增长自 2017
239%
交易:
7 587
盈利交易:
4 376 (57.67%)
亏损交易:
3 211 (42.32%)
最好交易:
130.92 EUR
最差交易:
-137.82 EUR
毛利:
92 790.82 EUR
(4 515 383 pips)
毛利亏损:
-62 263.15 EUR
(2 656 289 pips)
最大连续赢利:
83 (3 301.51 EUR)
最大连续盈利:
3 301.51 EUR (83)
夏普比率:
0.13
交易活动:
100.00%
最大入金加载:
39.26%
最近交易:
2 几小时前
每周交易:
21
平均持有时间:
21 天
采收率:
6.82
长期交易:
7 587 (100.00%)
短期交易:
0 (0.00%)
利润因子:
1.49
预期回报:
4.02 EUR
平均利润:
21.20 EUR
平均损失:
-19.39 EUR
最大连续失误:
65 (-2 140.11 EUR)
最大连续亏损:
-2 140.11 EUR (65)
每月增长:
6.27%
年度预测:
76.52%
算法交易:
92%
结余跌幅:
绝对:
2 401.63 EUR
最大值:
4 476.61 EUR (15.51%)
相对跌幅:
结余:
18.11% (4 476.61 EUR)
净值:
19.56% (3 093.81 EUR)
分配
交易品种 | 交易 | Sell | Buy | |
---|---|---|---|---|
WHEAT | 2651 | |||
PLATINUM | 2191 | |||
COPPER | 1350 | |||
COTTON#2 | 1008 | |||
CrudeOIL | 307 | |||
PALLADIUM | 80 | |||
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
|
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 | |
---|---|---|---|---|
WHEAT | 6.9K | |||
PLATINUM | 18K | |||
COPPER | 3.3K | |||
COTTON#2 | 4.7K | |||
CrudeOIL | 1.1K | |||
PALLADIUM | 782 | |||
20K
40K
60K
80K
|
20K
40K
60K
80K
|
20K
40K
60K
80K
|
交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
---|---|---|---|---|
WHEAT | 1.1M | |||
PLATINUM | 218K | |||
COPPER | 443K | |||
COTTON#2 | 63K | |||
CrudeOIL | 23K | |||
PALLADIUM | 80K | |||
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:
+130.92
EUR
最差交易:
-138
EUR
最大连续赢利:
83
最大连续失误:
65
最大连续盈利:
+3 301.51
EUR
最大连续亏损:
-2 140.11
EUR
The strategy continues to buy on weakness and sell on strength with creation of value dependent on the movements of the underlying
Performance Drivers are small gains with intensive use of time
Selection of commodities of different sectors, without overexposure to individual sectors
The management of the risk is done, first of all, during the construction of the portfolio through the selection of assets with negative correlation between them to optimize the overall result of the portfolio
and then avoiding purchases on critical levels
To summarize...
- Contrarian Style
- Diversified Basket
- Risk Management
- Efficient Accumulation Plan
Lux Quantum - Financial Engineering & Investment Strategies
没有评论
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