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Strategieeinstellungen

MaxSpread
40
Anti
true
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Period1
0
Shift1
1
Period2
0
Shift2
1
Period3
12
Shift3
1
Period31
5
Shift31
1
UseDelta1
false
Delta1
0
UseDelta2
false
Delta2
0
+222.22%

0.05%
1.48%
Drawdown: 43.82%

Bilanz: $6,444.23
Höchstwert: (Jun 30) $6,467.20
Gewinn: $4,444.45
Einlagen: $2,000.00

Test gestartet: Jan 04, 2010
Test beendet: Jul 18, 2016
Zeitrahmen: 4 Hours

Modelltyp: n/a
Hinzugefügt: Jul 23, 2016 at 13:06
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Trades: 1,067
Rentabilität:
Pips : 15,459.5
Durchschnittlicher Gewinn: 35.94 pips / $35.85
Durchschnittlicher Verlust: -29.45 pips / -$60.73
Lots: 177.30
Kommissionen: 0
Longs gewonnen: (338/506) 66%
Shorts gewonnen: (379/561) 67%
Bester Abschluss ($): (Jan 15) 1,387.86
Schlechtester Trade ($): (Apr 09) -77.05
Bester Trade (Pips): (Jan 15) 1,402.6
Schlechtester Trade (Pips): (Jan 07) -30.0
Durchschn. Trade-Länge: 11h 56m
Gewinnfaktor: 1.21
Standardabweichung: $63.17
Sharpe-Quotient 0.06
Z-Wert (Wahrscheinlichkeit): -9.30 (99.99%)
Erwartung 14.5 Pips / $4.17
AHPR: 0.13%
GHPR: 0.11%
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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% 0.11% 0.84% 5.03% 24.37%
Aufeinanderfolgende-Loss-Trades 106 96 85 74 64 53 42 32 21 11
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (1067)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
07.18.2016 17:30 07.18.2016 23:59 EURCHF Buy 0.10 1.1 - 1.0853 1.08784 25.4 25.42 6h 29m 0.40%
07.15.2016 23:55 07.18.2016 17:30 EURCHF Buy 0.20 1.1 - 1.0853 1.08865 33.5 33.63 2d 0.53%
07.14.2016 11:40 07.14.2016 14:40 EURCHF Sell 0.10 1.1 - 1.09261 1.09115 14.6 11.30 3h 0m 0.18%
07.13.2016 09:30 07.14.2016 11:40 EURCHF Sell 0.20 1.1 - 1.09261 1.08948 31.3 28.21 1d 0.44%
07.12.2016 16:40 07.12.2016 17:40 EURCHF Sell 0.20 1.1 - 1.09038 1.09338 -30.0 -60.77 1h 0m -0.95%
07.12.2016 03:45 07.12.2016 16:15 EURCHF Sell 0.20 1.1 - 1.08894 1.09194 -30.0 -60.76 12h 30m -0.94%
06.30.2016 15:30 06.30.2016 16:40 EURCHF Sell 0.10 1.1 - 1.08835 1.08256 57.9 55.14 1h 10m 0.86%
06.29.2016 16:45 06.30.2016 15:30 EURCHF Sell 0.20 1.1 - 1.08835 1.08488 34.7 31.65 22h 45m 0.50%
06.29.2016 04:40 06.29.2016 09:30 EURCHF Sell 0.10 1.1 - 1.08718 1.08669 4.9 3.81 4h 50m 0.06%
06.28.2016 23:20 06.29.2016 04:40 EURCHF Sell 0.20 1.1 - 1.08718 1.08379 33.9 33.18 5h 20m 0.52%
06.24.2016 10:30 06.24.2016 10:40 EURCHF Buy 0.10 1.1 - 1.07844 1.08656 81.2 82.29 10m 1.31%
06.24.2016 10:20 06.24.2016 10:30 EURCHF Buy 0.20 1.1 - 1.07844 1.08292 44.8 45.40 10m 0.73%
06.24.2016 09:30 06.24.2016 10:05 EURCHF Buy 0.20 1.1 - 1.07844 1.07544 -30.0 -60.80 35m -0.97%
06.24.2016 02:33 06.24.2016 02:46 EURCHF Sell 0.10 1.1 - 1.09104 1.08527 57.7 58.44 13m 0.94%
06.24.2016 02:06 06.24.2016 02:33 EURCHF Sell 0.20 1.1 - 1.09104 1.08429 67.5 68.36 27m 1.11%
06.23.2016 22:55 06.24.2016 00:20 EURCHF Sell 0.20 1.1 - 1.09062 1.09362 -30.0 -63.10 1h 25m -1.02%
06.23.2016 17:30 06.23.2016 18:30 EURCHF Sell 0.10 1.1 - 1.09027 1.08824 20.3 20.56 1h 0m 0.33%
06.23.2016 16:06 06.23.2016 17:30 EURCHF Sell 0.20 1.1 - 1.09027 1.08679 34.8 35.24 1h 24m 0.57%
06.22.2016 15:40 06.22.2016 16:40 EURCHF Buy 0.10 1.1 - 1.08144 1.08218 7.4 7.18 1h 0m 0.12%
06.21.2016 16:55 06.22.2016 15:40 EURCHF Buy 0.20 1.1 - 1.08144 1.08508 36.4 36.57 22h 45m 0.60%

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