This is a automated Trading Account. The EA Trades on averge 1 Trade / Day. Sometimes there are Days with no Trade and Days with 3-5 Trades.

This Master Account is designed for High Risk / High Reward. Every Trade is calculatet with 10% per Trade.


The open Trades are Closed before the Weekend starts. No open Trades with Weekend Risk !
Pending Orders still Open over the Weekend.

Please use a Broker with Low Spread (< 0.8 Pips ) and Low Slippage ( < 0.6 / Trade ).

Here some Stats from the Backtest with TickData and REAL Variable Spread from Dukascopy Broker.
*Please ignore the "Spread 10" Value, this is not true when the Backtest is Made with 99% quality!


Bars in test303803Ticks modelled184139734Modelling quality99.00%
Mismatched charts errors0




Initial deposit10000.00

Spread10
Total net profit7571.86Gross profit16461.86Gross loss-8890.00
Profit factor1.85Expected payoff4.07

Absolute drawdown87.06Maximal drawdown216.81 (1.90%)Relative drawdown1.90% (216.81)

Total trades1862Short positions (won %)919 (88.36%)Long positions (won %)943 (81.12%)

Profit trades (% of total)1577 (84.69%)Loss trades (% of total)285 (15.31%)
Largestprofit trade137.50loss trade-36.73
Averageprofit trade10.44loss trade-31.19
Maximumconsecutive wins (profit in money)30 (347.10)consecutive losses (loss in money)5 (-151.50)
Maximalconsecutive profit (count of wins)347.10 (30)consecutive loss (count of losses)-151.50 (5)
Averageconsecutive wins7consecutive losses1
  • 成长
  • 净值
  • 结余
  • 风险
  • 分配
  • 滑移
  • 评论
  • 有什么新闻吗?
1月
2月
3月
4月
5月
6月
7月
8月
9月
10月
11月
12月
YTD
共计:
交易: 431
盈利交易: 325 (75.40%)
亏损交易: 106 (24.59%)
最好交易: 1012.77 USD
最差交易: -1482.00 USD
毛利: 21828.89 USD (28996 pips)
毛利亏损: -24474.73 USD (24750 pips)
最大连续赢利: 22 (1363.55 USD)
最大连续盈利: 1897.00 USD (12)
夏普比率: -0.05
交易活动: 6.47%
最大入金加载: 17.38%
采收率: -0.35
长期交易: 201 (46.64%)
短期交易: 230 (53.36%)
利润因子: 0.89
预期回报: -6.14 USD
平均利润: 67.17 USD
平均损失: -230.89 USD
最大连续失误: 10 (-660.62 USD)
最大连续亏损: -1482.00 USD (1)
每月增长: 0.00%
年度预测: 0.00%
最好交易: 1012.77 USD
最大连续赢利: 22 (1363.55 USD)
最大连续盈利: 1897.00 USD (12)
最差交易: -1482.00 USD
最大连续失误: 10 (-660.62 USD)
最大连续亏损: -1482.00 USD (1)
结余跌幅:
绝对: 3166.27 USD
最大值: 7606.55 USD (124.80%)
相对跌幅:
结余: 89.41% (7606.55 USD)
净值: 38.87% (686.50 USD)

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。

无数据
无数据

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。

交易品种 交易 Sell Buy
EURUSD 431
100200300400500
100200300400500
100200300400500

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 JFD-Live02 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。

JFD-Live02
0.20 × 1166
Monex-Server2
2.50 × 2
OneTrade-Real
5.26 × 107
XM.COM-Real 2
6.00 × 1
FxPro.com-Real01
6.14 × 7
FxPro.com-Real03
6.16 × 19
BerndaleCapital-Live
7.25 × 8
Harborx-Institutional
8.95 × 21
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没有评论
2015.12.20 14:04 2015.12.20 14:04:51 

The actual Drawdown is in the Historical Range, so nothing to worry about.

Deeper Analysis of the Historical Data shows, for Short Trades the Pips/Trades is far better.

I have modified the EA to change the Risk for Long and Short trades.

Now the Risk for Short Trades is 13% Risk Trade and for Long Trades 7% Risk per Trade.

I review the EA again End of 02/2016.

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