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Strategieeinstellungen
+138.59% |
0.06% | |
1.93% | |
Drawdown: | 7.51% |
Bilanz: | $23,858.47 |
Höchstwert: | (Jun 11) $24,325.87 |
Gewinn: | $13,858.80 |
Einlagen: | $10,000.00 |
Test gestartet: | Jan 04, 2010 |
Test beendet: | Sep 27, 2013 |
Zeitrahmen: | 30 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Dec 15, 2013 at 17:36 |
Trades: | 421 |
Rentabilität: |
|
Pips : | 6,968.4 |
Durchschnittlicher Gewinn: | 72.40 pips / $144.51 |
Durchschnittlicher Verlust: | -59.69 pips / -$119.43 |
Lots: | 84.20 |
Kommissionen: | 0 |
Longs gewonnen: | (114/196) 58% |
Shorts gewonnen: | (129/225) 57% |
Bester Abschluss ($): | (Jan 20) 600.40 |
Schlechtester Trade ($): | (Aug 30) -122.00 |
Bester Trade (Pips): | (Jan 20) 300.2 |
Schlechtester Trade (Pips): | (Aug 30) -61.0 |
Durchschn. Trade-Länge: | 1d |
Gewinnfaktor: | 1.65 |
Standardabweichung: | $169.47 |
Sharpe-Quotient | 0.21 |
Z-Wert (Wahrscheinlichkeit): | 1.50 (86.63%) |
Erwartung | 16.6 Pips / $32.92 |
AHPR: | 0.21% |
GHPR: | 0.21% |
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 | 200 | 180 | 160 | 140 | 120 | 100 | 80 | 60 | 40 | 20 |
Handelsaktivität (421)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
09.26.2013 10:00 | 09.27.2013 22:59 | EURUSD | Sell | 0.20 | 1.4 | 1.3 | 1.35181 | 1.35224 | -4.3 | -8.60 | 1d | -0.04% |
09.19.2013 10:00 | 09.25.2013 18:22 | EURUSD | Sell | 0.20 | 1.4 | 1.3 | 1.35331 | 1.35259 | 7.2 | 14.40 | 6d | 0.06% |
09.16.2013 10:00 | 09.18.2013 21:00 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.33669 | 1.34267 | -59.8 | -119.60 | 2d | -0.50% |
09.11.2013 10:00 | 09.12.2013 15:30 | EURUSD | Buy | 0.20 | 1.3 | 1.4 | 1.32557 | 1.32611 | 5.4 | 9.76 | 1d | 0.04% |
09.09.2013 10:00 | 09.09.2013 17:22 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.31773 | 1.32371 | -59.8 | -119.60 | 7h 22m | -0.50% |
09.05.2013 10:00 | 09.05.2013 17:39 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.31732 | 1.31131 | -60.1 | -120.20 | 7h 39m | -0.50% |
08.28.2013 10:00 | 09.04.2013 18:19 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.33832 | 1.32034 | 179.8 | 359.60 | 7d | 1.51% |
08.22.2013 10:00 | 08.27.2013 11:07 | EURUSD | Buy | 0.20 | 1.3 | 1.4 | 1.33365 | 1.33438 | 7.3 | 13.56 | 5d | 0.06% |
08.21.2013 10:30 | 08.21.2013 21:05 | EURUSD | Buy | 0.20 | 1.3 | 1.4 | 1.33955 | 1.33354 | -60.1 | -120.20 | 10h 35m | -0.50% |
08.19.2013 10:00 | 08.21.2013 10:21 | EURUSD | Buy | 0.20 | 1.3 | 1.4 | 1.3325 | 1.33889 | 63.9 | 127.11 | 2d | 0.53% |
08.15.2013 10:00 | 08.15.2013 20:13 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.32884 | 1.32726 | 15.8 | 31.60 | 10h 13m | 0.13% |
08.08.2013 10:00 | 08.15.2013 05:17 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.33511 | 1.32975 | 53.6 | 107.20 | 6d | 0.45% |
08.05.2013 10:00 | 08.07.2013 17:15 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.32694 | 1.33292 | -59.8 | -119.60 | 2d | -0.50% |
08.01.2013 10:00 | 08.02.2013 04:14 | EURUSD | Buy | 0.20 | 1.3 | 1.4 | 1.32541 | 1.3194 | -60.1 | -120.55 | 18h 14m | -0.50% |
07.29.2013 10:00 | 07.31.2013 21:14 | EURUSD | Buy | 0.20 | 1.3 | 1.4 | 1.32657 | 1.3267 | 1.3 | 1.91 | 2d | 0.01% |
07.25.2013 10:00 | 07.25.2013 22:11 | EURUSD | Sell | 0.20 | 1.3 | 1.3 | 1.32167 | 1.32768 | -60.1 | -120.20 | 12h 11m | -0.50% |
07.18.2013 10:00 | 07.24.2013 20:22 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.3099 | 1.31911 | 92.1 | 182.82 | 6d | 0.77% |
07.15.2013 10:00 | 07.17.2013 17:37 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.305 | 1.3114 | 64.0 | 127.31 | 2d | 0.54% |
07.10.2013 10:15 | 07.10.2013 17:59 | EURUSD | Sell | 0.20 | 1.3 | 1.2 | 1.2795 | 1.28552 | -60.2 | -120.40 | 7h 44m | -0.50% |
07.08.2013 10:00 | 07.09.2013 17:08 | EURUSD | Buy | 0.20 | 1.3 | 1.3 | 1.28273 | 1.28334 | 6.1 | 11.85 | 1d | 0.05% |
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