Symbole | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
Periode | Intervalle Jour (D1) 2005.07.04 00:00 - 2007.02.22 00:00 (2005.07.04 - 2007.02.22) | ||||
Modele | Chaque tick (basé sur tous les moindres relevés disponibles apres interpolation fractale de chaque tick) | ||||
Parametres | EA="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 test | 2048 | Ticks modelés | 2398950 | Qualité du modelage | 90.00% |
Dépot initial | 3000.00 | ||||
Profit total net | 1436.82 | Profit brut | 1518.27 | Perte brute | -81.45 |
Facteur de profit | 18.64 | Rémunération espérée | 59.87 | ||
Chute absolue | 0.00 | Chute maximal (%) | 81.45 (1.80%) | Relative drawdown | 1.80% (81.45) |
Total des Trades | 24 | Positions 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 large | gains par Trade | 80.31 | pertes par Trade | -81.45 | |
Average (moyenne) | gains par Trade | 66.01 | pertes par Trade | -81.45 | |
Maximum | gains consecutifs (profit en $) | 23 (1518.27) | pertes consecutives (perte en $) | 1 (-81.45) | |
Maximal | Gains consecutifs (coups gagnants) | 1518.27 (23) | Pertes consecutives (coups perdants) | -81.45 (1) | |
Average (moyenne) | gains consecutifs | 23 | Pertes consecutives | 1 |
# | Date exécution | Transaction | Ordre | Lots | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
1 | 2005.12.21 10:56 | sell | 1 | 1.20 | 1.7514 | 0.0000 | 1.7469 | ||
2 | 2005.12.21 15:12 | t/p | 1 | 1.20 | 1.7469 | 0.0000 | 1.7469 | 54.00 | 3054.00 |
3 | 2005.12.21 15:12 | sell | 2 | 1.22 | 1.7465 | 0.0000 | 1.7420 | ||
4 | 2005.12.21 15:58 | t/p | 2 | 1.22 | 1.7420 | 0.0000 | 1.7420 | 54.90 | 3108.90 |
5 | 2005.12.21 15:58 | sell | 3 | 1.24 | 1.7415 | 0.0000 | 1.7370 | ||
6 | 2005.12.22 10:58 | t/p | 3 | 1.24 | 1.7370 | 0.0000 | 1.7370 | 55.95 | 3164.85 |
7 | 2006.01.04 03:26 | buy | 4 | 1.27 | 1.7525 | 0.0000 | 1.7570 | ||
8 | 2006.01.04 13:16 | t/p | 4 | 1.27 | 1.7570 | 0.0000 | 1.7570 | 57.15 | 3222.00 |
9 | 2006.01.04 13:16 | buy | 5 | 1.29 | 1.7574 | 0.0000 | 1.7619 | ||
10 | 2006.01.06 14:49 | t/p | 5 | 1.29 | 1.7619 | 0.0000 | 1.7619 | 57.46 | 3279.46 |
11 | 2006.01.19 08:34 | sell | 6 | 1.31 | 1.7567 | 0.0000 | 1.7522 | ||
12 | 2006.02.06 12:42 | t/p | 6 | 1.31 | 1.7522 | 0.0000 | 1.7522 | 59.79 | 3339.24 |
13 | 2006.03.15 00:00 | buy | 7 | 1.34 | 1.7470 | 0.0000 | 1.7515 | ||
14 | 2006.03.16 14:39 | t/p | 7 | 1.34 | 1.7515 | 0.0000 | 1.7515 | 59.84 | 3399.08 |
15 | 2006.04.04 14:04 | buy | 8 | 1.36 | 1.7493 | 0.0000 | 1.7538 | ||
16 | 2006.04.04 14:28 | t/p | 8 | 1.36 | 1.7538 | 0.0000 | 1.7538 | 61.20 | 3460.28 |
