Simbolo | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
Periodo | 15 Minuti (M15) 2007.07.02 00:00 - 2007.08.17 00:00 (2007.07.01 - 2007.08.17) | ||||
Modello | Ogni tick (sulla base di tutti gli intervalli di tempo minimi con interpolazione frattale di ogni tick) | ||||
Parametri | MaxTrades=5; Pips=60; TakeProfit=45; TrailingStop=0; InitialStop=0; Note1="TF DAILY"; MACDTimeFrame=0; RSIOMA=14; RSIOMA_MODE=1; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; AllBars=240; BarsForFract=0; flatCriteria=0.25; Procent_Stop=15; | ||||
Barre sotto esame | 8243 | Ticks adoperati per il modello | 195263 | Qualita' del modello | 90.00% |
Deposito iniziale | 10000.00 | ||||
Profitto totale netto | -2988.87 | Profitto lordo | 16447.09 | Perdita lorda | -19435.96 |
Fattore di profitto (profit factor) | 0.85 | Ricompensa attesa | -76.64 | ||
Drawdown assoluto | 4368.87 | Drawdown massimo | 10479.32 (65.05%) | Drawdown relativo | 65.05% (10479.32) |
Operazioni totali | 39 | Posizioni al ribasso (vincite %) | 18 (55.56%) | Posizioni al rialzo (vincite %) | 21 (47.62%) |
Operazioni con profitto (% del totale) | 20 (51.28%) | Operazioni in perdita (% del totale) | 19 (48.72%) | ||
Il piu' grande | operazione con profito | 3434.27 | operazione in perdita | -2446.82 | |
Media | operazione con profito | 822.35 | operazione in perdita | -1022.95 | |
Massimo | vincite consecutive (profitto in denaro) | 4 (4104.12) | perdite consecutive (perdita in denaro) | 5 (-6000.60) | |
Massimale | profitto consecutivo (numero delle vincite) | 4104.12 (4) | perdita consecutiva (numero delle perdite) | -6000.60 (5) | |
Media | vincite consecutive | 2 | perdite consecutive | 2 |
# | Data/Orario | Tipo | Ordine | Lotti | Prezzo | Stop Loss | Take profit | Profitto | Saldo |
1 | 2007.07.02 18:45 | sell | 1 | 1.70 | 2.0160 | 0.0000 | 0.0000 | ||
2 | 2007.07.05 17:45 | close | 1 | 1.70 | 2.0099 | 0.0000 | 0.0000 | 993.47 | 10993.47 |
3 | 2007.07.05 17:45 | buy | 2 | 0.90 | 2.0100 | 0.0000 | 0.0000 | ||
4 | 2007.07.09 11:30 | close | 2 | 0.90 | 2.0135 | 0.0000 | 0.0000 | 319.70 | 11313.17 |
5 | 2007.07.09 11:30 | sell | 3 | 0.90 | 2.0134 | 0.0000 | 0.0000 | ||
6 | 2007.07.10 08:15 | close | 3 | 0.90 | 2.0135 | 0.0000 | 0.0000 | -13.61 | 11299.56 |
7 | 2007.07.10 08:18 | buy | 4 | 0.90 | 2.0127 | 0.0000 | 0.0000 | ||
8 | 2007.07.10 11:45 | close | 4 | 0.90 | 2.0166 | 0.0000 | 0.0000 | 351.00 | 11650.56 |
9 | 2007.07.10 16:30 | sell | 5 | 1.00 | 2.0187 | 0.0000 | 0.0000 | ||
10 | 2007.07.10 17:44 | sell | 6 | 3.00 | 2.0247 | 0.0000 | 0.0000 | ||
11 | 2007.07.10 19:55 | close | 6 | 3.00 | 2.0232 | 0.0000 | 0.0000 | 450.00 | 12100.56 |
12 | 2007.07.10 19:55 | close | 5 | 1.00 | 2.0233 | 0.0000 | 0.0000 | -460.00 | 11640.56 |
