Quantrade quantitative trading sugnals.


 

Trading strategy SM7M for SP500 (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $167,050.00 or 9.88% per year on average, maximum strategy drawdown 21,875.00 with Sharpe Ratio of 0.24.

Statistic, per 1 lot SP500 Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

Ava EU Longs Ltd MN1 SM7M SP500 strategy trade trading

 

Trading strategy MRSI2M for BATSUK (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $43,663.49 or 4.96% per year on average, maximum strategy drawdown 7,723.30 with Sharpe Ratio of 0.23.

Statistic, per 1 lot BATSUK Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

Ava BATSUK EU Longs Ltd MN1 MRSI2M strategy trade trading

 

Trading strategy WND2 for BERKSHIRE (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $44,200.00 or 8.38% per year on average, maximum strategy drawdown 7,810.00 with Sharpe Ratio of 0.32.

Statistic, per 1 lot BERKSHIRE Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

Ava berkshire EU Longs Ltd MN1 strategy trade trading WND2

 

Trading strategy PPO2 for US30 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $9,109.74 or 4.04% per year on average, maximum strategy drawdown 3,575.36 with Sharpe Ratio of 0.23.

Statistic, per 1 lot US30 Symbol data Broker Pepperstone Group Limited Description US Wall Street 30 Currency USD Required margin 94.74 Commission 2.65 Strategy health Fitness ratio1 1,435.94 Sharpe ratio (buy & hold) 0.23 (0.13) Sortino ratio (buy & hold) 0.24 (0.18) Average trade 86.76 Average win 313.96 Average loss -282.44 Win rate 0.62 Trades 28 Profitability Total profit 9,109.74 Profit per year 423.71 Profit per year, %2 4.04%* Strategy risk Max intrabar drawdown 1,574.43 Max drawdown 3,575.36 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy trade US30 win

 

Trading strategy SM7M for US30 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $14,259.15 or 7.83% per year on average, maximum strategy drawdown 2,346.62 with Sharpe Ratio of 0.21.

Statistic, per 1 lot US30 Symbol data Broker Pepperstone Group Limited Description US Wall Street 30 Currency USD Required margin 94.74 Commission 2.65 Strategy health Fitness ratio1 2,098.72 Sharpe ratio (buy & hold) 0.21 (0.13) Sortino ratio (buy & hold) 0.27 (0.20) Average trade 76.66 Average win 291.51 Average loss -296.15 Win rate 0.63 Trades 24 Profitability Total profit 14,259.15 Profit per year 629.08 Profit per year, %2 7.83%* Strategy risk Max intrabar drawdown 1,574.43 Max drawdown 2,346.62 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy trade US30 win

 

Trading strategy SM7M for GER30 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $11,326.50 or 6.98% per year on average, maximum strategy drawdown 2,352.60 with Sharpe Ratio of 0.20.

Statistic, per 1 lot GER30 Symbol data Broker Pepperstone Group Limited Description Germany 30 Currency EUR Required margin 62.92 Commission 1.00 Strategy health Fitness ratio1 1,473.55 Sharpe ratio (buy & hold) 0.20 (0.11) Sortino ratio (buy & hold) 0.24 (0.15) Average trade 69.06 Average win 265.86 Average loss -254.69 Win rate 0.62 Trades 22 Profitability Total profit 11,326.50 Profit per year 516.80 Profit per year, %2 6.98%* Strategy risk Max intrabar drawdown 1,286.00 Max drawdown 2,352.60 Abs.

drawdown GER30 limited Pepperstone profit ratio sharpe strategy trade win

 

Trading strategy SM7M for US500 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $1,962.03 or 10.78% per year on average, maximum strategy drawdown 203.10 with Sharpe Ratio of 0.26.

Statistic, per 1 lot US500 Symbol data Broker Pepperstone Group Limited Description US SPX 500 Currency USD Required margin 10.72 Commission 0.53 Strategy health Fitness ratio1 34.62 Sharpe ratio (buy & hold) 0.26 (0.13) Sortino ratio (buy & hold) 0.35 (0.19) Average trade 10.55 Average win 36.17 Average loss -30.02 Win rate 0.61 Trades 24 Profitability Total profit 1,962.03 Profit per year 85.93 Profit per year, %2 10.78%* Strategy risk Max intrabar drawdown 184.31 Max drawdown 203.10 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy trade US500 win

 

Trading strategy SM7M for NAS100 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $4,737.96 or 5.79% per year on average, maximum strategy drawdown 1,075.61 with Sharpe Ratio of 0.18.

