Strategy Tester Report
H4-SYSTEM
FXLite-MetaTrader 4 Demo Server (Build 208)
| Symbole | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
| Periode | 4 Heures (H4) 2006.01.02 00:00 - 2007.08.24 16:00 (2006.01.01 - 2007.08.25) | ||||
| Modele | Chaque tick (basé sur tous les moindres relevés disponibles apres interpolation fractale de chaque tick) | ||||
| Parametres | Lots=1; Trailing=30; Parameters="Parameters values"; ShiftVal=0; Step=0.002; Maximum=0.2; Precision=5; | ||||
| Bars en test | 4974 | Ticks modelés | 2505616 | Qualité du modelage | 90.00% |
| Dépot initial | 5000.00 | ||||
| Profit total net | 15345.57 | Profit brut | 15345.57 | Perte brute | 0.00 |
| Facteur de profit | Rémunération espérée | 479.55 | |||
| Chute absolue | 3257.21 | Chute maximal (%) | 8037.82 (82.18%) | Relative drawdown | 82.18% (8037.82) |
| Total des Trades | 32 | Positions SHORT (vente) gagnées % | 16 (100.00%) | Positions LONG (achat) gagnées % | 16 (100.00%) |
| Profits des Trades (% du total) | 32 (100.00%) | Pertes des Trades (% du total) | 0 (0.00%) | ||
| Le plus large | gains par Trade | 2109.02 | pertes par Trade | 0.00 | |
| Average (moyenne) | gains par Trade | 479.55 | pertes par Trade | 0.00 | |
| Maximum | gains consecutifs (profit en $) | 32 (15345.57) | pertes consecutives (perte en $) | 0 (0.00) | |
| Maximal | Gains consecutifs (coups gagnants) | 15345.57 (32) | Pertes consecutives (coups perdants) | 0.00 (0) | |
| Average (moyenne) | gains consecutifs | 32 | Pertes consecutives | 0 | |
| # | Date exécution | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
| 1 | 2006.01.03 16:23 | buy | 1 | 1.00 | 1.7359 | 0.0000 | 0.0000 | ||
| 2 | 2006.01.03 17:55 | modify | 1 | 1.00 | 1.7359 | 1.7389 | 0.0000 | ||
| 3 | 2006.01.03 18:03 | s/l | 1 | 1.00 | 1.7389 | 1.7389 | 0.0000 | 300.00 | 5300.00 |
| 4 | 2006.01.03 18:03 | buy | 2 | 1.00 | 1.7393 | 0.0000 | 0.0000 | ||
| 5 | 2006.01.03 20:02 | modify | 2 | 1.00 | 1.7393 | 1.7423 | 0.0000 | ||
| 6 | 2006.01.04 00:20 | modify | 2 | 1.00 | 1.7393 | 1.7453 | 0.0000 | ||
| 7 | 2006.01.04 03:07 | modify | 2 | 1.00 | 1.7393 | 1.7483 | 0.0000 | ||
| 8 | 2006.01.04 04:12 | modify | 2 | 1.00 | 1.7393 | 1.7513 | 0.0000 | ||
| 9 | 2006.01.04 04:55 | s/l | 2 | 1.00 | 1.7513 | 1.7513 | 0.0000 | 1202.27 | 6502.27 |
| 10 | 2006.01.19 08:24 | sell | 3 | 1.00 | 1.7595 | 0.0000 | 0.0000 | ||
| 11 | 2006.01.19 09:35 | modify | 3 | 1.00 | 1.7595 | 1.7565 | 0.0000 | ||
| 12 | 2006.01.19 09:42 | s/l | 3 | 1.00 | 1.7565 | 1.7565 | 0.0000 | 300.00 | 6802.27 |
| 13 | 2006.01.19 09:42 | sell | 4 | 1.00 | 1.7561 | 0.0000 | 0.0000 | ||
| 14 | 2006.02.06 12:46 | modify | 4 | 1.00 | 1.7561 | 1.7531 | 0.0000 | ||
