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Strategieeinstellungen

EAComment
"RMI EA"
LicenceKey
"cubbybgoo...
Indicator_Parameter...
"_________...
Indicators_
"---------...
RMIPeriod
14
MomPeriod
5
BuyLevel
35
SellLevel
65
BarShift
1
Trade_Parameters
"_________...
UseHedge
false
Hedge
"EURGBP"
HedgeType
0
HedgePercent
50
StopLoss
0
+1058.57%

0.05%
1.66%
Drawdown: 25.73%

Bilanz: $115,857.64
Höchstwert: (Nov 05) $115,857.64
Gewinn: $105,856.94
Einlagen: $10,000.00

Test gestartet: Aug 24, 2007
Test beendet: Nov 05, 2019
Zeitrahmen: 30 Minutes

Modelltyp: Control Points
Hinzugefügt: Nov 09, 2019 at 11:29
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Trades: 5,308
Rentabilität:
Pips : 75,390.7
Durchschnittlicher Gewinn: 29.81 pips / $43.95
Durchschnittlicher Verlust: -36.72 pips / -$58.42
Lots: 1,097.25
Kommissionen: 0
Longs gewonnen: (1,991/2,620) 75%
Shorts gewonnen: (2,072/2,688) 77%
Bester Abschluss ($): (Mar 29) 956.54
Schlechtester Trade ($): (Oct 17) -906.00
Bester Trade (Pips): (Mar 29) 336.5
Schlechtester Trade (Pips): (Mar 29) -292.7
Durchschn. Trade-Länge: 20h 27m
Gewinnfaktor: 2.46
Standardabweichung: $92.20
Sharpe-Quotient 0.00
Z-Wert (Wahrscheinlichkeit): -22.00 (99.99%)
Erwartung 14.2 Pips / $19.94
AHPR: 0.05%
GHPR: 0.05%
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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 1984 1786 1587 1389 1190 992 794 595 397 198
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (5308)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
11.05.2019 12:00 11.05.2019 13:50 GBPCAD Buy 0.57 - - 1.69175 1.6945 27.5 107.55 1h 50m 0.09%
10.30.2019 19:30 10.30.2019 21:01 GBPCAD Sell 0.57 - - 1.69614 1.69304 31.0 121.22 1h 31m 0.10%
10.30.2019 11:00 10.30.2019 11:26 GBPCAD Sell 0.57 - - 1.68651 1.6846 19.1 74.68 26m 0.06%
10.30.2019 10:30 10.30.2019 11:25 GBPCAD Sell 0.57 - - 1.68436 1.68401 3.5 13.68 55m 0.01%
10.29.2019 19:00 10.29.2019 20:40 GBPCAD Sell 0.57 - - 1.68757 1.68321 43.6 170.48 1h 40m 0.15%
10.29.2019 18:37 10.29.2019 20:38 GBPCAD Sell 0.57 - - 1.68467 1.68386 8.1 31.68 2h 1m 0.03%
10.29.2019 18:00 10.29.2019 20:37 GBPCAD Sell 0.57 - - 1.68258 1.68373 -11.5 -44.97 2h 37m -0.04%
10.29.2019 13:00 10.29.2019 13:50 GBPCAD Buy 0.57 - - 1.67482 1.67792 31.0 121.24 50m 0.11%
10.24.2019 19:00 10.24.2019 19:25 GBPCAD Buy 0.57 - - 1.67523 1.68066 54.3 212.36 25m 0.18%
10.24.2019 18:32 10.24.2019 19:23 GBPCAD Buy 0.57 - - 1.67876 1.67946 7.0 27.38 51m 0.02%
10.24.2019 18:00 10.24.2019 19:22 GBPCAD Buy 0.57 - - 1.68093 1.67976 -11.7 -45.76 1h 22m -0.04%
10.24.2019 09:52 10.24.2019 10:38 GBPCAD Sell 0.57 - - 1.6917 1.68882 28.8 112.61 46m 0.10%
10.24.2019 06:00 10.24.2019 10:37 GBPCAD Sell 0.57 - - 1.68914 1.68858 5.6 21.90 4h 37m 0.02%
10.23.2019 11:30 10.23.2019 13:25 GBPCAD Buy 0.57 - - 1.68405 1.68674 26.9 105.20 1h 55m 0.09%
10.23.2019 07:00 10.23.2019 09:07 GBPCAD Buy 0.57 - - 1.68382 1.68662 28.0 109.51 2h 7m 0.10%
10.21.2019 14:40 10.21.2019 15:56 GBPCAD Sell 0.57 - - 1.70414 1.70177 23.7 92.67 1h 16m 0.08%
10.21.2019 12:00 10.21.2019 15:55 GBPCAD Sell 0.57 - - 1.70199 1.70135 6.4 25.02 3h 55m 0.02%
10.11.2019 15:03 10.11.2019 15:41 GBPCAD Sell 0.56 - - 1.67948 1.6644 150.8 579.32 38m 0.51%
10.11.2019 14:30 10.11.2019 15:40 GBPCAD Sell 0.56 - - 1.6774 1.66531 120.9 464.45 1h 10m 0.41%
10.11.2019 14:10 10.11.2019 15:38 GBPCAD Sell 0.56 - - 1.66893 1.6635 54.3 208.60 1h 28m 0.18%

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