成长
结余
净值
提取
- 净值
- 提取
分配
交易品种 | 交易 | Sell | Buy | |
---|---|---|---|---|
EURUSD | 2981 | |||
GBPUSD | 1638 | |||
EURGBP | 1450 | |||
AUDCAD | 1370 | |||
CHFJPY | 958 | |||
USDJPY | 825 | |||
NZDCAD | 718 | |||
EURCAD | 668 | |||
USDCHF | 608 | |||
EURCHF | 551 | |||
AUDNZD | 548 | |||
EURAUD | 533 | |||
EURJPY | 506 | |||
USDCAD | 476 | |||
XAUUSD | 303 | |||
EURNZD | 294 | |||
AUDUSD | 171 | |||
GBPCAD | 168 | |||
XAUJPY | 129 | |||
GBPCHF | 120 | |||
NZDUSD | 113 | |||
XAUEUR | 64 | |||
EURSGD | 53 | |||
USDNOK | 49 | |||
GBPAUD | 39 | |||
XAUAUD | 35 | |||
CADCHF | 15 | |||
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
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250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
2.3K
2.5K
2.8K
3K
|
交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
---|---|---|---|---|
EURUSD | 391 | |||
GBPUSD | -311 | |||
EURGBP | 286 | |||
AUDCAD | 2.5K | |||
CHFJPY | 411 | |||
USDJPY | 243 | |||
NZDCAD | 1.3K | |||
EURCAD | 302 | |||
USDCHF | -339 | |||
EURCHF | -116 | |||
AUDNZD | -1.4K | |||
EURAUD | -507 | |||
EURJPY | -326 | |||
USDCAD | 774 | |||
XAUUSD | -667 | |||
EURNZD | -63 | |||
AUDUSD | 190 | |||
GBPCAD | -56 | |||
XAUJPY | 31 | |||
GBPCHF | 1.1K | |||
NZDUSD | 602 | |||
XAUEUR | 8 | |||
EURSGD | -281 | |||
USDNOK | -238 | |||
GBPAUD | 183 | |||
XAUAUD | 12 | |||
CADCHF | -140 | |||
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
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2.5K
5K
7.5K
10K
13K
15K
18K
20K
23K
25K
28K
30K
|
交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
---|---|---|---|---|
EURUSD | 28K | |||
GBPUSD | 10K | |||
EURGBP | 14K | |||
AUDCAD | 28K | |||
CHFJPY | 22K | |||
USDJPY | 8.6K | |||
NZDCAD | 10K | |||
EURCAD | 6.7K | |||
USDCHF | 1.1K | |||
EURCHF | 4.1K | |||
AUDNZD | -2.9K | |||
EURAUD | 2.1K | |||
EURJPY | 3K | |||
USDCAD | 6.9K | |||
XAUUSD | 269 | |||
EURNZD | 1.3K | |||
AUDUSD | 2.3K | |||
GBPCAD | 1.1K | |||
XAUJPY | 3K | |||
GBPCHF | 5.2K | |||
NZDUSD | 528 | |||
XAUEUR | 1K | |||
EURSGD | -517 | |||
USDNOK | -108K | |||
GBPAUD | 2K | |||
XAUAUD | 812 | |||
CADCHF | -5.9K | |||
100K
200K
300K
400K
500K
600K
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100K
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|
提取
MFE和 MAE分布点图
在使用期内为每个持仓订单记录最大利润(MFE)值和最大亏损(MAE)值。这些参数使用最大未实现的潜在值和最大容许风险额外表现每个平仓订单。MFE/利润和MAE/利润分布图显示每个订单为沿X轴绘制的收到利润/亏损值的一个点,而潜在利润(MFE)和潜在亏损(MAE)的最大显示值则是沿Y轴绘制。
将光标放在参数/图说明上可以看到最佳和最糟的交易系列。在文章交易中的数学:如何评估交易结果中了解更多有关MAE和MFE分布的信息。
基于有关不同交易商真实账户的执行统计的平均滑移点按点数指定。它取决于 ICMarketsSC-Live16 提供商以及订阅者之间不同的报价,以及订单执行的延迟。值越低意味着复制的质量越高。
ICMarkets-Live07
|
0.00 × 9 | |
SigmaPrimary-Real
|
0.00 × 7 | |
VantageInternational-Live 18
|
0.00 × 1 | |
GoMarkets-Real 1
|
0.00 × 3 | |
OxSecurities-Live
|
0.00 × 1 | |
ICMarkets-Live23
|
0.33 × 18 | |
ICMarkets-Live22
|
0.36 × 183 | |
ICMarketsSC-Live26
|
0.52 × 256 | |
ICMarketsSC-Live20
|
0.62 × 13 | |
ICMarketsSC-Live09
|
0.75 × 161 | |
ICMarketsSC-Live32
|
0.78 × 715 | |
LQD1-Live01
|
0.80 × 5 | |
ICMarkets-Live18
|
0.85 × 48 | |
ICMarketsSC-Live23
|
0.88 × 188 | |
ICMarketsSC-Live22
|
0.90 × 1154 | |
BlackBullMarkets-Live
|
1.00 × 1 | |
ICMarketsSC-Live07
|
1.03 × 183 | |
ICMarketsSC-Live14
|
1.03 × 1927 | |
ICMarkets-Live24
|
1.10 × 153 | |
ICMarketsSC-Live25
|
1.14 × 7 | |
ICMarketsSC-Live16
|
1.15 × 2095 | |
Pepperstone-Edge07
|
1.18 × 17 | |
EightcapLtd-Real-4
|
1.25 × 53 | |
Pepperstone-Edge02
|
1.25 × 213 | |
Tickmill-Live
|
1.32 × 976 | |
Sometimes there are multiple positions on the same currency pair in the same direction: it can happen because different settings of EAs in the portfolio detect a similar setup. Every order always has a stop loss, even if not manifest.
Compared to my FixDream signal, this EVO version has two differences:
1. slightly more aggressive money management, but always with a historical drawdown of 20% measured in 20 years of becktesting.
2. some additional operational signals, which work on time frames D1 and W1. The mix becomes exposed to greater volatility but potentially more performing.
Risk Warning: the portfolio has a maximum drawdown allowed of 20% (drawdown never reached since 2004). Beyond this threshold, the EA generating the signal freezes. Keep in mind therefore that this is the real risk of the portfolio, beyond what appears in the "Drawdown" box, which is evaluated from the date of publication of the signal.