BelkaglazerEA Monitoring
可靠性
115 周 (自从 2016)
0
0 USD
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结余

净值

提取

  • 净值
  • 提取
交易:
1 160
盈利交易:
690 (59.48%)
亏损交易:
470 (40.52%)
最好交易:
37.61 USD
最差交易:
-42.93 USD
毛利:
2 029.56 USD (131 601 pips)
毛利亏损:
-1 857.96 USD (111 869 pips)
最大连续赢利:
15 (68.26 USD)
最大连续盈利:
81.56 USD (14)
夏普比率:
0.03
交易活动:
37.65%
最大入金加载:
29.52%
最近交易:
18 几小时前
每周交易:
2
平均持有时间:
10 小时
采收率:
1.23
长期交易:
511 (44.05%)
短期交易:
649 (55.95%)
利润因子:
1.09
预期回报:
0.15 USD
平均利润:
2.94 USD
平均损失:
-3.95 USD
最大连续失误:
9 (-16.73 USD)
最大连续亏损:
-63.83 USD (6)
每月增长:
-4.70%
年度预测:
-60.62%
算法交易:
99%

分配

交易品种 交易 Sell Buy
EURNZD 386
EURUSD 274
USDJPY 155
AUDCAD 125
AUDNZD 102
EURAUD 62
NZDUSD 27
GBPCAD 17
GBPCHF 12
50100150200250300350400
50100150200250300350400
50100150200250300350400
交易品种 毛利, USD 损失, USD 利润, USD
EURNZD 77
EURUSD 42
USDJPY 67
AUDCAD 3
AUDNZD -20
EURAUD -25
NZDUSD 19
GBPCAD 4
GBPCHF 5
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
交易品种 毛利, pips 损失, pips 利润, pips
EURNZD 10K
EURUSD 2.7K
USDJPY 6.2K
AUDCAD 1.1K
AUDNZD -2.5K
EURAUD 36
NZDUSD 641
GBPCAD 700
GBPCHF 542
20K40K60K80K
20K40K60K80K
20K40K60K80K

提取

最好交易:
37.61 USD
最大连续赢利:
15 (68.26 USD)
最大连续盈利:
81.56 USD (14)
最差交易:
-42.93 USD
最大连续失误:
9 (-16.73 USD)
最大连续亏损:
-63.83 USD (6)
结余跌幅:
绝对:
0.00 USD
最大值:
138.98 USD (17.39%)
相对跌幅:
结余:
10.93% (137.83 USD)
净值:
4.24% (25.19 USD)

MFE和 MAE分布点图

在使用期内为每个持仓订单记录最大利润(MFE)值和最大亏损(MAE)值。这些参数使用最大未实现的潜在值和最大容许风险额外表现每个平仓订单。MFE/利润和MAE/利润分布图显示每个订单为沿X轴绘制的收到利润/亏损值的一个点,而潜在利润(MFE)和潜在亏损(MAE)的最大显示值则是沿Y轴绘制。

无数据
无数据

将光标放在参数/图说明上可以看到最佳和最糟的交易系列。在文章交易中的数学:如何评估交易结果中了解更多有关MAE和MFE分布的信息。

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 Alpari-Pro.ECN 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。

Pepperstone-04
0.00 × 3
Exness-Real7
0.00 × 1
FTT-Live2
0.00 × 1
AdmiralMarkets-Live3
0.00 × 3
VantageFX-Live 2
0.00 × 1
FBS-Real-1
0.00 × 1
Ava-Real 4
0.00 × 1
MYFX-US01-Live
0.00 × 2
Coinexx-Live
0.00 × 1
Pepperstone-Edge01
0.00 × 7
Pepperstone-Edge02
0.00 × 2
EGlobal-Cent4
0.00 × 1
ATCBrokers-Live 1
0.00 × 8
EGlobal-Classic3
0.06 × 71
Just2Trade-Real2
0.17 × 69
UniverseWheel-Live
0.22 × 124
GCI-Live
0.33 × 3
GlobalFinInterflow-Asia 1
0.34 × 65
TickmillEU-Live
0.39 × 28
WhoTrades-Real2
0.40 × 5
Pepperstone-Edge06
0.43 × 7
FIBO-FIBO Group MT4 Real Server
0.44 × 16
FXPIG-LD4 LIVE
0.48 × 27
PureMarket-Live
0.52 × 187
Exness-Real3
0.54 × 132
175 更多...
查看详细统计,请 登录 或者 注册

BelkaglazerEA | Download presets & tests | Complete list of setting | How It Works | Backtest link | PAMM | Portfolio | Used presets


  Belkaglazer is a universal EA allowing traders to build diverse trading algorithms and create custom FX market research.
  • The EA is based on 3 models: PriceChannel, Pivot, PriceAction. The models have a clear logic, and the EA has a modular structure.
  • The models can be used in conjunction with the following strategies: breakout, momentum or mean-reversion.
  • The EA is designed to give a huge scope for creativity and research.
  • It supports limit/stop and market orders. It works with both, Instant and Market execution types.
  • No martingale, no grid, no hedging and no dangerous elements of Money Management are used. Every trade is protected by stop-loss.
  • It has been back tested with over 8-year tick data and 99% modeling quality with real variable spreads.

