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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
+56.02%

0.09%
2.84%
Drawdown: 10.54%

Bilanz: $1,560.17
Höchstwert: (Nov 08) $1,585.86
Gewinn: $560.18
Einlagen: $1,000.00

Test gestartet: Sep 09, 2010
Test beendet: Dec 29, 2011
Zeitrahmen: 15 Minutes

Modelltyp: Every Tick
Hinzugefügt: Jan 08, 2012 at 20:30
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Trades: 167
Rentabilität:
Pips : 469.0
Durchschnittlicher Gewinn: 8.31 pips / $9.49
Durchschnittlicher Verlust: -14.68 pips / -$16.12
Lots: 16.70
Kommissionen: 0
Longs gewonnen: (64/85) 75%
Shorts gewonnen: (63/82) 76%
Bester Abschluss ($): (Aug 09) 37.44
Schlechtester Trade ($): (Nov 08) -68.03
Bester Trade (Pips): (Nov 05) 27.0
Schlechtester Trade (Pips): (Nov 08) -61.0
Durchschn. Trade-Länge: 3h 57m
Gewinnfaktor: 1.87
Standardabweichung: $15.54
Sharpe-Quotient 0.19
Z-Wert (Wahrscheinlichkeit): -0.93 (-64.78%)
Erwartung 2.8 Pips / $3.35
AHPR: 0.27%
GHPR: 0.27%
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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% 1.07%
Aufeinanderfolgende-Loss-Trades 97 87 77 68 58 48 39 29 19 10
Bleibten Sie mit dem Mauszeiger über die gewünschte Spalte stehen, um eine detaillierte Erklärung zu erhalten.
Die Daten umfassen die letzten 200 Transaktionen basierend auf der analysierten Historie.

Handelsaktivität (167)

Eröffnungsdatum Schlussdatum Symbol Aktion Lots SL TP Eröffnungspreis Schlusspreis Pips Gewinn Dauer Ändern
12.29.2011 15:30 12.29.2011 16:54 USDCHF Buy 0.10 0.9 0.9 0.943 0.9444 14.0 14.82 1h 24m 0.96%
12.29.2011 04:05 12.29.2011 08:45 USDCHF Buy 0.10 0.9 0.9 0.9425 0.9427 2.0 2.12 4h 40m 0.14%
12.14.2011 01:15 12.14.2011 09:00 USDCHF Buy 0.10 0.9 0.9 0.945 0.9465 15.0 15.85 7h 45m 1.04%
12.13.2011 04:45 12.13.2011 08:30 USDCHF Buy 0.10 0.9 0.9 0.9369 0.9376 7.0 7.47 3h 45m 0.49%
12.08.2011 20:15 12.09.2011 04:22 USDCHF Buy 0.10 0.9 0.9 0.9266 0.926 -6.0 -6.43 8h 7m -0.42%
12.02.2011 20:15 12.02.2011 22:45 USDCHF Buy 0.10 0.9 0.9 0.9204 0.9213 9.0 9.77 2h 30m 0.64%
11.30.2011 19:21 12.01.2011 05:45 USDCHF Sell 0.10 0.9 0.9 0.9127 0.9134 -7.0 -8.37 10h 24m -0.55%
11.28.2011 00:21 11.28.2011 01:22 USDCHF Buy 0.10 0.9 0.9 0.9275 0.929 15.0 16.15 1h 1m 1.07%
11.18.2011 02:30 11.18.2011 06:15 USDCHF Buy 0.10 0.9 0.9 0.9209 0.9198 -11.0 -11.96 3h 45m -0.79%
11.16.2011 09:31 11.16.2011 12:45 USDCHF Buy 0.10 0.9 0.9 0.919 0.9188 -2.0 -2.18 3h 14m -0.14%
11.15.2011 20:15 11.15.2011 22:15 USDCHF Buy 0.10 0.9 0.9 0.9146 0.9155 9.0 9.83 2h 0m 0.65%
11.15.2011 15:34 11.15.2011 16:54 USDCHF Buy 0.10 0.9 0.9 0.914 0.9154 14.0 15.29 1h 20m 1.02%
11.15.2011 13:48 11.15.2011 14:07 USDCHF Buy 0.10 0.9 0.9 0.9144 0.9159 15.0 16.38 19m 1.11%
11.10.2011 09:21 11.10.2011 16:00 USDCHF Buy 0.10 0.9 0.9 0.91 0.9067 -33.0 -36.40 6h 39m -2.40%
11.08.2011 09:34 11.08.2011 18:00 USDCHF Buy 0.10 0.9 0.9 0.9027 0.8966 -61.0 -68.03 8h 26m -4.29%
11.07.2011 22:00 11.08.2011 00:00 USDCHF Buy 0.10 0.9 0.9 0.9004 0.9011 7.0 7.82 2h 0m 0.50%
11.07.2011 12:17 11.07.2011 12:24 USDCHF Buy 0.10 0.9 0.9 0.8954 0.8968 14.0 15.61 7m 1.00%
11.04.2011 18:30 11.04.2011 21:08 USDCHF Buy 0.10 0.9 0.9 0.8858 0.8859 1.0 1.13 2h 38m 0.07%
11.01.2011 18:31 11.01.2011 20:06 USDCHF Buy 0.10 0.9 0.9 0.8852 0.8866 14.0 15.79 1h 35m 1.02%
11.01.2011 17:34 11.01.2011 18:06 USDCHF Buy 0.10 0.9 0.9 0.8885 0.8886 1.0 1.13 32m 0.07%

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