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Strategieeinstellungen
+1029.59% |
0.24% | |
7.41% | |
Drawdown: | 61.15% |
Bilanz: | $112,958.55 |
Höchstwert: | (Aug 26) $112,958.55 |
Gewinn: | $102,958.62 |
Einlagen: | $10,000.00 |
Test gestartet: | Nov 12, 2010 |
Test beendet: | Aug 26, 2013 |
Zeitrahmen: | 15 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Nov 06, 2014 at 23:23 |
Trades: | 409 |
Rentabilität: |
|
Pips : | 2,061.6 |
Durchschnittlicher Gewinn: | 11.08 pips / $551.85 |
Durchschnittlicher Verlust: | -8.52 pips / -$422.34 |
Lots: | 2,239.95 |
Kommissionen: | 0 |
Longs gewonnen: | (141/204) 69% |
Shorts gewonnen: | (142/205) 69% |
Bester Abschluss ($): | (Mar 18) 7,339.81 |
Schlechtester Trade ($): | (Mar 18) -3,610.24 |
Bester Trade (Pips): | (Feb 25) 92.5 |
Schlechtester Trade (Pips): | (Sep 05) -51.3 |
Durchschn. Trade-Länge: | 1d |
Gewinnfaktor: | 2.93 |
Standardabweichung: | $962.87 |
Sharpe-Quotient | 0.35 |
Z-Wert (Wahrscheinlichkeit): | 7.68 (99.99%) |
Erwartung | 5.0 Pips / $251.73 |
AHPR: | 0.61% |
GHPR: | 0.59% |
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 | 267 | 241 | 214 | 187 | 160 | 134 | 107 | 80 | 53 | 27 |
Handelsaktivität (409)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
08.26.2013 00:00 | 08.26.2013 01:17 | CADJPY | Buy | 15.76 | 90.0 | - | 93.765 | 93.857 | 9.2 | 1,258.25 | 1h 17m | 1.13% |
08.23.2013 22:55 | 08.26.2013 01:17 | CADJPY | Buy | 15.76 | 90.0 | - | 93.928 | 93.857 | -7.1 | -954.59 | 2d | -0.85% |
08.23.2013 22:55 | 08.26.2013 00:00 | CADJPY | Sell | 15.76 | - | - | 93.918 | 93.75 | 16.8 | 2,237.05 | 2d | 2.03% |
08.16.2013 22:55 | 08.19.2013 00:00 | CADJPY | Buy | 15.81 | - | - | 94.3 | 94.321 | 2.1 | 304.63 | 2d | 0.28% |
08.16.2013 22:55 | 08.19.2013 00:00 | CADJPY | Sell | 15.81 | - | - | 94.29 | 94.331 | -4.1 | -622.96 | 2d | -0.56% |
08.09.2013 22:55 | 08.12.2013 00:00 | CADJPY | Buy | 15.86 | - | - | 93.397 | 93.488 | 9.1 | 1,269.04 | 2d | 1.14% |
08.09.2013 22:55 | 08.12.2013 00:00 | CADJPY | Sell | 15.86 | - | - | 93.387 | 93.498 | -11.1 | -1,588.25 | 2d | -1.41% |
08.05.2013 00:00 | 08.05.2013 00:01 | CADJPY | Sell | 15.68 | 95.7 | - | 95.163 | 95.112 | 5.1 | 693.87 | 1m | 0.63% |
08.02.2013 22:55 | 08.05.2013 00:01 | CADJPY | Sell | 15.68 | 95.7 | - | 95.091 | 95.112 | -2.1 | -345.74 | 2d | -0.31% |
08.02.2013 22:55 | 08.05.2013 00:00 | CADJPY | Buy | 15.68 | - | - | 95.101 | 95.162 | 6.1 | 846.41 | 2d | 0.77% |
07.26.2013 22:55 | 07.29.2013 00:52 | CADJPY | Buy | 15.19 | 91.2 | - | 95.581 | 95.467 | -11.4 | -1,486.89 | 2d | -1.36% |
07.29.2013 00:00 | 07.29.2013 00:52 | CADJPY | Buy | 15.19 | 91.2 | - | 95.326 | 95.467 | 14.1 | 1,858.66 | 52m | 1.72% |
07.26.2013 22:55 | 07.29.2013 00:00 | CADJPY | Sell | 15.19 | - | - | 95.571 | 95.331 | 24.0 | 3,105.12 | 2d | 2.92% |
07.22.2013 00:00 | 07.22.2013 00:01 | CADJPY | Sell | 14.91 | 99.0 | - | 96.886 | 96.805 | 8.1 | 1,047.92 | 1m | 0.99% |
07.19.2013 22:55 | 07.22.2013 00:01 | CADJPY | Sell | 14.91 | 99.0 | - | 96.751 | 96.805 | -5.4 | -755.70 | 2d | -0.71% |
07.19.2013 22:55 | 07.22.2013 00:00 | CADJPY | Buy | 14.91 | - | - | 96.761 | 96.888 | 12.7 | 1,658.82 | 2d | 1.59% |
07.12.2013 22:55 | 07.15.2013 00:13 | CADJPY | Sell | 14.75 | 99.6 | - | 95.557 | 95.571 | -1.4 | -235.64 | 2d | -0.23% |
07.15.2013 00:00 | 07.15.2013 00:13 | CADJPY | Sell | 14.75 | 99.6 | - | 95.626 | 95.571 | 5.5 | 703.91 | 13m | 0.68% |
07.12.2013 22:55 | 07.15.2013 00:00 | CADJPY | Buy | 14.75 | - | - | 95.567 | 95.616 | 4.9 | 642.60 | 2d | 0.62% |
07.05.2013 22:55 | 07.08.2013 00:03 | CADJPY | Buy | 14.67 | 95.3 | - | 95.657 | 95.65 | -0.7 | -73.80 | 2d | -0.07% |
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