Simbolo | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
Periodo | 5 Minuti (M5) 2007.07.23 00:00 - 2007.07.27 23:00 (2007.07.23 - 2007.07.29) | ||||
Modello | Ogni tick (sulla base di tutti gli intervalli di tempo minimi con interpolazione frattale di ogni tick) | ||||
Parametri | Expert_Name="TrendStrengthExpert_v1"; Magic=24242; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=0.1; MaxOrders=1; TakeProfit=0; StopLoss=0; TrailingMode=2; TrailingStop=0; StopDeviation=0; MoneyRisk=1; BreakEven=0; ProfitLock=0; ExitMode=2; SignalMail=false; Time_Inputs=" Timing parameters "; StartHour=0; StartMinute=0; EndHour=23; EndMinute=0; CloseTimeMode=0; CloseHour=24; CloseMinute=0; ProcessTime=5; VS_Inputs=" VoltyChannel_Stop parameters"; VS_TimeFrame=0; VS_Price=0; VS_MALength=1; VS_MAMode=0; VS_ATRLength=10; VS_Kv=4; VS_CurBar=1; VS_Mode=2; TE_Inputs=" TrendEnvelope parameters"; TE_TimeFrame=0; TE_MAPeriod=10; TE_MAMode=0; TE_CurBar=1; TE_Mode=0; TS_Inputs=" TrendStrength parameters"; TS_TimeFrame=0; TS_Length=14; TS_Smooth=5; TS_K=4.236; TS_CurBar=1; TS_Mode=1; Add_Inputs=" Additional parameters"; Add_TimeFrame=0; haMA1_Period=5; haMA1_Mode=3; haMA2_Period=10; haMA2_Mode=2; MACD_Fast=8; MACD_Slow=21; MACD_Signal=5; MACD_MAMode=1; RSI_Period=4; Add_CurBar=1; Add_Mode=1; AS_Inputs=" AbsoluteStrength parameters"; AS_TimeFrame=0; AS_MathMode=0; AS_Length=10; AS_Smooth=5; AS_Signal=5; AS_Price=0; AS_ModeMA=3; AS_CurBar=1; AS_Mode=1; MM_inputs=" MoneyManagement by L.Williams "; MM=false; MaxRisk=0.05; MaxLoss=1000; | ||||
Barre sotto esame | 6202 | Ticks adoperati per il modello | 33721 | Qualita' del modello | 90.00% |
Deposito iniziale | 10000.00 | ||||
Profitto totale netto | 47.09 | Profitto lordo | 234.09 | Perdita lorda | -187.00 |
Fattore di profitto (profit factor) | 1.25 | Ricompensa attesa | 1.96 | ||
Drawdown assoluto | 40.00 | Drawdown massimo | 118.00 (1.17%) | Drawdown relativo | 1.17% (118.00) |
Operazioni totali | 24 | Posizioni al ribasso (vincite %) | 13 (69.23%) | Posizioni al rialzo (vincite %) | 11 (63.64%) |
Operazioni con profitto (% del totale) | 16 (66.67%) | Operazioni in perdita (% del totale) | 8 (33.33%) | ||
Il piu' grande | operazione con profito | 58.00 | operazione in perdita | -59.00 | |
Media | operazione con profito | 14.63 | operazione in perdita | -23.38 | |
