Strategy Tester Report
10Points3_Dynamic_Stop_v2

SymboleUSDCHF (United States Dollar vs. Swiss Franc)
PeriodeIntervalle Jour (D1) 2006.12.01 00:00 - 2007.01.12 00:00 (2006.12.01 - 2007.01.14)
ModelePoints de contrôle (basés sur le plus proche des relevés aprés interpolation fractale sur 12 points)
ParametresLotSize=0.1; LotPrecision=1; TakeProfit=38; OrderSlippage=5; MaxOrders=10; Pips=15; LotsIncreaseBy=5.4; MoneyManagement=false; RiskPercent=5; AccountType=0; Magic=20061113;
Bars en test1536Ticks modelés2470Qualité du modelage50.00%
Dépot initial970.00
Profit total net31819.27Profit brut32253.66Perte brute-434.38
Facteur de profit74.25Rémunération espérée216.46
Chute absolue0.00Chute maximal (%)103.98 (3.32%)Relative drawdown3.32% (103.98)
Total des Trades147Positions SHORT (vente) gagnées %29 (82.76%)Positions LONG (achat) gagnées %118 (83.05%)
Profits des Trades (% du total) 122 (82.99%)Pertes des Trades (% du total) 25 (17.01%)
Le plus largegains par Trade4538.61pertes par Trade-76.18
Average (moyenne)gains par Trade264.37pertes par Trade-17.38
Maximumgains consecutifs (profit en $)21 (9147.63)pertes consecutives (perte en $)2 (-103.98)
MaximalGains consecutifs (coups gagnants)9147.63 (21)Pertes consecutives (coups perdants)-103.98 (2)
Average (moyenne)gains consecutifs6Pertes consecutives1
Graph
#Date exécutionTransactionOrdreLotsPrixS/L (Stop/Perte)T/P (Prendre/profit)ProfitBalance
12006.12.01 00:00sell10.101.19801.21301.1942
22006.12.01 08:40sell20.501.20031.21301.1965
32006.12.01 09:20t/p20.501.19651.21301.1965159.041129.04
42006.12.01 09:20close10.101.19471.21301.194227.621156.66
52006.12.01 10:00sell30.101.19501.21001.1912
62006.12.01 12:00sell40.501.19991.21001.1961
72006.12.01 16:40t/p40.501.19611.21001.1961159.241315.90
82006.12.01 16:40close30.101.19321.21001.191215.091330.99
92006.12.01 18:00sell50.101.19001.20501.1862
102006.12.01 18:40sell60.501.19921.20501.1954
112006.12.01 20:00t/p60.501.19541.20501.1954159.181490.17
122006.12.01 20:00close50.101.19361.20501.1862-30.161460.01
132006.12.01 21:20sell70.101.19221.20721.1884
142006.12.01 22:00sell80.501.19491.20721.1911
152006.12.04 02:40t/p80.501.19111.20721.1911154.571614.58
162006.12.04 02:40close70.101.19051.20721.188413.271627.85
172006.12.04 04:00sell90.101.19341.20841.1896
182006.12.04 04:40sell100.501.19561.20841.1918
192006.12.04 09:20close100.501.19331.20841.191896.371724.22
202006.12.04 09:20close90.101.19331.20841.18960.841725.06
212006.12.04 10:00sell110.101.19301.20801.1892
222006.12.04 12:40sell120.501.19881.20801.1950
232006.12.04 16:40t/p120.501.19501.20801.1950159.131884.19
242006.12.04 16:40close110.101.19401.20801.1892-8.381875.81
252006.12.04 18:00sell130.101.19391.20891.1901
262006.12.04 18:40sell140.501.19791.20891.1941
272006.12.04 21:20t/p140.501.19411.20891.1941159.272035.08
282006.12.04 21:20close130.101.19291.20891.19018.382043.46
