Настройки стратегии
Configuration
"
Magic
0
OrderCmt
""
NDD_Mode
false
Show_Debug
false
Verbose
false
ScalpingSettings
"
TakeProfit
6
StopLoss
6
Distance
2
Trailing_Resolution...
1
Trailing_Stoploss
3
VolatilityLimit
27
Money_Management
"
Max_Orders
1
Risk
0.75
FixedLots
0
SlowDrawdowns
true
SlowingIndex
0.5
BaseEquity
10000
ReInvestIdx
0.75
ReInvestTolerancy
0.95
BaseEquityProtectio...
false
ReInvestProfits
true
REVERSE
false
MaxSafeEquity
0
SafeEquity
0
| +400.9% |
| 0.54% | |
| 17.48% | |
| Просадка: | 9.53% |
| Баланс: | $50,089.64 |
| Наивысшее: | (Oct 31) $51,288.10 |
| Прибыль: | $40,089.64 |
| Пополнения: | $10,000.00 |
| Тестирование началось: | Jan 04, 2011 |
| Тестирование закончено: | Oct 31, 2011 |
| Период: | 5 Minutes |
| Model Type: | Every Tick |
| Добавлено: | Dec 30 2011 at 18:04 |
|
Комментарии:
Нет комментариев |
| Качество моделирования: | 99.0 |
| Баров в тесте: | 74297 |
| Тиковая модель: | 18230736 |
| Просмотры: | 289 |
| Брокер: | 121 Securities |
| Сделки: | 1165 |
| Рентабельность: | |
| Пункты: | 996.0 |
| Средняя прибыль:: | 5.33 pips / $174.81 |
| Средние потери: | -5.10 pips / -$152.32 |
| Лоты: | 3,621.04 |
| Комиссия: | 0 |
| Прибыльных длинных: | (365/652) 55% |
| Прибыльных коротких: | (300/513) 58% |
| Лучшая сделка($): | (Oct 31) 4743.06 |
| Худшая сделка($): | (Oct 18) -2351.20 |
| Лучшая сделка (пункты): | (Jan 07) 41.9 |
| Худшая сделка (пункты): | (Jan 07) -8.0 |
| Средняя длина торговли: | 5m |
| Прибыль-фактор: | 1.53 |
| Стандартное отклонение: | $369.35 |
| Коэффициент Шарпа | 0.1100 |
| Z-счет (Вероятность): | -0.56 (-42.45%) |
| Предполагаемое ожидание: | 0.9 Пункты / $34.41 |
| AHPR: | 0.15% |
| GHPR: | 0.14% |
| Длинные сделки | Короткие сделки | Всего | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Валюта | Сделки | Пункты | Прибыль($) | Сделки | Пункты | Прибыль($) | Сделки | Пункты | Прибыль($) | Прибыльных(%) | Убыточных(%) |
| GBPUSD | 652 | 504.6 | 17158.60 | 513 | 491.4 | 22931.04 | 1165 | 996.0 | 40089.64 | 665 (57%) | 500 (43%) |
| 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% | 0.36% | 7.05% |
| Подряд убыточных сделок | 329 | 296 | 263 | 230 | 197 | 164 | 132 | 99 | 66 | 33 |
Наведите курсор мыши на нужный столбец для подробной подсказки.
Data includes last 200 transactions based on the analysed history.
