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Strategieeinstellungen
+8350.28% |
0.08% | |
2.51% | |
Drawdown: | 35.77% |
Bilanz: | $845,028.41 |
Höchstwert: | (Jun 10) $1,180,690.92 |
Gewinn: | $835,028.40 |
Einlagen: | $10,000.00 |
Test gestartet: | Jan 02, 2001 |
Test beendet: | Sep 25, 2015 |
Zeitrahmen: | 5 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Oct 04, 2015 at 22:25 |
Trades: | 3,166 |
Rentabilität: |
|
Pips : | 6,185.5 |
Durchschnittlicher Gewinn: | 13.61 pips / $2,130.50 |
Durchschnittlicher Verlust: | -21.74 pips / -$3,530.55 |
Lots: | 61,961.40 |
Kommissionen: | 0 |
Longs gewonnen: | (1,061/1,645) 64% |
Shorts gewonnen: | (1,061/1,521) 69% |
Bester Abschluss ($): | (Jan 15) 32,851.20 |
Schlechtester Trade ($): | (Aug 07) -66,956.20 |
Bester Trade (Pips): | (Aug 12) 126.7 |
Schlechtester Trade (Pips): | (Oct 24) -166.5 |
Durchschn. Trade-Länge: | 1h 45m |
Gewinnfaktor: | 1.23 |
Standardabweichung: | $5,157.08 |
Sharpe-Quotient | 0.11 |
Z-Wert (Wahrscheinlichkeit): | -6.19 (99.99%) |
Erwartung | 2.0 Pips / $263.75 |
AHPR: | 0.15% |
GHPR: | 0.14% |
Verlustgröße | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Verlustwahrscheinlichkeit | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | 0.02% | 0.26% | 2.41% | 17.21% |
Aufeinanderfolgende-Loss-Trades | 239 | 215 | 191 | 168 | 144 | 120 | 96 | 72 | 48 | 24 |
Handelsaktivität (3166)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.25.2015 10:15 | 09.25.2015 10:35 | EURUSD | Sell | 83.90 | 1.1 | 1.1 | 1.11424 | 1.1136 | 6.4 | 5,369.60 | 20m | 0.64% |
09.22.2015 09:15 | 09.22.2015 09:28 | EURUSD | Sell | 83.30 | 1.1 | 1.1 | 1.11633 | 1.11561 | 7.2 | 5,997.60 | 13m | 0.72% |
09.18.2015 14:05 | 09.21.2015 00:05 | EURUSD | Buy | 17.10 | 1.1 | 1.1 | 1.14276 | 1.12825 | -145.1 | -24,870.24 | 2d | -2.90% |
09.18.2015 09:05 | 09.18.2015 12:22 | EURUSD | Buy | 17.00 | 1.1 | 1.1 | 1.14105 | 1.14584 | 47.9 | 8,143.00 | 3h 17m | 0.96% |
09.17.2015 11:00 | 09.17.2015 11:01 | EURUSD | Buy | 67.60 | 1.1 | 1.1 | 1.13229 | 1.13296 | 6.7 | 4,529.20 | 1m | 0.54% |
09.16.2015 16:00 | 09.16.2015 16:15 | EURUSD | Buy | 67.10 | 1.1 | 1.1 | 1.12677 | 1.12782 | 10.5 | 7,045.50 | 15m | 0.84% |
09.16.2015 15:45 | 09.16.2015 15:53 | EURUSD | Buy | 82.40 | 1.1 | 1.1 | 1.12597 | 1.12677 | 8.0 | 6,592.00 | 8m | 0.79% |
09.16.2015 15:35 | 09.16.2015 15:53 | EURUSD | Buy | 98.90 | 1.1 | 1.1 | 1.12581 | 1.12655 | 7.4 | 7,318.60 | 18m | 0.89% |
09.16.2015 10:30 | 09.16.2015 11:30 | EURUSD | Sell | 67.60 | 1.1 | 1.1 | 1.12551 | 1.12678 | -12.7 | -8,585.20 | 1h 0m | -1.03% |
09.16.2015 10:15 | 09.16.2015 11:00 | EURUSD | Sell | 84.50 | 1.1 | 1.1 | 1.12511 | 1.12652 | -14.1 | -11,914.50 | 45m | -1.41% |
09.15.2015 18:00 | 09.15.2015 18:55 | EURUSD | Sell | 67.00 | 1.1 | 1.1 | 1.12731 | 1.12617 | 11.4 | 7,638.00 | 55m | 0.91% |
09.15.2015 10:00 | 09.15.2015 10:30 | EURUSD | Sell | 67.70 | 1.1 | 1.1 | 1.12881 | 1.13022 | -14.1 | -9,545.70 | 30m | -1.13% |
09.14.2015 10:00 | 09.14.2015 10:05 | EURUSD | Buy | 50.50 | 1.1 | 1.1 | 1.13636 | 1.13719 | 8.3 | 4,191.50 | 5m | 0.50% |
09.11.2015 18:30 | 09.11.2015 18:31 | EURUSD | Buy | 66.80 | 1.1 | 1.1 | 1.13152 | 1.13271 | 11.9 | 7,949.20 | 1m | 0.95% |
09.11.2015 18:15 | 09.11.2015 18:18 | EURUSD | Buy | 82.70 | 1.1 | 1.1 | 1.1307 | 1.13162 | 9.2 | 7,608.40 | 3m | 0.92% |
09.11.2015 10:30 | 09.11.2015 11:00 | EURUSD | Buy | 67.30 | 1.1 | 1.1 | 1.1306 | 1.12848 | -21.2 | -14,267.60 | 30m | -1.69% |
09.11.2015 09:15 | 09.11.2015 09:15 | EURUSD | Buy | 83.90 | 1.1 | 1.1 | 1.12993 | 1.13026 | 3.3 | 2,768.70 | 0s | 0.33% |
09.10.2015 18:30 | 09.10.2015 23:30 | EURUSD | Buy | 67.30 | 1.1 | 1.1 | 1.12771 | 1.12727 | -4.4 | -2,961.20 | 5h 0m | -0.35% |
09.09.2015 10:15 | 09.09.2015 10:16 | EURUSD | Buy | 83.70 | 1.1 | 1.1 | 1.11717 | 1.11769 | 5.2 | 4,352.40 | 1m | 0.52% |
09.03.2015 16:00 | 09.03.2015 21:00 | EURUSD | Sell | 50.50 | 1.1 | 1.1 | 1.11186 | 1.11323 | -13.7 | -6,918.50 | 5h 0m | -0.82% |
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