Symbol | GBPJPY (Great Britain Pound vs. Japanese Yen) | ||||
Obdobie | 4 Hodiny (H4) 2007.01.03 00:00 - 2007.08.31 20:00 (2007.01.03 - 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 | 4988 | Modelované tiky | 2146713 | Modelovanie kvality | 90.00% |
Počiatočný vklad | 2000.00 | ||||
Čistý celkový zisk | 316.54 | Hrubý zisk | 4255.97 | Hrubá strata | -3939.43 |
Prvok zisku | 1.08 | Očakávaný výnos | 5.76 | ||
Absolutný drawdown | 908.99 | Maximálny drawdown | 3743.30 (77.43%) | Relatívny drawdown | 77.43% (3743.30) |
Všetky pozície | 55 | Krátke pozície (víťazné v %) | 17 (0.00%) | Dlhé pozície (víťazné v %) | 38 (26.32%) |
Ziskové pozície (% z celku) | 10 (18.18%) | Stratové pozície (% z celku) | 45 (81.82%) | ||
Najväčší | ziskový obchod | 1184.73 | stratový obchod | -160.03 | |
Priemer | ziskový obchod | 425.60 | stratový obchod | -87.54 | |
Maximum | výhry nasledujúce po sebe (zisk v peniazoch) | 3 (2774.92) | prehry nasledujúce po sebe (strata v peniazoch) | 22 (-1994.35) | |
Maximálny | zisky nasledujúce po sebe (počet víťazstiev) | 2774.92 (3) | straty nasledujúce po sebe (počet prehier) | -1994.35 (22) | |
Priemer | výhry nasledujúce po sebe | 2 | prehry nasledujúce po sebe | 9 |
# | Čas | Typ | Objednávka | Loty | Cena | S / L | T / P | Zisk | Zostatok na účte |
1 | 2007.01.03 09:38 | buy | 1 | 0.10 | 234.65 | 233.65 | 0.00 | ||
2 | 2007.01.03 14:17 | s/l | 1 | 0.10 | 233.65 | 233.65 | 0.00 | -86.80 | 1913.20 |
3 | 2007.01.05 20:31 | buy | 2 | 0.10 | 229.03 | 228.03 | 0.00 | ||
4 | 2007.01.08 07:59 | buy | 3 | 0.10 | 228.44 | 227.44 | 0.00 | ||
5 | 2007.01.11 13:00 | buy | 4 | 0.10 | 234.90 | 233.90 | 0.00 | ||
6 | 2007.01.11 16:00 | s/l | 4 | 0.10 | 233.90 | 233.90 | 0.00 | -86.80 | 1826.40 |
7 | 2007.01.12 07:47 | buy | 5 | 0.10 | 234.90 | 233.90 | 0.00 | ||
8 | 2007.02.15 16:36 | s/l | 5 | 0.10 | 233.90 | 233.90 | 0.00 | 16.09 | 1842.49 |
9 | 2007.02.15 21:11 | buy | 6 | 0.10 | 233.12 | 232.12 | 0.00 | ||
10 | 2007.02.16 14:14 | s/l | 6 | 0.10 | 232.12 | 232.12 | 0.00 | -83.77 | 1758.72 |
11 | 2007.02.16 14:18 | buy | 7 | 0.10 | 232.34 | 231.34 | 0.00 | ||
12 | 2007.02.27 21:07 | s/l | 7 | 0.10 | 231.34 | 231.34 | 0.00 | -59.56 | 1699.16 |
13 | 2007.03.02 12:00 | buy | 8 | 0.10 | 229.19 | 228.19 | 0.00 | ||
14 | 2007.03.02 12:51 | s/l | 8 | 0.10 | 228.19 | 228.19 | 0.00 | -86.81 | 1612.35 |
15 | 2007.03.02 13:02 | s/l | 2 | 0.10 | 228.03 | 228.03 | 0.00 | 82.68 | 1695.03 |
