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Strategieeinstellungen
+227.92% |
0.41% | |
13.12% | |
Drawdown: | 28.95% |
Bilanz: | $163.93 |
Höchstwert: | (Mar 09) $163.93 |
Gewinn: | $113.96 |
Einlagen: | $50.00 |
Test gestartet: | May 24, 2010 |
Test beendet: | Mar 09, 2011 |
Zeitrahmen: | 1 Day |
Modelltyp: | Every Tick |
Hinzugefügt: | Jun 22, 2013 at 14:43 |
Trades: | 49 |
Rentabilität: |
|
Pips : | 4,031.0 |
Durchschnittlicher Gewinn: | 123.67 pips / $3.26 |
Durchschnittlicher Verlust: | -166.14 pips / -$3.30 |
Lots: | 1.21 |
Kommissionen: | 0 |
Longs gewonnen: | (34/41) 82% |
Shorts gewonnen: | (8/8) 100% |
Bester Abschluss ($): | (Dec 02) 10.77 |
Schlechtester Trade ($): | (Sep 01) -7.67 |
Bester Trade (Pips): | (Jan 13) 251.0 |
Schlechtester Trade (Pips): | (Sep 01) -386.0 |
Durchschn. Trade-Länge: | 4d |
Gewinnfaktor: | 5.93 |
Standardabweichung: | $3.63 |
Sharpe-Quotient | 0.65 |
Z-Wert (Wahrscheinlichkeit): | 1.51 (86.89%) |
Erwartung | 82.3 Pips / $2.33 |
AHPR: | 2.52% |
GHPR: | 2.45% |
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 | 50 | 45 | 40 | 35 | 30 | 25 | 20 | 15 | 10 | 5 |
Handelsaktivität (49)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
03.07.2011 12:00 | 03.09.2011 17:54 | EURUSD | Sell | 0.02 | - | - | 1.4038 | 1.3976 | 62.0 | 1.23 | 2d | 0.76% |
02.28.2011 12:00 | 03.01.2011 16:01 | EURUSD | Sell | 0.02 | - | 1.4 | 1.387 | 1.3855 | 15.0 | 0.29 | 1d | 0.18% |
02.22.2011 12:00 | 02.24.2011 15:35 | EURUSD | Buy | 0.02 | - | - | 1.3646 | 1.3896 | 250.0 | 5.01 | 2d | 3.18% |
02.14.2011 12:00 | 02.17.2011 02:45 | EURUSD | Buy | 0.03 | - | 1.4 | 1.3479 | 1.3638 | 159.0 | 4.78 | 2d | 3.13% |
02.07.2011 12:00 | 02.17.2011 02:45 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3625 | 1.3638 | 13.0 | 0.28 | 9d | 0.18% |
01.24.2011 12:00 | 02.01.2011 17:52 | EURUSD | Buy | 0.02 | - | - | 1.3613 | 1.3863 | 250.0 | 5.02 | 8d | 3.41% |
01.17.2011 12:00 | 01.21.2011 08:14 | EURUSD | Buy | 0.02 | - | - | 1.334 | 1.359 | 250.0 | 5.01 | 3d | 3.52% |
01.10.2011 12:00 | 01.13.2011 10:22 | EURUSD | Buy | 0.03 | - | 1.3 | 1.2959 | 1.321 | 251.0 | 7.54 | 2d | 5.59% |
01.03.2011 12:00 | 01.13.2011 10:22 | EURUSD | Buy | 0.02 | - | 1.3 | 1.3335 | 1.321 | -125.0 | -2.48 | 9d | -1.81% |
12.20.2010 12:00 | 12.28.2010 12:36 | EURUSD | Buy | 0.03 | - | 1.4 | 1.3205 | 1.3301 | 96.0 | 2.90 | 8d | 2.27% |
12.21.2010 12:00 | 12.28.2010 12:36 | EURUSD | Buy | 0.05 | - | 1.4 | 1.3173 | 1.3301 | 128.0 | 6.44 | 7d | 4.92% |
12.14.2010 12:00 | 12.28.2010 12:36 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3511 | 1.3301 | -210.0 | -4.17 | 14d | -3.16% |
12.06.2010 12:00 | 12.13.2010 12:52 | EURUSD | Buy | 0.02 | - | 1.3 | 1.3297 | 1.3312 | 15.0 | 0.31 | 7d | 0.24% |
11.30.2010 12:00 | 12.02.2010 11:33 | EURUSD | Buy | 0.05 | - | 1.4 | 1.3048 | 1.3263 | 215.0 | 10.77 | 1d | 8.90% |
11.29.2010 12:00 | 12.02.2010 11:33 | EURUSD | Buy | 0.03 | - | 1.4 | 1.3234 | 1.3263 | 29.0 | 0.89 | 2d | 0.74% |
11.23.2010 12:00 | 12.02.2010 11:33 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3593 | 1.3263 | -330.0 | -6.58 | 8d | -5.19% |
11.16.2010 12:00 | 11.18.2010 08:26 | EURUSD | Buy | 0.03 | - | 1.4 | 1.3604 | 1.3668 | 64.0 | 1.93 | 1d | 1.55% |
11.15.2010 12:00 | 11.18.2010 08:26 | EURUSD | Buy | 0.02 | - | 1.4 | 1.3653 | 1.3668 | 15.0 | 0.31 | 2d | 0.25% |
11.02.2010 12:00 | 11.09.2010 12:00 | EURUSD | Sell | 0.02 | - | 1.4 | 1.3991 | 1.3976 | 15.0 | 0.25 | 7d | 0.20% |
10.26.2010 12:00 | 11.01.2010 13:50 | EURUSD | Sell | 0.02 | - | 1.4 | 1.3951 | 1.3936 | 15.0 | 0.26 | 6d | 0.21% |
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