策略设置
+177.95% |
0.32% | |
9.96% | |
资金回撤: | 32.08% |
余额: | $27,795.21 |
最高: | (Nov 10) $28,919.04 |
利润: | $17,795.43 |
入金: | $10,000.00 |
测试开始: | Jan 01, 2020 |
测试结束: | Nov 19, 2020 |
时限: | 5 Minutes |
模型类型: | Every Tick |
新增: | Nov 20 2020 at 16:34 |
评论:
Bextest Expert Martingale\nPrepared by Www.tejaratfx.com |
质量模型: | 90.0 |
酒吧内测试: | 60000 |
江淹拟蜱: | 4092173 |
菜单: | 49 |
经纪人: | ORBEX |
交易: | 774 |
盈利的: | |
点: | 2171.2 |
平均获利: | 23.27 pips / $54.67 |
平均损失 | -22.78 pips / -$16.60 |
手: | 120.13 |
委员会: | 0 |
成功的做多交易: | (225/406) 55% |
成功的做空交易: | (205/368) 55% |
最佳交易($): | (Sep 01) 1689.09 |
最差交易($): | (Nov 19) -273.31 |
最好的交易(按照点数计算) | (Jan 02) 30.0 |
最坏的交易(点数) | (Nov 19) -122.7 |
平均持仓时间: | 2d |
利润因子: | 4.12 |
标准差: | $161.27 |
夏普比率 | 0.1400 |
Z评分 (概率): | -8.14 (99.99%) |
期待: | 2.8 点 / $22.99 |
AHPR: | 0.14% |
GHPR: | 0.13% |
多头 | 空头 | 总 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
货币 | 交易 | 点 | 利润($) | 交易 | 点 | 利润($) | 交易 | 点 | 利润($) | 成功(%) | 损失(%) |
EURCHF | 406 | 1313.5 | 9643.61 | 368 | 857.7 | 8151.60 | 774 | 2171.2 | 17795.21 | 430 (56%) | 344 (44%) |
损失的大小 | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
损失概率 | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
连续亏损的交易 | 1675 | 1508 | 1340 | 1173 | 1005 | 838 | 670 | 503 | 335 | 168 |
交易活动 (774)
开仓时间 | 平仓日期 | 货币对 | 行动 | 手 | 止损 | TP | 开盘价 | 平仓价格 | 点 | 利润 | 时间 | 更改 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
11.05.2020 13:23 | 11.19.2020 23:59 | EURCHF | Sell | 0.02 | - | 1.07826 | 1.06917 | 1.08144 | -122.7 | -27.57 | 14d | -0.10% |
11.09.2020 09:07 | 11.19.2020 23:59 | EURCHF | Sell | 1.29 | - | 1.07826 | 1.07976 | 1.08144 | -16.8 | -273.31 | 10d | -0.97% |
11.09.2020 07:17 | 11.19.2020 23:59 | EURCHF | Sell | 0.05 | - | 1.07826 | 1.07222 | 1.08144 | -92.2 | -51.97 | 10d | -0.18% |
11.05.2020 14:44 | 11.19.2020 23:59 | EURCHF | Sell | 0.03 | - | 1.07826 | 1.07068 | 1.08144 | -107.6 | -36.38 | 14d | -0.13% |
11.10.2020 04:48 | 11.19.2020 23:59 | EURCHF | Buy | 0.02 | - | 1.08287 | 1.08138 | 1.08112 | -2.6 | -0.67 | 9d | 0.00% |
11.09.2020 08:45 | 11.19.2020 23:59 | EURCHF | Sell | 0.65 | - | 1.07826 | 1.07826 | 1.08144 | -31.8 | -244.71 | 10d | -0.86% |
11.09.2020 08:07 | 11.19.2020 23:59 | EURCHF | Sell | 0.33 | - | 1.07826 | 1.07676 | 1.08144 | -46.8 | -178.56 | 10d | -0.62% |
11.09.2020 07:41 | 11.19.2020 23:59 | EURCHF | Sell | 0.09 | - | 1.07826 | 1.07372 | 1.08144 | -77.2 | -78.72 | 10d | -0.27% |
11.10.2020 04:48 | 11.19.2020 23:59 | EURCHF | Sell | 2.57 | - | 1.07826 | 1.08126 | 1.08144 | -1.8 | -115.57 | 9d | -0.41% |
11.10.2020 09:26 | 11.19.2020 23:59 | EURCHF | Buy | 0.03 | - | 1.08287 | 1.07987 | 1.08112 | 12.5 | 3.97 | 9d | 0.01% |
11.09.2020 07:57 | 11.19.2020 23:59 | EURCHF | Sell | 0.17 | - | 1.07826 | 1.07524 | 1.08144 | -62.0 | -120.34 | 10d | -0.42% |
11.09.2020 10:20 | 11.10.2020 04:48 | EURCHF | Buy | 0.02 | - | 1.08106 | 1.08108 | 1.08106 | -0.2 | -0.06 | 18h 28m | 0.00% |
11.09.2020 10:36 | 11.10.2020 04:48 | EURCHF | Buy | 0.03 | - | 1.08106 | 1.07957 | 1.08106 | 14.9 | 4.90 | 18h 12m | 0.02% |
11.09.2020 10:54 | 11.10.2020 04:48 | EURCHF | Buy | 0.05 | - | 1.08106 | 1.07806 | 1.08106 | 30.0 | 16.45 | 17h 54m | 0.06% |
11.09.2020 10:00 | 11.09.2020 10:20 | EURCHF | Buy | 0.03 | - | 1.08076 | 1.07776 | 1.08076 | 30.0 | 9.88 | 20m | 0.03% |
11.09.2020 08:47 | 11.09.2020 10:20 | EURCHF | Buy | 0.02 | - | 1.08076 | 1.07927 | 1.08076 | 14.9 | 3.28 | 1h 33m | 0.01% |
11.09.2020 07:58 | 11.09.2020 08:47 | EURCHF | Buy | 0.02 | - | 1.07894 | 1.07594 | 1.07894 | 30.0 | 6.59 | 49m | 0.02% |
11.09.2020 07:17 | 11.09.2020 07:58 | EURCHF | Buy | 0.02 | - | 1.07562 | 1.07262 | 1.07562 | 30.0 | 6.58 | 41m | 0.02% |
11.05.2020 11:40 | 11.09.2020 07:17 | EURCHF | Buy | 0.03 | - | 1.07230 | 1.07080 | 1.07230 | 15.0 | 4.91 | 3d | 0.02% |
11.05.2020 18:51 | 11.09.2020 07:17 | EURCHF | Buy | 0.05 | - | 1.07230 | 1.06930 | 1.07230 | 30.0 | 16.42 | 3d | 0.06% |
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