| 15 | 2006.02.06 12:52 | s/l | 4 | 1.00 | 1.7531 | 1.7531 | 0.0000 | 228.92 | 7031.19 |
| 16 | 2006.02.21 12:51 | buy | 5 | 1.00 | 1.7455 | 0.0000 | 0.0000 | ||
| 17 | 2006.02.23 10:15 | modify | 5 | 1.00 | 1.7455 | 1.7485 | 0.0000 | ||
| 18 | 2006.02.23 11:53 | modify | 5 | 1.00 | 1.7455 | 1.7515 | 0.0000 | ||
| 19 | 2006.02.23 13:05 | s/l | 5 | 1.00 | 1.7515 | 1.7515 | 0.0000 | 609.02 | 7640.21 |
| 20 | 2006.03.07 09:32 | sell | 6 | 1.00 | 1.7407 | 0.0000 | 0.0000 | ||
| 21 | 2006.03.07 11:36 | modify | 6 | 1.00 | 1.7407 | 1.7377 | 0.0000 | ||
| 22 | 2006.03.07 12:00 | s/l | 6 | 1.00 | 1.7377 | 1.7377 | 0.0000 | 300.00 | 7940.21 |
| 23 | 2006.03.16 15:55 | buy | 7 | 1.00 | 1.7543 | 0.0000 | 0.0000 | ||
| 24 | 2006.03.16 18:48 | modify | 7 | 1.00 | 1.7543 | 1.7573 | 0.0000 | ||
| 25 | 2006.03.16 18:58 | s/l | 7 | 1.00 | 1.7573 | 1.7573 | 0.0000 | 299.99 | 8240.20 |
| 26 | 2006.04.03 05:02 | sell | 8 | 1.00 | 1.7317 | 0.0000 | 0.0000 | ||
| 27 | 2006.04.03 08:51 | modify | 8 | 1.00 | 1.7317 | 1.7287 | 0.0000 | ||
| 28 | 2006.04.03 12:08 | s/l | 8 | 1.00 | 1.7287 | 1.7287 | 0.0000 | 299.99 | 8540.19 |
| 29 | 2006.04.05 06:32 | buy | 9 | 1.00 | 1.7583 | 0.0000 | 0.0000 | ||
| 30 | 2006.04.17 13:40 | modify | 9 | 1.00 | 1.7583 | 1.7613 | 0.0000 | ||
| 31 | 2006.04.17 13:42 | modify | 9 | 1.00 | 1.7583 | 1.7643 | 0.0000 | ||
| 32 | 2006.04.17 13:44 | s/l | 9 | 1.00 | 1.7643 | 1.7643 | 0.0000 | 627.07 | 9167.26 |
| 33 | 2006.05.15 21:52 | sell | 10 | 1.00 | 1.8775 | 0.0000 | 0.0000 | ||
| 34 | 2006.05.19 11:45 | modify | 10 | 1.00 | 1.8775 | 1.8745 | 0.0000 | ||
| 35 | 2006.05.19 12:20 | s/l | 10 | 1.00 | 1.8745 | 1.8745 | 0.0000 | 273.35 | 9440.61 |
| 36 | 2006.05.30 16:04 | buy | 11 | 1.00 | 1.8867 | 0.0000 | 0.0000 | ||
| 37 | 2006.08.04 10:09 | modify | 11 | 1.00 | 1.8867 | 1.8897 | 0.0000 | ||
| 38 | 2006.08.04 10:26 | s/l | 11 | 1.00 | 1.8897 | 1.8897 | 0.0000 | 453.39 | 9894.00 |
| 39 | 2006.08.10 17:17 | sell | 12 | 1.00 | 1.8882 | 0.0000 | 0.0000 | ||
| 40 | 2006.08.17 19:58 | modify | 12 | 1.00 | 1.8882 | 1.8852 | 0.0000 | ||
| 41 | 2006.08.17 22:07 | s/l | 12 | 1.00 | 1.8852 | 1.8852 | 0.0000 | 268.90 | 10162.90 |
| 42 | 2006.08.28 15:47 | buy | 13 | 1.00 | 1.8969 | 0.0000 | 0.0000 | ||
| 43 | 2006.08.29 10:13 | modify | 13 | 1.00 | 1.8969 | 1.8999 | 0.0000 | ||
| 44 | 2006.08.29 10:57 | s/l | 13 | 1.00 | 1.8999 | 1.8999 | 0.0000 | 302.26 | 10465.16 |
| 45 | 2006.09.06 12:16 | sell | 14 | 1.00 | 1.8873 | 0.0000 | 0.0000 | ||
| 46 | 2006.09.06 14:22 | modify | 14 | 1.00 | 1.8873 | 1.8843 | 0.0000 | ||
| 47 | 2006.09.06 16:00 | modify | 14 | 1.00 | 1.8873 | 1.8813 | 0.0000 | ||
| 48 | 2006.09.06 16:01 | s/l | 14 | 1.00 | 1.8813 | 1.8813 | 0.0000 | 600.00 | 11065.16 |
