,Stochastic

501010

6062,64

60,63

2,89

1,98

53,28

19,09

20,95

26,47

229

GBPJPY

10000

148

237

1,6

Volumes,Momentum,Standard Deviation

501011

2598,55

25,99

1,67

2,33

55

15,52

15,57

21,65

120

GBPJPY

10000

104

98

0,94

Stochastic,Directional Indicators,Moving Average,RSI

501012

4238,43

42,38

2,3

1,5

56,87

16,56

18,44

8,96

473

GBPJPY

10000

99

173

1,75

RSI,Commodity Channel Index

501013

2124,83

21,25

1,21

2,4

59,66

17,08

17,51

17,86

119

GBPJPY

10000

68

79

1,16

Entry Time,Envelopes,Alligator

501014

3241,92

32,42

1,75

2,23

58,89

17,13

18,56

18,01

180

GBPJPY

10000

78

250

3,21

Williams' Percent Range,Accelerator Oscillator,Directional Indicators,Stochastic

501015

3102,52

31,03

1,73

1,92

52,16

16,5

17,93

13,37

232

GBPJPY

10000

86

250

2,91

Moving Average of Oscillator,Force Index,Accelerator Oscillator,Volumes

 


Нет отзывов
Версия 2.1 2019.04.07
updated the new Portfolio version with all EAs settings