16 | 2007.03.02 13:12 | s/l | 3 | 0.10 | 227.44 | 227.44 | 0.00 | 79.66 | 1774.69 |
17 | 2007.03.02 18:30 | buy | 9 | 0.10 | 226.88 | 225.88 | 0.00 | ||
18 | 2007.03.05 00:12 | buy | 10 | 0.10 | 226.59 | 225.59 | 0.00 | ||
19 | 2007.03.05 00:25 | s/l | 9 | 0.10 | 225.88 | 225.88 | 0.00 | -83.77 | 1690.91 |
20 | 2007.03.05 00:30 | s/l | 10 | 0.10 | 225.59 | 225.59 | 0.00 | -86.80 | 1604.11 |
21 | 2007.03.05 08:09 | buy | 11 | 0.10 | 222.53 | 221.53 | 0.00 | ||
22 | 2007.03.05 08:16 | s/l | 11 | 0.10 | 221.53 | 221.53 | 0.00 | -86.81 | 1517.30 |
23 | 2007.03.05 08:22 | buy | 12 | 0.10 | 222.07 | 221.07 | 0.00 | ||
24 | 2007.03.05 14:14 | buy | 13 | 0.10 | 221.47 | 220.47 | 0.00 | ||
25 | 2007.03.06 00:00 | buy | 14 | 0.10 | 221.21 | 220.21 | 0.00 | ||
26 | 2007.03.23 20:00 | close | 12 | 0.10 | 231.55 | 221.07 | 0.00 | 883.45 | 2400.75 |
27 | 2007.03.23 20:00 | close | 14 | 0.10 | 231.55 | 220.21 | 0.00 | 955.07 | 3355.83 |
28 | 2007.03.23 20:00 | sell | 15 | 0.10 | 231.55 | 232.55 | 0.00 | ||
29 | 2007.03.23 20:00 | close | 13 | 0.10 | 231.56 | 220.47 | 0.00 | 936.39 | 4292.22 |
30 | 2007.03.26 15:27 | s/l | 15 | 0.10 | 232.55 | 232.55 | 0.00 | -90.12 | 4202.10 |
31 | 2007.03.26 16:02 | sell | 16 | 0.10 | 232.42 | 233.42 | 0.00 | ||
32 | 2007.03.27 00:49 | sell | 17 | 0.10 | 232.64 | 233.64 | 0.00 | ||
33 | 2007.04.02 16:06 | sell | 18 | 0.10 | 232.83 | 233.83 | 0.00 | ||
34 | 2007.04.03 02:16 | s/l | 16 | 0.10 | 233.42 | 233.42 | 0.00 | -113.43 | 4088.67 |
35 | 2007.04.03 02:19 | sell | 19 | 0.10 | 233.10 | 234.10 | 0.00 | ||
36 | 2007.04.03 08:00 | s/l | 17 | 0.10 | 233.64 | 233.64 | 0.00 | -110.09 | 3978.59 |
37 | 2007.04.03 08:01 | s/l | 18 | 0.10 | 233.83 | 233.83 | 0.00 | -90.11 | 3888.48 |
38 | 2007.04.03 08:22 | s/l | 19 | 0.10 | 234.10 | 234.10 | 0.00 | -86.78 | 3801.70 |
39 | 2007.04.03 16:00 | sell | 20 | 0.10 | 234.77 | 235.77 | 0.00 | ||
40 | 2007.04.11 08:00 | s/l | 20 | 0.10 | 235.77 | 235.77 | 0.00 | -113.43 | 3688.27 |
41 | 2007.04.16 02:01 | sell | 21 | 0.10 | 236.93 | 237.93 | 0.00 | ||
42 | 2007.04.16 10:39 | s/l | 21 | 0.10 | 237.93 | 237.93 | 0.00 | -86.78 | 3601.49 |
43 | 2007.04.16 12:00 | sell | 22 | 0.10 | 238.13 | 239.13 | 0.00 | ||
44 | 2007.04.16 16:00 | sell | 23 | 0.10 | 238.23 | 239.23 | 0.00 | ||
45 | 2007.04.17 11:01 | sell | 24 | 0.10 | 238.22 | 239.22 | 0.00 | ||
46 | 2007.04.17 12:27 | s/l | 22 | 0.10 | 239.13 | 239.13 | 0.00 | -90.11 | 3511.38 |
47 | 2007.04.17 13:54 | s/l | 24 | 0.10 | 239.22 | 239.22 | 0.00 | -86.78 | 3424.60 |
