信号
/
MetaTrader 5
/
SmartGrid
信号
添加小工具
规则成长:
-0.47%
利润:
3 271.93 AUD
净值:
14 790.62 AUD
结余:
15 357.73 AUD
初始入金:
10 000.00 AUD
出金:
50 036.14 AUD
入金:
52 121.94 AUD
交易日:
361 (52.78%)
最近交易:
2 几天前
每周交易:
26
平均持有时间:
9 天
订阅者:
0
周:
98
已开始:
2022.10.16 06:32:15
观看YouTube上的有关交易信号的视频教程
SmartGrid
98 周
0
/
0 USD
增长自 2022
-0%
交易:
1 545
盈利交易:
1 224 (79.22%)
亏损交易:
321 (20.78%)
最好交易:
849.04 AUD
最差交易:
-1 087.71 AUD
毛利:
34 038.60 AUD
(4 815 149 pips)
毛利亏损:
-30 766.67 AUD
(2 058 324 pips)
最大连续赢利:
49 (356.88 AUD)
最大连续盈利:
1 452.09 AUD (15)
夏普比率:
0.03
交易活动:
100.00%
最大入金加载:
101.72%
最近交易:
2 几天前
每周交易:
26
平均持有时间:
9 天
采收率:
0.44
长期交易:
1 345 (87.06%)
短期交易:
200 (12.94%)
利润因子:
1.11
预期回报:
2.12 AUD
平均利润:
27.81 AUD
平均损失:
-95.85 AUD
最大连续失误:
51 (-468.96 AUD)
最大连续亏损:
-4 301.63 AUD (4)
每月增长:
-19.20%
年度预测:
-100.00%
算法交易:
70%
结余跌幅:
绝对:
405.52 AUD
最大值:
7 421.73 AUD (42.76%)
相对跌幅:
结余:
38.26% (7 413.33 AUD)
净值:
37.78% (7 047.00 AUD)
分配
| 交易品种 | 交易 | 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
|
| 交易品种 | 毛利, USD | 损失, USD | 利润, 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
|
| 交易品种 | 毛利, pips | 损失, pips | 利润, 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
|
- 入金加载
- 提取
最好交易:
+849.04
AUD
最差交易:
-1 088
AUD
最大连续赢利:
15
最大连续失误:
4
最大连续盈利:
+356.88
AUD
最大连续亏损:
-468.96
AUD
基于有关不同交易商真实账户的执行统计的平均滑移点按点数指定。它取决于 Pepperstone-MT5-Live01 提供商以及订阅者之间不同的报价，以及订单执行的延迟。值越低意味着复制的质量越高。
|
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 | |
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.
没有评论
Share of days for 80% of growth is too low
High current drawdown in 38% indicates the absence of risk limitation
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
Removed warning: No trading activity detected on the Signal's account for the recent period
No trading activity detected on the Signal's account for the last 6 days
No swaps are charged
No swaps are charged
No swaps are charged on the signal account
No swaps are charged
No swaps are charged
No swaps are charged on the signal account
80% of growth achieved within 1 days. This comprises 0.5% of days out of 200 days of the signal's entire lifetime.
Share of days for 80% of growth is too low
80% of growth achieved within 1 days. This comprises 0.51% of days out of 198 days of the signal's entire lifetime.
Share of days for 80% of growth is too low
Removed warning: Too frequent deals may negatively impact copying results
80% of growth achieved within 1 days. This comprises 0.68% of days out of 148 days of the signal's entire lifetime.
Too frequent deals may negatively impact copying results
Share of days for 80% of growth is too low
信号
价格
成长
订阅者
资金
结余
周
EA交易
交易
赢%
活动
PF
预期回报
提取
杠杆