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Strategieeinstellungen
+30498.78% |
1.65% | |
63.56% | |
Drawdown: | 45.02% |
Bilanz: | $152,993.88 |
Höchstwert: | (Nov 24) $157,847.79 |
Gewinn: | $152,493.88 |
Einlagen: | $500.00 |
Test gestartet: | Dec 15, 2010 |
Test beendet: | Nov 29, 2011 |
Zeitrahmen: | 5 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Nov 29, 2011 at 02:39 |
Trades: | 179 |
Rentabilität: |
|
Pips : | 4,632.6 |
Durchschnittlicher Gewinn: | 97.06 pips / $2,820.80 |
Durchschnittlicher Verlust: | -75.11 pips / -$1,941.76 |
Lots: | 549.17 |
Kommissionen: | 0 |
Longs gewonnen: | (53/85) 62% |
Shorts gewonnen: | (52/94) 55% |
Bester Abschluss ($): | (Nov 11) 34,335.00 |
Schlechtester Trade ($): | (Oct 31) -20,730.36 |
Bester Trade (Pips): | (Dec 20) 150.0 |
Schlechtester Trade (Pips): | (May 27) -176.8 |
Durchschn. Trade-Länge: | 1d |
Gewinnfaktor: | 2.06 |
Standardabweichung: | $5,609.70 |
Sharpe-Quotient | 0.31 |
Z-Wert (Wahrscheinlichkeit): | 1.34 (81.97%) |
Erwartung | 25.9 Pips / $851.92 |
AHPR: | 3.99% |
GHPR: | 3.25% |
Verlustgröße | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Verlustwahrscheinlichkeit | <0.01% | <0.01% | <0.01% | 0.01% | 0.06% | 0.36% | 1.57% | 5.5% | 16.3% | 42.46% |
Aufeinanderfolgende-Loss-Trades | 79 | 71 | 63 | 55 | 47 | 39 | 32 | 24 | 16 | 8 |
Handelsaktivität (179)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.28.2011 18:25 | 11.29.2011 00:50 | EURUSD | Sell | 17.50 | 1.4 | 1.3 | 1.33263 | 1.32983 | 28.0 | 4,900.00 | 6h 25m | 3.31% |
11.27.2011 23:10 | 11.28.2011 17:55 | EURUSD | Buy | 14.83 | 1.3 | 1.3 | 1.33236 | 1.33148 | -8.8 | -1,305.04 | 18h 45m | -0.87% |
11.25.2011 08:15 | 11.27.2011 22:40 | EURUSD | Sell | 16.63 | 1.3 | 1.3 | 1.33089 | 1.33021 | 6.8 | 1,130.84 | 2d | 0.76% |
11.24.2011 04:30 | 11.25.2011 07:50 | EURUSD | Buy | 12.79 | 1.3 | 1.4 | 1.33792 | 1.33043 | -74.9 | -9,579.71 | 1d | -6.07% |
11.23.2011 11:50 | 11.24.2011 04:00 | EURUSD | Sell | 13.82 | 1.4 | 1.3 | 1.34011 | 1.33817 | 19.4 | 2,681.08 | 16h 10m | 1.73% |
11.21.2011 07:00 | 11.23.2011 11:46 | EURUSD | Sell | 17.94 | 1.3 | 1.3 | 1.35185 | 1.34085 | 110.0 | 19,734.00 | 2d | 14.57% |
11.16.2011 09:50 | 11.21.2011 06:30 | EURUSD | Buy | 15.21 | 1.3 | 1.4 | 1.35252 | 1.35128 | -12.4 | -1,886.04 | 4d | -1.37% |
11.15.2011 17:15 | 11.16.2011 09:20 | EURUSD | Sell | 17.64 | 1.4 | 1.3 | 1.35317 | 1.35271 | 4.6 | 811.44 | 16h 5m | 0.59% |
11.14.2011 16:35 | 11.15.2011 16:59 | EURUSD | Sell | 22.91 | 1.4 | 1.3 | 1.36369 | 1.35269 | 110.0 | 25,201.00 | 1d | 22.64% |
11.14.2011 08:27 | 11.14.2011 16:10 | EURUSD | Buy | 17.62 | 1.4 | 1.4 | 1.37219 | 1.36406 | -81.3 | -14,325.06 | 7h 43m | -11.40% |
11.10.2011 10:15 | 11.11.2011 16:17 | EURUSD | Buy | 22.89 | 1.4 | 1.4 | 1.36039 | 1.37539 | 150.0 | 34,335.00 | 1d | 37.61% |
11.09.2011 15:20 | 11.10.2011 09:45 | EURUSD | Sell | 18.91 | 1.4 | 1.3 | 1.35769 | 1.3598 | -21.1 | -3,990.01 | 18h 25m | -4.19% |
11.04.2011 14:10 | 11.07.2011 14:50 | EURUSD | Sell | 14.01 | 1.4 | 1.4 | 1.3731 | 1.38004 | -69.4 | -9,722.94 | 3d | -9.26% |
11.03.2011 09:55 | 11.04.2011 13:40 | EURUSD | Buy | 11.87 | 1.4 | 1.4 | 1.37801 | 1.37613 | -18.8 | -2,231.56 | 1d | -2.08% |
11.02.2011 18:00 | 11.03.2011 09:25 | EURUSD | Sell | 10.06 | 1.4 | 1.4 | 1.37462 | 1.3749 | -2.8 | -281.68 | 15h 25m | -0.26% |
11.02.2011 04:20 | 11.02.2011 17:30 | EURUSD | Buy | 11.08 | 1.4 | 1.4 | 1.37167 | 1.37256 | 8.9 | 986.12 | 13h 10m | 0.93% |
11.01.2011 08:50 | 11.02.2011 03:50 | EURUSD | Sell | 9.39 | 1.4 | 1.4 | 1.37079 | 1.37249 | -17.0 | -1,596.30 | 19h 0m | -1.48% |
10.31.2011 19:55 | 11.01.2011 08:27 | EURUSD | Sell | 12.19 | 1.4 | 1.4 | 1.38522 | 1.37022 | 150.0 | 18,285.00 | 12h 32m | 20.35% |
10.31.2011 05:25 | 10.31.2011 19:29 | EURUSD | Sell | 15.83 | 1.4 | 1.4 | 1.40044 | 1.38544 | 150.0 | 23,745.00 | 14h 4m | 35.92% |
10.28.2011 10:40 | 10.31.2011 05:00 | EURUSD | Buy | 12.18 | 1.4 | 1.4 | 1.41559 | 1.39857 | -170.2 | -20,730.36 | 2d | -23.87% |
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