成长
结余
净值
提取
- 净值
- 提取
分配
交易品种 | 交易 | Sell | Buy | |
---|---|---|---|---|
EURUSD | 812 | |||
GBPUSD | 620 | |||
EURCHF | 553 | |||
USDCHF | 350 | |||
USDCAD | 103 | |||
EURAUD | 86 | |||
EURCAD | 31 | |||
200
400
600
800
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400
600
800
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200
400
600
800
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交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
---|---|---|---|---|
EURUSD | 76 | |||
GBPUSD | 72 | |||
EURCHF | 6 | |||
USDCHF | 18 | |||
USDCAD | 4 | |||
EURAUD | 11 | |||
EURCAD | 7 | |||
50
100
150
200
250
300
350
400
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50
100
150
200
250
300
350
400
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50
100
150
200
250
300
350
400
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交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
---|---|---|---|---|
EURUSD | 9.3K | |||
GBPUSD | 7.6K | |||
EURCHF | 2.7K | |||
USDCHF | 2.5K | |||
USDCAD | 1.4K | |||
EURAUD | 2.3K | |||
EURCAD | 968 | |||
2.5K
5K
7.5K
10K
13K
15K
18K
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23K
25K
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30K
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2.5K
5K
7.5K
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2.5K
5K
7.5K
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13K
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提取
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。
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-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。
GO4X-Live
|
0.00 × 1 | |
T4TCapitalFunds-Demo 2
|
0.00 × 2 | |
FFTraderSRO-Demo
|
0.00 × 2 | |
SwitchMarkets-Real
|
0.00 × 2 | |
TitanFX-05
|
0.00 × 2 | |
BlueberryMarkets-Live
|
0.00 × 2 | |
OctaFX-Real5
|
0.00 × 1 | |
ICMarketsSC-Live32
|
0.00 × 1 | |
XM.COM-Real 19
|
0.00 × 1 | |
AFXCapital-Real
|
0.00 × 1 | |
EGlobal-Classic2
|
0.00 × 2 | |
TegasFX-Live-UK
|
0.00 × 40 | |
CapitalCityMarkets-Live
|
0.00 × 1 | |
StreamForex-Real
|
0.00 × 1 | |
PHP-LiveLiquidity1
|
0.00 × 1 | |
CalibrateManagement-Live
|
0.00 × 2 | |
ATCBrokers-US Live
|
0.00 × 4 | |
Trade12-Primary
|
0.10 × 21 | |
FPMarkets-Live2
|
0.14 × 7 | |
FXGiantsUK-Real4
|
0.15 × 89 | |
ACYCapital-Live02
|
0.17 × 12 | |
ZeroMarkets-Live
|
0.23 × 35 | |
RoboForex-ECN-2
|
0.25 × 4 | |
MEXExchange-Live
|
0.29 × 14 | |
RoboForexDE-Pro
|
0.30 × 50 | |
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.
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