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Strategieeinstellungen

Risk
1
Debug
false
TakeProfit
15
MaxStopLoss
100
MinStopLoss
10
FixStopLoss
50
FractalBarCount
2
ClosePartOrders
false
TimeToTrading
false
StHour
8
EndHour
18
UseStochastic
true
StochasticLevel
30
StochasticLimit
20
StochasticBarCount
6
-99.98%

-0.45%
-12.65%
Drawdown: 99.98%

Bilanz: $19.30
Höchstwert: (Jan 10) $100,318.85
Gewinn: -$99,980.70
Einlagen: $100,000.00

Test gestartet: Jan 02, 2008
Test beendet: Mar 05, 2013
Zeitrahmen: 15 Minutes

Modelltyp: n/a
Hinzugefügt: Apr 26, 2016 at 20:46
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Trades: 7,959
Rentabilität:
Pips : -19,920.3
Durchschnittlicher Gewinn: 12.61 pips / $62.99
Durchschnittlicher Verlust: -17.08 pips / -$85.41
Lots: 3,979.50
Kommissionen: 0
Longs gewonnen: (1,618/3,326) 48%
Shorts gewonnen: (2,289/4,633) 49%
Bester Abschluss ($): (Apr 18) 163.65
Schlechtester Trade ($): (Apr 20) -188.05
Bester Trade (Pips): (Sep 19) 32.7
Schlechtester Trade (Pips): (Apr 20) -37.2
Durchschn. Trade-Länge: 1h 50m
Gewinnfaktor: 0.71
Standardabweichung: $82.15
Sharpe-Quotient -0.05
Z-Wert (Wahrscheinlichkeit): 3.57 (99.96%)
Erwartung -2.5 Pips / -$12.56
AHPR: -0.08%
GHPR: -0.11%
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Verlustgröße 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Verlustwahrscheinlichkeit 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99% 99.99%
Aufeinanderfolgende-Loss-Trades
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (7959)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
03.04.2013 20:46 03.05.2013 01:30 AUDUSD Sell 0.50 1.0 1.0 1.01695 1.02027 -33.2 -168.05 4h 44m -89.70%
03.04.2013 17:49 03.04.2013 20:46 AUDUSD Sell 0.50 1.0 1.0 1.01595 1.01717 -12.2 -61.00 2h 57m -24.56%
03.04.2013 09:07 03.04.2013 09:34 AUDUSD Buy 0.50 1.0 1.0 1.01174 1.01252 7.8 39.00 27m 18.63%
03.04.2013 06:20 03.04.2013 06:21 AUDUSD Buy 0.50 1.0 1.0 1.01535 1.01413 -12.2 -61.00 1m -22.56%
03.04.2013 04:11 03.04.2013 06:20 AUDUSD Buy 0.50 1.0 1.0 1.01635 1.01513 -12.2 -61.00 2h 9m -18.41%
03.04.2013 03:42 03.04.2013 04:11 AUDUSD Buy 0.50 1.0 1.0 1.01735 1.01613 -12.2 -61.00 29m -15.55%
03.04.2013 02:30 03.04.2013 03:42 AUDUSD Buy 0.50 1.0 1.0 1.01835 1.01713 -12.2 -61.00 1h 12m -13.46%
03.01.2013 17:23 03.01.2013 17:29 AUDUSD Buy 0.50 1.0 1.0 1.01884 1.01962 7.8 39.00 6m 9.41%
03.01.2013 13:57 03.01.2013 14:40 AUDUSD Buy 0.50 1.0 1.0 1.019 1.01978 7.8 39.00 43m 10.39%
03.01.2013 12:03 03.01.2013 13:57 AUDUSD Buy 0.50 1.0 1.0 1.0204 1.01879 -16.1 -80.50 1h 54m -17.66%
02.28.2013 17:48 03.01.2013 12:03 AUDUSD Buy 0.50 1.0 1.0 1.02338 1.02018 -32.0 -158.85 18h 15m -25.84%
02.28.2013 16:00 02.28.2013 17:48 AUDUSD Buy 0.50 1.0 1.0 1.02482 1.02316 -16.6 -83.00 1h 48m -11.90%
02.28.2013 10:15 02.28.2013 14:52 AUDUSD Sell 0.50 1.0 1.0 1.02821 1.02542 27.9 139.50 4h 37m 24.99%
02.28.2013 04:36 02.28.2013 09:00 AUDUSD Sell 0.50 1.0 1.0 1.02758 1.02678 8.0 40.00 4h 24m 7.72%
02.28.2013 03:13 02.28.2013 03:27 AUDUSD Sell 0.50 1.0 1.0 1.02582 1.02749 -16.7 -83.50 14m -13.88%
02.28.2013 02:38 02.28.2013 03:13 AUDUSD Sell 0.50 1.0 1.0 1.02424 1.02601 -17.7 -88.50 35m -12.82%
02.27.2013 22:00 02.27.2013 23:25 AUDUSD Sell 0.50 1.0 1.0 1.02429 1.02301 12.8 64.00 1h 25m 10.22%
02.27.2013 21:48 02.27.2013 21:59 AUDUSD Sell 0.50 1.0 1.0 1.02261 1.02449 -18.8 -94.00 11m -13.05%
02.27.2013 13:43 02.27.2013 14:08 AUDUSD Buy 0.50 1.0 1.0 1.01844 1.01922 7.8 39.00 25m 5.73%
02.27.2013 11:00 02.27.2013 11:44 AUDUSD Buy 0.50 1.0 1.0 1.0196 1.01838 -12.2 -61.00 44m -8.22%

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