Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Obdobie | 4 Hodiny (H4) 2007.01.02 08:00 - 2007.07.19 00:00 (2007.01.01 - 2007.07.20) | ||||
Model | Každý tik (založený na najmenšom možnom časovom rámci, ktorý je k dispozícii s fraktálnou interpoláciou každého tiku) | ||||
Parametre | TakeProfit=20; MaxTrades=3; PipStep=15; mm=0; risk=12; MagicNumber=888888; T_JRSX_period=14; | ||||
Stĺpce v teste | 4814 | Modelované tiky | 700561 | Modelovanie kvality | 89.90% |
Počiatočný vklad | 1000.00 | ||||
Čistý celkový zisk | -942.59 | Hrubý zisk | 501.32 | Hrubá strata | -1443.91 |
Prvok zisku | 0.35 | Očakávaný výnos | -29.46 | ||
Absolutný drawdown | 942.59 | Maximálny drawdown | 1142.12 (95.21%) | Relatívny drawdown | 95.21% (1142.12) |
Všetky pozície | 32 | Krátke pozície (víťazné v %) | 17 (82.35%) | Dlhé pozície (víťazné v %) | 15 (73.33%) |
Ziskové pozície (% z celku) | 25 (78.13%) | Stratové pozície (% z celku) | 7 (21.88%) | ||
Najväčší | ziskový obchod | 22.00 | stratový obchod | -474.00 | |
Priemer | ziskový obchod | 20.05 | stratový obchod | -206.27 | |
Maximum | výhry nasledujúce po sebe (zisk v peniazoch) | 14 (279.78) | prehry nasledujúce po sebe (strata v peniazoch) | 3 (-726.23) | |
Maximálny | zisky nasledujúce po sebe (počet víťazstiev) | 279.78 (14) | straty nasledujúce po sebe (počet prehier) | -726.23 (3) | |
Priemer | výhry nasledujúce po sebe | 8 | prehry nasledujúce po sebe | 2 |
# | Čas | Typ | Objednávka | Loty | Cena | S / L | T / P | Zisk | Zostatok na účte |
1 | 2007.01.02 08:00 | buy | 1 | 0.10 | 1.9644 | 0.0000 | 0.0000 | ||
2 | 2007.01.02 08:14 | close | 1 | 0.10 | 1.9664 | 0.0000 | 0.0000 | 20.00 | 1020.00 |
3 | 2007.01.02 08:14 | buy | 2 | 0.10 | 1.9667 | 0.0000 | 0.0000 | ||
4 | 2007.01.02 08:28 | close | 2 | 0.10 | 1.9687 | 0.0000 | 0.0000 | 20.00 | 1040.00 |
5 | 2007.01.02 08:28 | buy | 3 | 0.10 | 1.9693 | 0.0000 | 0.0000 | ||
6 | 2007.01.02 09:25 | close | 3 | 0.10 | 1.9713 | 0.0000 | 0.0000 | 20.00 | 1060.00 |
7 | 2007.01.02 09:25 | buy | 4 | 0.10 | 1.9719 | 0.0000 | 0.0000 | ||
8 | 2007.01.02 10:20 | buy | 5 | 0.20 | 1.9704 | 0.0000 | 0.0000 | ||
9 | 2007.01.02 10:37 | close | 5 | 0.20 | 1.9714 | 0.0000 | 0.0000 | 20.00 | 1080.00 |
10 | 2007.01.02 12:05 | buy | 6 | 0.20 | 1.9703 | 0.0000 | 0.0000 | ||
11 | 2007.01.02 13:46 | close | 6 | 0.20 | 1.9713 | 0.0000 | 0.0000 | 20.00 | 1100.00 |
12 | 2007.01.02 14:07 | buy | 7 | 0.20 | 1.9702 | 0.0000 | 0.0000 | ||
13 | 2007.01.02 14:20 | close | 7 | 0.20 | 1.9712 | 0.0000 | 0.0000 | 20.00 | 1120.00 |
14 | 2007.01.02 17:24 | close | 4 | 0.10 | 1.9739 | 0.0000 | 0.0000 | 20.00 | 1140.00 |
15 | 2007.01.02 17:24 | buy | 8 | 0.10 | 1.9745 | 0.0000 | 0.0000 | ||
16 | 2007.01.02 20:03 | buy | 9 | 0.20 | 1.9730 | 0.0000 | 0.0000 | ||
17 | 2007.01.03 01:34 | close | 9 | 0.20 | 1.9740 | 0.0000 | 0.0000 | 19.53 | 1159.53 |
18 | 2007.01.03 05:36 | buy | 10 | 0.20 | 1.9730 | 0.0000 | 0.0000 | ||
19 | 2007.01.03 05:50 | close | 10 | 0.20 | 1.9740 | 0.0000 | 0.0000 | 20.00 | 1179.53 |
20 | 2007.01.03 06:08 | buy | 11 | 0.20 | 1.9729 | 0.0000 | 0.0000 | ||
21 | 2007.01.03 07:10 | close | 11 | 0.20 | 1.9739 | 0.0000 | 0.0000 | 20.00 | 1199.53 |
22 | 2007.01.03 07:42 | buy | 12 | 0.20 | 1.9729 | 0.0000 | 0.0000 | ||
23 | 2007.01.03 20:00 | close | 12 | 0.20 | 1.9492 | 0.0000 | 0.0000 | -474.00 | 725.53 |
