CSV      讨论 (4)      可定制分析
策略设置
WinLargeFonts false Magic 456321 EA_Comment ""
MaxSpread 3 Slippage 2 StealthMode true
EmergencyStopDist 200 NFA false No_Hedge false
CS " RefreshDays 6 PendingOrderDist 0
StopLimitExpire 15 SecureProfit 0 SecureProfitTriger 0
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Forward test: Turtle EUR
  • 信息
  • 统计
  • 一般
  • 获利: +804.02%
  • 天: 0.07%
  • 每月: 2.04%
  • 资金回撤: 18.03%
  • 余额: $117.4K
  • 最高: (Jan 25) $117.4K
  • 利润: $104418.24
  • 入金: $13011.00
  • 测试开始:Feb 09, 2009
  • 测试结束:Jan 26, 2018
  • 时限:15 Minutes
  • 模型类型:Every Tick
  • 新增:Feb 07 at 12:55
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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: 1083
盈利的:
点: 7676.3
平均获利: 10.98 pips / $140.52
平均损失 -67.06 pips / -$743.94
手: 1,546.64
委员会: 0
成功的做多交易: (521/563) 92%
成功的做空交易: (508/520) 97%
最佳交易($): (Jul 11) 3839.33
最差交易($): (Jun 20) -3319.55
最好的交易(按照点数计算) (Sep 15) 79.2
最坏的交易(点数) (Jul 11) -227.0
平均持仓时间: 8h 25m
利润因子: 3.60
标准差: $424.69
夏普比率: 0.2100
Z评分 (概率): 0.93 (64.76%)
期待: 7.1 点 / $96.42
AHPR: 0.21%
GHPR: 0.20%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
EURUSD 563 3877.2 51513.64 520 3799.1 52904.61 1083 7676.3 104418.25 1029 (95%) 54 (5%)
交易活动 (1083)
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
01.25.2018 20:45 01.26.2018 09:45 EURUSD Buy 2.94 1.12767 - 1.24768 1.24775 0.7 -1.44 13h 0m 0.00%
01.25.2018 19:45 01.25.2018 20:06 EURUSD Buy 2.93 1.24831 - 1.24791 1.24971 18.0 422.02 21m 0.36%
01.16.2018 23:45 01.17.2018 01:30 EURUSD Buy 2.87 1.10600 - 1.22599 1.22650 5.1 101.84 1h 45m 0.09%
01.11.2018 20:15 01.11.2018 21:42 EURUSD Buy 2.82 1.20365 - 1.20325 1.20365 4.0 93.71 1h 27m 0.08%
01.09.2018 14:45 01.09.2018 16:08 EURUSD Sell 2.79 1.19283 - 1.19323 1.19283 4.0 93.56 1h 23m 0.08%
01.03.2018 05:00 01.03.2018 06:45 EURUSD Buy 2.81 1.08428 - 1.20427 1.20515 8.8 205.19 1h 45m 0.18%
12.28.2017 18:00 12.28.2017 18:30 EURUSD Buy 2.78 1.19412 - 1.19372 1.19488 11.6 269.88 30m 0.23%
12.14.2017 20:15 12.14.2017 23:00 EURUSD Sell 2.74 1.29951 - 1.17950 1.17880 7.0 162.71 2h 45m 0.14%
11.17.2017 07:00 11.17.2017 13:01 EURUSD Buy 2.74 1.06045 - 1.18044 1.18112 6.8 157.75 6h 1m 0.14%
11.15.2017 16:30 11.17.2017 04:29 EURUSD Buy 2.74 1.06167 - 1.18166 1.18188 2.2 -15.84 1d -0.01%
11.07.2017 16:30 11.07.2017 18:30 EURUSD Sell 2.68 1.27771 - 1.15770 1.15654 11.6 268.80 2h 0m 0.23%
10.27.2017 21:15 10.30.2017 00:30 EURUSD Sell 2.69 1.27984 - 1.15983 1.15954 2.9 78.38 2d 0.07%
10.06.2017 12:45 10.06.2017 15:30 EURUSD Sell 2.71 1.29011 - 1.17012 1.16988 2.4 55.60 2h 45m 0.05%
09.25.2017 22:15 09.26.2017 00:30 EURUSD Sell 2.74 1.30544 - 1.18543 1.18465 7.8 191.72 2h 15m 0.17%
09.22.2017 13:15 09.22.2017 17:15 EURUSD Buy 2.77 1.07734 - 1.19733 1.19764 3.1 71.70 4h 0m 0.06%
09.21.2017 06:00 09.21.2017 08:15 EURUSD Sell 2.74 1.30847 - 1.18848 1.18789 5.9 136.09 2h 15m 0.12%
08.29.2017 16:00 08.29.2017 18:45 EURUSD Buy 2.77 1.08290 - 1.20291 1.20322 3.1 71.37 2h 45m 0.06%
08.15.2017 20:15 08.15.2017 22:13 EURUSD Sell 2.71 1.17380 - 1.17420 1.17380 4.0 92.35 1h 58m 0.08%
08.10.2017 15:00 08.10.2017 17:15 EURUSD Sell 2.70 1.29253 - 1.17254 1.17204 5.0 115.18 2h 15m 0.10%
08.04.2017 21:30 08.08.2017 17:25 EURUSD Sell 2.70 1.29646 - 1.17645 1.17608 3.7 107.23 3d 0.09%

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EURUSD 1.22894 GBPUSD 1.40075
USDJPY 107.639 USDCAD 1.27573

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