292006.12.04 22:00sell150.101.19591.21091.1921
302006.12.05 13:20t/p150.101.19211.21091.192130.972074.44
312006.12.05 14:00sell160.101.19461.20961.1908
322006.12.05 16:40t/p160.101.19081.20961.190831.942106.38
332006.12.05 17:20sell170.101.19211.20711.1883
342006.12.05 18:40sell180.501.19571.20711.1919
352006.12.05 19:59t/p180.501.19191.20711.1919159.442265.82
362006.12.05 19:59close170.101.19171.20711.18833.362269.18
372006.12.05 20:00sell190.101.19141.20641.1876
382006.12.05 22:00sell200.501.19291.20641.1891
392006.12.06 10:00sell212.701.19891.20641.1951
402006.12.06 12:40t/p212.701.19511.20641.1951858.863128.04
412006.12.06 12:40close200.501.19461.20641.1891-76.183051.86
422006.12.06 12:40close190.101.19461.20641.1876-27.803024.06
432006.12.06 13:20sell220.101.19901.21401.1952
442006.12.06 16:40t/p220.101.19521.21401.195231.863055.92
452006.12.06 17:20sell230.101.19201.20701.1882
462006.12.06 18:40sell240.501.19801.20701.1942
472006.12.06 21:20t/p240.501.19421.20701.1942159.103215.02
482006.12.06 21:20close230.101.19421.20701.1882-18.423196.60
492006.12.06 22:00sell250.101.19661.21161.1928
502006.12.07 09:20t/p250.101.19281.21161.192828.863225.46
512006.12.07 10:00sell260.101.19321.20821.1894
522006.12.07 13:20sell270.501.19621.20821.1924
532006.12.07 14:40t/p270.501.19241.20821.1924159.453384.91
542006.12.07 14:40close260.101.19161.20821.189413.433398.34
552006.12.07 16:00sell280.101.19501.21001.1912
562006.12.07 16:40sell290.501.19661.21001.1928
572006.12.08 12:40t/p280.101.19121.21001.191230.893429.24
582006.12.08 12:40t/p290.501.19281.21001.1928154.493583.73
592006.12.08 14:00buy300.101.19351.17851.1973
602006.12.08 14:40t/p300.101.19731.17851.197331.643615.37
612006.12.08 16:00buy310.101.19261.17761.1964
622006.12.08 17:20buy320.501.18841.17761.1922
632006.12.08 18:00t/p310.101.19641.17761.196431.503646.87
642006.12.08 18:00t/p320.501.19221.17761.1922157.523804.39
652006.12.08 18:40buy330.101.18841.17341.1922
662006.12.08 20:00t/p330.101.19221.17341.192231.603835.99
672006.12.08 20:40buy340.101.20521.19021.2090
682006.12.08 22:40buy350.501.20251.19021.2063
692006.12.11 00:00t/p350.501.20631.19021.2063161.283997.26
702006.12.11 00:00close340.101.20681.19021.209014.034011.29
712006.12.11 00:40buy360.101.20681.19181.2106
722006.12.11 02:00buy370.501.20501.19181.2088
732006.12.11 02:40t/p370.501.20881.19181.2088157.084168.37
742006.12.11 02:40close360.101.20961.19181.210623.154191.52
752006.12.11 03:59buy380.101.20971.19471.2135
762006.12.11 04:40buy390.501.20801.19471.2118
772006.12.11 08:40buy402.701.20231.19471.2061
782006.12.11 10:00t/p402.701.20611.19471.2061850.335041.85
792006.12.11 10:00close390.501.20661.19471.2118-58.014983.84
802006.12.11 10:00close380.101.20661.19471.2135-25.694958.15
812006.12.11 10:40buy410.101.20861.19361.2124
822006.12.11 12:00buy420.501.20581.19361.2096
832006.12.11 16:40buy432.701.20001.19361.2038
