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Short term correlation

Real (AUD), Pepperstone , Technical , Automated , 1:100 , MetaTrader 4
-11.65%
+2.11%

-0.01%
-2.22%
Drawdown: 41.42%

Balance: A$0.00
Equity: (0%) A$0.00
Highest: (Jun 11) A$12,510.90
Profit: A$242.02
Interest -A$882.89

Deposits: A$11,492.34
Withdrawals: A$11,734.36

Updated Dec 29 2019 at 05:30
Tracking 2
Description:
This is fully automated statistical arbitrage system uses to seek high profit with low risk. Therefore, please understand that the trades are opened based on re-balance concept, to hedge against each other to reduce drawdown and increase Sharpe ratio...

Views: 452
Broker: Pepperstone
Leverage: 1:100
Type: Real
System: Technical
Trading: Automated
Started: Jan 11, 2019
Added: Feb 14, 2019
Timezone: GMT +2
Gain (Difference) Profit (Difference) Pips (Difference) Win% (Difference) Trades (Difference) Lots (Difference)
Today - - - - - -
This Week - - - - - -
This Month - - - - - -
This Year - - - - - -
Data is private.
Trades: 811
Profitability:
Pips: 1674.9
Average Win: 22.21 pips / A$29.48
Average Loss: -34.71 pips / -A$52.99
Lots :
Commissions: -A$615.16
Longs Won: (254/423) 60%
Shorts Won: (270/388) 69%
Best Trade (A$): (Apr 09) 250.83
Worst Trade (A$): (Jun 18) -290.50
Best Trade (Pips): (Apr 09) 150.9
Worst Trade (Pips): (Jun 18) -185.5
Avg. Trade Length: 1d
Profit Factor: 1.02
Standard Deviation: A$56.63
Sharpe Ratio -0.03
Z-Score (Probability): -19.78 (99.99%)
Expectancy 2.1 Pips / A$0.30
AHPR: -0.02%
GHPR: 0.00%
Longs Shorts Total
Currency Trades Pips Profit(A$) Trades Pips Profit(A$) Trades Pips Profit(A$) Won(%) Lost(%)
AUDCAD 97 -976.9 -2324.17 73 1413.0 1360.92 170 436.1 -963.25 97 (57%) 73 (43%)
AUDUSD 91 -146.0 -644.37 0 0.0 0.00 91 -146.0 -644.37 53 (58%) 38 (42%)
EURAUD 47 738.1 452.20 62 526.4 630.86 109 1264.5 1083.06 85 (78%) 24 (22%)
EURGBP 62 259.4 399.04 80 188.1 664.05 142 447.5 1063.09 92 (65%) 50 (35%)
GBPCHF 75 -489.2 -426.70 53 104.2 -193.21 128 -385.0 -619.91 82 (64%) 46 (36%)
USDCHF 51 -543.4 461.88 120 601.2 -138.48 171 57.8 323.40 115 (67%) 56 (33%)
Loss Size 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Probability of Loss <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01% <0.01%
Consecutive Losing Trades
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Data includes last 200 transactions based on the analysed history.
Open trades are private.
Open orders are private.
History is private
Exposure is private.

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Name Gain Drawdown Pips Trading Leverage Type
Mt4-short-term-correlation 40.86% 14.84% 2621.5 Automated 1:100 Demo
arbitrage ct leg 3 -19.54% 33.15% -473.2 Automated 1:100 Real
Arbitrage ct leg 1 -98.49% 99.34% -534.0 Automated 1:100 Real
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Account USV