| 49 | 2006.09.19 14:50 | buy | 15 | 1.00 | 1.8870 | 0.0000 | 0.0000 | ||
| 50 | 2006.09.20 20:21 | modify | 15 | 1.00 | 1.8870 | 1.8900 | 0.0000 | ||
| 51 | 2006.09.20 20:27 | s/l | 15 | 1.00 | 1.8900 | 1.8900 | 0.0000 | 302.26 | 11367.41 |
| 52 | 2006.09.28 08:30 | sell | 16 | 1.00 | 1.8837 | 0.0000 | 0.0000 | ||
| 53 | 2006.09.28 10:31 | modify | 16 | 1.00 | 1.8837 | 1.8807 | 0.0000 | ||
| 54 | 2006.09.28 11:13 | s/l | 16 | 1.00 | 1.8807 | 1.8807 | 0.0000 | 300.00 | 11667.41 |
| 55 | 2006.09.28 11:13 | sell | 17 | 1.00 | 1.8803 | 0.0000 | 0.0000 | ||
| 56 | 2006.09.28 14:37 | modify | 17 | 1.00 | 1.8803 | 1.8773 | 0.0000 | ||
| 57 | 2006.09.28 15:13 | s/l | 17 | 1.00 | 1.8773 | 1.8773 | 0.0000 | 300.00 | 11967.41 |
| 58 | 2006.10.19 09:44 | buy | 18 | 1.00 | 1.8730 | 0.0000 | 0.0000 | ||
| 59 | 2006.10.19 18:01 | modify | 18 | 1.00 | 1.8730 | 1.8760 | 0.0000 | ||
| 60 | 2006.10.19 18:17 | s/l | 18 | 1.00 | 1.8760 | 1.8760 | 0.0000 | 300.00 | 12267.41 |
| 61 | 2006.11.09 14:38 | sell | 19 | 1.00 | 1.8990 | 0.0000 | 0.0000 | ||
| 62 | 2006.11.14 16:12 | modify | 19 | 1.00 | 1.8990 | 1.8960 | 0.0000 | ||
| 63 | 2006.11.14 18:09 | s/l | 19 | 1.00 | 1.8960 | 1.8960 | 0.0000 | 286.67 | 12554.08 |
| 64 | 2006.11.22 09:35 | buy | 20 | 1.00 | 1.9064 | 0.0000 | 0.0000 | ||
| 65 | 2006.11.22 14:22 | modify | 20 | 1.00 | 1.9064 | 1.9094 | 0.0000 | ||
| 66 | 2006.11.22 16:09 | modify | 20 | 1.00 | 1.9064 | 1.9124 | 0.0000 | ||
| 67 | 2006.11.24 08:20 | modify | 20 | 1.00 | 1.9064 | 1.9154 | 0.0000 | ||
| 68 | 2006.11.24 09:25 | modify | 20 | 1.00 | 1.9064 | 1.9184 | 0.0000 | ||
| 69 | 2006.11.24 09:31 | modify | 20 | 1.00 | 1.9064 | 1.9214 | 0.0000 | ||
| 70 | 2006.11.24 09:33 | modify | 20 | 1.00 | 1.9064 | 1.9244 | 0.0000 | ||
| 71 | 2006.11.24 09:34 | modify | 20 | 1.00 | 1.9064 | 1.9274 | 0.0000 | ||
| 72 | 2006.11.24 09:35 | s/l | 20 | 1.00 | 1.9274 | 1.9274 | 0.0000 | 2109.02 | 14663.11 |
| 73 | 2006.12.08 08:33 | sell | 21 | 1.00 | 1.9607 | 0.0000 | 0.0000 | ||
| 74 | 2006.12.08 14:30 | modify | 21 | 1.00 | 1.9607 | 1.9577 | 0.0000 | ||
| 75 | 2006.12.08 14:31 | s/l | 21 | 1.00 | 1.9577 | 1.9577 | 0.0000 | 300.00 | 14963.11 |
| 76 | 2006.12.20 01:58 | buy | 22 | 1.00 | 1.9725 | 0.0000 | 0.0000 | ||
| 77 | 2007.01.18 09:07 | modify | 22 | 1.00 | 1.9725 | 1.9755 | 0.0000 | ||
| 78 | 2007.01.18 09:45 | s/l | 22 | 1.00 | 1.9755 | 1.9755 | 0.0000 | 369.93 | 15333.03 |
| 79 | 2007.01.26 09:15 | sell | 23 | 1.00 | 1.9627 | 0.0000 | 0.0000 | ||
| 80 | 2007.01.26 14:29 | modify | 23 | 1.00 | 1.9627 | 1.9597 | 0.0000 | ||
| 81 | 2007.01.26 14:39 | s/l | 23 | 1.00 | 1.9597 | 1.9597 | 0.0000 | 300.00 | 15633.03 |
| 82 | 2007.02.15 07:47 | buy | 24 | 1.00 | 1.9652 | 0.0000 | 0.0000 | ||