842006.12.11 17:20t/p432.701.20381.19361.2038849.695807.84
852006.12.11 17:20close420.501.20751.19361.209670.395878.23
862006.12.11 17:20close410.101.20751.19361.2124-9.115869.12
872006.12.11 18:00buy440.101.20581.19081.2096
882006.12.11 18:40buy450.501.20151.19081.2053
892006.12.12 18:00buy462.701.19951.19081.2033
902006.12.12 22:40t/p462.701.20331.19081.2033851.316720.43
912006.12.12 22:40close450.501.20521.19081.2053157.346877.76
922006.12.12 22:40close440.101.20521.19081.2096-4.216873.55
932006.12.12 23:59buy470.101.19961.18461.2034
942006.12.13 12:40t/p470.101.20341.18461.203432.236905.78
952006.12.13 13:20buy480.101.20121.18621.2050
962006.12.13 15:59t/p480.101.20501.18621.205031.506937.28
972006.12.13 16:00buy490.101.20651.19151.2103
982006.12.13 16:40buy500.501.20431.19151.2081
992006.12.13 22:40t/p500.501.20811.19151.2081157.267094.54
1002006.12.13 22:40close490.101.20821.19151.210314.077108.61
1012006.12.13 23:59buy510.101.20641.19141.2102
1022006.12.14 08:40buy520.501.20371.19141.2075
1032006.12.14 09:20t/p520.501.20751.19141.2075157.307265.91
1042006.12.14 09:20close510.101.20791.19141.210214.727280.63
1052006.12.14 10:00buy530.101.20371.18871.2075
1062006.12.14 11:59t/p530.101.20751.18871.207531.477312.10
1072006.12.14 12:00buy540.101.20771.19271.2115
1082006.12.14 12:40t/p540.101.21151.19271.211531.297343.39
1092006.12.14 13:20buy550.101.21011.19511.2139
1102006.12.14 14:40buy560.501.20751.19511.2113
1112006.12.14 15:59t/p560.501.21131.19511.2113156.727500.11
1122006.12.14 15:59close550.101.21241.19511.213918.977519.08
1132006.12.14 16:40buy570.101.21271.19771.2165
1142006.12.15 09:20t/p570.101.21651.19771.216531.967551.04
1152006.12.15 10:00buy580.101.21941.20441.2232
1162006.12.15 12:40buy590.501.21191.20441.2157
1172006.12.15 13:20t/p590.501.21571.20441.2157156.027707.06
1182006.12.15 13:20close580.101.21781.20441.2232-13.147693.92
1192006.12.15 14:00buy600.101.21991.20491.2237
1202006.12.15 14:40buy610.501.21491.20491.2187
1212006.12.15 15:59buy622.701.21231.20491.2161
1222006.12.15 18:40t/p610.501.21871.20491.2187155.387849.30
1232006.12.15 18:40t/p622.701.21611.20491.2161839.068688.36
1242006.12.15 18:40close600.101.22281.20491.223723.728712.08
1252006.12.15 19:59buy630.101.22191.20691.2257
1262006.12.18 02:00buy640.501.22041.20691.2242
1272006.12.18 08:40buy652.701.21871.20691.2225
1282006.12.18 16:40t/p630.101.22571.20691.225731.748743.81
1292006.12.18 16:40t/p640.501.22421.20691.2242154.878898.68
1302006.12.18 16:40t/p652.701.22251.20691.2225836.269734.94
1312006.12.18 17:20buy660.101.22481.20981.2286
1322006.12.18 18:00buy670.501.22131.20981.2251
1332006.12.18 18:40t/p670.501.22511.20981.2251154.959889.89
1342006.12.18 18:40close660.101.22621.20981.228611.429901.31
1352006.12.18 19:59buy680.101.22491.20991.2287
1362006.12.18 20:40buy690.501.22321.20991.2270
1372006.12.18 21:20buy702.701.22131.20991.2251
