Symbol | GBPJPY (Great Britain Pound vs. Japanese Yen) | ||||
Obdobie | 1 Hodina (H1) 2007.08.01 00:00 - 2007.08.31 23:00 (2007.08.01 - 2007.09.02) | ||||
Model | Každý tik (založený na najmenšom možnom časovom rámci, ktorý je k dispozícii s fraktálnou interpoláciou každého tiku) | ||||
Parametre | Expert_Name="ZZ_v1[n-n]f"; Magic=67133; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=0.1; MaxOrdersSell=3; MaxOrdersBuy=3; TakeProfit=0; StopLoss=100; TrailingStop=0; BreakEven=0; ExitMode=2; StartTime="00:00"; EndTime="23:00"; CloseTime="23:50"; CloseTimeMode=0; SignalMail=false; SlowLength=100; MA_TimeFrame=0; CCI_Inputs=" CCI parameters "; MM_inputs=" MoneyManagement by L.Williams "; MM=false; MMRisk=0.15; MaxLoss=1000; | ||||
Stĺpce v teste | 5545 | Modelované tiky | 615558 | Modelovanie kvality | 90.00% |
Počiatočný vklad | 2000.00 | ||||
Čistý celkový zisk | 3243.51 | Hrubý zisk | 4884.22 | Hrubá strata | -1640.71 |
Prvok zisku | 2.98 | Očakávaný výnos | 104.63 | ||
Absolutný drawdown | 59.90 | Maximálny drawdown | 1234.42 (28.02%) | Relatívny drawdown | 28.02% (1234.42) |
Všetky pozície | 31 | Krátke pozície (víťazné v %) | 11 (54.55%) | Dlhé pozície (víťazné v %) | 20 (30.00%) |
Ziskové pozície (% z celku) | 12 (38.71%) | Stratové pozície (% z celku) | 19 (61.29%) | ||
Najväčší | ziskový obchod | 789.86 | stratový obchod | -93.45 | |
Priemer | ziskový obchod | 407.02 | stratový obchod | -86.35 | |
Maximum | výhry nasledujúce po sebe (zisk v peniazoch) | 6 (2234.26) | prehry nasledujúce po sebe (strata v peniazoch) | 12 (-1029.55) | |
Maximálny | zisky nasledujúce po sebe (počet víťazstiev) | 2234.26 (6) | straty nasledujúce po sebe (počet prehier) | -1029.55 (12) | |
Priemer | výhry nasledujúce po sebe | 2 | prehry nasledujúce po sebe | 5 |
# | Čas | Typ | Objednávka | Loty | Cena | S / L | T / P | Zisk | Zostatok na účte |
1 | 2007.08.01 08:00 | buy | 1 | 0.10 | 238.32 | 237.32 | 0.00 | ||
2 | 2007.08.02 18:15 | close | 1 | 0.10 | 242.90 | 237.32 | 0.00 | 406.65 | 2406.65 |
3 | 2007.08.02 18:15 | sell | 2 | 0.10 | 242.90 | 243.90 | 0.00 | ||
4 | 2007.08.07 17:00 | close | 2 | 0.10 | 239.30 | 243.90 | 0.00 | 302.43 | 2709.08 |
5 | 2007.08.07 17:00 | buy | 3 | 0.10 | 239.30 | 238.30 | 0.00 | ||
6 | 2007.08.07 20:56 | buy | 4 | 0.10 | 239.70 | 238.70 | 0.00 | ||
7 | 2007.08.08 16:01 | close | 3 | 0.10 | 243.20 | 238.30 | 0.00 | 341.57 | 3050.65 |
8 | 2007.08.08 16:01 | sell | 5 | 0.10 | 243.20 | 244.20 | 0.00 | ||
9 | 2007.08.08 16:01 | close | 4 | 0.10 | 243.19 | 238.70 | 0.00 | 305.98 | 3356.62 |
10 | 2007.08.08 19:33 | sell | 6 | 0.10 | 244.03 | 245.03 | 0.00 | ||
11 | 2007.08.10 02:33 | close | 5 | 0.10 | 238.40 | 244.20 | 0.00 | 403.23 | 3759.86 |
12 | 2007.08.10 02:33 | buy | 7 | 0.10 | 238.40 | 237.40 | 0.00 | ||
13 | 2007.08.10 02:33 | close | 6 | 0.10 | 238.41 | 245.03 | 0.00 | 474.40 | 4234.26 |
14 | 2007.08.10 12:56 | s/l | 7 | 0.10 | 237.40 | 237.40 | 0.00 | -86.80 | 4147.46 |
15 | 2007.08.10 13:00 | buy | 8 | 0.10 | 237.35 | 236.35 | 0.00 | ||
16 | 2007.08.10 14:00 | buy | 9 | 0.10 | 236.50 | 235.50 | 0.00 | ||
17 | 2007.08.10 14:01 | s/l | 8 | 0.10 | 236.35 | 236.35 | 0.00 | -86.81 | 4060.65 |
18 | 2007.08.14 10:43 | buy | 10 | 0.10 | 236.56 | 235.56 | 0.00 | ||
19 | 2007.08.14 17:02 | buy | 11 | 0.10 | 235.78 | 234.78 | 0.00 | ||
20 | 2007.08.14 17:08 | s/l | 10 | 0.10 | 235.56 | 235.56 | 0.00 | -86.80 | 3973.85 |