13 | 2007.07.10 19:56 | sell | 7 | 1.00 | 2.0230 | 0.0000 | 0.0000 | ||
14 | 2007.07.11 10:39 | sell | 8 | 3.00 | 2.0291 | 0.0000 | 0.0000 | ||
15 | 2007.07.11 14:44 | close | 8 | 3.00 | 2.0350 | 0.0000 | 0.0000 | -1770.00 | 9870.56 |
16 | 2007.07.11 14:44 | close | 7 | 1.00 | 2.0349 | 0.0000 | 0.0000 | -1195.12 | 8675.43 |
17 | 2007.07.11 14:45 | sell | 9 | 1.40 | 2.0349 | 0.0000 | 0.0000 | ||
18 | 2007.07.13 10:15 | close | 9 | 1.40 | 2.0269 | 0.0000 | 0.0000 | 1091.32 | 9766.75 |
19 | 2007.07.13 10:15 | buy | 10 | 1.60 | 2.0268 | 0.0000 | 0.0000 | ||
20 | 2007.07.13 11:30 | close | 10 | 1.60 | 2.0317 | 0.0000 | 0.0000 | 784.00 | 10550.75 |
21 | 2007.07.13 11:30 | sell | 11 | 0.90 | 2.0316 | 0.0000 | 0.0000 | ||
22 | 2007.07.16 11:59 | sell | 12 | 2.70 | 2.0377 | 0.0000 | 0.0000 | ||
23 | 2007.07.17 00:04 | close | 12 | 2.70 | 2.0359 | 0.0000 | 0.0000 | 472.17 | 11022.92 |
24 | 2007.07.17 00:04 | close | 11 | 0.90 | 2.0360 | 0.0000 | 0.0000 | -405.22 | 10617.71 |
25 | 2007.07.17 12:15 | sell | 13 | 0.90 | 2.0440 | 0.0000 | 0.0000 | ||
26 | 2007.07.18 05:54 | sell | 14 | 2.70 | 2.0501 | 0.0000 | 0.0000 | ||
27 | 2007.07.18 14:38 | close | 14 | 2.70 | 2.0485 | 0.0000 | 0.0000 | 432.00 | 11049.71 |
28 | 2007.07.18 14:38 | close | 13 | 0.90 | 2.0483 | 0.0000 | 0.0000 | -391.61 | 10658.10 |
29 | 2007.07.19 11:45 | buy | 15 | 0.90 | 2.0504 | 0.0000 | 0.0000 | ||
30 | 2007.07.24 03:30 | close | 15 | 0.90 | 2.0618 | 0.0000 | 0.0000 | 1033.05 | 11691.15 |
31 | 2007.07.24 03:30 | sell | 16 | 1.00 | 2.0623 | 0.0000 | 0.0000 | ||
32 | 2007.07.24 13:30 | close | 16 | 1.00 | 2.0599 | 0.0000 | 0.0000 | 240.00 | 11931.15 |
33 | 2007.07.24 13:30 | buy | 17 | 1.00 | 2.0600 | 0.0000 | 0.0000 | ||
34 | 2007.07.25 12:30 | buy | 18 | 3.00 | 2.0523 | 0.0000 | 0.0000 | ||
35 | 2007.07.25 15:08 | close | 18 | 3.00 | 2.0543 | 0.0000 | 0.0000 | 600.00 | 12531.15 |
36 | 2007.07.25 15:08 | close | 17 | 1.00 | 2.0542 | 0.0000 | 0.0000 | -577.39 | 11953.76 |
37 | 2007.07.26 19:30 | sell | 19 | 1.00 | 2.0542 | 0.0000 | 0.0000 | ||
38 | 2007.07.27 10:00 | close | 19 | 1.00 | 2.0402 | 0.0000 | 0.0000 | 1394.88 | 13348.64 |
39 | 2007.07.31 02:15 | sell | 20 | 1.10 | 2.0304 | 0.0000 | 0.0000 | ||
40 | 2007.08.01 07:45 | close | 20 | 1.10 | 2.0258 | 0.0000 | 0.0000 | 500.37 | 13849.00 |
41 | 2007.08.01 07:45 | buy | 21 | 1.20 | 2.0259 | 0.0000 | 0.0000 | ||
42 | 2007.08.03 17:45 | close | 21 | 1.20 | 2.0409 | 0.0000 | 0.0000 | 1812.53 | 15661.53 |
43 | 2007.08.03 17:45 | sell | 22 | 1.30 | 2.0410 | 0.0000 | 0.0000 | ||
44 | 2007.08.06 12:45 | close | 22 | 1.30 | 2.0379 | 0.0000 | 0.0000 | 396.34 | 16057.88 |
45 | 2007.08.06 12:45 | buy | 23 | 1.30 | 2.0380 | 0.0000 | 0.0000 | ||
