Настройки стратегии
Configuration
"
Magic
0
OrderCmt
""
Show_Debug
false
Verbose
false
ScalpingSettings
"
TakeProfit
6
StopLoss
10
Distance
2
Trailing_Resolution...
1
Trailing_Stoploss
4
VolatilityLimit
41
Money_Management
"
Max_Orders
1
Max_LotSize
100
Risk
1.5
FixedLots
0
SlowDrawdowns
false
SlowingIndex
1
BaseEquity
10000
ReInvestIdx
0.1
ReInvestIdxAsLotMul...
true
ReInvestTolerancy
0.95
BaseEquityProtectio...
false
ReInvestProfits
false
MaxSafeEquity
0
SafeEquity
0
| +435.63% |
| 0.5% | |
| 16.17% | |
| Просадка: | 8.41% |
| Баланс: | $53,562.95 |
| Наивысшее: | (Nov 30) $55,010.60 |
| Прибыль: | $43,562.95 |
| Пополнения: | $10,000.00 |
| Тестирование началось: | Jan 06, 2011 |
| Тестирование закончено: | Dec 08, 2011 |
| Период: | 5 Minutes |
| Model Type: | Every Tick |
| Добавлено: | Jan 05 2012 at 21:32 |
|
Комментарии:
Risk 1.5% basic management (no slowing or re-invest) |
| Качество моделирования: | 99.0 |
| Баров в тесте: | 72984 |
| Тиковая модель: | 21113277 |
| Просмотры: | 308 |
| Брокер: | 121 Securities |
| Сделки: | 637 |
| Рентабельность: | |
| Пункты: | 1350.1 |
| Средняя прибыль:: | 7.66 pips / $360.32 |
| Средние потери: | -3.69 pips / -$237.63 |
| Лоты: | 3,385.13 |
| Комиссия: | 0 |
| Прибыльных длинных: | (173/356) 48% |
| Прибыльных коротких: | (153/281) 54% |
| Лучшая сделка($): | (Nov 03) 3586.68 |
| Худшая сделка($): | (Nov 03) -1114.94 |
| Лучшая сделка (пункты): | (Jun 09) 73.4 |
| Худшая сделка (пункты): | (Mar 16) -10.0 |
| Средняя длина торговли: | 29s |
| Прибыль-фактор: | 1.59 |
| Стандартное отклонение: | $446.43 |
| Коэффициент Шарпа | 0.2000 |
| Z-счет (Вероятность): | -1.10 (-72.93%) |
| Предполагаемое ожидание: | 2.1 Пункты / $68.39 |
| AHPR: | 0.28% |
| GHPR: | 0.26% |
| Длинные сделки | Короткие сделки | Всего | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Валюта | Сделки | Пункты | Прибыль($) | Сделки | Пункты | Прибыль($) | Сделки | Пункты | Прибыль($) | Прибыльных(%) | Убыточных(%) |
| EURUSD | 356 | 631.2 | 14089.20 | 281 | 718.9 | 29473.75 | 637 | 1350.1 | 43562.95 | 326 (51%) | 311 (49%) |
| Размер потерь | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Вероятность потерь | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | 0.03% | 2.11% |
| Подряд убыточных сделок | 225 | 203 | 180 | 158 | 135 | 113 | 90 | 68 | 45 | 23 |
Наведите курсор мыши на нужный столбец для подробной подсказки.
Data includes last 200 transactions based on the analysed history.
