Portfolio Golden Eye
This is another powerful and advanced Portfolio of 16 different Expert Advisors where each one operates in GBPJPY M30 with different strategies each.
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 16 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 PayOff |
Total trades |
Market |
Initial Capital |
SL (pips) |
TP (pips) |
RR |
Indicators |
|
501000 |
5222,92 |
52,23 |
2,36 |
1,53 |
51,9 |
16,96 |
22,16 |
10,47 |
499 |
GBPJPY |
10000 |
79 |
248 |
3,14 |
Envelopes,Commodity Channel Index,Moving Averages Crossover,Moving Averages Crossover |
|
501001 |
4935,21 |
49,35 |
2,76 |
1,34 |
50,86 |
14,05 |
17,9 |
4,25 |
1162 |
GBPJPY |
10000 |
43 |
141 |
3,28 |
Candle Color,Entry Time,Stochastic |
|
501002 |
3562,11 |
35,62 |
1,55 |
2,08 |
51,27 |
18,78 |
23,05 |
18,08 |
197 |
GBPJPY |
10000 |
48 |
120 |
2,5 |
Stochastic,Entry Time,RSI,Moving Averages Crossover |
|
501003 |
4705,98 |
47,06 |
1,82 |
3 |
59,62 |
21,41 |
25,79 |
45,25 |
104 |
GBPJPY |
10000 |
90 |
227 |
2,52 |
Moving Averages Crossover,Force Index,Money Flow Index |
|
501004 |
1272,2 |
12,72 |
0,49 |
2,96 |
53,05 |
23,55 |
25,91 |
7,76 |
164 |
GBPJPY |
10000 |
134 |
63 |
0,47 |
Bulls Power,Commodity Channel Index,Moving Average |
|
501005 |
2904,5 |
29,04 |
1,14 |
2,2 |
45,45 |
25,17 |
25,57 |
12,57 |
231 |
GBPJPY |
10000 |
44 |
107 |
2,43 |
MACD,Entry Time,Moving Averages Crossover,Stochastic Signal |
|
501006 |
3031,09 |
30,31 |
1,84 |
1,73 |
52,77 |
14,9 |
16,44 |
11,18 |
271 |
GBPJPY |
10000 |
65 |
104 |
1,6 |
Envelopes,Money Flow Index,Moving Average of Oscillator |
|
501007 |
3280,86 |
32,81 |
1,3 |
2,47 |
45,06 |
24,04 |
25,25 |
12,97 |
253 |
GBPJPY |
10000 |
146 |
245 |
1,68 |
Moving Average,Bollinger Bands,Bulls Power |
|
501008 |
4687,08 |
46,87 |
2,48 |
1,83 |
46,35 |
16,06 |
18,91 |
10,06 |
466 |
GBPJPY |
10000 |
49 |
233 |
4,76 |
Entry Time,Commodity Channel Index,Money Flow Index |
|
501009 |
6008,51 |
60,09 |
2,96 |
1,79 |
49,86 |
14,38 |
20,28 |
16,64 |
361 |
GBPJPY |
10000 |
99 |
244 |
2,46 |
Bulls Power,ADX,Entry Time,Stochastic |
|
501010 |
6062,64 |
60,63 |
2,89 |
1,98 |
53,28 |
19,09 |
20,95 |
26,47 |
229 |
GBPJPY |
10000 |
148 |
237 |
1,6 |
Volumes,Momentum,Standard Deviation |
|
501011 |
2598,55 |
25,99 |
1,67 |
2,33 |
55 |
15,52 |
15,57 |
21,65 |
120 |
GBPJPY |
10000 |
104 |
98 |
0,94 |
Stochastic,Directional Indicators,Moving Average,RSI |
|
501012 |
4238,43 |
42,38 |
2,3 |
1,5 |
56,87 |
16,56 |
18,44 |
8,96 |
473 |
GBPJPY |
10000 |
99 |
173 |
1,75 |
RSI,Commodity Channel Index |
|
501013 |
2124,83 |
21,25 |
1,21 |
2,4 |
59,66 |
17,08 |
17,51 |
17,86 |
119 |
GBPJPY |
10000 |
68 |
79 |
1,16 |
Entry Time,Envelopes,Alligator |
|
501014 |
3241,92 |
32,42 |
1,75 |
2,23 |
58,89 |
17,13 |
18,56 |
18,01 |
180 |
GBPJPY |
10000 |
78 |
250 |
3,21 |
Williams' Percent Range,Accelerator Oscillator,Directional Indicators,Stochastic |
|
501015 |
3102,52 |
31,03 |
1,73 |
1,92 |
52,16 |
16,5 |
17,93 |
13,37 |
232 |
GBPJPY |
10000 |
86 |
250 |
2,91 |
Moving Average of Oscillator,Force Index,Accelerator Oscillator,Volumes |
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