Strategy


Trades USDJPY
Max DD 25%.
* It is completely automated and run by a robot off an hourly chart 24 hours per day under human supervision.
* Yen Fortress trades in one direction at any one time.
* Its uses specific circumstances to determine market conditions and bracket the current price with a STOP and LIMIT order to profit in that direction. If the direction is long,    BUYS are used to take profits. If the trend reverses, BUY LIMITS are hit and profits taken on the reversal. If the direction is short, SELLS are used to take profits. If the        trend reverses, SELL LIMITS are hit and profits taken on the reversal. The robot starts placing trades by bracketing the current price with STOP/LIMIT trades in a  proprietary fashion.
* It is based on that pair’s volatility and thus it evolves as the market conditions evolve. The ATR indicator is based on a 21 period cycle of that pair.
Therefore the safety features of this account mean the lot size at every level will be equal to the base lot, i.e it will not increase at each additional level. eg,0.01,0.01,0.01,0.01 etc. This “non-linear” fashion is safer (no Martingale).
* Should this account experience a sudden 25% drawdown it will close all positions in that basket.
* I expect this account to have a long and profitable life with returns continuing to be higher than 50% P.A.
  • 成长
  • 净值
  • 结余
  • 风险
  • 分配
  • 滑移
  • 评论
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
2017
共计:
交易: 241
盈利交易: 203 (84.23%)
亏损交易: 38 (15.77%)
最好交易: 42.06 USD
最差交易: -33.30 USD
毛利: 1 208.16 USD (129 981 pips)
毛利亏损: -221.52 USD (22 914 pips)
最大连续赢利: 24 (169.97 USD)
最大连续盈利: 169.97 USD (24)
夏普比率: 0.53
交易活动: 88.66%
最大入金加载: 0.79%
采收率: 22.80
长期交易: 179 (74.27%)
短期交易: 62 (25.73%)
利润因子: 5.45
预期回报: 4.09 USD
平均利润: 5.95 USD
平均损失: -5.83 USD
最大连续失误: 5 (-25.26 USD)
最大连续亏损: -43.21 USD (2)
每月增长: 0.00%
年度预测: 3.16%
最好交易: 42.06 USD
最大连续赢利: 24 (169.97 USD)
最大连续盈利: 169.97 USD (24)
最差交易: -33.30 USD
最大连续失误: 5 (-25.26 USD)
最大连续亏损: -43.21 USD (2)
结余跌幅:
绝对: 22.45 USD
最大值: 43.27 USD (1.83%)
相对跌幅:
结余: 2.04% (41.12 USD)
净值: 17.73% (419.91 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
USDJPY 241
255075100125150175200225250275300
255075100125150175200225250275300
255075100125150175200225250275300

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 ICMarkets-Live03 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。

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