CSV      讨论 (4)      可定制分析
策略设置
note1 "#### lot ... MagicNumber 5 BrokerNumber 0
note2 "#### Clos... EmergencyExit false note3 "#### If ...
size 0.1 note4 "#### lot ... PortionMoneyManagement true
PortionBySize 2000 note5 "#### Acco... PerCentMoneyManagement false
PerCentAccount 50 ProtectingStop true StopLoss 100
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Files:
  • 信息
  • 统计
  • 一般
  • 获利: +1024.9%
  • 天: 0.16%
  • 每月: 4.88%
  • 资金回撤: 13.92%
  • 余额: $56.2K
  • 最高: (Mar 01) $56.2K
  • 利润: $51244.93
  • 入金: $5000.00
  • 测试开始:Mar 23, 2009
  • 测试结束:Mar 01, 2012
  • 时限:1 Minute
  • 模型类型:Every Tick
  • 新增:Mar 08 2012 at 09:17
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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: 274
盈利的:
点: 5225.4
平均获利: 36.57 pips / $361.63
平均损失 -44.68 pips / -$449.24
手: 310.94
委员会: 0
成功的做多交易: (123/152) 80%
成功的做空交易: (92/122) 75%
最佳交易($): (Sep 23) 1805.36
最差交易($): (May 23) -1916.88
最好的交易(按照点数计算) (Jun 17) 102.0
最坏的交易(点数) (Apr 15) -100.0
平均持仓时间: 3h 57m
利润因子: 2.93
标准差: $490.56
夏普比率: 0.4100
Z评分 (概率): -1.81 (-94.70%)
期待: 19.1 点 / $187.03
AHPR: 0.91%
GHPR: 0.89%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
GBPAUD 152 3141.7 25700.51 122 2083.7 25544.38 274 5225.4 51244.89 215 (78%) 59 (22%)
交易活动 (274)
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
02.29.2012 22:37 03.01.2012 03:15 GBPAUD Sell 2.76 1.49355 - 1.48355 1.48048 30.7 945.33 4h 38m 1.71%
02.28.2012 20:55 02.28.2012 22:40 GBPAUD Sell 2.72 1.48803 - 1.47803 1.47506 29.7 798.05 1h 45m 1.46%
01.23.2012 00:18 01.23.2012 01:15 GBPAUD Buy 2.67 1.47125 - 1.48125 1.48516 39.1 1034.36 57m 1.93%
01.11.2012 20:42 01.12.2012 03:18 GBPAUD Buy 2.66 1.47662 - 1.48662 1.48790 12.8 186.51 6h 36m 0.35%
01.09.2012 22:43 01.10.2012 08:55 GBPAUD Buy 2.74 1.49788 - 1.50788 1.50196 -59.2 -1681.52 10h 12m -3.06%
01.04.2012 21:52 01.05.2012 01:06 GBPAUD Buy 2.73 1.49664 - 1.50664 1.50793 12.9 194.15 3h 14m 0.35%
01.03.2012 01:31 01.03.2012 04:15 GBPAUD Buy 2.76 1.50220 - 1.51220 1.51007 -21.3 -597.82 2h 44m -1.08%
12.14.2011 01:49 12.14.2011 04:00 GBPAUD Sell 2.73 1.55866 - 1.54866 1.54617 24.9 669.94 2h 11m 1.22%
12.08.2011 22:52 12.09.2011 02:21 GBPAUD Sell 2.68 1.54915 - 1.53915 1.53519 39.6 1086.57 3h 29m 2.03%
12.08.2011 20:11 12.08.2011 22:34 GBPAUD Sell 2.63 1.54737 - 1.53737 1.53379 35.8 932.07 2h 23m 1.77%
12.06.2011 21:44 12.06.2011 23:16 GBPAUD Buy 2.59 1.51031 - 1.52031 1.52305 27.4 700.34 1h 32m 1.35%
12.05.2011 00:03 12.05.2011 03:47 GBPAUD Buy 2.53 1.51078 - 1.52078 1.52568 49.0 1230.59 3h 44m 2.42%
12.01.2011 23:44 12.02.2011 00:58 GBPAUD Buy 2.48 1.52094 - 1.53094 1.53499 40.5 950.60 1h 14m 1.91%
11.28.2011 00:03 11.28.2011 05:21 GBPAUD Buy 2.49 1.56531 - 1.57531 1.57464 -6.7 -175.79 5h 18m -0.35%
11.28.2011 01:11 11.28.2011 05:21 GBPAUD Buy 2.49 1.56403 - 1.57403 1.57464 6.1 142.93 4h 10m 0.29%
11.21.2011 21:00 11.21.2011 21:32 GBPAUD Sell 2.43 1.60287 - 1.59287 1.58821 46.6 1123.63 32m 2.31%
11.15.2011 22:06 11.16.2011 01:34 GBPAUD Buy 2.39 1.54247 - 1.55247 1.55594 34.7 777.48 3h 28m 1.62%
11.14.2011 00:00 11.14.2011 04:03 GBPAUD Buy 2.32 1.54426 - 1.55426 1.56052 62.6 1443.97 4h 3m 3.11%
11.08.2011 22:32 11.09.2011 02:00 GBPAUD Buy 2.29 1.53866 - 1.54866 1.55147 28.1 593.81 3h 28m 1.29%
11.02.2011 21:01 11.02.2011 22:22 GBPAUD Sell 2.21 1.55847 - 1.54847 1.54132 71.5 1572.19 1h 21m 3.55%

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  • 月分析报告
  • 2009
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  • 2012


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