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Strategieeinstellungen
+136.27% |
5.19% | |
355.99% | |
Drawdown: | 14.54% |
Bilanz: | $23,627.27 |
Höchstwert: | (Sep 02) $23,627.27 |
Gewinn: | $13,627.27 |
Einlagen: | $10,000.00 |
Test gestartet: | Aug 16, 2011 |
Test beendet: | Sep 02, 2011 |
Zeitrahmen: | 30 Minutes |
Modelltyp: | n/a |
Hinzugefügt: | Sep 04, 2011 at 13:38 |
Trades: | 20 |
Rentabilität: |
|
Pips : | 1,075.5 |
Durchschnittlicher Gewinn: | 68.08 pips / $862.64 |
Durchschnittlicher Verlust: | -27.30 pips / -$345.86 |
Lots: | 20.00 |
Kommissionen: | 0 |
Longs gewonnen: | (11/13) 84% |
Shorts gewonnen: | (6/7) 85% |
Bester Abschluss ($): | (Sep 02) 2,145.47 |
Schlechtester Trade ($): | (Aug 25) -421.95 |
Bester Trade (Pips): | (Sep 02) 169.4 |
Schlechtester Trade (Pips): | (Aug 25) -33.3 |
Durchschn. Trade-Länge: | 2h 23m |
Gewinnfaktor: | 14.13 |
Standardabweichung: | $784.68 |
Sharpe-Quotient | 0.85 |
Z-Wert (Wahrscheinlichkeit): | -0.57 (-43.13%) |
Erwartung | 53.8 Pips / $681.36 |
AHPR: | 4.52% |
GHPR: | 4.39% |
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 | 68 | 61 | 55 | 48 | 41 | 34 | 27 | 20 | 14 | 7 |
Handelsaktivität (20)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.02.2011 09:13 | 09.02.2011 12:35 | EURCHF | Sell | 1.00 | - | - | 1.11106 | 1.10262 | 84.4 | 1,068.94 | 3h 22m | 4.74% |
09.02.2011 04:57 | 09.02.2011 07:29 | EURCHF | Sell | 1.00 | - | - | 1.13087 | 1.11478 | 160.9 | 2,037.82 | 2h 32m | 9.93% |
09.02.2011 03:10 | 09.02.2011 07:29 | EURCHF | Sell | 1.00 | - | - | 1.13168 | 1.11474 | 169.4 | 2,145.47 | 4h 19m | 11.68% |
09.01.2011 14:17 | 09.01.2011 16:20 | EURCHF | Sell | 1.00 | - | - | 1.13821 | 1.13278 | 54.3 | 687.72 | 2h 3m | 3.89% |
08.31.2011 08:01 | 08.31.2011 10:08 | EURCHF | Sell | 1.00 | - | - | 1.1743 | 1.16873 | 55.7 | 705.45 | 2h 7m | 4.15% |
08.29.2011 02:47 | 08.29.2011 06:58 | EURCHF | Buy | 1.00 | - | - | 1.17203 | 1.18377 | 117.4 | 1,487.58 | 4h 11m | 9.60% |
08.29.2011 01:35 | 08.29.2011 06:58 | EURCHF | Buy | 1.00 | - | - | 1.17381 | 1.18406 | 102.5 | 1,298.78 | 5h 23m | 9.15% |
08.28.2011 23:33 | 08.29.2011 06:57 | EURCHF | Buy | 1.00 | - | - | 1.1714 | 1.18421 | 128.1 | 1,625.66 | 7h 24m | 12.93% |
08.26.2011 15:24 | 08.26.2011 16:29 | EURCHF | Buy | 1.00 | - | - | 1.16098 | 1.17283 | 118.5 | 1,501.52 | 1h 5m | 13.57% |
08.26.2011 14:48 | 08.26.2011 14:57 | EURCHF | Buy | 1.00 | - | - | 1.16435 | 1.1676 | 32.5 | 411.81 | 9m | 3.86% |
08.26.2011 14:47 | 08.26.2011 14:57 | EURCHF | Buy | 1.00 | - | - | 1.16607 | 1.16631 | 2.4 | 30.41 | 10m | 0.29% |
08.25.2011 11:01 | 08.25.2011 12:55 | EURCHF | Buy | 1.00 | - | - | 1.14717 | 1.15049 | 33.2 | 420.68 | 1h 54m | 4.12% |
08.25.2011 07:21 | 08.25.2011 08:00 | EURCHF | Buy | 1.00 | - | - | 1.14719 | 1.14556 | -16.3 | -206.54 | 39m | -1.98% |
08.25.2011 06:48 | 08.25.2011 08:00 | EURCHF | Buy | 1.00 | - | - | 1.14888 | 1.14555 | -33.3 | -421.95 | 1h 12m | -3.89% |
08.24.2011 18:01 | 08.24.2011 19:44 | EURCHF | Buy | 1.00 | - | - | 1.14548 | 1.14635 | 8.7 | 110.24 | 1h 43m | 1.03% |
08.24.2011 16:02 | 08.24.2011 17:08 | EURCHF | Buy | 1.00 | - | - | 1.14504 | 1.1452 | 1.6 | 20.27 | 1h 6m | 0.19% |
08.23.2011 08:09 | 08.23.2011 09:34 | EURCHF | Buy | 1.00 | - | - | 1.13744 | 1.14181 | 43.7 | 553.72 | 1h 25m | 5.46% |
08.22.2011 04:38 | 08.22.2011 05:38 | EURCHF | Sell | 1.00 | - | - | 1.12695 | 1.13018 | -32.3 | -409.08 | 1h 0m | -3.87% |
08.17.2011 05:18 | 08.17.2011 06:15 | EURCHF | Buy | 1.00 | - | - | 1.14838 | 1.15241 | 40.3 | 510.64 | 57m | 5.08% |
08.16.2011 06:36 | 08.16.2011 11:36 | EURCHF | Sell | 1.00 | - | - | 1.12202 | 1.12164 | 3.8 | 48.13 | 5h 0m | 0.48% |
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