Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Obdobie | 4 Hodiny (H4) 2007.01.03 00:00 - 2007.09.07 00:00 (2007.01.03 - 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 | 5027 | Modelované tiky | 2544828 | Modelovanie kvality | 90.00% |
Počiatočný vklad | 2000.00 | ||||
Čistý celkový zisk | -1959.58 | Hrubý zisk | 40.03 | Hrubá strata | -1999.61 |
Prvok zisku | 0.02 | Očakávaný výnos | -72.58 | ||
Absolutný drawdown | 1959.58 | Maximálny drawdown | 3797.56 (98.95%) | Relatívny drawdown | 98.95% (3797.56) |
Všetky pozície | 27 | Krátke pozície (víťazné v %) | 10 (0.00%) | Dlhé pozície (víťazné v %) | 17 (11.76%) |
Ziskové pozície (% z celku) | 2 (7.41%) | Stratové pozície (% z celku) | 25 (92.59%) | ||
Najväčší | ziskový obchod | 29.19 | stratový obchod | -160.53 | |
Priemer | ziskový obchod | 20.02 | stratový obchod | -79.98 | |
Maximum | výhry nasledujúce po sebe (zisk v peniazoch) | 2 (40.03) | prehry nasledujúce po sebe (strata v peniazoch) | 25 (-1999.61) | |
Maximálny | zisky nasledujúce po sebe (počet víťazstiev) | 40.03 (2) | straty nasledujúce po sebe (počet prehier) | -1999.61 (25) | |
Priemer | výhry nasledujúce po sebe | 2 | prehry nasledujúce po sebe | 25 |
# | Čas | Typ | Objednávka | Loty | Cena | S / L | T / P | Zisk | Zostatok na účte |
1 | 2007.01.11 16:00 | buy | 1 | 0.10 | 234.00 | 233.00 | 0.00 | ||
2 | 2007.01.12 08:00 | buy | 2 | 0.10 | 234.95 | 233.95 | 0.00 | ||
3 | 2007.01.12 16:00 | buy | 3 | 0.10 | 235.40 | 234.40 | 0.00 | ||
4 | 2007.02.15 16:27 | s/l | 3 | 0.10 | 234.40 | 234.40 | 0.00 | -3.98 | 1996.02 |
5 | 2007.02.15 16:36 | s/l | 2 | 0.10 | 233.95 | 233.95 | 0.00 | -3.98 | 1992.04 |
6 | 2007.02.15 21:40 | s/l | 1 | 0.10 | 233.00 | 233.00 | 0.00 | -1.50 | 1990.54 |
7 | 2007.02.16 12:00 | buy | 4 | 0.10 | 232.67 | 231.67 | 0.00 | ||
8 | 2007.02.16 16:00 | buy | 5 | 0.10 | 232.62 | 231.62 | 0.00 | ||
9 | 2007.02.27 21:06 | s/l | 4 | 0.10 | 231.67 | 231.67 | 0.00 | -65.94 | 1924.60 |
10 | 2007.02.27 21:07 | s/l | 5 | 0.10 | 231.62 | 231.62 | 0.00 | -65.94 | 1858.66 |
11 | 2007.03.05 16:00 | buy | 6 | 0.10 | 223.14 | 222.14 | 0.00 | ||
12 | 2007.03.05 22:21 | s/l | 6 | 0.10 | 222.14 | 222.14 | 0.00 | -88.17 | 1770.49 |
13 | 2007.03.06 04:00 | buy | 7 | 0.10 | 224.29 | 223.29 | 0.00 | ||
14 | 2007.03.07 23:46 | s/l | 7 | 0.10 | 223.29 | 223.29 | 0.00 | -85.72 | 1684.76 |
15 | 2007.04.02 20:00 | sell | 8 | 0.10 | 232.84 | 233.84 | 0.00 | ||
16 | 2007.04.03 04:00 | sell | 9 | 0.10 | 233.04 | 234.04 | 0.00 | ||
17 | 2007.04.03 08:02 | s/l | 8 | 0.10 | 233.84 | 233.84 | 0.00 | -91.59 | 1593.17 |
18 | 2007.04.03 08:21 | s/l | 9 | 0.10 | 234.04 | 234.04 | 0.00 | -88.14 | 1505.03 |
19 | 2007.04.03 20:00 | sell | 10 | 0.10 | 234.65 | 235.65 | 0.00 | ||
