Strategy Settings
Strategie
"CBO AUDUS...
Strategie_
"
EnterStrategien
"
EnterStrategie_11
"Channel B...
___en11
"--- Meß-C...
Channel_Period_en11...
12
Periode_variabel_St...
true
Startzeit_MessChann...
"2:30"
SHIFT_Startzeit_Cha...
0
Mindest_MessRange_e...
-1
MindestMessRange_Av...
11
Min_MessRange_auswe...
false
Maximal_MessRange_e...
-1
Max_MessRange_AvR_p...
-1
Maximale_ChannelRan...
-1
MaximalChannel_AvR_...
-1
Delta_en11
0
Delta_AvR_en11
0
Delta_Range_proz_en...
0
Delta_nur_fuer_erst...
false
____en11
"--- Optio...
AvR_Periode_en11
5
Anzahl_ReversOrders...
0
Trigger_fixieren_an...
false
Revers_TagesHT_stat...
false
SL_TP_blockiert_Tag...
true
_____en11
"--- SLTP ...
StopLoss_Faktor_Kan...
-1
TakeProfit_Faktor_K...
-1
ExitStrategien
"
ExitStrategie_1
10
ExitStrategie_2
0
ExitStrategie_3
0
ExitStrategie_4
0
__ex1
"------- E...
ExitStrategie__1
"TakeProfi...
neuePos_in_GewinnRi...
false
neuePos_in_VerlustR...
true
__ex7
"------- E...
ExitStrategie__7
"Zu Uhrzei...
Aktion_bei_Uhrzeit_...
true
Uhrzeit_ex7
"21:44"
SL_auf_Einstand__Uh...
false
SL_Einstand_Uhr_DEL...
0
TeilClose_proz__Uhr...
100
___ex7
"--- nach ...
Aktion_nach_Balken_...
false
Nach_ex7
15
Tage_statt_Bars_ex7...
false
SL_auf_Einstand__Ba...
false
SL_Einstand_Bar_DEL...
0
TeilClose_proz__Bal...
50
__ex10
"------- E...
ExitStrategie__10
"Teilgewin...
Distanz_in_Punkte_s...
false
TS_InitialDistanz_s...
true
Nachkauf_reaktivier...
true
__ex10_1
"-------"
Distanz_zum_Gewinnz...
50
LotReduktion_GZ_1_p...
50
SL_auf_Einstand_an_...
true
SL_Einstand_GZ1_DEL...
0
TrailingStop_ab_Gew...
false
TakeProfit_loeschen...
true
TimeClose_loeschen_...
false
__ex10_2
"-------"
Gewinnziel_2_verwen...
false
Distanz_zum_Gewinnz...
20
LotReduktion_GZ_2_p...
25
SL_auf_Einstand_an_...
false
SL_Einstand_GZ2_DEL...
0
SL_auf_GZ_1_bei_GZ_...
false
TrailingStop_ab_Gew...
false
TakeProfit_loeschen...
false
TimeClose_loeschen_...
false
__ex13
"------- E...
ExitStrategie__13
"Multi-Val...
Periode_MA_auf_RSI_...
1
EMA_statt_SMA_ex13
true
mit_RSI_Berechnung_...
true
RSI_Periode_ex13
5
Exit_Level_Long_ex1...
70
Exit_Level_Short_ex...
30
Exit_Level_Anpassun...
false
Delta_RSI_Zone_ex13...
5
Exit_Level_Long_ang...
65
Exit_Level_Short_an...
35
LongLevel_ruecksetz...
48
ShortLevel_rueckset...
52
SPQ_Auswahl_ex13
1
Referenzmarkt_SPQ_2...
"EuBundJun...
EMA_auf_CloseKurs_S...
20
AverageRange_Period...
5
AverageRange_Period...
25
SPQ_LongExit_Grenzw...
56
SPQ_ShortExit_Grenz...
55
cross_out_statt_cro...
false
LotReduktion_proz_e...
50
Stop_Einstand_bei_G...
false
SL_Einstand_DELTA_p...
0
mehrmalige_TeilExit...
false
Moneymanagement
"
Daily_Depot_TakePro...
false
TakeProfit_pip
-1
InitialStopLoss_pip...
-1
TrailingStop_long_p...
-1
TrailingStop_short_...
-1
TakeProfit_ATR
0.5
InitialStopLoss_ATR...
0.25
TrailingStop_long_A...
-1
TrailingStop_short_...
-1
ATR_Period
8
TrailingStop_ATR_dy...
false
TrailingStops_synch...
false
sl_1
"------- S...
Hidden_Stop
false
StopLoss_Sicherheit...
3
Digit_Faktor_Erklae...
"pip - Ein...
Digit_Faktor_
-1
_____________
""
Filter_1
8
Filter_2
0
Filter_3
0
Filter_4
0
| +102.42% |
| 0.03% | |
| 0.81% | |
| Drawdown: | 5.27% |
| Balance: | $202,415.86 |
| Highest: | (Jan 06) $205,939.44 |
| Profit: | $102,415.86 |
| Deposits: | $100,000.00 |
| Test Started: | Mar 25, 2008 |
| Test Ended: | May 29, 2015 |
| Timeframe: | 30 Minutes |
| Model Type: | n/a |
| Added: | Apr 03, 2016 at 22:38 |
Loading, please wait...
| Trades: | 513 |
| Profitability: | |
| Pips: | 8,121.2 |
| Average Win: | 28.25 pips / $565.52 |
| Average Loss: | -25.28 pips / -$1,011.75 |
| Lots: | 2,067.49 |
| Commissions: | 0 |
| Longs Won: | (394/513) 76% |
| Shorts Won: | (0/0) 0% |
| Best Trade ($): | (Jun 29) 3,855.82 |
| Worst Trade ($): | (May 09) -1,132.15 |
| Best Trade (Pips): | (Sep 19) 308.3 |
| Worst Trade (Pips): | (Sep 25) -58.7 |
| Avg. Trade Length: | 6h 21m |
| Profit Factor: | 1.85 |
| Standard Deviation: | $856.05 |
| Sharpe Ratio | 0.00 |
| Z-Score (Probability): | -5.13 (99.99%) |
| Expectancy | 15.8 Pips / $199.64 |
| AHPR: | 0.14% |
| GHPR: | 0.14% |
Loading, please wait...
