SmartGrid
0 리뷰
안정성
102
0 / 0 USD
다음 이후의 성장 2022 7%
실시간으로 거래를 보시려면 로그인 또는 등록으로 하십시오
  • 자본
  • 축소
트레이드:
1 614
이익 거래:
1 281 (79.36%)
손실 거래:
333 (20.63%)
최고의 거래:
849.04 AUD
최악의 거래:
-1 087.71 AUD
총 수익:
36 633.78 AUD (5 216 160 pips)
총 손실:
-32 183.85 AUD (2 065 610 pips)
연속 최대 이익:
49 (356.88 AUD)
연속 최대 이익:
1 452.09 AUD (15)
샤프 비율:
0.04
거래 활동:
100.00%
최대 입금량:
101.72%
최근 거래:
18 시간 전
주별 거래 수:
12
평균 유지 시간:
9 일
회복 요인:
0.60
롱(주식매수):
1 391 (86.18%)
숏(주식차입매도):
223 (13.82%)
수익 요인:
1.14
기대수익:
2.76 AUD
평균 이익:
28.60 AUD
평균 손실:
-96.65 AUD
연속 최대 손실:
51 (-468.96 AUD)
연속 최대 손실:
-4 301.63 AUD (4)
월별 성장률:
8.71%
연간 예측:
108.23%
Algo 트레이딩:
69%
잔고에 의한 삭감:
절대적:
405.52 AUD
최대한의:
7 421.73 AUD (42.76%)
상대적 삭감:
잔고별:
38.26% (7 413.33 AUD)
자본금별:
37.78% (7 047.00 AUD)

배포

심볼 Sell Buy
US2000 246
Short_VIX_FUT_ETF_(SVXY.N) 234
EUSTX50 96
US500 82
SpotBrent 79
AUDUSD 73
USDCHF 71
USDJPY 61
SVXY.US 55
NOR25 53
AUS200 41
UK100 40
XAUUSD 36
CA60 32
SA40 32
Metals_&_Mining_(XME.P) 28
NETH25 28
NVIDIA_Corporation_(NVDA.O) 25
XAUJPY 23
VIX 20
BTCUSD 19
USDX 18
FRA40 16
XOP.US 16
Global_Energy_ETF_(IXC.P) 14
iShares_Mexico_ETF_(EWW.P) 14
EWW.US 13
IXC.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
심볼 총 수익, USD 손실, USD 수익, USD
US2000 318
Short_VIX_FUT_ETF_(SVXY.N) 305
EUSTX50 564
US500 636
SpotBrent 190
AUDUSD 148
USDCHF -173
USDJPY 136
SVXY.US -4.5K
NOR25 232
AUS200 462
UK100 354
XAUUSD 459
CA60 814
SA40 217
Metals_&_Mining_(XME.P) 360
NETH25 -7
NVIDIA_Corporation_(NVDA.O) 105
XAUJPY 307
VIX -1.7K
BTCUSD 450
USDX -291
FRA40 235
XOP.US 108
Global_Energy_ETF_(IXC.P) 717
iShares_Mexico_ETF_(EWW.P) -164
EWW.US 234
IXC.US 563
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
심볼 총 수익, pips 손실, pips 수익, 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 45K
AUS200 27K
UK100 24K
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
BTCUSD 1.2M
USDX -3.5K
FRA40 11K
XOP.US 1.9K
Global_Energy_ETF_(IXC.P) 1.6K
iShares_Mexico_ETF_(EWW.P) 481
EWW.US 1.3K
IXC.US 966
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
  • 입금량
  • 축소
최고의 거래: +849.04 AUD
최악의 거래: -1 088 AUD
연속 최대 이익: 15
연속 최대 손실: 4
연속 최대 이익: +356.88 AUD
연속 최대 손실: -468.96 AUD

리얼개 계정의 다양한 브로커들의 실행 통계를 기반으로 한 평균 편차가 핍(Pip)에 입력됩니다. 이 값은 "Pepperstone-MT5-Live01"의 제공업자의 값과 구독자의 값 간의 차이와 주문 실행 지연에 따라 달라집니다. 값이 낮을수록 복제의 질이 더 훌륭하다는 것을 의미합니다.

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
50 더...
실시간으로 거래를 보시려면 로그인 또는 등록으로 하십시오

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


리뷰 없음
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
실시간으로 거래를 보시려면 로그인 또는 등록으로 하십시오
시그널
가격
성장
구독자
자금
잔고
Expert Advisor
트레이드
이익 %
활동
PF
기대수익
축소
레버리지
월별 30 USD
7%
0
0
USD
17K
AUD
102
69%
1 614
79%
100%
1.13
2.76
AUD
38%
1:500
복제