Statistics

General

Today

-0.4799 %

Last 30 days

+4.44 %

Maximum

30.06.2024

+17.24 %

Today

14.99 USD

Last 30 days

529.37 USD

Maximum

30.06.2024

11 630.92 USD

Today

-0.45 %

Last 30 days

3.97 %

Maximum

04.11.2024

12.1 %

Today

+0.1499 %

Last 30 days

+5.29 %

Maximum

30.06.2024

+17.17 %

Description

Описание стратегии:
📝 Торговля множеством усредненных сигналов со своими выходами. 
Входы  - когда цена сильно удаляется от скользящей средней с длинными периодами, 
выходит когда возвращается к коротким скользящим средним. 
Скальпирование сильных отклонений от средней цены.

Категория стратегии:
📊 Сеточная стратегия.

Категория счетов:
💼 любой

Минимальный депозит:
💰 10000 едениц валюты

Торговый символ:
📉 любая пара

Indicators

Recovery factor

0.85

Expected payoff

0.51

Profit factor

1.14

Sharpe ratio

0.017

Calmar ratio

0

Sortino ratio

-0.065

Volatility

0.12

Activity

1.49 %

Algo Trading

6 %

Monthly activity

Per month ⌀

+0.2854 %

Per month ⌀

28.72 USD

Per month ⌀

60

Growth	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2022		0.0545	0.679	1.78	1.05	0.1734	1.71	0.4378	-0.878	1	0.4288	-0.341	+6.23
2023	0.2846	1.34	0.2257	0.5953	0.1597	0.7006	1.98	-3.23	-3.05	4.18	1.35	-3.12	+1.15
2024	-2.74	6.3	2.19	-0.0931	1.14	2.2	-8.72	-1.3	1.03	-3.27	6.88		+2.66
													+9.64

Profit	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2022		5.45	67.94	179.4	107.3	17.96	177.8	46.21	-93.09	105.1	45.51	-36.35	+623.3
2023	30.23	142.6	24.37	64.41	17.38	76.38	217	-361.1	-330.3	439.1	147.7	-345.6	+122.2
2024	-293.9	655.5	241.3	-10.49	128.2	250.5	-1 014.1	-138.3	107.4	-346.2	704.1		+284.1
													+1 029.6

Profit	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2022		12	90	100	72	107	86	111	127	82	107	66	960
2023	55	91	80	84	93	82	81	65	60	63	67	39	860
2024	46	26	1	1	1	1	1	1	1	72	56		207
													2 027

Distribution

Profit

Loss

Total

Positions

%

USD

1245

61.36

8 448.66

784

38.64

-7 419.10

2029

100

1 029.56

Buy

%

USD

627

61.96

4 500.07

385

38.04

-4 164.06

1012

49.88

336.01

Sell

%

USD

618

60.77

3 948.59

399

39.23

-3 255.04

1017

50.12

693.55

Quantity

Money

Position history

Opening	Symbol	Type	Lots	Price	Price	Closing	Profit, USD	ROI, %
2023.02.06 10:00:00	NZDCAD	BUY	0.01	0.85	0.85	2023.02.09 04:30:00	0.56	+0.004
2023.02.06 04:45:00	NZDUSD	BUY	0.01	0.63	0.63	2023.02.06 04:45:00	-0.10	-0.001
2023.02.06 04:45:00	NZDUSD	BUY	0.01	0.63	0.63	2023.02.06 05:00:00	-0.28	-0.003
2023.02.06 02:45:00	NZDUSD	BUY	0.01	0.63	0.63	2023.02.06 15:45:00	-0.51	-0.005
2023.02.04 00:30:00	EURUSD	BUY	0.01	1.08	1.07	2023.02.07 05:00:00	-6.08	-0.059
2023.02.04 00:00:00	NZDUSD	BUY	0.01	0.63	0.63	2023.02.04 00:45:00	0.25	+0.002
2023.02.03 23:30:00	NZDUSD	BUY	0.01	0.63	0.63	2023.02.07 02:15:00	-2.01	-0.019
2023.02.03 22:45:00	NZDUSD	BUY	0.01	0.63	0.63	2023.02.04 00:15:00	-0.70	-0.007
2023.02.03 21:00:00	GBPCAD	BUY	0.01	1.62	1.62	2023.02.06 01:30:00	-1.34	-0.013
2023.02.03 20:45:00	GBPCAD	BUY	0.01	1.62	1.62	2023.02.06 07:00:00	-1.48	-0.014
2023.02.03 19:45:00	NZDUSD	BUY	0.01	0.63	0.63	2023.02.06 06:30:00	-2.04	-0.019
2023.02.03 19:00:00	EURGBP	SELL	0.01	0.90	0.89	2023.02.07 19:00:00	8.00	+0.075
2023.02.03 14:30:00	GBPNZD	BUY	0.01	1.89	1.89	2023.02.03 14:30:00	-0.26	-0.002
2023.02.03 11:00:00	EURGBP	SELL	0.01	0.89	0.89	2023.02.03 13:00:00	0.94	+0.009
2023.02.03 04:00:00	GBPCAD	BUY	0.01	1.63	1.64	2023.02.03 15:15:00	7.06	+0.066
2023.02.03 03:00:00	EURGBP	SELL	0.01	0.89	0.89	2023.02.06 15:30:00	-1.12	-0.01
2023.02.03 00:00:00	GBPNZD	BUY	0.01	1.89	1.89	2023.02.03 13:00:00	2.05	+0.019
2023.02.02 22:00:00	GBPAUD	BUY	0.01	1.73	1.74	2023.02.03 17:00:00	6.61	+0.062
2023.02.02 20:00:00	GBPAUD	BUY	0.01	1.73	1.74	2023.02.03 18:00:00	4.55	+0.043
2023.02.02 18:30:00	GBPNZD	BUY	0.01	1.90	1.89	2023.02.03 13:30:00	-3.15	-0.03
2023.02.02 17:30:00	NZDUSD	SELL	0.01	0.65	0.65	2023.02.02 17:45:00	2.40	+0.022