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Strategieeinstellungen
+574.06% |
0.34% | |
10.6% | |
Drawdown: | 15.14% |
Bilanz: | $67,405.68 |
Höchstwert: | (Jul 26) $67,405.68 |
Gewinn: | $57,405.68 |
Einlagen: | $10,000.00 |
Test gestartet: | Jan 05, 2011 |
Test beendet: | Jul 26, 2012 |
Zeitrahmen: | 15 Minutes |
Modelltyp: | Every Tick |
Hinzugefügt: | Sep 26, 2012 at 09:18 |
Trades: | 316 |
Rentabilität: |
|
Pips : | 2,530.3 |
Durchschnittlicher Gewinn: | 8.41 pips / $188.37 |
Durchschnittlicher Verlust: | -120.00 pips / -$1,931.20 |
Lots: | 811.56 |
Kommissionen: | 0 |
Longs gewonnen: | (117/117) 100% |
Shorts gewonnen: | (198/199) 99% |
Bester Abschluss ($): | (Sep 09) 1,523.06 |
Schlechtester Trade ($): | (Sep 07) -1,931.20 |
Bester Trade (Pips): | (Jan 06) 26.0 |
Schlechtester Trade (Pips): | (Sep 07) -120.0 |
Durchschn. Trade-Länge: | 1h 40m |
Gewinnfaktor: | 30.73 |
Standardabweichung: | $285.46 |
Sharpe-Quotient | 0.61 |
Z-Wert (Wahrscheinlichkeit): | 6.38 (99.99%) |
Erwartung | 8.0 Pips / $181.66 |
AHPR: | 0.61% |
GHPR: | 0.61% |
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 | 35 | 31 | 28 | 24 | 21 | 17 | 14 | 10 | 7 | 3 |
Handelsaktivität (316)
Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
---|---|---|---|---|---|---|---|---|---|---|---|---|
07.26.2012 19:45 | 07.26.2012 20:58 | EURUSD | Buy | 3.37 | 1.2 | 1.2 | 1.22783 | 1.22803 | 2.0 | 43.81 | 1h 13m | 0.07% |
07.26.2012 19:05 | 07.26.2012 19:44 | EURUSD | Buy | 6.74 | 1.2 | 1.2 | 1.22767 | 1.22787 | 2.0 | 87.62 | 39m | 0.13% |
07.26.2012 19:00 | 07.26.2012 19:43 | EURUSD | Buy | 3.37 | 1.2 | 1.2 | 1.22789 | 1.22809 | 2.0 | 43.81 | 43m | 0.07% |
07.24.2012 23:00 | 07.25.2012 01:15 | EURUSD | Sell | 3.30 | 1.2 | 1.2 | 1.20699 | 1.20556 | 14.3 | 450.45 | 2h 15m | 0.67% |
07.24.2012 23:11 | 07.24.2012 23:38 | EURUSD | Sell | 6.60 | 1.2 | 1.2 | 1.20721 | 1.20577 | 14.4 | 904.20 | 27m | 1.37% |
07.24.2012 22:00 | 07.24.2012 22:25 | EURUSD | Sell | 3.30 | 1.2 | 1.2 | 1.20628 | 1.20608 | 2.0 | 42.90 | 25m | 0.07% |
07.24.2012 03:00 | 07.24.2012 06:33 | EURUSD | Sell | 3.29 | 1.2 | 1.2 | 1.21241 | 1.21221 | 2.0 | 42.77 | 3h 33m | 0.07% |
07.24.2012 03:05 | 07.24.2012 04:02 | EURUSD | Sell | 6.58 | 1.2 | 1.2 | 1.21286 | 1.21266 | 2.0 | 85.54 | 57m | 0.13% |
07.23.2012 17:45 | 07.24.2012 00:42 | EURUSD | Sell | 3.23 | 1.2 | 1.2 | 1.2112 | 1.2111 | 1.0 | 11.30 | 6h 57m | 0.02% |
07.23.2012 17:50 | 07.24.2012 00:36 | EURUSD | Sell | 6.46 | 1.2 | 1.2 | 1.21141 | 1.21131 | 1.0 | 22.61 | 6h 46m | 0.03% |
07.23.2012 18:05 | 07.23.2012 18:52 | EURUSD | Sell | 6.46 | 1.2 | 1.2 | 1.21216 | 1.21196 | 2.0 | 83.98 | 47m | 0.13% |
07.23.2012 18:00 | 07.23.2012 18:50 | EURUSD | Sell | 6.46 | 1.2 | 1.2 | 1.21183 | 1.21163 | 2.0 | 83.98 | 50m | 0.13% |
07.23.2012 17:55 | 07.23.2012 18:48 | EURUSD | Sell | 6.46 | 1.2 | 1.2 | 1.21162 | 1.21142 | 2.0 | 83.98 | 53m | 0.13% |
07.23.2012 18:10 | 07.23.2012 18:26 | EURUSD | Sell | 6.46 | 1.2 | 1.2 | 1.21241 | 1.21095 | 14.6 | 897.94 | 16m | 1.39% |
07.23.2012 13:41 | 07.23.2012 15:05 | EURUSD | Sell | 3.11 | 1.2 | 1.2 | 1.21215 | 1.2106 | 15.5 | 460.28 | 1h 24m | 0.72% |
07.23.2012 13:56 | 07.23.2012 14:47 | EURUSD | Sell | 6.22 | 1.2 | 1.2 | 1.21267 | 1.21247 | 2.0 | 80.86 | 51m | 0.13% |
07.23.2012 13:45 | 07.23.2012 14:46 | EURUSD | Sell | 6.22 | 1.2 | 1.2 | 1.21245 | 1.21225 | 2.0 | 80.86 | 1h 1m | 0.13% |
07.23.2012 14:09 | 07.23.2012 14:36 | EURUSD | Sell | 6.22 | 1.2 | 1.2 | 1.21334 | 1.21194 | 14.0 | 827.26 | 27m | 1.31% |
07.23.2012 14:13 | 07.23.2012 14:28 | EURUSD | Sell | 6.22 | 1.2 | 1.2 | 1.21354 | 1.21203 | 15.1 | 895.68 | 15m | 1.44% |
07.23.2012 14:00 | 07.23.2012 14:09 | EURUSD | Sell | 6.22 | 1.2 | 1.2 | 1.21343 | 1.21323 | 2.0 | 80.86 | 9m | 0.13% |
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