Simbolo | USDCHF (US Dollar Vs Swiss Franc) | ||||
Periodo | Giornaliero (D1) 2008.01.02 00:00 - 2008.12.18 00:00 (2008.01.01 - 2008.12.19) | ||||
Modello | Ogni tick (il metodo precissimo sulla base di tutti gli intervalli di tempo minimi) | ||||
Parametri | MagicNumber=10001; Lots=1; TakeProfit=100; TrailingStop=60; Slippage=5; UseTimeLimit=true; UseAutomaticMM=true; Risk=1.5; _="Does it allow multiple trades per bar"; OneTradePerBar=false; __="Setting for friday positions close"; CloseOnFriday=false; FridayCloseHour=21; FridayCloseMinute=59; | ||||
Barre sotto esame | 1254 | Ticks adoperati per il modello | 2837560 | Qualita' del modello | 90.00% |
Errori di grafici | 0 | ||||
Deposito iniziale | 500000.00 | ||||
Profitto totale netto | -38476.20 | Profitto lordo | 9435.42 | Perdita lorda | -47911.62 |
Fattore di profitto (profit factor) | 0.20 | Ricompensa attesa | -3497.84 | ||
Drawdown assoluto | 42021.92 | Drawdown massimo | 46599.52 (9.24%) | Drawdown relativo | 9.24% (46599.52) |
Operazioni totali | 11 | Posizioni al ribasso (vincite %) | 9 (33.33%) | Posizioni al rialzo (vincite %) | 2 (50.00%) |
Operazioni con profitto (% del totale) | 4 (36.36%) | Operazioni in perdita (% del totale) | 7 (63.64%) | ||
Il piu' grande | operazione con profito | 8033.69 | operazione in perdita | -7820.38 | |
Media | operazione con profito | 2358.86 | operazione in perdita | -6844.52 | |
Massimo | vincite consecutive (profitto in denaro) | 2 (8883.54) | perdite consecutive (perdita in denaro) | 4 (-29966.02) | |
Massimale | profitto consecutivo (numero delle vincite) | 8883.54 (2) | perdita consecutiva (numero delle perdite) | -29966.02 (4) | |
Media | vincite consecutive | 1 | perdite consecutive | 2 |
# | Data/Orario | Tipo | Ordine | Lotti | Prezzo | Stop Loss | Take profit | Profitto | Saldo |
1 | 2008.01.03 00:01 | buy stop | 1 | 5.30 | 1.1298 | 1.1147 | 1.1398 | ||
2 | 2008.01.04 00:00 | modify | 1 | 5.30 | 1.1200 | 1.1104 | 1.1398 | ||
3 | 2008.01.07 00:01 | delete | 1 | 5.30 | 1.1200 | 1.1104 | 1.1398 | ||
4 | 2008.02.07 00:01 | sell stop | 2 | 14.30 | 1.0948 | 1.1004 | 1.0848 | ||
5 | 2008.02.07 10:38 | sell | 2 | 14.30 | 1.0948 | 1.1004 | 1.0848 | ||
6 | 2008.02.07 14:40 | s/l | 2 | 14.30 | 1.1004 | 1.1004 | 1.0848 | -7276.69 | 492723.31 |
7 | 2008.06.02 00:08 | buy stop | 3 | 6.80 | 1.0527 | 1.0411 | 1.0627 | ||
8 | 2008.06.03 00:09 | modify | 3 | 6.80 | 1.0448 | 1.0323 | 1.0627 | ||
9 | 2008.06.03 15:22 | buy | 3 | 6.80 | 1.0448 | 1.0323 | 1.0627 | ||
10 | 2008.06.05 12:01 | modify | 3 | 6.80 | 1.0448 | 1.0448 | 1.0608 | ||
11 | 2008.06.05 12:01 | modify | 3 | 6.80 | 1.0448 | 1.0449 | 1.0609 | ||
12 | 2008.06.05 12:08 | modify | 3 | 6.80 | 1.0448 | 1.0459 | 1.0619 | ||
13 | 2008.06.05 12:08 | modify | 3 | 6.80 | 1.0448 | 1.0460 | 1.0620 | ||
