Strategy Tester Report
Solo [1.5]

SymboleGBPUSDm (Great Britain Pound vs US Dollar)
PeriodeIntervalle Jour (D1) 2005.07.04 00:00 - 2007.02.22 00:00 (2005.07.04 - 2007.02.22)
ModeleChaque tick (basé sur tous les moindres relevés disponibles apres interpolation fractale de chaque tick)
ParametresEA="Solo 1.5"; MoneyManagement=true; RiskFactor=2; Slippage=3; Lots=0.1; Profit=45; Stop=0; TrailingStop=0; F_ma=11; S_ma=28; Signal=9; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; MAMode="0=sma, 1=ema, 2=smma, 3=lwma"; MA_Mode=1; MAPrice="0=close, 1=open, 2=high, 3=low, 4=median, 5=typical, 6=weightedclose"; MA_Price=0;
Bars en test2048Ticks modelés2398950Qualité du modelage90.00%
Dépot initial3000.00
Profit total net1436.82Profit brut1518.27Perte brute-81.45
Facteur de profit18.64Rémunération espérée59.87
Chute absolue0.00Chute maximal (%)81.45 (1.80%)Relative drawdown1.80% (81.45)
Total des Trades24Positions SHORT (vente) gagnées %10 (100.00%)Positions LONG (achat) gagnées %14 (92.86%)
Profits des Trades (% du total) 23 (95.83%)Pertes des Trades (% du total) 1 (4.17%)
Le plus largegains par Trade80.31pertes par Trade-81.45
Average (moyenne)gains par Trade66.01pertes par Trade-81.45
Maximumgains consecutifs (profit en $)23 (1518.27)pertes consecutives (perte en $)1 (-81.45)
MaximalGains consecutifs (coups gagnants)1518.27 (23)Pertes consecutives (coups perdants)-81.45 (1)
Average (moyenne)gains consecutifs23Pertes consecutives1
Graph
#Date exécutionTransactionOrdreLotsPrixS/L (Stop/Perte)T/P (Prendre/profit)ProfitBalance
12005.12.21 10:56sell11.201.75140.00001.7469
22005.12.21 15:12t/p11.201.74690.00001.746954.003054.00
32005.12.21 15:12sell21.221.74650.00001.7420
42005.12.21 15:58t/p21.221.74200.00001.742054.903108.90
52005.12.21 15:58sell31.241.74150.00001.7370
62005.12.22 10:58t/p31.241.73700.00001.737055.953164.85
72006.01.04 03:26buy41.271.75250.00001.7570
82006.01.04 13:16t/p41.271.75700.00001.757057.153222.00
92006.01.04 13:16buy51.291.75740.00001.7619
102006.01.06 14:49t/p51.291.76190.00001.761957.463279.46
112006.01.19 08:34sell61.311.75670.00001.7522
122006.02.06 12:42t/p61.311.75220.00001.752259.793339.24
132006.03.15 00:00buy71.341.74700.00001.7515
142006.03.16 14:39t/p71.341.75150.00001.751559.843399.08
152006.04.04 14:04buy81.361.74930.00001.7538
162006.04.04 14:28t/p81.361.75380.00001.753861.203460.28
172006.04.04 14:28buy91.381.75420.00001.7587
182006.04.05 06:51t/p91.381.75870.00001.758761.943522.22
192006.06.30 14:42buy101.411.84320.00001.8477
202006.06.30 16:52t/p101.411.84770.00001.847763.453585.67
212006.06.30 16:52buy111.431.84810.00001.8526
222006.07.07 14:41t/p111.431.85260.00001.852663.203648.87
232006.07.20 03:19buy121.461.84630.00001.8508
242006.07.20 13:41t/p121.461.85080.00001.850865.703714.57
252006.07.20 13:41buy131.491.85120.00001.8557
262006.07.21 12:22t/p131.491.85570.00001.855766.883781.45
272006.09.05 16:55sell141.511.89130.00001.8868
282006.09.06 12:48t/p141.511.88680.00001.886868.013849.46
292006.09.06 12:48sell151.541.88640.00001.8819
302006.09.06 14:31t/p151.541.88190.00001.881969.303918.76
312006.09.06 14:31sell161.571.88150.00001.8770
322006.09.07 13:06t/p161.571.87700.00001.877070.843989.60
332006.09.18 08:35buy171.601.88360.00001.8881
342006.09.19 15:12t/p171.601.88810.00001.888171.824061.42
352006.09.19 15:12buy181.621.88850.00001.8930
362006.09.21 07:43t/p181.621.89300.00001.893072.154133.57
372006.09.28 14:21sell191.651.87590.00001.8714
382006.09.29 08:54t/p191.651.87140.00001.871474.324207.89
392006.10.18 00:19buy201.681.87270.00001.8772
402006.10.19 18:01t/p201.681.87720.00001.877275.024282.91
412007.01.14 00:00buy211.711.95980.00001.9643
422007.01.15 10:03t/p211.711.96430.00001.964376.754359.66
432007.01.26 11:45sell221.741.96100.00001.9565
442007.01.26 15:59t/p221.741.95650.00001.956578.304437.96
452007.01.26 15:59sell231.781.95590.00001.9514
462007.01.31 10:35t/p231.781.95140.00001.951480.314518.27
472007.02.21 08:01buy241.811.95760.00001.9621
482007.02.21 23:59close at stop241.811.95310.00001.9621-81.454436.82