Strategy Settings
rem1 "---- Defi... BreakoutPeriode 1 TrendPeriode 3
rem2 "---- Orde... OnlyShort false OnlyLong false
MaxTradesPerBar 1 StopLoss 30 BreakEven 30
SeuilSL 1 PartialTP1 500 PartialRatio1 30
PartialTP2 1000 PartialRatio2 70 TakeProfit 1400
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Files:
Forward test is not available.
  • Info
  • Statistik
  • Allmän
  • Vinst: +595.56M%
  • Dagligen: 1%
  • Månatlig: 34.76%
  • Förlustsekvens: 0.00%
  • Balans: $1488902.5K
  • Högsta: (Sep 07) $1536902.1K
  • Vinst: $1488902299.30
  • Insättningar: $250.00
  • Test Started:Feb 03, 2009
  • Test Ended:Sep 17, 2010
  • Timeframe:4 Hours
  • Model Type:n/a
  • Added:Sep 22 2010 at 15:04
Mer
  • Chart
  • Tillväxt
  • Balans
  • Vinst
  • Avancerad statistik
  • Positioner
  • Sammanfattning
  • Timvis
  • Dagligen
  • Risk Of Ruin
  • Varaktighet
Positioner: 1701
Profitability:
Pips: 10122.9
Snittvinst: 10.64 pips / $2206415.22
Genomsnittlig förlust: -3.00 pips / -$1664029.20
Lots: 83,703,525.08
Provision: 0
Long(köp) vunna: (543/861) 63%
Vunna Short-positioner: (573/840) 68%
Bästa affär($): (Aug 11) 49146508.53
Sämsta affär($): (Aug 24) -3169968.30
Bästa affär (pips): (Feb 09) 140.0
Sämsta affär (pips): (Feb 03) -3.0
Avg. Trade Length: 1h 6m
Vinstfaktor: 2.53
Standard Deviation: $5498683.98
Sharpe Ratio: 0.2200
Z-Score (Probability): -2.32 (-106.05%)
Expectancy: 6.0 Pips / $875309.99
AHPR: 1.00%
GHPR: 0.92%
Valuta Long(köp) Short(sälj) positioner Totalt
Positioner Pips Vinst Positioner Pips Vinst Positioner Pips Vinst Vunna (%) Förlorade (%)
EURUSD 861 4747.0 485596209.63 840 5375.9 1003306089.66 1701 10122.9 1488902299.29 1116 (66%) 585 (34%)
Handelsaktivitet (1701)
Öppningsdatum Stängningsdatum Symbol Åtgärd Lots SL TP Öppningspris Stängningspris Pips Vinst Varaktighet Förändring
09.17.2010 16:31 09.17.2010 16:39 EURUSD Sell 99999.00 1.30355 1.28985 1.30385 1.30355 3.0 2999970.00 8m 0.20%
09.17.2010 13:53 09.17.2010 13:54 EURUSD Sell 99999.00 1.30691 1.29261 1.30661 1.30691 -3.0 -2999970.00 1m -0.20%
09.17.2010 09:47 09.17.2010 09:48 EURUSD Buy 99999.00 1.31471 1.32871 1.31471 1.31471 0.0 0.00 1m 0.00%
09.17.2010 04:07 09.17.2010 04:12 EURUSD Buy 99999.00 1.30813 1.32213 1.30813 1.30813 0.0 0.00 5m 0.00%
09.16.2010 16:22 09.16.2010 16:23 EURUSD Buy 99999.00 1.31098 1.32498 1.31098 1.31098 0.0 0.00 1m 0.00%
09.16.2010 12:00 09.16.2010 12:03 EURUSD Buy 99999.00 1.30809 1.32239 1.30839 1.30809 -3.0 -2999970.00 3m -0.20%
09.16.2010 08:53 09.16.2010 08:54 EURUSD Buy 99999.00 1.30092 1.31522 1.30122 1.30092 -3.0 -2999970.00 1m -0.20%
09.16.2010 04:55 09.16.2010 04:59 EURUSD Sell 99999.00 1.29838 1.28468 1.29868 1.29838 3.0 2999970.00 4m 0.20%
09.15.2010 16:18 09.15.2010 16:18 EURUSD Buy 99999.00 1.30168 1.31568 1.30168 1.30168 0.0 0.00 0s 0.00%
09.15.2010 15:23 09.15.2010 15:24 EURUSD Buy 99999.00 1.30110 1.31540 1.30140 1.30110 -3.0 -2999970.00 1m -0.20%
09.15.2010 09:21 09.15.2010 09:23 EURUSD Buy 99999.00 1.29950 1.31380 1.29980 1.29950 -3.0 -2999970.00 2m -0.20%
09.14.2010 16:00 09.14.2010 16:00 EURUSD Buy 99999.00 1.28870 1.30300 1.28900 1.28870 -3.0 -2999970.00 0s -0.20%
09.14.2010 09:19 09.14.2010 09:20 EURUSD Buy 99999.00 1.28908 1.30308 1.28908 1.28908 0.0 0.00 1m 0.00%
09.14.2010 05:12 09.14.2010 05:12 EURUSD Buy 99999.00 1.28776 1.30206 1.28806 1.28776 -3.0 -2999970.00 0s -0.20%
09.13.2010 16:21 09.13.2010 16:21 EURUSD Buy 99999.00 1.28431 1.29861 1.28461 1.28431 -3.0 -2999970.00 0s -0.20%
09.13.2010 14:52 09.13.2010 14:53 EURUSD Buy 99999.00 1.28312 1.29742 1.28342 1.28312 -3.0 -2999970.00 1m -0.20%
09.13.2010 08:04 09.13.2010 08:07 EURUSD Buy 99999.00 1.28117 1.29487 1.28087 1.28117 3.0 2999970.00 3m 0.20%
09.13.2010 04:31 09.13.2010 04:33 EURUSD Buy 99999.00 1.27930 1.29360 1.27960 1.27930 -3.0 -2999970.00 2m -0.20%
09.13.2010 01:32 09.13.2010 01:37 EURUSD Buy 99999.00 1.27273 1.28703 1.27303 1.27273 -3.0 -2999970.00 5m -0.20%
09.10.2010 22:44 09.10.2010 22:46 EURUSD Sell 99999.00 1.26803 1.25433 1.26833 1.26803 3.0 2999970.00 2m 0.20%

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  • Månatlig analys
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