SmartGrid
0 comentarios
Fiabilidad
83 semanas
0 / 0 USD
incremento desde 2022 24%
Autorícese o regístrese para ver la estadística detallada
  • Equidad
  • Reducción
Total de Trades:
1 113
Transacciones Rentables:
890 (79.96%)
Transacciones Irrentables:
223 (20.04%)
Mejor transacción:
849.04 AUD
Peor transacción:
-819.74 AUD
Beneficio Bruto:
23 310.14 AUD (3 839 776 pips)
Pérdidas Brutas:
-16 321.83 AUD (1 975 818 pips)
Máximo de ganancias consecutivas:
49 (356.88 AUD)
Beneficio máximo consecutivo:
1 452.09 AUD (15)
Ratio de Sharpe:
0.08
Actividad comercial:
100.00%
Carga máxima del depósito:
101.72%
Último trade:
5 horas
Trades a la semana:
16
Tiempo medio de espera:
11 días
Factor de Recuperación:
3.52
Transacciones Largas:
977 (87.78%)
Transacciones Cortas:
136 (12.22%)
Factor de Beneficio:
1.43
Beneficio Esperado:
6.28 AUD
Beneficio medio:
26.19 AUD
Pérdidas medias:
-73.19 AUD
Máximo de pérdidas consecutivas:
51 (-468.96 AUD)
Pérdidas máximas consecutivas:
-937.65 AUD (2)
Crecimiento al mes:
9.45%
Pronóstico anual:
114.67%
Trading algorítmico:
71%
Reducción de balance:
Absoluto:
405.52 AUD
Máxima:
1 982.67 AUD (17.13%)
Reducción relativa:
De balance:
15.55% (1 981.34 AUD)
De fondos:
30.03% (3 403.37 AUD)

Distribución

Símbolo Transacciones Sell Buy
Short_VIX_FUT_ETF_(SVXY.N) 232
US2000 223
SpotBrent 79
USDCHF 68
EUSTX50 67
US500 43
UK100 38
USDJPY 35
AUS200 32
NOR25 29
Metals_&_Mining_(XME.P) 25
SA40 23
NVIDIA_Corporation_(NVDA.O) 22
VIX 18
CA60 18
Global_Energy_ETF_(IXC.P) 14
BTCUSD 14
XAUUSD 13
CN50 11
FRA40 11
AUDUSD 10
XAGEUR 9
NETH25 9
USDX 8
Invesco_DB_Ag_Fund_(DBA.P) 7
XAUAUD 7
iShares_Mexico_ETF_(EWW.P) 7
Energy_Select_Fund_(XLE.P) 6
JPN225 4
India_50_ETF_(INDY.O) 4
MSCI_Indonesia_ETF_(EIDO.P) 3
GERTEC30 3
Cocoa 2
OJ 2
EURUSD 2
GBPUSD 2
DOGEUSD 2
AUDJPY 2
Dividend_ETF_(SDY.P) 1
SPA35 1
iShares_ACWI_ETF_(ACWI.OQ) 1
SCI25 1
EURJPY 1
JPYX 1
GBPAUD 1
AUDCHF 1
XAUJPY 1
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
Símbolo Beneficio Bruto, USD Loss, USD Beneficio, USD
Short_VIX_FUT_ETF_(SVXY.N) -38
US2000 73
SpotBrent 190
USDCHF -161
EUSTX50 572
US500 545
UK100 335
USDJPY 116
AUS200 295
NOR25 508
Metals_&_Mining_(XME.P) 333
SA40 -116
NVIDIA_Corporation_(NVDA.O) 104
VIX -1.6K
CA60 786
Global_Energy_ETF_(IXC.P) 717
BTCUSD 270
XAUUSD 118
CN50 335
FRA40 188
AUDUSD 31
XAGEUR 261
NETH25 16
USDX -111
Invesco_DB_Ag_Fund_(DBA.P) -404
XAUAUD 927
iShares_Mexico_ETF_(EWW.P) 331
Energy_Select_Fund_(XLE.P) 123
JPN225 -33
India_50_ETF_(INDY.O) 87
MSCI_Indonesia_ETF_(EIDO.P) -248
GERTEC30 50
Cocoa -15
OJ 80
EURUSD -3
GBPUSD 6
DOGEUSD 347
AUDJPY 33
Dividend_ETF_(SDY.P) 47
SPA35 4
iShares_ACWI_ETF_(ACWI.OQ) 24
SCI25 7
EURJPY 17
JPYX 0
GBPAUD 68
AUDCHF 72
XAUJPY 65
1K 2K 3K 4K 5K 6K
1K 2K 3K 4K 5K 6K
1K 2K 3K 4K 5K 6K
Símbolo Beneficio Bruto, pips Loss, pips Beneficio, pips
Short_VIX_FUT_ETF_(SVXY.N) -224
US2000 5.5K
SpotBrent 18K
USDCHF -3.1K
EUSTX50 20K
US500 11K
UK100 24K
USDJPY 2.5K
AUS200 22K
NOR25 47K
Metals_&_Mining_(XME.P) 1.4K
SA40 782K
NVIDIA_Corporation_(NVDA.O) 2.5K
VIX -469
CA60 33K
Global_Energy_ETF_(IXC.P) 1.6K
BTCUSD 760K
XAUUSD 387
CN50 33K
FRA40 8.2K
AUDUSD 775
XAGEUR 4.6K
NETH25 5.2K
USDX -862
Invesco_DB_Ag_Fund_(DBA.P) -96
XAUAUD 69K
iShares_Mexico_ETF_(EWW.P) 1.1K
Energy_Select_Fund_(XLE.P) 502
JPN225 -2.9K
India_50_ETF_(INDY.O) 73
MSCI_Indonesia_ETF_(EIDO.P) -286
GERTEC30 14K
Cocoa -77
OJ 266
EURUSD -9
GBPUSD 57
DOGEUSD 2.3K
AUDJPY 239
Dividend_ETF_(SDY.P) 300
SPA35 341
iShares_ACWI_ETF_(ACWI.OQ) 131
SCI25 45
EURJPY 221
JPYX -26
GBPAUD 455
AUDCHF 192
XAUJPY 894
500K 1M 1.5M 2M 2.5M 3M 3.5M 4M
500K 1M 1.5M 2M 2.5M 3M 3.5M 4M
500K 1M 1.5M 2M 2.5M 3M 3.5M 4M
  • Deposit load
  • Reducción
Mejor transacción: +849.04 AUD
Peor transacción: -820 AUD
Máximo de ganancias consecutivas: 15
Máximo de pérdidas consecutivas: 2
Beneficio máximo consecutivo: +356.88 AUD
Pérdidas máximas consecutivas: -468.96 AUD

