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策略设置
MaxTrades 4 LotSizeFactor 3 PriceActionFactor 1
StopLossFactor 0.5 TakeProfitFactor 2 TrailingStopFactor 0.2
BarRelatedSL false Slippage 2 AverageBarLengthLimit_M5 5
AverageBarLengthLimit_M15 7 AverageBarLengthLimit_M30 10 AverageBarLengthLimit_H1 15
SpreadLimit 2.5 OrderInfoDisplay false Sounds false
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Files:
Forward test is not available.
  • 信息
  • 统计
  • 一般
  • 获利: +4.55M%
  • 天: 1.24%
  • 每月: 44.66%
  • 资金回撤: 27.71%
  • 余额: $9092.4K
  • 最高: (Dec 30) $9248.7K
  • 利润: $9092202.00
  • 入金: $200.00
  • 测试开始:Jan 05, 2011
  • 测试结束:Dec 30, 2011
  • 时限:1 Hour
  • 模型类型:Every Tick
  • 新增:Mar 26 2012 at 17:28
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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: 2287
盈利的:
点: 5588.4
平均获利: 7.32 pips / $12682.99
平均损失 -8.30 pips / -$15207.47
手: 465,098.91
委员会: 0
成功的做多交易: (949/1316) 72%
成功的做空交易: (624/971) 64%
最佳交易($): (Oct 31) 135902.80
最差交易($): (Aug 09) -68908.23
最好的交易(按照点数计算) (Mar 18) 50.0
最坏的交易(点数) (Mar 18) -18.0
平均持仓时间: 2m
利润因子: 1.84
标准差: $23506.44
夏普比率: 0.2500
Z评分 (概率): -19.90 (99.99%)
期待: 2.4 点 / $3975.60
AHPR: 0.49%
GHPR: 0.47%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
USDJPY 1316 3746.9 8320197.93 971 1841.5 772004.07 2287 5588.4 9092202.00 1573 (69%) 714 (31%)
交易活动 (2287)
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
12.30.2011 16:00 12.30.2011 16:08 USDJPY Sell 500.00 76.97900 76.69900 76.89900 76.97900 -8.0 -36245.67 8m -0.40%
12.30.2011 15:57 12.30.2011 15:59 USDJPY Sell 500.00 76.99500 76.59000 76.89000 76.99500 -10.5 -47572.44 2m -0.52%
12.30.2011 15:57 12.30.2011 15:59 USDJPY Sell 500.00 76.97900 76.69900 76.89900 76.97900 -8.0 -36245.67 2m -0.39%
12.30.2011 10:41 12.30.2011 10:44 USDJPY Sell 500.00 77.37800 77.09800 77.29800 77.37800 -8.0 -36245.67 3m -0.39%
12.30.2011 10:41 12.30.2011 10:41 USDJPY Sell 500.00 77.32500 77.19000 77.33000 77.32500 0.5 2265.35 0s 0.02%
12.19.2011 03:21 12.19.2011 03:25 USDJPY Buy 500.00 78.12000 78.27500 78.07500 78.12000 4.5 20390.22 4m 0.22%
12.19.2011 03:20 12.19.2011 03:25 USDJPY Buy 500.00 78.11000 78.36500 78.06500 78.11000 4.5 20390.22 5m 0.22%
12.19.2011 03:20 12.19.2011 03:21 USDJPY Buy 500.00 78.06500 78.08600 77.94600 78.08600 14.0 63436.25 1m 0.69%
12.19.2011 03:20 12.19.2011 03:20 USDJPY Sell 500.00 77.97900 77.93900 78.03900 77.97900 6.0 27182.04 0s 0.30%
12.19.2011 03:20 12.19.2011 03:20 USDJPY Sell 500.00 77.89500 77.81400 77.91400 77.89500 1.9 8607.64 0s 0.09%
12.19.2011 03:20 12.19.2011 03:20 USDJPY Sell 500.00 77.93300 77.72800 77.86800 77.93300 -6.5 -29447.21 0s -0.32%
12.14.2011 22:02 12.14.2011 22:11 USDJPY Sell 500.00 78.04500 77.89000 77.99000 78.04500 -5.5 -24917.32 9m -0.27%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 500.00 77.91600 78.32100 78.02100 77.91600 -10.5 -47574.17 0s -0.52%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 500.00 77.99000 78.19000 77.99000 77.99000 0.0 0.00 0s 0.00%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 500.00 77.99000 78.11600 77.97600 77.99000 1.4 6343.22 0s 0.07%
12.02.2011 13:31 12.02.2011 13:31 USDJPY Buy 500.00 77.99000 78.05800 77.95800 77.99000 3.2 14498.79 0s 0.16%
11.30.2011 16:00 11.30.2011 16:09 USDJPY Sell 500.00 77.57500 77.32300 77.62300 77.57500 4.8 21745.23 9m 0.24%
11.30.2011 16:00 11.30.2011 16:00 USDJPY Sell 500.00 77.63500 77.59800 77.69800 77.63500 6.3 28540.63 0s 0.31%
11.30.2011 16:00 11.30.2011 16:00 USDJPY Sell 500.00 77.63500 77.45800 77.65800 77.63500 2.3 10419.60 0s 0.11%
11.30.2011 16:00 11.30.2011 16:00 USDJPY Sell 500.00 77.63500 77.53900 77.67900 77.63500 4.4 19933.14 0s 0.22%

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  • 月分析报告
  • 2011


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Bank of Japan Governor Kuroda Speech (18h 52min)
Weekly Fundamental Trading Forecast (05.27.20...(4h 16min ago)
EURUSD 1.29328 GBPUSD 1.51194
USDJPY 101.25 USDCAD 1.03196
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