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策略设置
magic 18330 www.lifesdream.org "Momentum ... CommonSettings "---------...
user_slippage 2 grid_size 35 profit_lock 0.6
profit_mode 2 MoneyManagementSettings "---------... min_lots 0.1
account_risk 100 IndicatorSettings "---------... mom_period 20
mom_level 100 shift 0
Files:
Forward test is not available.
  • 信息
  • 统计
  • 一般
  • 获利: +163.84%
  • 天: 0.22%
  • 每月: 6.87%
  • 资金回撤: 21.13%
  • 余额: $131.9K
  • 最高: (Mar 18) $132.0K
  • 利润: $81919.91
  • 入金: $50000.00
  • 测试开始:Jan 04, 2010
  • 测试结束:Mar 18, 2011
  • 时限:5 Minutes
  • 模型类型:Every Tick
  • 新增:Apr 05 2011 at 16:55
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  • 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: 1522
盈利的:
点: 2591.6
平均获利: 31.66 pips / $144.35
平均损失 -57.58 pips / -$125.28
手: 685.6
委员会: 0
成功的做多交易: (502/751) 66%
成功的做空交易: (509/771) 66%
最佳交易($): (Jan 03) 13661.14
最差交易($): (Feb 02) -2337.64
最好的交易(按照点数计算) (Aug 10) 344.4
最坏的交易(点数) (Aug 05) -472.2
平均持仓时间: 19h 31m
利润因子: 2.28
标准差: $572.70
夏普比率: 0.0000
Z评分 (概率): -4.51 (99.99%)
期待: 1.7 点 / $53.82
AHPR: 0.07%
GHPR: 0.06%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
GBPUSD 751 2158.5 34157.06 771 433.1 47762.54 1522 2591.6 81919.60 1011 (66%) 511 (34%)
交易活动 (1522)
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
03.18.2011 16:05 03.18.2011 23:00 GBPUSD Sell 0.10 - - 1.61678 1.62320 -64.2 -64.20 6h 55m -0.05%
03.18.2011 20:25 03.18.2011 23:00 GBPUSD Sell 0.20 - - 1.62231 1.62320 -8.9 -17.80 2h 35m -0.01%
03.18.2011 22:05 03.18.2011 23:00 GBPUSD Buy 0.10 - - 1.62244 1.62312 6.8 6.80 55m 0.01%
03.18.2011 17:40 03.18.2011 20:21 GBPUSD Buy 0.10 - - 1.61720 1.62202 48.2 48.20 2h 41m 0.04%
03.18.2011 06:55 03.18.2011 13:38 GBPUSD Buy 0.10 - - 1.61575 1.61456 -11.9 -11.90 6h 43m -0.01%
03.18.2011 12:30 03.18.2011 13:38 GBPUSD Buy 0.10 - - 1.61088 1.61456 36.8 36.80 1h 8m 0.03%
03.18.2011 06:52 03.18.2011 10:00 GBPUSD Sell 0.10 - - 1.61541 1.61260 28.1 28.10 3h 8m 0.02%
03.17.2011 14:20 03.18.2011 05:46 GBPUSD Buy 0.10 - - 1.61370 1.61683 31.3 31.28 15h 26m 0.02%
03.17.2011 19:18 03.18.2011 02:40 GBPUSD Sell 0.10 - - 1.61347 1.61129 21.8 21.56 7h 22m 0.02%
03.17.2011 01:30 03.17.2011 16:25 GBPUSD Sell 0.10 - - 1.60112 1.61064 -95.2 -95.20 14h 55m -0.07%
03.17.2011 13:35 03.17.2011 16:25 GBPUSD Sell 0.30 - - 1.61254 1.61064 19.0 57.00 2h 50m 0.04%
03.17.2011 14:30 03.17.2011 16:25 GBPUSD Sell 0.40 - - 1.61324 1.61064 26.0 104.00 1h 55m 0.08%
03.16.2011 20:38 03.17.2011 09:59 GBPUSD Buy 0.10 - - 1.60198 1.60560 36.2 36.14 13h 21m 0.03%
03.16.2011 22:20 03.17.2011 00:26 GBPUSD Sell 0.10 - - 1.60196 1.59977 21.9 21.19 2h 6m 0.02%
03.16.2011 15:28 03.16.2011 17:12 GBPUSD Sell 0.10 - - 1.60658 1.60412 24.6 24.60 1h 44m 0.02%
03.16.2011 11:09 03.16.2011 14:40 GBPUSD Buy 0.10 - - 1.61138 1.61080 -5.8 -5.80 3h 31m 0.00%
03.16.2011 13:41 03.16.2011 14:40 GBPUSD Buy 0.10 - - 1.60780 1.61080 30.0 30.00 59m 0.02%
03.16.2011 08:27 03.16.2011 12:14 GBPUSD Sell 0.10 - - 1.60646 1.60686 -4.0 -4.00 3h 47m 0.00%
03.16.2011 10:45 03.16.2011 12:14 GBPUSD Sell 0.10 - - 1.61080 1.60686 39.4 39.40 1h 29m 0.03%
03.15.2011 20:45 03.16.2011 09:14 GBPUSD Buy 0.10 - - 1.60827 1.61041 21.4 21.38 12h 29m 0.02%

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  • 月分析报告
  • 2010
  • 2011


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Westpac Leading Index (MoM) (7 min)
Nikkei rises to one-week high as Fed hopes su...(15 min ago)
EURUSD 1.33916 GBPUSD 1.56267
USDJPY 95.484 USDCAD 1.02344
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