交易:
180
盈利交易:
83 (46.11%)
亏损交易:
97 (53.89%)
最好交易:
80.19 EUR
最差交易:
-50.66 EUR
毛利:
1 291.18 EUR
(264 188 pips)
毛利亏损:
-1 306.56 EUR
(206 217 pips)
最大连续赢利:
6 (21.11 EUR)
最大连续盈利:
100.26 EUR (4)
夏普比率:
-0.00
交易活动:
85.82%
最大入金加载:
55.17%
最近交易:
12 几小时前
每周交易:
4
平均持有时间:
2 天
采收率:
-0.06
长期交易:
117 (65.00%)
短期交易:
63 (35.00%)
利润因子:
0.99
预期回报:
-0.09 EUR
平均利润:
15.56 EUR
平均损失:
-13.47 EUR
最大连续失误:
7 (-76.65 EUR)
最大连续亏损:
-79.39 EUR (3)
每月增长:
-3.02%
年度预测:
-36.63%
算法交易:
75%
结余跌幅:
绝对:
73.67 EUR
最大值:
279.02 EUR (5.33%)
相对跌幅:
结余:
5.33% (279.02 EUR)
净值:
2.74% (139.19 EUR)
分配
| 交易品种 | 交易 | Sell | Buy | |
|---|---|---|---|---|
| US500 | 39 | |||
| USTEC | 21 | |||
| XAUUSD | 15 | |||
| AUDJPY | 11 | |||
| EURNZD | 10 | |||
| XTIUSD | 10 | |||
| GBPUSD | 9 | |||
| GBPJPY | 7 | |||
| NZDCAD | 7 | |||
| GBPNZD | 7 | |||
| AUDUSD | 7 | |||
| DE40 | 6 | |||
| AUDNZD | 4 | |||
| EURJPY | 4 | |||
| EURAUD | 4 | |||
| GBPAUD | 3 | |||
| USDJPY | 3 | |||
| EURUSD | 3 | |||
| NZDJPY | 2 | |||
| EURCHF | 2 | |||
| NZDCHF | 2 | |||
| CADJPY | 1 | |||
| AUDCHF | 1 | |||
| EURGBP | 1 | |||
| CHFJPY | 1 | |||
|
10
20
30
40
|
10
20
30
40
|
10
20
30
40
|
| 交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
|---|---|---|---|---|
| US500 | 39 | |||
| USTEC | 81 | |||
| XAUUSD | -12 | |||
| AUDJPY | 18 | |||
| EURNZD | -66 | |||
| XTIUSD | -6 | |||
| GBPUSD | 43 | |||
| GBPJPY | -34 | |||
| NZDCAD | -25 | |||
| GBPNZD | -47 | |||
| AUDUSD | 37 | |||
| DE40 | 58 | |||
| AUDNZD | -20 | |||
| EURJPY | -66 | |||
| EURAUD | -31 | |||
| GBPAUD | 32 | |||
| USDJPY | 10 | |||
| EURUSD | 13 | |||
| NZDJPY | -4 | |||
| EURCHF | 1 | |||
| NZDCHF | -27 | |||
| CADJPY | 5 | |||
| AUDCHF | 29 | |||
| EURGBP | 9 | |||
| CHFJPY | -56 | |||
|
200
400
600
800
|
200
400
600
800
|
200
400
600
800
|
| 交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
|---|---|---|---|---|
| US500 | 21K | |||
| USTEC | 54K | |||
| XAUUSD | -1.2K | |||
| AUDJPY | 977 | |||
| EURNZD | -9.5K | |||
| XTIUSD | -247 | |||
| GBPUSD | 2.3K | |||
| GBPJPY | -3K | |||
| NZDCAD | -1.7K | |||
| GBPNZD | -6.8K | |||
| AUDUSD | 478 | |||
| DE40 | 8.9K | |||
| AUDNZD | -1.5K | |||
| EURJPY | -2K | |||
| EURAUD | -1.5K | |||
| GBPAUD | 317 | |||
| USDJPY | 561 | |||
| EURUSD | 307 | |||
| NZDJPY | -1.1K | |||
| EURCHF | 7 | |||
| NZDCHF | -1.4K | |||
| CADJPY | 251 | |||
| AUDCHF | 104 | |||
| EURGBP | 147 | |||
| CHFJPY | -1.3K | |||
|
25K
50K
75K
100K
125K
150K
175K
200K
225K
250K
275K
300K
|
25K
50K
75K
100K
125K
150K
175K
200K
225K
250K
275K
300K
|
25K
50K
75K
100K
125K
150K
175K
200K
225K
250K
275K
300K
|
- 入金加载
- 提取
最好交易:
+80.19
EUR
最差交易:
-51
EUR
最大连续赢利:
4
最大连续失误:
3
最大连续盈利:
+21.11
EUR
最大连续亏损:
-76.65
EUR
This system is built on a diversified mix of 27 strategies across Forex, US indices, crude oil and gold.
The strategies are diversified by market, logic and holding period, combining bias-based models, breakout setups and mean-reversion approaches. The system operates with both intraday and multi-day logic, with the objective of maintaining diversification across different market conditions.
Risk management is a central part of the system. Position sizing and exposure are managed with the aim of keeping drawdown under control and avoiding excessive concentration on a single instrument or strategy type.
The system is designed for investors looking for a diversified algorithmic approach rather than a single-market or single-setup strategy.
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