Strategies

  • Breakout [BR] is a price movement through support/resistance technical levels, which hold the prices from moving higher or lower. The Breakout strategy enters the market with a buy/sell stop or market order when the price moves through the technical level. A buy stop order is placed at a resistance level above the market price. A sell stop order is placed at a support level. Breakouts can be triggered by a strong price movement.
  • Momentum [M] is the rate of price acceleration. The idea behind this strategy is that the price is more likely to move in the same direction for some time before it changes direction. This strategy consists of buying/selling a pair after large bullish/bearish price movement. It can open a position with a market order on the formation of a new candle. The market order will be executed in the momentum direction.
  • Mean Reversion [MR] is the assumption that the price tends to change direction and move back toward the mean (average). This strategy is often referred as counter-trend or reversal trading. On the contrary of the previous strategies mentioned above, this strategy consists of selling/buying a pair if it estimates that the price movement was bullish/bearish in the recent past. It enters the market when the price approaches a support/resistance level, (or after a large movement in price) with a buy/sell limit or market order.

Models

  • Price Channel [PCh] model is based on the horizontal support [Low] and resistance [High] levels. The EA determines the support/resistance levels based on a confirmed minimal/maximum prices. The EA can adjust offset of high/low levels for optimization purposes. The PCh model can be used as a breakout or mean-reversion strategy. The optimal take-profit/stop-loss levels for the MR/M strategies are the middle of the range (HL/2 level).
  • Pivot model uses pivot points to determine critical support and resistance levels. The EA calculates central line (CL) at a specified time (Initial Hour) using the following formula: CL = (Highest Price (Period)) + Lowest Price (Period) + Close Price At Specific Time) / 3. Support levels (SL) and resistance levels (RL) are then calculated off this central line: SL = CL – % of the Daily ATR; RL = CL + % of the Daily ATR. The Pivot model can be traded as BR/MR strategy.
  • Price Action [PA] model is based on the analysis of price movement at a specified time and/or place. The Model identifies simple M/MR chart patterns. The PA model can be used to build a seasonal trading system. The PA model can be traded as M/MR strategy.

Filters

Filtering of trades is a way to improve the performance/quality of entries.
Filtering reduces the number of trades and increases the profit factor. The filtered strategy has a higher Average Trade (Total Net Profit / Number of Trades). This value gives the average profit of all trades.
A good strategy must be profitable without filters. Filters can't turn a losing strategy into a winning one.
Don't use too many filters. It may result in over-filtering and curve-fitting!


Trading signals can be filtered through the following filters:

  • Trend (or regime) filters
    Trend filter is a way for the system to open a trade in the direction of the overall trend, filtering out more losing trades that are against the trend.
    Filtering methods: Daily EMA, Daily HL/2;

  • Volatility filters
    Volatility filter will ignore signals if the volatility is too high or too low. Volatility filters have a large influence on the strategy performance.
    Filtering methods: Intraday (local, short-term) - width of the price range [H-L], Daily (mid-term) - ATR;

  • Pivot/Range/Shadow/Hurst/RSI filters
    Those filters might help find the most favorable market condition.

Execution

When a signal is generated by the trading algorithm, it will be transformed into a limit/stop/market order which will be executed on the FX market, by your broker.

Control and manage open positions

The trading system controls open positions by using take profit, stop-loss, time-stop, trailing-stop and other tools.

Research

The market Research tools will help you to get ideas on how to create a new TS.
没有评论
2019.02.19 19:21
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.02.19 02:10
No trading activity detected on the Signal's account for the last 6 days
2019.01.07 20:15
Removed warning: No trading activity detected on the Signal's account for the recent period
2018.12.26 23:43
No trading activity detected on the Signal's account for the last 6 days
2018.09.18 16:14
80% of growth achieved within 8 days. This comprises 1% of days out of 650 days of the signal's entire lifetime.
2018.01.08 00:41
Removed warning: No trading activity detected on the Signal's account for the recent period
2018.01.03 20:31
No trading activity detected on the Signal's account for the last 6 days
2017.12.27 11:52
Removed warning: No trading activity detected on the Signal's account for the recent period
2017.12.27 03:46
No trading activity detected on the Signal's account for the last 6 days
2017.05.04 00:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2017.05.03 20:38
No trading activity detected on the Signal's account for the last 6 days
查看详细统计,请 登录 或者 注册
信号
价格
成长
订阅者
资金
结余
EA交易
交易
赢%
活动
PF
预期回报
提取
杠杆
49
USD
37%
0
0
USD
1.1K
USD
115
99%
1 160
59%
38%
1.09
0.15
USD
11%
1:50
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