Strategy Settings
timeframe
15
ma_period
96
ma_level_low
-800
ma_level_hi
800
LotSize
0.1
Factor
2.1
MaxOrders
30
step_pips
200
TakeProfit
600
Slippage
20
| +512.08% |
| 0.52% | |
| 16.8% | |
| Förlustsekvens: | 41.43% |
| Balans: | $61,208.07 |
| Högsta: | (Aug 25) $61,208.07 |
| Vinst: | $51,208.06 |
| Insättningar: | $10,000.00 |
| Test Started: | Sep 09, 2014 |
| Test Ended: | Aug 25, 2015 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Oct 26 2015 at 07:50 |
|
Kommentarer:
No comments entered. |
| Model Quality: | 99.9 |
| Bars In Test: | 31417 |
| Ticks Modelled: | 12824509 |
| Visningar: | 91 |
| Mäklare: | 121 Securities |
| Positioner: | 115 |
| Profitability: | |
| Pips: | 3836.6 |
| Snittvinst: | 46.63 pips / $537.83 |
| Genomsnittlig förlust: | -38.13 pips / -$53.39 |
| Lots: | 81.11 |
| Provision: | 0 |
| Long(köp) vunna: | (49/59) 83% |
| Vunna Short-positioner: | (48/56) 85% |
| Bästa affär($): | (Aug 24) 6944.50 |
| Sämsta affär($): | (Jan 28) -153.93 |
| Bästa affär (pips): | (Aug 04) 114.2 |
| Sämsta affär (pips): | (Oct 06) -217.6 |
| Avg. Trade Length: | 2d |
| Vinstfaktor: | 54.29 |
| Standard Deviation: | $1044.72 |
| Sharpe Ratio | 0.4600 |
| Z-Score (Probability): | -3.53 (-204.62%) |
| Expectancy: | 33.4 Pips / $445.29 |
| AHPR: | 1.65% |
| GHPR: | 1.59% |
| Long(köp) | Short(sälj) positioner | Totalt | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Valuta | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Vunna(%) | Förlorade(%) |
| AUDUSD | 59 | 1582.1 | 31148.73 | 56 | 2254.5 | 20059.34 | 115 | 3836.6 | 51208.07 | 97 (84%) | 18 (16%) |
| 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 | 1147 | 1032 | 917 | 803 | 688 | 573 | 459 | 344 | 229 | 115 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Handelsaktivitet (115)
| Öppningsdatum | Stängningsdatum | Symbol | Åtgärd | Lots | SL | TP | Öppningspris | Stängningspris | Pips | Vinst | Varaktighet | Förändring |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 08.25.2015 00:37 | 08.25.2015 04:15 | AUDUSD | Buy | 0.10 | - | 0.72021 | 0.71421 | 0.72021 | 60.0 | 60.00 | 3h 38m | 0.10% |
| 08.24.2015 16:23 | 08.24.2015 17:05 | AUDUSD | Buy | 0.21 | - | 0.72089 | 0.71581 | 0.72089 | 50.8 | 106.68 | 42m | 0.18% |
| 08.24.2015 16:17 | 08.24.2015 17:05 | AUDUSD | Buy | 0.10 | - | 0.72089 | 0.71786 | 0.72089 | 30.3 | 30.30 | 48m | 0.05% |
| 08.24.2015 16:26 | 08.24.2015 17:05 | AUDUSD | Buy | 0.44 | - | 0.72089 | 0.71378 | 0.72089 | 71.1 | 312.84 | 39m | 0.51% |
| 08.24.2015 16:13 | 08.24.2015 16:17 | AUDUSD | Buy | 0.44 | - | 0.71877 | 0.71126 | 0.71877 | 75.1 | 330.44 | 4m | 0.55% |
| 08.24.2015 16:13 | 08.24.2015 16:17 | AUDUSD | Buy | 0.21 | - | 0.71877 | 0.71407 | 0.71877 | 47.0 | 98.70 | 4m | 0.16% |
| 08.24.2015 16:13 | 08.24.2015 16:17 | AUDUSD | Buy | 0.10 | - | 0.71877 | 0.71669 | 0.71877 | 20.8 | 20.80 | 4m | 0.03% |
| 08.24.2015 16:12 | 08.24.2015 16:13 | AUDUSD | Buy | 4.05 | - | 0.71293 | 0.70740 | 0.71293 | 55.3 | 2239.65 | 1m | 4.39% |
| 08.24.2015 16:11 | 08.24.2015 16:13 | AUDUSD | Buy | 0.92 | - | 0.71293 | 0.71186 | 0.71293 | 10.7 | 98.44 | 2m | 0.20% |
| 08.24.2015 16:12 | 08.24.2015 16:13 | AUDUSD | Buy | 1.93 | - | 0.71293 | 0.70986 | 0.71293 | 30.7 | 592.51 | 1m | 1.17% |
| 08.24.2015 16:11 | 08.24.2015 16:13 | AUDUSD | Buy | 0.21 | - | 0.71293 | 0.71630 | 0.71293 | -33.7 | -70.77 | 2m | -0.14% |
| 08.24.2015 16:10 | 08.24.2015 16:13 | AUDUSD | Buy | 0.10 | - | 0.71293 | 0.71830 | 0.71293 | -53.7 | -53.70 | 3m | -0.11% |
| 08.24.2015 16:12 | 08.24.2015 16:13 | AUDUSD | Buy | 8.50 | - | 0.71293 | 0.70476 | 0.71293 | 81.7 | 6944.50 | 1m | 13.03% |
| 08.24.2015 16:11 | 08.24.2015 16:13 | AUDUSD | Buy | 0.44 | - | 0.71293 | 0.71426 | 0.71293 | -13.3 | -58.52 | 2m | -0.12% |
| 08.24.2015 05:43 | 08.24.2015 10:45 | AUDUSD | Buy | 0.10 | - | 0.72717 | 0.72253 | 0.72717 | 46.4 | 46.40 | 5h 2m | 0.09% |
| 08.24.2015 05:49 | 08.24.2015 10:45 | AUDUSD | Buy | 0.21 | - | 0.72717 | 0.72052 | 0.72717 | 66.5 | 139.65 | 4h 56m | 0.28% |
| 08.12.2015 15:13 | 08.18.2015 16:01 | AUDUSD | Sell | 0.10 | - | 0.73230 | 0.73830 | 0.73230 | 60.0 | 55.86 | 6d | 0.11% |
| 08.11.2015 05:46 | 08.12.2015 13:31 | AUDUSD | Buy | 0.10 | - | 0.73217 | 0.73112 | 0.73217 | 10.5 | 10.60 | 1d | 0.02% |
| 08.12.2015 04:30 | 08.12.2015 13:31 | AUDUSD | Buy | 0.21 | - | 0.73217 | 0.72381 | 0.73217 | 83.6 | 175.56 | 9h 1m | 0.35% |
| 08.04.2015 18:17 | 08.05.2015 04:33 | AUDUSD | Sell | 0.10 | - | 0.73672 | 0.74272 | 0.73672 | 60.0 | 59.31 | 10h 16m | 0.12% |
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