Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Obdobie | 1 Hodina (H1) 2007.08.01 00:00 - 2007.09.07 00:00 (2007.08.01 - 2007.09.07) | ||||
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 | 5641 | Modelované tiky | 750887 | Modelovanie kvality | 90.00% |
Počiatočný vklad | 2000.00 | ||||
Čistý celkový zisk | 2632.46 | Hrubý zisk | 3576.50 | Hrubá strata | -944.04 |
Prvok zisku | 3.79 | Očakávaný výnos | 138.55 | ||
Absolutný drawdown | 71.64 | Maximálny drawdown | 885.03 (22.60%) | Relatívny drawdown | 22.60% (885.03) |
Všetky pozície | 19 | Krátke pozície (víťazné v %) | 4 (75.00%) | Dlhé pozície (víťazné v %) | 15 (33.33%) |
Ziskové pozície (% z celku) | 8 (42.11%) | Stratové pozície (% z celku) | 11 (57.89%) | ||
Najväčší | ziskový obchod | 1041.65 | stratový obchod | -93.04 | |
Priemer | ziskový obchod | 447.06 | stratový obchod | -85.82 | |
Maximum | výhry nasledujúce po sebe (zisk v peniazoch) | 5 (1748.16) | prehry nasledujúce po sebe (strata v peniazoch) | 8 (-685.66) | |
Maximálny | zisky nasledujúce po sebe (počet víťazstiev) | 1748.16 (5) | straty nasledujúce po sebe (počet prehier) | -685.66 (8) | |
Priemer | výhry nasledujúce po sebe | 3 | prehry nasledujúce po sebe | 4 |
# | Čas | Typ | Objednávka | Loty | Cena | S / L | T / P | Zisk | Zostatok na účte |
1 | 2007.08.01 09:00 | buy | 1 | 0.10 | 238.57 | 237.57 | 0.00 | ||
2 | 2007.08.02 19:00 | close | 1 | 0.10 | 242.43 | 237.57 | 0.00 | 340.44 | 2340.44 |
3 | 2007.08.02 19:00 | sell | 2 | 0.10 | 242.43 | 243.43 | 0.00 | ||
4 | 2007.08.07 18:00 | close | 2 | 0.10 | 239.42 | 243.43 | 0.00 | 249.60 | 2590.03 |
5 | 2007.08.07 18:00 | buy | 3 | 0.10 | 239.42 | 238.42 | 0.00 | ||
6 | 2007.08.07 21:00 | buy | 4 | 0.10 | 240.32 | 239.32 | 0.00 | ||
7 | 2007.08.08 20:00 | close | 3 | 0.10 | 243.92 | 238.42 | 0.00 | 390.82 | 2980.85 |
8 | 2007.08.08 20:00 | sell | 5 | 0.10 | 243.92 | 244.92 | 0.00 | ||
9 | 2007.08.08 20:00 | close | 4 | 0.10 | 243.91 | 239.32 | 0.00 | 312.28 | 3293.12 |
10 | 2007.08.10 03:00 | close | 5 | 0.10 | 238.49 | 244.92 | 0.00 | 455.04 | 3748.16 |
11 | 2007.08.10 03:00 | buy | 6 | 0.10 | 238.49 | 237.49 | 0.00 | ||
12 | 2007.08.10 12:56 | s/l | 6 | 0.10 | 237.49 | 237.49 | 0.00 | -86.32 | 3661.84 |
13 | 2007.08.10 15:00 | buy | 7 | 0.10 | 237.52 | 236.52 | 0.00 | ||
14 | 2007.08.13 12:14 | s/l | 7 | 0.10 | 236.52 | 236.52 | 0.00 | -83.88 | 3577.96 |
15 | 2007.08.14 11:00 | buy | 8 | 0.10 | 236.91 | 235.91 | 0.00 | ||
16 | 2007.08.14 16:26 | s/l | 8 | 0.10 | 235.91 | 235.91 | 0.00 | -86.31 | 3491.65 |
17 | 2007.08.14 18:00 | buy | 9 | 0.10 | 236.44 | 235.44 | 0.00 | ||
18 | 2007.08.14 19:49 | s/l | 9 | 0.10 | 235.44 | 235.44 | 0.00 | -86.31 | 3405.34 |
19 | 2007.08.14 21:00 | buy | 10 | 0.10 | 235.35 | 234.35 | 0.00 | ||
20 | 2007.08.15 00:00 | buy | 11 | 0.10 | 234.83 | 233.83 | 0.00 | ||
21 | 2007.08.15 00:36 | s/l | 10 | 0.10 | 234.35 | 234.35 | 0.00 | -83.88 | 3321.45 |
22 | 2007.08.15 05:27 | s/l | 11 | 0.10 | 233.83 | 233.83 | 0.00 | -86.31 | 3235.14 |
23 | 2007.08.16 01:00 | buy | 12 | 0.10 | 231.16 | 230.16 | 0.00 | ||
24 | 2007.08.16 05:22 | s/l | 12 | 0.10 | 230.16 | 230.16 | 0.00 | -86.32 | 3148.82 |
25 | 2007.08.16 20:00 | buy | 13 | 0.10 | 224.12 | 223.12 | 0.00 | ||
26 | 2007.08.16 21:07 | s/l | 13 | 0.10 | 223.12 | 223.12 | 0.00 | -86.32 | 3062.50 |
27 | 2007.08.17 10:00 | buy | 14 | 0.10 | 222.21 | 221.21 | 0.00 | ||
28 | 2007.08.23 13:00 | close | 14 | 0.10 | 234.11 | 221.21 | 0.00 | 1041.65 | 4104.16 |
29 | 2007.08.23 13:00 | sell | 15 | 0.10 | 234.11 | 235.11 | 0.00 | ||
30 | 2007.08.27 00:41 | s/l | 15 | 0.10 | 235.11 | 235.11 | 0.00 | -93.04 | 4011.12 |
31 | 2007.08.29 01:00 | buy | 16 | 0.10 | 228.76 | 227.76 | 0.00 | ||
32 | 2007.08.29 01:48 | s/l | 16 | 0.10 | 227.76 | 227.76 | 0.00 | -86.31 | 3924.81 |
33 | 2007.08.29 04:00 | buy | 17 | 0.10 | 227.90 | 226.90 | 0.00 | ||
34 | 2007.08.31 14:00 | close | 17 | 0.10 | 235.00 | 226.90 | 0.00 | 622.51 | 4547.32 |
35 | 2007.08.31 14:00 | sell | 18 | 0.10 | 235.00 | 236.00 | 0.00 | ||
36 | 2007.09.05 17:00 | close | 18 | 0.10 | 232.98 | 236.00 | 0.00 | 164.18 | 4711.49 |
37 | 2007.09.05 17:00 | buy | 19 | 0.10 | 232.98 | 231.98 | 0.00 | ||
38 | 2007.09.06 01:32 | s/l | 19 | 0.10 | 231.98 | 231.98 | 0.00 | -79.03 | 4632.46 |