SmartGrid
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Fiabilidad
103 semanas
0 / 0 USD
incremento desde 2022 11%
Autorícese o regístrese para ver la estadística detallada
  • Equidad
  • Reducción
Total de Trades:
1 624
Transacciones Rentables:
1 290 (79.43%)
Transacciones Irrentables:
334 (20.57%)
Mejor transacción:
849.04 AUD
Peor transacción:
-1 087.71 AUD
Beneficio Bruto:
37 172.14 AUD (5 219 237 pips)
Pérdidas Brutas:
-32 194.04 AUD (2 065 660 pips)
Máximo de ganancias consecutivas:
49 (356.88 AUD)
Beneficio máximo consecutivo:
1 452.09 AUD (15)
Ratio de Sharpe:
0.04
Actividad comercial:
100.00%
Carga máxima del depósito:
101.72%
Último trade:
13 horas
Trades a la semana:
16
Tiempo medio de espera:
9 días
Factor de Recuperación:
0.67
Transacciones Largas:
1 399 (86.15%)
Transacciones Cortas:
225 (13.85%)
Factor de Beneficio:
1.15
Beneficio Esperado:
3.07 AUD
Beneficio medio:
28.82 AUD
Pérdidas medias:
-96.39 AUD
Máximo de pérdidas consecutivas:
51 (-468.96 AUD)
Pérdidas máximas consecutivas:
-4 301.63 AUD (4)
Crecimiento al mes:
11.66%
Pronóstico anual:
141.49%
Trading algorítmico:
69%
Reducción de balance:
Absoluto:
405.52 AUD
Máxima:
7 421.73 AUD (42.76%)
Reducción relativa:
De balance:
38.26% (7 413.33 AUD)
De fondos:
37.78% (7 047.00 AUD)

Distribución

Símbolo Transacciones Sell Buy
US2000 246
Short_VIX_FUT_ETF_(SVXY.N) 234
EUSTX50 96
US500 82
SpotBrent 79
AUDUSD 73
USDCHF 71
USDJPY 63
SVXY.US 55
NOR25 54
UK100 42
AUS200 41
XAUUSD 36
CA60 32
SA40 32
Metals_&_Mining_(XME.P) 28
NETH25 28
NVIDIA_Corporation_(NVDA.O) 25
XAUJPY 23
VIX 20
USDX 19
BTCUSD 19
XOP.US 18
FRA40 16
IXC.US 15
Global_Energy_ETF_(IXC.P) 14
iShares_Mexico_ETF_(EWW.P) 14
EWW.US 13
XAUAUD 12
CN50 11
NVDA.US 11
Invesco_DB_Ag_Fund_(DBA.P) 10
XAGEUR 9
AUDJPY 9
XME.US 8
XAGUSD 8
Energy_Select_Fund_(XLE.P) 6
NAS100 6
India_50_ETF_(INDY.O) 5
JPN225 4
GBPUSD 4
MPL.AU 4
Cocoa 3
MSCI_Indonesia_ETF_(EIDO.P) 3
GERTEC30 3
OJ 2
EURUSD 2
DOGEUSD 2
Dividend_ETF_(SDY.P) 1
SPA35 1
iShares_ACWI_ETF_(ACWI.OQ) 1
SCI25 1
EURJPY 1
JPYX 1
GBPAUD 1
AUDCHF 1
USDCAD 1
BTCGBP 1
ETHAUD 1
Crypto30 1
BTCAUD 1
XAUGBP 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
US2000 318
Short_VIX_FUT_ETF_(SVXY.N) 305
EUSTX50 564
US500 636
SpotBrent 190
AUDUSD 148
USDCHF -173
USDJPY 140
SVXY.US -4.5K
NOR25 282
UK100 386
AUS200 462
XAUUSD 459
CA60 814
SA40 217
Metals_&_Mining_(XME.P) 360
NETH25 -7
NVIDIA_Corporation_(NVDA.O) 105
XAUJPY 307
VIX -1.7K
USDX -219
BTCUSD 450
XOP.US 215
FRA40 235
IXC.US 703
Global_Energy_ETF_(IXC.P) 717
iShares_Mexico_ETF_(EWW.P) -164
EWW.US 234
XAUAUD 1.2K
CN50 335
NVDA.US 12
Invesco_DB_Ag_Fund_(DBA.P) -720
XAGEUR 261
AUDJPY 12
XME.US 104
XAGUSD 47
Energy_Select_Fund_(XLE.P) 123
NAS100 74
India_50_ETF_(INDY.O) 207
JPN225 -33
GBPUSD 46
MPL.AU 136
Cocoa -19
MSCI_Indonesia_ETF_(EIDO.P) -248
