Estrategia de Configuración
separator1 "*** Liber... par_1 2 par_2 4
par_3 0.1 par_4 true par_5 50
magicNumber 15393 separator4 "*** Liber... par_6 3
par_7 50 par_8 true par_9 20
par_10 1 par_11 false par_12 1
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Forward test: Libertas Mea PAMM
  • Info
  • Stats
  • General
  • Ganancia: +237.72M%
  • Diario: 1.7%
  • Mensual: 65.97%
  • Drawdown: 75.60%
  • Balance: $59429.7K
  • Más alto: (Dec 19) $60207.3K
  • Beneficio: $59429637.14
  • Depósitos: $25.00
  • Prueba de inicio:Jan 05, 2011
  • Prueba de composición:Dec 30, 2011
  • Periodo de ejecución:5 Minutes
  • Modelo Tipo:n/a
  • Añadido:May 05 2012 at 17:06
Más
  • Chart
  • Crecimiento
  • Balance
  • Beneficio
  • Estadísticas Avanzadas
  • Operaciones
  • Resumen
  • Por Hora
  • Diario
  • Riesgo de ruina
  • Duración
Operaciones: 1301
Rentabilidad:
Pips: 5389.5
Ganancia promedio: 23.69 pips / $264774.43
Promedio de pérdida -4.23 pips / -$48114.59
Lotes: 11,777,590.15
Comisiones: 0
Transacciones largas ganadas: (237/662) 35%
Transacciones cortas ganadas: (153/639) 23%
Mejor transacción($): (Oct 31) 688825.99
Peor transacción($): (Jun 09) -452120.33
Mejor operación (pips): (Oct 31) 55.0
Peor operación (pips): (Jun 09) -36.1
Puntuación. Comercio de longitud: 3m
Factor de Ganancia: 2.36
Desviación Estándar: $159055.86
Ratio de Sharpe: 0.1400
Z-Score (Probabilidad): 1.67 (90.50%)
La esperanza de: 4.1 Pips / $45679.97
AHPR: 1.69%
GHPR: 1.13%
Divisa Largas Cortos Total
Operaciones Pips Beneficio Operaciones Pips Beneficio Operaciones Pips Beneficio Ganadas (%) Pérdida (%)
EURJPY 662 3841.0 42230669.78 639 1548.5 17198967.36 1301 5389.5 59429637.14 390 (30%) 911 (70%)
Actividad de Inversión (1301)
Fecha de apertura Fecha de cierre Símbolo Acción Lotes SL TP Precio de apertura Precio de cierre Pips Beneficio Duración Cambio
12.30.2011 11:50 12.30.2011 11:51 EURJPY Buy 10000.00 - - 100.08000 100.04700 -3.3 -41329.56 1m -0.07%
12.30.2011 11:39 12.30.2011 11:40 EURJPY Sell 10000.00 - - 100.12500 100.15600 -3.1 -38810.16 1m -0.07%
12.26.2011 17:53 12.26.2011 17:54 EURJPY Sell 10000.00 - - 101.75300 101.82100 -6.8 -85131.95 1m -0.14%
12.26.2011 17:48 12.26.2011 17:49 EURJPY Buy 10000.00 - - 101.87400 101.75800 -11.6 -145279.67 1m -0.24%
12.26.2011 17:14 12.26.2011 17:15 EURJPY Buy 10000.00 - - 101.80700 101.77100 -3.6 -45086.80 1m -0.08%
12.26.2011 15:00 12.26.2011 15:01 EURJPY Buy 10000.00 - - 101.92100 101.86700 -5.4 -67630.19 1m -0.11%
12.26.2011 14:59 12.26.2011 15:00 EURJPY Buy 10000.00 - - 101.92700 101.89500 -3.2 -40077.15 1m -0.07%
12.26.2011 13:06 12.26.2011 13:07 EURJPY Buy 10000.00 - - 101.85500 101.81900 -3.6 -45086.79 1m -0.08%
12.26.2011 12:57 12.26.2011 12:58 EURJPY Sell 10000.00 - - 101.75800 101.80000 -4.2 -52581.50 1m -0.09%
12.26.2011 12:50 12.26.2011 12:51 EURJPY Sell 10000.00 - - 101.74300 101.84700 -10.4 -130201.82 1m -0.22%
12.26.2011 12:49 12.26.2011 12:50 EURJPY Sell 10000.00 - - 101.75900 101.79400 -3.5 -43817.92 1m -0.07%
12.26.2011 11:42 12.26.2011 11:43 EURJPY Buy 10000.00 - - 101.82700 101.79300 -3.4 -42581.97 1m -0.07%
12.19.2011 04:19 12.19.2011 04:23 EURJPY Buy 10000.00 - - 101.39700 101.60300 20.6 257996.64 4m 0.43%
12.19.2011 04:19 12.19.2011 04:19 EURJPY Sell 10000.00 - - 101.57200 101.31000 26.2 328008.42 0s 0.55%
12.16.2011 18:58 12.16.2011 18:59 EURJPY Buy 10000.00 - - 101.21300 101.18100 -3.2 -40077.15 1m -0.07%
12.08.2011 14:58 12.08.2011 14:59 EURJPY Buy 10000.00 - - 103.45800 103.42500 -3.3 -41329.56 1m -0.07%
12.08.2011 14:32 12.08.2011 14:42 EURJPY Buy 10000.00 - - 103.73200 103.70000 -3.2 -40077.15 10m -0.07%
12.07.2011 14:37 12.07.2011 14:45 EURJPY Buy 10000.00 - - 103.91800 103.88700 -3.1 -38824.74 8m -0.06%
12.02.2011 14:33 12.02.2011 14:40 EURJPY Sell 10000.00 - - 105.27000 105.08000 19.0 237868.69 7m 0.40%
12.02.2011 14:30 12.02.2011 14:32 EURJPY Sell 10000.00 - - 105.55100 105.32500 22.6 282938.56 2m 0.48%

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  • Análisis mensual
  • 2011


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