Strategy Tester Report
hf_usdjpy_eval

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Periode1 Stunde (H1) 2001.01.09 05:00 - 2006.02.10 21:00 (2001.01.01 - 2006.11.06)
ModellJeder Tick (basierend auf dem nächsten verfügbaren kleineren Zeitrahmen mit fraktaler Interpolation jedes Ticksignals)
ParameterLots=0.1; SecuredMode=false;
Balken im Test31357Ticks modelliert2475072Modellierungsqualität89.71%
Ursprüngliche Einlage1000.00
Gesamt netto Profit1748.08Brutto Profit1886.51Brutto Loss-138.44
Profit Faktor13.63Erwartetes Ergebnis15.33
Drawdown absolut0.00Maximaler Drawdown %138.44 (4.8%)
Trades gesamt114Short Positionen (gewonnen %)74 (98.65%)Long Positionen (gewonnen %)40 (100.00%)
Profit Trades (% gesamt)113 (99.12%)Loss Trades (% gesamtl)1 (0.88%)
GrössterProfit Trade19.45Loss Trade-138.44
DurchschnittProfit Trade16.69Loss Trade-138.44
Maximumaufeinanderfolgende Gewinne (Profit in Geld)113 (1886.51)Aufeinanderfolgende Verluste (Verlust in Geld)1 (-138.44)
MaximalAufeinanderfolgender Profit (Anzahl der Gewinne)1886.51 (113)Aufeinanderfolgende Verluste (Anzahl der Verluste)-138.44 (1)
Durchschnittaufeinanderfolgende Gewinne113aufeinanderfolgende Verluste1
Graph
Nr.ZeitTypAuftragLotsPreisS / LT / PProfitBilanz
12001.01.24 20:18sell10.10118.040.00117.84
22001.01.24 21:23t/p10.10117.840.00117.8416.971016.97
32001.02.16 07:48sell20.10115.680.00115.48
42001.02.16 07:48t/p20.10115.480.00115.4817.331034.30
52001.02.16 07:56sell30.10115.560.00115.36
62001.02.16 09:26t/p30.10115.360.00115.3617.341051.64
72001.02.19 09:43sell40.10115.780.00115.58
82001.02.20 09:07t/p40.10115.580.00115.5817.291068.93
92001.03.07 13:59sell50.10119.620.00119.42
102001.03.08 10:02t/p50.10119.420.00119.4216.711085.64
112001.04.12 03:50sell60.10124.710.00124.51
122001.04.12 04:09t/p60.10124.510.00124.5116.071101.71
132001.04.27 16:13sell70.10123.940.00123.74
142001.04.27 17:01t/p70.10123.740.00123.7416.161117.87
152001.05.10 02:50sell80.10122.260.00122.06
162001.05.10 03:35t/p80.10122.060.00122.0616.391134.26
172001.05.15 00:48sell90.10123.190.00122.99
182001.05.17 02:22t/p90.10122.990.00122.9916.211150.46
192001.05.22 14:54sell100.10122.790.00122.59
202001.05.22 15:14t/p100.10122.590.00122.5916.321166.78
212001.06.20 10:36buy110.10122.890.00123.09
222001.06.20 11:49modify110.10122.89122.92123.09
232001.06.20 12:15t/p110.10123.09122.92123.0916.251183.03
242001.06.21 03:58sell120.10123.840.00123.64
252001.06.26 04:47t/p120.10123.640.00123.6416.141199.17
262001.07.10 02:32buy130.10125.330.00125.53
272001.07.10 04:04modify130.10125.33125.34125.53
282001.07.10 04:05modify130.10125.33125.35125.53
292001.07.10 04:06modify130.10125.33125.36125.53
302001.07.10 04:07t/p130.10125.53125.36125.5315.931215.10
312001.07.16 07:51sell140.10124.980.00124.78
322001.07.16 09:43t/p140.10124.780.00124.7816.031231.13
332001.07.24 22:56buy150.10124.050.00124.25
342001.07.25 00:08modify150.10124.05124.05124.25
352001.07.25 00:09modify150.10124.05124.08124.25
362001.07.25 01:07modify150.10124.05124.09124.25
372001.07.25 01:14t/p150.10124.25124.09124.2516.111247.25
382001.08.10 16:51sell160.10121.950.00121.75
392001.08.13 12:54t/p160.10121.750.00121.7516.431263.67
402001.08.17 11:37sell170.10120.390.00120.19
