增长自 2020
-12%
交易:
1 829
盈利交易:
930 (50.84%)
亏损交易:
899 (49.15%)
最好交易:
27.12 USD
最差交易:
-42.55 USD
毛利:
1 950.97 USD
(354 665 pips)
毛利亏损:
-2 127.09 USD
(629 501 pips)
最大连续赢利:
14 (32.59 USD)
最大连续盈利:
40.83 USD (3)
夏普比率:
-0.03
交易活动:
35.50%
最大入金加载:
76.41%
最近交易:
4 几天前
每周交易:
3
平均持有时间:
18 小时
采收率:
-0.43
长期交易:
807 (44.12%)
短期交易:
1 022 (55.88%)
利润因子:
0.92
预期回报:
-0.10 USD
平均利润:
2.10 USD
平均损失:
-2.37 USD
最大连续失误:
11 (-11.30 USD)
最大连续亏损:
-71.19 USD (5)
每月增长:
-0.16%
年度预测:
-1.90%
算法交易:
99%
结余跌幅:
绝对:
180.88 USD
最大值:
411.86 USD (55.66%)
相对跌幅:
结余:
35.58% (411.86 USD)
净值:
6.33% (63.58 USD)
分配
| 交易品种 | 交易 | Sell | Buy | |
|---|---|---|---|---|
| EURUSD | 492 | |||
| USDCAD | 359 | |||
| USDJPY | 329 | |||
| GBPUSD | 293 | |||
| USDSGD | 153 | |||
| EURJPY | 53 | |||
| USDCHF | 42 | |||
| USDCNH | 30 | |||
| AUDUSD | 22 | |||
| EURGBP | 17 | |||
| SPX500USD | 15 | |||
| US2000USD | 14 | |||
| NAS100USD | 8 | |||
| XAUUSD | 2 | |||
|
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500
|
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500
|
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| 交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
|---|---|---|---|---|
| EURUSD | -10 | |||
| USDCAD | 9 | |||
| USDJPY | -80 | |||
| GBPUSD | -24 | |||
| USDSGD | 31 | |||
| EURJPY | -74 | |||
| USDCHF | -4 | |||
| USDCNH | -6 | |||
| AUDUSD | -23 | |||
| EURGBP | 1 | |||
| SPX500USD | 3 | |||
| US2000USD | -28 | |||
| NAS100USD | 19 | |||
| XAUUSD | 9 | |||
|
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|
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|
| 交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
|---|---|---|---|---|
| EURUSD | 3K | |||
| USDCAD | 3.4K | |||
| USDJPY | -4.7K | |||
| GBPUSD | -630 | |||
| USDSGD | 2.3K | |||
| EURJPY | -5K | |||
| USDCHF | -371 | |||
| USDCNH | -5.2K | |||
| AUDUSD | -2.3K | |||
| EURGBP | 108 | |||
| SPX500USD | 317 | |||
| US2000USD | -277K | |||
| NAS100USD | 1.9K | |||
| XAUUSD | 9.3K | |||
|
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200K
300K
400K
500K
600K
|
100K
200K
300K
400K
500K
600K
|
100K
200K
300K
400K
500K
600K
|
- 入金加载
- 提取
最好交易:
+27.12
USD
最差交易:
-43
USD
最大连续赢利:
3
最大连续失误:
5
最大连续盈利:
+32.59
USD
最大连续亏损:
-11.30
USD
Volatility activated day order (VADO) mean reversion intraday strategy. Trades once a day. Trades 4-10 times a week. Each trade holds about 2-6 hours on average or exit by time. Adapted to dynamic market conditions for exit since Jun 2021 with diversification. Get the algorithm secret formula here.
This is a short term scalping strategy that endures the test of time.
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