XX 1 Mean Reversion
可靠性
5 周 (自从 2018)
0
0 USD
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成长

1月
2月
3月
4月
5月
6月
7月
8月
9月
10月
11月
12月
YTD
共计:

结余

净值

提取

  • 净值
  • 提取
交易:
109
盈利交易:
79 (72.47%)
亏损交易:
30 (27.52%)
最好交易:
7.74 USD
最差交易:
-12.62 USD
毛利:
101.02 USD (4523 pips)
毛利亏损:
-74.99 USD (2495 pips)
最大连续赢利:
15 (34.49 USD)
最大连续盈利:
34.49 USD (15)
夏普比率:
0.09
交易活动:
19.47%
最大入金加载:
5.83%
最近交易:
3 几天前
每周交易:
14
平均持有时间:
3 小时
采收率:
1.62
长期交易:
49 (44.95%)
短期交易:
60 (55.05%)
利润因子:
1.35
预期回报:
0.24 USD
平均利润:
1.28 USD
平均损失:
-2.50 USD
最大连续失误:
3 (-9.06 USD)
最大连续亏损:
-12.62 USD (1)
每月增长:
2.50%
算法交易:
100%

分配

交易品种 交易 Sell Buy
EURUSD 21
GBPUSD 19
EURCHF 18
AUDNZD 8
GBPCHF 7
NZDCAD 7
USDCHF 6
EURCAD 5
GBPAUD 4
EURAUD 3
GBPCAD 3
AUDCAD 3
CHFJPY 2
USDCAD 2
EURNZD 1
51015202530
51015202530
51015202530
交易品种 毛利, USD 损失, USD 利润, USD
EURUSD 4
GBPUSD 5
EURCHF 5
AUDNZD -4
GBPCHF -4
NZDCAD 10
USDCHF 3
EURCAD -2
GBPAUD 5
EURAUD -1
GBPCAD 2
AUDCAD -2
CHFJPY 2
USDCAD 1
EURNZD 1
10203040
10203040
10203040
交易品种 毛利, pips 损失, pips 利润, pips
EURUSD 128
GBPUSD 321
EURCHF 263
AUDNZD -118
GBPCHF -4
NZDCAD 632
USDCHF 187
EURCAD -88
GBPAUD 230
EURAUD 21
GBPCAD 342
AUDCAD -108
CHFJPY 127
USDCAD 84
EURNZD 89
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
2505007501K1.3K1.5K1.8K2K
最好交易:
7.74 USD
最大连续赢利:
15 (34.49 USD)
最大连续盈利:
34.49 USD (15)
最差交易:
-12.62 USD
最大连续失误:
3 (-9.06 USD)
最大连续亏损:
-12.62 USD (1)
结余跌幅:
绝对:
12.58 USD
最大值:
16.09 USD (1.58%)
相对跌幅:
结余:
1.57% (15.83 USD)
净值:
1.64% (16.57 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。

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-Live11 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-Live06
0.00 × 4
FXGlory-Real Server
0.00 × 3
ICMarkets-Live12
0.00 × 1
ICMarkets-Live08
0.50 × 12
XMUK-Real 15
1.07 × 41
ICMarkets-Live05
1.23 × 13
ICMarkets-Live11
1.27 × 116
AUSForex-Live
2.13 × 8
ICMarkets-Live10
2.18 × 33
ICMarkets-Live07
2.75 × 24
ICMarkets-Live03
2.78 × 49
ICMarkets-Live02
3.00 × 78
ICMarkets-Live01
3.18 × 62
ICMarkets-Live09
3.20 × 5
ICMarkets-Live04
3.40 × 10
ICMarkets-Live14
3.58 × 31
TickmillUK-Live03
3.80 × 10
CapstoneGlobal-Live
4.38 × 13
Alpari-Pro.ECN
4.42 × 19
Pepperstone-Edge04
5.33 × 150
FXOpen-ECN Live Server
5.50 × 10
FBS-Real-9
5.56 × 16
SGTMarkets-Live
8.83 × 6
JAFX-Real3
10.67 × 15
OctaFX-Real
11.00 × 1
3 更多...
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The system uses AI and imitation learning technique to train the machine using mean reversion logic. Most rigid risk control is applied. 10 years backtest and 2 years live trading show stable and repeatable return. To achieve the best result, use ICmarket.

没有评论
2018.12.09 23:16
80% of growth achieved within 1 days. This comprises 3% of days out of 32 days of the signal's entire lifetime.
2018.11.29 01:15
Share of days for 80% of growth is too low
2018.11.29 00:13
80% of growth achieved within 1 days. This comprises 5% of days out of 21 days of the signal's entire lifetime.
2018.11.15 01:40
Removed warning: The number of deals on the account is too small to evaluate trading
2018.11.13 01:53
Removed warning: Low trading activity - not enough trades detected during the last month
2018.11.13 00:52
Removed warning: Low trading activity - not enough trades detected during the last month
2018.11.12 23:43
Removed warning: Low trading activity - not enough trades detected during the last month
2018.11.12 22:42
Removed warning: Low trading activity - not enough trades detected during the last month
2018.11.12 02:45
Share of days for 80% of trades is too low
2018.11.12 01:36
Share of days for 80% of trades is too low
2018.11.09 22:58
Share of trading days is too low
2018.11.09 22:58
Share of trading days is too low
2018.11.09 21:57
Share of trading days is too low
2018.11.09 21:57
Share of trading days is too low
2018.11.09 05:52
Trading operations on the account were performed for only 0 days. This comprises % of days out of the 1 days of the signal's entire lifetime.
2018.11.09 05:52
80% of trades performed within 0 days. This comprises % of days out of the 1 days of the signal's entire lifetime.
2018.11.09 05:52
Low trading activity - only 0 trades detected in the last month
2018.11.09 05:52
This is a newly opened account, and the trading results may be of random nature
2018.11.09 05:52
The number of deals on the account is too small to evaluate trading quality
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