Symbool | EURUSD (Euro vs US Dollar) | ||||
Periode | 15 Minuten (Min15) 2013.01.01 23:00 - 2014.02.27 23:45 (2013.01.01 - 2014.02.28) | ||||
Model | Elke tik (gebaseerd op alle beschikbare minste tijd frames met fractal interpolatie) | ||||
Parameters | SmartAssTrade="Copyright © 2014 3RJ ~ Roy Philips-Jacobs"; Hedging=false; OptimizationLots="Set LotsOptimization=True, Lots=0.0"; LotsOptimization=false; Lots=1; AutomaticSystemTP="Set AutomaticTakeProfit=True or False"; AutomaticTakeProfit=true; NoMinimumTakeProfit=false; MinimumSystemTP="If Set NoMinimumTakeProfit=False"; MinimumTP=15; ManualSystemTP="If Set AutomaticTakeProfit=False"; TakeProfit=25; AutomaticSystemSL="Set AutomaticStopLoss=True"; AutomaticStopLoss=true; ManualSystemSL="If Set AutomaticStopLoss=False"; StopLoss=350; | ||||
Staven in test | 29493 | Gemodelleerde tikken | 9980785 | Modellering kwaliteit | n/a |
Mismatched charts errors | 75750 | ||||
Initiële storting | 10000.00 | Spread | Current (9) | ||
Totale netto winst | -3888.00 | Brutto winst | 6450.40 | Brutto verlies | -10338.40 |
Winst factor | 0.62 | Verwachte uitbetaling | -94.83 | ||
Absolute vermindering | 5560.80 | Maximale vermindering | 12117.20 (73.19%) | Relative drawdown | 73.19% (12117.20) |
Totale handelingen | 41 | Short posities (won %) | 38 (97.37%) | Long posities (won %) | 3 (100.00%) |
Winst handelingen (% van totaal) | 40 (97.56%) | Verlies handelingen (% van totaal) | 1 (2.44%) | ||
Grootste | winst transactie | 213.00 | verlies transactie | -10338.40 | |
Gemiddeld | winst transactie | 161.26 | verlies transactie | -10338.40 | |
Maximum | Opeenvolgende winst trades (winst in geld) | 40 (6450.40) | Opeenvolgende verlies trades (verlies in geld) | 1 (-10338.40) | |
Maximaal | Opeenvolgende winst (telling van winst transacties) | 6450.40 (40) | Opeenvolgende verliezen (telling van verlies transacties) | -10338.40 (1) | |
Gemiddeld | Opeenvolgende winsten | 40 | Opeenvolgende verliezen | 1 |
# | Tijd | Type | Order | Size | Prijs | S / L | T / P | Winst | Balans |
1 | 2013.01.01 23:03 | buy | 1 | 1.00 | 1.32051 | 0.00000 | 0.00000 | ||
2 | 2013.01.02 02:31 | close | 1 | 1.00 | 1.32213 | 0.00000 | 0.00000 | 159.00 | 10159.00 |
3 | 2013.01.02 02:48 | buy | 2 | 1.00 | 1.32623 | 0.00000 | 0.00000 | ||
4 | 2013.01.02 03:00 | close | 2 | 1.00 | 1.32802 | 0.00000 | 0.00000 | 179.00 | 10338.00 |
5 | 2013.01.02 03:03 | buy | 3 | 1.00 | 1.32823 | 0.00000 | 0.00000 | ||
6 | 2013.01.02 03:41 | close | 3 | 1.00 | 1.32975 | 0.00000 | 0.00000 | 152.00 | 10490.00 |
7 | 2013.01.02 03:48 | sell | 4 | 1.00 | 1.32950 | 0.00000 | 0.00000 | ||
8 | 2013.01.02 04:25 | close | 4 | 1.00 | 1.32771 | 0.00000 | 0.00000 | 179.00 | 10669.00 |
9 | 2013.01.02 04:33 | sell | 5 | 1.00 | 1.32859 | 0.00000 | 0.00000 | ||
10 | 2013.01.02 05:07 | close | 5 | 1.00 | 1.32703 | 0.00000 | 0.00000 | 156.00 | 10825.00 |
11 | 2013.01.02 05:18 | sell | 6 | 1.00 | 1.32667 | 0.00000 | 0.00000 | ||
12 | 2013.01.02 11:23 | close | 6 | 1.00 | 1.32511 | 0.00000 | 0.00000 | 156.00 | 10981.00 |