412001.08.17 17:04t/p170.10120.190.00120.1916.641280.31
422001.08.21 06:43sell180.10120.710.00120.51
432001.08.21 08:36t/p180.10120.510.00120.5116.601296.91
442001.09.11 14:31sell190.10121.720.00121.52
452001.09.11 15:05t/p190.10121.520.00121.5216.481313.39
462001.09.27 05:48buy200.10118.030.00118.23
472001.09.27 05:48modify200.10118.03118.07118.23
482001.09.27 05:49t/p200.10118.23118.07118.2316.901330.29
492001.10.09 22:18sell210.10120.120.00119.92
502001.10.10 13:51t/p210.10119.920.00119.9216.671346.96
512001.11.02 14:42buy220.10121.720.00121.92
522001.11.05 06:24modify220.10121.72121.73121.92
532001.11.05 08:01s/l220.10121.73121.73121.920.831347.79
542001.12.05 07:46sell230.10124.130.00123.93
552001.12.06 01:26t/p230.10123.930.00123.9316.101363.89
562001.12.07 14:42sell240.10125.060.00124.86
572002.05.21 14:17t/p240.10124.860.00124.8613.861377.75
582002.06.04 14:32buy250.10123.400.00123.60
592002.06.04 14:32t/p250.10123.600.00123.6016.171393.92
602002.06.14 17:13buy260.10124.340.00124.54
612002.06.17 11:24modify260.10124.34124.34124.54
622002.06.17 11:24modify260.10124.34124.35124.54
632002.06.17 11:38s/l260.10124.35124.35124.540.811394.73
642002.06.26 06:58buy270.10121.270.00121.47
652002.09.13 17:59modify270.10121.27121.27121.47
662002.09.13 18:00modify270.10121.27121.28121.47
672002.09.13 18:00modify270.10121.27121.30121.47
682002.09.13 18:01t/p270.10121.47121.30121.4717.411412.14
692002.10.08 08:59buy280.10124.290.00124.49
702002.10.08 15:38modify280.10124.29124.29124.49
712002.10.08 15:40t/p280.10124.49124.29124.4916.061428.20
722002.11.26 10:35sell290.10121.820.00121.62
732002.11.26 18:15t/p290.10121.620.00121.6216.441444.64
742003.01.07 13:59sell300.10119.610.00119.41
752003.01.08 17:56t/p300.10119.410.00119.4116.751461.39
762003.01.15 15:37sell310.10118.170.00117.97
772003.01.15 15:51t/p310.10117.970.00117.9716.961478.35
782003.02.06 02:36sell320.10120.010.00119.81
792003.02.06 09:09t/p320.10119.810.00119.8116.691495.04
802003.02.11 16:21sell330.10121.410.00121.21
812003.02.11 17:30t/p330.10121.210.00121.2116.501511.54
822003.03.14 01:11sell340.10118.490.00118.29
832003.03.14 01:58t/p340.10118.290.00118.2916.911528.45
842003.04.01 01:56buy350.10117.980.00118.18
852003.04.01 02:26modify350.10117.98117.98118.18
862003.04.01 02:27modify350.10117.98117.99118.18
872003.04.01 02:29modify350.10117.98118.01118.18
882003.04.01 02:30modify350.10117.98118.02118.18
892003.04.01 02:38t/p350.10118.18118.02118.1816.921545.37
902003.04.04 15:33sell360.10120.080.00119.88
912003.04.04 16:29t/p360.10119.880.00119.8816.681562.05
922003.06.13 16:20sell370.10117.780.00117.58
932003.06.13 16:30t/p370.10117.580.00117.5817.011579.06
942003.07.18 09:14sell380.10118.940.00118.74
952003.07.18 17:32t/p380.10118.740.00118.7416.841595.90
962003.07.22 20:15sell390.10119.170.00118.97
972003.07.23 02:06t/p390.10118.970.00118.9716.811612.70
982003.08.18 16:45sell400.10119.520.00119.32
992003.08.18 17:43t/p400.10119.320.00119.3216.761629.46
1002003.09.09 17:45buy410.10116.410.00116.61
1012003.09.09 18:57modify410.10116.41116.41116.61
1022003.09.09 18:58t/p410.10116.61116.41116.6117.151646.61
1032003.10.14 14:43sell420.10109.800.00109.60
1042003.10.14 16:06t/p420.10109.600.00109.6018.261664.87
