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Strategieeinstellungen

SL
0
TP
50
Trailing
44
TrailingReserve
1
Wpr_period
5
Mfi_period
1
NoteSpread
"Max Sprea...
MaxSpread
4
Recovery
false
recovery_k
2
MoneyManagement
false
PercentRisk
5
LotSize
0.1
NoteFri
"Trade aft...
TradeLateFri
true
+292.92%

0.13%
3.95%
Drawdown: 21.24%

Bilanz: $3,929.21
Höchstwert: (Nov 30) $3,929.21
Gewinn: $2,929.19
Einlagen: $1,000.00

Test gestartet: Jan 05, 2009
Test beendet: Nov 30, 2011
Zeitrahmen: 15 Minutes

Modelltyp: n/a
Hinzugefügt: Oct 09, 2012 at 14:40
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Trades: 383
Rentabilität:
Pips : 4,028.5
Durchschnittlicher Gewinn: 18.07 pips / $13.22
Durchschnittlicher Verlust: -33.56 pips / -$24.90
Lots: 38.30
Kommissionen: 0
Longs gewonnen: (180/205) 87%
Shorts gewonnen: (147/178) 82%
Bester Abschluss ($): (Jun 08) 41.65
Schlechtester Trade ($): (Dec 02) -207.52
Bester Trade (Pips): (Jan 06) 50.0
Schlechtester Trade (Pips): (Dec 02) -269.8
Durchschn. Trade-Länge: 6h 22m
Gewinnfaktor: 3.10
Standardabweichung: $23.20
Sharpe-Quotient 0.36
Z-Wert (Wahrscheinlichkeit): 1.00 (68.26%)
Erwartung 10.5 Pips / $7.65
AHPR: 0.36%
GHPR: 0.36%
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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 158 142 126 110 95 79 63 47 32 16
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (383)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
11.30.2011 13:04 11.30.2011 14:21 EURUSD Sell 0.10 - 1.3 1.33034 1.33007 2.7 2.03 1h 17m 0.05%
11.24.2011 07:42 11.24.2011 12:46 EURUSD Buy 0.10 1.3 1.3 1.33644 1.33669 2.5 1.87 5h 4m 0.05%
11.24.2011 02:24 11.24.2011 07:42 EURUSD Sell 0.10 - 1.3 1.33604 1.33646 -4.2 -3.14 5h 18m -0.08%
11.23.2011 09:15 11.23.2011 10:23 EURUSD Sell 0.10 - 1.3 1.34764 1.34572 19.2 14.27 1h 8m 0.36%
11.21.2011 15:32 11.21.2011 16:39 EURUSD Sell 0.10 - 1.3 1.34655 1.34576 7.9 5.87 1h 7m 0.15%
11.17.2011 10:04 11.17.2011 16:09 EURUSD Buy 0.10 1.3 1.4 1.34778 1.35278 50.0 36.96 6h 5m 0.95%
11.17.2011 04:30 11.17.2011 10:04 EURUSD Sell 0.10 - 1.3 1.34657 1.34776 -11.9 -8.83 5h 34m -0.23%
11.16.2011 09:49 11.16.2011 13:10 EURUSD Sell 0.10 - 1.3 1.34642 1.34642 0.0 0.00 3h 21m 0.00%
11.15.2011 03:08 11.15.2011 04:34 EURUSD Sell 0.10 - 1.4 1.36363 1.36272 9.1 6.68 1h 26m 0.17%
11.10.2011 07:21 11.10.2011 08:21 EURUSD Sell 0.10 - 1.4 1.3553 1.35318 21.2 15.67 1h 0m 0.41%
11.03.2011 07:14 11.03.2011 08:19 EURUSD Sell 0.10 - 1.4 1.37015 1.3691 10.5 7.67 1h 5m 0.20%
11.01.2011 18:35 11.01.2011 21:04 EURUSD Sell 0.10 - 1.4 1.36996 1.36996 0.0 0.00 2h 29m 0.00%
10.28.2011 05:40 10.28.2011 08:00 EURUSD Buy 0.10 - 1.4 1.41668 1.41735 6.7 4.73 2h 20m 0.12%
10.28.2011 03:17 10.28.2011 04:17 EURUSD Buy 0.10 - 1.4 1.41703 1.41835 13.2 9.31 1h 0m 0.24%
10.28.2011 00:43 10.28.2011 02:45 EURUSD Buy 0.10 - 1.4 1.41764 1.41938 17.4 12.26 2h 2m 0.32%
10.25.2011 01:20 10.25.2011 03:00 EURUSD Buy 0.10 - 1.4 1.39141 1.39191 5.0 3.59 1h 40m 0.09%
10.21.2011 21:00 10.21.2011 22:00 EURUSD Buy 0.10 - 1.4 1.38333 1.38662 32.9 23.73 1h 0m 0.63%
10.17.2011 08:21 10.17.2011 13:43 EURUSD Sell 0.10 1.4 1.4 1.38581 1.38081 50.0 36.21 5h 22m 0.96%
10.17.2011 03:07 10.17.2011 08:21 EURUSD Buy 0.10 - 1.4 1.38617 1.38579 -3.8 -2.74 5h 14m -0.07%
10.12.2011 23:13 10.13.2011 03:45 EURUSD Buy 0.10 - 1.4 1.37881 1.37884 0.3 -0.36 4h 32m -0.01%

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