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Strategieeinstellungen

EAComment
"RMI EA"
LicenceKey
"cubbybgoo...
UseMainPattern
true
UseNewPattern
false
UseInsideBarPattern...
false
Indicator_Parameter...
"_________...
Indicators_
"---------...
RMIPeriod
14
MomPeriod
5
BuyLevel
25
SellLevel
85
BarShift
1
Trade_Parameters
"_________...
UseHedge
false
Hedge
"GBPCAD"
+215.74%

0.04%
1.3%
Drawdown: 17.75%

Bilanz: $95,374.90
Höchstwert: (May 09) $95,374.90
Gewinn: $65,374.90
Einlagen: $30,000.00

Test gestartet: Jan 11, 2010
Test beendet: May 09, 2017
Zeitrahmen: 1 Hour

Modelltyp: Every Tick
Hinzugefügt: Jun 20, 2017 at 10:18
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Trades: 910
Rentabilität:
Pips : 15,471.6
Durchschnittlicher Gewinn: 34.52 pips / $145.29
Durchschnittlicher Verlust: -28.49 pips / -$118.91
Lots: 508.10
Kommissionen: 0
Longs gewonnen: (458/641) 71%
Shorts gewonnen: (199/269) 73%
Bester Abschluss ($): (Nov 24) 962.45
Schlechtester Trade ($): (Nov 24) -901.89
Bester Trade (Pips): (Nov 24) 146.2
Schlechtester Trade (Pips): (Jan 13) -148.7
Durchschn. Trade-Länge: 2d
Gewinnfaktor: 3.17
Standardabweichung: $167.01
Sharpe-Quotient 0.00
Z-Wert (Wahrscheinlichkeit): -6.27 (99.99%)
Erwartung 17.0 Pips / $71.84
AHPR: 0.13%
GHPR: 0.13%
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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 802 722 642 561 481 401 321 241 160 80
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (910)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
05.07.2017 19:00 05.09.2017 10:43 AUDCAD Buy 0.95 1.0 - 1.01251 1.00952 -29.9 -214.87 1d -0.23%
05.07.2017 22:13 05.09.2017 10:43 AUDCAD Buy 0.95 1.0 - 1.01051 1.00953 -9.8 -70.43 1d -0.07%
05.09.2017 03:02 05.09.2017 10:43 AUDCAD Buy 0.95 1.0 - 1.00651 1.00954 30.3 217.73 7h 41m 0.23%
05.08.2017 22:43 05.09.2017 10:43 AUDCAD Buy 0.95 1.0 - 1.00851 1.00952 10.1 72.57 12h 0m 0.08%
05.09.2017 06:32 05.09.2017 10:43 AUDCAD Buy 0.95 1.0 - 1.00451 1.00953 50.2 360.73 4h 11m 0.38%
05.04.2017 09:45 05.04.2017 17:09 AUDCAD Buy 0.94 1.0 - 1.01445 1.01947 50.2 357.02 7h 24m 0.38%
05.03.2017 15:00 05.04.2017 17:09 AUDCAD Buy 0.94 1.0 - 1.02045 1.01946 -9.9 -70.40 1d -0.07%
05.04.2017 02:30 05.04.2017 17:09 AUDCAD Buy 0.94 1.0 - 1.01645 1.01946 30.1 214.07 14h 39m 0.23%
05.03.2017 16:03 05.04.2017 17:09 AUDCAD Buy 0.94 1.0 - 1.01845 1.01947 10.2 72.54 1d 0.08%
05.03.2017 14:00 05.04.2017 17:09 AUDCAD Buy 0.94 1.0 - 1.02245 1.01945 -30.0 -213.35 1d -0.23%
05.01.2017 07:00 05.03.2017 03:02 AUDCAD Sell 0.94 1.1 - 1.02567 1.02865 -29.8 -211.92 1d -0.22%
05.01.2017 11:25 05.03.2017 03:02 AUDCAD Sell 0.94 1.1 - 1.02967 1.02861 10.6 75.38 1d 0.08%
05.01.2017 08:17 05.03.2017 03:02 AUDCAD Sell 0.94 1.1 - 1.02767 1.02863 -9.6 -68.27 1d -0.07%
05.02.2017 11:20 05.03.2017 03:02 AUDCAD Sell 0.94 1.1 - 1.03167 1.02862 30.5 216.90 15h 42m 0.23%
05.02.2017 12:39 05.03.2017 03:02 AUDCAD Sell 0.94 1.1 - 1.03367 1.02863 50.4 358.41 14h 23m 0.38%
04.26.2017 06:00 04.26.2017 18:41 AUDCAD Buy 0.93 1.0 - 1.0182 1.01793 -2.7 -19.00 12h 41m -0.02%
04.26.2017 09:14 04.26.2017 18:41 AUDCAD Buy 0.93 1.0 - 1.0162 1.01789 16.9 118.94 9h 27m 0.13%
04.26.2017 11:04 04.26.2017 18:41 AUDCAD Buy 0.93 1.0 - 1.0142 1.01784 36.4 256.17 7h 37m 0.27%
04.18.2017 06:00 04.18.2017 16:37 AUDCAD Buy 0.93 1.0 - 1.00671 1.01171 50.0 351.95 10h 37m 0.38%
04.10.2017 14:18 04.12.2017 22:31 AUDCAD Buy 0.93 0.9 - 1.00037 1.00212 17.5 123.16 2d 0.13%

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