Торговая активность (637)
| Дата открытия | Дата закрытия | Символ | Действие | Лоты | SL | TP | Цена открытия | Цена закрытия | Пункты | Прибыль | Продолжительность | Изменить |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.08.2011 14:09 | 12.08.2011 14:10 | EURUSD | Buy | 10.42 | 1.33317 | 1.33422 | 1.33320 | 1.33317 | -0.3 | -104.20 | 1m | -0.19% |
| 12.02.2011 13:35 | 12.02.2011 13:36 | EURUSD | Buy | 10.58 | 1.34988 | 1.35119 | 1.35059 | 1.34988 | -7.1 | -825.24 | 1m | -1.51% |
| 12.02.2011 13:33 | 12.02.2011 13:34 | EURUSD | Buy | 10.50 | 1.35113 | 1.35218 | 1.35068 | 1.35113 | 4.5 | 399.00 | 1m | 0.74% |
| 11.30.2011 13:19 | 11.30.2011 13:20 | EURUSD | Buy | 10.40 | 1.34357 | 1.34462 | 1.34298 | 1.34357 | 5.9 | 540.80 | 1m | 1.01% |
| 11.30.2011 13:19 | 11.30.2011 13:19 | EURUSD | Buy | 10.45 | 1.34273 | 1.34378 | 1.34292 | 1.34273 | -1.9 | -271.70 | 0s | -0.50% |
| 11.30.2011 13:18 | 11.30.2011 13:19 | EURUSD | Buy | 10.53 | 1.34335 | 1.34440 | 1.34368 | 1.34335 | -3.3 | -421.20 | 1m | -0.78% |
| 11.30.2011 13:18 | 11.30.2011 13:18 | EURUSD | Buy | 10.45 | 1.34333 | 1.34438 | 1.34364 | 1.34333 | -3.1 | -397.10 | 0s | -0.74% |
| 11.30.2011 13:18 | 11.30.2011 13:18 | EURUSD | Buy | 10.37 | 1.34396 | 1.34501 | 1.34311 | 1.34396 | 8.5 | 808.86 | 0s | 1.51% |
| 11.30.2011 13:17 | 11.30.2011 13:17 | EURUSD | Buy | 10.68 | 1.34581 | 1.34686 | 1.34603 | 1.34581 | -2.2 | -309.72 | 0s | -0.56% |
| 11.30.2011 13:17 | 11.30.2011 13:17 | EURUSD | Buy | 10.62 | 1.34454 | 1.34559 | 1.34488 | 1.34454 | -3.4 | -435.42 | 0s | -0.80% |
| 11.30.2011 13:17 | 11.30.2011 13:17 | EURUSD | Buy | 10.53 | 1.34455 | 1.34560 | 1.34489 | 1.34455 | -3.4 | -431.73 | 0s | -0.80% |
| 11.30.2011 13:16 | 11.30.2011 13:16 | EURUSD | Buy | 10.50 | 1.34719 | 1.34824 | 1.34626 | 1.34719 | 9.3 | 903.00 | 0s | 1.67% |
| 11.30.2011 13:09 | 11.30.2011 13:10 | EURUSD | Sell | 10.30 | 1.34491 | 1.34386 | 1.34599 | 1.34491 | 10.8 | 1040.30 | 1m | 1.96% |
| 11.30.2011 13:08 | 11.30.2011 13:09 | EURUSD | Sell | 10.23 | 1.34578 | 1.34473 | 1.34621 | 1.34578 | 4.3 | 368.28 | 1m | 0.70% |
| 11.30.2011 13:07 | 11.30.2011 13:08 | EURUSD | Sell | 10.21 | 1.34639 | 1.34534 | 1.34655 | 1.34639 | 1.6 | 91.89 | 1m | 0.17% |
| 11.30.2011 13:06 | 11.30.2011 13:07 | EURUSD | Sell | 10.03 | 1.34763 | 1.34658 | 1.34800 | 1.34763 | 3.7 | 300.90 | 1m | 0.58% |
| 11.30.2011 13:07 | 11.30.2011 13:07 | EURUSD | Sell | 10.09 | 1.34692 | 1.34587 | 1.34762 | 1.34692 | 7.0 | 635.67 | 0s | 1.22% |
| 11.30.2011 13:06 | 11.30.2011 13:06 | EURUSD | Sell | 9.86 | 1.34832 | 1.34727 | 1.34929 | 1.34832 | 9.7 | 887.40 | 0s | 1.75% |
| 11.30.2011 13:05 | 11.30.2011 13:06 | EURUSD | Sell | 9.80 | 1.34965 | 1.34860 | 1.35001 | 1.34965 | 3.6 | 284.20 | 1m | 0.56% |
| 11.30.2011 13:05 | 11.30.2011 13:05 | EURUSD | Sell | 10.01 | 1.34933 | 1.34773 | 1.34833 | 1.34933 | -10.0 | -1071.07 | 0s | -2.08% |
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