SmartGrid
レビュー0件
信頼性
84週間
0 / 0 USD
成長(開始日): 2022 22%
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  • エクイティ
  • ドローダウン
トレード:
1 120
利益トレード:
892 (79.64%)
損失トレード:
228 (20.36%)
ベストトレード:
849.04 AUD
最悪のトレード:
-819.74 AUD
総利益:
23 637.86 AUD (3 840 251 pips)
総損失:
-16 852.99 AUD (1 976 616 pips)
最大連続の勝ち:
49 (356.88 AUD)
最大連続利益:
1 452.09 AUD (15)
シャープレシオ:
0.07
取引アクティビティ:
100.00%
最大入金額:
101.72%
最近のトレード:
1 日前
1週間当たりの取引:
15
平均保有時間:
11 日
リカバリーファクター:
3.42
長いトレード:
984 (87.86%)
短いトレード:
136 (12.14%)
プロフィットファクター:
1.40
期待されたペイオフ:
6.06 AUD
平均利益:
26.50 AUD
平均損失:
-73.92 AUD
最大連続の負け:
51 (-468.96 AUD)
最大連続損失:
-937.65 AUD (2)
月間成長:
6.35%
年間予想:
80.44%
アルゴリズム取引:
71%
残高によるドローダウン:
絶対:
405.52 AUD
最大の:
1 982.67 AUD (17.13%)
比較ドローダウン:
残高による:
15.55% (1 981.34 AUD)
エクイティによる:
30.03% (3 403.37 AUD)

配布

シンボル ディール Sell Buy
Short_VIX_FUT_ETF_(SVXY.N) 233
US2000 223
SpotBrent 79
EUSTX50 69
USDCHF 68
US500 44
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
Invesco_DB_Ag_Fund_(DBA.P) 10
AUDUSD 10
XAGEUR 9
NETH25 9
USDX 8
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
シンボル 総利益, USD Loss, USD 利益, USD
Short_VIX_FUT_ETF_(SVXY.N) 182
US2000 73
SpotBrent 190
EUSTX50 519
USDCHF -161
US500 523
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
Invesco_DB_Ag_Fund_(DBA.P) -720
AUDUSD 31
XAGEUR 261
NETH25 16
USDX -111
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
2K 4K 6K
2K 4K 6K
2K 4K 6K
シンボル 総利益, pips Loss, pips 利益, pips
Short_VIX_FUT_ETF_(SVXY.N) 230
US2000 5.5K
SpotBrent 18K
EUSTX50 19K
USDCHF -3.1K
US500 10K
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
Invesco_DB_Ag_Fund_(DBA.P) -157
AUDUSD 775
XAGEUR 4.6K
NETH25 5.2K
USDX -862
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
  • ドローダウン
ベストトレード: +849.04 AUD
最悪のトレード: -820 AUD
最大連続の勝ち: 15
最大連続の負け: 2
最大連続利益: +356.88 AUD
最大連続損失: -468.96 AUD

いろいろなブローカーのリアルアカウント上で実行統計に基づいたスリッページの平均は、いくつかの点で指定されています。それはオーダー実行の遅れに依るのと同様に、プロバイダーの"Pepperstone-MT5-Live01"からの引用と購読者の引用の違いに依るものです。値がより低いことがコピーの品質がより良いことを意味しています。

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 × 27600
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
46 より多く...
リアルタイムでトレードを見るためには ログインしてください または 登録

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


レビューなし
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
リアルタイムでトレードを見るためには ログインしてください または 登録
シグナル
価格
成長
購読者
残高
残高
Expert Advisors
トレード
利益%
アクティビティ
PF
期待されたペイオフ
ドローダウン
レバレッジ
30 USD/月
22%
0
0
USD
19K
AUD
84
71%
1 120
79%
100%
1.40
6.06
AUD
30%
1:500
コピー