Настройки стратегии
Configuration
"
Magic
0
OrderCmt
""
NDD_Mode
false
Show_Debug
false
Verbose
false
ScalpingSettings
"
TakeProfit
8
StopLoss
5
Distance
2
Trailing_Resolution...
1
Trailing_Stoploss
4
VolatilityLimit
29
Money_Management
"
Max_Orders
1
Risk
1
FixedLots
0
SlowDrawdowns
true
SlowingIndex
1.5
BaseEquity
10000
ReInvestIdx
0
BaseEquityProtectio...
true
ReInvestProfits
false
REVERSE
false
MaxSafeEquity
0
SafeEquity
0
| +527.5% |
| 0.56% | |
| 18.23% | |
| Просадка: | 9.80% |
| Баланс: | $62,750.45 |
| Наивысшее: | (Oct 31) $67,550.45 |
| Прибыль: | $52,750.45 |
| Пополнения: | $10,000.00 |
| Тестирование началось: | Jan 05, 2011 |
| Тестирование закончено: | Nov 30, 2011 |
| Период: | 5 Minutes |
| Model Type: | Every Tick |
| Добавлено: | Dec 29 2011 at 19:54 |
|
Комментарии:
Нет комментариев |
| Качество моделирования: | 99.0 |
| Баров в тесте: | 73914 |
| Тиковая модель: | 9525605 |
| Просмотры: | 336 |
| Брокер: | 121 Securities |
| Сделки: | 887 |
| Рентабельность: | |
| Пункты: | 2046.8 |
| Средняя прибыль:: | 8.24 pips / $236.79 |
| Средние потери: | -4.09 pips / -$131.55 |
| Лоты: | 1,923.83 |
| Комиссия: | 0 |
| Прибыльных длинных: | (303/572) 52% |
| Прибыльных коротких: | (157/315) 49% |
| Лучшая сделка($): | (Aug 11) 4417.36 |
| Худшая сделка($): | (Oct 31) -1472.47 |
| Лучшая сделка (пункты): | (Aug 11) 63.5 |
| Худшая сделка (пункты): | (Jan 07) -9.1 |
| Средняя длина торговли: | 22s |
| Прибыль-фактор: | 1.94 |
| Стандартное отклонение: | $384.74 |
| Коэффициент Шарпа | 0.2100 |
| Z-счет (Вероятность): | -2.92 (-132.00%) |
| Предполагаемое ожидание: | 2.3 Пункты / $59.47 |
| AHPR: | 0.21% |
| GHPR: | 0.21% |
| Длинные сделки | Короткие сделки | Всего | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Валюта | Сделки | Пункты | Прибыль($) | Сделки | Пункты | Прибыль($) | Сделки | Пункты | Прибыль($) | Прибыльных(%) | Убыточных(%) |
| USDJPY | 572 | 1208.0 | 34505.50 | 315 | 838.8 | 18244.95 | 887 | 2046.8 | 52750.45 | 460 (52%) | 427 (48%) |
| 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% | <0.01% | <0.01% |
| Подряд убыточных сделок | 477 | 429 | 382 | 334 | 286 | 239 | 191 | 143 | 95 | 48 |
Наведите курсор мыши на нужный столбец для подробной подсказки.
Data includes last 200 transactions based on the analysed history.