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 200 | 180 | 160 | 140 | 120 | 100 | 80 | 60 | 40 | 20 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (513)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 05.29.2015 03:44 | 05.29.2015 14:30 | AUDUSD | Buy | 4.87 | 0.8 | 0.8 | 0.76639 | 0.76411 | -22.8 | -1,006.23 | 10h 46m | -0.49% |
| 05.26.2015 04:03 | 05.26.2015 08:31 | AUDUSD | Buy | 5.37 | 0.8 | 0.8 | 0.78253 | 0.78047 | -20.6 | -1,002.86 | 4h 28m | -0.49% |
| 05.12.2015 07:02 | 05.12.2015 22:00 | AUDUSD | Buy | 2.01 | 0.8 | - | 0.79049 | 0.7986 | 81.1 | 1,477.75 | 14h 58m | 0.73% |
| 05.12.2015 03:45 | 05.12.2015 07:02 | AUDUSD | Buy | 4.03 | 0.8 | - | 0.79049 | 0.79321 | 27.2 | 498.07 | 3h 17m | 0.25% |
| 05.08.2015 03:30 | 05.08.2015 03:41 | AUDUSD | Buy | 3.50 | 0.8 | 0.8 | 0.79023 | 0.78709 | -31.4 | -996.61 | 11m | -0.49% |
| 04.22.2015 03:30 | 04.22.2015 22:00 | AUDUSD | Buy | 2.05 | 0.8 | - | 0.773 | 0.77635 | 33.5 | 622.89 | 18h 30m | 0.31% |
| 04.22.2015 03:30 | 04.22.2015 03:30 | AUDUSD | Buy | 4.10 | 0.8 | - | 0.773 | 0.77567 | 26.7 | 496.45 | 0s | 0.25% |
| 04.15.2015 03:39 | 04.15.2015 04:00 | AUDUSD | Buy | 4.25 | 0.8 | 0.8 | 0.7617 | 0.75911 | -25.9 | -998.79 | 21m | -0.49% |
| 04.14.2015 03:31 | 04.14.2015 06:47 | AUDUSD | Buy | 4.31 | 0.8 | 0.8 | 0.7616 | 0.75904 | -25.6 | -1,001.08 | 3h 16m | -0.49% |
| 04.13.2015 03:45 | 04.13.2015 04:02 | AUDUSD | Buy | 4.56 | 0.8 | 0.8 | 0.76672 | 0.76431 | -24.1 | -997.04 | 17m | -0.49% |
| 04.09.2015 09:03 | 04.09.2015 22:00 | AUDUSD | Buy | 2.22 | 0.8 | - | 0.76787 | 0.76898 | 11.1 | 223.56 | 12h 57m | 0.11% |
| 04.09.2015 03:33 | 04.09.2015 09:03 | AUDUSD | Buy | 4.44 | 0.8 | - | 0.76787 | 0.77034 | 24.7 | 497.40 | 5h 30m | 0.24% |
| 04.07.2015 04:16 | 04.07.2015 06:20 | AUDUSD | Buy | 2.38 | 0.8 | - | 0.75973 | 0.75973 | 0.0 | 0.00 | 2h 4m | 0.00% |
| 04.07.2015 03:30 | 04.07.2015 04:16 | AUDUSD | Buy | 4.76 | 0.8 | - | 0.75973 | 0.76203 | 23.0 | 496.73 | 46m | 0.24% |
| 04.03.2015 07:06 | 04.03.2015 22:00 | AUDUSD | Buy | 2.52 | 0.8 | - | 0.75821 | 0.76321 | 50.0 | 1,143.27 | 14h 54m | 0.56% |
| 04.03.2015 04:03 | 04.03.2015 07:06 | AUDUSD | Buy | 5.05 | 0.8 | - | 0.75821 | 0.76038 | 21.7 | 498.14 | 3h 3m | 0.25% |
| 04.02.2015 03:33 | 04.02.2015 04:49 | AUDUSD | Buy | 4.62 | 0.8 | 0.8 | 0.75984 | 0.75745 | -23.9 | -1,001.96 | 1h 16m | -0.49% |
| 03.25.2015 04:00 | 03.25.2015 07:54 | AUDUSD | Buy | 3.26 | 0.8 | 0.8 | 0.78898 | 0.78559 | -33.9 | -1,002.45 | 3h 54m | -0.49% |
| 03.20.2015 14:17 | 03.22.2015 23:00 | AUDUSD | Buy | 1.73 | 0.8 | - | 0.76849 | 0.77973 | 112.4 | 1,764.59 | 2d | 0.87% |
| 03.20.2015 03:50 | 03.20.2015 14:17 | AUDUSD | Buy | 3.47 | 0.8 | - | 0.76849 | 0.77165 | 31.6 | 498.94 | 10h 27m | 0.25% |
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