增长自 2022 -75%
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  • 净值
  • 提取
交易:
4 401
盈利交易:
3 433 (78.00%)
亏损交易:
968 (22.00%)
最好交易:
849.04 AUD
最差交易:
-1 773.79 AUD
毛利:
79 126.81 AUD (6 900 005 pips)
毛利亏损:
-103 840.68 AUD (4 994 203 pips)
最大连续赢利:
104 (1 723.27 AUD)
最大连续盈利:
1 723.27 AUD (104)
夏普比率:
0.01
交易活动:
97.77%
最大入金加载:
134.90%
最近交易:
1 几小时前
每周交易:
26
平均持有时间:
5 天
采收率:
-0.70
长期交易:
3 561 (80.91%)
短期交易:
840 (19.09%)
利润因子:
0.76
预期回报:
-5.62 AUD
平均利润:
23.05 AUD
平均损失:
-107.27 AUD
最大连续失误:
55 (-6 132.67 AUD)
最大连续亏损:
-7 487.10 AUD (39)
每月增长:
2.16%
年度预测:
26.15%
算法交易:
69%
结余跌幅:
绝对:
28 111.03 AUD
最大值:
35 465.90 AUD (204.36%)
相对跌幅:
结余:
83.94% (35 433.30 AUD)
净值:
59.32% (13 605.51 AUD)

分配

交易品种 交易 Sell Buy
US2000 450
AUDUSD 389
USDJPY 288
Short_VIX_FUT_ETF_(SVXY.N) 234
US500 226
EUSTX50 198
XAUUSD 143
XAUAUD 137
UK100 123
GER40 121
SVXY.US 98
AUS200 91
XOP.US 87
NOR25 86
SpotBrent 79
XTZUSD 77
FRA40 74
USDCHF 71
MPL.AU 68
URA.US 62
XAGUSD 61
SPA35 58
RIO.AU 58
SA40 56
USDX 46
NETH25 46
BXB.AU 43
XRT.US 41
IXC.US 40
XPTUSD 39
XAUJPY 36
GDX.US 36
XAUEUR 35
NAS100 33
CA60 32
WES.AU 30
XLI.US 30
AUDJPY 29
INDY.US 29
Metals_&_Mining_(XME.P) 28
MDY.US 27
NVIDIA_Corporation_(NVDA.O) 25
COL.AU 25
VIX 24
BTCUSD 23
XLMUSD 20
MQG.AU 20
CN50 19
Global_Energy_ETF_(IXC.P) 14
iShares_Mexico_ETF_(EWW.P) 14
HK50 14
XME.US 13
EWW.US 13
XLE.US 13
NVDA.US 12
EURUSD 11
GBPUSD 11
XAGAUD 11
Invesco_DB_Ag_Fund_(DBA.P) 10
XAGEUR 9
DBA.US 8
CBA.AU 7
DOTUSD 7
KSMUSD 7
Energy_Select_Fund_(XLE.P) 6
EOSUSD 6
BCHUSD 6
India_50_ETF_(INDY.O) 5
LTCUSD 5
JPN225 4
TLT.US 4
Cocoa 3
MSCI_Indonesia_ETF_(EIDO.P) 3
GERTEC30 3
EURJPY 3
AUDCHF 3
XAUGBP 3
NEM.US 3
GBPJPY 3
NZDJPY 3
SpotCrude 3
SDY.US 3
OJ 2
SCI25 2
DOGEUSD 2
LINKUSD 2
ETCUSD 2
AUDCNH 2
SDF.AU 2
REA.AU 2
DOW.AU 2
WOW.AU 2
Dividend_ETF_(SDY.P) 1
iShares_ACWI_ETF_(ACWI.OQ) 1
JPYX 1
GBPAUD 1
USDCAD 1
BTCGBP 1
ETHAUD 1
Crypto30 1
BTCAUD 1
EURAUD 1
GLMRUSD 1
USDPLN 1
XAUCHF 1
EURTRY 1
USDTRY 1
MXNJPY 1
GDXJ.US 1
PMV.AU 1
BOQ.AU 1
DDR.AU 1
CPU.AU 1
RMD.AU 1
IAG.AU 1
QBE.AU 1
STO.AU 1
TLC.AU 1
JBH.AU 1
EBO.AU 1
IRE.AU 1
PNI.AU 1
ANN.AU 1
ILU.AU 1
FMG.AU 1
BEN.AU 1
WOR.AU 1
MFG.AU 1
DMP.AU 1
SEK.AU 1
ORG.AU 1
WHC.AU 1
YAL.AU 1
SHL.AU 1
