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Strategieeinstellungen

MagicNumber
1313
Friday
true
Monday
true
MM
false
MM_Lots
5
Lots
1
MaxSpread
24
Slippage
5
SL_B
1200
SL_S
1300
TP_B
600
TP_S
800
EH_B
10
EH_S
10
EL_B
23
+1092.84%

0.07%
1.98%
Drawdown: 8.44%

Bilanz: $119,284.63
Höchstwert: (May 27) $119,335.21
Gewinn: $109,283.92
Einlagen: $10,000.00

Test gestartet: Jan 03, 2005
Test beendet: May 31, 2015
Zeitrahmen: 5 Minutes

Modelltyp: Every Tick
Hinzugefügt: Jun 14, 2015 at 02:45
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Trades: 4,777
Rentabilität:
Pips : 10,966.9
Durchschnittlicher Gewinn: 6.71 pips / $67.06
Durchschnittlicher Verlust: -11.20 pips / -$112.25
Lots: 4,777.00
Kommissionen: 0
Longs gewonnen: (1,494/2,030) 73%
Shorts gewonnen: (2,106/2,747) 76%
Bester Abschluss ($): (Sep 28) 800.00
Schlechtester Trade ($): (Oct 06) -1,315.75
Bester Trade (Pips): (Sep 28) 80.0
Schlechtester Trade (Pips): (Oct 06) -131.4
Durchschn. Trade-Länge: 5h 26m
Gewinnfaktor: 1.83
Standardabweichung: $135.06
Sharpe-Quotient 0.00
Z-Wert (Wahrscheinlichkeit): -0.92 (-64.26%)
Erwartung 2.3 Pips / $22.88
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 1063 956 850 744 638 531 425 319 213 106
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (4777)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
05.31.2015 22:55 05.31.2015 23:20 GBPUSD Sell 1.00 1.5 1.5 1.52865 1.5285 1.5 15.00 25m 0.01%
05.28.2015 21:15 05.29.2015 00:10 GBPUSD Sell 1.00 1.5 1.5 1.5313 1.53195 -6.5 -65.58 2h 55m -0.05%
05.27.2015 22:40 05.27.2015 23:21 GBPUSD Sell 1.00 1.5 1.5 1.53511 1.53502 0.9 9.00 41m 0.01%
05.27.2015 21:05 05.27.2015 22:25 GBPUSD Sell 1.00 1.5 1.5 1.53543 1.53477 6.6 66.00 1h 20m 0.06%
05.26.2015 22:10 05.27.2015 00:05 GBPUSD Sell 1.00 1.6 1.5 1.53871 1.53854 1.7 16.42 1h 55m 0.01%
05.25.2015 21:45 05.25.2015 23:50 GBPUSD Sell 1.00 1.6 1.5 1.54708 1.54716 -0.8 -8.00 2h 5m -0.01%
05.25.2015 21:10 05.25.2015 21:20 GBPUSD Sell 1.00 1.6 1.5 1.54706 1.54686 2.0 20.00 10m 0.02%
05.24.2015 22:50 05.24.2015 23:35 GBPUSD Sell 1.00 1.6 1.5 1.54835 1.54816 1.9 19.00 45m 0.02%
05.21.2015 20:00 05.21.2015 23:30 GBPUSD Buy 1.00 1.6 1.6 1.56646 1.56615 -3.1 -31.00 3h 30m -0.03%
05.20.2015 22:05 05.20.2015 23:30 GBPUSD Sell 1.00 1.6 1.5 1.55355 1.55356 -0.1 -1.00 1h 25m 0.00%
05.20.2015 20:20 05.20.2015 22:05 GBPUSD Buy 1.00 1.5 1.6 1.55349 1.55355 0.6 6.00 1h 45m 0.01%
05.19.2015 21:45 05.20.2015 00:10 GBPUSD Sell 1.00 1.6 1.5 1.55099 1.55089 1.0 9.42 2h 25m 0.01%
05.19.2015 21:10 05.19.2015 21:30 GBPUSD Sell 1.00 1.6 1.5 1.55112 1.55056 5.6 56.00 20m 0.05%
05.18.2015 22:00 05.19.2015 00:20 GBPUSD Sell 1.00 1.6 1.6 1.56538 1.56568 -3.0 -30.58 2h 20m -0.03%
05.18.2015 20:10 05.18.2015 22:00 GBPUSD Buy 1.00 1.6 1.6 1.56514 1.56538 2.4 24.00 1h 50m 0.02%
05.17.2015 22:15 05.18.2015 00:05 GBPUSD Sell 1.00 1.6 1.6 1.57336 1.57333 0.3 2.42 1h 50m 0.00%
05.15.2015 20:00 05.17.2015 22:15 GBPUSD Buy 1.00 1.6 1.6 1.57361 1.57336 -2.5 -25.00 2d -0.02%
05.14.2015 21:10 05.14.2015 23:05 GBPUSD Sell 1.00 1.6 1.6 1.57762 1.57747 1.5 15.00 1h 55m 0.01%
05.13.2015 21:05 05.13.2015 23:25 GBPUSD Sell 1.00 1.6 1.6 1.57435 1.574 3.5 35.00 2h 20m 0.03%
05.13.2015 20:10 05.13.2015 20:45 GBPUSD Buy 1.00 1.6 1.6 1.57359 1.57379 2.0 20.00 35m 0.02%

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