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1月
2月
3月
4月
5月
6月
7月
8月
9月
10月
11月
12月
YTD
共计:
交易: 902
盈利交易: 623 (69.06%)
亏损交易: 279 (30.93%)
最好交易: 34.19 EUR
最差交易: -24.32 EUR
毛利: 1861.69 EUR (668952 pips)
毛利亏损: -1600.26 EUR (536744 pips)
最大连续赢利: 17 (24.30 EUR)
最大连续盈利: 48.95 EUR (3)
夏普比率: 0.05
交易活动: 91.54%
最大入金加载: 23.70%
采收率: 1.11
长期交易: 466 (51.66%)
短期交易: 436 (48.34%)
利润因子: 1.16
预期回报: 0.29 EUR
平均利润: 2.99 EUR
平均损失: -5.74 EUR
最大连续失误: 9 (-105.98 EUR)
最大连续亏损: -109.67 EUR (6)
每月增长: -11.98%
年度预测: -100.00%
最好交易: 34.19 EUR
最大连续赢利: 17 (24.30 EUR)
最大连续盈利: 48.95 EUR (3)
最差交易: -24.32 EUR
最大连续失误: 9 (-105.98 EUR)
最大连续亏损: -109.67 EUR (6)
结余跌幅:
绝对: 41.16 EUR
最大值: 234.62 EUR (38.42%)
相对跌幅:
结余: 38.42% (234.62 EUR)
净值: 21.45% (104.19 EUR)

MFE和 MAE分布点图

在使用期内为每个持仓订单记录最大利润(MFE)值和最大亏损(MAE)值。这些参数使用最大未实现的潜在值和最大容许风险额外表现每个平仓订单。MFE/利润和MAE/利润分布图显示每个订单为沿X轴绘制的收到利润/亏损值的一个点,而潜在利润(MFE)和潜在亏损(MAE)的最大显示值则是沿Y轴绘制。

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无数据

将光标放在参数/图说明上可以看到最佳和最糟的交易系列。在文章交易中的数学:如何评估交易结果中了解更多有关MAE和MFE分布的信息。

交易品种 交易 Sell Buy
EURSEK 902
2004006008001000
2004006008001000
2004006008001000

基于有关不同交易商真实账户的执行统计的平均滑移点按点数指定。它取决于 FXOpen-ECN Live Server 提供商以及订阅者之间不同的报价,以及订单执行的延迟。值越低意味着复制的质量越高。

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没有评论
2017.01.17 10:39 2017.01.17 10:39:11 

There's a very strange first order opened at 00:00:14 (Server time). So I will add a function, that prevents open trades around midnight (server time).

And sorry - the restart of the EA closed all open trades.

2017.01.11 14:57 2017.01.11 14:57:48 

I've added some helpful informations in the signal-description, if you want to subscribe to my signal (Signal One). Have a nice day!

2017.01.04 23:07 2017.01.04 23:07:35 

I wish everybody a happy new year!

With my last backtests I found out, that the result is getting somewhat worse, if you try to avoid news. That's amazing... So I'm thinking about to let the system online on the next NFP-news. But I hope I've some time to make some more tests before friday...

2016.12.20 17:01 2016.12.20 17:01:07 

It was possible to close the actual trade with a little profit. But if I close the trades, we will never know, if the strategy of the signal will be profitable without intervention. So I hope now that the statistics of the strategy in the current case are right. But the terrorist attack in Berlin could have had a strong impact on the course of the movement. Probably it would have been better to stop the signal with a small loss after the terrorist attack yesterday evenig...

2016.12.19 23:17 2016.12.19 23:17:43 

The Riksbank interest rate decision (Sweden) is on Wednesday - not on Tuesday. But this night we have the BoJ interest rate decision. Normally this should not have a big effect on EURSEK. I will let the system run.

2016.12.16 08:41 2016.12.16 08:41:50 

See my new post on my profile page. Maybe I will open a new blog for this signal, because it is not possible to post images in the news-tab of a signal. Have a nice weekend!

2016.12.14 10:37 2016.12.14 10:37:16 

I forgot to post this message in "Signal news": December seems to be a difficult month. The currency-pair is a little bit nervous at the moment. The backtest of 2015 shows the same problems with a result of +/- 0%.

2016.12.08 19:43 2016.12.08 19:43:44 

This morning I took a look back to the last three ECB rate decisions and there was never such a movement like today. So I let the system online. This was a mistake. Now I will stop this system on every important news. The next important economic news is on Tuesday, 13th December. (Inflation rate Sweden) and on Tuesday, 20th December (Rate decision Sweden).

2016.12.05 19:13 2016.12.05 19:13:57 

Today we saw a stop-loss event. Now I've learned, that we must wait at least two days after the NFP-News...

The actual trade is a manual trade...

2016.12.02 09:31 2016.12.02 09:31:57 

Next trades on monday... Have a nice weekend!

2016.12.01 18:46 2016.12.01 18:46:15 

I just wanted to close the single long-position. But I hit the wrong button on my app. :-(

Now I try to simulate the last trade manually. Sorry...

2016.11.30 10:09 2016.11.30 10:09:12 

I will try to stop this signal before the publication of the NFP-news on Friday. Restart on Monday.

2016.11.28 08:06 2016.11.28 08:06:31 

28.11.2016

There will probably be no new transactions until Wednesday. We have important news on Tuesday.

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