Massimo | vincite consecutive (profitto in denaro) | 6 (50.45) | perdite consecutive (perdita in denaro) | 2 (-46.00) | |
Massimale | profitto consecutivo (numero delle vincite) | 90.64 (4) | perdita consecutiva (numero delle perdite) | -59.00 (1) | |
Media | vincite consecutive | 3 | perdite consecutive | 2 |
# | Data/Orario | Tipo | Ordine | Lotti | Prezzo | Stop Loss | Take profit | Profitto | Saldo |
1 | 2007.07.23 02:54 | buy | 1 | 0.10 | 2.0564 | 2.0548 | 0.0000 | ||
2 | 2007.07.23 04:31 | modify | 1 | 0.10 | 2.0564 | 2.0565 | 0.0000 | ||
3 | 2007.07.23 04:36 | modify | 1 | 0.10 | 2.0564 | 2.0566 | 0.0000 | ||
4 | 2007.07.23 04:40 | modify | 1 | 0.10 | 2.0564 | 2.0568 | 0.0000 | ||
5 | 2007.07.23 04:45 | modify | 1 | 0.10 | 2.0564 | 2.0570 | 0.0000 | ||
6 | 2007.07.23 04:50 | modify | 1 | 0.10 | 2.0564 | 2.0571 | 0.0000 | ||
7 | 2007.07.23 05:03 | modify | 1 | 0.10 | 2.0564 | 2.0573 | 0.0000 | ||
8 | 2007.07.23 05:06 | modify | 1 | 0.10 | 2.0564 | 2.0574 | 0.0000 | ||
9 | 2007.07.23 05:18 | modify | 1 | 0.10 | 2.0564 | 2.0575 | 0.0000 | ||
10 | 2007.07.23 05:27 | modify | 1 | 0.10 | 2.0564 | 2.0576 | 0.0000 | ||
11 | 2007.07.23 05:30 | modify | 1 | 0.10 | 2.0564 | 2.0577 | 0.0000 | ||
12 | 2007.07.23 06:00 | modify | 1 | 0.10 | 2.0564 | 2.0579 | 0.0000 | ||
13 | 2007.07.23 06:15 | s/l | 1 | 0.10 | 2.0579 | 2.0579 | 0.0000 | 15.00 | 10015.00 |
14 | 2007.07.23 15:15 | buy | 2 | 0.10 | 2.0584 | 2.0563 | 0.0000 | ||
15 | 2007.07.23 17:40 | modify | 2 | 0.10 | 2.0584 | 2.0584 | 0.0000 | ||
16 | 2007.07.23 17:45 | modify | 2 | 0.10 | 2.0584 | 2.0586 | 0.0000 | ||
17 | 2007.07.23 17:50 | modify | 2 | 0.10 | 2.0584 | 2.0587 | 0.0000 | ||
18 | 2007.07.23 17:56 | s/l | 2 | 0.10 | 2.0587 | 2.0587 | 0.0000 | 3.00 | 10018.00 |
19 | 2007.07.23 21:25 | sell | 3 | 0.10 | 2.0571 | 2.0584 | 0.0000 | ||
20 | 2007.07.23 22:30 | s/l | 3 | 0.10 | 2.0584 | 2.0584 | 0.0000 | -13.00 | 10005.00 |
21 | 2007.07.24 10:40 | sell | 4 | 0.10 | 2.0625 | 2.0655 | 0.0000 | ||
22 | 2007.07.24 13:00 | modify | 4 | 0.10 | 2.0625 | 2.0625 | 0.0000 | ||
23 | 2007.07.24 13:10 | modify | 4 | 0.10 | 2.0625 | 2.0623 | 0.0000 | ||
24 | 2007.07.24 13:17 | modify | 4 | 0.10 | 2.0625 | 2.0622 | 0.0000 | ||
25 | 2007.07.24 13:20 | modify | 4 | 0.10 | 2.0625 | 2.0621 | 0.0000 | ||
26 | 2007.07.24 13:25 | modify | 4 | 0.10 | 2.0625 | 2.0619 | 0.0000 | ||
27 | 2007.07.24 13:30 | modify | 4 | 0.10 | 2.0625 | 2.0617 | 0.0000 | ||