Торговая активность (1165)
| Дата открытия | Дата закрытия | Символ | Действие | Лоты | SL | TP | Цена открытия | Цена закрытия | Пункты | Прибыль | Продолжительность | Изменить |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.31.2011 01:33 | 10.31.2011 01:34 | GBPUSD | Sell | 34.37 | 1.61195 | 1.61115 | 1.61333 | 1.61195 | 13.8 | 4743.06 | 1m | 10.19% |
| 10.31.2011 01:34 | 10.31.2011 01:34 | GBPUSD | Buy | 38.66 | 1.61082 | 1.61222 | 1.61162 | 1.61131 | -3.1 | -1198.46 | 0s | -2.34% |
| 10.27.2011 15:04 | 10.27.2011 15:07 | GBPUSD | Buy | 31.75 | 1.60429 | 1.60509 | 1.60345 | 1.60429 | 8.4 | 2667.00 | 3m | 6.08% |
| 10.27.2011 01:24 | 10.27.2011 01:24 | GBPUSD | Sell | 30.92 | 1.59872 | 1.59792 | 1.59891 | 1.59872 | 1.9 | 587.48 | 0s | 1.36% |
| 10.27.2011 01:22 | 10.27.2011 01:23 | GBPUSD | Sell | 5.80 | 1.59931 | 1.59851 | 1.59970 | 1.59931 | 3.9 | 226.20 | 1m | 0.53% |
| 10.26.2011 14:33 | 10.26.2011 14:36 | GBPUSD | Buy | 5.54 | 1.59418 | 1.59498 | 1.59347 | 1.59418 | 7.1 | 393.34 | 3m | 0.92% |
| 10.26.2011 14:32 | 10.26.2011 14:33 | GBPUSD | Buy | 5.77 | 1.59311 | 1.59431 | 1.59371 | 1.59311 | -6.0 | -346.20 | 1m | -0.80% |
| 10.26.2011 14:31 | 10.26.2011 14:32 | GBPUSD | Buy | 5.79 | 1.59332 | 1.59412 | 1.59338 | 1.59332 | -0.6 | -34.74 | 1m | -0.08% |
| 10.25.2011 14:05 | 10.25.2011 14:05 | GBPUSD | Buy | 5.79 | 1.59795 | 1.59875 | 1.59794 | 1.59795 | 0.1 | 5.79 | 0s | 0.01% |
| 10.25.2011 13:39 | 10.25.2011 13:40 | GBPUSD | Buy | 5.66 | 1.59946 | 1.60026 | 1.59911 | 1.59946 | 3.5 | 198.10 | 1m | 0.46% |
| 10.25.2011 13:38 | 10.25.2011 13:39 | GBPUSD | Buy | 30.68 | 1.59887 | 1.59967 | 1.59896 | 1.59887 | -0.9 | -276.12 | 1m | -0.64% |
| 10.25.2011 13:38 | 10.25.2011 13:38 | GBPUSD | Buy | 5.40 | 1.59867 | 1.59947 | 1.59742 | 1.59867 | 12.5 | 675.00 | 0s | 1.59% |
| 10.25.2011 13:37 | 10.25.2011 13:38 | GBPUSD | Buy | 32.48 | 1.59707 | 1.59827 | 1.59767 | 1.59707 | -6.0 | -1948.80 | 1m | -4.39% |
| 10.21.2011 11:08 | 10.21.2011 11:11 | GBPUSD | Sell | 31.06 | 1.58633 | 1.58553 | 1.58680 | 1.58633 | 4.7 | 1459.82 | 3m | 3.40% |
| 10.21.2011 11:03 | 10.21.2011 11:05 | GBPUSD | Sell | 31.52 | 1.58477 | 1.58397 | 1.58467 | 1.58477 | -1.0 | -315.20 | 2m | -0.73% |
| 10.20.2011 16:32 | 10.20.2011 16:39 | GBPUSD | Sell | 28.03 | 1.57398 | 1.57318 | 1.57516 | 1.57398 | 11.8 | 3307.54 | 7m | 8.28% |
| 10.20.2011 09:40 | 10.20.2011 09:41 | GBPUSD | Sell | 27.78 | 1.57874 | 1.57794 | 1.57880 | 1.57874 | 0.6 | 166.68 | 1m | 0.42% |
| 10.20.2011 09:35 | 10.20.2011 09:36 | GBPUSD | Buy | 5.28 | 1.57714 | 1.57794 | 1.57662 | 1.57714 | 5.2 | 274.56 | 1m | 0.70% |
| 10.20.2011 09:32 | 10.20.2011 09:34 | GBPUSD | Sell | 4.99 | 1.57668 | 1.57588 | 1.57754 | 1.57668 | 8.6 | 429.14 | 2m | 1.10% |
| 10.20.2011 09:31 | 10.20.2011 09:32 | GBPUSD | Sell | 5.03 | 1.57794 | 1.57714 | 1.57784 | 1.57794 | -1.0 | -50.30 | 1m | -0.13% |
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