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策略设置
Magic 4698523 MaxSpread 4 Slippage 2
StealthMode false CloseOnlyOnProfit false SS "
StopLoss 0 TakeProfit 0 SecureProfit 0
SecureProfitTriger 0 UseCustomPair false UseSettingsFrom "EURUSD"
MM " RecoveryMode false FixedLots 0.2
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Files:
Forward test is not available.
  • 信息
  • 统计
  • 一般
  • 获利: +1239.6%
  • 天: 0.05%
  • 每月: 1.49%
  • 资金回撤: 14.03%
  • 余额: $1339.6K
  • 最高: (Jan 06) $1349.2K
  • 利润: $1239604.71
  • 入金: $100000.00
  • 测试开始:Jan 06, 1999
  • 测试结束:Jan 06, 2011
  • 时限:15 Minutes
  • 模型类型:Every Tick
  • 新增:Jun 03 2011 at 22:01
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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: 2901
盈利的:
点: 6896.5
平均获利: 11.38 pips / $2448.14
平均损失 -40.96 pips / -$9300.26
手: 3,302.3
委员会: 0
成功的做多交易: (1118/1372) 81%
成功的做空交易: (1284/1529) 83%
最佳交易($): (Dec 17) 11000.17
最差交易($): (Nov 02) -85794.25
最好的交易(按照点数计算) (Jun 25) 20.4
最坏的交易(点数) (Jan 08) -160.0
平均持仓时间: 5h 6m
利润因子: 1.27
标准差: $7083.82
夏普比率: 0.0700
Z评分 (概率): -2.08 (-100.39%)
期待: 2.4 点 / $427.30
AHPR: 0.10%
GHPR: 0.09%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
USDCHF 1372 2766.3 306107.14 1529 4130.2 933497.76 2901 6896.5 1239604.90 2402 (83%) 499 (17%)
交易活动 (2901)
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
01.06.2011 14:30 01.06.2011 19:30 USDCHF Buy 2.70 0.95120 0.96920 0.96719 0.96540 -17.9 -9597.69 5h 0m -0.71%
01.06.2011 10:30 01.06.2011 11:11 USDCHF Buy 2.70 0.95000 0.96800 0.96595 0.96720 12.5 6702.30 41m 0.50%
01.05.2011 22:00 01.06.2011 01:59 USDCHF Buy 2.70 0.94980 0.96780 0.96583 0.96705 12.2 6322.15 3h 59m 0.47%
01.05.2011 06:15 01.05.2011 06:30 USDCHF Buy 2.70 0.93280 0.95080 0.94880 0.94980 10.0 5361.84 15m 0.40%
01.05.2011 00:30 01.05.2011 02:15 USDCHF Buy 2.70 0.93200 0.95000 0.94801 0.94842 4.1 2198.36 1h 45m 0.17%
12.31.2010 02:30 12.31.2010 06:30 USDCHF Sell 2.70 0.95160 0.93360 0.93555 0.93770 -21.5 -11593.32 4h 0m -0.87%
12.30.2010 14:45 12.30.2010 14:57 USDCHF Sell 2.70 0.94120 0.93960 0.94156 0.93960 19.6 10568.79 12m 0.79%
12.30.2010 04:00 12.30.2010 04:44 USDCHF Sell 2.70 0.95990 0.94190 0.94393 0.94270 12.3 6632.46 44m 0.50%
12.28.2010 14:00 12.28.2010 18:30 USDCHF Sell 2.70 0.96310 0.94510 0.94707 0.94880 -17.3 -9328.58 4h 30m -0.70%
12.28.2010 07:45 12.28.2010 08:40 USDCHF Sell 2.70 0.97200 0.95400 0.95596 0.95470 12.6 6794.23 55m 0.51%
12.24.2010 13:30 12.24.2010 14:02 USDCHF Buy 2.70 0.94500 0.96300 0.96098 0.96220 12.2 6541.45 32m 0.50%
12.23.2010 19:15 12.24.2010 07:15 USDCHF Buy 2.70 0.94380 0.96180 0.95979 0.95754 -22.5 -12283.43 12h 0m -0.92%
12.23.2010 05:30 12.23.2010 07:30 USDCHF Sell 2.70 0.96760 0.94960 0.95163 0.95100 6.3 3397.11 2h 0m 0.26%
12.22.2010 19:45 12.22.2010 21:45 USDCHF Sell 2.70 0.96930 0.95130 0.95326 0.95245 8.1 4367.72 2h 0m 0.33%
12.22.2010 06:00 12.22.2010 07:30 USDCHF Sell 2.70 0.95750 0.95590 0.95785 0.95652 13.3 7171.69 1h 30m 0.54%
12.17.2010 12:15 12.20.2010 15:15 USDCHF Sell 2.70 0.97610 0.95810 0.96014 0.96360 -34.6 -19366.50 3d -1.45%
12.17.2010 09:30 12.17.2010 10:13 USDCHF Sell 2.70 0.96000 0.95840 0.96044 0.95840 20.4 11000.17 43m 0.83%
12.16.2010 16:15 12.16.2010 17:02 USDCHF Sell 2.70 0.98800 0.97000 0.97204 0.97080 12.4 6686.38 47m 0.51%
12.16.2010 09:15 12.16.2010 09:59 USDCHF Sell 2.70 0.96930 0.96770 0.96972 0.96770 20.2 10892.33 44m 0.83%
12.08.2010 09:15 12.08.2010 10:05 USDCHF Buy 2.60 0.98820 0.98980 0.98782 0.98980 19.8 10223.24 50m 0.79%

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  • 月分析报告
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