SmartGrid
0 Bewertungen
Zuverlässigkeit
90 Wochen
0 / 0 USD
Wachstum seit 2022 16%
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  • Equity
  • Rückgang
Trades insgesamt:
1 212
Gewinntrades:
963 (79.45%)
Verlusttrades:
249 (20.54%)
Bester Trade:
849.04 AUD
Schlechtester Trade:
-1 000.44 AUD
Bruttoprofit:
26 534.18 AUD (4 232 023 pips)
Bruttoverlust:
-20 789.84 AUD (1 994 531 pips)
Max. aufeinandergehende Gewinne:
49 (356.88 AUD)
Max. Gewinn aufeinanderfolgender Gewinntrades:
1 452.09 AUD (15)
Sharpe Ratio:
0.06
Trading-Aktivität:
100.00%
Max deposit load:
101.72%
Letzter Trade:
4 Stunden
Trades pro Woche:
12
Durchschn. Haltezeit:
10 Tage
Erholungsfaktor:
2.90
Long-Positionen:
1 061 (87.54%)
Short-Positionen:
151 (12.46%)
Profit-Faktor:
1.28
Mathematische Gewinnerwartung:
4.74 AUD
Durchschnittlicher Profit:
27.55 AUD
Durchschnittlicher Verlust:
-83.49 AUD
Max. aufeinandergehende Verluste:
51 (-468.96 AUD)
Max. Verlust aufeinanderfolgender Verlusttrades:
-1 959.58 AUD (2)
Wachstum pro Monat :
-1.53%
Jahresprognose:
-18.52%
Algo-Trading:
71%
Rückgang/Kontostand:
Absolut:
405.52 AUD
Maximaler:
1 982.67 AUD (17.13%)
Relativer Rückgang:
Kontostand:
15.55% (1 981.34 AUD)
Kapital:
37.78% (7 047.00 AUD)

Verteilung

Symbol Trades Sell Buy
Short_VIX_FUT_ETF_(SVXY.N) 234
US2000 232
EUSTX50 80
SpotBrent 79
USDCHF 68
US500 50
UK100 38
AUS200 37
USDJPY 35
NOR25 34
Metals_&_Mining_(XME.P) 28
SA40 25
NVIDIA_Corporation_(NVDA.O) 25
CA60 24
VIX 19
NETH25 16
Global_Energy_ETF_(IXC.P) 14
iShares_Mexico_ETF_(EWW.P) 14
BTCUSD 14
XAUUSD 14
CN50 11
FRA40 11
AUDUSD 11
Invesco_DB_Ag_Fund_(DBA.P) 10
XAGEUR 9
USDX 8
XAUAUD 8
XME.US 8
Energy_Select_Fund_(XLE.P) 6
India_50_ETF_(INDY.O) 5
NVDA.US 5
JPN225 4
Cocoa 3
MSCI_Indonesia_ETF_(EIDO.P) 3
GERTEC30 3
AUDJPY 3
SVXY.US 3
OJ 2
EURUSD 2
GBPUSD 2
DOGEUSD 2
EWW.US 2
IXC.US 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
Symbol Bruttoprofit, USD Loss, USD Profit, USD
Short_VIX_FUT_ETF_(SVXY.N) 305
US2000 224
EUSTX50 642
SpotBrent 190
USDCHF -161
US500 550
UK100 335
AUS200 447
USDJPY 116
NOR25 315
Metals_&_Mining_(XME.P) 360
SA40 84
NVIDIA_Corporation_(NVDA.O) 105
CA60 800
VIX -1.7K
NETH25 169
Global_Energy_ETF_(IXC.P) 717
iShares_Mexico_ETF_(EWW.P) -164
BTCUSD 270
XAUUSD 124
CN50 335
FRA40 188
AUDUSD 37
Invesco_DB_Ag_Fund_(DBA.P) -720
XAGEUR 261
USDX -111
XAUAUD 938
XME.US 104
Energy_Select_Fund_(XLE.P) 123
India_50_ETF_(INDY.O) 207
NVDA.US -12
JPN225 -33
Cocoa -19
MSCI_Indonesia_ETF_(EIDO.P) -248
GERTEC30 50
AUDJPY 35
SVXY.US -1.4K
OJ 80
EURUSD -3
GBPUSD 6
DOGEUSD 347
EWW.US 60
IXC.US 120
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
2K 4K 6K
2K 4K 6K
2K 4K 6K
Symbol Bruttoprofit, pips Loss, pips Profit, pips
Short_VIX_FUT_ETF_(SVXY.N) 515
US2000 7.2K
EUSTX50 21K
SpotBrent 18K
USDCHF -3.1K
US500 11K
UK100 24K
AUS200 25K
USDJPY 2.5K
NOR25 43K
Metals_&_Mining_(XME.P) 1.5K
SA40 1.2M
NVIDIA_Corporation_(NVDA.O) 2.5K
CA60 35K
VIX -926
NETH25 8.2K
Global_Energy_ETF_(IXC.P) 1.6K
iShares_Mexico_ETF_(EWW.P) 481
BTCUSD 760K
XAUUSD 412
CN50 33K
FRA40 8.2K
AUDUSD 784
Invesco_DB_Ag_Fund_(DBA.P) -157
XAGEUR 4.6K
USDX -862
XAUAUD 70K
XME.US 425
Energy_Select_Fund_(XLE.P) 502
India_50_ETF_(INDY.O) 190
NVDA.US -34
JPN225 -2.9K
Cocoa -108
MSCI_Indonesia_ETF_(EIDO.P) -286
GERTEC30 14K
AUDJPY 487
SVXY.US -5.4K
OJ 266
EURUSD -9
GBPUSD 57
DOGEUSD 2.3K
EWW.US 178
IXC.US 219
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
  • Rückgang
Bester Trade: +849.04 AUD
Schlechtester Trade: -1 000 AUD
Max. aufeinandergehende Gewinne: 15
Max. aufeinandergehende Verluste: 2
Max. Gewinn aufeinanderfolgender Gewinntrades: +356.88 AUD
Max. Verlust aufeinanderfolgender Verlusttrades: -468.96 AUD

Der durchschnittliche Slippage anhand der Statistik der Ausführung auf echten Konten verschiedener Broker ist in Punkten angegeben. Er hängt von der Differenz zwischen den Währungskursen des Anbieters von "Pepperstone-MT5-Live01" und des Abonnenten sowie von Verzögerungen in der Ausführung von Orders ab. Je kleiner der Wert ist, desto besser ist die Qualität des Kopierens.

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 × 28234
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
noch 46 ...
Einloggen oder registrieren und den Zugang zu laufenden Trades des Anbieters zu bekommen

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


Keine Bewertungen
2024.06.15 03:06
High current drawdown in 38% indicates the absence of risk limitation
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.
Einloggen oder registrieren und den Zugang zu laufenden Trades des Anbieters zu bekommen
Signal
Preis
Wachstum
Abonnenten
Geldmittel
Kontostand
Wochen
Expert Advisor
Trades
Gewinn
Aktivität
PF
Mathematische Gewinnerwartung
Rückgang
Hebel
30 USD pro Monat
16%
0
0
USD
18K
AUD
90
71%
1 212
79%
100%
1.27
4.74
AUD
38%
1:500
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