Simbolis | GBPJPYFXF (Great Britain Pound vs Japanese Yen) | ||||
Periodas | 1 Valandos (H1) 2009.09.28 06:00 - 2010.03.08 15:00 | ||||
Modelis | Kiekvienas kainos pokytis (pats tiksliausias metodas, pagrystas visais laiko periodais) | ||||
parametrai | MagicNumber=123; Lots=1; UseHedge=false; TPMultiplier=5; SLMultiplier=5; EMA_PERIOD=24; FAST_EMA_PERIOD=12; SLOW_EMA_PERIOD=26; MACD_SIGNAL_PERIOD=6; ATR_PERIOD=14; | ||||
Stulpelių testavime | 2827 | Sumodeliuota momentinių kainų | 3462161 | Modeliavimo kokybė | n/a |
Grafikų nesutapimo klaida | 130 | ||||
Pradinis depozitas | 10000.00 | ||||
Grynasis pelnas | 24642.58 | Didžiausias pelnas | 78696.92 | Didžiausias nuostolis | -54054.34 |
Pelno faktorius | 1.46 | Tikėtina išmoka | 397.46 | ||
Absoliutus nuosmukis | 1342.96 | Maksimalus nuosmukis | 8189.41 (32.27%) | Sąlyginis nuosmukis | 45.40% (7197.66) |
Viso sandorių | 62 | Pardavimo pozicijos (laimėtos %) | 31 (67.74%) | Pirkimo pozicijos (laimėtos %) | 31 (48.39%) |
Pelningų sandorių (procentaliai) | 36 (58.06%) | Nuostolingų sandorių (procentaliai) | 26 (41.94%) | ||
Didžiausias | pelningas sandoris | 4113.95 | nuostolingas sandoris | -2927.45 | |
Vidurkis | pelningas sandoris | 2186.03 | nuostolingas sandoris | -2079.01 | |
Maksumumas | laimėjimų iš eilės (pelnas pinigais) | 4 (9657.88) | pralaimėjimų iš eilės (nuostolis pinigais) | 3 (-6892.97) | |
Maksmalus | pelnas iš eilės (laimėjimų skaičius) | 9657.88 (4) | nuostolis iš eilės (pralaimėjimų skaičius) | -6892.97 (3) | |
Vidurkis | laimėjimų iš eilės | 2 | pralaimėjimų iš eilės | 2 |
# | Laikas | Tipas | Įsakymas | Dydis | Kaina | S / L | T / P | Pelnas | Balansas |
1 | 2009.09.28 09:00 | buy | 1 | 1.00 | 142.28 | 138.58 | 145.98 | ||
2 | 2009.09.30 14:00 | sell | 2 | 1.00 | 143.17 | 145.38 | 140.96 | ||
3 | 2009.10.01 10:00 | buy | 3 | 1.00 | 144.25 | 142.47 | 146.03 | ||
4 | 2009.10.01 14:00 | sell | 4 | 1.00 | 143.19 | 145.13 | 141.25 | ||
5 | 2009.10.01 22:42 | s/l | 3 | 1.00 | 142.47 | 142.47 | 146.03 | -1969.25 | 8030.75 |
6 | 2009.10.02 12:32 | t/p | 4 | 1.00 | 141.25 | 145.13 | 141.25 | 2140.25 | 10171.00 |
7 | 2009.10.02 12:32 | t/p | 2 | 1.00 | 140.96 | 145.38 | 140.96 | 2422.28 | 12593.28 |
8 | 2009.10.02 18:00 | buy | 5 | 1.00 | 142.68 | 140.05 | 145.31 | ||
9 | 2009.10.05 16:00 | sell | 6 | 1.00 | 142.63 | 144.29 | 140.97 | ||
