交易:
100
盈利交易:
51 (51.00%)
亏损交易:
49 (49.00%)
最好交易:
72.81 USD
最差交易:
-44.00 USD
毛利:
174.49 USD
(1 064 475 pips)
毛利亏损:
-149.36 USD
(900 253 pips)
最大连续赢利:
12 (32.16 USD)
最大连续盈利:
75.97 USD (2)
夏普比率:
0.04
交易活动:
96.38%
最大入金加载:
50.92%
最近交易:
3 几天前
每周交易:
18
平均持有时间:
3 天
采收率:
0.39
长期交易:
90 (90.00%)
短期交易:
10 (10.00%)
利润因子:
1.17
预期回报:
0.25 USD
平均利润:
3.42 USD
平均损失:
-3.05 USD
最大连续失误:
14 (-42.30 USD)
最大连续亏损:
-44.00 USD (1)
每月增长:
-0.36%
算法交易:
58%
结余跌幅:
绝对:
0.79 USD
最大值:
64.12 USD (11.14%)
相对跌幅:
结余:
7.60% (65.47 USD)
净值:
10.65% (87.97 USD)
分配
| 交易品种 | 交易 | Sell | Buy | |
|---|---|---|---|---|
| QQQ.NAS | 12 | |||
| SOXX.NAS | 10 | |||
| SPY.NYSE | 9 | |||
| IBIT.NAS | 8 | |||
| FXI.NYSE | 7 | |||
| DIA.US-24 | 6 | |||
| VEA.US-24 | 5 | |||
| SPY.NYSE-24 | 5 | |||
| ETHUSD | 4 | |||
| XLB.US-24 | 4 | |||
| BTCUSD | 3 | |||
| AMZN.NAS | 3 | |||
| JP225 | 3 | |||
| GOOG.NAS | 2 | |||
| MSFT.NAS | 2 | |||
| XLI.NYSE | 2 | |||
| XLE.NYSE | 2 | |||
| EEM.NYSE | 2 | |||
| QQQ.NAS-24 | 2 | |||
| XLF.NYSE | 1 | |||
| EWT.US-24 | 1 | |||
| GLD.NYSE-24 | 1 | |||
| FXI.US-24 | 1 | |||
| XLF.NYSE-24 | 1 | |||
| XLV.NYSE-24 | 1 | |||
| XLI.NYSE-24 | 1 | |||
| IWM.NYSE-24 | 1 | |||
| XLRE.NYSE-24 | 1 | |||
|
5
10
15
20
|
5
10
15
20
|
5
10
15
20
|
| 交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
|---|---|---|---|---|
| QQQ.NAS | -1 | |||
| SOXX.NAS | 1 | |||
| SPY.NYSE | 9 | |||
| IBIT.NAS | -9 | |||
| FXI.NYSE | 0 | |||
| DIA.US-24 | 5 | |||
| VEA.US-24 | 1 | |||
| SPY.NYSE-24 | 5 | |||
| ETHUSD | 4 | |||
| XLB.US-24 | 0 | |||
| BTCUSD | -5 | |||
| AMZN.NAS | -1 | |||
| JP225 | 9 | |||
| GOOG.NAS | 0 | |||
| MSFT.NAS | 7 | |||
| XLI.NYSE | -1 | |||
| XLE.NYSE | 0 | |||
| EEM.NYSE | 0 | |||
| QQQ.NAS-24 | 2 | |||
| XLF.NYSE | 0 | |||
| EWT.US-24 | 1 | |||
| GLD.NYSE-24 | -1 | |||
| FXI.US-24 | 0 | |||
| XLF.NYSE-24 | 0 | |||
| XLV.NYSE-24 | 0 | |||
| XLI.NYSE-24 | 0 | |||
| IWM.NYSE-24 | 0 | |||
| XLRE.NYSE-24 | 0 | |||
|
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, pips | 损失, pips | 利润, pips | |
|---|---|---|---|---|
| QQQ.NAS | -1.6K | |||
| SOXX.NAS | 7K | |||
| SPY.NYSE | 14K | |||
| IBIT.NAS | -34K | |||
| FXI.NYSE | -37 | |||
| DIA.US-24 | 20K | |||
| VEA.US-24 | 4.2K | |||
| SPY.NYSE-24 | 28K | |||
| ETHUSD | 11K | |||
| XLB.US-24 | 279 | |||
| BTCUSD | -16K | |||
| AMZN.NAS | -861 | |||
| JP225 | 138K | |||
| GOOG.NAS | 278 | |||
| MSFT.NAS | 1.7K | |||
| XLI.NYSE | -395 | |||
| XLE.NYSE | 292 | |||
| EEM.NYSE | -82 | |||
| QQQ.NAS-24 | 477 | |||
| XLF.NYSE | 135 | |||
| EWT.US-24 | 3.3K | |||
| GLD.NYSE-24 | -6.6K | |||
| FXI.US-24 | -440 | |||
| XLF.NYSE-24 | 200 | |||
| XLV.NYSE-24 | -490 | |||
| XLI.NYSE-24 | -729 | |||
| IWM.NYSE-24 | -4.5K | |||
| XLRE.NYSE-24 | 1.1K | |||
|
250K
500K
750K
1M
1.3M
1.5M
1.8M
2M
|
250K
500K
750K
1M
1.3M
1.5M
1.8M
2M
|
250K
500K
750K
1M
1.3M
1.5M
1.8M
2M
|
- 入金加载
- 提取
最好交易:
+72.81
USD
最差交易:
-44
USD
最大连续赢利:
2
最大连续失误:
1
最大连续盈利:
+32.16
USD
最大连续亏损:
-42.30
USD
基于有关不同交易商真实账户的执行统计的平均滑移点按点数指定。它取决于 ICMarketsSC-MT5-3 提供商以及订阅者之间不同的报价,以及订单执行的延迟。值越低意味着复制的质量越高。
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Mean Reversion Strategies on US Stocks, ETFs and Crypto
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