CSV      讨论 (30)      可定制分析
策略设置
Magic 4698523 EA_Comment "" MaxSpread 4
Slippage 2 StealthMode false CloseOnlyOnProfit true
NFA false No_Hedge false CS "
StopLoss 0 TakeProfit 0 SecureProfit 0
SecureProfitTriger 0 UseCustomPair false UseSettingsFrom "EURUSD"
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Files:
Forward test: Fund Manager
  • 信息
  • 统计
  • 一般
  • 获利: +1959.63%
  • 天: 0.1%
  • 每月: 3.01%
  • 资金回撤: 19.18%
  • 余额: $4.1K
  • 最高: (Dec 01) $4.2K
  • 利润: $3919.26
  • 入金: $200.00
  • 测试开始:Jan 03, 2005
  • 测试结束:Jan 18, 2011
  • 时限:15 Minutes
  • 模型类型:Every Tick
  • 新增:Oct 20 2011 at 11:49
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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: 1151
盈利的:
点: 5119.7
平均获利: 9.72 pips / $8.71
平均损失 -31.59 pips / -$32.83
手: 115.1
委员会: 0
成功的做多交易: (507/572) 88%
成功的做空交易: (497/579) 85%
最佳交易($): (Aug 06) 25.22
最差交易($): (Dec 26) -123.11
最好的交易(按照点数计算) (Jan 05) 26.0
最坏的交易(点数) (Jan 14) -120.0
平均持仓时间: 4h 33m
利润因子: 1.81
标准差: $24.64
夏普比率: 0.1100
Z评分 (概率): -0.79 (-57.05%)
期待: 4.4 点 / $3.41
AHPR: 0.31%
GHPR: 0.26%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
EURUSD 572 2211.7 1666.32 579 2908.0 2253.23 1151 5119.7 3919.55 1004 (87%) 147 (13%)
交易活动 (1151)
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
01.18.2011 14:37 01.18.2011 14:53 EURUSD Buy 0.10 1.33741 1.33991 1.33731 1.33921 19.0 18.00 16m 0.44%
01.18.2011 14:15 01.18.2011 14:37 EURUSD Buy 0.10 1.33723 1.33973 1.33713 1.33723 1.0 0.00 22m 0.00%
01.17.2011 01:30 01.18.2011 08:21 EURUSD Buy 0.10 1.32387 1.33847 1.33587 1.33590 0.3 -0.48 1d -0.01%
01.14.2011 01:15 01.14.2011 06:00 EURUSD Buy 0.10 1.32268 1.33728 1.33468 1.33468 0.0 -1.00 4h 45m -0.02%
01.13.2011 02:30 01.13.2011 08:45 EURUSD Buy 0.10 1.31179 1.31429 1.31169 1.31329 16.0 15.00 6h 15m 0.37%
01.13.2011 01:15 01.13.2011 01:45 EURUSD Buy 0.10 1.31184 1.31434 1.31174 1.31314 14.0 13.00 30m 0.32%
01.10.2011 09:15 01.10.2011 09:35 EURUSD Sell 0.10 1.29181 1.28931 1.29191 1.28931 26.0 25.00 20m 0.62%
01.07.2011 15:15 01.07.2011 15:17 EURUSD Sell 0.10 1.29900 1.29650 1.29910 1.29650 26.0 25.00 2m 0.62%
01.07.2011 03:30 01.07.2011 04:07 EURUSD Sell 0.10 1.30159 1.29909 1.30169 1.30159 1.0 0.00 37m 0.00%
01.06.2011 08:30 01.06.2011 08:40 EURUSD Sell 0.10 1.31503 1.31253 1.31513 1.31371 14.2 13.20 10m 0.33%
01.06.2011 06:45 01.06.2011 08:13 EURUSD Sell 0.10 1.31456 1.31206 1.31466 1.31456 1.0 0.00 1h 28m 0.00%
01.06.2011 01:15 01.06.2011 01:59 EURUSD Sell 0.10 1.31564 1.31314 1.31574 1.31434 14.0 13.00 44m 0.33%
01.05.2011 18:45 01.05.2011 19:23 EURUSD Sell 0.10 1.31821 1.31571 1.31831 1.31691 14.0 13.00 38m 0.33%
12.31.2010 18:45 01.03.2011 08:48 EURUSD Buy 0.10 1.32541 1.34001 1.33741 1.32541 -120.0 -120.78 2d -2.94%
12.28.2010 08:30 12.28.2010 09:40 EURUSD Buy 0.10 1.32162 1.32412 1.32152 1.32293 14.1 13.10 1h 10m 0.32%
12.28.2010 08:00 12.28.2010 08:28 EURUSD Buy 0.10 1.32183 1.32433 1.32173 1.32183 1.0 0.00 28m 0.00%
12.20.2010 07:00 12.20.2010 08:05 EURUSD Sell 0.10 1.31605 1.31355 1.31615 1.31605 1.0 0.00 1h 5m 0.00%
12.17.2010 19:45 12.20.2010 00:15 EURUSD Sell 0.10 1.31688 1.31438 1.31698 1.31550 14.8 13.10 2d 0.32%
12.09.2010 07:30 12.09.2010 08:19 EURUSD Buy 0.10 1.32940 1.33190 1.32930 1.32940 1.0 0.00 49m 0.00%
12.08.2010 12:45 12.08.2010 13:03 EURUSD Sell 0.10 1.32457 1.32207 1.32467 1.32273 19.4 18.40 18m 0.45%

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