Portfolio Mirage
This is a real advanced Portfolio of 16 different Expert Advisors where each one operates in EURUSD M30 and has a different strategy.
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 |
|
101000 |
2984,08 |
29,84 |
1,52 |
3,45 |
63,82 |
17,55 |
19,61 |
19,63 |
152 |
EURUSD |
10000 |
141 |
138 |
0,98 |
Bollinger Bands,Alligator,Force Index |
|
101001 |
3620,78 |
36,21 |
1,88 |
1,46 |
55,54 |
18,14 |
19,26 |
4,95 |
731 |
EURUSD |
10000 |
63 |
39 |
0,62 |
Alligator,Entry Time,Moving Averages Crossover |
|
101002 |
2371,33 |
23,71 |
0,62 |
2,43 |
50,62 |
37,56 |
38,17 |
9,84 |
241 |
EURUSD |
10000 |
22 |
295 |
13,41 |
Bollinger Bands,Moving Average |
|
101003 |
6096,7 |
60,97 |
2,37 |
1,73 |
43,14 |
17,19 |
25,7 |
8,71 |
700 |
EURUSD |
10000 |
167 |
209 |
1,25 |
Entry Time,Moving Averages Crossover,Alligator,MACD |
|
101004 |
2379,59 |
23,8 |
1,04 |
2,23 |
47,26 |
22,92 |
22,99 |
7,25 |
328 |
EURUSD |
10000 |
31 |
300 |
9,68 |
Standard Deviation,RVI,Commodity Channel Index,Stochastic |
|
101005 |
1548,99 |
15,49 |
0,56 |
1,85 |
62,85 |
25,22 |
27,79 |
2,14 |
724 |
EURUSD |
10000 |
28 |
195 |
6,96 |
Stochastic Signal,Stochastic,DeMarker |
|
101006 |
2288,71 |
22,89 |
1,24 |
2,2 |
47,4 |
18,02 |
18,46 |
11,92 |
192 |
EURUSD |
10000 |
25 |
95 |
3,8 |
Bollinger Bands,Bollinger Bands |
|
101007 |
1960,03 |
19,6 |
0,84 |
2,43 |
57,4 |
23,16 |
23,21 |
8,79 |
223 |
EURUSD |
10000 |
125 |
47 |
0,38 |
Bollinger Bands,Directional Indicators |
|
101008 |
1957,79 |
19,58 |
0,9 |
2,69 |
59,6 |
21,76 |
21,78 |
9,89 |
198 |
EURUSD |
10000 |
51 |
116 |
2,27 |
Bollinger Bands,Money Flow Index |
|
101009 |
3829,68 |
38,3 |
1,9 |
1,32 |
50,73 |
20,09 |
20,16 |
2,65 |
1445 |
EURUSD |
10000 |
22 |
167 |
7,59 |
RVI,Bulls Power |
|
101010 |
2485,74 |
24,86 |
0,95 |
2,12 |
71,26 |
24,61 |
26,23 |
4,83 |
515 |
EURUSD |
10000 |
82 |
19 |
0,23 |
Money Flow Index,Alligator,Accelerator Oscillator |
|
101011 |
3181,32 |
31,81 |
1,16 |
2,43 |
49,74 |
24,66 |
27,45 |
16,31 |
195 |
EURUSD |
10000 |
35 |
276 |
7,89 |
Candle Color,Volumes,MACD |
|
101012 |
4604,71 |
46,05 |
2,44 |
1,37 |
48,11 |
18,82 |
18,85 |
5,43 |
848 |
EURUSD |
10000 |
35 |
55 |
1,57 |
RVI |
|
101013 |
9790,02 |
97,9 |
4,12 |
1,28 |
65,45 |
17,07 |
23,75 |
2,25 |
4350 |
EURUSD |
10000 |
50 |
207 |
4,14 |
Stochastic Signal,Williams' Percent Range |
|
101014 |
4180,51 |
41,81 |
2,08 |
1,79 |
51,54 |
17,35 |
20,1 |
12,9 |
324 |
EURUSD |
10000 |
42 |
169 |
4,02 |
Candle Color,Bollinger Bands |
|
101015 |
4623,25 |
46,23 |
2,75 |
1,39 |
56,38 |
16,78 |
16,82 |
4,5 |
1027 |
EURUSD |
10000 |
38 |
51 |
1,34 |
RVI,MACD Signal |
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