El deslizamiento medio a base de la estadística de ejecución en las cuentas reales de diferentes corredores se indica en puntos. Depende de la diferencia de las cotizaciones del proveedor de "Pepperstone-MT5-Live01" y del suscriptor, así como del retardo en ejecutar las órdenes. Cuanto menos sea este valor, mejor será la calidad del copiado.

Tradeview-Live
0.00 × 1
ICMarketsSC-MT5-4
0.00 × 9
TickmillUK-Live
0.00 × 1
ICMarketsEU-MT5
0.23 × 35
Exness-MT5Real3
0.31 × 345
PacificUnionLLC-Live
0.48 × 46
FXPIG-Server
0.60 × 200
Tickmill-Live
0.66 × 173
ICMarketsEU-MT5-2
0.74 × 27
ActivTradesCorp-Server
0.75 × 4
ICTrading-MT5-4
1.00 × 3
EvolveMarkets-MT5 Live Server
1.00 × 5
TitanFX-MT5-01
1.12 × 69
Exness-MT5Real9
1.13 × 8
Eightcap-Live
1.19 × 254
Darwinex-Live
1.20 × 100
ICMarketsSC-MT5
1.32 × 1692
ICMarketsSC-MT5-2
1.39 × 27584
Exness-MT5Real7
1.42 × 389
PepperstoneUK-Live
1.50 × 88
ForexTimeFXTM-Live01
1.60 × 5
Alpari-MT5
1.77 × 96
ICMarkets-MT5
1.79 × 224
VantageFX-Live
1.84 × 89
BlueberryMarkets-Live
2.25 × 4
otros 46...
Autorícese o regístrese para ver la estadística detallada

This system is designed to produce above average returns by trading stock market indicies, the VIX, and some commodities in a grid fashion with leverage. There is a dynamic position sizing system based mostly on account size, and there is NO MARTINGALE used in this strategy.

The idea behind the strategy is that since stock markets have an expected return above zero over the long term, then a grid strategy that is long-only would also have a positive expected return. The returns are amplified with leverage. The VIX is inversely correlated with stock market movements, meaning that going long on the VIX is a hedge against a stock market downturn. This protects against fast market crashes.

Commodities are uncorrelated with both the stock market and the VIX, adding diversification into the system.

Backtesting has been optimised and is calculated in a pessimistic environment, where all symbols pay swaps. In reality, some symbols will earn overnight swaps, but parameters were picked assuming that swaps are always paid rather than earned. Backtesting results shows (with paying swaps):

  • Monthly Returns = 6%
  • Sharpe Ratio = 2.11
  • Sortino Ratio = 3.17
  • Max Drawdown = 14.75%
  • Gini Coefficient (equality of profits across symbols) = 0.2


It is exceedingly unlikely that this account blows up, with a max DD of < 15% occuring over a 2 year period that includes major stock market declines.


Verified myfxbook link


No hay comentarios
2024.04.11 11:39
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.04.10 17:16
No trading activity detected on the Signal's account for the last 6 days
2024.04.04 15:53
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.04.01 21:48
No trading activity detected on the Signal's account for the last 6 days
2023.12.11 11:20
No swaps are charged
2023.12.11 11:20
No swaps are charged
2023.11.21 23:01
No swaps are charged on the signal account
2023.11.15 11:16
No swaps are charged
2023.11.15 11:16
No swaps are charged
2023.11.10 17:48
No swaps are charged on the signal account
2023.05.04 18:12
80% of growth achieved within 1 days. This comprises 0.5% of days out of 200 days of the signal's entire lifetime.
2023.05.04 00:12
Share of days for 80% of growth is too low
2023.05.02 16:55
80% of growth achieved within 1 days. This comprises 0.51% of days out of 198 days of the signal's entire lifetime.
2023.04.26 11:02
Share of days for 80% of growth is too low
2023.03.14 16:03
Removed warning: Too frequent deals may negatively impact copying results
2023.03.13 21:05
80% of growth achieved within 1 days. This comprises 0.68% of days out of 148 days of the signal's entire lifetime.
2023.03.10 21:55
Too frequent deals may negatively impact copying results
2023.03.10 20:43
Share of days for 80% of growth is too low
2023.03.09 20:05
80% of growth achieved within 1 days. This comprises 0.69% of days out of 144 days of the signal's entire lifetime.
2023.02.13 02:53
Share of days for 80% of growth is too low
Autorícese o regístrese para ver la estadística detallada
Señal
Precio
Incremento
Suscriptores
Fondos
Balance
Semanas
Robots comerciales
Trades
Rentables
Actividad
PF
Beneficio Esperado
Reducción
Apalancamiento
30 USD al mes
24%
0
0
USD
19K
AUD
83
71%
1 113
79%
100%
1.42
6.28
AUD
30%
1:500
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