Strategy Tester Report
HF_USDJPY_EVAL

SymbolUSDJPY (US Dollar vs Japanese Yen)
Periode1 Stunde (H1) 2004.06.22 18:00 - 2006.11.03 22:00 (2004.06.16 - 2006.11.04)
ModellJeder Tick (basierend auf dem nächsten verfügbaren kleineren Zeitrahmen mit fraktaler Interpolation jedes Ticksignals)
ParameterLots=1; SecuredMode=false;
Balken im Test14792Ticks modelliert3211320Modellierungsqualität89.39%
Ursprüngliche Einlage10000.00
Gesamt netto Profit14601.80Brutto Profit14870.26Brutto Loss-268.46
Profit Faktor55.39Erwartetes Ergebnis160.46
Drawdown absolut0.00Maximaler Drawdown251.10 (1.32%)Relative drawdown1.32% (251.10)
Trades gesamt91Short Positionen (gewonnen %)67 (97.01%)Long Positionen (gewonnen %)24 (100.00%)
Profit Trades (% gesamt)89 (97.80%)Loss Trades (% gesamtl)2 (2.20%)
GrössterProfit Trade529.39Loss Trade-251.10
DurchschnittProfit Trade167.08Loss Trade-134.23
Maximumaufeinanderfolgende Gewinne (Profit in Geld)53 (9075.08)Aufeinanderfolgende Verluste (Verlust in Geld)1 (-251.10)
MaximalAufeinanderfolgender Profit (Anzahl der Gewinne)9075.08 (53)Aufeinanderfolgende Verluste (Anzahl der Verluste)-251.10 (1)
Durchschnittaufeinanderfolgende Gewinne30aufeinanderfolgende Verluste1
Graph
Nr.ZeitTypAuftragLotsPreisS / LT / PProfitBilanz
12004.06.25 14:30sell11.00107.640.00107.44
22004.06.28 00:02t/p11.00107.440.00107.44171.5710171.57
32004.06.30 20:24sell21.00109.000.00108.80
42004.06.30 20:38t/p21.00108.800.00108.80183.8210355.39
52004.07.13 14:54buy31.00108.670.00108.87
62004.07.13 15:33modify31.00108.67108.69108.87
72004.07.13 15:33modify31.00108.67108.71108.87
82004.07.13 15:34modify31.00108.67108.71108.87
92004.07.13 15:34modify31.00108.67108.72108.87
102004.07.13 15:34t/p31.00108.87108.72108.87183.6910539.08
112004.07.23 17:31sell41.00109.980.00109.78
122004.07.26 03:31t/p41.00109.780.00109.78167.5810706.66
132004.08.10 02:41sell51.00110.640.00110.44
142004.08.10 03:33t/p51.00110.440.00110.44181.1110887.77
152004.08.12 09:57buy61.00110.640.00110.84
162004.08.12 13:13modify61.00110.64110.66110.84
172004.08.12 13:14modify61.00110.64110.67110.84
182004.08.12 13:14modify61.00110.64110.68110.84
192004.08.12 13:28modify61.00110.64110.69110.84
202004.08.12 13:28modify61.00110.64110.69110.84
212004.08.12 13:29t/p61.00110.84110.69110.84180.4211068.19
222004.08.17 14:30sell71.00110.460.00110.26
232004.08.17 14:31t/p71.00110.260.00110.26181.4711249.66
242004.08.17 14:31sell81.00110.270.00110.07
252004.08.17 16:31t/p81.00110.070.00110.07181.7011431.36
262004.09.03 14:30buy91.00109.380.00109.58
272004.09.03 14:30t/p91.00109.580.00109.58182.0811613.44
282004.09.03 14:33buy101.00109.580.00109.78
292004.09.03 16:28modify101.00109.58109.60109.78
302004.09.03 16:29modify101.00109.58109.62109.78
312004.09.03 16:29modify101.00109.58109.63109.78
322004.09.03 16:29modify101.00109.58109.63109.78
332004.09.03 16:34t/p101.00109.78109.63109.78182.1811795.62
