SmartGrid
レビュー0件
98週間
0 / 0 USD
成長(開始日): 2022 -0%
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  • エクイティ
  • ドローダウン
トレード:
1 545
利益トレード:
1 224 (79.22%)
損失トレード:
321 (20.78%)
ベストトレード:
849.04 AUD
最悪のトレード:
-1 087.71 AUD
総利益:
34 038.60 AUD (4 815 149 pips)
総損失:
-30 766.67 AUD (2 058 324 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:
0.03
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:
3 日前
1週間当たりの取引:
26
平均保有時間:
9 日
リカバリーファクター:
0.44
長いトレード:
1 345 (87.06%)
短いトレード:
200 (12.94%)
プロフィットファクター:
1.11
期待されたペイオフ:
2.12 AUD
平均利益:
27.81 AUD
平均損失:
-95.85 AUD
最大連続の負け:
51 (-468.96 AUD)
最大連続損失:
-4 301.63 AUD (4)
月間成長:
-13.05%
年間予想:
-100.00%
アルゴリズム取引:
70%
残高によるドローダウン:
絶対:
405.52 AUD
最大の:
7 421.73 AUD (42.76%)
比較ドローダウン:
残高による:
38.26% (7 413.33 AUD)
エクイティによる:
37.78% (7 047.00 AUD)

配布

シンボル ディール Sell Buy
US2000 245
Short_VIX_FUT_ETF_(SVXY.N) 234
EUSTX50 96
SpotBrent 79
US500 76
AUDUSD 73
USDCHF 71
SVXY.US 55
USDJPY 53
NOR25 48
AUS200 41
UK100 38
XAUUSD 35
CA60 32
SA40 30
Metals_&_Mining_(XME.P) 28
NETH25 28
NVIDIA_Corporation_(NVDA.O) 25
XAUJPY 21
VIX 20
BTCUSD 16
Global_Energy_ETF_(IXC.P) 14
iShares_Mexico_ETF_(EWW.P) 14
USDX 13
CN50 11
FRA40 11
NVDA.US 11
EWW.US 11
Invesco_DB_Ag_Fund_(DBA.P) 10
XAUAUD 10
XAGEUR 9
AUDJPY 9
XME.US 8
IXC.US 8
XOP.US 8
XAGUSD 7
Energy_Select_Fund_(XLE.P) 6
India_50_ETF_(INDY.O) 5
JPN225 4
GBPUSD 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
MPL.AU 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
US2000 259
Short_VIX_FUT_ETF_(SVXY.N) 305
EUSTX50 564
SpotBrent 190
US500 552
AUDUSD 148
USDCHF -173
SVXY.US -4.5K
USDJPY 226
NOR25 96
AUS200 462
UK100 335
XAUUSD 444
CA60 814
SA40 178
Metals_&_Mining_(XME.P) 360
NETH25 -7
NVIDIA_Corporation_(NVDA.O) 105
XAUJPY 305
VIX -1.7K
BTCUSD 302
Global_Energy_ETF_(IXC.P) 717
iShares_Mexico_ETF_(EWW.P) -164
USDX -599
CN50 335
FRA40 188
NVDA.US 12
EWW.US 483
Invesco_DB_Ag_Fund_(DBA.P) -720
XAUAUD 1.1K
XAGEUR 261
AUDJPY 12
XME.US 104
IXC.US 283
XOP.US 228
XAGUSD 50
Energy_Select_Fund_(XLE.P) 123
India_50_ETF_(INDY.O) 207
JPN225 -33
GBPUSD 46
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
MPL.AU 55
2K 4K 6K 8K
2K 4K 6K 8K
2K 4K 6K 8K
シンボル 総利益, pips Loss, pips 利益, pips
US2000 6.8K
Short_VIX_FUT_ETF_(SVXY.N) 515
EUSTX50 20K
SpotBrent 18K
US500 11K
AUDUSD 5.6K
USDCHF -3K
SVXY.US -9.2K
USDJPY 3.2K
NOR25 43K
AUS200 27K
UK100 24K
XAUUSD 995
CA60 38K
SA40 1.4M
Metals_&_Mining_(XME.P) 1.5K
NETH25 5.2K
NVIDIA_Corporation_(NVDA.O) 2.5K
XAUJPY 2.5K
VIX -981
BTCUSD 967K
Global_Energy_ETF_(IXC.P) 1.6K
iShares_Mexico_ETF_(EWW.P) 481
USDX -5K
CN50 33K
FRA40 8.2K
NVDA.US -18
EWW.US 1.7K
Invesco_DB_Ag_Fund_(DBA.P) -157
XAUAUD 80K
XAGEUR 4.6K
AUDJPY 523
XME.US 425
IXC.US 547
XOP.US 2.3K
XAGUSD 222
Energy_Select_Fund_(XLE.P) 502
India_50_ETF_(INDY.O) 190
JPN225 -2.9K
GBPUSD 127
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
MPL.AU 60
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
  • 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: -1 088 AUD
最大連続の勝ち: 15
最大連続の負け: 4
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
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
ICTrading-MT5-4
1.00 × 4
EvolveMarkets-MT5 Live Server
1.00 × 5
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
1.84 × 94
48 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
2024.08.05 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
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
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
-0%
0
0
USD
15K
AUD
98
70%
1 545
79%
100%
1.10
2.12
AUD
38%
1:500
コピー