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Strategieeinstellungen
+57.82M% |
0.21% | |
6.57% | |
Drawdown: | 8.47% |
Bilanz: | $578,205,915.38 |
Höchstwert: | (Feb 13) $578,244,509.64 |
Gewinn: | $578,204,915.39 |
Einlagen: | $1,000.00 |
Test gestartet: | Jan 03, 2000 |
Test beendet: | Feb 15, 2017 |
Zeitrahmen: | 5 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Feb 25, 2017 at 15:13 |
Trades: | 16,518 |
Rentabilität: |
|
Pips : | 88,539.6 |
Durchschnittlicher Gewinn: | 6.62 pips / $44,282.09 |
Durchschnittlicher Verlust: | -9.15 pips / -$71,463.17 |
Lots: | 14,844,611.52 |
Kommissionen: | 0 |
Longs gewonnen: | (6,720/7,206) 93% |
Shorts gewonnen: | (8,474/9,312) 91% |
Bester Abschluss ($): | (Sep 19) 772,476.37 |
Schlechtester Trade ($): | (Aug 15) -635,065.79 |
Bester Trade (Pips): | (Aug 02) 91.0 |
Schlechtester Trade (Pips): | (Jan 03) -50.0 |
Durchschn. Trade-Länge: | 1h 3m |
Gewinnfaktor: | 7.11 |
Standardabweichung: | $54,399.33 |
Sharpe-Quotient | 0.00 |
Z-Wert (Wahrscheinlichkeit): | -14.05 (99.99%) |
Erwartung | 5.4 Pips / $35,004.54 |
AHPR: | 0.08% |
GHPR: | 0.08% |
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 | 8065 | 7258 | 6452 | 5645 | 4839 | 4032 | 3226 | 2419 | 1613 | 806 |
Handelsaktivität (16518)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
02.14.2017 23:00 | 02.15.2017 00:27 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 1.0066 | 1.00638 | -2.2 | -21,545.53 | 1h 27m | 0.00% |
02.14.2017 00:57 | 02.14.2017 00:59 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 1.00593 | 1.00561 | 3.2 | 31,821.48 | 2m | 0.01% |
02.14.2017 00:42 | 02.14.2017 00:50 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 1.00589 | 1.00566 | 2.3 | 22,870.55 | 8m | 0.00% |
02.14.2017 00:00 | 02.14.2017 00:02 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 1.00532 | 1.00563 | 3.1 | 30,826.45 | 2m | 0.01% |
02.13.2017 23:01 | 02.13.2017 23:38 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 1.00586 | 1.00558 | 2.8 | 27,844.63 | 37m | 0.00% |
02.13.2017 00:40 | 02.13.2017 02:53 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 1.0032 | 1.00451 | -13.1 | -130,411.84 | 2h 13m | -0.02% |
02.13.2017 00:17 | 02.13.2017 00:18 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 1.00323 | 1.00275 | 4.8 | 47,868.36 | 1m | 0.01% |
02.10.2017 23:58 | 02.13.2017 00:05 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 1.00238 | 1.00281 | 4.3 | 43,194.51 | 2d | 0.01% |
02.10.2017 00:54 | 02.10.2017 02:11 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 1.00153 | 1.00146 | 0.7 | 6,989.79 | 1h 17m | 0.00% |
02.09.2017 00:54 | 02.09.2017 00:58 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 0.99429 | 0.99472 | 4.3 | 43,228.25 | 4m | 0.01% |
02.08.2017 23:29 | 02.09.2017 00:10 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 0.99509 | 0.99508 | -0.1 | -59.94 | 41m | 0.00% |
02.07.2017 23:00 | 02.08.2017 00:29 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 0.99701 | 0.99739 | -3.8 | -39,359.44 | 1h 29m | -0.01% |
02.07.2017 00:32 | 02.07.2017 00:37 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 0.99105 | 0.99071 | 3.4 | 34,318.82 | 5m | 0.01% |
02.07.2017 00:01 | 02.07.2017 00:32 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 0.9913 | 0.99069 | 6.1 | 61,573.25 | 31m | 0.01% |
02.07.2017 00:00 | 02.07.2017 00:01 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 0.99092 | 0.99055 | 3.7 | 37,352.99 | 1m | 0.01% |
02.03.2017 23:59 | 02.06.2017 00:31 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 0.99145 | 0.99207 | 6.2 | 62,810.59 | 2d | 0.01% |
02.03.2017 00:48 | 02.03.2017 01:00 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 0.99196 | 0.99235 | 3.9 | 39,300.65 | 12m | 0.01% |
02.03.2017 00:19 | 02.03.2017 00:28 | USDCHF | Buy | 1000.00 | 1.0 | 1.0 | 0.99227 | 0.99248 | 2.1 | 21,159.12 | 9m | 0.00% |
02.03.2017 00:00 | 02.03.2017 00:19 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 0.99289 | 0.99247 | 4.2 | 42,318.66 | 19m | 0.01% |
02.02.2017 00:53 | 02.02.2017 01:34 | USDCHF | Sell | 1000.00 | 1.0 | 1.0 | 0.99323 | 0.99299 | 2.4 | 24,169.43 | 41m | 0.00% |
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