GerFX QuantFlow Scalper
可靠性
323
0 / 0 USD
增长自 2018 110%
查看详细统计,请 登录 或者 注册
  • 净值
  • 提取
交易:
2 602
盈利交易:
1 757 (67.52%)
亏损交易:
845 (32.48%)
最好交易:
2.94 EUR
最差交易:
-8.08 EUR
毛利:
573.13 EUR (53 393 pips)
毛利亏损:
-400.27 EUR (27 401 pips)
最大连续赢利:
16 (2.53 EUR)
最大连续盈利:
7.17 EUR (11)
夏普比率:
0.10
交易活动:
4.71%
最大入金加载:
19.78%
最近交易:
3 几天前
每周交易:
7
平均持有时间:
1 一小时
采收率:
11.25
长期交易:
1 299 (49.92%)
短期交易:
1 303 (50.08%)
利润因子:
1.43
预期回报:
0.07 EUR
平均利润:
0.33 EUR
平均损失:
-0.47 EUR
最大连续失误:
6 (-2.82 EUR)
最大连续亏损:
-15.36 EUR (2)
每月增长:
0.56%
年度预测:
6.51%
算法交易:
100%
结余跌幅:
绝对:
0.00 EUR
最大值:
15.36 EUR (5.53%)
相对跌幅:
结余:
7.02% (11.92 EUR)
净值:
4.06% (6.89 EUR)

分配

交易品种 交易 Sell Buy
EURUSD 823
GBPUSD 627
EURCHF 570
USDCHF 357
USDCAD 107
EURAUD 86
EURCAD 32
200 400 600 800
200 400 600 800
200 400 600 800
交易品种 毛利, USD 损失, USD 利润, USD
EURUSD 77
GBPUSD 72
EURCHF 6
USDCHF 19
USDCAD 5
EURAUD 11
EURCAD 7
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
50 100 150 200 250 300 350 400
交易品种 毛利, pips 损失, pips 利润, pips
EURUSD 9.4K
GBPUSD 7.7K
EURCHF 2.7K
USDCHF 2.6K
USDCAD 1.6K
EURAUD 2.3K
EURCAD 919
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
2.5K 5K 7.5K 10K 13K 15K 18K 20K 23K 25K 28K 30K
  • 入金加载
  • 提取
最好交易: +2.94 EUR
最差交易: -8 EUR
最大连续赢利: 11
最大连续失误: 2
最大连续盈利: +2.53 EUR
最大连续亏损: -2.82 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-Live03 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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查看详细统计,请 登录 或者 注册

This signal uses an automated mean reversion strategy around the close of the New York session, GerFX QuantFlow Scalper.  

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 EA yourself.

The signal is running at about 30% maximum drawdown risk. It 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 QuantFlow Scalper with all pairs, the drawdown was about $560 for 0.1 lots, which you can use to scale to the desired risk level. For example, using 0.02 lots like this signal on all pairs would have had about $112 maximum drawdown together in the backtest. 

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:
skhanolkar
54
skhanolkar 2019.03.01 20:40 
 

用户没有留下任何评级信息

2024.01.08 23:36
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 22:58
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 01:30
No trading activity detected on the Signal's account for the last 6 days
2023.04.13 23:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.04.13 02:06
No trading activity detected on the Signal's account for the last 6 days
2023.03.20 22:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.03.15 00:44
No trading activity detected on the Signal's account for the last 6 days
2023.01.23 00:57
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.20 14:35
Low trading activity - only 7 trades detected in the last month
2023.01.11 01:10
Removed warning: Low trading activity - not enough trades detected during the last month
2023.01.09 23:29
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.27 03:13
No trading activity detected on the Signal's account for the last 6 days
2022.12.19 22:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.19 00:56
No trading activity detected on the Signal's account for the last 6 days
2022.11.17 22:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.11.16 01:52
No trading activity detected on the Signal's account for the last 6 days
2022.10.26 23:17
Removed warning: Low trading activity - not enough trades detected during the last month
2022.10.20 13:06
Low trading activity - only 7 trades detected in the last month
2022.10.20 00:34
Removed warning: Low trading activity - not enough trades detected during the last month
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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
110%
0
0
USD
193
EUR
323
100%
2 602
67%
5%
1.43
0.07
EUR
7%
1:200
复制