Strategy Settings
+13.85% |
0.01% | |
0.27% | |
Förlustsekvens: | 11.98% |
Balans: | $113,854.13 |
Högsta: | (Oct 20) $114,591.28 |
Vinst: | $13,854.15 |
Insättningar: | $100,000.00 |
Test Started: | Nov 15, 2012 |
Test Ended: | Oct 20, 2016 |
Timeframe: | 1 Day |
Model Type: | Every Tick |
Added: | Oct 21 2016 at 23:05 |
Kommentarer:
No comments entered. |
Model Quality: | 35.07 |
Bars In Test: | 1317 |
Ticks Modelled: | 88170383 |
Visningar: | 1 |
Mäklare: | 121 Securities |
Positioner: | 134 |
Profitability: | |
Pips: | 7732.9 |
Snittvinst: | 68.62 pips / $111.99 |
Genomsnittlig förlust: | -418.67 pips / -$272.30 |
Lots: | 26.80 |
Provision: | 0 |
Long(köp) vunna: | (131/134) 97% |
Vunna Short-positioner: | (0/0) 0% |
Bästa affär($): | (Dec 16) 195.39 |
Sämsta affär($): | (Oct 20) -514.05 |
Bästa affär (pips): | (Dec 04) 70.0 |
Sämsta affär (pips): | (Oct 20) -584.3 |
Avg. Trade Length: | 60d |
Vinstfaktor: | 17.96 |
Standard Deviation: | $66.04 |
Sharpe Ratio | 0.0000 |
Z-Score (Probability): | -7.27 (99.99%) |
Expectancy: | 57.7 Pips / $103.39 |
AHPR: | 0.10% |
GHPR: | 0.10% |
Long(köp) | Short(sälj) positioner | Totalt | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Valuta | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Vunna(%) | Förlorade(%) |
AUDCAD | 134 | 7732.9 | 13854.13 | 0 | 0.0 | 0.00 | 134 | 7732.9 | 13854.13 | 131 (98%) | 3 (2%) |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
Consecutive Losing Trades | 418 | 376 | 334 | 293 | 251 | 209 | 167 | 125 | 84 | 42 |
Handelsaktivitet (134)
Öppningsdatum | Stängningsdatum | Symbol | Åtgärd | Lots | SL | TP | Öppningspris | Stängningspris | Pips | Vinst | Varaktighet | Förändring |
---|---|---|---|---|---|---|---|---|---|---|---|---|
05.15.2014 00:00 | 10.20.2016 23:59 | AUDCAD | Buy | 0.20 | - | 1.02756 | 1.02056 | 1.00945 | -111.1 | 79.75 | 889d | 0.07% |
03.22.2013 15:27 | 10.20.2016 23:59 | AUDCAD | Buy | 0.20 | - | 1.07488 | 1.06788 | 1.00945 | -584.3 | -514.05 | 1308d | -0.45% |
04.26.2013 11:02 | 10.20.2016 23:59 | AUDCAD | Buy | 0.20 | - | 1.05629 | 1.04929 | 1.00945 | -398.4 | -244.85 | 1273d | -0.21% |
05.01.2013 15:23 | 10.20.2016 23:59 | AUDCAD | Buy | 0.20 | - | 1.04378 | 1.03678 | 1.00945 | -273.3 | -58.00 | 1268d | -0.05% |
09.28.2016 18:32 | 10.20.2016 00:20 | AUDCAD | Buy | 0.20 | - | 1.01504 | 1.00804 | 1.01504 | 70.0 | 111.68 | 21d | 0.10% |
01.03.2016 22:00 | 09.27.2016 08:26 | AUDCAD | Buy | 0.20 | - | 1.01458 | 1.00758 | 1.01458 | 70.0 | 179.31 | 267d | 0.16% |
09.20.2016 00:29 | 09.23.2016 12:41 | AUDCAD | Buy | 0.20 | - | 1.00206 | 0.99506 | 1.00206 | 70.0 | 106.41 | 3d | 0.09% |
09.09.2016 00:00 | 09.19.2016 14:10 | AUDCAD | Buy | 0.20 | - | 0.99588 | 0.98888 | 0.99588 | 70.0 | 107.25 | 10d | 0.09% |
08.17.2016 08:55 | 09.08.2016 08:22 | AUDCAD | Buy | 0.20 | - | 0.99336 | 0.98636 | 0.99336 | 70.0 | 111.68 | 21d | 0.10% |
04.18.2016 00:00 | 08.05.2016 12:31 | AUDCAD | Buy | 0.20 | - | 0.99937 | 0.99237 | 0.99937 | 70.0 | 135.80 | 109d | 0.12% |
07.07.2016 00:00 | 07.08.2016 12:38 | AUDCAD | Buy | 0.20 | - | 0.98141 | 0.97441 | 0.98141 | 70.0 | 105.30 | 1d | 0.09% |
04.27.2016 01:49 | 07.06.2016 12:38 | AUDCAD | Buy | 0.20 | - | 0.97500 | 0.96800 | 0.97500 | 70.0 | 124.42 | 70d | 0.11% |
05.09.2016 00:19 | 06.22.2016 14:06 | AUDCAD | Buy | 0.20 | - | 0.96007 | 0.95307 | 0.96007 | 70.0 | 117.22 | 44d | 0.10% |
05.26.2016 01:18 | 05.31.2016 02:09 | AUDCAD | Buy | 0.20 | - | 0.94287 | 0.93587 | 0.94287 | 70.0 | 105.86 | 5d | 0.09% |
05.06.2016 12:24 | 05.08.2016 23:18 | AUDCAD | Buy | 0.20 | - | 0.95358 | 0.94658 | 0.95358 | 70.0 | 105.02 | 2d | 0.09% |
05.04.2016 00:00 | 05.04.2016 14:39 | AUDCAD | Buy | 0.20 | - | 0.95959 | 0.95259 | 0.95959 | 70.0 | 105.02 | 14h 39m | 0.09% |
04.28.2016 02:37 | 05.03.2016 02:09 | AUDCAD | Buy | 0.20 | - | 0.96250 | 0.95550 | 0.96250 | 70.0 | 105.85 | 4d | 0.09% |
04.15.2016 00:00 | 04.17.2016 23:02 | AUDCAD | Buy | 0.20 | - | 0.99501 | 0.98801 | 0.99501 | 70.0 | 105.02 | 2d | 0.09% |
04.08.2016 12:38 | 04.14.2016 11:19 | AUDCAD | Buy | 0.20 | - | 0.99054 | 0.98354 | 0.99054 | 70.0 | 106.68 | 5d | 0.09% |
03.10.2016 00:00 | 03.11.2016 13:32 | AUDCAD | Buy | 0.20 | - | 0.99656 | 0.98956 | 0.99656 | 70.0 | 105.31 | 1d | 0.09% |
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