28 | 2007.07.24 13:35 | modify | 4 | 0.10 | 2.0625 | 2.0615 | 0.0000 | ||
29 | 2007.07.24 13:38 | s/l | 4 | 0.10 | 2.0615 | 2.0615 | 0.0000 | 10.00 | 10015.00 |
30 | 2007.07.24 14:40 | buy | 5 | 0.10 | 2.0629 | 2.0599 | 0.0000 | ||
31 | 2007.07.24 16:21 | modify | 5 | 0.10 | 2.0629 | 2.0629 | 0.0000 | ||
32 | 2007.07.24 16:26 | modify | 5 | 0.10 | 2.0629 | 2.0631 | 0.0000 | ||
33 | 2007.07.24 16:31 | s/l | 5 | 0.10 | 2.0631 | 2.0631 | 0.0000 | 2.00 | 10017.00 |
34 | 2007.07.24 18:00 | sell | 6 | 0.10 | 2.0610 | 2.0634 | 0.0000 | ||
35 | 2007.07.24 21:08 | s/l | 6 | 0.10 | 2.0634 | 2.0634 | 0.0000 | -24.00 | 9993.00 |
36 | 2007.07.24 21:15 | buy | 7 | 0.10 | 2.0639 | 2.0620 | 0.0000 | ||
37 | 2007.07.24 22:25 | close | 7 | 0.10 | 2.0622 | 2.0620 | 0.0000 | -17.00 | 9976.00 |
38 | 2007.07.24 22:25 | sell | 8 | 0.10 | 2.0622 | 2.0640 | 0.0000 | ||
39 | 2007.07.24 22:55 | modify | 8 | 0.10 | 2.0622 | 2.0621 | 0.0000 | ||
40 | 2007.07.24 23:00 | modify | 8 | 0.10 | 2.0622 | 2.0618 | 0.0000 | ||
41 | 2007.07.24 23:07 | s/l | 8 | 0.10 | 2.0618 | 2.0618 | 0.0000 | 4.00 | 9980.00 |
42 | 2007.07.25 08:00 | buy | 9 | 0.10 | 2.0597 | 2.0585 | 0.0000 | ||
43 | 2007.07.25 08:55 | modify | 9 | 0.10 | 2.0597 | 2.0598 | 0.0000 | ||
44 | 2007.07.25 09:00 | modify | 9 | 0.10 | 2.0597 | 2.0600 | 0.0000 | ||
45 | 2007.07.25 09:05 | modify | 9 | 0.10 | 2.0597 | 2.0602 | 0.0000 | ||
46 | 2007.07.25 09:09 | s/l | 9 | 0.10 | 2.0602 | 2.0602 | 0.0000 | 5.00 | 9985.00 |
47 | 2007.07.25 09:25 | sell | 10 | 0.10 | 2.0581 | 2.0610 | 0.0000 | ||
48 | 2007.07.25 11:05 | modify | 10 | 0.10 | 2.0581 | 2.0579 | 0.0000 | ||
49 | 2007.07.25 11:10 | modify | 10 | 0.10 | 2.0581 | 2.0575 | 0.0000 | ||
50 | 2007.07.25 11:15 | modify | 10 | 0.10 | 2.0581 | 2.0572 | 0.0000 | ||
51 | 2007.07.25 11:20 | modify | 10 | 0.10 | 2.0581 | 2.0569 | 0.0000 | ||
52 | 2007.07.25 11:25 | modify | 10 | 0.10 | 2.0581 | 2.0567 | 0.0000 | ||
53 | 2007.07.25 11:30 | s/l | 10 | 0.10 | 2.0567 | 2.0567 | 0.0000 | 14.00 | 9999.00 |
54 | 2007.07.25 14:05 | buy | 11 | 0.10 | 2.0536 | 2.0496 | 0.0000 | ||
55 | 2007.07.25 15:35 | modify | 11 | 0.10 | 2.0536 | 2.0536 | 0.0000 | ||
56 | 2007.07.25 15:38 | s/l | 11 | 0.10 | 2.0536 | 2.0536 | 0.0000 | 0.00 | 9999.00 |
57 | 2007.07.25 17:10 | sell | 12 | 0.10 | 2.0521 | 2.0559 | 0.0000 | ||
58 | 2007.07.25 18:00 | modify | 12 | 0.10 | 2.0521 | 2.0518 | 0.0000 | ||