1052003.11.13 14:45buy430.10108.220.00108.42
1062003.11.13 16:27modify430.10108.22108.22108.42
1072003.11.13 16:54s/l430.10108.22108.22108.420.001664.87
1082003.11.18 00:18buy440.10108.990.00109.19
1092003.11.19 18:30t/p440.10109.190.00109.1918.321683.19
1102003.12.02 12:59sell450.10109.390.00109.19
1112003.12.02 14:49t/p450.10109.190.00109.1918.321701.51
1122003.12.03 20:42buy460.10108.260.00108.46
1132003.12.04 16:43modify460.10108.26108.27108.46
1142003.12.04 16:44modify460.10108.26108.30108.46
1152003.12.04 16:48s/l460.10108.30108.30108.463.741705.25
1162003.12.08 19:24buy470.10107.500.00107.70
1172003.12.10 08:37t/p470.10107.700.00107.7018.581723.83
1182003.12.24 00:51sell480.10107.390.00107.19
1192003.12.24 16:03t/p480.10107.190.00107.1918.661742.49
1202004.01.02 16:24buy490.10107.000.00107.20
1212004.01.05 03:13t/p490.10107.200.00107.2018.661761.16
1222004.01.20 08:34sell500.10107.350.00107.15
1232004.01.20 08:56t/p500.10107.150.00107.1518.671779.83
1242004.01.28 20:50buy510.10105.860.00106.06
1252004.01.28 22:00modify510.10105.86105.86106.06
1262004.01.28 22:05modify510.10105.86105.88106.06
1272004.01.28 22:06modify510.10105.86105.89106.06
1282004.01.28 22:07t/p510.10106.06105.89106.0618.851798.68
1292004.02.03 12:05buy520.10105.530.00105.73
1302004.02.03 12:07modify520.10105.53105.53105.73
1312004.02.03 12:08modify520.10105.53105.56105.73
1322004.02.03 12:10s/l520.10105.56105.56105.732.841801.52
1332004.02.03 12:10buy530.10105.570.00105.77
1342004.02.03 12:48t/p530.10105.770.00105.7718.901820.42
1352004.02.06 14:30sell540.10106.670.00106.47
1362004.02.06 14:30t/p540.10106.470.00106.4718.811839.23
1372004.02.06 14:30sell550.10106.290.00106.09
1382004.02.06 14:38t/p550.10106.090.00106.0918.851858.08
1392004.02.06 14:39sell560.10106.120.00105.92
1402004.02.06 14:49t/p560.10105.920.00105.9218.901876.98
1412004.02.25 23:59sell570.10108.950.00108.75
1422004.03.16 20:19t/p570.10108.750.00108.7518.121895.10
1432004.03.17 10:38buy580.10108.370.00108.57
1442004.04.14 16:12modify580.10108.37108.39108.57
1452004.04.14 16:13modify580.10108.37108.40108.57
1462004.04.14 16:13t/p580.10108.57108.40108.5718.741913.84
1472004.04.20 14:51buy590.10108.110.00108.31
1482004.04.20 14:59modify590.10108.11108.11108.31
1492004.04.20 14:59t/p590.10108.31108.11108.3118.461932.30
1502004.04.21 16:59sell600.10109.160.00108.96
1512004.04.23 10:44t/p600.10108.960.00108.9618.301950.59
1522004.04.29 14:32sell610.10110.530.00110.33
1532004.04.29 15:12t/p610.10110.330.00110.3318.141968.73
1542004.05.06 10:59sell620.10109.100.00108.90
1552004.06.09 08:35t/p620.10108.900.00108.9017.951986.69
1562004.06.09 13:37buy630.10108.910.00109.11
1572004.06.09 14:17modify630.10108.91108.94109.11
1582004.06.09 14:24s/l630.10108.94108.94109.112.751989.44
1592004.06.17 14:36buy640.10109.360.00109.56
1602004.06.17 14:50modify640.10109.36109.36109.56
1612004.06.17 14:50modify640.10109.36109.39109.56
1622004.06.17 14:55modify640.10109.36109.40109.56
1632004.06.17 14:56t/p640.10109.56109.40109.5618.252007.69
1642004.06.25 14:38sell650.10107.690.00107.49
1652004.06.28 00:00t/p650.10107.490.00107.4918.602026.28
1662004.06.30 20:24sell660.10109.040.00108.84
1672004.06.30 20:34t/p660.10108.840.00108.8418.382044.66
