SmartGrid
0条评论
可靠性
101
0 / 0 USD
增长自 2022 4%
查看详细统计,请 登录 或者 注册
  • 净值
  • 提取
交易:
1 605
盈利交易:
1 272 (79.25%)
亏损交易:
333 (20.75%)
最好交易:
849.04 AUD
最差交易:
-1 087.71 AUD
毛利:
36 157.07 AUD (5 210 584 pips)
毛利亏损:
-32 180.32 AUD (2 065 610 pips)
最大连续赢利:
49 (356.88 AUD)
最大连续盈利:
1 452.09 AUD (15)
夏普比率:
0.03
交易活动:
100.00%
最大入金加载:
101.72%
最近交易:
2 几小时前
每周交易:
20
平均持有时间:
9 天
采收率:
0.54
长期交易:
1 383 (86.17%)
短期交易:
222 (13.83%)
利润因子:
1.12
预期回报:
2.48 AUD
平均利润:
28.43 AUD
平均损失:
-96.64 AUD
最大连续失误:
51 (-468.96 AUD)
最大连续亏损:
-4 301.63 AUD (4)
每月增长:
9.13%
年度预测:
110.72%
算法交易:
69%
结余跌幅:
绝对:
405.52 AUD
最大值:
7 421.73 AUD (42.76%)
相对跌幅:
结余:
38.26% (7 413.33 AUD)
净值:
37.78% (7 047.00 AUD)

分配

交易品种 交易 Sell Buy
US2000 246
Short_VIX_FUT_ETF_(SVXY.N) 234
EUSTX50 96
US500 81
SpotBrent 79
AUDUSD 73
USDCHF 71
USDJPY 60
SVXY.US 55
NOR25 52
AUS200 41
UK100 38
XAUUSD 36
CA60 32
SA40 32
Metals_&_Mining_(XME.P) 28
NETH25 28
NVIDIA_Corporation_(NVDA.O) 25
XAUJPY 23
VIX 20
BTCUSD 19
USDX 17
FRA40 16
XOP.US 15
Global_Energy_ETF_(IXC.P) 14
iShares_Mexico_ETF_(EWW.P) 14
EWW.US 13
XAUAUD 12
CN50 11
NVDA.US 11
IXC.US 11
Invesco_DB_Ag_Fund_(DBA.P) 10
XAGEUR 9
AUDJPY 9
XME.US 8
XAGUSD 8
Energy_Select_Fund_(XLE.P) 6
NAS100 6
India_50_ETF_(INDY.O) 5
JPN225 4
GBPUSD 4
MPL.AU 4
Cocoa 3
MSCI_Indonesia_ETF_(EIDO.P) 3
GERTEC30 3
OJ 2
EURUSD 2
DOGEUSD 2
Dividend_ETF_(SDY.P) 1
SPA35 1
iShares_ACWI_ETF_(ACWI.OQ) 1
SCI25 1
EURJPY 1
JPYX 1
GBPAUD 1
AUDCHF 1
USDCAD 1
BTCGBP 1
ETHAUD 1
Crypto30 1
BTCAUD 1
XAUGBP 1
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
交易品种 毛利, USD 损失, USD 利润, USD
US2000 318
Short_VIX_FUT_ETF_(SVXY.N) 305
EUSTX50 564
US500 616
SpotBrent 190
AUDUSD 148
USDCHF -173
USDJPY 110
SVXY.US -4.5K
NOR25 153
AUS200 462
UK100 335
XAUUSD 459
CA60 814
SA40 217
Metals_&_Mining_(XME.P) 360
NETH25 -7
NVIDIA_Corporation_(NVDA.O) 105
XAUJPY 307
VIX -1.7K
BTCUSD 450
USDX -355
FRA40 235
XOP.US 83
Global_Energy_ETF_(IXC.P) 717
iShares_Mexico_ETF_(EWW.P) -164
EWW.US 234
XAUAUD 1.2K
CN50 335
NVDA.US 12
IXC.US 437
Invesco_DB_Ag_Fund_(DBA.P) -720
XAGEUR 261
AUDJPY 12
XME.US 104
XAGUSD 47
Energy_Select_Fund_(XLE.P) 123
NAS100 74
India_50_ETF_(INDY.O) 207
JPN225 -33
GBPUSD 46
MPL.AU 136
Cocoa -19
MSCI_Indonesia_ETF_(EIDO.P) -248
GERTEC30 50
OJ 80
EURUSD -3
DOGEUSD 347
Dividend_ETF_(SDY.P) 47
SPA35 4
iShares_ACWI_ETF_(ACWI.OQ) 24
SCI25 7
EURJPY 17
JPYX 0
GBPAUD 68
AUDCHF 72
USDCAD -12
BTCGBP 15
ETHAUD 37
Crypto30 2
BTCAUD 2
XAUGBP 21
2K 4K 6K 8K
2K 4K 6K 8K
2K 4K 6K 8K
交易品种 毛利, pips 损失, pips 利润, pips
US2000 6.9K
Short_VIX_FUT_ETF_(SVXY.N) 515
EUSTX50 20K
US500 11K
SpotBrent 18K
AUDUSD 5.6K
USDCHF -3K
USDJPY 3.3K
SVXY.US -9.2K
NOR25 43K
AUS200 27K
UK100 24K
XAUUSD 1.1K
CA60 38K
SA40 1.6M
Metals_&_Mining_(XME.P) 1.5K
NETH25 5.2K
NVIDIA_Corporation_(NVDA.O) 2.5K
XAUJPY 2.8K
VIX -981
BTCUSD 1.2M
USDX -3.8K
FRA40 11K
XOP.US 1.7K
Global_Energy_ETF_(IXC.P) 1.6K
iShares_Mexico_ETF_(EWW.P) 481
EWW.US 1.3K
XAUAUD 88K
CN50 33K
NVDA.US -18
IXC.US 796
Invesco_DB_Ag_Fund_(DBA.P) -157
XAGEUR 4.6K
AUDJPY 523
XME.US 425
XAGUSD 170
Energy_Select_Fund_(XLE.P) 502
NAS100 2.2K
India_50_ETF_(INDY.O) 190
JPN225 -2.9K
GBPUSD 127
MPL.AU 147
Cocoa -108
MSCI_Indonesia_ETF_(EIDO.P) -286
GERTEC30 14K
OJ 266
EURUSD -9
DOGEUSD 2.3K
Dividend_ETF_(SDY.P) 300
SPA35 341
iShares_ACWI_ETF_(ACWI.OQ) 131
SCI25 45
EURJPY 221
JPYX -26
GBPAUD 455
AUDCHF 192
USDCAD -8
BTCGBP 9.8K
ETHAUD 4.9K
Crypto30 173
BTCAUD 6.3K
XAUGBP 1.4K
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
  • 入金加载
  • 提取
最好交易: +849.04 AUD
最差交易: -1 088 AUD
最大连续赢利: 15
最大连续失误: 4
最大连续盈利: +356.88 AUD
最大连续亏损: -468.96 AUD

