Strategy Tester Report
pnn_v13_5m
InterbankFX-MT4 Mini Accounts 2 (Build 216)
| Symbole | EURUSDm (Euro vs US Dollar) | ||||
| Periode | 5 Minutes (M5) 2008.05.04 22:00 - 2008.05.16 19:55 (2008.05.04 - 2008.05.17) | ||||
| Modele | Chaque tick (la méthode la plus précise, basée sur tous les moindres relevés disponibles) | ||||
| Parametres | create_file=false; FileParam="my_data.txt"; NB_INPUT=5; sigma=0.3; delta=0.502; hh=24; SOMMEPOIDS=100; MM1=50; MM2=60; sl=30; tp=30; Pas=50; TrailingStop=75; NbPoint=0; | ||||
| Bars en test | 3823 | Ticks modelés | 112885 | Qualité du modelage | 90.00% |
| Erreurs des graphiques désaccordés | 0 | ||||
| Dépot initial | 10000.00 | ||||
| Profit total net | 275.78 | Profit brut | 629.25 | Perte brute | -353.47 |
| Facteur de profit | 1.78 | Rémunération espérée | 4.75 | ||
| Chute absolue | 8.00 | Chute maximal (%) | 146.13 (1.42%) | Enfoncement relatif | 1.42% (146.13) |
| Total des Trades | 58 | Positions SHORT (vente) gagnées % | 27 (66.67%) | Positions LONG (achat) gagnées % | 31 (87.10%) |
| Profits des Trades (% du total) | 45 (77.59%) | Pertes des Trades (% du total) | 13 (22.41%) | ||
| Le plus large | gains par Trade | 47.63 | pertes par Trade | -108.34 | |
| Average (moyenne) | gains par Trade | 13.98 | pertes par Trade | -27.19 | |
| Maximum | gains consecutifs (profit en $) | 10 (143.66) | pertes consecutives (perte en $) | 3 (-49.00) | |
| Maximal | Gains consecutifs (coups gagnants) | 143.66 (10) | Pertes consecutives (coups perdants) | -109.34 (2) | |
| Average (moyenne) | gains consecutifs | 5 | Pertes consecutives | 1 | |
| # | Date exécution | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
| 1 | 2008.05.04 22:00 | buy | 1 | 1.00 | 1.5430 | 0.0000 | 1.6230 | ||
| 2 | 2008.05.05 03:37 | close | 1 | 1.00 | 1.5473 | 0.0000 | 1.6230 | 43.66 | 10043.66 |
| 3 | 2008.05.05 03:37 | sell | 2 | 1.00 | 1.5473 | 0.0000 | 1.4673 | ||
| 4 | 2008.05.05 04:22 | close | 2 | 1.00 | 1.5464 | 0.0000 | 1.4673 | 9.00 | 10052.66 |
| 5 | 2008.05.05 04:22 | buy | 3 | 1.00 | 1.5464 | 0.0000 | 1.6264 | ||
| 6 | 2008.05.05 06:16 | close | 3 | 1.00 | 1.5473 | 0.0000 | 1.6264 | 9.00 | 10061.66 |
| 7 | 2008.05.05 07:48 | buy | 4 | 1.00 | 1.5463 | 0.0000 | 1.6263 | ||