| 83 | 2007.03.22 10:30 | modify | 24 | 1.00 | 1.9652 | 1.9682 | 0.0000 | ||
| 84 | 2007.03.22 12:45 | s/l | 24 | 1.00 | 1.9682 | 1.9682 | 0.0000 | 378.95 | 16011.98 |
| 85 | 2007.04.06 14:30 | sell | 25 | 1.00 | 1.9652 | 0.0000 | 0.0000 | ||
| 86 | 2007.04.09 18:39 | modify | 25 | 1.00 | 1.9652 | 1.9622 | 0.0000 | ||
| 87 | 2007.04.09 22:03 | s/l | 25 | 1.00 | 1.9622 | 1.9622 | 0.0000 | 295.55 | 16307.53 |
| 88 | 2007.04.11 09:13 | buy | 26 | 1.00 | 1.9807 | 0.0000 | 0.0000 | ||
| 89 | 2007.04.13 08:23 | modify | 26 | 1.00 | 1.9807 | 1.9837 | 0.0000 | ||
| 90 | 2007.04.13 13:43 | modify | 26 | 1.00 | 1.9807 | 1.9867 | 0.0000 | ||
| 91 | 2007.04.13 14:15 | s/l | 26 | 1.00 | 1.9867 | 1.9867 | 0.0000 | 609.03 | 16916.56 |
| 92 | 2007.04.26 12:02 | sell | 27 | 1.00 | 1.9965 | 0.0000 | 0.0000 | ||
| 93 | 2007.04.26 15:11 | modify | 27 | 1.00 | 1.9965 | 1.9935 | 0.0000 | ||
| 94 | 2007.04.27 08:12 | modify | 27 | 1.00 | 1.9965 | 1.9905 | 0.0000 | ||
| 95 | 2007.04.27 09:59 | s/l | 27 | 1.00 | 1.9905 | 1.9905 | 0.0000 | 595.56 | 17512.12 |
| 96 | 2007.05.23 12:27 | buy | 28 | 1.00 | 1.9798 | 0.0000 | 0.0000 | ||
| 97 | 2007.05.23 13:38 | modify | 28 | 1.00 | 1.9798 | 1.9828 | 0.0000 | ||
| 98 | 2007.05.23 16:26 | modify | 28 | 1.00 | 1.9798 | 1.9858 | 0.0000 | ||
| 99 | 2007.05.23 19:33 | s/l | 28 | 1.00 | 1.9858 | 1.9858 | 0.0000 | 600.00 | 18112.12 |
| 100 | 2007.06.07 18:16 | sell | 29 | 1.00 | 1.9780 | 0.0000 | 0.0000 | ||
| 101 | 2007.06.08 09:20 | modify | 29 | 1.00 | 1.9780 | 1.9750 | 0.0000 | ||
| 102 | 2007.06.08 09:25 | modify | 29 | 1.00 | 1.9780 | 1.9720 | 0.0000 | ||
| 103 | 2007.06.08 10:05 | modify | 29 | 1.00 | 1.9780 | 1.9690 | 0.0000 | ||
| 104 | 2007.06.08 10:16 | s/l | 29 | 1.00 | 1.9690 | 1.9690 | 0.0000 | 895.56 | 19007.68 |
| 105 | 2007.06.19 16:54 | buy | 30 | 1.00 | 1.9891 | 0.0000 | 0.0000 | ||
| 106 | 2007.06.20 14:51 | modify | 30 | 1.00 | 1.9891 | 1.9921 | 0.0000 | ||
| 107 | 2007.06.20 22:33 | s/l | 30 | 1.00 | 1.9921 | 1.9921 | 0.0000 | 302.26 | 19309.93 |
| 108 | 2007.07.06 08:03 | sell | 31 | 1.00 | 2.0090 | 0.0000 | 0.0000 | ||
| 109 | 2007.08.14 11:30 | modify | 31 | 1.00 | 2.0090 | 2.0060 | 0.0000 | ||
| 110 | 2007.08.14 11:33 | modify | 31 | 1.00 | 2.0090 | 2.0030 | 0.0000 | ||
| 111 | 2007.08.14 12:21 | modify | 31 | 1.00 | 2.0090 | 2.0000 | 0.0000 | ||
| 112 | 2007.08.14 12:28 | s/l | 31 | 1.00 | 2.0000 | 2.0000 | 0.0000 | 735.64 | 20045.57 |
| 113 | 2007.08.22 09:12 | buy | 32 | 1.00 | 1.9845 | 0.0000 | 0.0000 | ||
| 114 | 2007.08.22 13:54 | modify | 32 | 1.00 | 1.9845 | 1.9875 | 0.0000 | ||
| 115 | 2007.08.22 14:48 | s/l | 32 | 1.00 | 1.9875 | 1.9875 | 0.0000 | 300.00 | 20345.57 |