Statistics

General

Today

-0.5109 %

Last 30 days

+4.55 %

Maximum

30.06.2024

+17.24 %

Today

19.80 USD

Last 30 days

549.17 USD

Maximum

30.06.2024

11 630.92 USD

Today

-0.48 %

Last 30 days

4.07 %

Maximum

04.11.2024

12.1 %

Today

+0.198 %

Last 30 days

+5.49 %

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

0.87

Expected payoff

0.52

Profit factor

1.14

Sharpe ratio

0.017

Calmar ratio

0

Sortino ratio

-0.064

Volatility

0.12

Activity

1.5 %

Algo Trading

6 %

Monthly activity

Per month ⌀

+0.0585 %

Per month ⌀

2.20 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	7.07		+2.85
													+9.75

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	723.9		+303.9
													+1 049.4

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	57		208
													2 028

Distribution

Profit

Loss

Total

Positions

%

USD

1246

61.38

8 468.46

784

38.62

-7 419.10

2030

100

1 049.36

Buy

%

USD

627

61.96

4 500.07

385

38.04

-4 164.06

1012

49.85

336.01

Sell

%

USD

619

60.81

3 968.39

399

39.19

-3 255.04

1018

50.15

713.35

Quantity

Money

Position history

Opening	Symbol	Type	Lots	Price	Price	Closing	Profit, USD	ROI, %
2023.11.15 01:45:00	EURUSD	SELL	0.05	1.09	1.09	2023.11.15 12:30:00	11.10	+0.101
2023.11.15 01:45:00	NZDUSD	SELL	0.05	0.60	0.60	2023.11.15 17:00:00	-11.40	-0.103
2023.11.15 00:30:00	NZDUSD	SELL	0.05	0.60	0.60	2023.11.15 00:45:00	-0.95	-0.009
2023.11.14 23:15:00	EURUSD	SELL	0.05	1.09	1.08	2023.11.16 15:30:00	19.00	+0.174
2023.11.14 22:45:00	NZDUSD	SELL	0.05	0.60	0.60	2023.11.16 03:45:00	-1.76	-0.017
2023.11.14 20:15:00	EURUSD	SELL	0.05	1.09	1.09	2023.11.15 00:30:00	-11.65	-0.106
2023.11.14 19:15:00	EURUSD	SELL	0.05	1.09	1.08	2023.11.16 06:45:00	12.60	+0.115
2023.11.14 19:00:00	EURUSD	SELL	0.05	1.08	1.08	2023.11.17 10:15:00	-4.04	-0.036
2023.11.14 18:00:00	EURUSD	SELL	0.05	1.08	1.08	2023.11.15 18:00:00	-2.39	-0.021
2023.11.14 17:15:00	EURUSD	SELL	0.05	1.08	1.08	2023.11.16 04:15:00	-13.15	-0.118
2023.11.14 11:30:00	USDCAD	SELL	0.05	1.38	1.38	2023.11.14 17:00:00	22.05	+0.201
2023.11.13 08:30:00	GBPAUD	SELL	0.05	1.92	1.92	2023.11.13 11:00:00	4.27	+0.039
2023.11.10 10:30:00	AUDCAD	BUY	0.05	0.88	0.88	2023.11.13 13:00:00	8.26	+0.073
2023.11.10 09:00:00	AUDCAD	BUY	0.05	0.88	0.88	2023.11.13 12:30:00	8.92	+0.079
2023.11.10 08:00:00	AUDCAD	BUY	0.05	0.88	0.88	2023.11.14 13:30:00	13.07	+0.115
2023.11.10 07:30:00	GBPAUD	SELL	0.05	1.92	1.92	2023.11.13 13:30:00	4.50	+0.041
2023.11.10 07:00:00	GBPAUD	SELL	0.05	1.92	1.92	2023.11.13 10:30:00	6.69	+0.061
2023.11.10 07:00:00	AUDCAD	BUY	0.05	0.88	0.88	2023.11.14 13:00:00	12.46	+0.11
2023.11.09 08:00:00	USDCAD	SELL	0.05	1.38	1.38	2023.11.14 17:30:00	11.89	+0.099
2023.11.06 09:15:00	EURUSD	SELL	0.05	1.07	1.07	2023.11.06 11:00:00	0.75	+0.007
2023.11.06 07:15:00	EURUSD	SELL	0.05	1.07	1.07	2023.11.07 07:45:00	14.21	+0.13