Strategy Settings
Lots 1 MaximumRisk 0.1 DecreaseFactor 3
MovingPeriod 12 MovingShift 6 decisionsrisk 0.3
Files:
Forward test is not available.
  • Info
  • Štatistiky
  • Obecný
  • Zisk: +50.88M%
  • Denne: 0.27%
  • Mesačne: 8.39%
  • Pokles: 2.82%
  • Zostatok: $5087788.2K
  • Najvyšší: (Nov 04) $5150890.3K
  • Zisk: $5087778237.49
  • Vklady: $10000.00
  • Test spustený:Jan 03, 2000
  • Test ukončený:Dec 29, 2010
  • Timeframe:1 Day
  • Model Type:n/a
  • Pridané:Jul 11 2011 at 17:01
Viac
  • Chart
  • Rast
  • Zostatok
  • Zisk
  • Pokročilá štatistika
  • Obchody
  • Súhrn
  • Hodinový
  • Denne
  • Risk Of Ruin
  • Trvanie
Obchody: 25759
Ziskovosť:
Pipy(ov): 12493.8
Výhry priemerne: 10.14 pips / $800397.72
Priemerná Strata: -10.66 pips / -$498503.81
Loty (ov): 151,697,184.9
Provízie: 0
Vyhrané pozície Long: (10286/19089) 53%
Vyhrané pozície Short: (3517/6670) 52%
Najlepší obchod($): (Dec 24) 116334000.00
Najhorší obchod($): (Oct 03) -93448000.00
Najlepší obchod (pips) (Dec 24) 1158.7
Najhorší obchod (pipov): (Oct 03) -936.4
Priemerná dĺžka obchodu: 2h 31m
Faktor zisku: 1.85
Štandardná odchýlka: $2248431.36
Rizikový pomer: 0.0500
Z-skóre (Probability): -96.05 (99.99%)
Očakávania: 0.5 Pipy(ov) / $197514.59
AHPR: 0.05%
GHPR: 0.05%
Mena Pozície Long Short pozície Celkom
Obchody Pipy(ov) Zisk Obchody Pipy(ov) Zisk Obchody Pipy(ov) Zisk Vyhrané (%) Strata (%)
EURUSD 19089 10307.7 3956809175.24 6670 2186.1 1130969062.25 25759 12493.8 5087778237.49 13803 (54%) 11956 (46%)
Obchodná činnosť (25759)
Dátum otvorenia Dátum zatvorenia Symbol Akcia Loty (ov) SL TP Otváracia cena Zatváracia cenu Pipy(ov) Zisk Trvanie zmena
12.28.2010 14:00 12.29.2010 17:20 EURUSD Buy 10000.00 - - 1.31874 1.31769 -10.5 -1034000.00 1d -0.02%
12.22.2010 10:00 12.28.2010 02:00 EURUSD Buy 1.00 - - 1.31445 1.32234 78.9 798.60 5d 0.00%
12.21.2010 09:20 12.22.2010 08:20 EURUSD Buy 10000.00 - - 1.31779 1.31745 -3.4 -324000.00 23h 0m -0.01%
12.17.2010 14:00 12.21.2010 09:00 EURUSD Buy 10000.00 - - 1.32566 1.32006 -56.0 -5568000.00 3d -0.11%
12.06.2010 00:20 12.17.2010 08:20 EURUSD Buy 10000.00 - - 1.34158 1.33515 -64.3 -6222000.00 11d -0.12%
12.03.2010 23:00 12.06.2010 00:00 EURUSD Sell 10000.00 - - 1.34234 1.34093 14.1 1361000.00 2d 0.03%
12.03.2010 00:20 12.03.2010 22:40 EURUSD Buy 10000.00 - - 1.32204 1.34373 216.9 21690000.00 22h 20m 0.43%
12.02.2010 18:00 12.03.2010 00:00 EURUSD Sell 10000.00 - - 1.32216 1.32156 6.0 551000.00 6h 0m 0.01%
12.02.2010 16:40 12.02.2010 17:00 EURUSD Buy 10000.00 - - 1.31739 1.31560 -17.9 -1790000.00 20m -0.04%
12.02.2010 16:00 12.02.2010 16:20 EURUSD Buy 10000.00 - - 1.31625 1.31642 1.7 170000.00 20m 0.00%
12.02.2010 13:40 12.02.2010 15:40 EURUSD Buy 10000.00 - - 1.31577 1.31612 3.5 350000.00 2h 0m 0.01%
12.02.2010 00:20 12.02.2010 13:20 EURUSD Buy 10000.00 - - 1.31338 1.31442 10.4 1040000.00 13h 0m 0.02%
12.01.2010 10:20 12.02.2010 00:00 EURUSD Sell 10000.00 - - 1.30818 1.31269 -45.1 -4657000.00 13h 40m -0.09%
12.01.2010 09:40 12.01.2010 10:00 EURUSD Buy 10000.00 - - 1.30591 1.30899 30.8 3080000.00 20m 0.06%
12.01.2010 08:40 12.01.2010 09:00 EURUSD Buy 10000.00 - - 1.30429 1.30253 -17.6 -1760000.00 20m -0.03%
12.01.2010 08:00 12.01.2010 08:20 EURUSD Buy 10000.00 - - 1.30331 1.30334 0.3 30000.00 20m 0.00%
12.01.2010 07:40 12.01.2010 07:40 EURUSD Buy 10000.00 - - 1.30161 1.30313 15.2 1520000.00 0s 0.03%
12.01.2010 07:00 12.01.2010 07:20 EURUSD Buy 10000.00 - - 1.30263 1.30299 3.6 360000.00 20m 0.01%
12.01.2010 06:20 12.01.2010 06:40 EURUSD Buy 10000.00 - - 1.30161 1.30350 18.9 1890000.00 20m 0.04%
12.01.2010 00:00 12.01.2010 06:00 EURUSD Buy 10000.00 - - 1.29826 1.30197 37.1 3710000.00 6h 0m 0.07%

Viac
  • Mesačné analytiky
  • 2000
  • 2001
  • 2002
  • 2003
  • 2004
  • 2005
  • 2006
  • 2007
  • 2008
  • 2009
  • 2010


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EURUSD 1.29767 GBPUSD 1.51326
USDJPY 101.498 USDCAD 1.03488
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