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策略设置
lot_limit_for_pendings 0.9 limit_allowed -10000 EXTREME_divider 3.8
line_koef 0.21 TRADING_STOP_ALLOWED false equity_for_trading_stop -1
Monday_close_hour 1 Monday_close_minute 30 lot_for_other_shares_0_01 false
friday_close_min 30 relation_level 1.26 koef_for_TP 1.22
koef_for_SL 1.18 GLOBAL_PRINT_ENABLED false n_number_fixed_small 17
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Forward test: JNA BREEZE
  • 信息
  • 统计
  • 一般
  • 获利: +4423.43%
  • 天: 0.06%
  • 每月: 1.78%
  • 资金回撤: 10.33%
  • 余额: $45.2K
  • 最高: (Nov 14) $46.0K
  • 利润: $44234.26
  • 入金: $1000.00
  • 测试开始:Feb 22, 2000
  • 测试结束:Nov 15, 2017
  • 时限:5 Minutes
  • 模型类型:Open Prices
  • 新增:Dec 11 2017 at 14:21
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  • Chart
  • 增长率
  • 余额
  • 利润
  • 高级统计数据
  • 交易
  • 摘要
  • 小时
  • 破产风险
  • 时间
交易: 1521
盈利的:
点: 20719.0
平均获利: 35.98 pips / $88.01
平均损失 -35.01 pips / -$99.11
手: 403.18
委员会: 0
成功的做多交易: (563/805) 69%
成功的做空交易: (479/716) 66%
最佳交易($): (Apr 24) 2047.28
最差交易($): (Aug 15) -979.20
最好的交易(按照点数计算) (Mar 18) 169.5
最坏的交易(点数) (Dec 04) -153.6
平均持仓时间: 11h 8m
利润因子: 1.93
标准差: $220.81
夏普比率: 0.2600
Z评分 (概率): -19.55 (99.99%)
期待: 13.6 点 / $29.08
AHPR: 0.26%
GHPR: 0.25%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
EURUSD 805 11905.9 26773.71 716 8813.1 17460.10 1521 20719.0 44233.81 1042 (69%) 479 (31%)
交易活动 (1521)
开仓时间 平仓日期 货币对 行动 止损 TP 开盘价 平仓价格 利润 时间 更改
11.15.2017 15:35 11.15.2017 16:30 EURUSD Buy 1.83 1.18192 - 1.18592 1.18192 -40.0 -732.00 55m -1.59%
11.15.2017 15:35 11.15.2017 16:30 EURUSD Buy 0.01 1.18192 - 1.18592 1.18192 -40.0 -4.00 55m -0.01%
11.14.2017 09:25 11.14.2017 14:35 EURUSD Buy 0.01 1.16524 - 1.16922 1.17412 49.0 4.90 5h 10m 0.01%
11.14.2017 09:25 11.14.2017 14:35 EURUSD Buy 1.79 1.16524 - 1.16922 1.17412 49.0 877.10 5h 10m 1.95%
11.07.2017 10:40 11.08.2017 10:20 EURUSD Sell 0.01 1.16132 - 1.15756 1.16132 -37.6 -3.73 23h 40m -0.01%
11.07.2017 10:40 11.08.2017 10:20 EURUSD Sell 1.82 1.16132 - 1.15756 1.16132 -37.6 -678.33 23h 40m -1.48%
10.26.2017 20:25 10.27.2017 03:40 EURUSD Sell 0.01 1.17110 - 1.16710 1.16333 37.7 3.80 7h 15m 0.01%
10.26.2017 20:25 10.27.2017 03:40 EURUSD Sell 1.78 1.17110 - 1.16710 1.16333 37.7 676.92 7h 15m 1.50%
10.27.2017 02:05 10.27.2017 03:40 EURUSD Sell 0.01 1.17110 - 1.16354 1.16333 2.1 0.21 1h 35m 0.00%
10.26.2017 20:50 10.27.2017 02:05 EURUSD Sell 0.01 1.17040 - 1.16640 1.16391 24.9 2.52 5h 15m 0.01%
10.26.2017 20:50 10.27.2017 02:05 EURUSD Sell 1.78 1.17040 - 1.16640 1.16391 24.9 449.08 5h 15m 1.01%
10.26.2017 16:40 10.26.2017 20:05 EURUSD Sell 1.74 1.17655 - 1.17258 1.16790 46.8 814.32 3h 25m 1.86%
10.26.2017 16:40 10.26.2017 20:05 EURUSD Sell 0.01 1.17655 - 1.17258 1.16790 46.8 4.68 3h 25m 0.01%
10.23.2017 21:15 10.24.2017 06:10 EURUSD Sell 1.77 1.17721 - 1.17314 1.17721 -40.7 -714.57 8h 55m -1.60%
10.23.2017 21:15 10.24.2017 06:10 EURUSD Sell 0.01 1.17721 - 1.17314 1.17721 -40.7 -4.04 8h 55m -0.01%
10.06.2017 07:00 10.06.2017 10:20 EURUSD Sell 1.77 1.17447 - 1.16973 1.16956 1.7 30.09 3h 20m 0.07%
10.06.2017 07:00 10.06.2017 10:20 EURUSD Sell 0.01 1.17447 - 1.16973 1.16956 1.7 0.17 3h 20m 0.00%
10.03.2017 04:05 10.03.2017 17:10 EURUSD Sell 0.01 1.17700 - 1.17186 1.17700 -51.4 -5.14 13h 5m -0.01%
10.03.2017 04:05 10.03.2017 17:10 EURUSD Sell 1.81 1.17700 - 1.17186 1.17700 -51.4 -930.34 13h 5m -2.05%
09.25.2017 19:15 09.26.2017 10:50 EURUSD Sell 0.01 1.18943 - 1.18399 1.18213 18.6 1.89 15h 35m 0.00%

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Business Inventories (38 min)
USD/CAD extends its consolidative price ...(5 min ago)
EURUSD 1.17067 GBPUSD 1.32595
USDJPY 112.423 USDCAD 1.31403

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