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Strategieeinstellungen

ind
"Bollinger...
BB_TF
5
BB_period
20
BB_deviation
2.2
BB_bands_shift
0
Revers
false
TradeStartTime
"0"
TradeEndTime
"0:00"
nurEinRichtung
false
Start_Lot
0.01
Takeprofit
20
Gewinnerhohung
5
LotKorrektur
1
Stufendistanz
0
AnzahlStufen
99
+134.99%

0.05%
1.42%
Drawdown: 28.65%

Bilanz: $23,499.03
Höchstwert: (Dec 31) $23,499.03
Gewinn: $13,499.03
Einlagen: $10,000.00

Test gestartet: Jan 05, 2010
Test beendet: Dec 31, 2014
Zeitrahmen: 5 Minutes

Modelltyp: Every Tick
Hinzugefügt: Mar 01, 2015 at 17:55
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Trades: 5,839
Rentabilität:
Pips : 33,961.8
Durchschnittlicher Gewinn: 43.13 pips / $7.83
Durchschnittlicher Verlust: -54.26 pips / -$6.57
Lots: 130.55
Kommissionen: 0
Longs gewonnen: (1,760/2,899) 60%
Shorts gewonnen: (1,842/2,940) 62%
Bester Abschluss ($): (Mar 28) 239.94
Schlechtester Trade ($): (Jun 12) -58.69
Bester Trade (Pips): (Aug 08) 281.6
Schlechtester Trade (Pips): (Jun 12) -323.2
Durchschn. Trade-Länge: 2d
Gewinnfaktor: 1.92
Standardabweichung: $14.94
Sharpe-Quotient 0.00
Z-Wert (Wahrscheinlichkeit): -57.91 (99.99%)
Erwartung 5.8 Pips / $2.31
AHPR: 0.01%
GHPR: 0.01%
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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 3571 3214 2857 2500 2143 1786 1429 1071 714 357
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (5839)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
12.31.2014 17:55 12.31.2014 23:59 AUDCAD Buy 0.01 - - 0.946 0.94821 22.1 1.58 6h 4m 0.01%
12.16.2014 19:35 12.31.2014 23:59 AUDCAD Sell 0.01 - - 0.95677 0.94831 84.6 6.04 15d 0.03%
12.29.2014 16:55 12.31.2014 23:59 AUDCAD Buy 0.01 - - 0.94626 0.94824 19.8 1.42 2d 0.01%
12.18.2014 00:00 12.29.2014 12:16 AUDCAD Buy 0.01 0.9 - 0.94439 0.94678 23.9 1.71 11d 0.01%
12.15.2014 01:55 12.29.2014 12:16 AUDCAD Buy 0.01 0.9 - 0.94963 0.94672 -29.1 -2.08 14d -0.01%
12.12.2014 01:50 12.29.2014 12:16 AUDCAD Buy 0.01 0.9 - 0.95088 0.94666 -42.2 -3.02 17d -0.01%
12.23.2014 06:40 12.29.2014 12:16 AUDCAD Buy 0.02 0.9 - 0.94303 0.9468 37.7 5.39 6d 0.02%
12.23.2014 08:25 12.29.2014 12:16 AUDCAD Buy 0.02 0.9 - 0.94075 0.94663 58.8 8.41 6d 0.04%
12.19.2014 18:20 12.29.2014 12:16 AUDCAD Buy 0.01 0.9 - 0.94435 0.94676 24.1 1.72 9d 0.01%
12.17.2014 09:00 12.29.2014 12:16 AUDCAD Buy 0.01 0.9 - 0.94853 0.9466 -19.3 -1.38 12d -0.01%
12.23.2014 08:30 12.29.2014 12:16 AUDCAD Buy 0.02 0.9 - 0.94036 0.94669 63.3 9.04 6d 0.04%
12.15.2014 11:30 12.16.2014 16:11 AUDCAD Sell 0.01 1.0 - 0.9559 0.95747 -15.7 -1.12 1d 0.00%
12.16.2014 00:00 12.16.2014 16:11 AUDCAD Sell 0.01 1.0 - 0.95848 0.95745 10.3 0.73 16h 11m 0.00%
12.16.2014 14:20 12.16.2014 16:11 AUDCAD Sell 0.02 1.0 - 0.96264 0.95734 53.0 7.57 1h 51m 0.03%
12.16.2014 02:45 12.16.2014 16:11 AUDCAD Sell 0.01 1.0 - 0.9585 0.95734 11.6 0.83 13h 26m 0.00%
12.16.2014 11:05 12.16.2014 16:11 AUDCAD Sell 0.02 1.0 - 0.96053 0.95736 31.7 4.53 5h 6m 0.02%
12.15.2014 04:05 12.16.2014 16:11 AUDCAD Sell 0.01 1.0 - 0.95255 0.95732 -47.7 -3.41 1d -0.01%
12.16.2014 14:25 12.16.2014 16:11 AUDCAD Sell 0.02 1.0 - 0.96313 0.95733 58.0 8.29 1h 46m 0.04%
12.16.2014 11:00 12.16.2014 16:11 AUDCAD Sell 0.01 1.0 - 0.9606 0.95743 31.7 2.27 5h 11m 0.01%
12.12.2014 12:55 12.12.2014 18:00 AUDCAD Sell 0.02 1.0 - 0.95707 0.95197 51.0 7.28 5h 5m 0.03%

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