GerFX QuantFlow Scalper and NW EA
Fiabilidad
409 semanas
0 / 0 USD
incremento desde 2017 382%
Autorícese o regístrese para ver la estadística detallada
  • Equidad
  • Reducción
Total de Trades:
7 517
Transacciones Rentables:
5 143 (68.41%)
Transacciones Irrentables:
2 374 (31.58%)
Mejor transacción:
46.49 EUR
Peor transacción:
-87.60 EUR
Beneficio Bruto:
7 956.37 EUR (252 401 pips)
Pérdidas Brutas:
-6 262.74 EUR (178 043 pips)
Máximo de ganancias consecutivas:
31 (23.36 EUR)
Beneficio máximo consecutivo:
127.97 EUR (23)
Ratio de Sharpe:
0.05
Actividad comercial:
13.08%
Carga máxima del depósito:
99.66%
Último trade:
44 minutos
Trades a la semana:
24
Tiempo medio de espera:
2 horas
Factor de Recuperación:
4.07
Transacciones Largas:
3 716 (49.43%)
Transacciones Cortas:
3 801 (50.57%)
Factor de Beneficio:
1.27
Beneficio Esperado:
0.23 EUR
Beneficio medio:
1.55 EUR
Pérdidas medias:
-2.64 EUR
Máximo de pérdidas consecutivas:
12 (-48.90 EUR)
Pérdidas máximas consecutivas:
-400.98 EUR (8)
Crecimiento al mes:
-6.54%
Pronóstico anual:
-79.34%
Trading algorítmico:
100%
Reducción de balance:
Absoluto:
3.38 EUR
Máxima:
415.98 EUR (22.85%)
Reducción relativa:
De balance:
28.54% (150.24 EUR)
De fondos:
17.36% (124.82 EUR)

Distribución

Símbolo Transacciones Sell Buy
EURUSD 1709
GBPUSD 1454
EURCHF 990
USDCHF 467
AUDNZD 459
AUDCAD 390
EURAUD 317
USDCAD 313
EURNZD 302
EURGBP 222
EURCAD 217
NZDCAD 180
GBPCAD 141
GBPAUD 107
GBPCHF 106
CHFJPY 88
USDJPY 49
AUDUSD 2
EURJPY 2
GBPJPY 2
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
Símbolo Beneficio Bruto, USD Loss, USD Beneficio, USD
EURUSD 527
GBPUSD 1K
EURCHF 16
USDCHF 134
AUDNZD 196
AUDCAD -99
EURAUD 5
USDCAD 57
EURNZD 195
EURGBP -29
EURCAD 47
NZDCAD -31
GBPCAD 44
GBPAUD -24
GBPCHF -17
CHFJPY -43
USDJPY -81
AUDUSD 0
EURJPY 5
GBPJPY -1
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
1K 2K 3K 4K 5K
Símbolo Beneficio Bruto, pips Loss, pips Beneficio, pips
EURUSD 16K
GBPUSD 17K
EURCHF 3K
USDCHF 1.5K
AUDNZD 8.6K
AUDCAD 917
EURAUD 5.7K
USDCAD 5.2K
EURNZD 10K
EURGBP 1.6K
EURCAD 2K
NZDCAD 663
GBPCAD 2.4K
GBPAUD 1.3K
GBPCHF 225
CHFJPY 986
USDJPY -1K
AUDUSD 19
EURJPY 610
GBPJPY -117
20K 40K 60K
20K 40K 60K
20K 40K 60K
  • Deposit load
  • Reducción
Mejor transacción: +46.49 EUR
Peor transacción: -88 EUR
Máximo de ganancias consecutivas: 23
Máximo de pérdidas consecutivas: 8
Beneficio máximo consecutivo: +23.36 EUR
Pérdidas máximas consecutivas: -48.90 EUR

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 "ICMarkets-Live10" y del suscriptor, así como del retardo en ejecutar las órdenes. Cuanto menos sea este valor, mejor será la calidad del copiado.

