CSV      Dyskusja (0)      Analizy własne
Ustawienia strategii
cmnt "mci USDCH... Risk_percent 100 GMTOffset 0
MagicNumber 624 TakeProfit 31 StopLoss 84
PipDifMin 3 CCIPeriod 11 CCIRange 130
MA1Period 54 MA2Period 170 MA3Period 200
PipsFromIMA2 0 PipsFromIMA 24 Trailingstop 28
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Forward test is not available.
  • Info
  • Statystyki
  • Ogólne
  • Zysk: +46390.12%
  • Dzienny: 0.71%
  • Miesięcznie: 23.59%
  • Spadek depozytu: 33.22%
  • Saldo: $1396.1K
  • Najwyższy: (Oct 28) $1717.1K
  • Zysk: $1393096.66
  • Wpłaty: $3000.00
  • Test rozpoczęty:Jan 06, 2011
  • Test zakończony:Jan 13, 2012
  • Ramy czasowe:15 Minutes
  • Typ modelowania:n/a
  • Dodano:Feb 10 2012 at 13:17
Więcej
  • Chart
  • Wzrost
  • Saldo
  • Zysk
  • Statystyki zaawansowane
  • Transakcje
  • Podsumowanie
  • Godzinny
  • Dzienny
  • Ryzyko bankructwa
  • Czas trwania
Transakcje: 189
Zyskowność:
Pipsy: 3192.7
Średnia wygrana: 26.51 pips / $15908.22
Średnia strata: -60.06 pips / -$60927.85
Loty: 10,163.4
Prowizje: 0
Wygrane pozycje długie: (79/89) 88%
Wygrane pozycje krótkie: (89/100) 89%
Najlepsza pozycja($): (Sep 05) 39669.67
Najgorsza pozycja($): (Oct 31) -96733.98
Najlepsza pozycja(pips) (Aug 15) 31.5
Najgorsza pozycja(pips) (Sep 19) -84.4
Średni czas pozycji: 15h 45m
Wskaźnik Zysku: 2.09
Odchylenie Standardowe: $31255.17
ROI: 0.7000
Wynik-Z (Prawdopodobieństwo): -5.15 (99.99%)
Oczekiwalność: 16.9 Pipsy / $7370.88
AHPR: 3.43%
GHPR: 3.30%
Waluta Pozycje długie Krótkie Razem
Transakcje Pipsy Zysk Transakcje Pipsy Zysk Transakcje Pipsy Zysk Wygrane (%) Strata (%)
USDCHF 89 1544.4 1095916.27 100 1648.3 297180.40 189 3192.7 1393096.67 168 (89%) 21 (11%)
Aktywność (189)
Data otwarcia Data zamknięcia Symbol Akcja Loty SL TP Cena otwarcia Cena zamknięcia Pipsy Zysk Czas trwania Zmień
01.13.2012 11:30 01.13.2012 14:06 USDCHF Sell 100.00 0.95320 0.94170 0.94481 0.94686 -20.5 -21650.51 2h 36m -1.53%
01.13.2012 10:45 01.13.2012 14:06 USDCHF Sell 100.00 0.95270 0.94120 0.94428 0.94686 -25.8 -27247.96 3h 21m -1.89%
01.06.2012 04:15 01.06.2012 14:38 USDCHF Buy 100.00 0.95240 0.95530 0.95216 0.95530 31.4 32869.26 10h 23m 2.33%
01.06.2012 10:00 01.06.2012 14:31 USDCHF Buy 100.00 0.95160 0.95450 0.95140 0.95450 31.0 32477.74 4h 31m 2.35%
12.19.2011 02:00 12.20.2011 10:00 USDCHF Sell 100.00 0.93730 0.93440 0.93752 0.93440 31.2 33304.73 1d 2.47%
12.19.2011 04:15 12.19.2011 14:15 USDCHF Sell 100.00 0.93790 0.93500 0.93813 0.93500 31.3 33475.94 10h 0m 2.55%
12.16.2011 12:30 12.16.2011 13:41 USDCHF Sell 100.00 0.93920 0.93630 0.93943 0.93630 31.3 33429.46 1h 11m 2.61%
12.15.2011 08:00 12.15.2011 09:30 USDCHF Buy 100.00 0.94440 0.95590 0.95278 0.94440 -83.8 -88742.98 1h 30m -5.74%
12.15.2011 08:45 12.15.2011 09:30 USDCHF Buy 100.00 0.94090 0.95240 0.94928 0.94090 -83.8 -89082.59 45m -6.51%
12.15.2011 08:15 12.15.2011 09:30 USDCHF Buy 100.00 0.94250 0.95400 0.95090 0.94250 -84.0 -89124.67 1h 15m -6.11%
12.15.2011 09:00 12.15.2011 09:07 USDCHF Buy 100.00 0.94690 0.94980 0.94670 0.94980 31.0 32638.45 7m 2.16%
12.14.2011 08:15 12.14.2011 09:38 USDCHF Buy 100.00 0.94480 0.94770 0.94460 0.94480 2.0 2116.85 1h 23m 0.14%
12.14.2011 08:30 12.14.2011 09:03 USDCHF Buy 100.00 0.94420 0.94710 0.94399 0.94710 31.1 32837.08 33m 2.22%
12.13.2011 09:15 12.13.2011 16:40 USDCHF Buy 100.00 0.93620 0.93910 0.93600 0.93910 31.0 33010.33 7h 25m 2.28%
12.13.2011 06:00 12.13.2011 16:40 USDCHF Buy 100.00 0.93660 0.93950 0.93639 0.93950 31.1 33102.71 10h 40m 2.34%
12.13.2011 12:15 12.13.2011 15:26 USDCHF Buy 100.00 0.93470 0.93760 0.93450 0.93760 31.0 33063.14 3h 11m 2.40%
12.05.2011 07:45 12.06.2011 02:45 USDCHF Buy 100.00 0.91260 0.92410 0.92096 0.92290 19.4 20935.02 19h 0m 1.54%
12.05.2011 09:00 12.06.2011 02:40 USDCHF Buy 100.00 0.91980 0.92270 0.91963 0.92270 30.7 33186.24 17h 40m 2.50%
11.16.2011 09:45 11.16.2011 15:17 USDCHF Buy 100.00 0.91720 0.92010 0.91696 0.91720 2.4 2616.66 5h 32m 0.20%
11.10.2011 09:45 11.11.2011 16:35 USDCHF Buy 100.00 0.90060 0.91210 0.90899 0.90060 -83.9 -93245.80 1d -6.58%

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  • 2011
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EURUSD 1.29338 GBPUSD 1.51246
USDJPY 101.092 USDCAD 1.0322
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