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Strategieeinstellungen

Name
"Morpheus ...
Copy
"Copyright...
_
"http:morp...
timefilter
"Time Filt...
gmtshift
1
generalfilter
false
starthour
7
startminutes
0
endhour
21
endminutes
0
tradesunday
true
fridayfilter
false
fridayhour
21
fridayminutes
0
TakeProfit
27
+267.11%

0.12%
3.63%
Drawdown: 8.56%

Bilanz: $3,671.14
Höchstwert: (Jan 06) $3,671.14
Gewinn: $2,671.14
Einlagen: $1,000.00

Test gestartet: Jan 08, 2009
Test beendet: Jan 06, 2012
Zeitrahmen: 15 Minutes

Modelltyp: Every Tick
Hinzugefügt: Jan 08, 2012 at 20:29
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Trades: 708
Rentabilität:
Pips : 2,684.1
Durchschnittlicher Gewinn: 9.75 pips / $9.74
Durchschnittlicher Verlust: -27.58 pips / -$27.63
Lots: 70.80
Kommissionen: 0
Longs gewonnen: (282/342) 82%
Shorts gewonnen: (313/366) 85%
Bester Abschluss ($): (Dec 07) 27.40
Schlechtester Trade ($): (Jan 14) -119.00
Bester Trade (Pips): (Dec 07) 27.4
Schlechtester Trade (Pips): (Jan 14) -119.0
Durchschn. Trade-Länge: 3h 8m
Gewinnfaktor: 1.86
Standardabweichung: $20.33
Sharpe-Quotient 0.13
Z-Wert (Wahrscheinlichkeit): 0.36 (28.11%)
Erwartung 3.8 Pips / $3.77
AHPR: 0.19%
GHPR: 0.18%
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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 133 120 106 93 80 66 53 40 27 13
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Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (708)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
01.06.2012 20:45 01.06.2012 21:30 EURUSD Sell 0.10 1.3 1.3 1.2728 1.2718 10.0 10.00 45m 0.27%
01.04.2012 19:00 01.04.2012 19:44 EURUSD Sell 0.10 1.3 1.3 1.2955 1.2954 1.0 1.00 44m 0.03%
01.03.2012 14:15 01.03.2012 14:59 EURUSD Buy 0.10 1.3 1.3 1.3016 1.303 14.0 14.00 44m 0.38%
12.29.2011 15:35 12.29.2011 17:22 EURUSD Sell 0.10 1.3 1.3 1.2913 1.2912 1.0 1.00 1h 47m 0.03%
12.29.2011 15:30 12.29.2011 15:35 EURUSD Sell 0.10 1.3 1.3 1.2914 1.2913 1.0 1.00 5m 0.03%
12.29.2011 03:45 12.29.2011 09:15 EURUSD Sell 0.10 1.3 1.3 1.2927 1.2917 10.0 10.00 5h 30m 0.28%
12.15.2011 01:18 12.15.2011 06:45 EURUSD Sell 0.10 1.3 1.3 1.2987 1.298 7.0 7.00 5h 27m 0.19%
12.14.2011 18:15 12.14.2011 18:24 EURUSD Sell 0.10 1.3 1.3 1.3004 1.2988 16.0 16.00 9m 0.44%
12.14.2011 08:30 12.14.2011 08:57 EURUSD Sell 0.10 1.3 1.3 1.3039 1.3023 16.0 16.00 27m 0.45%
12.14.2011 07:16 12.14.2011 08:02 EURUSD Sell 0.10 1.3 1.3 1.3042 1.3041 1.0 1.00 46m 0.03%
12.13.2011 05:00 12.13.2011 06:46 EURUSD Sell 0.10 1.3 1.3 1.3199 1.3198 1.0 1.00 1h 46m 0.03%
12.13.2011 02:15 12.13.2011 02:54 EURUSD Sell 0.10 1.3 1.3 1.3189 1.3188 1.0 1.00 39m 0.03%
12.08.2011 20:15 12.08.2011 21:59 EURUSD Sell 0.10 1.3 1.3 1.3339 1.3338 1.0 1.00 1h 44m 0.03%
12.05.2011 00:30 12.05.2011 01:40 EURUSD Sell 0.10 1.3 1.3 1.3422 1.3408 14.0 14.00 1h 10m 0.39%
12.01.2011 17:06 12.01.2011 17:53 EURUSD Buy 0.10 1.3 1.3 1.3472 1.3486 14.0 14.00 47m 0.39%
11.30.2011 20:04 11.30.2011 20:39 EURUSD Buy 0.10 1.3 1.3 1.3429 1.3443 14.0 14.00 35m 0.39%
11.30.2011 19:15 11.30.2011 19:37 EURUSD Buy 0.10 1.3 1.3 1.3429 1.3443 14.0 14.00 22m 0.40%
11.30.2011 18:17 11.30.2011 18:24 EURUSD Buy 0.10 1.3 1.3 1.3443 1.3458 15.0 15.00 7m 0.43%
11.28.2011 13:30 11.28.2011 13:46 EURUSD Buy 0.10 1.3 1.3 1.3351 1.3365 14.0 14.00 16m 0.40%
11.25.2011 22:48 11.28.2011 04:30 EURUSD Sell 0.10 1.3 1.3 1.3241 1.329 -49.0 -49.33 2d -1.39%

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