13 | 2013.01.02 11:33 | sell | 7 | 1.00 | 1.32410 | 0.00000 | 0.00000 | ||
14 | 2013.01.02 17:05 | close | 7 | 1.00 | 1.32233 | 0.00000 | 0.00000 | 177.00 | 11158.00 |
15 | 2013.01.02 17:18 | sell | 8 | 1.00 | 1.31930 | 0.00000 | 0.00000 | ||
16 | 2013.01.02 18:23 | close | 8 | 1.00 | 1.31772 | 0.00000 | 0.00000 | 158.00 | 11316.00 |
17 | 2013.01.02 18:33 | sell | 9 | 1.00 | 1.31673 | 0.00000 | 0.00000 | ||
18 | 2013.01.03 03:52 | close | 9 | 1.00 | 1.31473 | 0.00000 | 0.00000 | 192.20 | 11508.20 |
19 | 2013.01.03 04:03 | sell | 10 | 1.00 | 1.31308 | 0.00000 | 0.00000 | ||
20 | 2013.01.03 11:13 | close | 10 | 1.00 | 1.31151 | 0.00000 | 0.00000 | 157.00 | 11665.20 |
21 | 2013.01.03 11:18 | sell | 11 | 1.00 | 1.31133 | 0.00000 | 0.00000 | ||
22 | 2013.01.03 11:42 | close | 11 | 1.00 | 1.30955 | 0.00000 | 0.00000 | 178.00 | 11843.20 |
23 | 2013.01.03 11:48 | sell | 12 | 1.00 | 1.31046 | 0.00000 | 0.00000 | ||
24 | 2013.01.03 13:18 | close | 12 | 1.00 | 1.30883 | 0.00000 | 0.00000 | 163.00 | 12006.20 |
25 | 2013.01.03 13:33 | sell | 13 | 1.00 | 1.30949 | 0.00000 | 0.00000 | ||
26 | 2013.01.03 20:06 | close | 13 | 1.00 | 1.30785 | 0.00000 | 0.00000 | 164.00 | 12170.20 |
27 | 2013.01.03 20:18 | sell | 14 | 1.00 | 1.30661 | 0.00000 | 0.00000 | ||
28 | 2013.01.03 21:40 | close | 14 | 1.00 | 1.30497 | 0.00000 | 0.00000 | 164.00 | 12334.20 |
29 | 2013.01.03 21:48 | sell | 15 | 1.00 | 1.30559 | 0.00000 | 0.00000 | ||
30 | 2013.01.03 23:35 | close | 15 | 1.00 | 1.30393 | 0.00000 | 0.00000 | 166.00 | 12500.20 |
31 | 2013.01.03 23:48 | sell | 16 | 1.00 | 1.30304 | 0.00000 | 0.00000 | ||
32 | 2013.01.04 08:13 | close | 16 | 1.00 | 1.30153 | 0.00000 | 0.00000 | 148.40 | 12648.60 |
33 | 2013.01.04 08:18 | sell | 17 | 1.00 | 1.30155 | 0.00000 | 0.00000 | ||
34 | 2013.01.04 12:35 | close | 17 | 1.00 | 1.29992 | 0.00000 | 0.00000 | 163.00 | 12811.60 |
35 | 2013.01.04 12:48 | sell | 18 | 1.00 | 1.30005 | 0.00000 | 0.00000 | ||
36 | 2013.03.01 15:36 | close | 18 | 1.00 | 1.29852 | 0.00000 | 0.00000 | 7.40 | 12819.00 |
37 | 2013.03.01 16:04 | sell | 19 | 1.00 | 1.29838 | 0.00000 | 0.00000 | ||
38 | 2013.03.01 16:23 | close | 19 | 1.00 | 1.29681 | 0.00000 | 0.00000 | 157.00 | 12976.00 |
39 | 2013.03.01 16:33 | sell | 20 | 1.00 | 1.29876 | 0.00000 | 0.00000 | ||
40 | 2013.03.06 22:56 | close | 20 | 1.00 | 1.29725 | 0.00000 | 0.00000 | 143.20 | 13119.20 |
41 | 2013.03.07 00:24 | sell | 21 | 1.00 | 1.29796 | 0.00000 | 0.00000 | ||
42 | 2013.03.08 15:08 | close | 21 | 1.00 | 1.29631 | 0.00000 | 0.00000 | 162.40 | 13281.60 |
43 | 2013.03.08 15:21 | sell | 22 | 1.00 | 1.29703 | 0.00000 | 0.00000 | ||
44 | 2013.03.13 14:41 | close | 22 | 1.00 | 1.29537 | 0.00000 | 0.00000 | 158.20 | 13439.80 |
45 | 2013.03.13 14:54 | sell | 23 | 1.00 | 1.29419 | 0.00000 | 0.00000 | ||
46 | 2013.03.13 15:11 | close | 23 | 1.00 | 1.29252 | 0.00000 | 0.00000 | 167.00 | 13606.80 |
47 | 2013.03.13 15:22 | sell | 24 | 1.00 | 1.29363 | 0.00000 | 0.00000 | ||