1382006.12.19 09:20close702.701.22291.20991.2251373.9710275.28
1392006.12.19 09:20close690.501.22291.20991.2270-8.4310266.85
1402006.12.19 09:20close680.101.22291.20991.2287-15.5810251.26
1412006.12.19 10:00buy710.101.21851.20351.2223
1422006.12.19 10:40buy720.501.21661.20351.2204
1432006.12.19 12:40t/p720.501.22041.20351.2204155.6910406.96
1442006.12.19 12:40close710.101.22041.20351.222315.5710422.53
1452006.12.19 13:20buy730.101.21751.20251.2213
1462006.12.19 18:40buy740.501.21331.20251.2171
1472006.12.20 02:40buy752.701.21171.20251.2155
1482006.12.20 16:40t/p740.501.21711.20251.2171159.6610582.18
1492006.12.20 16:40t/p752.701.21551.20251.2155841.4611423.64
1502006.12.20 16:40close730.101.21931.20251.221315.5311439.17
1512006.12.20 17:20buy760.101.21341.19841.2172
1522006.12.20 18:40t/p760.101.21721.19841.217231.2211470.39
1532006.12.20 19:59buy770.101.21931.20431.2231
1542006.12.20 20:40buy780.501.21741.20431.2212
1552006.12.21 08:40buy792.701.21401.20431.2178
1562006.12.21 12:40t/p792.701.21781.20431.2178841.3312311.72
1572006.12.21 12:40close780.501.21951.20431.221297.6012409.32
1582006.12.21 12:40close770.101.21951.20431.22313.9412413.26
1592006.12.21 13:20buy800.101.21811.20311.2219
1602006.12.21 14:00buy810.501.21581.20311.2196
1612006.12.21 16:40t/p810.501.21961.20311.2196155.7012568.96
1622006.12.21 16:40close800.101.22031.20311.221918.0312586.99
1632006.12.21 17:20buy820.101.21751.20251.2213
1642006.12.21 18:40buy830.501.21521.20251.2190
1652006.12.22 10:00buy842.701.21371.20251.2175
1662006.12.22 14:00buy8514.601.21211.20251.2159
1672006.12.22 16:40t/p820.101.22131.20251.221331.8612618.85
1682006.12.22 16:40t/p830.501.21901.20251.2190159.2712778.11
1692006.12.22 16:40t/p842.701.21751.20251.2175839.3313617.44
1702006.12.22 16:40t/p8514.601.21591.20251.21594538.6118156.05
1712006.12.22 17:20buy860.101.22051.20551.2243
1722006.12.22 18:40buy870.501.21431.20551.2181
1732006.12.22 19:59t/p870.501.21811.20551.2181155.4918311.54
1742006.12.22 19:59close860.101.22191.20551.224311.4618323.00
1752006.12.22 20:00buy880.101.22221.20721.2260
1762006.12.22 22:00buy890.501.21801.20721.2218
1772006.12.26 17:20t/p890.501.22181.20721.2218162.9918485.99
1782006.12.26 17:20close880.101.22331.20721.226010.5218496.52
1792006.12.26 18:00buy900.101.22131.20631.2251
1802006.12.27 04:40buy910.501.21861.20631.2224
1812006.12.27 08:40buy922.701.21631.20631.2201
1822006.12.27 10:00t/p922.701.22011.20631.2201840.9119337.43
1832006.12.27 10:00close910.501.22011.20631.222461.4719398.90
1842006.12.27 10:00close900.101.22011.20631.2251-9.0719389.83
1852006.12.27 10:40buy930.101.21751.20251.2213
1862006.12.27 12:40t/p930.101.22131.20251.221331.0819420.91
1872006.12.27 13:20buy940.101.22331.20831.2271
1882006.12.27 14:00buy950.501.22111.20831.2249
1892006.12.27 14:40buy962.701.21841.20831.2222
1902006.12.27 15:59t/p962.701.22221.20831.2222839.1920260.10
