GerFX QuantFlow Scalper and NW EA
可靠性
359
0 / 0 USD
增长自 2017 496%
查看详细统计,请 登录 或者 注册
  • 净值
  • 提取
交易:
6 964
盈利交易:
4 826 (69.29%)
亏损交易:
2 138 (30.70%)
最好交易:
46.49 EUR
最差交易:
-87.60 EUR
毛利:
7 817.98 EUR (233 970 pips)
毛利亏损:
-6 035.36 EUR (156 858 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:
0.05
交易活动:
13.08%
最大入金加载:
99.66%
最近交易:
2 几天前
每周交易:
10
平均持有时间:
2 小时
采收率:
4.29
长期交易:
3 485 (50.04%)
短期交易:
3 479 (49.96%)
利润因子:
1.30
预期回报:
0.26 EUR
平均利润:
1.62 EUR
平均损失:
-2.82 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:
0.04%
年度预测:
0.50%
算法交易:
100%
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)

分配

交易品种 交易 Sell Buy
EURUSD 1623
GBPUSD 1355
EURCHF 893
AUDNZD 431
USDCHF 430
AUDCAD 354
EURAUD 295
USDCAD 283
EURNZD 264
EURGBP 222
EURCAD 192
NZDCAD 158
GBPCAD 123
GBPCHF 106
GBPAUD 92
CHFJPY 88
USDJPY 49
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 536
GBPUSD 1K
EURCHF 61
AUDNZD 196
USDCHF 152
AUDCAD -97
EURAUD -4
USDCAD 59
EURNZD 186
EURGBP -29
EURCAD 56
NZDCAD -27
GBPCAD 57
GBPCHF -17
GBPAUD -20
CHFJPY -43
USDJPY -81
AUDUSD 0
EURJPY 5
GBPJPY -1
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
交易品种 毛利, pips 损失, pips 利润, pips
EURUSD 16K
GBPUSD 18K
EURCHF 4.3K
AUDNZD 8.3K
USDCHF 2.1K
AUDCAD 845
EURAUD 4.2K
USDCAD 5.3K
EURNZD 8.5K
EURGBP 1.6K
EURCAD 3.1K
NZDCAD 1K
GBPCAD 3.9K
GBPCHF 225
GBPAUD 1.9K
CHFJPY 986
USDJPY -1K
AUDUSD 19
EURJPY 610
GBPJPY -117
10K 20K 30K 40K 50K 60K
10K 20K 30K 40K 50K 60K
10K 20K 30K 40K 50K 60K
  • 入金加载
  • 提取
最好交易: +46.49 EUR
最差交易: -88 EUR
最大连续赢利: 23
最大连续失误: 8
最大连续盈利: +23.36 EUR
最大连续亏损: -48.90 EUR

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。

InstaForex-UK.com
0.00 × 1
ATFXGM2-Live
0.00 × 5
USGFX-Live
0.00 × 9
LibertexCom-MT4 Market Real Server
0.00 × 4
UniverseWheel-Live
0.00 × 13
ForexTime-Pro
0.09 × 33
Osprey-Live
0.17 × 6
Tickmill-Live02
0.38 × 1274
ForexClub-MT4 Market Real 2 Server
0.41 × 22
Windsor-REAL
0.50 × 8
BDSSwissMarkets-Real01
0.54 × 26
ICMarkets-Live11
0.61 × 276
XMUK-Real 6
0.61 × 80
MTCOOK-Live
0.64 × 125
ICMarkets-Live24
0.64 × 383
WindsorBrokers-DEMO
0.67 × 3
BoldPrime2-Live
0.67 × 3
LiteForex-ECN2.com
0.67 × 3
ICMarkets-Live10
0.73 × 14316
LiteFinance-ECN2.com
0.75 × 4
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
437 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

2024.01.08 22:02
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.12.28 01:10
No trading activity detected on the Signal's account for the last 6 days
2023.08.24 21:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 02:40
No trading activity detected on the Signal's account for the last 6 days
2023.01.09 20:41
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.29 00:04
No trading activity detected on the Signal's account for the last 6 days
2022.08.23 21:48
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.08.23 03:17
No trading activity detected on the Signal's account for the last 6 days
2022.03.09 23:44
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.03.01 03:52
No trading activity detected on the Signal's account for the last 6 days
2022.02.22 20:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.02.22 08:27
No trading activity detected on the Signal's account for the last 6 days
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
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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
496%
0
0
USD
466
EUR
359
100%
6 964
69%
13%
1.29
0.26
EUR
17%
1:50
复制