21 | 2007.08.14 17:08 | s/l | 9 | 0.10 | 235.50 | 235.50 | 0.00 | -80.75 | 3893.10 |
22 | 2007.08.14 20:02 | buy | 12 | 0.10 | 235.21 | 234.21 | 0.00 | ||
23 | 2007.08.14 22:59 | s/l | 11 | 0.10 | 234.78 | 234.78 | 0.00 | -86.80 | 3806.30 |
24 | 2007.08.15 00:18 | buy | 13 | 0.10 | 234.69 | 233.69 | 0.00 | ||
25 | 2007.08.15 00:39 | s/l | 12 | 0.10 | 234.21 | 234.21 | 0.00 | -83.77 | 3722.53 |
26 | 2007.08.15 05:16 | buy | 14 | 0.10 | 233.96 | 232.96 | 0.00 | ||
27 | 2007.08.15 05:35 | s/l | 13 | 0.10 | 233.69 | 233.69 | 0.00 | -86.81 | 3635.72 |
28 | 2007.08.15 06:15 | buy | 15 | 0.10 | 233.54 | 232.54 | 0.00 | ||
29 | 2007.08.15 06:22 | s/l | 14 | 0.10 | 232.96 | 232.96 | 0.00 | -86.81 | 3548.91 |
30 | 2007.08.15 08:07 | s/l | 15 | 0.10 | 232.54 | 232.54 | 0.00 | -86.81 | 3462.10 |
31 | 2007.08.16 00:03 | buy | 16 | 0.10 | 230.94 | 229.94 | 0.00 | ||
32 | 2007.08.16 05:38 | s/l | 16 | 0.10 | 229.94 | 229.94 | 0.00 | -86.81 | 3375.29 |
33 | 2007.08.16 19:01 | buy | 17 | 0.10 | 221.58 | 220.58 | 0.00 | ||
34 | 2007.08.17 09:00 | buy | 18 | 0.10 | 221.55 | 220.55 | 0.00 | ||
35 | 2007.08.17 09:05 | s/l | 17 | 0.10 | 220.58 | 220.58 | 0.00 | -83.78 | 3291.50 |
36 | 2007.08.17 09:05 | s/l | 18 | 0.10 | 220.55 | 220.55 | 0.00 | -86.80 | 3204.70 |
37 | 2007.08.17 09:25 | buy | 19 | 0.10 | 221.15 | 220.15 | 0.00 | ||
38 | 2007.08.23 00:06 | close | 19 | 0.10 | 230.04 | 220.15 | 0.00 | 789.86 | 3994.56 |
39 | 2007.08.23 00:06 | sell | 20 | 0.10 | 230.04 | 231.04 | 0.00 | ||
40 | 2007.08.23 01:01 | sell | 21 | 0.10 | 230.69 | 231.69 | 0.00 | ||
41 | 2007.08.23 01:08 | s/l | 20 | 0.10 | 231.04 | 231.04 | 0.00 | -86.78 | 3907.78 |
42 | 2007.08.23 11:08 | sell | 22 | 0.10 | 231.54 | 232.54 | 0.00 | ||
43 | 2007.08.23 11:09 | s/l | 21 | 0.10 | 231.69 | 231.69 | 0.00 | -86.78 | 3821.00 |
44 | 2007.08.23 11:29 | s/l | 22 | 0.10 | 232.54 | 232.54 | 0.00 | -86.78 | 3734.22 |
45 | 2007.08.23 12:00 | sell | 23 | 0.10 | 234.31 | 235.31 | 0.00 | ||
46 | 2007.08.27 01:45 | s/l | 23 | 0.10 | 235.31 | 235.31 | 0.00 | -93.45 | 3640.77 |
47 | 2007.08.27 02:01 | sell | 24 | 0.10 | 235.24 | 236.24 | 0.00 | ||
48 | 2007.08.28 23:00 | close | 24 | 0.10 | 229.22 | 236.24 | 0.00 | 519.10 | 4159.87 |
49 | 2007.08.28 23:00 | buy | 25 | 0.10 | 229.22 | 228.22 | 0.00 | ||
50 | 2007.08.29 00:08 | buy | 26 | 0.10 | 228.48 | 227.48 | 0.00 | ||
51 | 2007.08.29 00:19 | s/l | 25 | 0.10 | 228.22 | 228.22 | 0.00 | -83.78 | 4076.09 |
52 | 2007.08.29 01:02 | buy | 27 | 0.10 | 228.27 | 227.27 | 0.00 | ||
53 | 2007.08.29 02:51 | s/l | 26 | 0.10 | 227.48 | 227.48 | 0.00 | -86.80 | 3989.29 |
54 | 2007.08.29 04:27 | buy | 28 | 0.10 | 227.87 | 226.87 | 0.00 | ||
55 | 2007.08.31 09:00 | close | 27 | 0.10 | 234.07 | 227.27 | 0.00 | 515.59 | 4504.88 |
56 | 2007.08.31 09:00 | sell | 29 | 0.10 | 234.07 | 235.07 | 0.00 | ||
57 | 2007.08.31 09:00 | close | 28 | 0.10 | 234.07 | 226.87 | 0.00 | 550.31 | 5055.18 |
58 | 2007.08.31 12:47 | s/l | 29 | 0.10 | 235.07 | 235.07 | 0.00 | -86.78 | 4968.40 |
59 | 2007.08.31 13:36 | sell | 30 | 0.10 | 234.93 | 235.93 | 0.00 | ||
60 | 2007.08.31 14:00 | sell | 31 | 0.10 | 235.22 | 236.22 | 0.00 | ||
61 | 2007.08.31 23:59 | close at stop | 31 | 0.10 | 233.49 | 236.22 | 0.00 | 150.14 | 5118.54 |
62 | 2007.08.31 23:59 | close at stop | 30 | 0.10 | 233.49 | 235.93 | 0.00 | 124.97 | 5243.51 |