1912006.12.27 15:59close950.501.22261.20831.224961.3420321.44
1922006.12.27 15:59close940.101.22261.20831.2271-5.7320315.71
1932006.12.27 16:00buy970.101.22271.20771.2265
1942006.12.27 23:59t/p970.101.22651.20771.226530.9820346.69
1952006.12.28 00:00buy980.101.22771.21271.2315
1962006.12.28 00:40buy990.501.22491.21271.2287
1972006.12.28 12:40buy1002.701.21861.21271.2224
1982006.12.28 13:20t/p1002.701.22241.21271.2224838.0321184.72
1992006.12.28 13:20close990.501.22431.21271.2287-24.5021160.22
2002006.12.28 13:20close980.101.22431.21271.2315-27.7721132.45
2012006.12.28 14:00buy1010.101.22361.20861.2274
2022006.12.28 14:40buy1020.501.21681.20861.2206
2032006.12.28 16:40t/p1020.501.22061.20861.2206155.3621287.81
2042006.12.28 16:40close1010.101.22301.20861.2274-4.9121282.90
2052006.12.28 17:20buy1030.101.22281.20781.2266
2062006.12.28 18:00buy1040.501.21861.20781.2224
2072006.12.29 00:40t/p1040.501.22241.20781.2224159.2521442.14
2082006.12.29 00:40close1030.101.22261.20781.2266-0.8721441.27
2092006.12.29 01:20buy1050.101.22261.20761.2264
2102006.12.29 05:20buy1060.501.22001.20761.2238
2112006.12.29 12:40buy1072.701.21851.20761.2223
2122006.12.29 17:20t/p1072.701.22231.20761.2223839.3322280.60
2132006.12.29 17:20close1060.501.22241.20761.223898.1722378.77
2142006.12.29 17:20close1050.101.22241.20761.2264-1.6422377.13
2152006.12.29 18:00buy1080.101.21971.20471.2235
2162007.01.02 00:00buy1090.501.21501.20471.2188
2172007.01.02 02:00buy1102.701.21171.20471.2155
2182007.01.03 10:00t/p1102.701.21551.20471.2155863.2123240.34
2192007.01.03 10:00close1090.501.21781.20471.2188118.7923359.13
2202007.01.03 10:00close1080.101.21781.20471.2235-13.3023345.83
2212007.01.03 10:40buy1110.101.21521.20021.2190
2222007.01.03 13:20t/p1110.101.21901.20021.219031.1323376.96
2232007.01.03 14:00buy1120.101.21871.20371.2225
2242007.01.03 18:40t/p1120.101.22251.20371.222530.9123407.87
2252007.01.03 19:59buy1130.101.22861.21361.2324
2262007.01.03 20:40buy1140.501.22531.21361.2291
2272007.01.04 09:20t/p1140.501.22911.21361.2291165.6923573.56
2282007.01.04 09:20close1130.101.23231.21361.232432.3323605.89
2292007.01.04 10:00buy1150.101.23041.21541.2342
2302007.01.04 14:00buy1160.501.22881.21541.2326
2312007.01.04 18:40t/p1160.501.23261.21541.2326154.1223760.01
2322007.01.04 18:40close1150.101.23281.21541.234219.4723779.48
2332007.01.04 19:59buy1170.101.23251.21751.2363
2342007.01.05 00:40buy1180.501.23101.21751.2348
2352007.01.05 08:40buy1192.701.22811.21751.2319
2362007.01.05 10:00t/p1192.701.23191.21751.2319832.7924612.27
2372007.01.05 10:00close1180.501.23201.21751.234840.5824652.85
2382007.01.05 10:00close1170.101.23201.21751.2363-3.2924649.56
2392007.01.05 10:40buy1200.101.23061.21561.2344
2402007.01.05 11:59buy1210.501.22841.21561.2322
2412007.01.05 12:40t/p1200.101.23441.21561.234430.7624680.32
2422007.01.05 12:40t/p1210.501.23221.21561.2322153.8324834.15
