Portfolio Roboforex ECN Segnali |
Portfolio Roboforex ECN Segnali |
Portfolio Roboforex ECN Segnali |
Portfolio Roboforex ECN Segnali |
This is portfolio of low correlated expert advisors. Backtest of every EA shows good results from 2000 till 2015. Portfolio was analyzed by means of Quant Analyzer 4. It was determined that using of portfolio is better than using of each EA separately. Because of low correlation, drawdown of one EA leveled by profit of another EA so drawdown of portfolio is lower than DD of every EA in portfolio.
Portfolio stats from 2010:
Profit Factor:1.35
Return/DD Ratio: 23
Winning percentage: 73%
Drawdown: 18%
Annual % / Max DD %: 4.2
Yearly avg return: 100%
Max stagnation: 208 days
http://www.myfxbook.com/members/websmith/portfolio-roboforex-ecn/1344128
Data di apertura | Data di chiusura | Simbolo | Azione | Lotti | SL | TP | Aperto | Chiuso | Punti | Utili | Durata | Guadagno |
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-21.3 |
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1.4 |
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-43.0 |
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-50.9 |
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-17.2 |
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-18.4 |
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6.2 |
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Grado | Nome | Guadagno | Punti | DD | Negoziazioni | Tipo | Mensile | Diagramma | Prezzo | Età | Aggiunto | Azione |
---|---|---|---|---|---|---|---|---|---|---|---|---|
- | Portfolio | 184.54% | 3531.4 | 25.9% | 943 | Reale | Caricamento... | Caricamento... | $50.00 | 9A 9m | Dic 16, 2015 | |
- | SDI | 112.59% | 1889.6 | 20.6% | 597 | Reale | Caricamento... | Caricamento... | $80.00 | 8A 4m | Maggio 18, 2017 | |
- | Portfel | -33.68% | -6678.0 | 59.0% | 1557 | Reale | Caricamento... | Caricamento... | $75.00 | 7A 9m | Dic 18, 2017 | |
- | SD Trader | 75.87% | 1583.8 | 20.9% | 474 | Reale | Caricamento... | Caricamento... | $75.00 | 8A 2m | Feb 24, 2018 |