Nikita (Por Nik88nk)

Ganho : +119.14%
Limite de prejuízo 49.11%
Pips: -864555.2
Negociações 369
Ganho:
Perdido:
Tipo: Real
Vantagem: -
Negociação: Desconhecido

Nikita Discussão

Nov 12, 2014 at 10:02
481 Visualizações
6 Replies
Membro Desde Nov 12, 2014   9 posts
Apr 15, 2015 at 19:00
This is a simple but effective trend following system. The results before 09/14 are not to be considered becouse based on an automatic trading system interrupted after the poor results.
The worst draw down is yet to come
Membro Desde May 20, 2011   724 posts
Apr 15, 2015 at 21:32
ever heard of a custom start date? use it plz.
Membro Desde Nov 12, 2014   9 posts
Apr 16, 2015 at 12:36
Didn't know about it, thank you for the advice.
The worst draw down is yet to come
Membro Desde Nov 12, 2014   9 posts
Apr 16, 2015 at 12:36
Note that the pip count is incorrect due to a wrong value coming from the 'ITA40' instrument. The avgWIN/avgLOSS ratio is actually around 3. (3.07)
The worst draw down is yet to come
Membro Desde Nov 12, 2014   9 posts
May 04, 2015 at 12:54
Last week stopped out from long positions on USDollar Index, German bund and Sui 30. Closed 4 short position on EUR/USD opened in December. The trend-following nature of the system has imposed to give back around 500 pips, however some nice profit was guaranted. The picture exemplifies how the balance and the equity cuves are managed.

Anexos:

The worst draw down is yet to come
Membro Desde Nov 12, 2014   9 posts
May 06, 2015 at 09:13
Closed yesterday 4 long positions on ITA40. The new trades will be sized down to 1.3% risked equity per trade from the actual 2%. Moreover it will be reviewed the portfolio, attempting to lower the overall correlation between the instruments.
The worst draw down is yet to come
Membro Desde Nov 12, 2014   9 posts
Jan 20, 2016 at 08:22
After several months of market moving sideways, some action is coming back. The position size is been lowered to 1% for trade, as always pyramiding every 1 x ATR move for a maximum of 4 position for instrument, stop positioned at 2 x ATR distance.
The worst draw down is yet to come
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