59 | 2007.07.25 18:05 | modify | 12 | 0.10 | 2.0521 | 2.0516 | 0.0000 | ||
60 | 2007.07.25 18:10 | modify | 12 | 0.10 | 2.0521 | 2.0514 | 0.0000 | ||
61 | 2007.07.25 18:15 | modify | 12 | 0.10 | 2.0521 | 2.0511 | 0.0000 | ||
62 | 2007.07.25 18:20 | modify | 12 | 0.10 | 2.0521 | 2.0508 | 0.0000 | ||
63 | 2007.07.25 18:25 | modify | 12 | 0.10 | 2.0521 | 2.0505 | 0.0000 | ||
64 | 2007.07.25 18:31 | s/l | 12 | 0.10 | 2.0505 | 2.0505 | 0.0000 | 16.00 | 10015.00 |
65 | 2007.07.25 21:25 | buy | 13 | 0.10 | 2.0524 | 2.0501 | 0.0000 | ||
66 | 2007.07.25 23:45 | modify | 13 | 0.10 | 2.0524 | 2.0524 | 0.0000 | ||
67 | 2007.07.25 23:52 | modify | 13 | 0.10 | 2.0524 | 2.0525 | 0.0000 | ||
68 | 2007.07.25 23:55 | modify | 13 | 0.10 | 2.0524 | 2.0526 | 0.0000 | ||
69 | 2007.07.26 00:00 | modify | 13 | 0.10 | 2.0524 | 2.0528 | 0.0000 | ||
70 | 2007.07.26 00:05 | modify | 13 | 0.10 | 2.0524 | 2.0529 | 0.0000 | ||
71 | 2007.07.26 00:10 | modify | 13 | 0.10 | 2.0524 | 2.0530 | 0.0000 | ||
72 | 2007.07.26 00:17 | modify | 13 | 0.10 | 2.0524 | 2.0531 | 0.0000 | ||
73 | 2007.07.26 00:20 | modify | 13 | 0.10 | 2.0524 | 2.0532 | 0.0000 | ||
74 | 2007.07.26 00:26 | modify | 13 | 0.10 | 2.0524 | 2.0533 | 0.0000 | ||
75 | 2007.07.26 00:35 | modify | 13 | 0.10 | 2.0524 | 2.0534 | 0.0000 | ||
76 | 2007.07.26 00:40 | modify | 13 | 0.10 | 2.0524 | 2.0535 | 0.0000 | ||
77 | 2007.07.26 00:54 | s/l | 13 | 0.10 | 2.0535 | 2.0535 | 0.0000 | 11.45 | 10026.45 |
78 | 2007.07.26 01:10 | sell | 14 | 0.10 | 2.0526 | 2.0544 | 0.0000 | ||
79 | 2007.07.26 02:35 | close | 14 | 0.10 | 2.0541 | 2.0544 | 0.0000 | -15.00 | 10011.45 |
80 | 2007.07.26 02:35 | buy | 15 | 0.10 | 2.0541 | 2.0528 | 0.0000 | ||
81 | 2007.07.26 03:19 | s/l | 15 | 0.10 | 2.0528 | 2.0528 | 0.0000 | -13.00 | 9998.45 |
82 | 2007.07.26 03:20 | sell | 16 | 0.10 | 2.0522 | 2.0539 | 0.0000 | ||
83 | 2007.07.26 04:40 | modify | 16 | 0.10 | 2.0522 | 2.0522 | 0.0000 | ||
84 | 2007.07.26 04:51 | modify | 16 | 0.10 | 2.0522 | 2.0520 | 0.0000 | ||
85 | 2007.07.26 04:56 | modify | 16 | 0.10 | 2.0522 | 2.0519 | 0.0000 | ||
86 | 2007.07.26 05:12 | modify | 16 | 0.10 | 2.0522 | 2.0517 | 0.0000 | ||
87 | 2007.07.26 05:20 | modify | 16 | 0.10 | 2.0522 | 2.0516 | 0.0000 | ||
88 | 2007.07.26 05:25 | modify | 16 | 0.10 | 2.0522 | 2.0513 | 0.0000 | ||
89 | 2007.07.26 05:30 | modify | 16 | 0.10 | 2.0522 | 2.0511 | 0.0000 | ||