1682004.07.13 14:45buy670.10108.680.00108.88
1692004.07.13 15:34modify670.10108.68108.71108.88
1702004.07.13 15:35t/p670.10108.88108.71108.8818.362063.02
1712004.07.23 17:34sell680.10110.060.00109.86
1722004.07.26 02:44t/p680.10109.860.00109.8618.202081.22
1732004.08.10 02:26sell690.10110.620.00110.42
1742004.08.10 03:33t/p690.10110.420.00110.4218.112099.33
1752004.08.12 09:56buy700.10110.660.00110.86
1762004.08.12 13:15modify700.10110.66110.69110.86
1772004.08.12 13:30t/p700.10110.86110.69110.8618.042117.37
1782004.08.17 14:31sell710.10110.530.00110.33
1792004.08.17 14:31t/p710.10110.330.00110.3318.132135.50
1802004.08.17 14:32sell720.10110.300.00110.10
1812004.08.17 14:32t/p720.10110.100.00110.1018.172153.67
1822004.08.17 14:39sell730.10110.390.00110.19
1832004.08.17 14:57t/p730.10110.190.00110.1918.152171.82
1842004.08.18 14:53sell740.10109.860.00109.66
1852004.08.18 15:11t/p740.10109.660.00109.6618.252190.07
1862004.09.03 14:31buy750.10109.170.00109.37
1872004.09.03 14:31t/p750.10109.370.00109.3718.202208.27
1882004.09.03 14:33buy760.10109.520.00109.72
1892004.09.03 16:06modify760.10109.52109.53109.72
1902004.09.03 16:16modify760.10109.52109.54109.72
1912004.09.03 16:26modify760.10109.52109.55109.72
1922004.09.03 16:27modify760.10109.52109.56109.72
1932004.09.03 16:29t/p760.10109.72109.56109.7218.232226.50
1942004.09.09 22:39sell770.10109.740.00109.54
1952004.09.09 23:10t/p770.10109.540.00109.5418.262244.76
1962004.09.29 16:40buy780.10110.740.00110.94
1972004.09.29 17:20modify780.10110.74110.75110.94
1982004.09.29 17:21modify780.10110.74110.76110.94
1992004.09.29 17:21t/p780.10110.94110.76110.9418.032262.79
2002004.11.19 02:51sell790.10104.150.00103.95
2012004.11.19 10:17t/p790.10103.950.00103.9519.242282.03
2022004.12.08 18:44sell800.10104.360.00104.16
2032004.12.08 20:49t/p800.10104.160.00104.1619.202301.23
2042004.12.16 15:35buy810.10104.100.00104.30
2052004.12.16 16:30modify810.10104.10104.14104.30
2062004.12.16 16:39t/p810.10104.30104.14104.3019.172320.40
2072004.12.31 08:42buy820.10102.640.00102.84
2082004.12.31 17:44modify820.10102.64102.66102.84
2092004.12.31 17:45modify820.10102.64102.68102.84
2102004.12.31 17:46s/l820.10102.68102.68102.843.892324.29
2112005.01.10 22:29buy830.10104.280.00104.48
2122005.02.03 14:46modify830.10104.28104.31104.48
2132005.02.03 14:48t/p830.10104.48104.31104.4819.452343.74
2142005.02.08 17:32sell840.10105.670.00105.47
2152005.02.09 06:38t/p840.10105.470.00105.4718.952362.68
2162005.02.15 06:40sell850.10105.180.00104.98
2172005.02.15 07:52t/p850.10104.980.00104.9819.062381.74
2182005.02.16 13:55sell860.10105.040.00104.84
2192005.02.16 14:31t/p860.10104.840.00104.8419.082400.82
2202005.02.22 01:45buy870.10105.580.00105.78
2212005.03.23 14:32modify870.10105.58105.61105.78
2222005.03.23 14:34t/p870.10105.78105.61105.7819.242420.06
2232005.04.07 03:27sell880.10108.610.00108.41
2242005.04.07 08:32t/p880.10108.410.00108.4118.452438.51
2252005.04.08 07:01sell890.10108.630.00108.43
2262005.04.08 17:40t/p890.10108.430.00108.4318.452456.96
2272005.04.13 14:37buy900.10107.140.00107.34
2282005.04.13 14:49modify900.10107.14107.17107.34
2292005.04.13 14:50t/p900.10107.34107.17107.3418.632475.59
2302005.05.04 09:36buy910.10104.690.00104.89
