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Strategieeinstellungen
+42.59% |
0.04% | |
1.07% | |
Drawdown: | 62.30% |
Bilanz: | $712.99 |
Höchstwert: | (Sep 19) $797.42 |
Gewinn: | $212.97 |
Einlagen: | $500.00 |
Test gestartet: | Jan 05, 2011 |
Test beendet: | Sep 30, 2013 |
Zeitrahmen: | 15 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Oct 11, 2013 at 11:08 |
Trades: | 454 |
Rentabilität: |
|
Pips : | 316.9 |
Durchschnittlicher Gewinn: | 5.24 pips / $5.94 |
Durchschnittlicher Verlust: | -21.21 pips / -$25.91 |
Lots: | 48.42 |
Kommissionen: | 0 |
Longs gewonnen: | (149/183) 81% |
Shorts gewonnen: | (227/271) 83% |
Bester Abschluss ($): | (Aug 01) 100.56 |
Schlechtester Trade ($): | (Jan 11) -42.42 |
Bester Trade (Pips): | (Aug 01) 86.6 |
Schlechtester Trade (Pips): | (Mar 14) -23.9 |
Durchschn. Trade-Länge: | 6h 15m |
Gewinnfaktor: | 1.11 |
Standardabweichung: | $14.80 |
Sharpe-Quotient | 0.04 |
Z-Wert (Wahrscheinlichkeit): | -6.73 (99.99%) |
Erwartung | 0.7 Pips / $0.47 |
AHPR: | 0.11% |
GHPR: | 0.08% |
Verlustgröße | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Verlustwahrscheinlichkeit | <0.01% | 0.09% | 0.77% | 2.61% | 6.24% | 12.27% | 21.31% | 33.97% | 50.89% | 72.69% |
Aufeinanderfolgende-Loss-Trades | 28 | 25 | 22 | 19 | 17 | 14 | 11 | 8 | 6 | 3 |
Handelsaktivität (454)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.27.2013 22:26 | 09.30.2013 00:00 | EURCHF | Sell | 0.14 | 1.2 | - | 1.22507 | 1.22302 | 20.5 | 31.34 | 2d | 4.60% |
09.20.2013 22:00 | 09.20.2013 22:20 | EURCHF | Sell | 0.14 | 1.2 | - | 1.23163 | 1.23125 | 3.8 | 5.86 | 20m | 0.87% |
09.18.2013 22:02 | 09.19.2013 01:16 | EURCHF | Buy | 0.13 | 1.2 | - | 1.23383 | 1.23384 | 0.1 | 0.05 | 3h 14m | 0.01% |
09.18.2013 22:03 | 09.18.2013 23:29 | EURCHF | Buy | 0.13 | 1.2 | - | 1.23352 | 1.23384 | 3.2 | 4.58 | 1h 26m | 0.68% |
09.04.2013 22:04 | 09.05.2013 06:53 | EURCHF | Buy | 0.13 | 1.2 | - | 1.23572 | 1.23614 | 4.2 | 5.92 | 8h 49m | 0.89% |
09.03.2013 22:54 | 09.04.2013 01:44 | EURCHF | Sell | 0.13 | 1.2 | - | 1.23366 | 1.23365 | 0.1 | -0.09 | 2h 50m | -0.01% |
08.30.2013 22:15 | 08.30.2013 22:47 | EURCHF | Sell | 0.13 | 1.2 | - | 1.23002 | 1.22962 | 4.0 | 5.73 | 32m | 0.87% |
08.07.2013 22:00 | 08.07.2013 23:00 | EURCHF | Sell | 0.13 | 1.2 | - | 1.22954 | 1.22924 | 3.0 | 4.30 | 1h 0m | 0.66% |
08.02.2013 22:00 | 08.02.2013 22:37 | EURCHF | Sell | 0.13 | 1.2 | - | 1.23463 | 1.23422 | 4.1 | 5.87 | 37m | 0.90% |
07.26.2013 22:54 | 07.26.2013 22:58 | EURCHF | Sell | 0.13 | 1.2 | - | 1.23311 | 1.23272 | 3.9 | 5.58 | 4m | 0.87% |
07.24.2013 22:04 | 07.24.2013 23:03 | EURCHF | Sell | 0.13 | 1.2 | - | 1.23771 | 1.2373 | 4.1 | 5.87 | 59m | 0.92% |
07.19.2013 22:53 | 07.22.2013 00:12 | EURCHF | Sell | 0.13 | 1.2 | - | 1.23684 | 1.23644 | 4.0 | 5.49 | 2d | 0.87% |
07.17.2013 22:15 | 07.18.2013 01:25 | EURCHF | Sell | 0.13 | 1.2 | - | 1.23491 | 1.2349 | 0.1 | -0.59 | 3h 10m | -0.09% |
07.17.2013 22:30 | 07.18.2013 00:29 | EURCHF | Sell | 0.12 | 1.2 | - | 1.23524 | 1.23487 | 3.7 | 4.22 | 1h 59m | 0.67% |
07.12.2013 22:39 | 07.12.2013 22:43 | EURCHF | Sell | 0.12 | 1.2 | - | 1.23654 | 1.23612 | 4.2 | 5.55 | 4m | 0.89% |
07.11.2013 22:00 | 07.12.2013 05:32 | EURCHF | Sell | 0.12 | 1.2 | - | 1.23945 | 1.23904 | 4.1 | 5.20 | 7h 32m | 0.84% |
07.11.2013 22:22 | 07.11.2013 23:46 | EURCHF | Sell | 0.11 | 1.2 | - | 1.23976 | 1.23946 | 3.0 | 3.63 | 1h 24m | 0.59% |
07.11.2013 22:27 | 07.11.2013 23:05 | EURCHF | Sell | 0.11 | 1.2 | - | 1.24008 | 1.23968 | 4.0 | 4.85 | 38m | 0.80% |
07.10.2013 22:47 | 07.10.2013 22:53 | EURCHF | Sell | 0.12 | 1.2 | - | 1.24438 | 1.24395 | 4.3 | 5.68 | 6m | 0.94% |
07.10.2013 22:47 | 07.10.2013 22:48 | EURCHF | Sell | 0.11 | 1.2 | - | 1.24469 | 1.24424 | 4.5 | 5.46 | 1m | 0.91% |
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