342004.09.09 22:56sell111.00109.700.00109.50
352004.09.09 23:11t/p111.00109.500.00109.50182.6811978.30
362004.09.28 13:48sell121.00111.440.00111.24
372004.09.28 19:29t/p121.00111.240.00111.24179.7912158.09
382004.09.29 16:37buy131.00110.770.00110.97
392004.09.29 17:21modify131.00110.77110.77110.97
402004.09.29 17:21modify131.00110.77110.78110.97
412004.09.29 17:24modify131.00110.77110.79110.97
422004.09.29 17:26modify131.00110.77110.79110.97
432004.09.29 17:26modify131.00110.77110.80110.97
442004.09.29 17:26modify131.00110.77110.81110.97
452004.09.29 17:26t/p131.00110.97110.81110.97180.1912338.28
462004.10.11 00:51buy141.00109.470.00109.67
472004.10.12 02:54modify141.00109.47109.48109.67
482004.10.12 02:55modify141.00109.47109.48109.67
492004.10.12 02:55modify141.00109.47109.49109.67
502004.10.12 02:56modify141.00109.47109.50109.67
512004.10.12 02:57modify141.00109.47109.51109.67
522004.10.12 03:05modify141.00109.47109.51109.67
532004.10.12 03:39modify141.00109.47109.52109.67
542004.10.12 04:44t/p141.00109.67109.52109.67195.3512533.63
552004.10.12 13:13sell151.00109.760.00109.56
562004.10.13 01:28t/p151.00109.560.00109.56167.9712701.60
572004.10.25 13:58buy161.00106.550.00106.75
582004.10.25 14:53modify161.00106.55106.56106.75
592004.10.25 14:54modify161.00106.55106.57106.75
602004.10.25 15:21s/l161.00106.57106.57106.7518.7712720.37
612004.11.19 02:50sell171.00104.140.00103.94
622004.11.19 10:15t/p171.00103.940.00103.94192.4212912.79
632004.12.03 09:46sell181.00103.320.00103.12
642004.12.03 13:22t/p181.00103.120.00103.12194.0813106.87
652004.12.07 01:46sell191.00103.070.00102.87
662004.12.07 04:52t/p191.00102.870.00102.87194.4213301.29
672004.12.08 18:29sell201.00104.360.00104.16
682004.12.08 20:48t/p201.00104.160.00104.16192.0113493.30
692004.12.16 15:37buy211.00104.080.00104.28
702004.12.16 16:00modify211.00104.08104.09104.28
712004.12.16 16:06s/l211.00104.09104.09104.289.6113502.91
722004.12.24 01:53buy221.00103.650.00103.85
732004.12.27 01:51modify221.00103.65103.65103.85
742004.12.27 01:51modify221.00103.65103.67103.85
752004.12.27 01:53modify221.00103.65103.69103.85
762004.12.27 01:54t/p221.00103.85103.69103.85205.5713708.48
772004.12.31 08:41buy231.00102.700.00102.90
782004.12.31 17:50modify231.00102.70102.71102.90
792004.12.31 17:50modify231.00102.70102.73102.90
802004.12.31 17:52modify231.00102.70102.73102.90
812004.12.31 17:52t/p231.00102.90102.73102.90194.3513902.83
822005.01.10 22:28buy241.00104.290.00104.49
832005.02.03 14:45modify241.00104.29104.29104.49
842005.02.03 14:45modify241.00104.29104.30104.49
852005.02.03 14:45modify241.00104.29104.31104.49
862005.02.03 14:45modify241.00104.29104.32104.49
872005.02.03 14:46modify241.00104.29104.33104.49
882005.02.03 14:47t/p241.00104.49104.33104.49529.3914432.22
892005.02.08 17:31sell251.00105.590.00105.39
902005.02.09 08:45t/p251.00105.390.00105.39175.1714607.39
