交易:
128
盈利交易:
86 (67.18%)
亏损交易:
42 (32.81%)
最好交易:
138.18 USD
最差交易:
-89.34 USD
毛利:
1 865.89 USD
(73 233 pips)
毛利亏损:
-915.23 USD
(43 389 pips)
最大连续赢利:
15 (302.85 USD)
最大连续盈利:
459.82 USD (5)
夏普比率:
0.23
交易活动:
5.62%
最大入金加载:
71.93%
最近交易:
3 几天前
每周交易:
7
平均持有时间:
2 小时
采收率:
4.71
长期交易:
42 (32.81%)
短期交易:
86 (67.19%)
利润因子:
2.04
预期回报:
7.43 USD
平均利润:
21.70 USD
平均损失:
-21.79 USD
最大连续失误:
5 (-185.01 USD)
最大连续亏损:
-185.01 USD (5)
每月增长:
10.84%
年度预测:
131.50%
算法交易:
46%
结余跌幅:
绝对:
26.83 USD
最大值:
201.99 USD (11.93%)
相对跌幅:
结余:
5.95% (61.52 USD)
净值:
2.36% (117.72 USD)
分配
| 交易品种 | 交易 | Sell | Buy | |
|---|---|---|---|---|
| NDX | 128 | |||
|
25
50
75
100
125
150
175
200
|
25
50
75
100
125
150
175
200
|
25
50
75
100
125
150
175
200
|
| 交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
|---|---|---|---|---|
| NDX | 951 | |||
|
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, pips | 损失, pips | 利润, pips | |
|---|---|---|---|---|
| NDX | 30K | |||
|
25K
50K
75K
100K
125K
150K
175K
200K
|
25K
50K
75K
100K
125K
150K
175K
200K
|
25K
50K
75K
100K
125K
150K
175K
200K
|
- 入金加载
- 提取
最好交易:
+138.18
USD
最差交易:
-89
USD
最大连续赢利:
5
最大连续失误:
5
最大连续盈利:
+302.85
USD
最大连续亏损:
-185.01
USD
A portfolio of 7 trend-continuation algorithms, diversified by instrument and timeframe, governed by a systematic macroeconomic filter. Rather than running algorithms blindly, a top-down regime analysis determines which strategies are active at any given time — reducing drawdown during unfavorable conditions while maintaining full exposure during confirmed trending environments. Diversification across 7 partially uncorrelated engines provides robustness that no single-strategy system can replicate. This system has been running on a live account, with independently audited performance available upon request.
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