Forex signal stream
Signals for 13 currency pairs as one portfolio: System A and System F.
FX Portfolio Signals is a subscription of its own, $40 a month. Each of the other sections is subscribed to separately: every feed and its price.
Forex portfolio performance
21,315 signals across 13 currency pairs with one position open per pair, before the limit on positions open at once. Past performance does not guarantee future results.
Signals that arrive while 7 positions are already open are skipped, so never more than 7 are open at once. The limit caps the number of positions, not what they can lose.
No pair is selected. Tick at least one to see the figures.
Monthly returns
Percent of the starting capital gained or lost in each month (UTC). A month with no closed trade is 0.0.
By year
Return and drawdown in percent of the starting capital; the drawdown is measured inside the year, from its own high.
By pair
In R. Share of profit is each pair’s net R over the whole selection’s; one that lost money carries a negative share. Skipped by the limit counts the pair’s signals that arrived while the limit was already reached.
How it is counted: the currency pairs are merged into one account in the order their trades close. a trade counts when it closes, so drawdowns are measured on closed trades, not at the worst point of an open one. Without reinvesting, every trade risks the same share of the starting capital, and every percentage — monthly, yearly and drawdown — is in points of that starting capital; with it, trades risk a share of the equity at the time and every percentage is of the equity then. With typical spread and commission switched off, results are before costs; switched on, each trade’s own spread and commission, in R, is taken off its result. The Sharpe ratio is annual: annualised from monthly returns (×√12), with no risk-free rate. Trades are offered to the position limit in the order they were filled (a tie: the one closing first, then the order the currency pairs are listed in); one arriving while the limit is reached is skipped, not queued. The most-open figure counts every position still open at the moment each new one was filled; one closing at that very moment is counted as closed.
The 13 currency pairs of the signal stream traded as one account: every closed trade of every pair, in the order they closed, on one equity curve. It is a subscription of its own, $40 a month; each of the other sections is subscribed to separately. Untick currency pairs to see what the rest did without them.
Why risk is set for the whole account here rather than per trade: on a single-instrument page one position is open at any time. Here 13 currency pairs trade side by side, each with a position of its own, so many can be open at once and their risks add up. So you choose how many positions may be open together and how much of the account they may risk between them, and each trade risks that share divided by the number of positions. The Most capital at risk card above shows the largest number of positions ever open together, times the risk per trade: what those stops were placed for, not a floor under the account. A stop is where the order leaves the market, and a market that gaps through it leaves later and worse. Worst trade and Worst day are what that has cost on this record, in percent of the account, at the settings above.
Backtest · Jan 2004 – Sep 2026