912005.02.16 13:34sell261.00105.030.00104.83
922005.02.16 14:29t/p261.00104.830.00104.83190.7914798.18
932005.03.14 21:00sell271.00104.930.00104.73
942005.03.15 02:23t/p271.00104.730.00104.73176.3714974.55
952005.04.08 16:59sell281.00108.650.00108.45
962005.04.08 17:40t/p281.00108.450.00108.45184.4515159.00
972005.05.04 16:29buy291.00104.450.00104.65
982005.05.04 17:29modify291.00104.45104.46104.65
992005.05.04 17:29modify291.00104.45104.47104.65
1002005.05.04 17:30modify291.00104.45104.49104.65
1012005.05.04 17:30t/p291.00104.65104.49104.65191.1115350.11
1022005.05.11 10:23sell301.00105.590.00105.39
1032005.05.11 10:23t/p301.00105.390.00105.39190.5915540.70
1042005.05.11 10:47sell311.00105.550.00105.35
1052005.05.11 10:48t/p311.00105.350.00105.35189.9015730.60
1062005.05.16 11:50sell321.00107.670.00107.47
1072005.05.16 14:20t/p321.00107.470.00107.47186.1015916.70
1082005.05.20 00:22sell331.00107.530.00107.33
1092005.05.24 12:17t/p331.00107.330.00107.33157.1616073.86
1102005.05.26 11:37sell341.00107.950.00107.75
1112005.05.31 16:45t/p341.00107.750.00107.75141.8316215.69
1122005.06.03 08:10buy351.00108.040.00108.24
1132005.06.10 16:21modify351.00108.04108.04108.24
1142005.06.10 16:21modify351.00108.04108.04108.24
1152005.06.10 16:22modify351.00108.04108.06108.24
1162005.06.10 16:22modify351.00108.04108.08108.24
1172005.06.10 16:22t/p351.00108.24108.08108.24275.7616491.45
1182005.06.20 00:48buy361.00108.890.00109.09
1192005.06.20 13:42modify361.00108.89108.90109.09
1202005.06.20 14:32s/l361.00108.90108.90109.099.1816500.63
1212005.06.21 02:55sell371.00109.330.00109.13
1222005.06.21 14:46t/p371.00109.130.00109.13183.2716683.90
1232005.07.08 14:44sell381.00112.320.00112.12
1242005.07.08 15:02t/p381.00112.120.00112.12178.4116862.31
1252005.08.30 01:50sell391.00110.580.00110.38
1262005.09.01 14:53t/p391.00110.380.00110.38122.7916985.10
1272005.09.06 14:36sell401.00109.570.00109.37
1282005.09.06 14:54t/p401.00109.370.00109.37182.8917167.99
1292005.09.13 14:52sell411.00110.620.00110.42
1302005.09.14 10:10t/p411.00110.420.00110.42166.5417334.53
1312005.09.28 10:33buy421.00113.160.00113.36
1322005.09.28 16:53modify421.00113.16113.18113.36
1332005.09.28 16:54modify421.00113.16113.19113.36
1342005.09.28 16:54modify421.00113.16113.19113.36
1352005.09.28 16:54modify421.00113.16113.20113.36
1362005.09.28 16:54t/p421.00113.36113.20113.36176.4317510.96
1372005.09.28 18:50sell431.00113.080.00112.88
1382005.09.29 08:27t/p431.00112.880.00112.88133.3817644.34
1392005.09.30 16:59sell441.00113.310.00113.11
1402005.10.06 20:24t/p441.00113.110.00113.1189.2217733.56
1412005.10.13 18:24sell451.00114.860.00114.66
1422005.10.13 20:33t/p451.00114.660.00114.66174.4417908.00
1432005.10.14 14:49sell461.00114.530.00114.33
1442005.10.14 16:24t/p461.00114.330.00114.33174.9518082.95
1452005.10.27 02:56sell471.00115.880.00115.68
