Density Scalper SquaredDirect
可靠性
30 周 (自从 2019)
0
0 USD
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成长

1月
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6月
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YTD
共计:

结余

净值

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  • 净值
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交易:
353
盈利交易:
264 (74.78%)
亏损交易:
89 (25.21%)
最好交易:
23.96 EUR
最差交易:
-46.58 EUR
毛利:
1 373.82 EUR (8 718 pips)
毛利亏损:
-608.71 EUR (2 500 pips)
最大连续赢利:
16 (93.32 EUR)
最大连续盈利:
93.32 EUR (16)
夏普比率:
0.30
交易活动:
4.94%
最大入金加载:
16.08%
最近交易:
4 几天前
每周交易:
9
平均持有时间:
55 分钟
采收率:
10.72
长期交易:
189 (53.54%)
短期交易:
164 (46.46%)
利润因子:
2.26
预期回报:
2.17 EUR
平均利润:
5.20 EUR
平均损失:
-6.84 EUR
最大连续失误:
3 (-33.44 EUR)
最大连续亏损:
-46.58 EUR (1)
每月增长:
3.42%
年度预测:
40.24%
算法交易:
100%

分配

交易品种 交易 Sell Buy
EURUSD.fm 81
USDCHF.fm 58
USDCAD.fm 43
GBPUSD.fm 41
EURAUD.fm 36
EURCHF.fm 35
AUDUSD.pro 28
AUDNZD.fm 19
EURCAD.fm 9
GBPAUD.fm 1
GBPCAD.pro 1
EURNZD.pro 1
20406080
20406080
20406080
交易品种 毛利, USD 损失, USD 利润, USD
EURUSD.fm 207
USDCHF.fm 191
USDCAD.fm 41
GBPUSD.fm 53
EURAUD.fm 191
EURCHF.fm -8
AUDUSD.pro 108
AUDNZD.fm 78
EURCAD.fm -7
GBPAUD.fm 2
GBPCAD.pro 3
EURNZD.pro 13
100200300400500
100200300400500
100200300400500
交易品种 毛利, pips 损失, pips 利润, pips
EURUSD.fm 1.1K
USDCHF.fm 879
USDCAD.fm 521
GBPUSD.fm 533
EURAUD.fm 1.7K
EURCHF.fm 206
AUDUSD.pro 591
AUDNZD.fm 719
EURCAD.fm 19
GBPAUD.fm 79
GBPCAD.pro 34
EURNZD.pro 102
2505007501K1.3K1.5K1.8K2K2.3K2.5K2.8K3K
2505007501K1.3K1.5K1.8K2K2.3K2.5K2.8K3K
2505007501K1.3K1.5K1.8K2K2.3K2.5K2.8K3K

提取

最好交易:
23.96 EUR
最大连续赢利:
16 (93.32 EUR)
最大连续盈利:
93.32 EUR (16)
最差交易:
-46.58 EUR
最大连续失误:
3 (-33.44 EUR)
最大连续亏损:
-46.58 EUR (1)
结余跌幅:
绝对:
0.26 EUR
最大值:
71.34 EUR (1.24%)
相对跌幅:
结余:
1.24% (71.34 EUR)
净值:
1.31% (76.47 EUR)

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 SquaredDirect-Live2 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。

无数据

This signal is running on about 25% maximum drawdown risk judging from portfolio backtest. 

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 to buy or rent the EA yourself: https://www.mql5.com/en/market/product/40941

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 Density Scalper with all pairs, the drawdown was about $600 for 0.1 lots, which you can use to scale to the desired risk level. For example, using 0.3 lots on all pairs would have had about $1800 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.

没有评论
2020.01.07 22:50
Removed warning: No trading activity detected on the Signal's account for the recent period
2019.12.29 00:16
No trading activity detected on the Signal's account for the last 6 days
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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
40
USD
14%
0
0
USD
6.1K
EUR
30
100%
353
74%
5%
2.25
2.17
EUR
1%
1:100
复制