GerFX QuantFlow Scalper and NW EA
可靠性
238 周 (自从 2017)
0
0 USD
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结余

净值

提取

  • 净值
  • 提取
交易:
5 610
盈利交易:
3 990 (71.12%)
亏损交易:
1 620 (28.88%)
最好交易:
46.49 EUR
最差交易:
-87.60 EUR
毛利:
7 433.15 EUR (186 405 pips)
毛利亏损:
-5 660.65 EUR (116 073 pips)
最大连续赢利:
31 (23.36 EUR)
最大连续盈利:
127.97 EUR (23)
夏普比率:
0.06
交易活动:
14.23%
最大入金加载:
99.66%
最近交易:
2 几小时前
每周交易:
11
平均持有时间:
2 小时
采收率:
4.26
长期交易:
2 888 (51.48%)
短期交易:
2 722 (48.52%)
利润因子:
1.31
预期回报:
0.32 EUR
平均利润:
1.86 EUR
平均损失:
-3.49 EUR
最大连续失误:
12 (-48.90 EUR)
最大连续亏损:
-400.98 EUR (8)
每月增长:
0.70%
年度预测:
8.46%
算法交易:
100%

分配

交易品种 交易 Sell Buy
EURUSD 1436
GBPUSD 1089
EURCHF 714
USDCHF 334
AUDNZD 313
AUDCAD 282
EURAUD 237
EURGBP 222
USDCAD 205
EURNZD 170
EURCAD 127
GBPCHF 106
NZDCAD 103
CHFJPY 88
GBPCAD 71
GBPAUD 60
USDJPY 47
AUDUSD 2
EURJPY 2
GBPJPY 2
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, USD 损失, USD 利润, USD
EURUSD 519
GBPUSD 1K
EURCHF 75
USDCHF 155
AUDNZD 204
AUDCAD -96
EURAUD -9
EURGBP -29
USDCAD 42
EURNZD 194
EURCAD 68
GBPCHF -17
NZDCAD -29
CHFJPY -43
GBPCAD 41
GBPAUD -16
USDJPY -74
AUDUSD 0
EURJPY 5
GBPJPY -1
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
交易品种 毛利, pips 损失, pips 利润, pips
EURUSD 15K
GBPUSD 16K
EURCHF 4.1K
USDCHF 2K
AUDNZD 8.7K
AUDCAD 495
EURAUD 3.1K
EURGBP 1.6K
USDCAD 2.8K
EURNZD 9.4K
EURCAD 4.3K
GBPCHF 225
NZDCAD 378
CHFJPY 986
GBPCAD 1.6K
GBPAUD 2.2K
USDJPY -106
AUDUSD 19
EURJPY 610
GBPJPY -117
10K 20K 30K 40K 50K
10K 20K 30K 40K 50K
10K 20K 30K 40K 50K

提取

最好交易:
46.49 EUR
最大连续赢利:
31 (23.36 EUR)
最大连续盈利:
127.97 EUR (23)
最差交易:
-87.60 EUR
最大连续失误:
12 (-48.90 EUR)
最大连续亏损:
-400.98 EUR (8)
结余跌幅:
绝对:
3.38 EUR
最大值:
415.98 EUR (22.85%)
相对跌幅:
结余:
16.04% (107.12 EUR)
净值:
17.36% (124.82 EUR)

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 ICMarkets-Live10 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。

ATFXGM2-Live
0.00 × 5
InstaForex-UK.com
0.00 × 1
USGFX-Live
0.00 × 9
UniverseWheel-Live
0.00 × 13
Just2Trade-Real3
0.00 × 1
ForexClub-MT4 Market Real 2 Server
0.00 × 10
ForexTime-Pro
0.09 × 33
ICMarketsSC-Live12
0.25 × 497
ICMarketsSC-Live14
0.33 × 69
Tickmill-Live02
0.36 × 1270
Windsor-REAL
0.50 × 8
BDSSwissMarkets-Real01
0.54 × 26
ICMarkets-Live11
0.61 × 276
XMUK-Real 6
0.61 × 80
TradersWay-Live 2
0.62 × 26
MTCOOK-Live
0.64 × 125
ICMarkets-Live24
0.64 × 383
LiteForex-ECN2.com
0.67 × 3
ICMarkets-Live10
0.73 × 14316
ICMarketsSC-Live16
0.78 × 286
ICMarkets-Live20
0.81 × 960
ICMarkets-Live02
0.83 × 1337
ICMarkets-Live07
0.83 × 1495
ICMarkets-Live05
0.83 × 2935
ICMarkets-Live08
0.85 × 472
316 更多...
查看详细统计,请 登录 或者 注册

This signal uses two automated mean reversion strategies, QuantFlow Scalper and NightWalkerEA.

Copying the signal might cause high slippage because of different spreads during swap time, so I don't recommend to copy it. It would be better rent or buy the EAs yourself. 

This signals runs with about 25% maximum drawdown risk according to the portfolio backtest.

The signal also uses the Breaking News Filter.


About the drawdown calculation:


The portfolio backtests I show are usually done with a fixed lot size of 0.1. This means that you have to look at the fixed drawdown, not the percentage one. For the combination of 0.01 NightWalker EA and 0.02 NY Close Scalper with all pairs, the drawdown was about $100, which you can use to scale to the desired risk level. For example, this signal uses 0.02 NW and 0.05 NYCS, so the maximum portfolio backtest drawdown would be about $250. 

Things to consider:

The maximum backtest drawdown happened in 2008 and never occurred again in later years. In 2008 the spreads were much larger than they are now and the tick data quality is also much worse for early years. So some developers argue against even using data before 2010/2011. However, since optimization usually leads to underestimation of the expected drawdown, I still prefer to use the 2008 drawdown as the best estimate. 2008 was also the year of a global financial crisis, which might be a risk factor to consider for the future.

Please also keep in mind that there is never any guarantee that the future drawdown will be less than the historical one.


平均等级:
borisov201190
204
borisov201190 2019.02.18 14:33 
 

Unstable signal

2022.01.11 00:00
Removed warning: No trading activity detected on the Signal's account for the recent period
2021.12.29 02:11
No trading activity detected on the Signal's account for the last 6 days
2021.01.07 21:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.12.29 01:55
No trading activity detected on the Signal's account for the last 6 days
2020.11.08 23:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.11.05 02:29
No trading activity detected on the Signal's account for the last 6 days
2020.05.18 23:50
Removed warning: Low trading activity - not enough trades detected during the last month
2020.05.18 07:31
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.04.11 01:19
Removed warning: Low trading activity - not enough trades detected during the last month
2020.03.18 02:07
No trading activity detected on the Signal's account for the last 6 days
2020.01.07 19:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.12.29 02:17
No trading activity detected on the Signal's account for the last 6 days
2019.10.07 00:15
Share of days for 80% of growth is too low
2019.10.03 00:36
Share of days for 80% of growth is too low
2019.09.16 23:44
Share of days for 80% of growth is too low
2019.09.12 23:57
Share of days for 80% of growth is too low
2019.09.10 23:27
Share of days for 80% of growth is too low
2019.08.08 23:35
Share of days for 80% of growth is too low
2019.08.06 23:08
Share of days for 80% of growth is too low
2019.08.02 01:20
Share of days for 80% of growth is too low
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
每月50 USD
486%
0
0
USD
491
EUR
238
100%
5 610
71%
14%
1.31
0.32
EUR
17%
1:50
复制
最低订阅期为30天