1462005.10.27 04:06t/p471.00115.680.00115.68172.9118255.86
1472005.11.03 21:07sell481.00117.110.00116.91
1482005.11.09 15:01t/p481.00116.910.00116.91112.6818368.54
1492005.11.25 15:35sell491.00119.300.00119.10
1502005.11.28 19:10t/p491.00119.100.00119.10153.3318521.87
1512005.12.01 12:13sell501.00119.780.00119.58
1522005.12.12 18:29t/p501.00119.580.00119.5835.8718557.74
1532005.12.21 01:50sell511.00117.140.00116.94
1542005.12.21 01:54t/p511.00116.940.00116.94171.0618728.80
1552005.12.23 16:33sell521.00116.470.00116.27
1562005.12.23 18:22t/p521.00116.270.00116.27172.0118900.81
1572006.01.17 02:53sell531.00114.990.00114.79
1582006.01.17 08:19t/p531.00114.790.00114.79174.2719075.08
1592006.01.27 00:56sell541.00116.310.00116.11
1602006.02.27 02:56t/p541.00116.110.00116.11-251.1018823.98
1612006.04.03 02:13sell551.00117.670.00117.47
1622006.04.04 10:00t/p551.00117.470.00117.47155.7118979.69
1632006.05.05 14:30sell561.00113.760.00113.56
1642006.05.05 14:30t/p561.00113.560.00113.56176.1319155.82
1652006.05.05 14:30sell571.00113.760.00113.56
1662006.05.05 14:30t/p571.00113.560.00113.56176.1519331.97
1672006.05.05 14:30sell581.00113.950.00113.75
1682006.05.05 14:30t/p581.00113.750.00113.75175.9119507.88
1692006.05.05 14:30sell591.00113.980.00113.78
1702006.05.05 14:30t/p591.00113.780.00113.78175.8519683.73
1712006.05.05 14:30sell601.00113.710.00113.51
1722006.05.05 14:31t/p601.00113.510.00113.51176.2919860.02
1732006.05.05 14:31sell611.00113.750.00113.55
1742006.05.05 14:31t/p611.00113.550.00113.55176.4020036.42
1752006.05.05 14:31sell621.00113.980.00113.78
1762006.05.05 14:31t/p621.00113.780.00113.78176.0720212.49
1772006.05.05 14:31sell631.00113.800.00113.60
1782006.05.05 14:31t/p631.00113.600.00113.60176.3220388.81
1792006.05.05 14:31sell641.00113.980.00113.78
1802006.05.05 14:31t/p641.00113.780.00113.78176.1020564.91
1812006.05.05 14:31sell651.00113.980.00113.78
1822006.05.05 14:31t/p651.00113.780.00113.78176.0720740.98
1832006.05.05 14:32sell661.00113.640.00113.44
1842006.05.05 14:32t/p661.00113.440.00113.44176.5220917.50
1852006.05.05 14:41sell671.00113.620.00113.42
1862006.05.05 14:41t/p671.00113.420.00113.42176.3621093.86
1872006.05.12 14:30buy681.00109.580.00109.78
1882006.05.12 14:30t/p681.00109.780.00109.78182.1121275.97
1892006.05.12 14:50buy691.00109.640.00109.84
1902006.05.12 15:03modify691.00109.64109.66109.84
1912006.05.12 15:03modify691.00109.64109.68109.84
1922006.05.12 15:03modify691.00109.64109.69109.84
1932006.05.12 15:04t/p691.00109.84109.69109.84182.0721458.04
1942006.05.15 23:00sell701.00110.130.00109.93
1952006.05.16 14:44t/p701.00109.930.00109.93167.3521625.39
1962006.05.17 14:43buy711.00109.080.00109.28
1972006.05.17 14:48modify711.00109.08109.09109.28
1982006.05.17 14:48modify711.00109.08109.10109.28
1992006.05.17 14:48s/l711.00109.10109.10109.2818.3321643.72
2002006.05.18 15:31sell721.00110.710.00110.51
