A stochastic based trend following system with a number of filters optimized for H4 and D1. Trades 19 pairs on H4 and 10 pairs on D1 with 1.0 -3.5% risk each trade. Uses a set SL to BE after x number of pips and also trails profit to reduce drawdown/losses and to lock in profit in ranging/choppy markets.

The trend is determined by a custom MA on two time frames where the trend has to be aligned on both time frames for the EA to open a trade.

A hedge position with identical lot size/strategy is opened if an opposite signal occurs

Lots are set to 0.01 and 0.02 per USD 1000 account balance. TP is varying from 25 to 800 pips depending on what pair/time frame is traded. SL is varying from 75 to 350 pips.

The system which I have developed and improved over a 3 years period is 100% automated, but before market closes on Fridays I do occasionally close open trades which are in small profits where SL has already been moved to BE.

Expect a total of 50-70 trades a month.

My long term goal is a 5- 10% monthly gain with a maximum floating drawdown of 10% and a maximum actual drawdown of 5%.

As my system is based on the sound trading principle "Cut the losses and let the profits run", quite many trades will be stopped out at break even.

If you want to trade a stable and robust system with low drawdown to make decent long term gains, I wish you welcome on board!

If you have further questions, please be in touch.

  • 成长
  • 净值
  • 结余
  • 风险
  • 分配
  • 滑移
  • 评论
交易: 1176
盈利交易: 940 (79.93%)
亏损交易: 236 (20.07%)
最好交易: 27.80 USD
最差交易: -181.47 USD
毛利: 2153.77 USD (185996 pips)
毛利亏损: -1936.42 USD (170621 pips)
最大连续赢利: 25 (56.66 USD)
最大连续盈利: 60.97 USD (19)
夏普比率: 0.02
交易活动: 93.22%
最大入金加载: 1.59%
采收率: 0.40
长期交易: 554 (47.11%)
短期交易: 622 (52.89%)
利润因子: 1.11
预期回报: 0.18 USD
平均利润: 2.29 USD
平均损失: -8.21 USD
最大连续失误: 5 (-106.56 USD)
最大连续亏损: -371.77 USD (3)
每月增长: 1.48%
年度预测: 17.92%
最好交易: 27.80 USD
最大连续赢利: 25 (56.66 USD)
最大连续盈利: 60.97 USD (19)
最差交易: -181.47 USD
最大连续失误: 5 (-106.56 USD)
最大连续亏损: -371.77 USD (3)
结余跌幅:
绝对: 300.12 USD
最大值: 539.80 USD (43.54%)
相对跌幅:
结余: 43.54% (539.80 USD)
净值: 36.83% (394.70 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。

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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。

交易品种 交易 Sell Buy
GBPJPY 117
GBPUSD 112
EURUSD 106
EURJPY 85
USDJPY 74
EURNZD 64
AUDJPY 57
EURAUD 53
CHFJPY 50
EURCAD 50
AUDCAD 49
NZDJPY 47
USDCAD 46
CADJPY 42
GBPCHF 41
AUDUSD 38
AUDNZD 37
NZDUSD 23
EURGBP 21
CADCHF 21
GBPCAD 18
USDCHF 18
GBPAUD 6
EURCHF 1
255075100125150175200
255075100125150175200
255075100125150175200

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 HFMarketsEurope-Live Server2 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。

ICMarkets-Live2
0.00 × 13
Pepperstone-01
0.00 × 35
Tickmill-Live
0.00 × 2
ExcelMarketsNZ-Live
0.00 × 12
ICMarkets-Live
0.00 × 17
Pepperstone-Edge03
0.00 × 26
Alpari-ECN-Live
0.04 × 56
EuromarketFX-Live
0.07 × 422
GKFX-ECN
0.10 × 10
ForexTimeFXTM-ECN
0.16 × 25
PrimeXM-LiveUK
0.18 × 17
Pepperstone-Edge04
0.27 × 453
HFMarketsSV-Live Server 3
0.35 × 357
RoboForex-ProCent
0.38 × 89
HFMarketsSV-Live Server
0.40 × 73
HFMarketsEurope-Live Server2
0.50 × 471
Pepperstone-Edge01
0.58 × 93
Pepperstone-Edge02
0.80 × 231
AM-Live
0.91 × 113
GlobalPrime-Live
0.92 × 48
ThinkForex-Live
0.95 × 490
NordGroupInv-Real3
1.00 × 1
Ahorro-Real5
1.18 × 55
HiWayFxEU-Real01
1.28 × 25
CTFC-Real
1.33 × 15
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