14 | 2008.06.05 14:33 | modify | 3 | 6.80 | 1.0448 | 1.0461 | 1.0621 | ||
15 | 2008.06.05 14:57 | s/l | 3 | 6.80 | 1.0461 | 1.0461 | 1.0621 | 849.85 | 493573.16 |
16 | 2008.06.24 00:00 | sell stop | 4 | 5.20 | 1.0340 | 1.0492 | 1.0240 | ||
17 | 2008.06.25 00:00 | modify | 4 | 5.20 | 1.0347 | 1.0470 | 1.0240 | ||
18 | 2008.06.25 20:41 | sell | 4 | 5.20 | 1.0347 | 1.0470 | 1.0240 | ||
19 | 2008.06.26 13:48 | modify | 4 | 5.20 | 1.0347 | 1.0334 | 1.0174 | ||
20 | 2008.06.26 13:48 | modify | 4 | 5.20 | 1.0347 | 1.0333 | 1.0173 | ||
21 | 2008.06.26 13:48 | modify | 4 | 5.20 | 1.0347 | 1.0332 | 1.0172 | ||
22 | 2008.06.26 13:48 | modify | 4 | 5.20 | 1.0347 | 1.0331 | 1.0171 | ||
23 | 2008.06.26 13:48 | modify | 4 | 5.20 | 1.0347 | 1.0330 | 1.0170 | ||
24 | 2008.06.26 13:48 | modify | 4 | 5.20 | 1.0347 | 1.0328 | 1.0168 | ||
25 | 2008.06.26 17:00 | modify | 4 | 5.20 | 1.0347 | 1.0327 | 1.0167 | ||
26 | 2008.06.26 17:00 | modify | 4 | 5.20 | 1.0347 | 1.0325 | 1.0165 | ||
27 | 2008.06.26 17:01 | modify | 4 | 5.20 | 1.0347 | 1.0324 | 1.0164 | ||
28 | 2008.06.26 18:16 | modify | 4 | 5.20 | 1.0347 | 1.0322 | 1.0162 | ||
29 | 2008.06.26 18:24 | modify | 4 | 5.20 | 1.0347 | 1.0316 | 1.0156 | ||
30 | 2008.06.26 18:32 | modify | 4 | 5.20 | 1.0347 | 1.0315 | 1.0155 | ||
31 | 2008.06.26 18:33 | modify | 4 | 5.20 | 1.0347 | 1.0314 | 1.0154 | ||
32 | 2008.06.26 20:16 | modify | 4 | 5.20 | 1.0347 | 1.0313 | 1.0153 | ||
33 | 2008.06.26 20:16 | modify | 4 | 5.20 | 1.0347 | 1.0312 | 1.0152 | ||
34 | 2008.06.26 20:16 | modify | 4 | 5.20 | 1.0347 | 1.0311 | 1.0151 | ||
35 | 2008.06.26 20:16 | modify | 4 | 5.20 | 1.0347 | 1.0310 | 1.0150 | ||
36 | 2008.06.26 20:24 | modify | 4 | 5.20 | 1.0347 | 1.0297 | 1.0137 | ||
37 | 2008.06.26 20:24 | modify | 4 | 5.20 | 1.0347 | 1.0295 | 1.0135 | ||
38 | 2008.06.26 20:24 | modify | 4 | 5.20 | 1.0347 | 1.0294 | 1.0134 | ||
39 | 2008.06.26 20:24 | modify | 4 | 5.20 | 1.0347 | 1.0292 | 1.0132 | ||
40 | 2008.06.26 20:25 | modify | 4 | 5.20 | 1.0347 | 1.0291 | 1.0131 | ||
41 | 2008.06.26 20:32 | modify | 4 | 5.20 | 1.0347 | 1.0285 | 1.0125 | ||
42 | 2008.06.26 20:32 | modify | 4 | 5.20 | 1.0347 | 1.0284 | 1.0124 | ||
43 | 2008.06.26 20:33 | modify | 4 | 5.20 | 1.0347 | 1.0283 | 1.0123 | ||
44 | 2008.06.26 20:33 | modify | 4 | 5.20 | 1.0347 | 1.0282 | 1.0122 | ||
45 | 2008.06.26 20:40 | modify | 4 | 5.20 | 1.0347 | 1.0280 | 1.0120 | ||
46 | 2008.06.26 20:40 | modify | 4 | 5.20 | 1.0347 | 1.0279 | 1.0119 | ||
47 | 2008.06.27 09:40 | modify | 4 | 5.20 | 1.0347 | 1.0278 | 1.0118 | ||
48 | 2008.06.27 09:40 | modify | 4 | 5.20 | 1.0347 | 1.0277 | 1.0117 | ||
49 | 2008.06.27 09:40 | modify | 4 | 5.20 | 1.0347 | 1.0276 | 1.0116 | ||
50 | 2008.06.27 09:41 | modify | 4 | 5.20 | 1.0347 | 1.0275 | 1.0115 | ||
51 | 2008.06.27 09:48 | modify | 4 | 5.20 | 1.0347 | 1.0274 | 1.0114 | ||