GERTEC30 50
OJ 80
EURUSD -3
DOGEUSD 347
Dividend_ETF_(SDY.P) 47
SPA35 4
iShares_ACWI_ETF_(ACWI.OQ) 24
SCI25 7
EURJPY 17
JPYX 0
GBPAUD 68
AUDCHF 72
USDCAD -12
BTCGBP 15
ETHAUD 37
Crypto30 2
BTCAUD 2
XAUGBP 21
2K 4K 6K 8K
2K 4K 6K 8K
2K 4K 6K 8K
Símbolo Beneficio Bruto, pips Loss, pips Beneficio, pips
US2000 6.9K
Short_VIX_FUT_ETF_(SVXY.N) 515
EUSTX50 20K
US500 12K
SpotBrent 18K
AUDUSD 5.6K
USDCHF -3K
USDJPY 5K
SVXY.US -9.2K
NOR25 46K
UK100 25K
AUS200 27K
XAUUSD 1.1K
CA60 38K
SA40 1.6M
Metals_&_Mining_(XME.P) 1.5K
NETH25 5.2K
NVIDIA_Corporation_(NVDA.O) 2.5K
XAUJPY 2.8K
VIX -981
USDX -3.2K
BTCUSD 1.2M
XOP.US 2.4K
FRA40 11K
IXC.US 1.1K
Global_Energy_ETF_(IXC.P) 1.6K
iShares_Mexico_ETF_(EWW.P) 481
EWW.US 1.3K
XAUAUD 88K
CN50 33K
NVDA.US -18
Invesco_DB_Ag_Fund_(DBA.P) -157
XAGEUR 4.6K
AUDJPY 523
XME.US 425
XAGUSD 170
Energy_Select_Fund_(XLE.P) 502
NAS100 2.2K
India_50_ETF_(INDY.O) 190
JPN225 -2.9K
GBPUSD 127
MPL.AU 147
Cocoa -108
MSCI_Indonesia_ETF_(EIDO.P) -286
GERTEC30 14K
OJ 266
EURUSD -9
DOGEUSD 2.3K
Dividend_ETF_(SDY.P) 300
SPA35 341
iShares_ACWI_ETF_(ACWI.OQ) 131
SCI25 45
EURJPY 221
JPYX -26
GBPAUD 455
AUDCHF 192
USDCAD -8
BTCGBP 9.8K
ETHAUD 4.9K
Crypto30 173
BTCAUD 6.3K
XAUGBP 1.4K
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
  • Deposit load
  • Reducción
Mejor transacción: +849.04 AUD
Peor transacción: -1 088 AUD
Máximo de ganancias consecutivas: 15
Máximo de pérdidas consecutivas: 4
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
TickmillUK-Live
0.00 × 2
ICMarketsSC-MT5-4
0.00 × 9
ICMarketsEU-MT5
0.23 × 35
Exness-MT5Real3
0.31 × 345
PacificUnionLLC-Live
0.48 × 46
FXPIG-Server
0.60 × 200
ICMarketsEU-MT5-2
0.74 × 27
ActivTradesCorp-Server
0.75 × 4
Tickmill-Live
0.85 × 176
AdmiralsGroup-Live
1.00 × 1
EvolveMarkets-MT5 Live Server
1.00 × 5
ICTrading-MT5-4
1.00 × 4
TitanFX-MT5-01
1.12 × 69
Exness-MT5Real9
1.13 × 8
Darwinex-Live
1.13 × 113
Eightcap-Live
1.19 × 254
ICMarketsSC-MT5
1.33 × 1706
ICMarketsSC-MT5-2
1.41 × 28883
Exness-MT5Real7
1.42 × 389
PepperstoneUK-Live
1.50 × 88
Alpari-MT5
1.59 × 114
ForexTimeFXTM-Live01
1.60 × 5
ICMarkets-MT5
1.76 × 235
VantageFX-Live
2.25 × 96
otros 50...
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
2024.09.06 18:46
80% of growth achieved within 1 days. This comprises 0.14% of days out of 691 days of the signal's entire lifetime.
2024.09.04 22:02
Share of days for 80% of growth is too low
2024.09.04 03:35
80% of growth achieved within 1 days. This comprises 0.15% of days out of 689 days of the signal's entire lifetime.
2024.08.05 16:03
Share of days for 80% of growth is too low
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
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
11%
0
0
USD
17K
AUD
103
69%
1 624
79%
100%
1.15
3.07
AUD
38%
1:500
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