20 | 2007.04.11 07:40 | s/l | 10 | 0.10 | 235.65 | 235.65 | 0.00 | -115.74 | 1389.29 |
21 | 2007.04.11 20:00 | sell | 11 | 0.10 | 235.97 | 236.97 | 0.00 | ||
22 | 2007.04.13 17:09 | s/l | 11 | 0.10 | 236.97 | 236.97 | 0.00 | -101.99 | 1287.30 |
23 | 2007.04.16 04:00 | sell | 12 | 0.10 | 236.79 | 237.79 | 0.00 | ||
24 | 2007.04.16 08:41 | s/l | 12 | 0.10 | 237.79 | 237.79 | 0.00 | -88.20 | 1199.10 |
25 | 2007.04.16 16:00 | sell | 13 | 0.10 | 238.13 | 239.13 | 0.00 | ||
26 | 2007.04.16 20:00 | sell | 14 | 0.10 | 238.19 | 239.19 | 0.00 | ||
27 | 2007.04.17 12:27 | s/l | 13 | 0.10 | 239.13 | 239.13 | 0.00 | -91.60 | 1107.50 |
28 | 2007.04.17 12:27 | s/l | 14 | 0.10 | 239.19 | 239.19 | 0.00 | -91.60 | 1015.89 |
29 | 2007.05.01 16:00 | sell | 15 | 0.10 | 239.10 | 240.10 | 0.00 | ||
30 | 2007.05.10 12:00 | sell | 16 | 0.10 | 239.25 | 240.25 | 0.00 | ||
31 | 2007.05.18 12:00 | sell | 17 | 0.10 | 239.29 | 240.29 | 0.00 | ||
32 | 2007.05.22 17:31 | s/l | 15 | 0.10 | 240.10 | 240.10 | 0.00 | -160.53 | 855.36 |
33 | 2007.05.22 17:58 | s/l | 16 | 0.10 | 240.25 | 240.25 | 0.00 | -122.64 | 732.73 |
34 | 2007.05.23 00:59 | s/l | 17 | 0.10 | 240.29 | 240.29 | 0.00 | -98.54 | 634.18 |
35 | 2007.05.23 20:00 | buy | 18 | 0.10 | 241.73 | 240.73 | 0.00 | ||
36 | 2007.05.24 11:15 | s/l | 18 | 0.10 | 240.73 | 240.73 | 0.00 | -80.79 | 553.39 |
37 | 2007.06.01 20:00 | buy | 19 | 0.10 | 242.02 | 241.02 | 0.00 | ||
38 | 2007.06.04 00:00 | buy | 20 | 0.10 | 241.91 | 240.91 | 0.00 | ||
39 | 2007.06.04 12:00 | buy | 21 | 0.10 | 242.37 | 241.37 | 0.00 | ||
40 | 2007.06.06 10:34 | s/l | 21 | 0.10 | 241.37 | 241.37 | 0.00 | -83.24 | 470.15 |
41 | 2007.06.06 13:46 | s/l | 19 | 0.10 | 241.02 | 241.02 | 0.00 | -80.76 | 389.39 |
42 | 2007.06.07 01:59 | s/l | 20 | 0.10 | 240.91 | 240.91 | 0.00 | -75.81 | 313.58 |
43 | 2007.06.15 12:00 | buy | 22 | 0.10 | 243.29 | 242.29 | 0.00 | ||
44 | 2007.06.18 08:00 | buy | 23 | 0.10 | 244.63 | 243.63 | 0.00 | ||
45 | 2007.06.20 12:00 | buy | 24 | 0.10 | 245.98 | 244.98 | 0.00 | ||
46 | 2007.06.27 07:58 | s/l | 24 | 0.10 | 244.98 | 244.98 | 0.00 | -70.86 | 242.72 |
47 | 2007.07.06 16:00 | buy | 25 | 0.10 | 247.87 | 246.87 | 0.00 | ||
48 | 2007.07.10 22:58 | s/l | 25 | 0.10 | 246.87 | 246.87 | 0.00 | -83.23 | 159.49 |
49 | 2007.07.12 00:00 | buy | 26 | 0.10 | 248.73 | 247.73 | 0.00 | ||
50 | 2007.07.12 09:11 | s/l | 26 | 0.10 | 247.73 | 247.73 | 0.00 | -88.25 | 71.24 |
51 | 2007.07.17 12:00 | buy | 27 | 0.10 | 249.20 | 248.20 | 0.00 | ||
52 | 2007.07.24 21:13 | s/l | 27 | 0.10 | 248.20 | 248.20 | 0.00 | -70.85 | 0.39 |
53 | 2007.07.26 17:19 | s/l | 23 | 0.10 | 243.63 | 243.63 | 0.00 | 10.84 | 11.23 |
54 | 2007.07.26 23:20 | close at stop | 22 | 0.10 | 242.47 | 242.29 | 0.00 | 29.19 | 40.42 |