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Strategieeinstellungen
+530.33% |
0.04% | |
1.35% | |
Drawdown: | 55.11% |
Bilanz: | $630.37 |
Höchstwert: | (Oct 21) $632.93 |
Gewinn: | $530.33 |
Einlagen: | $100.00 |
Test gestartet: | Sep 29, 2000 |
Test beendet: | Jan 13, 2012 |
Zeitrahmen: | 1 Day |
Modelltyp: | Every Tick |
Hinzugefügt: | Mar 21, 2013 at 13:34 |
Trades: | 515 |
Rentabilität: |
|
Pips : | 1,711.0 |
Durchschnittlicher Gewinn: | 47.14 pips / $3.35 |
Durchschnittlicher Verlust: | -284.74 pips / -$14.23 |
Lots: | 35.56 |
Kommissionen: | 0 |
Longs gewonnen: | (250/283) 88% |
Shorts gewonnen: | (197/232) 84% |
Bester Abschluss ($): | (Jan 10) 47.81 |
Schlechtester Trade ($): | (Feb 26) -58.82 |
Bester Trade (Pips): | (Mar 22) 208.0 |
Schlechtester Trade (Pips): | (Jun 16) -395.0 |
Durchschn. Trade-Länge: | 3d |
Gewinnfaktor: | 1.55 |
Standardabweichung: | $8.62 |
Sharpe-Quotient | 0.14 |
Z-Wert (Wahrscheinlichkeit): | 2.02 (95.66%) |
Erwartung | 3.3 Pips / $1.03 |
AHPR: | 0.40% |
GHPR: | 0.36% |
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% | 0.2% | 2.08% | 16.06% |
Aufeinanderfolgende-Loss-Trades | 44 | 40 | 35 | 31 | 27 | 22 | 18 | 13 | 9 | 4 |
Handelsaktivität (515)
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 | 0.29% |
01.06.2012 03:22 | 01.06.2012 14:35 | EURUSD | Sell | 0.04 | - | - | 1.2809 | 1.2762 | 47.0 | 1.88 | 11h 13m | 0.30% |
12.23.2011 03:22 | 12.28.2011 15:20 | EURUSD | Sell | 0.04 | - | - | 1.3093 | 1.3048 | 45.0 | 1.76 | 5d | 0.28% |
12.16.2011 03:22 | 12.16.2011 13:31 | EURUSD | Sell | 0.04 | - | - | 1.3139 | 1.3052 | 87.0 | 3.48 | 10h 9m | 0.56% |
12.09.2011 03:22 | 12.09.2011 08:00 | EURUSD | Sell | 0.04 | - | - | 1.3369 | 1.3324 | 45.0 | 1.80 | 4h 38m | 0.29% |
12.02.2011 03:22 | 12.02.2011 15:45 | EURUSD | Sell | 0.04 | - | - | 1.3523 | 1.3478 | 45.0 | 1.80 | 12h 23m | 0.29% |
11.25.2011 03:22 | 11.25.2011 09:58 | EURUSD | Sell | 0.04 | - | - | 1.3379 | 1.3334 | 45.0 | 1.80 | 6h 36m | 0.29% |
11.18.2011 03:22 | 11.21.2011 09:15 | EURUSD | Sell | 0.04 | - | - | 1.3511 | 1.3466 | 45.0 | 1.79 | 3d | 0.29% |
11.11.2011 03:22 | 11.15.2011 09:53 | EURUSD | Sell | 0.04 | - | - | 1.3627 | 1.3582 | 45.0 | 1.77 | 4d | 0.29% |
11.04.2011 03:22 | 11.04.2011 09:10 | EURUSD | Buy | 0.04 | - | - | 1.3851 | 1.3896 | 45.0 | 1.80 | 5h 48m | 0.29% |
11.01.2011 14:04 | 11.01.2011 18:37 | EURUSD | Buy | 1.06 | - | - | 1.3667 | 1.3712 | 45.0 | 47.70 | 4h 33m | 8.47% |
10.31.2011 17:56 | 11.01.2011 14:04 | EURUSD | Buy | 0.21 | - | - | 1.3944 | 1.3664 | -280.0 | -58.78 | 20h 8m | -9.45% |
10.28.2011 03:22 | 10.31.2011 17:56 | EURUSD | Buy | 0.04 | - | - | 1.422 | 1.3941 | -279.0 | -11.16 | 3d | -1.76% |
10.21.2011 03:22 | 10.21.2011 10:10 | EURUSD | Sell | 0.04 | - | - | 1.3788 | 1.3743 | 45.0 | 1.80 | 6h 48m | 0.29% |
10.14.2011 03:22 | 10.20.2011 09:03 | EURUSD | Sell | 0.04 | - | - | 1.3748 | 1.3703 | 45.0 | 1.71 | 6d | 0.27% |
10.07.2011 03:22 | 10.07.2011 18:44 | EURUSD | Sell | 0.04 | - | - | 1.3449 | 1.3404 | 45.0 | 1.80 | 15h 22m | 0.29% |
09.30.2011 03:22 | 09.30.2011 08:46 | EURUSD | Sell | 0.04 | - | - | 1.3611 | 1.3566 | 45.0 | 1.80 | 5h 24m | 0.29% |
09.23.2011 03:22 | 09.23.2011 07:34 | EURUSD | Sell | 0.04 | - | - | 1.3542 | 1.3497 | 45.0 | 1.80 | 4h 12m | 0.29% |
09.16.2011 03:22 | 09.16.2011 09:29 | EURUSD | Sell | 0.04 | - | - | 1.3879 | 1.3834 | 45.0 | 1.80 | 6h 7m | 0.29% |
09.09.2011 03:22 | 09.09.2011 08:30 | EURUSD | Sell | 0.04 | - | - | 1.3934 | 1.3887 | 47.0 | 1.88 | 5h 8m | 0.30% |
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