48 | 2007.04.17 13:54 | s/l | 23 | 0.10 | 239.23 | 239.23 | 0.00 | -90.12 | 3334.48 |
49 | 2007.05.01 15:12 | sell | 25 | 0.10 | 239.28 | 240.28 | 0.00 | ||
50 | 2007.05.10 10:15 | sell | 26 | 0.10 | 239.37 | 240.37 | 0.00 | ||
51 | 2007.05.18 10:30 | sell | 27 | 0.10 | 239.29 | 240.29 | 0.00 | ||
52 | 2007.05.23 00:58 | s/l | 25 | 0.10 | 240.28 | 240.28 | 0.00 | -160.03 | 3174.45 |
53 | 2007.05.23 00:58 | s/l | 27 | 0.10 | 240.29 | 240.29 | 0.00 | -96.78 | 3077.67 |
54 | 2007.05.23 01:58 | s/l | 26 | 0.10 | 240.37 | 240.37 | 0.00 | -123.41 | 2954.26 |
55 | 2007.05.23 04:42 | sell | 28 | 0.10 | 240.25 | 241.25 | 0.00 | ||
56 | 2007.05.23 09:35 | sell | 29 | 0.10 | 240.26 | 241.26 | 0.00 | ||
57 | 2007.05.23 12:00 | sell | 30 | 0.10 | 240.65 | 241.65 | 0.00 | ||
58 | 2007.05.23 12:44 | s/l | 28 | 0.10 | 241.25 | 241.25 | 0.00 | -86.78 | 2867.48 |
59 | 2007.05.23 12:44 | s/l | 29 | 0.10 | 241.26 | 241.26 | 0.00 | -86.79 | 2780.69 |
60 | 2007.05.23 16:23 | sell | 31 | 0.10 | 241.25 | 242.25 | 0.00 | ||
61 | 2007.05.23 16:28 | close | 30 | 0.10 | 241.55 | 241.65 | 0.00 | -78.10 | 2702.59 |
62 | 2007.05.23 16:28 | close | 31 | 0.10 | 241.54 | 242.25 | 0.00 | -25.17 | 2677.42 |
63 | 2007.05.23 16:28 | buy | 32 | 0.10 | 241.54 | 240.54 | 0.00 | ||
64 | 2007.05.23 20:10 | buy | 33 | 0.10 | 241.81 | 240.81 | 0.00 | ||
65 | 2007.05.24 10:05 | s/l | 33 | 0.10 | 240.81 | 240.81 | 0.00 | -77.72 | 2599.70 |
66 | 2007.05.25 01:39 | s/l | 32 | 0.10 | 240.54 | 240.54 | 0.00 | -74.69 | 2525.01 |
67 | 2007.06.01 17:56 | buy | 34 | 0.10 | 241.93 | 240.93 | 0.00 | ||
68 | 2007.06.01 20:00 | buy | 35 | 0.10 | 242.03 | 241.03 | 0.00 | ||
69 | 2007.06.04 01:48 | buy | 36 | 0.10 | 242.09 | 241.09 | 0.00 | ||
70 | 2007.06.06 12:35 | s/l | 36 | 0.10 | 241.09 | 241.09 | 0.00 | -80.76 | 2444.25 |
71 | 2007.06.06 13:46 | s/l | 35 | 0.10 | 241.03 | 241.03 | 0.00 | -77.73 | 2366.52 |
72 | 2007.06.07 01:40 | s/l | 34 | 0.10 | 240.93 | 240.93 | 0.00 | -68.65 | 2297.87 |
73 | 2007.06.15 10:23 | buy | 37 | 0.10 | 243.07 | 242.07 | 0.00 | ||
74 | 2007.06.15 12:17 | buy | 38 | 0.10 | 243.37 | 242.37 | 0.00 | ||
75 | 2007.06.15 16:00 | buy | 39 | 0.10 | 243.94 | 242.94 | 0.00 | ||
76 | 2007.07.26 20:55 | s/l | 39 | 0.10 | 242.94 | 242.94 | 0.00 | 37.28 | 2335.15 |
77 | 2007.07.27 00:00 | s/l | 37 | 0.10 | 242.07 | 242.07 | 0.00 | 40.31 | 2375.46 |
78 | 2007.07.27 00:00 | s/l | 38 | 0.10 | 242.37 | 242.37 | 0.00 | 40.31 | 2415.76 |
79 | 2007.07.27 00:35 | buy | 40 | 0.10 | 242.49 | 241.49 | 0.00 | ||