Statistic, per 1 lot NAS100 Symbol data Broker Pepperstone Group Limited Description US Tech 100 Currency USD Required margin 24.90 Commission 0.88 Strategy health Fitness ratio1 229.05 Sharpe ratio (buy & hold) 0.18 (0.11) Sortino ratio (buy & hold) 0.25 (0.16) Average trade 24.94 Average win 102.47 Average loss -84.00 Win rate 0.58 Trades 27 Profitability Total profit 4,737.96 Profit per year 209.03 Profit per year, %2 5.79%* Strategy risk Max intrabar drawdown 705.49 Max drawdown 1,075.61 Abs.

drawdown limited NAS100 Pepperstone profit ratio sharpe strategy trade win

 

Trading strategy 3DEMS for Sugar (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $1,376.22 or 2.98% per year on average, maximum strategy drawdown 411.46 with Sharpe Ratio of 0.29.

Statistic, per 1 lot Sugar Symbol data Broker Pepperstone Group Limited Description Sugar Futures Currency USD Required margin 24.18 Commission 5.29 Strategy health Fitness ratio1 72.49 Sharpe ratio (buy & hold) 0.29 (0.01) Sortino ratio (buy & hold) 0.26 (0.01) Average trade 38.23 Average win 105.46 Average loss -80.72 Win rate 0.64 Trades 21 Profitability Total profit 1,376.22 Profit per year 60.05 Profit per year, %2 2.98%* Strategy risk Max intrabar drawdown 564.58 Max drawdown 411.46 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy Sugar trade win

 

Trading strategy GFI2MR for Sugar (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $1,941.74 or 3.78% per year on average, maximum strategy drawdown 440.58 with Sharpe Ratio of 0.21.

Statistic, per 1 lot Sugar Symbol data Broker Pepperstone Group Limited Description Sugar Futures Currency USD Required margin 24.18 Commission 5.29 Strategy health Fitness ratio1 95.83 Sharpe ratio (buy & hold) 0.21 (0.01) Sortino ratio (buy & hold) 0.24 (0.02) Average trade 27.35 Average win 110.97 Average loss -68.95 Win rate 0.54 Trades 35 Profitability Total profit 1,941.74 Profit per year 85.04 Profit per year, %2 3.78%* Strategy risk Max intrabar drawdown 652.88 Max drawdown 440.58 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy Sugar trade win

 

Trading strategy MRSI2MR for Sugar (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $1,965.22 or 3.74% per year on average, maximum strategy drawdown 467.82 with Sharpe Ratio of 0.21.

Statistic, per 1 lot Sugar Symbol data Broker Pepperstone Group Limited Description Sugar Futures Currency USD Required margin 24.18 Commission 5.29 Strategy health Fitness ratio1 94.00 Sharpe ratio (buy & hold) 0.21 (0.01) Sortino ratio (buy & hold) 0.25 (0.02) Average trade 26.56 Average win 109.55 Average loss -65.92 Win rate 0.53 Trades 34 Profitability Total profit 1,965.22 Profit per year 86.07 Profit per year, %2 3.74%* Strategy risk Max intrabar drawdown 652.88 Max drawdown 467.82 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy Sugar trade win

 

Trading strategy PROB3MR for Sugar (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $1,376.22 or 3.00% per year on average, maximum strategy drawdown 411.46 with Sharpe Ratio of 0.29.

Statistic, per 1 lot Sugar Symbol data Broker Pepperstone Group Limited Description Sugar Futures Currency USD Required margin 24.18 Commission 5.29 Strategy health Fitness ratio1 72.49 Sharpe ratio (buy & hold) 0.29 (0.01) Sortino ratio (buy & hold) 0.26 (0.02) Average trade 38.23 Average win 105.46 Average loss -80.72 Win rate 0.64 Trades 21 Profitability Total profit 1,376.22 Profit per year 60.49 Profit per year, %2 3.00%* Strategy risk Max intrabar drawdown 564.58 Max drawdown 411.46 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy Sugar trade win

 

Trading strategy R1M for AMAZON (Ava Trade EU Ltd.) on W1, Longs, total profit for 1 lot is $41,381.00 or 18.20% per year on average, maximum strategy drawdown 7,645.00 with Sharpe Ratio of 0.29.