| 8 | 2008.05.05 08:11 | close | 4 | 1.00 | 1.5482 | 0.0000 | 1.6263 | 19.00 | 10080.66 |
| 9 | 2008.05.05 08:11 | sell | 5 | 1.00 | 1.5482 | 0.0000 | 1.4682 | ||
| 10 | 2008.05.05 09:57 | close | 5 | 1.00 | 1.5474 | 0.0000 | 1.4682 | 8.00 | 10088.66 |
| 11 | 2008.05.05 09:57 | buy | 6 | 1.00 | 1.5474 | 0.0000 | 1.6274 | ||
| 12 | 2008.05.05 15:15 | close | 6 | 1.00 | 1.5493 | 0.0000 | 1.6274 | 19.00 | 10107.66 |
| 13 | 2008.05.05 15:15 | sell | 7 | 1.00 | 1.5493 | 0.0000 | 1.4693 | ||
| 14 | 2008.05.05 15:26 | close | 7 | 1.00 | 1.5484 | 0.0000 | 1.4693 | 9.00 | 10116.66 |
| 15 | 2008.05.05 15:43 | sell | 8 | 1.00 | 1.5493 | 0.0000 | 1.4693 | ||
| 16 | 2008.05.05 16:07 | close | 8 | 1.00 | 1.5484 | 0.0000 | 1.4693 | 9.00 | 10125.66 |
| 17 | 2008.05.05 16:11 | sell | 9 | 1.00 | 1.5493 | 0.0000 | 1.4693 | ||
| 18 | 2008.05.05 16:35 | close | 9 | 1.00 | 1.5484 | 0.0000 | 1.4693 | 9.00 | 10134.66 |
| 19 | 2008.05.05 16:35 | buy | 10 | 1.00 | 1.5484 | 0.0000 | 1.6284 | ||
| 20 | 2008.05.05 17:10 | close | 10 | 1.00 | 1.5493 | 0.0000 | 1.6284 | 9.00 | 10143.66 |
| 21 | 2008.05.05 17:10 | sell | 11 | 1.00 | 1.5493 | 0.0000 | 1.4693 | ||
| 22 | 2008.05.05 18:31 | close | 11 | 1.00 | 1.5494 | 0.0000 | 1.4693 | -1.00 | 10142.66 |
| 23 | 2008.05.06 00:04 | sell | 12 | 1.00 | 1.5513 | 0.0000 | 1.4713 | ||
| 24 | 2008.05.06 04:42 | close | 12 | 1.00 | 1.5514 | 0.0000 | 1.4713 | -1.00 | 10141.66 |
| 25 | 2008.05.06 04:42 | buy | 13 | 1.00 | 1.5514 | 0.0000 | 1.6314 | ||
| 26 | 2008.05.06 09:50 | close | 13 | 1.00 | 1.5523 | 0.0000 | 1.6314 | 9.00 | 10150.66 |
| 27 | 2008.05.06 10:17 | buy | 14 | 1.00 | 1.5515 | 0.0000 | 1.6315 | ||
| 28 | 2008.05.06 11:37 | close | 14 | 1.00 | 1.5523 | 0.0000 | 1.6315 | 8.00 | 10158.66 |
| 29 | 2008.05.06 11:42 | sell | 15 | 1.00 | 1.5534 | 0.0000 | 1.4734 | ||
| 30 | 2008.05.06 12:16 | close | 15 | 1.00 | 1.5523 | 0.0000 | 1.4734 | 11.00 | 10169.66 |
| 31 | 2008.05.06 13:02 | sell | 16 | 1.00 | 1.5542 | 0.0000 | 1.4742 | ||
| 32 | 2008.05.06 16:41 | close | 16 | 1.00 | 1.5543 | 0.0000 | 1.4742 | -1.00 | 10168.66 |
| 33 | 2008.05.06 16:43 | buy | 17 | 1.00 | 1.5530 | 0.0000 | 1.6330 | ||
| 34 | 2008.05.07 12:32 | close | 17 | 1.00 | 1.5421 | 0.0000 | 1.6330 | -108.34 | 10060.32 |
| 35 | 2008.05.07 12:48 | sell | 18 | 1.00 | 1.5400 | 0.0000 | 1.4600 | ||