80 | 2007.07.27 13:03 | s/l | 40 | 0.10 | 241.49 | 241.49 | 0.00 | -86.81 | 2328.95 |
81 | 2007.07.27 14:45 | buy | 41 | 0.10 | 242.28 | 241.28 | 0.00 | ||
82 | 2007.07.27 16:00 | s/l | 41 | 0.10 | 241.28 | 241.28 | 0.00 | -86.81 | 2242.14 |
83 | 2007.07.27 18:44 | buy | 42 | 0.10 | 240.90 | 239.90 | 0.00 | ||
84 | 2007.07.30 00:00 | s/l | 42 | 0.10 | 239.90 | 239.90 | 0.00 | -83.78 | 2158.36 |
85 | 2007.07.30 02:12 | buy | 43 | 0.10 | 239.93 | 238.93 | 0.00 | ||
86 | 2007.08.01 08:00 | s/l | 43 | 0.10 | 238.93 | 238.93 | 0.00 | -80.76 | 2077.60 |
87 | 2007.08.14 21:26 | buy | 44 | 0.10 | 235.87 | 234.87 | 0.00 | ||
88 | 2007.08.14 22:21 | s/l | 44 | 0.10 | 234.87 | 234.87 | 0.00 | -86.81 | 1990.79 |
89 | 2007.08.15 00:00 | buy | 45 | 0.10 | 234.86 | 233.86 | 0.00 | ||
90 | 2007.08.15 05:02 | buy | 46 | 0.10 | 233.97 | 232.97 | 0.00 | ||
91 | 2007.08.15 05:24 | s/l | 45 | 0.10 | 233.86 | 233.86 | 0.00 | -86.80 | 1903.99 |
92 | 2007.08.15 06:22 | s/l | 46 | 0.10 | 232.97 | 232.97 | 0.00 | -86.81 | 1817.18 |
93 | 2007.08.15 08:06 | buy | 47 | 0.10 | 232.74 | 231.74 | 0.00 | ||
94 | 2007.08.15 08:17 | s/l | 47 | 0.10 | 231.74 | 231.74 | 0.00 | -86.80 | 1730.38 |
95 | 2007.08.15 08:45 | buy | 48 | 0.10 | 232.57 | 231.57 | 0.00 | ||
96 | 2007.08.16 00:00 | s/l | 48 | 0.10 | 231.57 | 231.57 | 0.00 | -77.73 | 1652.65 |
97 | 2007.08.16 01:15 | buy | 49 | 0.10 | 231.31 | 230.31 | 0.00 | ||
98 | 2007.08.16 05:10 | buy | 50 | 0.10 | 230.92 | 229.92 | 0.00 | ||
99 | 2007.08.16 05:21 | s/l | 49 | 0.10 | 230.31 | 230.31 | 0.00 | -86.80 | 1565.85 |
100 | 2007.08.16 05:38 | s/l | 50 | 0.10 | 229.92 | 229.92 | 0.00 | -86.81 | 1479.04 |
101 | 2007.08.16 06:37 | buy | 51 | 0.10 | 230.66 | 229.66 | 0.00 | ||
102 | 2007.08.16 08:31 | s/l | 51 | 0.10 | 229.66 | 229.66 | 0.00 | -86.81 | 1392.23 |
103 | 2007.08.16 12:00 | buy | 52 | 0.10 | 229.32 | 228.32 | 0.00 | ||
104 | 2007.08.16 12:13 | s/l | 52 | 0.10 | 228.32 | 228.32 | 0.00 | -86.81 | 1305.42 |
105 | 2007.08.17 09:00 | buy | 53 | 0.10 | 221.55 | 220.55 | 0.00 | ||
106 | 2007.08.17 09:05 | s/l | 53 | 0.10 | 220.55 | 220.55 | 0.00 | -86.80 | 1218.62 |
107 | 2007.08.17 09:05 | buy | 54 | 0.10 | 220.59 | 219.59 | 0.00 | ||
108 | 2007.08.17 09:07 | s/l | 54 | 0.10 | 219.59 | 219.59 | 0.00 | -86.81 | 1131.81 |
109 | 2007.08.17 09:09 | buy | 55 | 0.10 | 220.25 | 219.25 | 0.00 | ||
110 | 2007.08.31 23:59 | close at stop | 55 | 0.10 | 233.41 | 219.25 | 0.00 | 1184.73 | 2316.54 |