2432007.01.05 13:20buy1220.101.23911.22411.2429
2442007.01.05 14:00buy1230.501.22741.22411.2312
2452007.01.05 15:59t/p1230.501.23121.22411.2312153.5424987.69
2462007.01.05 15:59close1220.101.23741.22411.2429-13.7424973.95
2472007.01.05 16:00buy1240.101.23781.22281.2416
2482007.01.05 18:40buy1250.501.23601.22281.2398
2492007.01.08 10:00buy1262.701.23341.22281.2372
2502007.01.08 12:40t/p1250.501.23981.22281.2398156.9125130.85
2512007.01.08 12:40t/p1262.701.23721.22281.2372826.6225957.47
2522007.01.08 12:40close1240.101.24121.22281.241628.1625985.63
2532007.01.08 13:20buy1270.101.23881.22381.2426
2542007.01.08 14:40buy1280.501.23611.22381.2399
2552007.01.08 15:59t/p1280.501.23991.22381.2399153.1226138.75
2562007.01.08 15:59close1270.101.24081.22381.242616.1226154.87
2572007.01.08 16:00buy1290.101.24091.22591.2447
2582007.01.08 18:00buy1300.501.23441.22591.2382
2592007.01.08 18:40t/p1300.501.23821.22591.2382153.1426308.01
2602007.01.08 18:40close1290.101.24071.22591.2447-1.6126306.40
2612007.01.08 19:59buy1310.101.23561.22061.2394
2622007.01.09 00:40buy1320.501.23401.22061.2378
2632007.01.09 08:40t/p1320.501.23781.22061.2378153.4826459.88
2642007.01.09 08:40close1310.101.23791.22061.239419.3526479.22
2652007.01.09 09:20buy1330.101.23601.22101.2398
2662007.01.09 14:40t/p1330.101.23981.22101.239830.6326509.85
2672007.01.09 15:59buy1340.101.24061.22561.2444
2682007.01.10 02:00t/p1340.101.24441.22561.244431.3126541.16
2692007.01.10 02:40buy1350.101.24491.22991.2487
2702007.01.10 03:59buy1360.501.24331.22991.2471
2712007.01.10 04:40buy1372.701.24131.22991.2451
2722007.01.10 17:20t/p1360.501.24711.22991.2471152.2726693.43
2732007.01.10 17:20t/p1372.701.24511.22991.2451822.2527515.68
2742007.01.10 17:20close1350.101.24781.22991.248723.2427538.92
2752007.01.10 18:00buy1380.101.24411.22911.2479
2762007.01.11 14:00buy1390.501.24111.22911.2449
2772007.01.11 15:59t/p1390.501.24491.22911.2449152.5427691.46
2782007.01.11 15:59close1380.101.24561.22911.247914.3427705.80
2792007.01.11 16:00buy1400.101.24591.23091.2497
2802007.01.11 16:40t/p1400.101.24971.23091.249730.4027736.20
2812007.01.11 17:20buy1410.101.24491.22991.2487
2822007.01.11 18:40t/p1410.101.24871.22991.248730.3827766.58
2832007.01.11 19:59buy1420.101.24801.23301.2518
2842007.01.12 13:20t/p1420.101.25181.23301.251831.1027797.68
2852007.01.12 14:40buy1430.101.25201.23701.2558
2862007.01.12 15:59buy1440.501.24841.23701.2522
2872007.01.12 18:00buy1452.701.24631.23701.2501
2882007.01.12 18:40buy14614.601.24481.23701.2486
2892007.01.12 21:20t/p14614.601.24861.23701.24864442.3132239.99
2902007.01.12 21:20close1452.701.24891.23701.2501562.0932802.08
2912007.01.12 21:20close1440.501.24891.23701.252220.0232822.10
2922007.01.12 21:20close1430.101.24891.23701.2558-24.8232797.28
2932007.01.12 22:00buy1470.101.24891.23391.2527
2942007.01.12 23:59close at stop1470.101.24791.23391.2527-8.0132789.27