Strategieeinstellungen
| +302.02% |
| 0.06% | |
| 1.83% | |
| Drawdown: | 67.68% |
| Bilanz: | $402.05 |
| Höchstwert: | (Oct 21) $404.61 |
| Gewinn: | $302.02 |
| Einlagen: | $100.00 |
| Test gestartet: | Sep 30, 2005 |
| Test beendet: | Jan 13, 2012 |
| Zeitrahmen: | 1 Day |
| Modelltyp: | Every Tick |
| Hinzugefügt: | Mar 21, 2013 at 12:09 |
| Trades: | 297 |
| Rentabilität: |
|
| Pips : | 1,151.0 |
| Durchschnittlicher Gewinn: | 47.98 pips / $3.47 |
| Durchschnittlicher Verlust: | -287.90 pips / -$15.23 |
| Lots: | 21.06 |
| Kommissionen: | 0 |
| Longs gewonnen: | (142/159) 89% |
| Shorts gewonnen: | (116/138) 84% |
| Bester Abschluss ($): | (Nov 25) 47.70 |
| Schlechtester Trade ($): | (Feb 26) -58.82 |
| Bester Trade (Pips): | (Mar 22) 208.0 |
| Schlechtester Trade (Pips): | (Jun 16) -395.0 |
| Durchschn. Trade-Länge: | 2d |
| Gewinnfaktor: | 1.51 |
| Standardabweichung: | $9.39 |
| Sharpe-Quotient | 0.12 |
| Z-Wert (Wahrscheinlichkeit): | 1.21 (77.37%) |
| Erwartung | 3.9 Pips / $1.02 |
| AHPR: | 0.59% |
| GHPR: | 0.47% |
| Verlustgröße | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Verlustwahrscheinlichkeit | <0.01% | <0.01% | <0.01% | <0.01% | 0.02% | 0.17% | 0.91% | 3.77% | 12.86% | 37.96% |
| Aufeinanderfolgende-Loss-Trades | 26 | 24 | 21 | 18 | 16 | 13 | 11 | 8 | 5 | 3 |
Handelsaktivität (297)
| Eröffnungsdatum | Schlussdatum | Symbol | Aktion | Lots | SL | TP | Eröffnungspreis | Schlusspreis | Pips | Gewinn | Dauer | Ändern |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01.13.2012 03:22 | 01.13.2012 11:23 | EURUSD | Sell | 0.04 | - | - | 1.2861 | 1.2816 | 45.0 | 1.80 | 8h 1m | 0.45% |
| 01.06.2012 03:22 | 01.06.2012 14:35 | EURUSD | Sell | 0.04 | - | - | 1.2809 | 1.2762 | 47.0 | 1.88 | 11h 13m | 0.47% |
| 12.23.2011 03:22 | 12.28.2011 15:20 | EURUSD | Sell | 0.04 | - | - | 1.3093 | 1.3048 | 45.0 | 1.76 | 5d | 0.44% |
| 12.16.2011 03:22 | 12.16.2011 13:31 | EURUSD | Sell | 0.04 | - | - | 1.3139 | 1.3052 | 87.0 | 3.48 | 10h 9m | 0.89% |
| 12.09.2011 03:22 | 12.09.2011 08:00 | EURUSD | Sell | 0.04 | - | - | 1.3369 | 1.3324 | 45.0 | 1.80 | 4h 38m | 0.46% |
| 12.02.2011 03:22 | 12.02.2011 15:45 | EURUSD | Sell | 0.04 | - | - | 1.3523 | 1.3478 | 45.0 | 1.80 | 12h 23m | 0.46% |
| 11.25.2011 03:22 | 11.25.2011 09:58 | EURUSD | Sell | 0.04 | - | - | 1.3379 | 1.3334 | 45.0 | 1.80 | 6h 36m | 0.46% |
| 11.18.2011 03:22 | 11.21.2011 09:15 | EURUSD | Sell | 0.04 | - | - | 1.3511 | 1.3466 | 45.0 | 1.79 | 3d | 0.46% |
| 11.11.2011 03:22 | 11.15.2011 09:53 | EURUSD | Sell | 0.04 | - | - | 1.3627 | 1.3582 | 45.0 | 1.77 | 4d | 0.46% |
| 11.04.2011 03:22 | 11.04.2011 09:10 | EURUSD | Buy | 0.04 | - | - | 1.3851 | 1.3896 | 45.0 | 1.80 | 5h 48m | 0.47% |
| 11.01.2011 14:04 | 11.01.2011 18:37 | EURUSD | Buy | 1.06 | - | - | 1.3667 | 1.3712 | 45.0 | 47.70 | 4h 33m | 14.25% |
| 10.31.2011 17:56 | 11.01.2011 14:04 | EURUSD | Buy | 0.21 | - | - | 1.3944 | 1.3664 | -280.0 | -58.78 | 20h 8m | -14.94% |
| 10.28.2011 03:22 | 10.31.2011 17:56 | EURUSD | Buy | 0.04 | - | - | 1.422 | 1.3941 | -279.0 | -11.16 | 3d | -2.76% |
| 10.21.2011 03:22 | 10.21.2011 10:10 | EURUSD | Sell | 0.04 | - | - | 1.3788 | 1.3743 | 45.0 | 1.80 | 6h 48m | 0.45% |
| 10.14.2011 03:22 | 10.20.2011 09:03 | EURUSD | Sell | 0.04 | - | - | 1.3748 | 1.3703 | 45.0 | 1.71 | 6d | 0.43% |
| 10.07.2011 03:22 | 10.07.2011 18:44 | EURUSD | Sell | 0.04 | - | - | 1.3449 | 1.3404 | 45.0 | 1.80 | 15h 22m | 0.45% |
| 09.30.2011 03:22 | 09.30.2011 08:46 | EURUSD | Sell | 0.04 | - | - | 1.3611 | 1.3566 | 45.0 | 1.80 | 5h 24m | 0.45% |
| 09.23.2011 03:22 | 09.23.2011 07:34 | EURUSD | Sell | 0.04 | - | - | 1.3542 | 1.3497 | 45.0 | 1.80 | 4h 12m | 0.45% |
| 09.16.2011 03:22 | 09.16.2011 09:29 | EURUSD | Sell | 0.04 | - | - | 1.3879 | 1.3834 | 45.0 | 1.80 | 6h 7m | 0.46% |
| 09.09.2011 03:22 | 09.09.2011 08:30 | EURUSD | Sell | 0.04 | - | - | 1.3934 | 1.3887 | 47.0 | 1.88 | 5h 8m | 0.48% |
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