2012006.05.18 15:35t/p721.00110.510.00110.51181.0021824.72
2022006.05.18 15:40sell731.00110.580.00110.38
2032006.05.18 16:52t/p731.00110.380.00110.38181.1922005.91
2042006.05.31 03:58sell741.00112.190.00111.99
2052006.05.31 07:40t/p741.00111.990.00111.99178.5922184.50
2062006.06.01 16:01sell751.00112.900.00112.70
2072006.06.01 16:37t/p751.00112.700.00112.70177.4622361.96
2082006.07.07 00:07buy761.00115.200.00115.40
2092006.07.12 14:30modify761.00115.20115.22115.40
2102006.07.12 14:30s/l761.00115.22115.22115.4056.3622418.32
2112006.07.19 16:00sell771.00117.570.00117.37
2122006.07.19 16:01t/p771.00117.370.00117.37170.4222588.74
2132006.07.19 16:01sell781.00117.650.00117.45
2142006.07.19 16:01t/p781.00117.450.00117.45170.5522759.29
2152006.07.19 16:01sell791.00117.680.00117.48
2162006.07.19 16:01t/p791.00117.480.00117.48170.4222929.71
2172006.07.19 16:02sell801.00117.430.00117.23
2182006.07.19 16:07t/p801.00117.230.00117.23170.6423100.35
2192006.07.25 16:13buy811.00116.790.00116.99
2202006.07.25 17:11modify811.00116.79116.79116.99
2212006.07.25 17:11modify811.00116.79116.82116.99
2222006.07.25 17:11modify811.00116.79116.83116.99
2232006.07.25 17:11t/p811.00116.99116.83116.99170.9623271.31
2242006.08.01 07:28sell821.00114.640.00114.44
2252006.08.02 00:38t/p821.00114.440.00114.44160.1723431.48
2262006.08.02 15:29sell831.00114.440.00114.24
2272006.08.04 15:02t/p831.00114.240.00114.24116.7023548.18
2282006.08.16 14:31sell841.00116.310.00116.11
2292006.08.16 14:31t/p841.00116.110.00116.11172.4023720.58
2302006.08.16 14:31sell851.00115.990.00115.79
2312006.08.16 14:37t/p851.00115.790.00115.79172.7423893.32
2322006.08.22 13:28sell861.00116.180.00115.98
2332006.09.04 15:04t/p861.00115.980.00115.98-17.3623875.96
2342006.09.06 20:03sell871.00116.660.00116.46
2352006.09.07 10:52t/p871.00116.460.00116.46127.9624003.92
2362006.09.08 09:24buy881.00116.230.00116.43
2372006.09.08 09:24modify881.00116.23116.24116.43
2382006.09.08 09:24s/l881.00116.24116.24116.438.6124012.53
2392006.09.08 09:24buy891.00116.230.00116.43
2402006.09.08 09:24modify891.00116.23116.26116.43
2412006.09.08 09:24t/p891.00116.43116.26116.43171.7824184.31
2422006.09.08 09:24buy901.00116.250.00116.45
2432006.09.08 11:32modify901.00116.25116.26116.45
2442006.09.08 11:32modify901.00116.25116.28116.45
2452006.09.08 12:03modify901.00116.25116.30116.45
2462006.09.08 12:03t/p901.00116.45116.30116.45171.7424356.05
2472006.10.17 02:23buy911.00119.030.00119.23
2482006.10.23 11:32modify911.00119.03119.03119.23
2492006.10.23 11:32modify911.00119.03119.04119.23
2502006.10.23 11:32modify911.00119.03119.05119.23
2512006.10.23 11:37modify911.00119.03119.05119.23
2522006.10.23 11:38modify911.00119.03119.06119.23
2532006.10.23 11:38modify911.00119.03119.06119.23
2542006.10.23 11:38modify911.00119.03119.07119.23
2552006.10.23 11:38t/p911.00119.23119.07119.23245.7524601.80