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Strategieeinstellungen
+1800.34% |
2.11% | |
87.11% | |
Drawdown: | 30.85% |
Bilanz: | $95,017.04 |
Höchstwert: | (Oct 19) $95,017.04 |
Gewinn: | $90,017.04 |
Einlagen: | $5,000.00 |
Test gestartet: | May 31, 2011 |
Test beendet: | Oct 19, 2011 |
Zeitrahmen: | 5 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Oct 19, 2011 at 12:37 |
Trades: | 98 |
Rentabilität: |
|
Pips : | 2,627.1 |
Durchschnittlicher Gewinn: | 84.39 pips / $2,285.59 |
Durchschnittlicher Verlust: | -72.36 pips / -$1,435.81 |
Lots: | 241.08 |
Kommissionen: | 0 |
Longs gewonnen: | (32/50) 64% |
Shorts gewonnen: | (30/48) 62% |
Bester Abschluss ($): | (Oct 12) 12,075.00 |
Schlechtester Trade ($): | (Oct 17) -6,406.42 |
Bester Trade (Pips): | (Jun 05) 150.0 |
Schlechtester Trade (Pips): | (Sep 06) -170.2 |
Durchschn. Trade-Länge: | 1d |
Gewinnfaktor: | 2.74 |
Standardabweichung: | $2,921.14 |
Sharpe-Quotient | 0.30 |
Z-Wert (Wahrscheinlichkeit): | 1.08 (71.98%) |
Erwartung | 26.8 Pips / $918.54 |
AHPR: | 3.81% |
GHPR: | 3.05% |
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% | 0.08% | 1.12% | 11.98% |
Aufeinanderfolgende-Loss-Trades | 66 | 60 | 53 | 46 | 40 | 33 | 26 | 20 | 13 | 7 |
Handelsaktivität (98)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.18.2011 17:05 | 10.19.2011 12:22 | EURUSD | Buy | 8.01 | 1.4 | 1.4 | 1.37429 | 1.38225 | 79.6 | 6,375.96 | 19h 17m | 7.19% |
10.17.2011 17:25 | 10.18.2011 16:15 | EURUSD | Sell | 10.27 | 1.4 | 1.4 | 1.37682 | 1.371 | 58.2 | 5,977.14 | 22h 50m | 7.23% |
10.17.2011 02:10 | 10.17.2011 16:40 | EURUSD | Buy | 7.33 | 1.4 | 1.4 | 1.38572 | 1.37698 | -87.4 | -6,406.42 | 14h 30m | -7.19% |
10.13.2011 02:35 | 10.17.2011 01:20 | EURUSD | Buy | 9.40 | 1.4 | 1.4 | 1.37809 | 1.38514 | 70.5 | 6,627.00 | 3d | 8.04% |
10.12.2011 10:00 | 10.13.2011 01:45 | EURUSD | Buy | 6.71 | 1.4 | 1.4 | 1.37973 | 1.37743 | -23.0 | -1,543.30 | 15h 45m | -1.84% |
10.11.2011 08:00 | 10.12.2011 09:16 | EURUSD | Buy | 8.05 | 1.3 | 1.4 | 1.36371 | 1.37871 | 150.0 | 12,075.00 | 1d | 16.79% |
10.10.2011 12:35 | 10.11.2011 07:10 | EURUSD | Buy | 5.75 | 1.3 | 1.4 | 1.36268 | 1.36267 | -0.1 | -5.75 | 18h 35m | -0.01% |
10.07.2011 13:00 | 10.10.2011 12:30 | EURUSD | Buy | 5.13 | 1.3 | 1.4 | 1.34842 | 1.36342 | 150.0 | 7,695.00 | 2d | 11.98% |
10.05.2011 16:00 | 10.07.2011 12:30 | EURUSD | Buy | 5.20 | 1.3 | 1.3 | 1.33276 | 1.34776 | 150.0 | 7,800.00 | 1d | 13.82% |
10.04.2011 15:45 | 10.05.2011 15:10 | EURUSD | Buy | 6.66 | 1.3 | 1.3 | 1.3273 | 1.3294 | 21.0 | 1,398.60 | 23h 25m | 2.54% |
10.03.2011 20:45 | 10.04.2011 14:55 | EURUSD | Sell | 4.76 | 1.3 | 1.3 | 1.31755 | 1.32704 | -94.9 | -4,517.24 | 18h 10m | -7.59% |
10.03.2011 09:15 | 10.03.2011 20:41 | EURUSD | Sell | 4.56 | 1.4 | 1.3 | 1.33312 | 1.31812 | 150.0 | 6,840.00 | 11h 26m | 12.98% |
09.30.2011 15:05 | 10.03.2011 08:25 | EURUSD | Sell | 5.84 | 1.4 | 1.3 | 1.3429 | 1.33685 | 60.5 | 3,533.20 | 2d | 7.19% |
09.29.2011 17:55 | 09.30.2011 14:45 | EURUSD | Sell | 7.49 | 1.4 | 1.3 | 1.35738 | 1.34238 | 150.0 | 11,235.00 | 20h 50m | 29.62% |
09.27.2011 18:30 | 09.29.2011 17:05 | EURUSD | Buy | 5.35 | 1.3 | 1.4 | 1.36528 | 1.3594 | -58.8 | -3,145.80 | 1d | -7.66% |
09.27.2011 08:40 | 09.27.2011 17:45 | EURUSD | Sell | 3.82 | 1.4 | 1.3 | 1.35042 | 1.36286 | -124.4 | -4,752.08 | 9h 5m | -10.37% |
09.26.2011 09:55 | 09.27.2011 07:55 | EURUSD | Buy | 4.90 | 1.3 | 1.4 | 1.345 | 1.35035 | 53.5 | 2,621.50 | 22h 0m | 6.07% |
09.22.2011 19:35 | 09.26.2011 09:05 | EURUSD | Sell | 3.50 | 1.4 | 1.3 | 1.34576 | 1.34743 | -16.7 | -584.50 | 3d | -1.33% |
09.22.2011 08:25 | 09.22.2011 18:45 | EURUSD | Sell | 3.42 | 1.4 | 1.3 | 1.35235 | 1.34938 | 29.7 | 1,015.74 | 10h 20m | 2.37% |
09.21.2011 08:00 | 09.22.2011 07:50 | EURUSD | Sell | 3.05 | 1.4 | 1.4 | 1.36721 | 1.35221 | 150.0 | 4,575.00 | 23h 50m | 11.98% |
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