Торговая активность (887)
| Дата открытия | Дата закрытия | Символ | Действие | Лоты | SL | TP | Цена открытия | Цена закрытия | Пункты | Прибыль | Продолжительность | Изменить |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11.30.2011 13:08 | 11.30.2011 13:12 | USDJPY | Buy | 2.73 | 77.53400 | 77.63900 | 77.40800 | 77.53400 | 12.6 | 419.96 | 4m | 0.67% |
| 11.30.2011 13:07 | 11.30.2011 13:08 | USDJPY | Buy | 2.52 | 77.38100 | 77.48600 | 77.33700 | 77.38100 | 4.4 | 121.43 | 1m | 0.20% |
| 11.30.2011 13:07 | 11.30.2011 13:07 | USDJPY | Buy | 2.88 | 77.30300 | 77.43300 | 77.35300 | 77.30300 | -5.0 | -211.29 | 0s | -0.34% |
| 11.30.2011 13:03 | 11.30.2011 13:05 | USDJPY | Buy | 3.67 | 77.55700 | 77.72800 | 77.64800 | 77.55700 | -9.1 | -462.48 | 2m | -0.74% |
| 11.30.2011 13:02 | 11.30.2011 13:03 | USDJPY | Buy | 4.67 | 77.65000 | 77.82100 | 77.74100 | 77.65000 | -9.1 | -587.84 | 1m | -0.93% |
| 11.30.2011 13:01 | 11.30.2011 13:01 | USDJPY | Buy | 4.86 | 77.72200 | 77.82700 | 77.73300 | 77.72200 | -1.1 | -110.97 | 0s | -0.17% |
| 11.22.2011 01:34 | 11.22.2011 01:37 | USDJPY | Sell | 3.92 | 77.19500 | 77.09000 | 77.31000 | 77.19500 | 11.5 | 549.93 | 3m | 0.87% |
| 11.15.2011 02:44 | 11.15.2011 02:45 | USDJPY | Sell | 2.81 | 77.28200 | 77.17700 | 77.46900 | 77.28200 | 18.7 | 655.47 | 1m | 1.05% |
| 11.01.2011 00:19 | 11.01.2011 00:21 | USDJPY | Buy | 2.94 | 78.49500 | 78.60000 | 78.50900 | 78.49500 | -1.4 | -77.96 | 2m | -0.12% |
| 11.01.2011 00:17 | 11.01.2011 00:19 | USDJPY | Buy | 2.59 | 78.49600 | 78.60100 | 78.42800 | 78.49600 | 6.8 | 201.89 | 2m | 0.32% |
| 11.01.2011 00:14 | 11.01.2011 00:15 | USDJPY | Sell | 1.90 | 78.67300 | 78.56800 | 78.84800 | 78.67300 | 17.5 | 406.13 | 1m | 0.66% |
| 11.01.2011 00:14 | 11.01.2011 00:14 | USDJPY | Sell | 1.48 | 78.82000 | 78.71500 | 78.95800 | 78.82000 | 13.8 | 246.27 | 0s | 0.40% |
| 11.01.2011 00:14 | 11.01.2011 00:14 | USDJPY | Sell | 1.33 | 78.90900 | 78.80400 | 78.96700 | 78.90900 | 5.8 | 86.20 | 0s | 0.14% |
| 10.31.2011 12:17 | 10.31.2011 12:19 | USDJPY | Sell | 1.02 | 78.13100 | 78.02600 | 78.28200 | 78.13100 | 15.1 | 188.28 | 2m | 0.31% |
| 10.31.2011 12:16 | 10.31.2011 12:17 | USDJPY | Sell | 0.99 | 78.30200 | 78.19700 | 78.31900 | 78.30200 | 1.7 | 12.90 | 1m | 0.02% |
| 10.31.2011 08:57 | 10.31.2011 08:59 | USDJPY | Buy | 0.88 | 78.19300 | 78.29800 | 78.12400 | 78.19300 | 6.9 | 70.01 | 2m | 0.11% |
| 10.31.2011 08:34 | 10.31.2011 08:36 | USDJPY | Buy | 0.65 | 78.43700 | 78.54200 | 78.26800 | 78.43700 | 16.9 | 134.42 | 2m | 0.22% |
| 10.31.2011 08:18 | 10.31.2011 08:20 | USDJPY | Buy | 0.62 | 78.80000 | 78.90500 | 78.77100 | 78.80000 | 2.9 | 17.43 | 2m | 0.03% |
| 10.31.2011 08:17 | 10.31.2011 08:18 | USDJPY | Buy | 0.56 | 78.74700 | 78.85200 | 78.69200 | 78.74700 | 5.5 | 34.25 | 1m | 0.06% |
| 10.31.2011 06:54 | 10.31.2011 06:55 | USDJPY | Buy | 0.43 | 79.01400 | 79.11900 | 78.86700 | 79.01400 | 14.7 | 76.27 | 1m | 0.13% |
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