17 | 2006.04.04 14:28 | buy | 9 | 1.38 | 1.7542 | 0.0000 | 1.7587 | ||
18 | 2006.04.05 06:51 | t/p | 9 | 1.38 | 1.7587 | 0.0000 | 1.7587 | 61.94 | 3522.22 |
19 | 2006.06.30 14:42 | buy | 10 | 1.41 | 1.8432 | 0.0000 | 1.8477 | ||
20 | 2006.06.30 16:52 | t/p | 10 | 1.41 | 1.8477 | 0.0000 | 1.8477 | 63.45 | 3585.67 |
21 | 2006.06.30 16:52 | buy | 11 | 1.43 | 1.8481 | 0.0000 | 1.8526 | ||
22 | 2006.07.07 14:41 | t/p | 11 | 1.43 | 1.8526 | 0.0000 | 1.8526 | 63.20 | 3648.87 |
23 | 2006.07.20 03:19 | buy | 12 | 1.46 | 1.8463 | 0.0000 | 1.8508 | ||
24 | 2006.07.20 13:41 | t/p | 12 | 1.46 | 1.8508 | 0.0000 | 1.8508 | 65.70 | 3714.57 |
25 | 2006.07.20 13:41 | buy | 13 | 1.49 | 1.8512 | 0.0000 | 1.8557 | ||
26 | 2006.07.21 12:22 | t/p | 13 | 1.49 | 1.8557 | 0.0000 | 1.8557 | 66.88 | 3781.45 |
27 | 2006.09.05 16:55 | sell | 14 | 1.51 | 1.8913 | 0.0000 | 1.8868 | ||
28 | 2006.09.06 12:48 | t/p | 14 | 1.51 | 1.8868 | 0.0000 | 1.8868 | 68.01 | 3849.46 |
29 | 2006.09.06 12:48 | sell | 15 | 1.54 | 1.8864 | 0.0000 | 1.8819 | ||
30 | 2006.09.06 14:31 | t/p | 15 | 1.54 | 1.8819 | 0.0000 | 1.8819 | 69.30 | 3918.76 |
31 | 2006.09.06 14:31 | sell | 16 | 1.57 | 1.8815 | 0.0000 | 1.8770 | ||
32 | 2006.09.07 13:06 | t/p | 16 | 1.57 | 1.8770 | 0.0000 | 1.8770 | 70.84 | 3989.60 |
33 | 2006.09.18 08:35 | buy | 17 | 1.60 | 1.8836 | 0.0000 | 1.8881 | ||
34 | 2006.09.19 15:12 | t/p | 17 | 1.60 | 1.8881 | 0.0000 | 1.8881 | 71.82 | 4061.42 |
35 | 2006.09.19 15:12 | buy | 18 | 1.62 | 1.8885 | 0.0000 | 1.8930 | ||
36 | 2006.09.21 07:43 | t/p | 18 | 1.62 | 1.8930 | 0.0000 | 1.8930 | 72.15 | 4133.57 |
37 | 2006.09.28 14:21 | sell | 19 | 1.65 | 1.8759 | 0.0000 | 1.8714 | ||
38 | 2006.09.29 08:54 | t/p | 19 | 1.65 | 1.8714 | 0.0000 | 1.8714 | 74.32 | 4207.89 |
39 | 2006.10.18 00:19 | buy | 20 | 1.68 | 1.8727 | 0.0000 | 1.8772 | ||
40 | 2006.10.19 18:01 | t/p | 20 | 1.68 | 1.8772 | 0.0000 | 1.8772 | 75.02 | 4282.91 |
41 | 2007.01.14 00:00 | buy | 21 | 1.71 | 1.9598 | 0.0000 | 1.9643 | ||
42 | 2007.01.15 10:03 | t/p | 21 | 1.71 | 1.9643 | 0.0000 | 1.9643 | 76.75 | 4359.66 |
43 | 2007.01.26 11:45 | sell | 22 | 1.74 | 1.9610 | 0.0000 | 1.9565 | ||
44 | 2007.01.26 15:59 | t/p | 22 | 1.74 | 1.9565 | 0.0000 | 1.9565 | 78.30 | 4437.96 |
45 | 2007.01.26 15:59 | sell | 23 | 1.78 | 1.9559 | 0.0000 | 1.9514 | ||
46 | 2007.01.31 10:35 | t/p | 23 | 1.78 | 1.9514 | 0.0000 | 1.9514 | 80.31 | 4518.27 |
47 | 2007.02.21 08:01 | buy | 24 | 1.81 | 1.9576 | 0.0000 | 1.9621 | ||
48 | 2007.02.21 23:59 | close at stop | 24 | 1.81 | 1.9531 | 0.0000 | 1.9621 | -81.45 | 4436.82 |