SmartGrid
0 comentários
Confiabilidade
108 semanas
0 / 0 USD
crescimento desde 2022 5%
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  • Capital líquido
  • Rebaixamento
Negociações:
1 797
Negociações com lucro:
1 412 (78.57%)
Negociações com perda:
385 (21.42%)
Melhor negociação:
849.04 AUD
Pior negociação:
-1 087.71 AUD
Lucro bruto:
39 062.66 AUD (5 373 722 pips)
Perda bruta:
-34 963.23 AUD (2 094 444 pips)
Máximo de vitórias consecutivas:
49 (356.88 AUD)
Máximo lucro consecutivo:
1 452.09 AUD (15)
Índice de Sharpe:
0.03
Atividade de negociação:
100.00%
Depósito máximo carregado:
101.72%
Último negócio:
10 horas atrás
Negociações por semana:
47
Tempo médio de espera:
8 dias
Fator de recuperação:
0.55
Negociações longas:
1 508 (83.92%)
Negociações curtas:
289 (16.08%)
Fator de lucro:
1.12
Valor esperado:
2.28 AUD
Lucro médio:
27.66 AUD
Perda média:
-90.81 AUD
Máximo de perdas consecutivas:
51 (-468.96 AUD)
Máxima perda consecutiva:
-4 301.63 AUD (4)
Crescimento mensal:
-8.22%
Previsão anual:
-99.75%
Algotrading:
67%
Rebaixamento pelo saldo:
Absoluto:
405.52 AUD
Máximo:
7 421.73 AUD (42.76%)
Rebaixamento relativo:
Pelo Saldo:
38.26% (7 413.33 AUD)
Pelo Capital Líquido:
37.78% (7 047.00 AUD)

Distribuição

Símbolo Operações Sell Buy
US2000 251
Short_VIX_FUT_ETF_(SVXY.N) 234
USDJPY 112
EUSTX50 96
US500 85
SpotBrent 79
AUDUSD 75
USDCHF 71
NOR25 57
SVXY.US 55
UK100 49
AUS200 44
XAUUSD 44
SA40 36
NETH25 35
CA60 32
XAUJPY 32
Metals_&_Mining_(XME.P) 28
XOP.US 26
NVIDIA_Corporation_(NVDA.O) 25
FRA40 21
USDX 21
VIX 20
CN50 19
BTCUSD 19
IXC.US 16
Global_Energy_ETF_(IXC.P) 14
XAUAUD 14
iShares_Mexico_ETF_(EWW.P) 14
HK50 14
AUDJPY 13
EWW.US 13
NVDA.US 11
Invesco_DB_Ag_Fund_(DBA.P) 10
XAGEUR 9
XAGUSD 9
MPL.AU 9
XME.US 8
GER40 8
Energy_Select_Fund_(XLE.P) 6
NAS100 6
EURUSD 5
India_50_ETF_(INDY.O) 5
GBPUSD 5
JPN225 4
CBA.AU 4
Cocoa 3
MSCI_Indonesia_ETF_(EIDO.P) 3
GERTEC30 3
NEM.US 3
OJ 2
DOGEUSD 2
GDX.US 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
EURAUD 1
INDY.US 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 Lucro bruto, USD Loss, USD Lucro, USD
US2000 347
Short_VIX_FUT_ETF_(SVXY.N) 305
USDJPY -240
EUSTX50 564
US500 639
SpotBrent 190
AUDUSD 54
USDCHF -173
NOR25 299
SVXY.US -4.5K
UK100 464
AUS200 470
XAUUSD 366
SA40 244
NETH25 42
CA60 814
XAUJPY 100
Metals_&_Mining_(XME.P) 360
XOP.US 360
NVIDIA_Corporation_(NVDA.O) 105
FRA40 284
USDX -145
VIX -1.7K
CN50 237
BTCUSD 450
IXC.US 712
Global_Energy_ETF_(IXC.P) 717
XAUAUD 1.2K
iShares_Mexico_ETF_(EWW.P) -164
HK50 -138
AUDJPY -35
EWW.US 234
NVDA.US 12
Invesco_DB_Ag_Fund_(DBA.P) -720
XAGEUR 261
XAGUSD 72
MPL.AU -67
XME.US 104
GER40 51
Energy_Select_Fund_(XLE.P) 123
NAS100 74
EURUSD -206
India_50_ETF_(INDY.O) 207
GBPUSD 35
JPN225 -33
CBA.AU 227
Cocoa -19
MSCI_Indonesia_ETF_(EIDO.P) -248
GERTEC30 50
NEM.US 9
OJ 80
DOGEUSD 347
GDX.US 2
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
EURAUD -5
INDY.US -52
2K 4K 6K 8K
2K 4K 6K 8K
2K 4K 6K 8K
Símbolo Lucro bruto, pips Loss, pips Lucro, pips
US2000 7.5K
Short_VIX_FUT_ETF_(SVXY.N) 515
USDJPY 10K
EUSTX50 20K
US500 12K
SpotBrent 18K
AUDUSD 5.5K
USDCHF -3K
NOR25 47K
SVXY.US -9.2K
UK100 27K
AUS200 27K
XAUUSD -205
SA40 1.7M
NETH25 8.1K
CA60 38K
XAUJPY 1.1K
Metals_&_Mining_(XME.P) 1.5K
XOP.US 4.3K
NVIDIA_Corporation_(NVDA.O) 2.5K
FRA40 13K
USDX -2.3K
VIX -981
CN50 25K
BTCUSD 1.2M
IXC.US 1.2K
Global_Energy_ETF_(IXC.P) 1.6K
XAUAUD 94K
iShares_Mexico_ETF_(EWW.P) 481
HK50 -2K
AUDJPY -2
EWW.US 1.3K
NVDA.US -18
Invesco_DB_Ag_Fund_(DBA.P) -157
XAGEUR 4.6K
XAGUSD 212
MPL.AU 46
XME.US 425
GER40 4.2K
Energy_Select_Fund_(XLE.P) 502
NAS100 2.2K
EURUSD -277
India_50_ETF_(INDY.O) 190
GBPUSD 38
JPN225 -2.9K
CBA.AU 5.6K
Cocoa -108
MSCI_Indonesia_ETF_(EIDO.P) -286
GERTEC30 14K
NEM.US 42
OJ 266
DOGEUSD 2.3K
GDX.US 6
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
EURAUD -26
INDY.US -140
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
1M 2M 3M 4M 5M
  • Depósito carregado
  • Rebaixamento
Melhor negociação: +849.04 AUD
Pior negociação: -1 088 AUD
Máximo de vitórias consecutivas: 15
Máximo de perdas consecutivas: 4
Máximo lucro consecutivo: +356.88 AUD
Máxima perda consecutiva: -468.96 AUD