LibertexCom-MT4 Market Real Server
0.00 × 4
UniverseWheel-Live
0.00 × 13
InstaForex-UK.com
0.00 × 1
USGFX-Live
0.00 × 9
ATFXGM2-Live
0.00 × 5
ForexTime-Pro
0.09 × 33
Osprey-Live
0.17 × 6
Tickmill-Live02
0.38 × 1274
ForexClub-MT4 Market Real 2 Server
0.41 × 22
Windsor-REAL
0.50 × 8
BDSSwissMarkets-Real01
0.54 × 26
ICMarkets-Live11
0.61 × 276
XMUK-Real 6
0.61 × 80
MTCOOK-Live
0.64 × 125
ICMarkets-Live24
0.64 × 383
BoldPrime2-Live
0.67 × 3
WindsorBrokers-DEMO
0.67 × 3
LiteForex-ECN2.com
0.67 × 3
ICMarkets-Live10
0.73 × 14316
LiteFinance-ECN2.com
0.75 × 4
ICMarkets-Live20
0.81 × 960
ICMarkets-Live02
0.83 × 1337
ICMarkets-Live07
0.83 × 1495
ICMarkets-Live05
0.83 × 2935
ICMarkets-Live08
0.85 × 472
otros 443...
Autorícese o regístrese para ver la estadística detallada

This signal uses two automated mean reversion strategies, QuantFlow Scalper and NightWalkerEA.

Copying the signal might cause high slippage because of different spreads during swap time, so I don't recommend to copy it. It would be better rent or buy the EAs yourself. 

This signals runs with about 25% maximum drawdown risk according to the portfolio backtest.

The signal also uses the Breaking News Filter.


About the drawdown calculation:


The portfolio backtests I show are usually done with a fixed lot size of 0.1. This means that you have to look at the fixed drawdown, not the percentage one. For the combination of 0.01 NightWalker EA and 0.02 NY Close Scalper with all pairs, the drawdown was about $100, which you can use to scale to the desired risk level. For example, this signal uses 0.02 NW and 0.05 NYCS, so the maximum portfolio backtest drawdown would be about $250. 

Things to consider:

The maximum backtest drawdown happened in 2008 and never occurred again in later years. In 2008 the spreads were much larger than they are now and the tick data quality is also much worse for early years. So some developers argue against even using data before 2010/2011. However, since optimization usually leads to underestimation of the expected drawdown, I still prefer to use the 2008 drawdown as the best estimate. 2008 was also the year of a global financial crisis, which might be a risk factor to consider for the future.

Please also keep in mind that there is never any guarantee that the future drawdown will be less than the historical one.


Evaluación media:
borisov201190
204
borisov201190 2019.02.18 14:33 
 

Unstable signal

2025.01.07 22:11
Removed warning: No trading activity detected on the Signal's account for the recent period
2024.12.29 01:56
No trading activity detected on the Signal's account for the last 6 days
2024.01.08 22:02
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.12.28 01:10
No trading activity detected on the Signal's account for the last 6 days
2023.08.24 21:51
Removed warning: No trading activity detected on the Signal's account for the recent period
2023.08.22 02:40
No trading activity detected on the Signal's account for the last 6 days
2023.01.09 20:41
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.12.29 00:04
No trading activity detected on the Signal's account for the last 6 days
2022.08.23 21:48
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.08.23 03:17
No trading activity detected on the Signal's account for the last 6 days
2022.03.09 23:44
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.03.01 03:52
No trading activity detected on the Signal's account for the last 6 days
2022.02.22 20:35
Removed warning: No trading activity detected on the Signal's account for the recent period
2022.02.22 08:27
No trading activity detected on the Signal's account for the last 6 days
2022.01.11 00:00
Removed warning: No trading activity detected on the Signal's account for the recent period
2021.12.29 02:11
No trading activity detected on the Signal's account for the last 6 days
2021.01.07 21:20
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.12.29 01:55
No trading activity detected on the Signal's account for the last 6 days
2020.11.08 23:59
Removed warning: No trading activity detected on the Signal's account for the recent period
2020.11.05 02:29
No trading activity detected on the Signal's account for the last 6 days
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
50 USD al mes
382%
0
0
USD
377
EUR
409
100%
7 517
68%
13%
1.27
0.23
EUR
29%
1:50
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