NEM.AU 1
MND.AU 1
SGM.AU 1
REH.AU 1
ARB.AU 1
100 200 300 400 500
100 200 300 400 500
100 200 300 400 500
交易品种 毛利, USD 损失, USD 利润, USD
US2000 -917
AUDUSD -1.6K
USDJPY 85
Short_VIX_FUT_ETF_(SVXY.N) 305
US500 -73
EUSTX50 169
XAUUSD -398
XAUAUD 1.3K
UK100 749
GER40 -603
SVXY.US -5.1K
AUS200 533
XOP.US 600
NOR25 -1.4K
SpotBrent 190
XTZUSD -4.2K
FRA40 -154
USDCHF -173
MPL.AU 927
URA.US -1.2K
XAGUSD -2.4K
SPA35 332
RIO.AU 524
SA40 -523
USDX -49
NETH25 67
BXB.AU 635
XRT.US -992
IXC.US 385
XPTUSD -1K
XAUJPY 16
GDX.US 219
XAUEUR -138
NAS100 -194
CA60 814
WES.AU 113
XLI.US 480
AUDJPY -178
INDY.US -716
Metals_&_Mining_(XME.P) 360
MDY.US -25
NVIDIA_Corporation_(NVDA.O) 105
COL.AU 189
VIX -1.7K
BTCUSD 472
XLMUSD -66
MQG.AU 198
CN50 237
Global_Energy_ETF_(IXC.P) 717
iShares_Mexico_ETF_(EWW.P) -164
HK50 -138
XME.US -1.8K
EWW.US 234
XLE.US -1.8K
NVDA.US 12
EURUSD -255
GBPUSD -25
XAGAUD 43
Invesco_DB_Ag_Fund_(DBA.P) -720
XAGEUR 261
DBA.US 202
CBA.AU 224
DOTUSD -23
KSMUSD -157
Energy_Select_Fund_(XLE.P) 123
EOSUSD -2
BCHUSD 57
India_50_ETF_(INDY.O) 207
LTCUSD -4
JPN225 -33
TLT.US -59
Cocoa -19
MSCI_Indonesia_ETF_(EIDO.P) -248
GERTEC30 50
EURJPY -13
AUDCHF 76
XAUGBP 13
NEM.US 9
GBPJPY -17
NZDJPY 0
SpotCrude 224
SDY.US 46
OJ 80
SCI25 91
DOGEUSD 347
LINKUSD -16
ETCUSD -4
AUDCNH 21
SDF.AU -337
REA.AU 34
DOW.AU -333
WOW.AU -212
Dividend_ETF_(SDY.P) 47
iShares_ACWI_ETF_(ACWI.OQ) 24
JPYX 0
GBPAUD 68
USDCAD -12
BTCGBP 15
ETHAUD 37
Crypto30 2
BTCAUD 2
EURAUD -5
GLMRUSD -1
USDPLN 4
XAUCHF 31
EURTRY -983
USDTRY -366
MXNJPY -3
GDXJ.US 36
PMV.AU -96
BOQ.AU -13
DDR.AU 6
CPU.AU -10
RMD.AU 17
IAG.AU -52
QBE.AU -10
STO.AU -13
TLC.AU -8
JBH.AU -38
EBO.AU -44
IRE.AU -66
PNI.AU -31
ANN.AU -1
ILU.AU -20
FMG.AU -38
BEN.AU -53
WOR.AU -12
MFG.AU -63
DMP.AU -17
SEK.AU -43
ORG.AU -25
WHC.AU -11
YAL.AU -9
SHL.AU -52
NEM.AU -2
MND.AU -32
SGM.AU -7
REH.AU -1
ARB.AU -18
2K 4K 6K 8K 10K
2K 4K 6K 8K 10K
2K 4K 6K 8K 10K
交易品种 毛利, pips 损失, pips 利润, pips
US2000 7.2K
AUDUSD -118K
USDJPY 44K
Short_VIX_FUT_ETF_(SVXY.N) 515
US500 18K
EUSTX50 20K
XAUUSD -2.2K
XAUAUD 104K
UK100 36K
GER40 -42K
SVXY.US -6.6K
AUS200 37K
XOP.US 7.1K
NOR25 28K
SpotBrent 18K
XTZUSD -3.7K
FRA40 12K
USDCHF -3K
MPL.AU 2.5K
