交易:
86
盈利交易:
54 (62.79%)
亏损交易:
32 (37.21%)
最好交易:
113.98 USD
最差交易:
-45.54 USD
毛利:
875.95 USD
(51 698 pips)
毛利亏损:
-577.82 USD
(37 604 pips)
最大连续赢利:
12 (183.78 USD)
最大连续盈利:
183.78 USD (12)
夏普比率:
0.15
交易活动:
1.00%
最大入金加载:
27.57%
最近交易:
7 几小时前
每周交易:
10
平均持有时间:
2 小时
采收率:
2.43
长期交易:
35 (40.70%)
短期交易:
51 (59.30%)
利润因子:
1.52
预期回报:
3.47 USD
平均利润:
16.22 USD
平均损失:
-18.06 USD
最大连续失误:
4 (-122.49 USD)
最大连续亏损:
-122.49 USD (4)
每月增长:
3.47%
年度预测:
42.06%
算法交易:
65%
结余跌幅:
绝对:
26.83 USD
最大值:
122.93 USD (9.84%)
相对跌幅:
结余:
5.95% (61.52 USD)
净值:
0.02% (0.72 USD)
分配
| 交易品种 | 交易 | Sell | Buy | |
|---|---|---|---|---|
| NDX | 86 | |||
|
20
40
60
80
|
20
40
60
80
|
20
40
60
80
|
| 交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
|---|---|---|---|---|
| NDX | 298 | |||
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
| 交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
|---|---|---|---|---|
| NDX | 14K | |||
|
20K
40K
60K
80K
|
20K
40K
60K
80K
|
20K
40K
60K
80K
|
- 入金加载
- 提取
最好交易:
+113.98
USD
最差交易:
-46
USD
最大连续赢利:
12
最大连续失误:
4
最大连续盈利:
+183.78
USD
最大连续亏损:
-122.49
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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