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策略设置
SerialNumber "---------... Magic 79685746 ECN false
MaxSpread 4 Slippage 2 HoursFrom 0
HoursTo 0 SS " UseAdvancedFilter true
MM " FixedLots 1 UseAutoMoneyManagement true
MaxRiskPerTrade 1 MaxSessionDrawDown 50
Files:
Forward test is not available.
  • 信息
  • 统计
  • 一般
  • 获利: +2773.4%
  • 天: 0.2%
  • 每月: 6.1%
  • 资金回撤: 2.34%
  • 余额: $143.7K
  • 最高: (Sep 02) $143.7K
  • 利润: $138670.03
  • 入金: $5000.00
  • 测试开始:Jan 05, 2007
  • 测试结束:Sep 02, 2011
  • 时限:15 Minutes
  • 模型类型:Every Tick
  • 新增:Oct 19 2011 at 11:17
更多
  • Chart
  • 增长率
  • 余额
  • 利润
  • 高级统计数据
  • 交易
  • 摘要
  • 小时
  • 破产风险
  • 时间
交易: 734
盈利的:
点: 10281.3
平均获利: 21.60 pips / $269.97
平均损失 -30.00 pips / -$280.86
手: 900
委员会: 0
成功的做多交易: (309/370) 83%
成功的做空交易: (317/364) 87%
最佳交易($): (Sep 01) 1416.00
最差交易($): (Aug 16) -1408.68
最好的交易(按照点数计算) (Jan 05) 30.0
最坏的交易(点数) (Jan 11) -30.0
平均持仓时间: 5h 15m
利润因子: 5.57
标准差: $346.97
夏普比率: 0.0000
Z评分 (概率): 0.63 (47.13%)
期待: 14.0 点 / $188.92
AHPR: 0.46%
GHPR: 0.46%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
EURUSD 370 4591.6 66233.66 364 5689.7 72436.34 734 10281.3 138670.00 626 (85%) 108 (15%)
交易活动 (734)
开仓时间 平仓日期 货币对 行动 止损 TP 开盘价 平仓价格 利润 时间 更改
09.02.2011 03:00 09.02.2011 06:46 EURUSD Sell 4.76 1.42983 1.42383 1.42683 1.42551 13.2 628.32 3h 46m 0.44%
09.01.2011 16:00 09.01.2011 17:12 EURUSD Sell 4.72 1.43307 1.42707 1.43007 1.42707 30.0 1416.00 1h 12m 1.00%
08.30.2011 22:30 08.31.2011 00:41 EURUSD Sell 4.69 1.44840 1.44240 1.44540 1.44401 13.9 632.68 2h 11m 0.45%
08.30.2011 16:30 08.30.2011 20:00 EURUSD Sell 4.67 1.44636 1.44036 1.44336 1.44205 13.1 611.77 3h 30m 0.44%
08.29.2011 03:30 08.29.2011 07:17 EURUSD Buy 4.65 1.44477 1.45077 1.44777 1.44924 14.7 683.55 3h 47m 0.49%
08.18.2011 21:15 08.19.2011 02:11 EURUSD Sell 4.63 1.43556 1.42956 1.43256 1.43125 13.1 587.55 4h 56m 0.42%
08.15.2011 20:00 08.16.2011 08:56 EURUSD Buy 4.68 1.44040 1.44640 1.44340 1.44040 -30.0 -1408.68 12h 56m -1.00%
08.10.2011 09:45 08.10.2011 10:00 EURUSD Buy 4.63 1.42960 1.43560 1.43260 1.43560 30.0 1389.00 15m 1.00%
08.09.2011 02:15 08.09.2011 03:21 EURUSD Sell 4.59 1.42152 1.41552 1.41852 1.41552 30.0 1377.00 1h 6m 1.00%
08.08.2011 18:45 08.08.2011 19:20 EURUSD Sell 4.54 1.42577 1.41977 1.42277 1.41977 30.0 1362.00 35m 1.00%
08.05.2011 05:00 08.05.2011 07:03 EURUSD Sell 4.51 1.41440 1.40840 1.41140 1.40908 23.2 1046.32 2h 3m 0.77%
07.22.2011 06:45 07.22.2011 08:39 EURUSD Buy 4.48 1.43529 1.44129 1.43829 1.44000 17.1 766.08 1h 54m 0.57%
07.19.2011 19:00 07.19.2011 21:00 EURUSD Buy 4.45 1.41257 1.41857 1.41557 1.41739 18.2 809.90 2h 0m 0.61%
07.19.2011 08:15 07.19.2011 10:00 EURUSD Buy 4.43 1.40640 1.41240 1.40940 1.41123 18.3 810.69 1h 45m 0.61%
07.19.2011 01:30 07.19.2011 02:16 EURUSD Buy 4.39 1.40706 1.41306 1.41006 1.41259 25.3 1110.67 46m 0.84%
07.18.2011 06:45 07.18.2011 07:45 EURUSD Sell 4.37 1.41095 1.40495 1.40795 1.40664 13.1 572.47 1h 0m 0.44%
07.14.2011 09:15 07.14.2011 09:26 EURUSD Buy 4.33 1.41475 1.42075 1.41775 1.42075 30.0 1299.00 11m 1.00%
07.14.2011 06:15 07.14.2011 09:00 EURUSD Buy 4.37 1.41832 1.42432 1.42132 1.41832 -30.0 -1311.00 2h 45m -1.00%
07.13.2011 20:30 07.13.2011 23:45 EURUSD Buy 4.35 1.41089 1.41689 1.41389 1.41533 14.4 626.40 3h 15m 0.48%
07.12.2011 00:30 07.12.2011 03:19 EURUSD Sell 4.32 1.40637 1.40037 1.40337 1.40155 18.2 786.24 2h 49m 0.61%

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  • 月分析报告
  • 2007
  • 2008
  • 2009
  • 2010
  • 2011


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EURUSD 1.32772 GBPUSD 1.54915
USDJPY 96.695 USDCAD 1.02633
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