Strategy Settings
+422.46% |
0.11% | |
3.47% | |
Förlustsekvens: | 89.51% |
Balans: | $52,243.71 |
Högsta: | (Dec 29) $52,267.54 |
Vinst: | $42,245.51 |
Insättningar: | $10,000.00 |
Test Started: | Jan 03, 2011 |
Test Ended: | Dec 29, 2014 |
Timeframe: | 5 Minutes |
Model Type: | Every Tick |
Added: | Mar 19 2016 at 13:40 |
Kommentarer:
No comments entered. |
Model Quality: | 90.0 |
Bars In Test: | 297655 |
Ticks Modelled: | 52627916 |
Visningar: | 21 |
Mäklare: | - |
Positioner: | 9263 |
Profitability: | |
Pips: | -2770.9 |
Snittvinst: | 10.36 pips / $11.07 |
Genomsnittlig förlust: | -29.38 pips / -$13.18 |
Lots: | 517.28 |
Provision: | 0 |
Long(köp) vunna: | (3359/4632) 72% |
Vunna Short-positioner: | (3419/4631) 73% |
Bästa affär($): | (Sep 04) 1381.80 |
Sämsta affär($): | (Aug 22) -226.69 |
Bästa affär (pips): | (Jul 02) 98.0 |
Sämsta affär (pips): | (Oct 10) -248.5 |
Avg. Trade Length: | 1d |
Vinstfaktor: | 2.29 |
Standard Deviation: | $40.85 |
Sharpe Ratio | 0.0000 |
Z-Score (Probability): | -40.61 (99.99%) |
Expectancy: | -0.3 Pips / $4.56 |
AHPR: | 0.02% |
GHPR: | 0.02% |
Long(köp) | Short(sälj) positioner | Totalt | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Valuta | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Positioner | Pips | Vinst($) | Vunna(%) | Förlorade(%) |
EURUSD | 4632 | -3560.4 | 18845.59 | 4631 | 789.5 | 23398.12 | 9263 | -2770.9 | 42243.71 | 6778 (73%) | 2485 (27%) |
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 | 3968 | 3571 | 3175 | 2778 | 2381 | 1984 | 1587 | 1190 | 794 | 397 |
Handelsaktivitet (9263)
Öppningsdatum | Stängningsdatum | Symbol | Åtgärd | Lots | SL | TP | Öppningspris | Stängningspris | Pips | Vinst | Varaktighet | Förändring |
---|---|---|---|---|---|---|---|---|---|---|---|---|
12.29.2014 20:15 | 12.29.2014 23:59 | EURUSD | Buy | 0.06 | - | 1.21688 | 1.21491 | 1.21509 | 1.8 | 1.08 | 3h 44m | 0.00% |
12.29.2014 20:20 | 12.29.2014 23:59 | EURUSD | Buy | 0.09 | - | 1.21688 | 1.21454 | 1.21509 | 5.5 | 4.95 | 3h 39m | 0.01% |
12.29.2014 17:05 | 12.29.2014 23:59 | EURUSD | Buy | 0.02 | - | 1.21688 | 1.21910 | 1.21509 | -40.1 | -8.02 | 6h 54m | -0.02% |
12.29.2014 17:40 | 12.29.2014 23:59 | EURUSD | Buy | 0.03 | - | 1.21688 | 1.21873 | 1.21509 | -36.4 | -10.92 | 6h 19m | -0.02% |
12.29.2014 19:05 | 12.29.2014 23:59 | EURUSD | Buy | 0.04 | - | 1.21688 | 1.21782 | 1.21509 | -27.3 | -10.92 | 4h 54m | -0.02% |
12.29.2014 13:25 | 12.29.2014 17:37 | EURUSD | Sell | 0.02 | - | 1.21875 | 1.21932 | 1.21875 | 5.7 | 1.14 | 4h 12m | 0.00% |
12.29.2014 14:25 | 12.29.2014 17:37 | EURUSD | Sell | 0.03 | - | 1.21875 | 1.21971 | 1.21875 | 9.6 | 2.88 | 3h 12m | 0.01% |
12.29.2014 13:05 | 12.29.2014 14:20 | EURUSD | Buy | 0.02 | - | 1.21975 | 1.21895 | 1.21975 | 8.0 | 1.60 | 1h 15m | 0.00% |
12.29.2014 11:20 | 12.29.2014 12:54 | EURUSD | Sell | 0.02 | - | 1.21934 | 1.21920 | 1.21934 | -1.4 | -0.28 | 1h 34m | 0.00% |
12.29.2014 12:05 | 12.29.2014 12:54 | EURUSD | Sell | 0.03 | - | 1.21934 | 1.22077 | 1.21934 | 14.3 | 4.29 | 49m | 0.01% |
12.29.2014 09:40 | 12.29.2014 11:08 | EURUSD | Buy | 0.04 | - | 1.21920 | 1.21761 | 1.21920 | 15.9 | 6.36 | 1h 28m | 0.01% |
12.29.2014 09:05 | 12.29.2014 11:08 | EURUSD | Buy | 0.03 | - | 1.21920 | 1.21862 | 1.21920 | 5.8 | 1.74 | 2h 3m | 0.00% |
12.29.2014 07:40 | 12.29.2014 11:08 | EURUSD | Buy | 0.02 | - | 1.21920 | 1.21963 | 1.21920 | -4.3 | -0.86 | 3h 28m | 0.00% |
12.29.2014 04:25 | 12.29.2014 09:30 | EURUSD | Sell | 0.02 | - | 1.21826 | 1.21906 | 1.21826 | 8.0 | 1.60 | 5h 5m | 0.00% |
12.26.2014 16:45 | 12.29.2014 03:34 | EURUSD | Buy | 0.04 | - | 1.21904 | 1.21733 | 1.21904 | 17.1 | 6.58 | 2d | 0.01% |
12.26.2014 10:15 | 12.29.2014 03:34 | EURUSD | Buy | 0.02 | - | 1.21904 | 1.21927 | 1.21904 | -2.3 | -0.59 | 2d | 0.00% |
12.26.2014 13:40 | 12.29.2014 03:34 | EURUSD | Buy | 0.03 | - | 1.21904 | 1.21878 | 1.21904 | 2.6 | 0.59 | 2d | 0.00% |
12.26.2014 20:30 | 12.29.2014 01:49 | EURUSD | Sell | 0.03 | - | 1.21721 | 1.21791 | 1.21721 | 7.0 | 2.15 | 2d | 0.00% |
12.26.2014 20:50 | 12.29.2014 01:49 | EURUSD | Sell | 0.04 | - | 1.21721 | 1.21828 | 1.21721 | 10.7 | 4.35 | 2d | 0.01% |
12.26.2014 20:25 | 12.29.2014 01:49 | EURUSD | Sell | 0.02 | - | 1.21721 | 1.21761 | 1.21721 | 4.0 | 0.83 | 2d | 0.00% |
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