Statistic, per 1 lot AMAZON Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

amazon Ava EU Longs Ltd R1M strategy trade trading W1

 

Trading strategy R1M for APPLE (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $14,899.00 or 10.03% per year on average, maximum strategy drawdown 864.00 with Sharpe Ratio of 0.18.

Statistic, per 1 lot APPLE Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

apple Ava EU Longs Ltd MN1 R1M strategy trade trading

 

Trading strategy SM7M for SP500 (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $170,725.00 or 10.11% per year on average, maximum strategy drawdown 21,875.00 with Sharpe Ratio of 0.24.

Statistic, per 1 lot SP500 Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

Ava EU Longs Ltd MN1 SM7M SP500 strategy trade trading

 

Trading strategy WND1 for SANOFI (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $65,380.00 or 4.58% per year on average, maximum strategy drawdown 8,520.00 with Sharpe Ratio of 0.41.

Statistic, per 1 lot SANOFI Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

Ava EU Longs Ltd MN1 SANOFI strategy trade trading WND1

 

Trading strategy MRSI2M for BATSUK (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $43,663.49 or 4.96% per year on average, maximum strategy drawdown 7,723.30 with Sharpe Ratio of 0.23.

Statistic, per 1 lot BATSUK Symbol data Broker Ava Trade EU Ltd.

This is also not compounded to reflect real returns from the strategy, but the time.

Ava BATSUK EU Longs Ltd MN1 MRSI2M strategy trade trading

 

Trading strategy R1M for GER30 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $6,396.20 or 6.52% per year on average, maximum strategy drawdown 1,063.00 with Sharpe Ratio of 0.29.

Statistic, per 1 lot GER30 Symbol data Broker Pepperstone Group Limited Description Germany 30 Currency EUR Required margin 62.92 Commission 1.00 Strategy health Fitness ratio1 792.39 Sharpe ratio (buy & hold) 0.29 (0.11) Sortino ratio (buy & hold) 0.27 (0.15) Average trade 88.84 Average win 242.75 Average loss -200.53 Win rate 0.65 Trades 21 Profitability Total profit 6,396.20 Profit per year 292.96 Profit per year, %2 6.52%* Strategy risk Max intrabar drawdown 1,121.00 Max drawdown 1,063.00 Abs.

drawdown GER30 limited Pepperstone profit ratio sharpe strategy trade win

 

Trading strategy SM7M for US30 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $14,259.15 or 7.83% per year on average, maximum strategy drawdown 2,346.62 with Sharpe Ratio of 0.21.

Statistic, per 1 lot US30 Symbol data Broker Pepperstone Group Limited Description US Wall Street 30 Currency USD Required margin 94.74 Commission 2.65 Strategy health Fitness ratio1 2,098.72 Sharpe ratio (buy & hold) 0.21 (0.13) Sortino ratio (buy & hold) 0.27 (0.20) Average trade 76.66 Average win 291.51 Average loss -296.15 Win rate 0.63 Trades 24 Profitability Total profit 14,259.15 Profit per year 629.08 Profit per year, %2 7.83%* Strategy risk Max intrabar drawdown 1,574.43 Max drawdown 2,346.62 Abs.

drawdown limited Pepperstone profit ratio sharpe strategy trade US30 win

 

Trading strategy SM7M for GER30 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $11,326.50 or 6.98% per year on average, maximum strategy drawdown 2,352.60 with Sharpe Ratio of 0.20.

Statistic, per 1 lot GER30 Symbol data Broker Pepperstone Group Limited Description Germany 30 Currency EUR Required margin 62.92 Commission 1.00 Strategy health Fitness ratio1 1,473.55 Sharpe ratio (buy & hold) 0.20 (0.11) Sortino ratio (buy & hold) 0.24 (0.15) Average trade 69.06 Average win 265.86 Average loss -254.69 Win rate 0.62 Trades 22 Profitability Total profit 11,326.50 Profit per year 516.80 Profit per year, %2 6.98%* Strategy risk Max intrabar drawdown 1,286.00 Max drawdown 2,352.60 Abs.

drawdown GER30 limited Pepperstone profit ratio sharpe strategy trade win