90 | 2007.07.26 05:35 | modify | 16 | 0.10 | 2.0522 | 2.0510 | 0.0000 | ||
91 | 2007.07.26 05:45 | modify | 16 | 0.10 | 2.0522 | 2.0507 | 0.0000 | ||
92 | 2007.07.26 05:50 | modify | 16 | 0.10 | 2.0522 | 2.0506 | 0.0000 | ||
93 | 2007.07.26 05:57 | modify | 16 | 0.10 | 2.0522 | 2.0505 | 0.0000 | ||
94 | 2007.07.26 06:12 | s/l | 16 | 0.10 | 2.0505 | 2.0505 | 0.0000 | 17.00 | 10015.45 |
95 | 2007.07.26 09:05 | sell | 17 | 0.10 | 2.0496 | 2.0523 | 0.0000 | ||
96 | 2007.07.26 12:10 | modify | 17 | 0.10 | 2.0496 | 2.0494 | 0.0000 | ||
97 | 2007.07.26 12:15 | modify | 17 | 0.10 | 2.0496 | 2.0492 | 0.0000 | ||
98 | 2007.07.26 12:20 | modify | 17 | 0.10 | 2.0496 | 2.0489 | 0.0000 | ||
99 | 2007.07.26 12:24 | s/l | 17 | 0.10 | 2.0489 | 2.0489 | 0.0000 | 7.00 | 10022.45 |
100 | 2007.07.26 16:55 | buy | 18 | 0.10 | 2.0481 | 2.0430 | 0.0000 | ||
101 | 2007.07.26 19:30 | modify | 18 | 0.10 | 2.0481 | 2.0483 | 0.0000 | ||
102 | 2007.07.26 19:35 | modify | 18 | 0.10 | 2.0481 | 2.0490 | 0.0000 | ||
103 | 2007.07.26 19:40 | modify | 18 | 0.10 | 2.0481 | 2.0496 | 0.0000 | ||
104 | 2007.07.26 19:45 | modify | 18 | 0.10 | 2.0481 | 2.0502 | 0.0000 | ||
105 | 2007.07.26 19:50 | modify | 18 | 0.10 | 2.0481 | 2.0508 | 0.0000 | ||
106 | 2007.07.26 19:55 | modify | 18 | 0.10 | 2.0481 | 2.0513 | 0.0000 | ||
107 | 2007.07.26 20:00 | modify | 18 | 0.10 | 2.0481 | 2.0517 | 0.0000 | ||
108 | 2007.07.26 20:05 | modify | 18 | 0.10 | 2.0481 | 2.0522 | 0.0000 | ||
109 | 2007.07.26 20:06 | s/l | 18 | 0.10 | 2.0522 | 2.0522 | 0.0000 | 41.00 | 10063.45 |
110 | 2007.07.26 21:55 | sell | 19 | 0.10 | 2.0489 | 2.0532 | 0.0000 | ||
111 | 2007.07.27 00:25 | modify | 19 | 0.10 | 2.0489 | 2.0489 | 0.0000 | ||
112 | 2007.07.27 00:30 | modify | 19 | 0.10 | 2.0489 | 2.0486 | 0.0000 | ||
113 | 2007.07.27 00:35 | modify | 19 | 0.10 | 2.0489 | 2.0483 | 0.0000 | ||
114 | 2007.07.27 00:40 | modify | 19 | 0.10 | 2.0489 | 2.0480 | 0.0000 | ||
115 | 2007.07.27 00:45 | modify | 19 | 0.10 | 2.0489 | 2.0477 | 0.0000 | ||
116 | 2007.07.27 00:50 | modify | 19 | 0.10 | 2.0489 | 2.0473 | 0.0000 | ||
117 | 2007.07.27 00:55 | modify | 19 | 0.10 | 2.0489 | 2.0470 | 0.0000 | ||
118 | 2007.07.27 01:00 | modify | 19 | 0.10 | 2.0489 | 2.0467 | 0.0000 | ||
119 | 2007.07.27 01:05 | modify | 19 | 0.10 | 2.0489 | 2.0463 | 0.0000 | ||
120 | 2007.07.27 01:16 | s/l | 19 | 0.10 | 2.0463 | 2.0463 | 0.0000 | 25.64 | 10089.09 |
