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P95 Strategies
- Средства
- Просадка
Распределение
| Символ | Сделки | Sell | Buy | |
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| WINV26 | 116 | |||
| WINQ26 | 21 | |||
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| Символ | Общая прибыль, USD | Убыток, USD | Прибыль, USD | |
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| WINV26 | 23K | |||
| WINQ26 | 4.3K | |||
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| Символ | Общая прибыль, pips | Убыток, pips | Прибыль, pips | |
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| WINV26 | 92K | |||
| WINQ26 | 26K | |||
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- Загрузка депозита
- Просадка
Среднее проскальзывание на основе статистики исполнения на реальных счетах разных брокеров указано в пунктах. Зависит от разницы между котировками поставщика с "XPMT5-PRD" и подписчика, а также от задержек в исполнении ордеров. Чем меньше значение, тем лучше качество копирования.
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P95 Strategies
Quantitative research. Systematic execution.
P95 Strategies is an automated trading signal focused on Brazilian Ibovespa mini futures (WIN), traded on B3 through MetaTrader 5. Its objective is to seek trading returns from movements in the index, using quantitative models to guide decisions and market exposure.
I develop and maintain the models and operate the strategy with my own capital. P95 grew out of my experience as a broker and more than nine years of studying quantitative methods. Preparation, evidence and personal responsibility guide the work.
The instrument and its role
WIN provides exposure to the Brazilian equity index through standardized futures contracts. Futures allow leveraged exposure using margin collateral and involve daily financial adjustments. Collateral supports the position; it is not a maximum-loss limit. Trading returns should be evaluated separately from any income earned on collateral assets.
Research and validation
The development research includes historical simulations covering April 2021 to September 2026 and five evaluation paths using combinatorial purged cross-validation (CPCV). These compare different combinations of test periods and examine returns, drawdowns and variation between paths, rather than relying on a single favorable result.
The paths share data and are not independent observations. The reviewed simulations use normalized exposure of 1x, a slippage assumption of 1 basis point and transaction costs set to zero. They are research evidence, not the live track record of this signal or an estimate of a subscriber's net return.
Live trading in my own account adds practical observation of execution and model behavior. Research and live observations inform model review as market conditions change. This process helps assess the strategy's limitations; it cannot eliminate market or model risk.
Before copying
This signal is intended for investors who understand leveraged futures and can withstand substantial losses. Confirm that your broker and account support the relevant B3 futures contracts, and review contract specifications, margin requirements and copying settings. Execution prices, costs and position sizing can differ between accounts, so subscriber results can differ from the source account.
Use the statistics available on this MQL5 page to assess the monitored account history. Past results and backtests do not guarantee future returns. Losses can exceed the margin posted. P95 refers to a statistical percentile; it does not mean a 95% probability of profit.
Company website: p95strategies.com