URA.US -7.1K
XAGUSD -43K
SPA35 31K
RIO.AU 52K
SA40 1.2M
USDX -447
NETH25 9.6K
BXB.AU 9.1K
XRT.US -2.1K
IXC.US 1.1K
XPTUSD -62K
XAUJPY -674
GDX.US 6.2K
XAUEUR -39K
NAS100 -3.9K
CA60 38K
WES.AU 8.5K
XLI.US 5.1K
AUDJPY 441
INDY.US -969
Metals_&_Mining_(XME.P) 1.5K
MDY.US -1.8K
NVIDIA_Corporation_(NVDA.O) 2.5K
COL.AU 3.6K
VIX -941
BTCUSD 1.2M
XLMUSD -16K
MQG.AU 67K
CN50 25K
Global_Energy_ETF_(IXC.P) 1.6K
iShares_Mexico_ETF_(EWW.P) 481
HK50 -2K
XME.US -753
EWW.US 1.3K
XLE.US -52
NVDA.US 17
EURUSD -290
GBPUSD -149
XAGAUD -419
Invesco_DB_Ag_Fund_(DBA.P) -157
XAGEUR 4.6K
DBA.US 144
CBA.AU 4.5K
DOTUSD -13K
KSMUSD -134K
Energy_Select_Fund_(XLE.P) 502
EOSUSD -1.2K
BCHUSD 2.3K
India_50_ETF_(INDY.O) 190
LTCUSD -2.3K
JPN225 -2.9K
TLT.US -61
Cocoa -108
MSCI_Indonesia_ETF_(EIDO.P) -286
GERTEC30 14K
EURJPY 198
AUDCHF 211
XAUGBP 1.4K
NEM.US 42
GBPJPY 106
NZDJPY 22
SpotCrude 19K
SDY.US 280
OJ 266
SCI25 128
DOGEUSD 2.3K
LINKUSD -137
ETCUSD -3.5K
AUDCNH 695
SDF.AU -308
REA.AU -809
DOW.AU -538
WOW.AU -1.3K
Dividend_ETF_(SDY.P) 300
iShares_ACWI_ETF_(ACWI.OQ) 131
JPYX -26
GBPAUD 455
USDCAD -8
BTCGBP 9.8K
ETHAUD 4.9K
Crypto30 173
BTCAUD 6.3K
EURAUD -26
GLMRUSD -534
USDPLN 1.4K
XAUCHF 2.3K
EURTRY -406K
USDTRY -209K
MXNJPY -43K
GDXJ.US 34
PMV.AU -410
BOQ.AU -59
DDR.AU 150
CPU.AU -619
RMD.AU 1K
IAG.AU -379
QBE.AU -330
STO.AU -160
TLC.AU -40
JBH.AU -2.7K
EBO.AU -630
IRE.AU -319
PNI.AU -859
ANN.AU 20
ILU.AU -219
FMG.AU -480
BEN.AU -339
WOR.AU -190
MFG.AU -380
DMP.AU -579
SEK.AU -660
ORG.AU -210
WHC.AU -150
YAL.AU -79
SHL.AU -1K
NEM.AU -430
MND.AU -850
SGM.AU -289
REH.AU 10
ARB.AU -309
1M 2M 3M 4M 5M 6M
1M 2M 3M 4M 5M 6M
1M 2M 3M 4M 5M 6M
  • 入金加载
  • 提取
最好交易: +849.04 AUD
最差交易: -1 774 AUD
最大连续赢利: 104
最大连续失误: 39
最大连续盈利: +1 723.27 AUD
最大连续亏损: -6 132.67 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。

Traderscale-Trade
0.00 × 1
ICMarketsEU-MT5-5
0.00 × 4
DerivSVG-Server-03
0.00 × 3
Exness-MT5Real28
0.00 × 2
ACYSecurities-Live
0.00 × 1
TradeSmart-Server01
0.00 × 1
DerivSVG-Server-02
0.00 × 1
GlobalPrime-Trade
0.00 × 1
XMGlobal-MT5 7
0.00 × 1
FXCC1-Trade
0.00 × 1
TickmillUK-Live
0.00 × 2
Elev8-Real2
0.00 × 1
VantageInternational-Live 6
0.00 × 1
Tradeview-Live
0.00 × 1