121 | 2007.07.27 06:24 | sell | 20 | 0.10 | 2.0472 | 2.0492 | 0.0000 | ||
122 | 2007.07.27 06:50 | s/l | 20 | 0.10 | 2.0492 | 2.0492 | 0.0000 | -20.00 | 10069.09 |
123 | 2007.07.27 06:55 | buy | 21 | 0.10 | 2.0492 | 2.0466 | 0.0000 | ||
124 | 2007.07.27 07:29 | s/l | 21 | 0.10 | 2.0466 | 2.0466 | 0.0000 | -26.00 | 10043.09 |
125 | 2007.07.27 07:35 | sell | 22 | 0.10 | 2.0464 | 2.0489 | 0.0000 | ||
126 | 2007.07.27 08:39 | modify | 22 | 0.10 | 2.0464 | 2.0463 | 0.0000 | ||
127 | 2007.07.27 08:40 | modify | 22 | 0.10 | 2.0464 | 2.0462 | 0.0000 | ||
128 | 2007.07.27 08:50 | modify | 22 | 0.10 | 2.0464 | 2.0459 | 0.0000 | ||
129 | 2007.07.27 08:55 | modify | 22 | 0.10 | 2.0464 | 2.0457 | 0.0000 | ||
130 | 2007.07.27 09:00 | modify | 22 | 0.10 | 2.0464 | 2.0455 | 0.0000 | ||
131 | 2007.07.27 09:05 | modify | 22 | 0.10 | 2.0464 | 2.0453 | 0.0000 | ||
132 | 2007.07.27 09:10 | modify | 22 | 0.10 | 2.0464 | 2.0450 | 0.0000 | ||
133 | 2007.07.27 09:15 | modify | 22 | 0.10 | 2.0464 | 2.0446 | 0.0000 | ||
134 | 2007.07.27 09:20 | modify | 22 | 0.10 | 2.0464 | 2.0439 | 0.0000 | ||
135 | 2007.07.27 09:25 | modify | 22 | 0.10 | 2.0464 | 2.0434 | 0.0000 | ||
136 | 2007.07.27 09:30 | modify | 22 | 0.10 | 2.0464 | 2.0430 | 0.0000 | ||
137 | 2007.07.27 09:35 | modify | 22 | 0.10 | 2.0464 | 2.0426 | 0.0000 | ||
138 | 2007.07.27 09:40 | modify | 22 | 0.10 | 2.0464 | 2.0422 | 0.0000 | ||
139 | 2007.07.27 09:45 | modify | 22 | 0.10 | 2.0464 | 2.0418 | 0.0000 | ||
140 | 2007.07.27 09:50 | modify | 22 | 0.10 | 2.0464 | 2.0413 | 0.0000 | ||
141 | 2007.07.27 09:55 | modify | 22 | 0.10 | 2.0464 | 2.0409 | 0.0000 | ||
142 | 2007.07.27 10:00 | modify | 22 | 0.10 | 2.0464 | 2.0406 | 0.0000 | ||
143 | 2007.07.27 10:01 | s/l | 22 | 0.10 | 2.0406 | 2.0406 | 0.0000 | 58.00 | 10101.09 |
144 | 2007.07.27 15:50 | buy | 23 | 0.10 | 2.0343 | 2.0284 | 0.0000 | ||
145 | 2007.07.27 17:05 | s/l | 23 | 0.10 | 2.0284 | 2.0284 | 0.0000 | -59.00 | 10042.09 |
146 | 2007.07.27 17:10 | sell | 24 | 0.10 | 2.0285 | 2.0323 | 0.0000 | ||
147 | 2007.07.27 19:30 | modify | 24 | 0.10 | 2.0285 | 2.0285 | 0.0000 | ||
148 | 2007.07.27 19:35 | modify | 24 | 0.10 | 2.0285 | 2.0283 | 0.0000 | ||
149 | 2007.07.27 19:40 | modify | 24 | 0.10 | 2.0285 | 2.0280 | 0.0000 | ||
150 | 2007.07.27 19:45 | s/l | 24 | 0.10 | 2.0280 | 2.0280 | 0.0000 | 5.00 | 10047.09 |