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Du är här : Hem / Strategier / numa / EA6e 01/2005 - 10/2010 EUR/USD
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Strategy Settings
min_lot_basis 0.2 CF_win_size 20 CF_method 1
min_price_distance_pips 20 action_on_trend_change 2 visual_show_comment 1
visual_annotation 0
Files:
Forward test is not available.
  • Info
  • Statistik
  • Allmän
  • Vinst: +258.53%
  • Dagligen: 0.04%
  • Månatlig: 1.26%
  • Förlustsekvens: 20.21%
  • Balans: $35.9K
  • Högsta: (Oct 21) $35.9K
  • Vinst: $25852.80
  • Insättningar: $10000.00
  • Test Started:Jan 03, 2005
  • Test Ended:Oct 22, 2010
  • Timeframe:15 Minutes
  • Model Type:Open Prices
  • Added:Feb 23 2011 at 11:51
Mer
  • Chart
  • Tillväxt
  • Balans
  • Vinst
  • Avancerad statistik
  • Positioner
  • Sammanfattning
  • Timvis
  • Dagligen
  • Risk Of Ruin
  • Varaktighet
Positioner: 684
Profitability:
Pips: 3332.5
Snittvinst: 44.56 pips / $156.02
Genomsnittlig förlust: -42.73 pips / -$104.00
Lots: 191.4
Provision: 0
Long(köp) vunna: (369/670) 55%
Vunna Short-positioner: (4/14) 28%
Bästa affär($): (Dec 17) 6500.04
Sämsta affär($): (Dec 17) -3103.50
Bästa affär (pips): (Dec 17) 326.9
Sämsta affär (pips): (Dec 17) -755.8
Avg. Trade Length: 1d
Vinstfaktor: 1.80
Standard Deviation: $370.51
Sharpe Ratio: 0.1200
Z-Score (Probability): -5.30 (99.99%)
Expectancy: 4.9 Pips / $37.80
AHPR: 0.20%
GHPR: 0.19%
Valuta Long(köp) Short(sälj) positioner Totalt
Positioner Pips Vinst Positioner Pips Vinst Positioner Pips Vinst Vunna (%) Förlorade (%)
EURUSD 670 2938.6 18508.97 14 393.9 7343.85 684 3332.5 25852.82 373 (55%) 311 (45%)
Handelsaktivitet (684)
Öppningsdatum Stängningsdatum Symbol Åtgärd Lots SL TP Öppningspris Stängningspris Pips Vinst Varaktighet Förändring
10.22.2010 05:30 10.22.2010 21:59 EURUSD Buy 0.30 1.35830 - 1.39340 1.39280 -6.0 -18.00 16h 29m -0.05%
10.21.2010 08:15 10.21.2010 15:15 EURUSD Buy 0.30 1.35800 - 1.39430 1.39720 29.0 87.00 7h 0m 0.24%
10.20.2010 03:45 10.21.2010 02:15 EURUSD Buy 0.60 1.35750 - 1.37650 1.39540 189.0 1130.37 22h 30m 3.26%
10.19.2010 11:30 10.21.2010 02:15 EURUSD Buy 0.60 1.35740 - 1.39420 1.39540 12.0 64.74 1d 0.19%
10.19.2010 02:30 10.21.2010 02:15 EURUSD Buy 0.30 1.35750 - 1.39810 1.39540 -27.0 -84.63 1d -0.24%
10.18.2010 12:00 10.18.2010 22:45 EURUSD Buy 0.30 1.35710 - 1.39000 1.39460 46.0 138.00 10h 45m 0.40%
10.15.2010 08:15 10.15.2010 15:15 EURUSD Buy 0.30 1.35640 - 1.40700 1.40730 3.0 9.00 7h 0m 0.03%
10.13.2010 21:30 10.14.2010 13:15 EURUSD Buy 0.60 1.35540 - 1.39600 1.40570 97.0 578.37 15h 45m 1.70%
10.13.2010 17:15 10.14.2010 13:15 EURUSD Buy 0.30 1.35540 - 1.39840 1.40570 73.0 217.19 20h 0m 0.64%
10.12.2010 17:45 10.13.2010 15:15 EURUSD Buy 0.30 1.35500 - 1.38630 1.39290 66.0 196.19 21h 30m 0.59%
10.08.2010 18:00 10.11.2010 07:30 EURUSD Buy 0.60 1.35390 - 1.39239 1.39680 44.1 253.71 2d 0.76%
10.08.2010 04:30 10.11.2010 07:30 EURUSD Buy 0.30 1.35390 - 1.39495 1.39680 18.5 50.06 3d 0.15%
10.07.2010 07:30 10.07.2010 16:00 EURUSD Buy 0.30 1.35350 - 1.39347 1.39417 7.0 21.00 8h 30m 0.06%
10.06.2010 15:30 10.07.2010 01:30 EURUSD Buy 0.30 1.35310 - 1.38709 1.39157 44.8 132.59 10h 0m 0.40%
10.06.2010 08:30 10.06.2010 14:00 EURUSD Buy 0.30 1.35310 - 1.38537 1.38603 6.6 19.80 5h 30m 0.06%
10.04.2010 08:30 10.06.2010 02:30 EURUSD Buy 0.20 1.35260 - 1.37825 1.38396 57.1 111.78 1d 0.35%
10.05.2010 07:00 10.06.2010 02:30 EURUSD Buy 0.40 1.35270 - 1.36875 1.38396 152.1 605.98 19h 30m 1.87%
10.01.2010 09:15 10.04.2010 02:15 EURUSD Buy 0.20 1.35230 - 1.36766 1.37602 83.6 163.57 2d 0.51%
10.01.2010 02:15 10.01.2010 08:45 EURUSD Buy 0.20 1.35230 - 1.36488 1.36501 1.3 2.60 6h 30m 0.01%
09.30.2010 09:45 09.30.2010 18:45 EURUSD Buy 0.20 1.35210 - 1.36104 1.36170 6.6 13.20 9h 0m 0.04%
Föregående 1 2 3 4 5 .. 35 Nästa

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