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Strategieeinstellungen
+38.09% |
1.12% | |
39.64% | |
Drawdown: | 18.00% |
Bilanz: | $414.28 |
Höchstwert: | (Aug 30) $414.28 |
Gewinn: | $114.28 |
Einlagen: | $300.00 |
Test gestartet: | Aug 01, 2011 |
Test beendet: | Aug 30, 2011 |
Zeitrahmen: | 5 Minutes |
Modelltyp: | n/a |
Hinzugefügt: | Sep 10, 2011 at 13:21 |
Trades: | 56 |
Rentabilität: |
|
Pips : | 272.7 |
Durchschnittlicher Gewinn: | 9.65 pips / $3.48 |
Durchschnittlicher Verlust: | -4.44 pips / -$0.77 |
Lots: | 0.96 |
Kommissionen: | 0 |
Longs gewonnen: | (12/17) 70% |
Shorts gewonnen: | (25/39) 64% |
Bester Abschluss ($): | (Aug 10) 12.77 |
Schlechtester Trade ($): | (Aug 10) -2.43 |
Bester Trade (Pips): | (Aug 10) 20.1 |
Schlechtester Trade (Pips): | (Aug 10) -15.3 |
Durchschn. Trade-Länge: | 1h 49m |
Gewinnfaktor: | 8.83 |
Standardabweichung: | $3.20 |
Sharpe-Quotient | 0.58 |
Z-Wert (Wahrscheinlichkeit): | 2.53 (98.85%) |
Erwartung | 4.9 Pips / $2.04 |
AHPR: | 0.58% |
GHPR: | 0.58% |
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 | 538 | 484 | 430 | 377 | 323 | 269 | 215 | 161 | 108 | 54 |
Handelsaktivität (56)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.30.2011 13:25 | 08.30.2011 15:21 | EURGBP | Buy | 0.01 | - | 0.9 | 0.88283 | 0.88358 | 7.5 | 1.19 | 1h 56m | 0.29% |
08.30.2011 09:45 | 08.30.2011 10:09 | EURGBP | Sell | 0.01 | - | 0.9 | 0.88538 | 0.88463 | 7.5 | 1.19 | 24m | 0.29% |
08.26.2011 15:55 | 08.26.2011 16:30 | EURGBP | Sell | 0.03 | - | 0.9 | 0.88621 | 0.88505 | 11.6 | 5.53 | 35m | 1.36% |
08.26.2011 14:35 | 08.26.2011 16:30 | EURGBP | Sell | 0.01 | - | 0.9 | 0.88458 | 0.88505 | -4.7 | -0.75 | 1h 55m | -0.18% |
08.26.2011 10:50 | 08.26.2011 13:58 | EURGBP | Sell | 0.01 | - | 0.9 | 0.88464 | 0.88389 | 7.5 | 1.19 | 3h 8m | 0.29% |
08.25.2011 14:55 | 08.25.2011 16:06 | EURGBP | Sell | 0.03 | - | 0.9 | 0.88268 | 0.88161 | 10.7 | 5.10 | 1h 11m | 1.27% |
08.25.2011 13:20 | 08.25.2011 16:06 | EURGBP | Sell | 0.01 | - | 0.9 | 0.88139 | 0.88161 | -2.2 | -0.35 | 2h 46m | -0.09% |
08.25.2011 12:40 | 08.25.2011 13:10 | EURGBP | Sell | 0.01 | - | 0.9 | 0.88241 | 0.88166 | 7.5 | 1.19 | 30m | 0.30% |
08.25.2011 11:10 | 08.25.2011 12:33 | EURGBP | Sell | 0.01 | - | 0.9 | 0.8817 | 0.88208 | -3.8 | -0.60 | 1h 23m | -0.15% |
08.25.2011 12:05 | 08.25.2011 12:33 | EURGBP | Sell | 0.03 | - | 0.9 | 0.8832 | 0.88208 | 11.2 | 5.33 | 28m | 1.35% |
08.23.2011 15:30 | 08.23.2011 17:27 | EURGBP | Sell | 0.04 | - | 0.9 | 0.87683 | 0.87482 | 20.1 | 12.77 | 1h 57m | 3.34% |
08.23.2011 13:25 | 08.23.2011 17:27 | EURGBP | Sell | 0.03 | - | 0.9 | 0.87463 | 0.87482 | -1.9 | -0.91 | 4h 2m | -0.24% |
08.23.2011 13:10 | 08.23.2011 17:27 | EURGBP | Sell | 0.01 | - | 0.9 | 0.87335 | 0.87482 | -14.7 | -2.34 | 4h 17m | -0.61% |
08.23.2011 11:30 | 08.23.2011 13:00 | EURGBP | Sell | 0.01 | - | 0.9 | 0.87353 | 0.87278 | 7.5 | 1.19 | 1h 30m | 0.31% |
08.23.2011 10:25 | 08.23.2011 10:55 | EURGBP | Sell | 0.01 | - | 0.9 | 0.87321 | 0.87246 | 7.5 | 1.19 | 30m | 0.31% |
08.22.2011 12:50 | 08.22.2011 15:32 | EURGBP | Sell | 0.01 | - | 0.9 | 0.87458 | 0.87383 | 7.5 | 1.19 | 2h 42m | 0.31% |
08.22.2011 10:40 | 08.22.2011 11:17 | EURGBP | Buy | 0.01 | - | 0.9 | 0.87083 | 0.87158 | 7.5 | 1.19 | 37m | 0.31% |
08.18.2011 14:30 | 08.18.2011 14:38 | EURGBP | Buy | 0.01 | - | 0.9 | 0.8709 | 0.87165 | 7.5 | 1.19 | 8m | 0.31% |
08.18.2011 12:10 | 08.18.2011 12:47 | EURGBP | Sell | 0.01 | - | 0.9 | 0.87376 | 0.87301 | 7.5 | 1.20 | 37m | 0.32% |
08.17.2011 12:35 | 08.17.2011 15:52 | EURGBP | Sell | 0.01 | - | 0.9 | 0.87848 | 0.87876 | -2.8 | -0.45 | 3h 17m | -0.12% |
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