VantageInternational-Live 13
0.00 × 2
PepperstoneKE-MT5-Live01
0.00 × 1
VantageInternational-Live 10
0.00 × 1
FxPro-MT5 Live03
0.00 × 1
OxSecurities-Live
0.14 × 7
ICMarketsEU-MT5
0.23 × 35
ICMarketsSC-MT5-3
0.29 × 7
PacificUnionLLC-Live
0.48 × 46
DooTechnology-Live
0.54 × 26
FXPIG-Server
0.60 × 200
ICMarketsEU-MT5-2
0.74 × 27
113 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
2026.03.23 07:58
Removed warning: High current drawdown indicates the absence of risk limitation
2026.03.20 09:09
High current drawdown in 31% indicates the absence of risk limitation
2026.03.20 08:09
Removed warning: High current drawdown indicates the absence of risk limitation
2026.03.20 05:07
High current drawdown in 31% indicates the absence of risk limitation
2026.03.20 04:05
Removed warning: High current drawdown indicates the absence of risk limitation
2026.03.19 10:55
High current drawdown in 31% indicates the absence of risk limitation
2026.03.19 09:53
Removed warning: High current drawdown indicates the absence of risk limitation
2026.03.19 08:53
High current drawdown in 30% indicates the absence of risk limitation
2025.09.18 07:53
No swaps are charged
2025.09.18 07:53
No swaps are charged
2025.09.17 05:15
No swaps are charged on the signal account
2025.04.25 21:05
Removed warning: No trading activity detected on the Signal's account for the recent period
2025.04.23 05:41
No trading activity detected on the Signal's account for the last 6 days
2025.04.17 02:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2025.04.16 05:02
No trading activity detected on the Signal's account for the last 6 days
2025.04.04 15:18
Removed warning: High current drawdown indicates the absence of risk limitation
2025.04.04 15:18
A large drawdown may occur on the account again
2025.04.04 14:06
High current drawdown in 42% indicates the absence of risk limitation
2024.12.09 13:39
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.12.08 10:58
No trading activity detected on the Signal's account for the last 6 days
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
周
EA交易
交易
赢%
活动
PF
预期回报
提取
杠杆
每月30 USD
-75%
0
0
USD
19K
AUD
213
69%
4 401
78%
98%
0.76
-5.62
AUD
84%
1:500
复制