52 | 2008.06.27 09:48 | modify | 4 | 5.20 | 1.0347 | 1.0273 | 1.0113 | ||
53 | 2008.06.27 10:00 | modify | 4 | 5.20 | 1.0347 | 1.0272 | 1.0112 | ||
54 | 2008.06.27 10:00 | modify | 4 | 5.20 | 1.0347 | 1.0271 | 1.0111 | ||
55 | 2008.06.27 10:24 | modify | 4 | 5.20 | 1.0347 | 1.0270 | 1.0110 | ||
56 | 2008.06.27 10:40 | modify | 4 | 5.20 | 1.0347 | 1.0236 | 1.0076 | ||
57 | 2008.06.27 10:40 | modify | 4 | 5.20 | 1.0347 | 1.0234 | 1.0074 | ||
58 | 2008.06.27 10:40 | modify | 4 | 5.20 | 1.0347 | 1.0233 | 1.0073 | ||
59 | 2008.06.27 10:40 | modify | 4 | 5.20 | 1.0347 | 1.0231 | 1.0071 | ||
60 | 2008.06.27 10:40 | modify | 4 | 5.20 | 1.0347 | 1.0229 | 1.0069 | ||
61 | 2008.06.27 10:40 | modify | 4 | 5.20 | 1.0347 | 1.0228 | 1.0068 | ||
62 | 2008.06.27 10:41 | modify | 4 | 5.20 | 1.0347 | 1.0227 | 1.0067 | ||
63 | 2008.06.27 10:41 | modify | 4 | 5.20 | 1.0347 | 1.0226 | 1.0066 | ||
64 | 2008.06.30 08:00 | modify | 4 | 5.20 | 1.0347 | 1.0225 | 1.0065 | ||
65 | 2008.06.30 08:01 | modify | 4 | 5.20 | 1.0347 | 1.0224 | 1.0064 | ||
66 | 2008.06.30 08:01 | modify | 4 | 5.20 | 1.0347 | 1.0223 | 1.0063 | ||
67 | 2008.06.30 08:01 | modify | 4 | 5.20 | 1.0347 | 1.0222 | 1.0062 | ||
68 | 2008.06.30 08:08 | modify | 4 | 5.20 | 1.0347 | 1.0221 | 1.0061 | ||
69 | 2008.06.30 08:17 | modify | 4 | 5.20 | 1.0347 | 1.0217 | 1.0057 | ||
70 | 2008.06.30 10:08 | modify | 4 | 5.20 | 1.0347 | 1.0214 | 1.0054 | ||
71 | 2008.06.30 10:08 | modify | 4 | 5.20 | 1.0347 | 1.0213 | 1.0053 | ||
72 | 2008.06.30 10:08 | modify | 4 | 5.20 | 1.0347 | 1.0212 | 1.0052 | ||
73 | 2008.06.30 10:08 | modify | 4 | 5.20 | 1.0347 | 1.0211 | 1.0051 | ||
74 | 2008.06.30 10:09 | modify | 4 | 5.20 | 1.0347 | 1.0210 | 1.0050 | ||
75 | 2008.06.30 10:16 | modify | 4 | 5.20 | 1.0347 | 1.0209 | 1.0049 | ||
76 | 2008.06.30 10:16 | modify | 4 | 5.20 | 1.0347 | 1.0208 | 1.0048 | ||
77 | 2008.06.30 10:16 | modify | 4 | 5.20 | 1.0347 | 1.0207 | 1.0047 | ||
78 | 2008.06.30 10:16 | modify | 4 | 5.20 | 1.0347 | 1.0206 | 1.0046 | ||
79 | 2008.06.30 10:16 | modify | 4 | 5.20 | 1.0347 | 1.0205 | 1.0045 | ||
80 | 2008.06.30 10:16 | modify | 4 | 5.20 | 1.0347 | 1.0204 | 1.0044 | ||
81 | 2008.06.30 10:17 | modify | 4 | 5.20 | 1.0347 | 1.0203 | 1.0043 | ||
82 | 2008.06.30 10:17 | modify | 4 | 5.20 | 1.0347 | 1.0202 | 1.0042 | ||
83 | 2008.06.30 10:17 | modify | 4 | 5.20 | 1.0347 | 1.0201 | 1.0041 | ||
84 | 2008.06.30 10:17 | modify | 4 | 5.20 | 1.0347 | 1.0200 | 1.0040 | ||
85 | 2008.06.30 10:48 | modify | 4 | 5.20 | 1.0347 | 1.0191 | 1.0031 | ||
86 | 2008.06.30 10:48 | modify | 4 | 5.20 | 1.0347 | 1.0189 | 1.0029 | ||
87 | 2008.06.30 13:02 | s/l | 4 | 5.20 | 1.0189 | 1.0189 | 1.0029 | 8033.69 | 501606.85 |
88 | 2008.07.07 00:16 | sell stop | 5 | 17.10 | 1.0230 | 1.0277 | 1.0130 | ||