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 Pepperstone-MT5-Live01 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。

Tradeview-Live
0.00 × 1
TickmillUK-Live
0.00 × 2
ICMarketsSC-MT5-4
0.00 × 9
ICMarketsEU-MT5
0.23 × 35
Exness-MT5Real3
0.31 × 345
PacificUnionLLC-Live
0.48 × 46
FXPIG-Server
0.60 × 200
ICMarketsEU-MT5-2
0.74 × 27
ActivTradesCorp-Server
0.75 × 4
Tickmill-Live
0.85 × 176
AdmiralsGroup-Live
1.00 × 1
EvolveMarkets-MT5 Live Server
1.00 × 5
ICTrading-MT5-4
1.00 × 4
TitanFX-MT5-01
1.12 × 69
Exness-MT5Real9
1.13 × 8
Darwinex-Live
1.13 × 113
Eightcap-Live
1.19 × 254
ICMarketsSC-MT5
1.33 × 1706
ICMarketsSC-MT5-2
1.41 × 28883
Exness-MT5Real7
1.42 × 389
PepperstoneUK-Live
1.50 × 88
Alpari-MT5
1.59 × 114
ForexTimeFXTM-Live01
1.60 × 5
ICMarkets-MT5
1.76 × 235
VantageFX-Live
2.25 × 96
50 更多...
查看详细统计,请 登录 或者 注册

This system is designed to produce above average returns by trading stock market indicies, the VIX, and some commodities in a grid fashion with leverage. There is a dynamic position sizing system based mostly on account size, and there is NO MARTINGALE used in this strategy.

The idea behind the strategy is that since stock markets have an expected return above zero over the long term, then a grid strategy that is long-only would also have a positive expected return. The returns are amplified with leverage. The VIX is inversely correlated with stock market movements, meaning that going long on the VIX is a hedge against a stock market downturn. This protects against fast market crashes.

Commodities are uncorrelated with both the stock market and the VIX, adding diversification into the system.

Backtesting has been optimised and is calculated in a pessimistic environment, where all symbols pay swaps. In reality, some symbols will earn overnight swaps, but parameters were picked assuming that swaps are always paid rather than earned. Backtesting results shows (with paying swaps):

  • Monthly Returns = 6%
  • Sharpe Ratio = 2.11
  • Sortino Ratio = 3.17
  • Max Drawdown = 14.75%
  • Gini Coefficient (equality of profits across symbols) = 0.2


It is exceedingly unlikely that this account blows up, with a max DD of < 15% occuring over a 2 year period that includes major stock market declines.


Verified myfxbook link


没有评论
2024.09.06 18:46
80% of growth achieved within 1 days. This comprises 0.14% of days out of 691 days of the signal's entire lifetime.
2024.09.04 22:02
Share of days for 80% of growth is too low
2024.09.04 03:35
80% of growth achieved within 1 days. This comprises 0.15% of days out of 689 days of the signal's entire lifetime.
2024.08.05 16:03
Share of days for 80% of growth is too low
2024.06.15 03:06
High current drawdown in 38% indicates the absence of risk limitation
2024.04.11 11:39
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.04.10 17:16
No trading activity detected on the Signal's account for the last 6 days
2024.04.04 15:53
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.04.01 21:48
No trading activity detected on the Signal's account for the last 6 days
2023.12.11 11:20
No swaps are charged
2023.12.11 11:20
No swaps are charged
2023.11.21 23:01
No swaps are charged on the signal account
2023.11.15 11:16
No swaps are charged
2023.11.15 11:16
No swaps are charged
2023.11.10 17:48
No swaps are charged on the signal account
2023.05.04 18:12
80% of growth achieved within 1 days. This comprises 0.5% of days out of 200 days of the signal's entire lifetime.
2023.05.04 00:12
Share of days for 80% of growth is too low
2023.05.02 16:55
80% of growth achieved within 1 days. This comprises 0.51% of days out of 198 days of the signal's entire lifetime.
2023.04.26 11:02
Share of days for 80% of growth is too low
2023.03.14 16:03
Removed warning: Too frequent deals may negatively impact copying results
查看详细统计,请 登录 或者 注册
信号
价格
成长
订阅者
资金
结余
EA交易
交易
赢%
活动
PF
预期回报
提取
杠杆
每月30 USD
4%
0
0
USD
16K
AUD
101
69%
1 605
79%
100%
1.12
2.48
AUD
38%
1:500
复制