| 36 | 2008.05.08 09:55 | close | 18 | 1.00 | 1.5350 | 0.0000 | 1.4600 | 47.63 | 10107.95 |
| 37 | 2008.05.08 09:55 | buy | 19 | 1.00 | 1.5350 | 0.0000 | 1.6150 | ||
| 38 | 2008.05.08 12:25 | close | 19 | 1.00 | 1.5337 | 0.0000 | 1.6150 | -13.00 | 10094.95 |
| 39 | 2008.05.08 12:31 | buy | 20 | 1.00 | 1.5350 | 0.0000 | 1.6150 | ||
| 40 | 2008.05.08 12:34 | close | 20 | 1.00 | 1.5337 | 0.0000 | 1.6150 | -13.00 | 10081.95 |
| 41 | 2008.05.08 12:35 | sell | 21 | 1.00 | 1.5327 | 0.0000 | 1.4527 | ||
| 42 | 2008.05.08 12:43 | close | 21 | 1.00 | 1.5350 | 0.0000 | 1.4527 | -23.00 | 10058.95 |
| 43 | 2008.05.08 12:43 | buy | 22 | 1.00 | 1.5350 | 0.0000 | 1.6150 | ||
| 44 | 2008.05.08 13:08 | close | 22 | 1.00 | 1.5390 | 0.0000 | 1.6150 | 40.00 | 10098.95 |
| 45 | 2008.05.08 13:08 | sell | 23 | 1.00 | 1.5390 | 0.0000 | 1.4590 | ||
| 46 | 2008.05.08 20:03 | close | 23 | 1.00 | 1.5395 | 0.0000 | 1.4590 | -5.00 | 10093.95 |
| 47 | 2008.05.08 20:03 | buy | 24 | 1.00 | 1.5395 | 0.0000 | 1.6195 | ||
| 48 | 2008.05.09 01:20 | close | 24 | 1.00 | 1.5414 | 0.0000 | 1.6195 | 19.66 | 10113.61 |
| 49 | 2008.05.09 01:24 | sell | 25 | 1.00 | 1.5425 | 0.0000 | 1.4625 | ||
| 50 | 2008.05.09 01:55 | close | 25 | 1.00 | 1.5406 | 0.0000 | 1.4625 | 19.00 | 10132.61 |
| 51 | 2008.05.09 01:55 | buy | 26 | 1.00 | 1.5406 | 0.0000 | 1.6206 | ||
| 52 | 2008.05.09 05:37 | close | 26 | 1.00 | 1.5426 | 0.0000 | 1.6206 | 20.00 | 10152.61 |
| 53 | 2008.05.09 05:37 | sell | 27 | 1.00 | 1.5426 | 0.0000 | 1.4626 | ||
| 54 | 2008.05.09 12:30 | close | 27 | 1.00 | 1.5447 | 0.0000 | 1.4626 | -21.00 | 10131.61 |
| 55 | 2008.05.09 12:35 | buy | 28 | 1.00 | 1.5436 | 0.0000 | 1.6236 | ||
| 56 | 2008.05.09 12:37 | close | 28 | 1.00 | 1.5455 | 0.0000 | 1.6236 | 19.00 | 10150.61 |
| 57 | 2008.05.09 13:05 | buy | 29 | 1.00 | 1.5436 | 0.0000 | 1.6236 | ||
| 58 | 2008.05.09 15:15 | close | 29 | 1.00 | 1.5455 | 0.0000 | 1.6236 | 19.00 | 10169.61 |
| 59 | 2008.05.09 15:21 | buy | 30 | 1.00 | 1.5447 | 0.0000 | 1.6247 | ||
| 60 | 2008.05.09 16:54 | close | 30 | 1.00 | 1.5466 | 0.0000 | 1.6247 | 19.00 | 10188.61 |
| 61 | 2008.05.09 16:54 | sell | 31 | 1.00 | 1.5466 | 0.0000 | 1.4666 | ||
| 62 | 2008.05.09 17:32 | close | 31 | 1.00 | 1.5457 | 0.0000 | 1.4666 | 9.00 | 10197.61 |
