交易:
169
盈利交易:
100 (59.17%)
亏损交易:
69 (40.83%)
最好交易:
432.52 USD
最差交易:
-177.48 USD
毛利:
3 291.23 USD
(90 664 pips)
毛利亏损:
-2 165.32 USD
(63 303 pips)
最大连续赢利:
15 (302.85 USD)
最大连续盈利:
878.05 USD (3)
夏普比率:
0.13
交易活动:
4.62%
最大入金加载:
71.93%
最近交易:
2 几天前
每周交易:
11
平均持有时间:
2 小时
采收率:
1.28
长期交易:
46 (27.22%)
短期交易:
123 (72.78%)
利润因子:
1.52
预期回报:
6.66 USD
平均利润:
32.91 USD
平均损失:
-31.38 USD
最大连续失误:
9 (-285.88 USD)
最大连续亏损:
-512.12 USD (4)
每月增长:
-2.79%
年度预测:
-33.83%
算法交易:
40%
结余跌幅:
绝对:
26.83 USD
最大值:
880.12 USD (41.78%)
相对跌幅:
结余:
16.20% (879.87 USD)
净值:
2.36% (117.72 USD)
分配
| 交易品种 | 交易 | Sell | Buy | |
|---|---|---|---|---|
| NDX | 169 | |||
|
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50
75
100
125
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175
200
|
25
50
75
100
125
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175
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|
25
50
75
100
125
150
175
200
|
| 交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
|---|---|---|---|---|
| NDX | 1.1K | |||
|
1K
2K
3K
4K
5K
6K
|
1K
2K
3K
4K
5K
6K
|
1K
2K
3K
4K
5K
6K
|
| 交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
|---|---|---|---|---|
| NDX | 27K | |||
|
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:
+432.52
USD
最差交易:
-177
USD
最大连续赢利:
3
最大连续失误:
4
最大连续盈利:
+302.85
USD
最大连续亏损:
-285.88
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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