48 | 2013.03.14 12:11 | close | 24 | 1.00 | 1.29202 | 0.00000 | 0.00000 | 153.20 | 13760.00 |
49 | 2013.03.14 13:18 | sell | 25 | 1.00 | 1.29296 | 0.00000 | 0.00000 | ||
50 | 2013.03.14 13:30 | close | 25 | 1.00 | 1.29133 | 0.00000 | 0.00000 | 163.00 | 13923.00 |
51 | 2013.03.14 13:39 | sell | 26 | 1.00 | 1.29246 | 0.00000 | 0.00000 | ||
52 | 2013.03.18 00:00 | close | 26 | 1.00 | 1.29089 | 0.00000 | 0.00000 | 151.80 | 14074.80 |
53 | 2013.03.18 01:08 | sell | 27 | 1.00 | 1.29009 | 0.00000 | 0.00000 | ||
54 | 2013.03.18 06:12 | close | 27 | 1.00 | 1.28857 | 0.00000 | 0.00000 | 152.00 | 14226.80 |
55 | 2013.03.18 07:05 | sell | 28 | 1.00 | 1.28947 | 0.00000 | 0.00000 | ||
56 | 2013.03.19 17:00 | close | 28 | 1.00 | 1.28773 | 0.00000 | 0.00000 | 171.40 | 14398.20 |
57 | 2013.03.19 17:03 | sell | 29 | 1.00 | 1.28896 | 0.00000 | 0.00000 | ||
58 | 2013.03.19 17:16 | close | 29 | 1.00 | 1.28722 | 0.00000 | 0.00000 | 174.00 | 14572.20 |
59 | 2013.03.19 17:33 | sell | 30 | 1.00 | 1.28759 | 0.00000 | 0.00000 | ||
60 | 2013.03.19 17:53 | close | 30 | 1.00 | 1.28583 | 0.00000 | 0.00000 | 176.00 | 14748.20 |
61 | 2013.03.19 18:11 | sell | 31 | 1.00 | 1.28654 | 0.00000 | 0.00000 | ||
62 | 2013.03.19 18:25 | close | 31 | 1.00 | 1.28478 | 0.00000 | 0.00000 | 176.00 | 14924.20 |
63 | 2013.03.19 18:33 | sell | 32 | 1.00 | 1.28669 | 0.00000 | 0.00000 | ||
64 | 2013.03.25 17:56 | close | 32 | 1.00 | 1.28515 | 0.00000 | 0.00000 | 138.40 | 15062.60 |
65 | 2013.03.25 18:03 | sell | 33 | 1.00 | 1.28565 | 0.00000 | 0.00000 | ||
66 | 2013.03.25 18:14 | close | 33 | 1.00 | 1.28352 | 0.00000 | 0.00000 | 213.00 | 15275.60 |
67 | 2013.03.25 18:18 | sell | 34 | 1.00 | 1.28419 | 0.00000 | 0.00000 | ||
68 | 2013.03.27 08:45 | close | 34 | 1.00 | 1.28238 | 0.00000 | 0.00000 | 175.80 | 15451.40 |
69 | 2013.03.27 09:05 | sell | 35 | 1.00 | 1.28291 | 0.00000 | 0.00000 | ||
70 | 2013.03.27 10:37 | close | 35 | 1.00 | 1.28111 | 0.00000 | 0.00000 | 180.00 | 15631.40 |
71 | 2013.03.27 11:08 | sell | 36 | 1.00 | 1.28115 | 0.00000 | 0.00000 | ||
72 | 2013.03.27 11:12 | close | 36 | 1.00 | 1.27948 | 0.00000 | 0.00000 | 167.00 | 15798.40 |
73 | 2013.03.27 11:51 | sell | 37 | 1.00 | 1.27950 | 0.00000 | 0.00000 | ||
74 | 2013.03.27 12:21 | close | 37 | 1.00 | 1.27789 | 0.00000 | 0.00000 | 161.00 | 15959.40 |
75 | 2013.03.27 13:18 | sell | 38 | 1.00 | 1.27759 | 0.00000 | 0.00000 | ||
76 | 2013.03.27 14:34 | close | 38 | 1.00 | 1.27583 | 0.00000 | 0.00000 | 176.00 | 16135.40 |
77 | 2013.03.27 14:54 | sell | 39 | 1.00 | 1.27696 | 0.00000 | 0.00000 | ||
78 | 2013.03.27 15:12 | close | 39 | 1.00 | 1.27528 | 0.00000 | 0.00000 | 168.00 | 16303.40 |
79 | 2013.03.27 15:22 | sell | 40 | 1.00 | 1.27647 | 0.00000 | 0.00000 | ||
80 | 2013.04.04 14:45 | close | 40 | 1.00 | 1.27474 | 0.00000 | 0.00000 | 147.00 | 16450.40 |
81 | 2013.04.04 14:48 | sell | 41 | 1.00 | 1.27622 | 0.00000 | 0.00000 | ||
82 | 2014.02.27 23:59 | close at stop | 41 | 1.00 | 1.37105 | 0.00000 | 0.00000 | -10338.40 | 6112.00 |