Portfolio GOLD 18K
The idea to create a unified Portfolio came after the awerness of combine different uncorrelated (or correlated negatively) strategies in order to increase performances and at the same time lower the DD; this creation is a result of deep and intelligent studies on correlations and portfolio management.
With this single ex4 file you are able to run these 18 Expert Advisors, to create statistics and also study the progress.
Here each strategy with backtest statistics (5 years time period); the backtest has been made with 0,10 fixed lot and 10K initial capital:
|
Strategy |
Profit |
Performance% |
DD% |
ProfitFactor |
WinRatio |
Return/DD |
Return/DD% |
Expected |
Total |
Market |
Initial |
SL (pips) |
TP (pips) |
RR |
Indicators |
|
701000 |
2987,7 |
29,88 |
1,21 |
2,83 |
54,55 |
19,33 |
24,66 |
20,89 |
143 |
XAUUSD |
10000 |
340 |
3590 |
10,56 |
Entry Time,MACD,Moving Average of Oscillator |
|
701001 |
3568,51 |
35,69 |
1,83 |
2,09 |
57,48 |
15 |
19,54 |
14,05 |
254 |
XAUUSD |
10000 |
510 |
3590 |
7,04 |
RSI,MACD,MACD Signal |
|
701002 |
4720,66 |
47,21 |
2,43 |
1,51 |
36,55 |
13,22 |
19,41 |
4,85 |
974 |
XAUUSD |
10000 |
240 |
3720 |
15,5 |
Entry Time,Volumes,Bears Power,Moving Average of Oscillator |
|
701003 |
2843,87 |
28,44 |
1,32 |
1,83 |
68,65 |
16,94 |
21,54 |
6,51 |
437 |
XAUUSD |
10000 |
520 |
860 |
1,65 |
DeMarker,Bollinger Bands,Directional Indicators |
|
701004 |
2675,13 |
26,75 |
1,35 |
1,79 |
38,15 |
15,75 |
19,84 |
8,23 |
325 |
XAUUSD |
10000 |
260 |
3590 |
13,81 |
MACD,MACD Signal |
|
701005 |
6383,82 |
63,84 |
3,06 |
1,51 |
62,44 |
16,75 |
20,88 |
5,26 |
1214 |
XAUUSD |
10000 |
1880 |
1550 |
0,82 |
Entry Time,Bollinger Bands,Directional Indicators |
|
701006 |
2058,84 |
20,59 |
1,27 |
2,08 |
38,57 |
15,16 |
16,18 |
7,03 |
293 |
XAUUSD |
10000 |
992 |
1750 |
1,76 |
Commodity Channel Index,Williams' Percent Range,Directional Indicators |
|
701007 |
2373,31 |
23,73 |
0,74 |
3,88 |
83 |
30,28 |
31,93 |
9,61 |
247 |
XAUUSD |
10000 |
880 |
240 |
0,27 |
Stochastic,Directional Indicators,Bears Power,MACD |
|
701008 |
2885,63 |
28,86 |
1,05 |
3,32 |
44,78 |
22,93 |
27,35 |
21,53 |
134 |
XAUUSD |
10000 |
520 |
2940 |
5,65 |
Moving Averages Crossover,Moving Average,Entry Time,Directional Indicators |
|
701009 |
4210,45 |
42,1 |
1,7 |
2,08 |
49,17 |
21,73 |
24,73 |
17,54 |
240 |
XAUUSD |
10000 |
750 |
1330 |
1,77 |
DeMarker,Entry Time,RVI |
|
701010 |
2660,16 |
26,6 |
1,54 |
2,53 |
57,96 |
13,74 |
17,27 |
11,77 |
226 |
XAUUSD |
10000 |
840 |
1850 |
2,2 |
Moving Average of Oscillator,Awesome Oscillator,RVI |
|
701011 |
3642,22 |
36,42 |
1,82 |
1,62 |
46,82 |
17,17 |
20,01 |
6,61 |
551 |
XAUUSD |
10000 |
350 |
3660 |
10,46 |
Money Flow Index,Williams' Percent Range,MACD,DeMarker |
|
701012 |
2995,43 |
29,95 |
1,57 |
1,98 |
47,27 |
19,08 |
19,08 |
6,81 |
440 |
XAUUSD |
10000 |
320 |
2370 |
7,41 |
Bollinger Bands,Bulls Power,ADX |
|
701013 |
3070,25 |
30,7 |
1,61 |
1,99 |
52,78 |
14,69 |
19,03 |
17,06 |
180 |
XAUUSD |
10000 |
1360 |
1290 |
0,95 |
Moving Averages Crossover,MACD,Standard Deviation |
|
701014 |
3741,3 |
37,41 |
2,34 |
1,61 |
43,23 |
15,32 |
16,01 |
8,17 |
458 |
XAUUSD |
10000 |
440 |
4000 |
9,09 |
Volumes,Moving Average of Oscillator,Stochastic |
|
701015 |
2911,76 |
29,12 |
1,67 |
2,35 |
42,01 |
16,16 |
17,46 |
13,3 |
219 |
XAUUSD |
10000 |
1670 |
940 |
0,56 |
Volumes,ADX,Accelerator Oscillator,MACD |
|
701016 |
2576,66 |
25,77 |
1,41 |
1,78 |
42,42 |
14,49 |
18,33 |
7,81 |
330 |
XAUUSD |
10000 |
420 |
1950 |
4,64 |
MACD,Williams' Percent Range |
|
701017 |
6073,81 |
60,74 |
2,92 |
2,03 |
52,58 |
14,67 |
20,82 |
31,31 |
194 |
XAUUSD |
10000 |
1520 |
1950 |
1,28 |
Bollinger Bands,Entry Time,Accelerator Oscillator |
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