Strategy Settings
Use_TndD_on "EURGPBEUR... XXX_XXXXX_X_XXX 5 XXX_XXX_XXX 0
Files:
Forward test is not available.
  • Info
  • Statistik
  • Allmän
  • Vinst: +68838.76M%
  • Dagligen: 0.84%
  • Månatlig: 28.43%
  • Förlustsekvens: 0.30%
  • Balans: $17209690.6K
  • Högsta: (Sep 09) $17209690.6K
  • Vinst: $17209690618.27
  • Insättningar: $25.00
  • Test Started:Jan 03, 2005
  • Test Ended:Sep 09, 2011
  • Timeframe:15 Minutes
  • Model Type:Every Tick
  • Added:Dec 27 2011 at 15:56
Mer
  • Chart
  • Tillväxt
  • Balans
  • Vinst
  • Avancerad statistik
  • Positioner
  • Sammanfattning
  • Timvis
  • Dagligen
  • Risk Of Ruin
  • Varaktighet
Positioner: 29523
Profitability:
Pips: 165992.9
Snittvinst: 5.94 pips / $617685.17
Genomsnittlig förlust: -16.65 pips / -$1891431.46
Lots: 287,767,321.3
Provision: 0
Long(köp) vunna: (15345/15449) 99%
Vunna Short-positioner: (13769/14074) 97%
Bästa affär($): (May 23) 2460682.57
Sämsta affär($): (Jun 09) -6937384.75
Bästa affär (pips): (May 23) 23.0
Sämsta affär (pips): (Jun 09) -62.0
Avg. Trade Length: 11m
Vinstfaktor: 23.25
Standard Deviation: $463597.45
Sharpe Ratio: 0.0000
Z-Score (Probability): -17.94 (99.99%)
Expectancy: 5.6 Pips / $582924.86
AHPR: 0.07%
GHPR: 0.07%
Valuta Long(köp) Short(sälj) positioner Totalt
Positioner Pips Vinst Positioner Pips Vinst Positioner Pips Vinst Vunna (%) Förlorade (%)
EURCHF 15449 87539.8 9069141182.60 14074 78453.1 8140549435.67 29523 165992.9 17209690618.27 29114 (99%) 409 (1%)
Handelsaktivitet (29523)
Öppningsdatum Stängningsdatum Symbol Åtgärd Lots SL TP Öppningspris Stängningspris Pips Vinst Varaktighet Förändring
09.08.2011 23:00 09.09.2011 01:23 EURCHF Buy 10000.00 1.19740 1.21440 1.21440 1.21440 0.0 16050.00 2h 23m 0.00%
09.08.2011 22:42 09.08.2011 23:00 EURCHF Sell 10000.00 1.23190 1.21440 1.21490 1.21440 5.0 534930.99 18m 0.00%
09.08.2011 22:00 09.08.2011 22:38 EURCHF Sell 10000.00 1.23210 1.21460 1.21510 1.21460 5.0 534930.99 38m 0.00%
09.08.2011 20:26 09.08.2011 22:00 EURCHF Buy 10000.00 1.19780 1.21510 1.21480 1.21510 3.0 320992.94 1h 34m 0.00%
09.08.2011 20:06 09.08.2011 20:26 EURCHF Sell 10000.00 1.23250 1.21500 1.21550 1.21500 5.0 534931.00 20m 0.00%
09.07.2011 20:06 09.08.2011 00:06 EURCHF Buy 10000.00 1.19200 1.20890 1.20900 1.20890 -1.0 -58836.19 4h 0m 0.00%
09.06.2011 23:38 09.06.2011 23:51 EURCHF Sell 10000.00 1.22240 1.20490 1.20540 1.20490 5.0 534931.00 13m 0.00%
09.06.2011 23:21 09.06.2011 23:36 EURCHF Buy 10000.00 1.18760 1.20510 1.20460 1.20510 5.0 534988.23 15m 0.00%
09.06.2011 23:00 09.06.2011 23:06 EURCHF Buy 10000.00 1.18760 1.20510 1.20460 1.20510 5.0 534988.23 6m 0.00%
09.06.2011 22:45 09.06.2011 22:54 EURCHF Buy 10000.00 1.18770 1.20520 1.20470 1.20520 5.0 534988.23 9m 0.00%
09.06.2011 22:23 09.06.2011 22:38 EURCHF Buy 10000.00 1.18770 1.20520 1.20470 1.20520 5.0 534988.23 15m 0.00%
09.06.2011 22:00 09.06.2011 22:08 EURCHF Buy 10000.00 1.18770 1.20520 1.20470 1.20520 5.0 534988.23 8m 0.00%
09.06.2011 21:45 09.06.2011 21:53 EURCHF Sell 10000.00 1.22290 1.19890 1.20590 1.20530 6.0 641917.19 8m 0.00%
09.06.2011 21:30 09.06.2011 21:38 EURCHF Sell 10000.00 1.22300 1.20550 1.20600 1.20550 5.0 534930.99 8m 0.00%
09.06.2011 20:45 09.06.2011 20:48 EURCHF Sell 10000.00 1.22360 1.20610 1.20660 1.20610 5.0 534930.99 3m 0.00%
09.06.2011 20:00 09.06.2011 20:06 EURCHF Sell 10000.00 1.22360 1.20610 1.20660 1.20610 5.0 534930.99 6m 0.00%
09.05.2011 23:46 09.05.2011 23:53 EURCHF Sell 10000.00 1.12290 1.09890 1.10590 1.10540 5.0 534930.99 7m 0.00%
09.05.2011 23:23 09.05.2011 23:38 EURCHF Sell 10000.00 1.12290 1.09890 1.10590 1.10540 5.0 534930.99 15m 0.00%
09.05.2011 22:53 09.05.2011 23:06 EURCHF Sell 10000.00 1.12290 1.09890 1.10590 1.10540 5.0 534930.99 13m 0.00%
09.01.2011 21:47 09.02.2011 01:45 EURCHF Buy 10000.00 1.11710 1.13400 1.13410 1.12860 -55.0 -5868820.53 3h 58m -0.03%

Mer
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Import Prices (YoY) (1h 33min)
Dollar Staves Off Correction as Fed Look...(9 min ago)
EURUSD 1.28576 GBPUSD 1.64114
USDJPY 108.532 USDCAD 1.1076
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