Symbol | EURUSD (Euro vs US Dollar) | ||||
Periode | 15 Minuten (M15) 2005.09.28 00:00 - 2006.10.27 22:45 (2006.01.02 - 2006.11.23) | ||||
Modell | Jeder Tick (basierend auf dem nächsten verfügbaren kleineren Zeitrahmen mit fraktaler Interpolation jedes Ticksignals) | ||||
Parameter | TakeProfit=30; Lots=0.2; InitialStop=0; TrailingStop=20; MaxTrades=3; Pips=10; SecureProfit=60; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; StartYear=2005; StartMonth=1; EndYear=2050; EndMonth=12; mm=0; risk=12; AccountisNormal=0; Magic=123987; | ||||
Balken im Test | 58724 | Ticks modelliert | 1383785 | Modellierungsqualität | 90.00% |
Ursprüngliche Einlage | 5000.00 | ||||
Gesamt netto Profit | -4582.51 | Brutto Profit | 519.62 | Brutto Loss | -5102.13 |
Profit Faktor | 0.10 | Erwartetes Ergebnis | -269.56 | ||
Drawdown absolut | 4582.51 | Maximaler Drawdown | 5062.40 (92.38%) | Relative drawdown | 92.38% (5062.40) |
Trades gesamt | 17 | Short Positionen (gewonnen %) | 7 (42.86%) | Long Positionen (gewonnen %) | 10 (80.00%) |
Profit Trades (% gesamt) | 11 (64.71%) | Loss Trades (% gesamtl) | 6 (35.29%) | ||
Grösster | Profit Trade | 96.00 | Loss Trade | -2828.80 | |
Durchschnitt | Profit Trade | 47.24 | Loss Trade | -850.36 | |
Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 4 (220.00) | Aufeinanderfolgende Verluste (Verlust in Geld) | 4 (-5062.40) | |
Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 220.00 (4) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -5062.40 (4) | |
Durchschnitt | aufeinanderfolgende Gewinne | 4 | aufeinanderfolgende Verluste | 2 |
Nr. | Zeit | Typ | Auftrag | Lots | Preis | S / L | T / P | Profit | Bilanz |
1 | 2006.01.02 00:44 | buy | 1 | 0.20 | 1.1841 | 0.0000 | 1.1871 | ||
2 | 2006.01.02 06:30 | buy | 2 | 0.40 | 1.1831 | 0.0000 | 1.1861 | ||
3 | 2006.01.02 08:57 | close | 2 | 0.40 | 1.1845 | 0.0000 | 1.1861 | 56.00 | 5056.00 |
4 | 2006.01.02 08:57 | close | 1 | 0.20 | 1.1844 | 0.0000 | 1.1871 | 6.00 | 5062.00 |
5 | 2006.01.02 08:58 | buy | 3 | 0.20 | 1.1845 | 0.0000 | 1.1875 | ||
6 | 2006.01.02 12:52 | buy | 4 | 0.40 | 1.1834 | 0.0000 | 1.1864 | ||
7 | 2006.01.02 15:40 | buy | 5 | 0.80 | 1.1824 | 0.0000 | 1.1854 | ||
8 | 2006.01.03 01:12 | close | 5 | 0.80 | 1.1835 | 0.0000 | 1.1854 | 81.08 | 5143.08 |
9 | 2006.01.03 01:12 | close | 4 | 0.40 | 1.1835 | 0.0000 | 1.1864 | 0.54 | 5143.62 |
10 | 2006.01.03 01:12 | close | 3 | 0.20 | 1.1834 | 0.0000 | 1.1875 | -23.73 | 5119.89 |
11 | 2006.01.03 01:12 | buy | 6 | 0.20 | 1.1838 | 0.0000 | 1.1868 | ||
12 | 2006.01.03 03:05 | t/p | 6 | 0.20 | 1.1868 | 0.0000 | 1.1868 | 60.00 | 5179.89 |
13 | 2006.01.03 03:05 | buy | 7 | 0.20 | 1.1870 | 0.0000 | 1.1900 | ||
14 | 2006.01.03 06:28 | t/p | 7 | 0.20 | 1.1900 | 0.0000 | 1.1900 | 60.00 | 5239.89 |
15 | 2006.01.03 06:28 | buy | 8 | 0.20 | 1.1908 | 0.0000 | 1.1938 | ||
16 | 2006.01.03 06:28 | buy | 9 | 0.40 | 1.1897 | 0.0000 | 1.1927 | ||
17 | 2006.01.03 07:36 | buy | 10 | 0.80 | 1.1886 | 0.0000 | 1.1916 | ||
18 | 2006.01.03 09:02 | close | 10 | 0.80 | 1.1897 | 0.0000 | 1.1916 | 88.00 | 5327.89 |
19 | 2006.01.03 09:02 | close | 9 | 0.40 | 1.1900 | 0.0000 | 1.1927 | 12.00 | 5339.89 |
20 | 2006.01.03 09:02 | close | 8 | 0.20 | 1.1900 | 0.0000 | 1.1938 | -16.00 | 5323.89 |
21 | 2006.01.03 09:02 | sell | 11 | 0.20 | 1.1894 | 0.0000 | 1.1864 | ||
22 | 2006.01.03 10:14 | t/p | 11 | 0.20 | 1.1864 | 0.0000 | 1.1864 | 60.00 | 5383.89 |
23 | 2006.01.03 10:14 | sell | 12 | 0.20 | 1.1861 | 0.0000 | 1.1831 | ||
24 | 2006.01.03 10:23 | sell | 13 | 0.40 | 1.1871 | 0.0000 | 1.1841 | ||
25 | 2006.01.03 10:53 | sell | 14 | 0.80 | 1.1884 | 0.0000 | 1.1854 | ||
26 | 2006.01.03 14:03 | close | 14 | 0.80 | 1.1872 | 0.0000 | 1.1854 | 96.00 | 5479.89 |
27 | 2006.01.03 14:03 | close | 13 | 0.40 | 1.1871 | 0.0000 | 1.1841 | 0.00 | 5479.89 |
28 | 2006.01.03 14:03 | close | 12 | 0.20 | 1.1873 | 0.0000 | 1.1831 | -24.00 | 5455.89 |
29 | 2006.01.03 14:04 | sell | 15 | 0.20 | 1.1870 | 0.0000 | 1.1840 | ||
30 | 2006.01.03 14:55 | sell | 16 | 0.40 | 1.1881 | 0.0000 | 1.1851 | ||
31 | 2006.01.03 15:28 | sell | 17 | 0.80 | 1.1892 | 0.0000 | 1.1862 | ||
32 | 2006.01.23 04:55 | close at stop | 17 | 0.80 | 1.2260 | 0.0000 | 1.1862 | -2828.80 | 2627.09 |
33 | 2006.01.23 04:55 | close at stop | 16 | 0.40 | 1.2260 | 0.0000 | 1.1851 | -1458.40 | 1168.69 |
34 | 2006.01.23 04:55 | close at stop | 15 | 0.20 | 1.2260 | 0.0000 | 1.1840 | -751.20 | 417.49 |