Strategieeinstellungen
| +199.74% |
| 2.65% | |
| 119.04% | |
| Drawdown: | 28.72% |
| Bilanz: | $1,498.68 |
| Höchstwert: | (Feb 16) $1,507.97 |
| Gewinn: | $998.69 |
| Einlagen: | $500.00 |
| Test gestartet: | Jan 13, 2012 |
| Test beendet: | Feb 24, 2012 |
| Zeitrahmen: | 5 Minutes |
| Modelltyp: | n/a |
| Hinzugefügt: | Feb 26, 2012 at 11:26 |
| Trades: | 120 |
| Rentabilität: |
|
| Pips : | 1,606.0 |
| Durchschnittlicher Gewinn: | 26.05 pips / $12.97 |
| Durchschnittlicher Verlust: | -30.26 pips / -$7.68 |
| Lots: | 5.30 |
| Kommissionen: | 0 |
| Longs gewonnen: | (17/29) 58% |
| Shorts gewonnen: | (76/91) 83% |
| Bester Abschluss ($): | (Feb 16) 138.05 |
| Schlechtester Trade ($): | (Feb 16) -29.74 |
| Bester Trade (Pips): | (Jan 17) 38.0 |
| Schlechtester Trade (Pips): | (Feb 16) -90.0 |
| Durchschn. Trade-Länge: | 16h 32m |
| Gewinnfaktor: | 5.81 |
| Standardabweichung: | $21.41 |
| Sharpe-Quotient | 0.47 |
| Z-Wert (Wahrscheinlichkeit): | -4.05 (99.99%) |
| Erwartung | 13.4 Pips / $8.32 |
| AHPR: | 0.94% |
| GHPR: | 0.92% |
| 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 | 195 | 176 | 156 | 137 | 117 | 98 | 78 | 59 | 39 | 20 |
Handelsaktivität (120)
| Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 02.24.2012 12:18 | 02.24.2012 21:54 | USDCHF | Buy | 0.08 | - | 0.9 | 0.8976 | 0.8959 | -17.0 | -15.18 | 9h 36m | -1.05% |
| 02.23.2012 21:32 | 02.24.2012 21:54 | USDCHF | Buy | 0.02 | - | 0.9 | 0.9012 | 0.8959 | -53.0 | -11.82 | 1d | -0.81% |
| 02.24.2012 09:07 | 02.24.2012 21:54 | USDCHF | Buy | 0.04 | - | 0.9 | 0.8994 | 0.8959 | -35.0 | -15.63 | 12h 47m | -1.07% |
| 02.24.2012 14:52 | 02.24.2012 21:54 | USDCHF | Buy | 0.16 | - | 0.9 | 0.8958 | 0.8959 | 1.0 | 1.79 | 7h 2m | 0.13% |
| 02.24.2012 18:01 | 02.24.2012 21:54 | USDCHF | Buy | 0.32 | - | 0.9 | 0.8939 | 0.8959 | 20.0 | 71.44 | 3h 53m | 5.01% |
| 02.23.2012 20:10 | 02.24.2012 21:54 | USDCHF | Buy | 0.01 | - | 0.9 | 0.903 | 0.8959 | -71.0 | -7.92 | 1d | -0.54% |
| 02.23.2012 11:06 | 02.23.2012 20:10 | USDCHF | Sell | 0.02 | - | 0.9 | 0.9067 | 0.9029 | 38.0 | 8.42 | 9h 4m | 0.57% |
| 02.23.2012 09:56 | 02.23.2012 20:10 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9048 | 0.9029 | 19.0 | 2.10 | 10h 14m | 0.14% |
| 02.23.2012 07:43 | 02.23.2012 09:34 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9082 | 0.9044 | 38.0 | 4.20 | 1h 51m | 0.29% |
| 02.22.2012 16:35 | 02.23.2012 07:30 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9111 | 0.9073 | 38.0 | 4.14 | 14h 55m | 0.28% |
| 02.21.2012 03:35 | 02.22.2012 16:08 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9099 | 0.91 | -1.0 | -0.13 | 1d | -0.01% |
| 02.21.2012 07:33 | 02.22.2012 16:07 | USDCHF | Sell | 0.02 | - | 0.9 | 0.9118 | 0.9099 | 19.0 | 4.15 | 1d | 0.29% |
| 02.21.2012 11:38 | 02.22.2012 16:07 | USDCHF | Sell | 0.04 | - | 0.9 | 0.9137 | 0.9099 | 38.0 | 16.64 | 1d | 1.16% |
| 02.20.2012 23:20 | 02.21.2012 03:08 | USDCHF | Sell | 0.02 | - | 0.9 | 0.9133 | 0.9095 | 38.0 | 8.33 | 3h 48m | 0.58% |
| 02.20.2012 12:30 | 02.21.2012 03:08 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9113 | 0.9095 | 18.0 | 1.96 | 14h 38m | 0.14% |
| 02.19.2012 22:40 | 02.20.2012 11:00 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9167 | 0.9129 | 38.0 | 4.14 | 12h 20m | 0.29% |
| 02.17.2012 10:23 | 02.19.2012 22:18 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9179 | 0.916 | 19.0 | 2.07 | 2d | 0.15% |
| 02.17.2012 11:47 | 02.19.2012 22:18 | USDCHF | Sell | 0.02 | - | 0.9 | 0.9198 | 0.916 | 38.0 | 8.30 | 2d | 0.59% |
| 02.16.2012 17:35 | 02.17.2012 09:39 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9214 | 0.9176 | 38.0 | 4.12 | 16h 4m | 0.29% |
| 02.16.2012 14:40 | 02.16.2012 16:36 | USDCHF | Sell | 0.01 | - | 0.9 | 0.9276 | 0.9238 | 38.0 | 4.11 | 1h 56m | 0.29% |
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