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Strategieeinstellungen
+73.98% |
73.98% | |
73.98% | |
Drawdown: | 13.15% |
Bilanz: | $17,397.62 |
Höchstwert: | (Dec 27) $17,397.62 |
Gewinn: | $7,397.62 |
Einlagen: | $10,000.00 |
Test gestartet: | Dec 28, 2007 |
Test beendet: | Dec 27, 2007 |
Zeitrahmen: | 1 Hour |
Modelltyp: | Every Tick |
Hinzugefügt: | Jan 05, 2011 at 12:20 |
Trades: | 184 |
Rentabilität: |
|
Pips : | 1,175.0 |
Durchschnittlicher Gewinn: | 22.25 pips / $145.98 |
Durchschnittlicher Verlust: | -29.88 pips / -$201.57 |
Lots: | 124.60 |
Kommissionen: | 0 |
Longs gewonnen: | (83/113) 73% |
Shorts gewonnen: | (45/71) 63% |
Bester Abschluss ($): | (Dec 26) 840.00 |
Schlechtester Trade ($): | (Dec 13) -341.70 |
Bester Trade (Pips): | (Jan 03) 60.0 |
Schlechtester Trade (Pips): | (Nov 30) -67.0 |
Durchschn. Trade-Länge: | -52m |
Gewinnfaktor: | 1.66 |
Standardabweichung: | $222.57 |
Sharpe-Quotient | 0.18 |
Z-Wert (Wahrscheinlichkeit): | 0.10 (7.96%) |
Erwartung | 6.4 Pips / $40.20 |
AHPR: | 0.32% |
GHPR: | 0.30% |
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% | 0.19% | 5.2% |
Aufeinanderfolgende-Loss-Trades | 86 | 78 | 69 | 60 | 52 | 43 | 35 | 26 | 17 | 9 |
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