A slippage média baseada em estatísticas de contas real de diferentes corretoras é especificada em pontos. Depende da diferença entre as cotações do provedor de "Pepperstone-MT5-Live01" e do assinante, bem como de atrasos na execução de ordens. Quanto menor o valor, melhor a qualidade da cópia.

Tradeview-Live
0.00 × 1
ICMarketsSC-MT5-4
0.00 × 9
TickmillUK-Live
0.00 × 2
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
0.81 × 186
AdmiralsGroup-Live
1.00 × 1
ICTrading-MT5-4
1.00 × 4
Exness-MT5Real9
1.13 × 8
Darwinex-Live
1.13 × 113
Eightcap-Live
1.19 × 254
TitanFX-MT5-01
1.28 × 69
ICMarketsSC-MT5
1.34 × 1711
ICMarketsSC-MT5-2
1.41 × 28886
Exness-MT5Real7
1.42 × 389
PepperstoneUK-Live
1.50 × 88
Alpari-MT5
1.59 × 114
ForexTimeFXTM-Live01
1.60 × 5
ICMarkets-MT5
1.93 × 253
EvolveMarkets-MT5 Live Server
2.11 × 18
BlueberryMarkets-Live
2.25 × 4
50 mais ...
Para estatísticas em detalhe, Faça o login ou registrar

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


Sem comentários
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
Para estatísticas em detalhe, Faça o login ou registrar
Sinal
Preço
Crescimento
Assinantes
Fundos
Saldo
Semanas
Expert Advisors
Negociações
Rentável
Atividade
PF
Valor esperado
Rebaixamento
Alavancagem
30 USD por mês
5%
0
0
USD
16K
AUD
108
67%
1 797
78%
100%
1.11
2.28
AUD
38%
1:500
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