| 63 | 2008.05.09 18:34 | sell | 32 | 1.00 | 1.5476 | 0.0000 | 1.4676 | ||
| 64 | 2008.05.11 22:00 | close | 32 | 1.00 | 1.5456 | 0.0000 | 1.4676 | 20.00 | 10217.61 |
| 65 | 2008.05.11 22:00 | buy | 33 | 1.00 | 1.5456 | 0.0000 | 1.6256 | ||
| 66 | 2008.05.12 00:21 | close | 33 | 1.00 | 1.5476 | 0.0000 | 1.6256 | 20.66 | 10238.27 |
| 67 | 2008.05.12 00:21 | sell | 34 | 1.00 | 1.5476 | 0.0000 | 1.4676 | ||
| 68 | 2008.05.12 01:04 | close | 34 | 1.00 | 1.5468 | 0.0000 | 1.4676 | 8.00 | 10246.27 |
| 69 | 2008.05.12 01:33 | buy | 35 | 1.00 | 1.5456 | 0.0000 | 1.6256 | ||
| 70 | 2008.05.12 10:38 | close | 35 | 1.00 | 1.5461 | 0.0000 | 1.6256 | 5.00 | 10251.27 |
| 71 | 2008.05.12 10:57 | buy | 36 | 1.00 | 1.5452 | 0.0000 | 1.6252 | ||
| 72 | 2008.05.12 12:46 | close | 36 | 1.00 | 1.5461 | 0.0000 | 1.6252 | 9.00 | 10260.27 |
| 73 | 2008.05.12 12:48 | buy | 37 | 1.00 | 1.5453 | 0.0000 | 1.6253 | ||
| 74 | 2008.05.12 13:30 | close | 37 | 1.00 | 1.5461 | 0.0000 | 1.6253 | 8.00 | 10268.27 |
| 75 | 2008.05.12 13:40 | sell | 38 | 1.00 | 1.5472 | 0.0000 | 1.4672 | ||
| 76 | 2008.05.13 00:59 | close | 38 | 1.00 | 1.5517 | 0.0000 | 1.4672 | -45.79 | 10222.48 |
| 77 | 2008.05.13 03:01 | sell | 39 | 1.00 | 1.5526 | 0.0000 | 1.4726 | ||
| 78 | 2008.05.13 04:51 | close | 39 | 1.00 | 1.5517 | 0.0000 | 1.4726 | 9.00 | 10231.48 |
| 79 | 2008.05.13 04:51 | buy | 40 | 1.00 | 1.5517 | 0.0000 | 1.6317 | ||
| 80 | 2008.05.13 05:06 | close | 40 | 1.00 | 1.5526 | 0.0000 | 1.6317 | 9.00 | 10240.48 |
| 81 | 2008.05.13 05:25 | sell | 41 | 1.00 | 1.5536 | 0.0000 | 1.4736 | ||
| 82 | 2008.05.13 06:46 | close | 41 | 1.00 | 1.5529 | 0.0000 | 1.4736 | 7.00 | 10247.48 |
| 83 | 2008.05.13 07:00 | buy | 42 | 1.00 | 1.5518 | 0.0000 | 1.6318 | ||
| 84 | 2008.05.14 12:35 | close | 42 | 1.00 | 1.5481 | 0.0000 | 1.6318 | -36.34 | 10211.14 |
| 85 | 2008.05.14 12:38 | buy | 43 | 1.00 | 1.5473 | 0.0000 | 1.6273 | ||
| 86 | 2008.05.14 12:40 | close | 43 | 1.00 | 1.5481 | 0.0000 | 1.6273 | 8.00 | 10219.14 |
| 87 | 2008.05.14 12:45 | buy | 44 | 1.00 | 1.5473 | 0.0000 | 1.6273 | ||
| 88 | 2008.05.14 13:03 | close | 44 | 1.00 | 1.5481 | 0.0000 | 1.6273 | 8.00 | 10227.14 |
| 89 | 2008.05.14 13:07 | buy | 45 | 1.00 | 1.5473 | 0.0000 | 1.6273 | ||
