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Strategieeinstellungen

useMA
false
MAperiod
1
MA2period
360
HourStart
23
MinuteStart
0
HourStop
0
MinuteStop
15
minSize
4
AtrPeriod
4
countback
0
DevFactor
0.8
LimitTrade
true
TrailingTrade
true
stop
40
limit
14
+53868.62%

0.22%
6.81%
Drawdown: 27.17%

Bilanz: $5,396,861.89
Höchstwert: (Oct 24) $5,610,249.88
Gewinn: $5,386,862.23
Einlagen: $10,000.00

Test gestartet: Jan 02, 2007
Test beendet: Nov 05, 2014
Zeitrahmen: 15 Minutes

Modelltyp: Every Tick
Hinzugefügt: Nov 05, 2014 at 11:56
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Trades: 3,218
Rentabilität:
Pips : 9,471.6
Durchschnittlicher Gewinn: 10.33 pips / $4,747.57
Durchschnittlicher Verlust: -38.40 pips / -$15,520.49
Lots: 173,352.28
Kommissionen: 0
Longs gewonnen: (1,426/1,684) 84%
Shorts gewonnen: (1,304/1,534) 85%
Bester Abschluss ($): (Oct 24) 37,667.89
Schlechtester Trade ($): (Oct 31) -180,242.08
Bester Trade (Pips): (Jan 03) 14.0
Schlechtester Trade (Pips): (Oct 26) -69.8
Durchschn. Trade-Länge: 8h 53m
Gewinnfaktor: 1.71
Standardabweichung: $15,492.19
Sharpe-Quotient 0.20
Z-Wert (Wahrscheinlichkeit): -18.20 (99.99%)
Erwartung 2.9 Pips / $1,673.98
AHPR: 0.20%
GHPR: 0.20%
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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 348 313 278 243 209 174 139 104 70 35
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (3218)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
11.05.2014 00:15 11.05.2014 08:46 USDCAD Buy 280.51 1.1 1.1 1.14055 1.14195 14.0 34,389.77 8h 31m 0.64%
11.05.2014 00:15 11.05.2014 08:06 USDCAD Buy 561.02 1.1 1.1 1.14055 1.14125 7.0 34,408.75 7h 51m 0.65%
10.30.2014 23:15 10.31.2014 14:31 USDCAD Sell 280.51 1.1 1.1 1.11854 1.12254 -40.0 -98,309.00 15h 16m -1.81%
10.30.2014 23:15 10.31.2014 14:30 USDCAD Sell 561.02 1.1 1.1 1.11854 1.12221 -36.7 -180,242.08 15h 15m -3.21%
10.30.2014 23:00 10.31.2014 01:30 USDCAD Buy 280.51 1.1 1.1 1.11807 1.11947 14.0 32,330.23 2h 30m 0.58%
10.30.2014 23:00 10.31.2014 00:02 USDCAD Buy 561.02 1.1 1.1 1.11807 1.11877 7.0 29,601.44 1h 2m 0.53%
10.27.2014 00:00 10.27.2014 15:07 USDCAD Buy 280.51 1.1 1.1 1.1235 1.1249 14.0 34,907.91 15h 7m 0.63%
10.27.2014 00:00 10.27.2014 13:38 USDCAD Buy 561.02 1.1 1.1 1.1235 1.1242 7.0 34,929.64 13h 38m 0.64%
10.23.2014 23:15 10.24.2014 23:41 USDCAD Buy 276.82 1.1 1.1 1.12276 1.12416 14.0 31,760.21 1d 0.58%
10.23.2014 23:15 10.24.2014 16:14 USDCAD Buy 553.64 1.1 1.1 1.12276 1.11949 -32.7 -167,164.86 16h 59m -2.98%
10.23.2014 23:00 10.24.2014 06:38 USDCAD Sell 276.82 1.1 1.1 1.1232 1.1218 14.0 36,118.51 7h 38m 0.65%
10.23.2014 23:00 10.24.2014 00:00 USDCAD Sell 553.64 1.1 1.1 1.1232 1.1225 7.0 37,667.89 1h 0m 0.68%
10.22.2014 23:45 10.23.2014 02:48 USDCAD Buy 273.55 1.1 1.1 1.12382 1.12522 14.0 33,139.95 3h 3m 0.60%
10.22.2014 23:45 10.23.2014 02:41 USDCAD Buy 547.10 1.1 1.1 1.12382 1.12452 7.0 32,265.97 2h 56m 0.59%
10.20.2014 00:15 10.21.2014 02:57 USDCAD Buy 271.33 1.1 1.1 1.12792 1.12932 14.0 32,748.15 1d 0.60%
10.20.2014 00:15 10.20.2014 01:12 USDCAD Buy 542.66 1.1 1.1 1.12792 1.12862 7.0 33,653.03 57m 0.62%
10.17.2014 00:00 10.17.2014 10:24 USDCAD Sell 271.33 1.1 1.1 1.12568 1.12428 14.0 33,788.94 10h 24m 0.63%
10.17.2014 00:00 10.17.2014 04:02 USDCAD Sell 542.66 1.1 1.1 1.12568 1.12498 7.0 33,767.31 4h 2m 0.63%
10.15.2014 23:45 10.16.2014 11:47 USDCAD Sell 267.65 1.1 1.1 1.12538 1.12918 -38.0 -89,554.00 12h 2m -1.65%
10.15.2014 23:00 10.16.2014 02:18 USDCAD Buy 267.65 1.1 1.1 1.12575 1.12715 14.0 32,367.87 3h 18m 0.60%

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