89 | 2008.07.07 19:02 | sell | 5 | 17.10 | 1.0230 | 1.0277 | 1.0130 | ||
90 | 2008.07.07 21:40 | s/l | 5 | 17.10 | 1.0277 | 1.0277 | 1.0130 | -7820.38 | 493786.47 |
91 | 2008.07.08 00:00 | sell stop | 6 | 6.70 | 1.0224 | 1.0342 | 1.0124 | ||
92 | 2008.07.08 10:11 | sell | 6 | 6.70 | 1.0224 | 1.0342 | 1.0124 | ||
93 | 2008.07.08 19:08 | s/l | 6 | 6.70 | 1.0342 | 1.0342 | 1.0124 | -7643.82 | 486142.65 |
94 | 2008.07.25 00:00 | sell stop | 7 | 13.90 | 1.0348 | 1.0404 | 1.0248 | ||
95 | 2008.07.25 05:59 | sell | 7 | 13.90 | 1.0348 | 1.0404 | 1.0248 | ||
96 | 2008.07.25 16:00 | s/l | 7 | 13.90 | 1.0404 | 1.0404 | 1.0248 | -7481.74 | 478660.91 |
97 | 2008.08.26 00:16 | buy stop | 8 | 7.10 | 1.1029 | 1.0921 | 1.1129 | ||
98 | 2008.08.26 09:14 | buy | 8 | 7.10 | 1.1029 | 1.0921 | 1.1129 | ||
99 | 2008.08.27 12:41 | s/l | 8 | 7.10 | 1.0921 | 1.0921 | 1.1129 | -7020.08 | 471640.83 |
100 | 2008.09.17 00:00 | sell stop | 9 | 3.70 | 1.1044 | 1.1248 | 1.0944 | ||
101 | 2008.09.17 20:03 | sell | 9 | 3.70 | 1.1044 | 1.1248 | 1.0944 | ||
102 | 2008.09.18 02:40 | modify | 9 | 3.70 | 1.1044 | 1.1038 | 1.0878 | ||
103 | 2008.09.18 02:40 | modify | 9 | 3.70 | 1.1044 | 1.1037 | 1.0877 | ||
104 | 2008.09.18 02:40 | modify | 9 | 3.70 | 1.1044 | 1.1036 | 1.0876 | ||
105 | 2008.09.18 02:40 | modify | 9 | 3.70 | 1.1044 | 1.1035 | 1.0875 | ||
106 | 2008.09.18 02:40 | modify | 9 | 3.70 | 1.1044 | 1.1033 | 1.0873 | ||
107 | 2008.09.18 02:41 | modify | 9 | 3.70 | 1.1044 | 1.1031 | 1.0871 | ||
108 | 2008.09.18 02:41 | modify | 9 | 3.70 | 1.1044 | 1.1029 | 1.0869 | ||
109 | 2008.09.18 08:05 | s/l | 9 | 3.70 | 1.1029 | 1.1029 | 1.0869 | 490.45 | 472131.28 |
110 | 2008.09.29 00:08 | sell stop | 10 | 9.00 | 1.0827 | 1.0911 | 1.0727 | ||
111 | 2008.09.29 19:46 | sell | 10 | 9.00 | 1.0827 | 1.0911 | 1.0727 | ||
112 | 2008.09.29 19:54 | s/l | 10 | 9.00 | 1.0911 | 1.0911 | 1.0727 | -6928.79 | 465202.49 |
113 | 2008.10.14 00:00 | sell stop | 11 | 3.80 | 1.1244 | 1.1440 | 1.1144 | ||
114 | 2008.10.15 00:00 | modify | 11 | 3.80 | 1.1271 | 1.1381 | 1.1144 | ||
115 | 2008.10.16 00:00 | modify | 11 | 3.80 | 1.1294 | 1.1406 | 1.1144 | ||
116 | 2008.10.16 13:15 | sell | 11 | 3.80 | 1.1294 | 1.1406 | 1.1144 | ||
117 | 2008.10.20 14:36 | s/l | 11 | 3.80 | 1.1406 | 1.1406 | 1.1144 | -3740.11 | 461462.37 |
118 | 2008.10.22 00:01 | sell stop | 12 | 7.10 | 1.1486 | 1.1590 | 1.1386 | ||
119 | 2008.10.23 00:00 | modify | 12 | 7.10 | 1.1506 | 1.1711 | 1.1386 | ||
120 | 2008.10.24 00:00 | modify | 12 | 7.10 | 1.1558 | 1.1697 | 1.1386 | ||
121 | 2008.10.24 11:34 | sell | 12 | 7.10 | 1.1558 | 1.1697 | 1.1386 | ||
122 | 2008.10.24 13:25 | modify | 12 | 7.10 | 1.1558 | 1.1558 | 1.1398 | ||
123 | 2008.10.24 13:25 | modify | 12 | 7.10 | 1.1558 | 1.1557 | 1.1397 | ||
124 | 2008.10.24 13:32 | s/l | 12 | 7.10 | 1.1557 | 1.1557 | 1.1397 | 61.43 | 461523.80 |