增长自 2020
-2%
交易:
1 725
盈利交易:
877 (50.84%)
亏损交易:
848 (49.16%)
最好交易:
27.12 USD
最差交易:
-42.55 USD
毛利:
1 883.66 USD
(347 497 pips)
毛利亏损:
-1 978.32 USD
(615 549 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:
-0.01
交易活动:
35.50%
最大入金加载:
76.41%
最近交易:
1 几天前
每周交易:
8
平均持有时间:
18 小时
采收率:
-0.28
长期交易:
756 (43.83%)
短期交易:
969 (56.17%)
利润因子:
0.95
预期回报:
-0.05 USD
平均利润:
2.15 USD
平均损失:
-2.33 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:
0.30%
年度预测:
3.66%
算法交易:
99%
结余跌幅:
绝对:
110.68 USD
最大值:
341.66 USD (46.17%)
相对跌幅:
结余:
29.47% (341.10 USD)
净值:
6.33% (63.58 USD)
分配
交易品种 | 交易 | Sell | Buy | |
---|---|---|---|---|
EURUSD | 440 | |||
USDCAD | 358 | |||
USDJPY | 323 | |||
GBPUSD | 257 | |||
USDSGD | 144 | |||
EURJPY | 53 | |||
USDCHF | 42 | |||
USDCNH | 30 | |||
AUDUSD | 22 | |||
EURGBP | 17 | |||
SPX500USD | 15 | |||
US2000USD | 14 | |||
NAS100USD | 8 | |||
XAUUSD | 2 | |||
100
200
300
400
500
|
100
200
300
400
500
|
100
200
300
400
500
|
交易品种 | 毛利, USD | 损失, USD | 利润, USD | |
---|---|---|---|---|
EURUSD | 11 | |||
USDCAD | 11 | |||
USDJPY | -80 | |||
GBPUSD | 23 | |||
USDSGD | 43 | |||
EURJPY | -74 | |||
USDCHF | -4 | |||
USDCNH | -6 | |||
AUDUSD | -23 | |||
EURGBP | 1 | |||
SPX500USD | 3 | |||
US2000USD | -28 | |||
NAS100USD | 19 | |||
XAUUSD | 9 | |||
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
250
500
750
1K
1.3K
1.5K
1.8K
2K
|
交易品种 | 毛利, pips | 损失, pips | 利润, pips | |
---|---|---|---|---|
EURUSD | 5.1K | |||
USDCAD | 3.7K | |||
USDJPY | -4.7K | |||
GBPUSD | 2.2K | |||
USDSGD | 3.9K | |||
EURJPY | -5K | |||
USDCHF | -371 | |||
USDCNH | -5.2K | |||
AUDUSD | -2.3K | |||
EURGBP | 108 | |||
SPX500USD | 317 | |||
US2000USD | -277K | |||
NAS100USD | 1.9K | |||
XAUUSD | 9.3K | |||
100K
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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