10 | 2009.10.07 05:17 | t/p | 6 | 1.00 | 140.97 | 144.29 | 140.97 | 1824.81 | 14418.09 |
11 | 2009.10.07 10:03 | s/l | 5 | 1.00 | 140.05 | 140.05 | 145.31 | -2905.97 | 11512.12 |
12 | 2009.10.07 13:00 | buy | 7 | 1.00 | 141.74 | 139.40 | 144.08 | ||
13 | 2009.10.09 11:00 | sell | 8 | 1.00 | 142.05 | 143.92 | 140.18 | ||
14 | 2009.10.13 16:00 | buy | 9 | 1.00 | 142.60 | 140.52 | 144.68 | ||
15 | 2009.10.14 06:00 | sell | 10 | 1.00 | 142.22 | 143.91 | 140.53 | ||
16 | 2009.10.15 06:17 | s/l | 10 | 1.00 | 143.91 | 143.91 | 140.53 | -1885.67 | 9626.45 |
17 | 2009.10.15 06:17 | s/l | 8 | 1.00 | 143.92 | 143.92 | 140.18 | -2101.34 | 7525.11 |
18 | 2009.10.15 06:47 | t/p | 7 | 1.00 | 144.08 | 139.40 | 144.08 | 2599.56 | 10124.67 |
19 | 2009.10.15 07:53 | t/p | 9 | 1.00 | 144.68 | 140.52 | 144.68 | 2305.32 | 12429.99 |
20 | 2009.10.15 09:37 | t/p | 1 | 1.00 | 145.98 | 138.58 | 145.98 | 4113.95 | 16543.94 |
21 | 2009.10.26 13:00 | buy | 11 | 1.00 | 150.27 | 148.53 | 152.01 | ||
22 | 2009.10.27 19:00 | sell | 12 | 1.00 | 150.37 | 152.50 | 148.24 | ||
23 | 2009.10.28 09:22 | s/l | 11 | 1.00 | 148.53 | 148.53 | 152.01 | -1922.57 | 14621.38 |
24 | 2009.10.29 00:08 | t/p | 12 | 1.00 | 148.24 | 152.50 | 148.24 | 2333.27 | 16954.65 |
25 | 2009.10.29 09:00 | buy | 13 | 1.00 | 148.98 | 146.79 | 151.17 | ||
26 | 2009.10.29 13:37 | t/p | 13 | 1.00 | 151.17 | 146.79 | 151.17 | 2422.57 | 19377.22 |
27 | 2009.10.30 07:00 | sell | 14 | 1.00 | 150.33 | 152.01 | 148.65 | ||
28 | 2009.10.30 15:52 | t/p | 14 | 1.00 | 148.65 | 152.01 | 148.65 | 1857.79 | 21235.01 |
29 | 2009.11.02 16:00 | buy | 15 | 1.00 | 148.25 | 145.50 | 151.00 | ||
30 | 2009.11.04 19:15 | t/p | 15 | 1.00 | 151.00 | 145.50 | 151.00 | 3044.25 | 24279.26 |
31 | 2009.11.05 02:00 | sell | 16 | 1.00 | 149.45 | 151.75 | 147.15 | ||
32 | 2009.11.09 04:00 | buy | 17 | 1.00 | 150.74 | 148.58 | 152.90 | ||
33 | 2009.11.09 19:00 | sell | 18 | 1.00 | 150.39 | 152.58 | 148.20 | ||
34 | 2009.11.10 23:00 | buy | 19 | 1.00 | 150.32 | 148.39 | 152.25 | ||
35 | 2009.11.11 18:53 | s/l | 17 | 1.00 | 148.58 | 148.58 | 152.90 | -2387.17 | 21892.09 |
36 | 2009.11.12 07:47 | s/l | 19 | 1.00 | 148.39 | 148.39 | 152.25 | -2130.53 | 19761.56 |
37 | 2009.11.13 15:00 | sell | 20 | 1.00 | 149.12 | 150.87 | 147.37 | ||
