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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
+34.84%

0.01%
0.38%
Drawdown: 43.76%

Bilanz: $6,741.90
Höchstwert: (Jul 18) $6,741.90
Gewinn: $1,742.16
Einlagen: $5,000.00

Test gestartet: Jan 07, 2010
Test beendet: Jul 18, 2016
Zeitrahmen: 4 Hours

Modelltyp: n/a
Hinzugefügt: Jul 23, 2016 at 12:37
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Trades: 1,280
Rentabilität:
Pips : 15,618.8
Durchschnittlicher Gewinn: 34.79 pips / $34.95
Durchschnittlicher Verlust: -29.89 pips / -$61.23
Lots: 214.30
Kommissionen: 0
Longs gewonnen: (432/672) 64%
Shorts gewonnen: (401/608) 65%
Bester Abschluss ($): (Aug 17) 147.86
Schlechtester Trade ($): (Sep 08) -67.75
Bester Trade (Pips): (Aug 17) 146.0
Schlechtester Trade (Pips): (Jan 29) -30.0
Durchschn. Trade-Länge: 7h 20m
Gewinnfaktor: 1.06
Standardabweichung: $48.44
Sharpe-Quotient 0.03
Z-Wert (Wahrscheinlichkeit): -9.80 (99.99%)
Erwartung 12.2 Pips / $1.36
AHPR: 0.03%
GHPR: 0.02%
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Verlustgröße 100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
Verlustwahrscheinlichkeit <0.01% <0.01% <0.01% 0.01% 0.08% 0.45% 1.86% 6.2% 17.55% 43.97%
Aufeinanderfolgende-Loss-Trades 110 99 88 77 66 55 44 33 22 11
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (1280)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
07.18.2016 04:40 07.18.2016 23:59 EURCHF Buy 0.10 1.1 - 1.08513 1.08784 27.1 27.14 19h 19m 0.40%
07.15.2016 23:55 07.18.2016 04:40 EURCHF Buy 0.20 1.1 - 1.08513 1.08815 30.2 30.29 2d 0.45%
07.13.2016 11:40 07.13.2016 17:30 EURCHF Sell 0.10 1.1 - 1.09318 1.09294 2.4 1.27 5h 50m 0.02%
07.12.2016 17:55 07.13.2016 11:40 EURCHF Sell 0.20 1.1 - 1.09318 1.09004 31.4 30.64 17h 45m 0.46%
06.28.2016 12:45 06.29.2016 15:40 EURCHF Sell 0.20 1.1 - 1.08492 1.08792 -30.0 -63.09 1d -0.94%
06.24.2016 10:20 06.24.2016 10:30 EURCHF Buy 0.10 1.1 - 1.07419 1.08292 87.3 88.47 10m 1.33%
06.24.2016 10:20 06.24.2016 10:20 EURCHF Buy 0.20 1.1 - 1.07419 1.07929 51.0 51.69 0s 0.79%
06.24.2016 09:30 06.24.2016 09:40 EURCHF Buy 0.10 1.1 - 1.07419 1.08115 69.6 70.54 10m 1.08%
06.24.2016 09:10 06.24.2016 09:30 EURCHF Buy 0.20 1.1 - 1.07419 1.07889 47.0 47.63 20m 0.74%
06.24.2016 08:40 06.24.2016 08:55 EURCHF Buy 0.20 1.1 - 1.07419 1.07119 -30.0 -60.80 15m -0.93%
06.24.2016 02:20 06.24.2016 02:33 EURCHF Sell 0.10 1.1 - 1.09349 1.08429 92.0 93.17 13m 1.45%
06.24.2016 02:06 06.24.2016 02:20 EURCHF Sell 0.20 1.1 - 1.09349 1.08823 52.6 53.27 14m 0.84%
06.24.2016 00:25 06.24.2016 00:30 EURCHF Sell 0.20 1.1 - 1.09349 1.09649 -30.0 -60.77 5m -0.94%
06.23.2016 00:40 06.23.2016 06:40 EURCHF Buy 0.10 1.1 - 1.08268 1.08776 50.8 50.22 6h 0m 0.79%
06.21.2016 17:05 06.23.2016 00:40 EURCHF Buy 0.20 1.1 - 1.08268 1.0868 41.2 40.49 1d 0.64%
06.20.2016 10:30 06.20.2016 11:40 EURCHF Sell 0.10 1.1 - 1.09009 1.08919 9.0 9.12 1h 10m 0.14%
06.20.2016 07:59 06.20.2016 10:30 EURCHF Sell 0.20 1.1 - 1.09009 1.08695 31.4 31.80 2h 31m 0.50%
06.15.2016 12:05 06.15.2016 14:40 EURCHF Buy 0.10 1.1 - 1.08108 1.08161 5.3 5.05 2h 35m 0.08%
06.14.2016 17:46 06.15.2016 12:05 EURCHF Buy 0.20 1.1 - 1.08108 1.08438 33.0 33.12 18h 19m 0.53%
06.13.2016 13:40 06.13.2016 17:30 EURCHF Buy 0.10 1.1 - 1.08551 1.09095 54.4 54.81 3h 50m 0.88%

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