| 90 | 2008.05.15 04:48 | close | 45 | 1.00 | 1.5492 | 0.0000 | 1.6273 | 20.98 | 10248.12 |
| 91 | 2008.05.15 04:48 | sell | 46 | 1.00 | 1.5492 | 0.0000 | 1.4692 | ||
| 92 | 2008.05.15 05:11 | close | 46 | 1.00 | 1.5483 | 0.0000 | 1.4692 | 9.00 | 10257.12 |
| 93 | 2008.05.15 05:11 | buy | 47 | 1.00 | 1.5483 | 0.0000 | 1.6283 | ||
| 94 | 2008.05.15 05:37 | close | 47 | 1.00 | 1.5492 | 0.0000 | 1.6283 | 9.00 | 10266.12 |
| 95 | 2008.05.15 06:00 | sell | 48 | 1.00 | 1.5502 | 0.0000 | 1.4702 | ||
| 96 | 2008.05.15 09:01 | close | 48 | 1.00 | 1.5505 | 0.0000 | 1.4702 | -3.00 | 10263.12 |
| 97 | 2008.05.15 09:03 | sell | 49 | 1.00 | 1.5514 | 0.0000 | 1.4714 | ||
| 98 | 2008.05.15 09:14 | close | 49 | 1.00 | 1.5505 | 0.0000 | 1.4714 | 9.00 | 10272.12 |
| 99 | 2008.05.15 09:49 | buy | 50 | 1.00 | 1.5495 | 0.0000 | 1.6295 | ||
| 100 | 2008.05.16 05:45 | close | 50 | 1.00 | 1.5502 | 0.0000 | 1.6295 | 7.66 | 10279.78 |
| 101 | 2008.05.16 05:45 | sell | 51 | 1.00 | 1.5502 | 0.0000 | 1.4702 | ||
| 102 | 2008.05.16 05:51 | close | 51 | 1.00 | 1.5494 | 0.0000 | 1.4702 | 8.00 | 10287.78 |
| 103 | 2008.05.16 06:09 | buy | 52 | 1.00 | 1.5483 | 0.0000 | 1.6283 | ||
| 104 | 2008.05.16 07:52 | close | 52 | 1.00 | 1.5502 | 0.0000 | 1.6283 | 19.00 | 10306.78 |
| 105 | 2008.05.16 07:52 | sell | 53 | 1.00 | 1.5502 | 0.0000 | 1.4702 | ||
| 106 | 2008.05.16 08:00 | close | 53 | 1.00 | 1.5494 | 0.0000 | 1.4702 | 8.00 | 10314.78 |
| 107 | 2008.05.16 08:23 | sell | 54 | 1.00 | 1.5513 | 0.0000 | 1.4713 | ||
| 108 | 2008.05.16 09:49 | close | 54 | 1.00 | 1.5494 | 0.0000 | 1.4713 | 19.00 | 10333.78 |
| 109 | 2008.05.16 09:49 | buy | 55 | 1.00 | 1.5494 | 0.0000 | 1.6294 | ||
| 110 | 2008.05.16 12:27 | close | 55 | 1.00 | 1.5502 | 0.0000 | 1.6294 | 8.00 | 10341.78 |
| 111 | 2008.05.16 12:31 | buy | 56 | 1.00 | 1.5494 | 0.0000 | 1.6294 | ||
| 112 | 2008.05.16 13:57 | close | 56 | 1.00 | 1.5502 | 0.0000 | 1.6294 | 8.00 | 10349.78 |
| 113 | 2008.05.16 14:00 | buy | 57 | 1.00 | 1.5494 | 0.0000 | 1.6294 | ||
| 114 | 2008.05.16 14:03 | close | 57 | 1.00 | 1.5502 | 0.0000 | 1.6294 | 8.00 | 10357.78 |
| 115 | 2008.05.16 14:07 | sell | 58 | 1.00 | 1.5513 | 0.0000 | 1.4713 | ||
| 116 | 2008.05.16 20:52 | close at stop | 58 | 1.00 | 1.5595 | 0.0000 | 1.4713 | -82.00 | 10275.78 |