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Strategieeinstellungen
+1.63M% |
4.14% | |
237.92% | |
Drawdown: | 18.37% |
Bilanz: | $8,162,653.72 |
Höchstwert: | (Dec 30) $8,162,653.72 |
Gewinn: | $8,162,153.72 |
Einlagen: | $500.00 |
Test gestartet: | May 05, 2003 |
Test beendet: | Dec 30, 2003 |
Zeitrahmen: | 1 Minute |
Modelltyp: | Every Tick |
Hinzugefügt: | Jul 21, 2014 at 16:05 |
Trades: | 1,433 |
Rentabilität: |
|
Pips : | 9,838.0 |
Durchschnittlicher Gewinn: | 8.07 pips / $9,006.66 |
Durchschnittlicher Verlust: | -7.91 pips / -$34,922.93 |
Lots: | 288,278.24 |
Kommissionen: | 0 |
Longs gewonnen: | (427/461) 92% |
Shorts gewonnen: | (898/972) 92% |
Bester Abschluss ($): | (Oct 03) 456,645.34 |
Schlechtester Trade ($): | (Nov 03) -708,053.28 |
Bester Trade (Pips): | (Jun 09) 100.1 |
Schlechtester Trade (Pips): | (Jun 09) -104.4 |
Durchschn. Trade-Länge: | 21m |
Gewinnfaktor: | 3.16 |
Standardabweichung: | $44,200.58 |
Sharpe-Quotient | 0.69 |
Z-Wert (Wahrscheinlichkeit): | -3.65 (-230.24%) |
Erwartung | 6.9 Pips / $5,695.85 |
AHPR: | 0.69% |
GHPR: | 0.68% |
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 | 234 | 210 | 187 | 164 | 140 | 117 | 94 | 70 | 47 | 23 |
Handelsaktivität (1433)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.30.2003 21:46 | 12.30.2003 21:50 | GBPUSD | Buy | 813.99 | - | - | 1.77562 | 1.7759 | 2.8 | 22,791.72 | 4m | 0.28% |
12.30.2003 06:01 | 12.30.2003 06:02 | GBPUSD | Buy | 813.74 | - | - | 1.77453 | 1.77456 | 0.3 | 2,441.22 | 1m | 0.03% |
12.29.2003 22:02 | 12.29.2003 22:06 | GBPUSD | Sell | 811.79 | - | - | 1.77365 | 1.77341 | 2.4 | 19,482.96 | 4m | 0.24% |
12.29.2003 22:01 | 12.29.2003 22:02 | GBPUSD | Sell | 809.12 | - | - | 1.77385 | 1.77352 | 3.3 | 26,700.96 | 1m | 0.33% |
12.29.2003 15:58 | 12.29.2003 16:13 | GBPUSD | Buy | 806.30 | - | - | 1.77113 | 1.77148 | 3.5 | 28,220.50 | 15m | 0.35% |
12.26.2003 15:25 | 12.26.2003 15:26 | GBPUSD | Sell | 804.29 | - | - | 1.7744 | 1.77415 | 2.5 | 20,107.25 | 1m | 0.25% |
12.26.2003 10:45 | 12.26.2003 10:51 | GBPUSD | Sell | 800.05 | - | - | 1.77252 | 1.77199 | 5.3 | 42,402.65 | 6m | 0.53% |
12.25.2003 23:22 | 12.25.2003 23:31 | GBPUSD | Buy | 763.99 | - | - | 1.76974 | 1.77446 | 47.2 | 360,603.28 | 9m | 4.72% |
12.25.2003 14:55 | 12.25.2003 15:05 | GBPUSD | Buy | 759.06 | - | - | 1.7734 | 1.77405 | 6.5 | 49,338.90 | 10m | 0.65% |
12.25.2003 08:29 | 12.25.2003 08:37 | GBPUSD | Buy | 750.50 | - | - | 1.7734 | 1.77454 | 11.4 | 85,557.00 | 8m | 1.14% |
12.25.2003 06:43 | 12.25.2003 06:54 | GBPUSD | Sell | 746.77 | - | - | 1.7755 | 1.775 | 5.0 | 37,338.50 | 11m | 0.50% |
12.25.2003 06:12 | 12.25.2003 06:17 | GBPUSD | Sell | 740.91 | - | - | 1.7754 | 1.77461 | 7.9 | 58,531.89 | 5m | 0.79% |
12.24.2003 13:59 | 12.24.2003 14:01 | GBPUSD | Sell | 740.62 | - | - | 1.77174 | 1.7717 | 0.4 | 2,962.48 | 2m | 0.04% |
12.24.2003 12:00 | 12.24.2003 12:01 | GBPUSD | Sell | 736.42 | - | - | 1.7683 | 1.76773 | 5.7 | 41,975.94 | 1m | 0.57% |
12.24.2003 06:00 | 12.24.2003 06:04 | GBPUSD | Sell | 733.27 | - | - | 1.76539 | 1.76496 | 4.3 | 31,530.61 | 4m | 0.43% |
12.24.2003 04:21 | 12.24.2003 04:24 | GBPUSD | Sell | 733.05 | - | - | 1.7641 | 1.76407 | 0.3 | 2,199.15 | 3m | 0.03% |
12.23.2003 12:21 | 12.23.2003 12:25 | GBPUSD | Sell | 721.43 | - | - | 1.76647 | 1.76486 | 16.1 | 116,150.23 | 4m | 1.61% |
12.23.2003 11:19 | 12.23.2003 11:23 | GBPUSD | Sell | 719.63 | - | - | 1.76495 | 1.7647 | 2.5 | 17,990.75 | 4m | 0.25% |
12.23.2003 06:17 | 12.23.2003 06:20 | GBPUSD | Buy | 714.28 | - | - | 1.76348 | 1.76423 | 7.5 | 53,571.00 | 3m | 0.75% |
12.23.2003 03:53 | 12.23.2003 04:06 | GBPUSD | Sell | 711.36 | - | - | 1.76448 | 1.76407 | 4.1 | 29,165.76 | 13m | 0.41% |
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