Strategy Settings
HoursFrom 1 HoursTo 24 MaxSpread 3
Step 1 BalanceRiskPercent 10
Files:
Forward test is not available.
Moving_Average.ex4  
  • Info
  • Statistik
  • Allmän
  • Vinst: +327.78M%
  • Dagligen: 0.29%
  • Månatlig: 8.94%
  • Förlustsekvens: 3.13%
  • Balans: $16389158.3K
  • Högsta: (Dec 09) $16721514.9K
  • Vinst: $16389153257.03
  • Insättningar: $5000.00
  • Test Started:Jan 04, 1999
  • Test Ended:Oct 15, 2010
  • Timeframe:5 Minutes
  • Model Type:Every Tick
  • Added:Nov 09 2011 at 17:48
Mer
  • Chart
  • Tillväxt
  • Balans
  • Vinst
  • Avancerad statistik
  • Positioner
  • Sammanfattning
  • Timvis
  • Dagligen
  • Risk Of Ruin
  • Varaktighet
Positioner: 6923
Profitability:
Pips: 19810.0
Snittvinst: 5.00 pips / $4000320.87
Genomsnittlig förlust: -100.00 pips / -$76177467.32
Lots: 555,030,632.47
Provision: 0
Long(köp) vunna: (3315/3386) 97%
Vunna Short-positioner: (3467/3537) 98%
Bästa affär($): (Jun 01) 4999950.00
Sämsta affär($): (Apr 20) -102028979.70
Bästa affär (pips): (Jan 04) 5.0
Sämsta affär (pips): (Jan 07) -100.0
Avg. Trade Length: 2h 4m
Vinstfaktor: 2.53
Standard Deviation: $12938326.64
Sharpe Ratio: 0.0900
Z-Score (Probability): 1.28 (79.94%)
Expectancy: 2.9 Pips / $2367348.44
AHPR: 0.32%
GHPR: 0.22%
Valuta Long(köp) Short(sälj) positioner Totalt
Positioner Pips Vinst Positioner Pips Vinst Positioner Pips Vinst Vunna (%) Förlorade (%)
EURUSD 3386 9475.0 8264056180.18 3537 10335.0 8125097076.84 6923 19810.0 16389153257.02 6782 (98%) 141 (2%)
Handelsaktivitet (6923)
Öppningsdatum Stängningsdatum Symbol Åtgärd Lots SL TP Öppningspris Stängningspris Pips Vinst Varaktighet Förändring
10.15.2010 12:15 10.15.2010 13:38 EURUSD Buy 99999.00 1.39798 1.40848 1.40798 1.40848 5.0 4999950.00 1h 23m 0.03%
09.16.2010 10:30 09.16.2010 10:30 EURUSD Buy 99999.00 1.29119 1.30169 1.30119 1.30169 5.0 4999950.00 0s 0.03%
09.14.2010 11:00 09.14.2010 15:51 EURUSD Buy 99999.00 1.27825 1.28875 1.28825 1.28875 5.0 4999950.00 4h 51m 0.03%
09.06.2010 17:10 09.06.2010 17:24 EURUSD Sell 99999.00 1.29828 1.28778 1.28828 1.28778 5.0 4999950.00 14m 0.03%
08.09.2010 04:50 08.09.2010 07:58 EURUSD Buy 99999.00 1.31790 1.32840 1.32790 1.32840 5.0 4999950.00 3h 8m 0.03%
04.30.2010 22:55 05.03.2010 00:00 EURUSD Buy 99999.00 1.32011 1.33061 1.33011 1.33061 5.0 4899951.00 2d 0.03%
04.26.2010 04:25 04.26.2010 05:11 EURUSD Buy 99999.00 1.32739 1.33789 1.33739 1.33789 5.0 4999950.00 46m 0.03%
04.02.2010 22:35 04.05.2010 00:00 EURUSD Sell 99999.00 1.36017 1.34967 1.35017 1.34967 5.0 4709952.90 2d 0.03%
03.25.2010 22:14 03.25.2010 22:39 EURUSD Buy 99999.00 1.31761 1.32811 1.32761 1.32811 5.0 4999950.00 25m 0.03%
03.03.2010 18:45 03.03.2010 19:40 EURUSD Buy 99999.00 1.36194 1.37244 1.37194 1.37244 5.0 4999950.00 55m 0.03%
02.24.2010 05:11 02.24.2010 05:23 EURUSD Buy 99999.00 1.34385 1.35435 1.35385 1.35435 5.0 4999950.00 12m 0.03%
02.18.2010 10:30 02.18.2010 10:31 EURUSD Sell 99999.00 1.36645 1.35595 1.35645 1.35595 5.0 4999950.00 1m 0.03%
02.12.2010 14:45 02.12.2010 14:47 EURUSD Sell 99999.00 1.36965 1.35915 1.35965 1.35915 5.0 4999950.00 2m 0.03%
01.19.2010 04:00 01.19.2010 04:50 EURUSD Buy 99999.00 1.42905 1.43955 1.43905 1.43955 5.0 4999950.00 50m 0.03%
01.12.2010 05:30 01.12.2010 09:58 EURUSD Sell 99999.00 1.45872 1.44822 1.44872 1.44822 5.0 4999950.00 4h 28m 0.03%
12.30.2009 23:40 12.30.2009 23:55 EURUSD Buy 99999.00 1.42307 1.43357 1.43307 1.43357 5.0 4999950.00 15m 0.03%
12.29.2009 14:15 12.29.2009 14:45 EURUSD Buy 99999.00 1.43321 1.44371 1.44321 1.44371 5.0 4999950.00 30m 0.03%
11.26.2009 14:15 11.26.2009 14:19 EURUSD Sell 99999.00 1.51709 1.50659 1.50709 1.50659 5.0 4999950.00 4m 0.03%
10.19.2009 14:15 10.19.2009 14:24 EURUSD Buy 99999.00 1.48168 1.49218 1.49168 1.49218 5.0 4999950.00 9m 0.03%
10.13.2009 02:55 10.13.2009 04:50 EURUSD Buy 99999.00 1.46750 1.47800 1.47750 1.47800 5.0 4999950.00 1h 55m 0.03%

Mer
  • Månatlig analys
  • 1999
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  • 2009
  • 2010


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