Strategieeinstellungen
+2328.72% |
0.23% | |
7.26% | |
Drawdown: | 46.78% |
Bilanz: | $242,871.68 |
Höchstwert: | (Sep 28) $242,871.68 |
Gewinn: | $232,871.73 |
Einlagen: | $10,000.00 |
Test gestartet: | Jan 02, 2008 |
Test beendet: | Sep 28, 2011 |
Zeitrahmen: | 15 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Jun 04, 2012 at 12:58 |
Trades: | 1,215 |
Rentabilität: |
|
Pips : | 7,359.9 |
Durchschnittlicher Gewinn: | 11.69 pips / $353.13 |
Durchschnittlicher Verlust: | -19.42 pips / -$538.59 |
Lots: | 3,722.17 |
Kommissionen: | 0 |
Longs gewonnen: | (431/497) 86% |
Shorts gewonnen: | (564/718) 78% |
Bester Abschluss ($): | (Sep 21) 6,656.65 |
Schlechtester Trade ($): | (Jun 07) -5,593.44 |
Bester Trade (Pips): | (Mar 16) 74.0 |
Schlechtester Trade (Pips): | (Apr 06) -89.8 |
Durchschn. Trade-Länge: | 4h 21m |
Gewinnfaktor: | 2.97 |
Standardabweichung: | $701.78 |
Sharpe-Quotient | 0.27 |
Z-Wert (Wahrscheinlichkeit): | -11.99 (99.99%) |
Erwartung | 6.1 Pips / $191.66 |
AHPR: | 0.27% |
GHPR: | 0.26% |
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 | 451 | 406 | 361 | 316 | 271 | 225 | 180 | 135 | 90 | 45 |
Handelsaktivität (1215)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.28.2011 06:23 | 09.28.2011 06:57 | EURUSD | Buy | 12.06 | - | - | 1.35576 | 1.35616 | 4.0 | 482.40 | 34m | 0.20% |
09.28.2011 06:42 | 09.28.2011 06:57 | EURUSD | Buy | 11.19 | - | - | 1.35501 | 1.35616 | 11.5 | 1,286.85 | 15m | 0.53% |
09.27.2011 21:13 | 09.27.2011 21:32 | EURUSD | Sell | 11.04 | - | - | 1.36625 | 1.36458 | 16.7 | 1,843.68 | 19m | 0.77% |
09.27.2011 20:56 | 09.27.2011 21:32 | EURUSD | Sell | 11.99 | - | - | 1.36413 | 1.36458 | -4.5 | -539.55 | 36m | -0.23% |
09.23.2011 20:07 | 09.23.2011 20:16 | EURUSD | Buy | 11.92 | - | - | 1.34642 | 1.34766 | 12.4 | 1,478.08 | 9m | 0.62% |
09.22.2011 06:00 | 09.22.2011 07:13 | EURUSD | Buy | 11.86 | - | - | 1.35383 | 1.35489 | 10.6 | 1,257.16 | 1h 13m | 0.53% |
09.21.2011 20:14 | 09.21.2011 21:26 | EURUSD | Sell | 10.08 | - | - | 1.37754 | 1.37101 | 65.3 | 6,582.24 | 1h 12m | 2.94% |
09.21.2011 20:32 | 09.21.2011 21:26 | EURUSD | Sell | 9.31 | - | - | 1.37816 | 1.37101 | 71.5 | 6,656.65 | 54m | 2.89% |
09.21.2011 20:13 | 09.21.2011 21:26 | EURUSD | Sell | 10.91 | - | - | 1.3763 | 1.37101 | 52.9 | 5,771.39 | 1h 13m | 2.65% |
09.14.2011 21:03 | 09.14.2011 21:35 | EURUSD | Sell | 9.95 | - | - | 1.3766 | 1.37546 | 11.4 | 1,134.30 | 32m | 0.53% |
09.14.2011 21:06 | 09.14.2011 21:35 | EURUSD | Sell | 9.17 | - | - | 1.37744 | 1.37546 | 19.8 | 1,815.66 | 29m | 0.84% |
09.14.2011 20:56 | 09.14.2011 21:35 | EURUSD | Sell | 10.77 | - | - | 1.37526 | 1.37546 | -2.0 | -215.40 | 39m | -0.10% |
09.14.2011 06:25 | 09.14.2011 07:49 | EURUSD | Buy | 9.05 | - | - | 1.36274 | 1.36419 | 14.5 | 1,312.25 | 1h 24m | 0.62% |
09.14.2011 06:09 | 09.14.2011 07:49 | EURUSD | Buy | 10.60 | - | - | 1.36445 | 1.36419 | -2.6 | -275.60 | 1h 40m | -0.13% |
09.14.2011 07:19 | 09.14.2011 07:49 | EURUSD | Buy | 8.30 | - | - | 1.36189 | 1.36419 | 23.0 | 1,909.00 | 30m | 0.89% |
09.14.2011 06:15 | 09.14.2011 07:49 | EURUSD | Buy | 9.83 | - | - | 1.3637 | 1.36419 | 4.9 | 481.67 | 1h 34m | 0.23% |
09.13.2011 20:23 | 09.13.2011 20:57 | EURUSD | Sell | 9.69 | - | - | 1.37365 | 1.37182 | 18.3 | 1,773.27 | 34m | 0.84% |
09.13.2011 20:06 | 09.13.2011 20:57 | EURUSD | Sell | 10.48 | - | - | 1.3725 | 1.37182 | 6.8 | 712.64 | 51m | 0.34% |
09.12.2011 20:41 | 09.12.2011 21:36 | EURUSD | Buy | 8.54 | - | - | 1.35674 | 1.36008 | 33.4 | 2,852.36 | 55m | 1.40% |
09.12.2011 20:25 | 09.12.2011 21:36 | EURUSD | Buy | 9.97 | - | - | 1.35837 | 1.36008 | 17.1 | 1,704.87 | 1h 11m | 0.86% |
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