2312005.05.04 18:02modify910.10104.69104.70104.89
2322005.05.04 18:05t/p910.10104.89104.70104.8919.062494.65
2332005.05.16 11:51sell920.10107.650.00107.45
2342005.05.16 14:22t/p920.10107.450.00107.4518.622513.27
2352005.06.03 08:10buy930.10107.920.00108.12
2362005.06.03 08:10modify930.10107.92107.95108.12
2372005.06.03 08:11modify930.10107.92107.96108.12
2382005.06.03 08:16t/p930.10108.12107.96108.1218.502531.77
2392005.06.03 08:16buy940.10108.070.00108.27
2402005.06.10 16:23modify940.10108.07108.11108.27
2412005.06.10 16:49t/p940.10108.27108.11108.2718.552550.33
2422005.06.14 14:33buy950.10109.160.00109.36
2432005.06.14 15:07modify950.10109.16109.16109.36
2442005.06.14 15:14t/p950.10109.36109.16109.3618.292568.62
2452005.06.21 02:48sell960.10109.290.00109.09
2462005.06.21 15:01t/p960.10109.090.00109.0918.342586.96
2472005.07.08 14:32sell970.10112.370.00112.17
2482005.07.08 14:43t/p970.10112.170.00112.1717.832604.79
2492005.07.08 14:45sell980.10112.280.00112.08
2502005.07.08 15:04t/p980.10112.080.00112.0817.852622.64
2512005.07.12 13:41buy990.10111.100.00111.30
2522005.07.12 14:35modify990.10111.10111.10111.30
2532005.07.12 14:36modify990.10111.10111.11111.30
2542005.07.12 14:39modify990.10111.10111.12111.30
2552005.07.12 14:40modify990.10111.10111.13111.30
2562005.07.12 14:42t/p990.10111.30111.13111.3017.972640.61
2572005.08.15 09:56sell1000.10109.550.00109.35
2582005.08.15 17:40t/p1000.10109.350.00109.3518.292658.90
2592005.08.30 01:46sell1010.10110.570.00110.37
2602005.09.01 14:54t/p1010.10110.370.00110.3718.082676.97
2612005.09.08 14:33sell1020.10110.370.00110.17
2622005.09.09 14:11t/p1020.10110.170.00110.1718.142695.11
2632005.09.13 14:53sell1030.10110.740.00110.54
2642005.09.14 02:47t/p1030.10110.540.00110.5418.082713.19
2652005.09.28 10:31buy1040.10113.130.00113.33
2662005.09.28 16:51modify1040.10113.13113.13113.33
2672005.09.28 16:54modify1040.10113.13113.16113.33
2682005.09.28 16:56t/p1040.10113.33113.16113.3317.652730.84
2692005.09.28 18:33sell1050.10113.000.00112.80
2702005.09.29 10:55t/p1050.10112.800.00112.8017.702748.54
2712005.10.13 18:25sell1060.10114.900.00114.70
2722005.10.13 18:36t/p1060.10114.700.00114.7017.442765.98
2732005.10.13 18:55sell1070.10114.810.00114.61
2742005.10.13 20:45t/p1070.10114.610.00114.6117.452783.43
2752005.10.14 14:50sell1080.10114.500.00114.30
2762005.10.14 16:25t/p1080.10114.300.00114.3017.502800.93
2772005.10.24 19:51buy1090.10115.410.00115.61
2782005.10.25 01:19modify1090.10115.41115.41115.61
2792005.10.25 01:32modify1090.10115.41115.42115.61
2802005.10.25 01:36modify1090.10115.41115.44115.61
2812005.10.25 02:07modify1090.10115.41115.45115.61
2822005.10.25 02:09t/p1090.10115.61115.45115.6117.312818.24
2832005.11.03 21:09sell1100.10117.100.00116.90
2842005.11.09 14:58t/p1100.10116.900.00116.9017.062835.29
2852005.12.01 12:13sell1110.10119.870.00119.67
2862005.12.12 18:25t/p1110.10119.670.00119.6716.592851.88
2872005.12.23 16:34sell1120.10116.450.00116.25
2882005.12.23 18:26t/p1120.10116.250.00116.2517.202869.08
2892006.01.17 02:57sell1130.10114.970.00114.77
2902006.01.17 08:20t/p1130.10114.770.00114.7717.432886.51
2912006.01.27 00:48sell1140.10116.270.00116.07
2922006.02.10 21:59close at stop1140.10117.900.00116.07-138.442748.08