Short term correlation 信号

级别 待交易 , 真实 , AUD , Pepperstone , 1:500 ,MetaTrader 4, $95.00/Month

Short term correlation 信号

级别 待交易 , 真实 , AUD , Pepperstone , 1:500 ,MetaTrader 4, $95.00/Month

Hi investors,

This is fully automated statistical arbitrage system uses to target high profit with low risk:

- It uses multivariate modelling and machine learning find short term cointegration relationship among various high-volatile pairs.

- Trade when one pair diverges from its theoretical modelling price, and take profit once it converges back.

- Work for 6-7 pairs at the same time depends on market situation and volatility of each pair. Currently, the model is applied working with AUDUSD, AUDCAD, EURGBP, USDCHF, GBPCHF and EURAUD.

- Fully back-test with 160,000 data points, with range target profit 70% to 120% each pairs annually, maximum drawdown target range from 11-14%.

增益图

Feb 20 2020 在 21:08
高级统计数据
  • 余额: A$0.00
  • 净值: (0%) A$0
  • 浮動損益: A$0.00
  • 存款: A$11492.34
  • 提款: A$11,734.36
  • 交易: 811
  • 点差: 1,674.9
  • 勝率: 65%
  • 平均 交易时间: 1d
  • 手 : 87.88
  • 利润因子: 1.02
  • 每天: -0.01%
  • 毎月: -0.19%
  • 每月交易次数 12
  • 期望: 2.1 点差 / A$0.3
毎月 Select a month to analyze, click and drag to zoom in
符号
活动 Timezone: GMT +2
开启日期 关闭日期 符號 动作 SL TP 開倉 平倉 点差 收益 时长 增益
25.06.2019 14:21:39 - - 提款 - - - -1655.59 - -
21.06.2019 10:30:01 25.06.2019 11:15:03 EURAUD 卖出 0.03 - - 1.63411 1.63455 -4.4 -1.25 4d -0.08%
21.06.2019 11:00:01 25.06.2019 11:15:02 EURAUD 卖出 0.03 - - 1.63478 1.63456 2.2 0.73 4d +0.04%
21.06.2019 10:45:00 25.06.2019 11:15:02 EURAUD 卖出 0.03 - - 1.63368 1.63455 -8.7 -2.54 4d -0.15%
21.06.2019 11:30:01 25.06.2019 11:15:01 EURAUD 卖出 0.03 - - 1.63404 1.63456 -5.2 -1.49 3d -0.09%
21.06.2019 11:15:00 25.06.2019 11:15:01 EURAUD 卖出 0.03 - - 1.63348 1.63456 -10.8 -3.17 4d -0.19%
24.06.2019 13:30:00 25.06.2019 10:30:05 USDCHF 买入 0.02 - - 0.97503 0.97361 -14.2 -4.13 21h 0m -0.25%
24.06.2019 14:45:00 25.06.2019 10:30:04 USDCHF 买入 0.02 - - 0.97457 0.97362 -9.5 -2.74 19h 45m -0.16%
24.06.2019 14:30:01 25.06.2019 10:30:04 USDCHF 买入 0.02 - - 0.97470 0.97360 -11.0 -3.19 20h 0m -0.19%
24.06.2019 18:00:00 25.06.2019 10:30:03 USDCHF 买入 0.02 - - 0.97181 0.97359 17.8 5.32 16h 30m +0.32%
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