You are currently not signed in.

Please sign in or register.

Small BUT Brilliant Strategies Account not verified

comeinvest

Score

Score is the weighted average value of all the scores - experience, risk, discipline, return and scalability.

FxStat defines 'Risk' as the maximum a portfolio or a holding may lose in one day with a confidence of 95%. So for example, if the risk of a portfolio is set at 3%, then we can say with 95% confidence that the portfolio will not lose more than 3% of its capital on any given day.

Experience: The more days a trader trades in a year the higher the experience score achieved. The maximum score achievable is 10, for having traded on all 264 tradable days of the year. For each tradable day that a trader does not trade, will loose a 0.038 score.

Risk : The weighted average of the standard daily deviation and max. drawdown.

Discipline: A measure of how disciplined a trader is to his trading strategy. This is found by looking at the distribution of a trades.

Return: weighted average of last 12 month return, probabilities and rations.

Scalability: An assessment of whether a trader is still profitable if he earned 0, 4, 8, 12, 24, 35 pips less on each trade. If the trader is still profitable with the reductions applied then a higher score is applied to scalability value.

39.7
out of 100
经验
0.9
风险
1
Discipline
8.6
回报
4.4
Scalability
5

VaR 95%

57.3%
57.29% min VaR
66.07% max VaR
Performance History Symbols风险浮动亏损
图表: 增长余额 Profit vs Pips
描述:
MORE than double asap. BUT very-very-very-very high risk. With BEST RETURNS.
总点数: 3889
入金: $1,714.53 取款: $0.00 利息: $0.00
浮动亏损: 99.12%
每日: 8.00% 每月: 175.99%
余额: $10,200.31 资产净值: (3%) $285.31 Current Drawdown: (97%) 更新时间: 14 years ago 利润: $8,485.78
分析
所有时间性能
+1,585.20%
Short URL for this page:

每月结果

表格 结束交易数据
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 本年迄今% 风险
标准偏差测量交易结果在平均结果中的分布范围。分布被定义为实际值和平均值之间的差值。实际交易结果和平均交易结果之间的差值越大,标准偏差和资产净值曲线的变更率越高。结果越接近平均值,标准偏差或资产净值曲线
平均值
显示特定期间内收益的几何平均值。
2010 358.82 % 66.01 % 494.93 % 150.87 175.99
注意:请选择月份查阅详细分析。 所有时间性能 1,585.20% 150.87 175.99

数据

交易量
该交易期间的完结交易总量。该数据分析需基于30-50个交易,方可更精确地评估交易结果。总交易量=盈利交易+亏损交易
229
有利可图的交易
已完结的盈利交易。盈利交易=总交易-亏损交易
184 (80.35%)
无利可图的交易
已完结的亏损交易。亏损交易=总交易-盈利交易
39 (17.03%)
购买交易
该交易期间内的买进交易总数。按完结交易计算。
102
出售交易
该交易期间内的卖出交易总数。按完结交易计算。
127
最佳交易
单笔完结交易所获得的最高利润。
$1,725.00
最差交易
单笔完结交易所亏损的最大金额。
-$322.00
盈利/亏损 %
盈/亏比即为盈利交易占总交易量的百分比。计算公式:100X盈利交易量/(总盈利交易+总亏损交易)
83%
平均交易时间
显示特定期间内在所有完成交易中花费的平均时间
17.11h
利润指数
显示盈利金额与损失金额的比值。按照定义,大于 1 的值表示交易拥有正净利润。
8.6
最大连续盈利
完结交易中,连续盈利交易获得的最大利润总额。
$2,051.00 (5)
最大连续亏损
完结交易中,连续亏损交易的最大亏损总额。
-$387.00 (2)
恢复的因素
为净利润除以最大回撤率的值。可用于衡量一个交易系统由亏转盈的能力。
21.93
夏普比率
夏普比率越高,则回报与风险的比值越高。 夏普比率=[月平均回报率(%)-无风险回报率(1%)]/月标准偏差 您也可以将我们得出的夏普比率值乘以贵国的无风险回报率,从而得到夏普比率。
1.68
Correlation w/ S&P 500
从 -1 到 +1 范围内,两个随机变量的相互测量指示完全负相关 -1、无相关 0 和完全正相关 +1。
0.06
富时 100 指数的相关系数
从 -1 到 +1 范围内,两个随机变量的相互测量指示完全负相关 -1、无相关 0 和完全正相关 +1。
0.07
Calmar 比率
这是年复利报酬除以至今导致的最大亏损所得比率的绝对值。这通常也称之为 MAR 比率。Calmar 或 MAR 比率为 1 的情况在延期的实际交易中极为少见。从此我们可以推论,如果我们希望获得 20% 的年复利率,我们可以预期最大的亏
20.27
平均利润
Display the average amount of money for all completed profitable trades during the specific period (pips).
$52.18 (25.64 pips)
平均损失
Display the average amount of money for all completed Un-profitable trades during the specific period (pips).
-$28.62 (-21.23 pips)
期望支付
This ratio shows the expected gain (or loss) for each trade in absolute value (pips). This statistic is considered the expected profitability/unprofitability of the next trade.
$37.06 (24.21 pips)
毛利
Total profit received during report's period. Calculated as a sum of outcomes of all profitable positions.
$9,601.93
毛损
Total loss inflicted during report's period. Calculated as a sum of outcomes of all losing positions.
-$1,116.15
总点数
Net profit or loss expressed in pips. Value of a pip varies per trading instrument. It's a useful metric to consider a system without its money management part.
3889
数量(总手数)
显示特定期间内完成交易量(批/单位)的总数。
手续费
Displays the total commission paid during the specific period.
$0.00

交易人口

货币对 空头头寸 多头头寸
GBPUSD
49.78%
44.54%
USDCAD
3.49%
0%
GBPJPY
0.87%
0%
AUDUSD
0.87%
0%
USDCHF
0.44%
0%
Created with Highcharts 5.0.6GBPUSD, 94.32% GBPUSD, 94.32% USDCAD, 3.49% USDCAD, 3.49% GBPJPY, 0.87% GBPJPY, 0.87% AUDUSD, 0.87% AUDUSD, 0.87% USDCHF, 0.44% USDCHF, 0.44%

Probabilities

损失几率风险/回报(%) VS 平均值
损失比率 损失几率
10% loss
85.67%
20% loss
73.40%
30% loss
62.88%
40% loss
53.87%
50% loss
46.15%
60% loss
39.54%
70% loss
33.88%
80% loss
29.02%
90% loss
24.86%
100% loss
21.30%

回报

回报趋势利润 VS 时段
Created with Highcharts 5.0.6Jul 2010Aug 20100%250%500%750%

过去的成功不代表未来的结果,因为市场条件经常变换,所以假设的结果有很多局限。这里没有代表任何帐户将会有或有可能实现的利润或损失类似于所示,有可能假设结果和真实结果有巨大的差异。

任何意见、 新闻、 研究、 分析、或其他信息在FxStat的网站是公共生成的市场评论并不构成投资建议。参与的供应商/者不会接受任何损失或损害的责任,包括 (没有限制到) 从使用或依赖这类信息的结果。

任何从FxStat 网站发送出去的信息、 建议或通过邮件的晋升、 报纸或传单,和(并没有限制到)其他通信方法必须通知收件人发件人与FxStat无关,所有通讯没有通过FxStat的背书。

Loading...