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Strategy Settings

MagicNumber
22473
License
"XXX"
OrderString
"Black Bel...
MM
true
MaxOpenTrades
16
initial_balance
5000
balance_percent
0.9
fixed_lot
0.1
Slippage
3
+1.02M%

0.53%
17.33%
Förlustsekvens 39.33%

Balans $50,946,242.76
Högsta (Aug 17) $65,799,289.42
Vinst $50,941,242.76
Insättningar $5,000.00

Test Started: Jan 02, 2007
Test Ended: Sep 30, 2011
Timeframe: 30 Minutes

Model Type: Every Tick
Added: Feb 24 2012 at 15:24
Kommentarer
No comments entered.
Model Quality: 90.0
Bars in test: 64165
Ticks Modelled: 50143118
Visningar 296
Mäklare ThinkMarkets
Positioner: 3199
Profitability:
Pips 54866.6
Average Win: 64.40 pips / $111297.42
Genomsnittlig förlust: -41.89 pips / -$103258.98
Lots: 640,723.30
Provision 0
Long(köp) vunna (897/1574) 56%
Vunna Short-positioner (880/1625) 54%
Bästa affär (Aug 17) 2777770.00
Sämsta affär (Sep 13) -5362406.40
Bästa affär (pips): (Dec 16) 606.9
Sämsta affär (pips): (Sep 23) -516.1
Avg. Trade Length: 1d
Vinstfaktor 1.35
Standard Deviation: $307202.87
Sharpe Ratio 0.1700
Z-Score (Probability): -15.69 (99.99%)
Expectancy 17.2 Pips / $15924.11
AHPR: 0.30%
GHPR: 0.29%
Long(köp) Short(sälj) positioner Totalt
Valuta Positioner Pips Vinst Positioner Pips Vinst Positioner Pips Vinst Vunna Förlorade
EURUSD 1574 28141.9 26579685.90 1625 26724.7 24361556.86 3199 54866.6 50941242.76 1777 (56%) 1422 (44%)
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% 0.02% 0.22% 2.17% 16.39%
Consecutive Losing Trades 493 444 395 345 296 247 197 148 99 49
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.

Handelsaktivitet

Öppningsdatum Stängningsdatum Symbol Åtgärd Lots SL TP Öppningspris Stängningspris Pips Vinst Varaktighet Förändring
09.28.2011 14:00 09.30.2011 08:04 EURUSD Buy 1210.20 - - 1.36371 1.35041 -133.0 -1614406.80 1d -2.96%
09.29.2011 08:30 09.30.2011 08:04 EURUSD Buy 1210.20 - - 1.36610 1.35041 -156.9 -1900014.00 23h 34m -3.60%
09.28.2011 08:00 09.28.2011 08:30 EURUSD Buy 1217.40 - - 1.36380 1.36115 -26.5 -322611.00 30m -0.59%
09.27.2011 14:00 09.27.2011 14:30 EURUSD Buy 1221.90 - - 1.36441 1.36272 -16.9 -206501.10 30m -0.38%
09.26.2011 21:30 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.35390 1.35768 37.8 455906.10 15h 30m 0.83%
09.26.2011 16:00 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.35166 1.35768 60.2 726789.30 21h 0m 1.35%
09.27.2011 12:30 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.35863 1.35768 -9.5 -114883.50 30m -0.21%
09.26.2011 15:00 09.27.2011 13:00 EURUSD Buy 1209.30 - - 1.34712 1.35768 105.6 1275811.50 22h 0m 2.42%
09.23.2011 16:00 09.26.2011 15:00 EURUSD Buy 1209.30 - - 1.35172 1.34701 -47.1 -570789.60 2d -1.06%
09.25.2011 23:30 09.26.2011 15:00 EURUSD Buy 1209.30 - - 1.35271 1.34701 -57.0 -690510.30 15h 30m -1.29%
09.23.2011 14:00 09.26.2011 15:00 EURUSD Buy 1209.30 - - 1.35125 1.34701 -42.4 -513952.50 3d -0.94%
09.22.2011 16:00 09.23.2011 12:30 EURUSD Sell 1217.60 - - 1.34448 1.34754 -30.6 -374533.76 20h 30m -0.68%
09.21.2011 20:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.35670 1.34508 116.2 1190180.20 15h 0m 2.36%
09.22.2011 10:00 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.34742 1.34508 23.4 240669.00 1h 30m 0.44%
09.21.2011 12:00 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.36468 1.34508 196.0 2010923.20 23h 30m 4.15%
09.21.2011 11:00 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.36629 1.34508 212.1 2176511.70 1d 4.70%
09.22.2011 03:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.35422 1.34508 91.4 940049.00 8h 0m 1.78%
09.22.2011 01:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.35682 1.34508 117.4 1207459.00 10h 0m 2.34%
09.22.2011 08:30 09.22.2011 11:30 EURUSD Sell 1028.50 - - 1.35234 1.34508 72.6 746691.00 3h 0m 1.39%
09.19.2011 23:00 09.21.2011 09:00 EURUSD Sell 1045.90 - - 1.36024 1.36769 -74.5 -782542.38 1d -1.66%

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