24 | 2007.01.03 20:00 | close | 8 | 0.10 | 1.9495 | 0.0000 | 0.0000 | -250.23 | 475.30 |
25 | 2007.01.03 20:00 | buy | 13 | 0.20 | 1.9499 | 0.0000 | 0.0000 | ||
26 | 2007.01.03 20:00 | close | 13 | 0.20 | 1.9498 | 0.0000 | 0.0000 | -2.00 | 473.30 |
27 | 2007.01.03 20:00 | sell | 14 | 0.10 | 1.9501 | 0.0000 | 0.0000 | ||
28 | 2007.01.04 09:07 | close | 14 | 0.10 | 1.9481 | 0.0000 | 0.0000 | 19.22 | 492.52 |
29 | 2007.01.04 09:07 | sell | 15 | 0.10 | 1.9478 | 0.0000 | 0.0000 | ||
30 | 2007.01.04 09:23 | close | 15 | 0.10 | 1.9458 | 0.0000 | 0.0000 | 20.00 | 512.52 |
31 | 2007.01.04 09:23 | sell | 16 | 0.10 | 1.9455 | 0.0000 | 0.0000 | ||
32 | 2007.01.04 09:49 | close | 16 | 0.10 | 1.9435 | 0.0000 | 0.0000 | 20.00 | 532.52 |
33 | 2007.01.04 09:49 | sell | 17 | 0.10 | 1.9427 | 0.0000 | 0.0000 | ||
34 | 2007.01.04 09:53 | close | 17 | 0.10 | 1.9407 | 0.0000 | 0.0000 | 20.00 | 552.52 |
35 | 2007.01.04 09:53 | sell | 18 | 0.10 | 1.9400 | 0.0000 | 0.0000 | ||
36 | 2007.01.05 04:02 | close | 18 | 0.10 | 1.9380 | 0.0000 | 0.0000 | 19.22 | 571.74 |
37 | 2007.01.05 04:02 | sell | 19 | 0.10 | 1.9374 | 0.0000 | 0.0000 | ||
38 | 2007.01.05 05:19 | close | 19 | 0.10 | 1.9354 | 0.0000 | 0.0000 | 20.00 | 591.74 |
39 | 2007.01.05 05:19 | sell | 20 | 0.10 | 1.9352 | 0.0000 | 0.0000 | ||
40 | 2007.01.05 14:30 | close | 20 | 0.10 | 1.9331 | 0.0000 | 0.0000 | 21.00 | 612.74 |
41 | 2007.01.05 14:30 | sell | 21 | 0.10 | 1.9328 | 0.0000 | 0.0000 | ||
42 | 2007.01.05 14:32 | close | 21 | 0.10 | 1.9308 | 0.0000 | 0.0000 | 20.00 | 632.74 |
43 | 2007.01.05 14:32 | sell | 22 | 0.10 | 1.9303 | 0.0000 | 0.0000 | ||
44 | 2007.01.05 14:34 | sell | 23 | 0.20 | 1.9318 | 0.0000 | 0.0000 | ||
45 | 2007.01.05 14:38 | close | 23 | 0.20 | 1.9308 | 0.0000 | 0.0000 | 20.00 | 652.74 |
46 | 2007.01.05 15:45 | sell | 24 | 0.20 | 1.9318 | 0.0000 | 0.0000 | ||
47 | 2007.01.05 16:45 | close | 24 | 0.20 | 1.9308 | 0.0000 | 0.0000 | 20.00 | 672.74 |
48 | 2007.01.05 16:56 | close | 22 | 0.10 | 1.9282 | 0.0000 | 0.0000 | 21.00 | 693.74 |
49 | 2007.01.05 16:56 | sell | 25 | 0.10 | 1.9275 | 0.0000 | 0.0000 | ||
50 | 2007.01.05 17:21 | sell | 26 | 0.20 | 1.9291 | 0.0000 | 0.0000 | ||
51 | 2007.01.05 17:23 | close | 26 | 0.20 | 1.9281 | 0.0000 | 0.0000 | 20.00 | 713.74 |
52 | 2007.01.05 17:33 | sell | 27 | 0.20 | 1.9290 | 0.0000 | 0.0000 | ||
53 | 2007.01.08 01:37 | close | 27 | 0.20 | 1.9279 | 0.0000 | 0.0000 | 17.34 | 731.08 |
54 | 2007.01.08 02:05 | sell | 28 | 0.20 | 1.9290 | 0.0000 | 0.0000 | ||
55 | 2007.01.08 02:59 | close | 28 | 0.20 | 1.9279 | 0.0000 | 0.0000 | 22.00 | 753.08 |
56 | 2007.01.08 04:19 | sell | 29 | 0.20 | 1.9290 | 0.0000 | 0.0000 | ||
57 | 2007.01.09 08:00 | close | 29 | 0.20 | 1.9428 | 0.0000 | 0.0000 | -277.55 | 475.53 |
58 | 2007.01.09 08:00 | close | 25 | 0.10 | 1.9428 | 0.0000 | 0.0000 | -156.11 | 319.42 |
59 | 2007.01.09 08:00 | buy | 30 | 0.10 | 1.9425 | 0.0000 | 0.0000 | ||
60 | 2007.01.09 08:48 | close | 30 | 0.10 | 1.9447 | 0.0000 | 0.0000 | 22.00 | 341.42 |
61 | 2007.01.09 08:48 | buy | 31 | 0.10 | 1.9450 | 0.0000 | 0.0000 | ||
62 | 2007.01.10 20:00 | close | 31 | 0.10 | 1.9335 | 0.0000 | 0.0000 | -115.23 | 226.19 |
63 | 2007.01.10 20:00 | sell | 32 | 0.10 | 1.9336 | 0.0000 | 0.0000 | ||
64 | 2007.01.11 13:00 | close at stop | 32 | 0.10 | 1.9504 | 0.0000 | 0.0000 | -168.78 | 57.41 |