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Strategieeinstellungen
+101.74% |
3.24% | |
160.39% | |
Drawdown: | 61.38% |
Bilanz: | $201.79 |
Höchstwert: | (Oct 17) $220.04 |
Gewinn: | $101.74 |
Einlagen: | $100.00 |
Test gestartet: | Sep 25, 2013 |
Test beendet: | Oct 17, 2013 |
Zeitrahmen: | 5 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Oct 18, 2013 at 17:22 |
Trades: | 106 |
Rentabilität: |
|
Pips : | 1,259.5 |
Durchschnittlicher Gewinn: | 20.70 pips / $1.71 |
Durchschnittlicher Verlust: | -19.93 pips / -$1.74 |
Lots: | 1.06 |
Kommissionen: | 0 |
Longs gewonnen: | (33/39) 84% |
Shorts gewonnen: | (50/67) 74% |
Bester Abschluss ($): | (Oct 02) 5.82 |
Schlechtester Trade ($): | (Oct 17) -5.07 |
Bester Trade (Pips): | (Oct 02) 68.6 |
Schlechtester Trade (Pips): | (Oct 17) -59.2 |
Durchschn. Trade-Länge: | 1d |
Gewinnfaktor: | 3.54 |
Standardabweichung: | $1.91 |
Sharpe-Quotient | 0.48 |
Z-Wert (Wahrscheinlichkeit): | -5.34 (99.99%) |
Erwartung | 11.9 Pips / $0.96 |
AHPR: | 0.67% |
GHPR: | 0.66% |
Verlustgröße | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Verlustwahrscheinlichkeit | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
Aufeinanderfolgende-Loss-Trades | 116 | 104 | 93 | 81 | 70 | 58 | 46 | 35 | 23 | 12 |
Handelsaktivität (106)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.17.2013 20:30 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.1349 | 1.1371 | -22.0 | -1.91 | 3h 29m | -0.93% |
10.17.2013 22:35 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13786 | 1.1371 | 7.6 | 0.61 | 1h 24m | 0.30% |
10.17.2013 16:05 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13299 | 1.1371 | -41.1 | -3.53 | 7h 54m | -1.68% |
10.17.2013 20:15 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13391 | 1.1371 | -31.9 | -2.75 | 3h 44m | -1.33% |
10.17.2013 13:55 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13118 | 1.1371 | -59.2 | -5.07 | 10h 4m | -2.30% |
10.17.2013 14:05 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13208 | 1.1371 | -50.2 | -4.30 | 9h 54m | -2.00% |
10.17.2013 21:10 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13585 | 1.1371 | -12.5 | -1.10 | 2h 49m | -0.54% |
10.17.2013 22:25 | 10.17.2013 23:59 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13691 | 1.1371 | -1.9 | -0.20 | 1h 34m | -0.10% |
10.17.2013 02:35 | 10.17.2013 13:53 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13146 | 1.13141 | 0.5 | 0.00 | 11h 18m | 0.00% |
10.17.2013 07:20 | 10.17.2013 13:53 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13326 | 1.13141 | 18.5 | 1.53 | 6h 33m | 0.71% |
10.17.2013 02:55 | 10.17.2013 13:53 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13237 | 1.13141 | 9.6 | 0.77 | 10h 58m | 0.36% |
10.17.2013 07:50 | 10.17.2013 13:53 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13456 | 1.13141 | 31.5 | 2.63 | 6h 3m | 1.21% |
10.16.2013 13:45 | 10.17.2013 02:30 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13146 | 1.13148 | -0.2 | -0.16 | 12h 45m | -0.08% |
10.16.2013 15:50 | 10.17.2013 02:30 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13345 | 1.13148 | 19.7 | 1.53 | 10h 40m | 0.72% |
10.16.2013 14:00 | 10.17.2013 02:30 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.1325 | 1.13148 | 10.2 | 0.72 | 12h 30m | 0.34% |
10.16.2013 21:20 | 10.17.2013 02:30 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13452 | 1.13148 | 30.4 | 2.44 | 5h 10m | 1.15% |
10.16.2013 12:25 | 10.16.2013 13:42 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13357 | 1.1316 | 19.7 | 1.63 | 1h 17m | 0.78% |
10.16.2013 07:35 | 10.16.2013 13:42 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13263 | 1.1316 | 10.3 | 0.83 | 6h 7m | 0.40% |
10.14.2013 20:10 | 10.16.2013 07:33 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.1344 | 1.13283 | 15.7 | 1.24 | 1d | 0.64% |
10.14.2013 21:35 | 10.16.2013 07:33 | AUDNZD | Sell | 0.01 | - | 1.1 | 1.13649 | 1.13283 | 36.6 | 3.01 | 1d | 1.53% |
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