46 | 2007.08.06 13:20 | buy | 24 | 3.90 | 2.0319 | 0.0000 | 0.0000 | ||
47 | 2007.08.07 11:44 | close | 24 | 3.90 | 2.0256 | 0.0000 | 0.0000 | -2446.82 | 13611.06 |
48 | 2007.08.07 11:44 | close | 23 | 1.30 | 2.0255 | 0.0000 | 0.0000 | -1621.61 | 11989.45 |
49 | 2007.08.07 16:15 | buy | 25 | 1.00 | 2.0234 | 0.0000 | 0.0000 | ||
50 | 2007.08.08 09:13 | buy | 26 | 3.00 | 2.0174 | 0.0000 | 0.0000 | ||
51 | 2007.08.08 10:01 | close | 26 | 3.00 | 2.0189 | 0.0000 | 0.0000 | 450.00 | 12439.45 |
52 | 2007.08.08 10:01 | close | 25 | 1.00 | 2.0188 | 0.0000 | 0.0000 | -457.39 | 11982.06 |
53 | 2007.08.08 13:15 | sell | 27 | 1.00 | 2.0275 | 0.0000 | 0.0000 | ||
54 | 2007.08.08 15:07 | sell | 28 | 3.00 | 2.0335 | 0.0000 | 0.0000 | ||
55 | 2007.08.08 17:53 | close | 28 | 3.00 | 2.0395 | 0.0000 | 0.0000 | -1800.00 | 10182.06 |
56 | 2007.08.08 17:53 | close | 27 | 1.00 | 2.0394 | 0.0000 | 0.0000 | -1190.00 | 8992.06 |
57 | 2007.08.08 17:53 | sell | 29 | 1.50 | 2.0391 | 0.0000 | 0.0000 | ||
58 | 2007.08.10 14:30 | close | 29 | 1.50 | 2.0160 | 0.0000 | 0.0000 | 3434.27 | 12426.33 |
59 | 2007.08.10 14:30 | buy | 30 | 1.00 | 2.0159 | 0.0000 | 0.0000 | ||
60 | 2007.08.13 12:49 | buy | 31 | 3.00 | 2.0098 | 0.0000 | 0.0000 | ||
61 | 2007.08.13 13:39 | close | 31 | 3.00 | 2.0116 | 0.0000 | 0.0000 | 540.00 | 12966.33 |
62 | 2007.08.13 13:39 | close | 30 | 1.00 | 2.0115 | 0.0000 | 0.0000 | -437.39 | 12528.95 |
63 | 2007.08.13 13:39 | buy | 32 | 1.00 | 2.0118 | 0.0000 | 0.0000 | ||
64 | 2007.08.14 11:30 | buy | 33 | 3.00 | 2.0056 | 0.0000 | 0.0000 | ||
65 | 2007.08.14 11:39 | close | 33 | 3.00 | 1.9992 | 0.0000 | 0.0000 | -1920.00 | 10608.95 |
66 | 2007.08.14 11:39 | close | 32 | 1.00 | 1.9993 | 0.0000 | 0.0000 | -1247.39 | 9361.56 |
67 | 2007.08.14 11:45 | buy | 34 | 1.60 | 2.0019 | 0.0000 | 0.0000 | ||
68 | 2007.08.15 01:38 | buy | 35 | 4.80 | 1.9958 | 0.0000 | 0.0000 | ||
69 | 2007.08.15 03:36 | close | 35 | 4.80 | 1.9936 | 0.0000 | 0.0000 | -1056.00 | 8305.56 |
70 | 2007.08.15 03:36 | close | 34 | 1.60 | 1.9935 | 0.0000 | 0.0000 | -1339.82 | 6965.73 |
71 | 2007.08.15 03:45 | buy | 36 | 1.20 | 1.9935 | 0.0000 | 0.0000 | ||
72 | 2007.08.15 09:14 | buy | 37 | 3.60 | 1.9873 | 0.0000 | 0.0000 | ||
73 | 2007.08.15 09:26 | close | 37 | 3.60 | 1.9889 | 0.0000 | 0.0000 | 576.00 | 7541.73 |
74 | 2007.08.15 09:26 | close | 36 | 1.20 | 1.9888 | 0.0000 | 0.0000 | -564.00 | 6977.73 |
75 | 2007.08.15 09:26 | buy | 38 | 1.20 | 1.9894 | 0.0000 | 0.0000 | ||
76 | 2007.08.16 06:22 | buy | 39 | 3.60 | 1.9833 | 0.0000 | 0.0000 | ||
77 | 2007.08.16 06:31 | close | 39 | 3.60 | 1.9849 | 0.0000 | 0.0000 | 576.00 | 7553.73 |
78 | 2007.08.16 06:31 | close | 38 | 1.20 | 1.9848 | 0.0000 | 0.0000 | -542.60 | 7011.13 |