GerFX QuantFlow Scalper
Güvenilirlik
322 hafta
0 / 0 USD
büyüme başlangıcı: 2018 108%
Ticaret işlemlerini gerçek zamanlı olarak görmek için lütfen giriş yap veya kaydol
  • Varlık
  • Düşüş
İşlemler:
2 593
Kârla kapanan işlemler:
1 748 (67.41%)
Zararla kapanan işlemler:
845 (32.59%)
En iyi işlem:
2.94 EUR
En kötü işlem:
-8.08 EUR
Brüt kâr:
571.35 EUR (53 171 pips)
Brüt zarar:
-400.27 EUR (27 401 pips)
Maksimum ardışık kazanç:
16 (2.53 EUR)
Maksimum ardışık kâr:
7.17 EUR (11)
Sharpe oranı:
0.10
Ticaret etkinliği:
4.71%
Maks. mevduat yükü:
19.78%
En son işlem:
10 saat önce
Hafta başına işlemler:
5
Ort. tutma süresi:
1 saat
Düzelme faktörü:
11.14
Alış işlemleri:
1 294 (49.90%)
Satış işlemleri:
1 299 (50.10%)
Kâr faktörü:
1.43
Beklenen getiri:
0.07 EUR
Ortalama kâr:
0.33 EUR
Ortalama zarar:
-0.47 EUR
Maksimum ardışık kayıp:
6 (-2.82 EUR)
Maksimum ardışık zarar:
-15.36 EUR (2)
Aylık büyüme:
-0.08%
Yıllık tahmin:
-0.25%
Algo ticaret:
100%
Bakiyeye göre düşüş:
Mutlak:
0.00 EUR
Maksimum:
15.36 EUR (5.53%)
Göreceli düşüş:
Bakiyeye göre:
7.02% (11.92 EUR)
Varlığa göre:
4.06% (6.89 EUR)

Dağılım

Sembol İşlemler Sell Buy
EURUSD 819
GBPUSD 626
EURCHF 568
USDCHF 356
USDCAD 106
EURAUD 86
EURCAD 32
200 400 600 800
200 400 600 800
200 400 600 800
Sembol Brüt kâr, USD Zarar, USD Kâr, USD
EURUSD 76
GBPUSD 72
EURCHF 5
USDCHF 19
USDCAD 5
EURAUD 11
EURCAD 7
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
Sembol Brüt kâr, pips Zarar, pips Kâr, pips
EURUSD 9.4K
GBPUSD 7.6K
EURCHF 2.6K
USDCHF 2.6K
USDCAD 1.5K
EURAUD 2.3K
EURCAD 919
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
  • Mevduat yükü
  • Düşüş
En iyi işlem: +2.94 EUR
En kötü işlem: -8 EUR
Maksimum ardışık kazanç: 11
Maksimum ardışık kayıp: 2
Maksimum ardışık kâr: +2.53 EUR
Maksimum ardışık zarar: -2.82 EUR

Farklı brokerların gerçek hesaplarındaki işlem gerçekleştirme istatistiklerine dayalı olarak pip cinsinden ortalama kaymalar. "ICMarkets-Live03" sunucusundan sağlayıcının fiyatları ile abonenin fiyatları arasındaki farka ve işlem gerçekleştirme gecikmelerine bağlıdır. Daha düşük değerler, daha iyi kopyalama kalitesi anlamına gelir.

GO4X-Live
0.00 × 1
T4TCapitalFunds-Demo 2
0.00 × 2
FFTraderSRO-Demo
0.00 × 2
SwitchMarkets-Real
0.00 × 2
TitanFX-05
0.00 × 2
BlueberryMarkets-Live
0.00 × 2
OctaFX-Real5
0.00 × 1
ICMarketsSC-Live32
0.00 × 3
XM.COM-Real 19
0.00 × 1
AFXCapital-Real
0.00 × 1
EGlobal-Classic2
0.00 × 2
TegasFX-Live-UK
0.00 × 40
CapitalCityMarkets-Live
0.00 × 1
StreamForex-Real
0.00 × 1
PHP-LiveLiquidity1
0.00 × 1
CalibrateManagement-Live
0.00 × 2
ATCBrokers-US Live
0.00 × 4
Trade12-Primary
0.10 × 21
FPMarkets-Live2
0.14 × 7
FXGiantsUK-Real4
0.15 × 89
ACYCapital-Live02
0.17 × 12
ZeroMarkets-Live
0.23 × 35
RoboForex-ECN-2
0.25 × 4
MEXExchange-Live
0.29 × 14
RoboForexDE-Pro
0.30 × 50
758 daha fazla...
Ticaret işlemlerini gerçek zamanlı olarak görmek için lütfen giriş yap veya kaydol

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


Ortalama derecelendirme:
skhanolkar
54
skhanolkar 2019.03.01 20:40 
 

Kullanıcı incelemeye herhangi bir yorum bırakmadı

2024.01.08 23:36
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.12.28 01:10
No trading activity detected on the Signal's account for the last 6 days
2023.08.24 22:58
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 01:30
No trading activity detected on the Signal's account for the last 6 days
2023.04.13 23:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.04.13 02:06
No trading activity detected on the Signal's account for the last 6 days
2023.03.20 22:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.03.15 00:44
No trading activity detected on the Signal's account for the last 6 days
2023.01.23 00:57
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.20 14:35
Low trading activity - only 7 trades detected in the last month
2023.01.11 01:10
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.09 23:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.27 03:13
No trading activity detected on the Signal's account for the last 6 days
2022.12.19 22:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.19 00:56
No trading activity detected on the Signal's account for the last 6 days
2022.11.17 22:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.11.16 01:52
No trading activity detected on the Signal's account for the last 6 days
2022.10.26 23:17
Removed warning: Low trading activity - not enough trades detected during the last month
2022.10.20 13:06
Low trading activity - only 7 trades detected in the last month
2022.10.20 00:34
Removed warning: Low trading activity - not enough trades detected during the last month
Ticaret işlemlerini gerçek zamanlı olarak görmek için lütfen giriş yap veya kaydol
Sinyal
Fiyat
Büyüme
Aboneler
Fonlar
Bakiye
Haftalar
Uzman Danışmanlar
İşlemler
Kazanç yüzdesi
Etkinlik
PF
Beklenen getiri
Düşüş
Kaldıraç
Ayda 50 USD
108%
0
0
USD
191
EUR
322
100%
2 593
67%
5%
1.42
0.07
EUR
7%
1:200
Kopyala
Minimum abonelik süresi 30 gündür