38 | 2009.11.19 07:47 | t/p | 18 | 1.00 | 148.20 | 152.58 | 148.20 | 2355.34 | 22116.90 |
39 | 2009.11.19 14:53 | t/p | 20 | 1.00 | 147.37 | 150.87 | 147.37 | 1901.99 | 24018.89 |
40 | 2009.11.19 23:00 | buy | 21 | 1.00 | 148.12 | 146.33 | 149.91 | ||
41 | 2009.11.20 09:38 | t/p | 16 | 1.00 | 147.15 | 151.75 | 147.15 | 2460.38 | 26479.27 |
42 | 2009.11.24 04:00 | sell | 22 | 1.00 | 147.25 | 148.56 | 145.94 | ||
43 | 2009.11.24 09:36 | s/l | 21 | 1.00 | 146.33 | 146.33 | 149.91 | -1976.77 | 24502.50 |
44 | 2009.11.25 00:00 | buy | 23 | 1.00 | 146.94 | 145.53 | 148.35 | ||
45 | 2009.11.25 14:43 | t/p | 22 | 1.00 | 145.94 | 148.56 | 145.94 | 1443.10 | 25945.59 |
46 | 2009.11.26 03:30 | s/l | 23 | 1.00 | 145.53 | 145.53 | 148.35 | -1556.42 | 24389.17 |
47 | 2009.12.02 21:00 | sell | 24 | 1.00 | 145.36 | 147.31 | 143.41 | ||
48 | 2009.12.04 12:13 | s/l | 24 | 1.00 | 147.31 | 147.31 | 143.41 | -2178.75 | 22210.42 |
49 | 2009.12.09 05:00 | buy | 25 | 1.00 | 143.78 | 141.87 | 145.69 | ||
50 | 2009.12.13 23:00 | sell | 26 | 1.00 | 144.76 | 146.89 | 142.63 | ||
51 | 2009.12.14 20:00 | buy | 27 | 1.00 | 144.49 | 142.63 | 146.35 | ||
52 | 2009.12.15 15:17 | t/p | 25 | 1.00 | 145.69 | 141.87 | 145.69 | 2118.77 | 24329.20 |
53 | 2009.12.16 04:00 | sell | 28 | 1.00 | 145.48 | 146.89 | 144.07 | ||
54 | 2009.12.16 10:02 | t/p | 27 | 1.00 | 146.35 | 142.63 | 146.35 | 2059.05 | 26388.25 |
55 | 2009.12.16 14:08 | s/l | 26 | 1.00 | 146.89 | 146.89 | 142.63 | -2371.51 | 24016.75 |
56 | 2009.12.16 14:08 | s/l | 28 | 1.00 | 146.89 | 146.89 | 144.07 | -1558.88 | 22457.87 |
57 | 2009.12.18 09:00 | buy | 29 | 1.00 | 146.21 | 143.19 | 149.23 | ||
58 | 2009.12.21 10:00 | sell | 30 | 1.00 | 145.86 | 147.39 | 144.33 | ||
59 | 2009.12.24 03:00 | buy | 31 | 1.00 | 146.41 | 145.28 | 147.54 | ||
60 | 2009.12.29 16:00 | sell | 32 | 1.00 | 146.65 | 147.72 | 145.58 | ||
61 | 2009.12.30 14:59 | s/l | 30 | 1.00 | 147.39 | 147.39 | 144.33 | -1741.37 | 20716.50 |
62 | 2009.12.30 15:00 | buy | 33 | 1.00 | 147.41 | 145.96 | 148.86 | ||
63 | 2009.12.30 15:16 | t/p | 31 | 1.00 | 147.54 | 145.28 | 147.54 | 1254.15 | 21970.65 |
64 | 2009.12.30 15:17 | s/l | 32 | 1.00 | 147.72 | 147.72 | 145.58 | -1188.51 | 20782.14 |
65 | 2009.12.30 17:06 | t/p | 33 | 1.00 | 148.86 | 145.96 | 148.86 | 1603.63 | 22385.77 |
66 | 2009.12.31 11:00 | t/p | 29 | 1.00 | 149.23 | 143.19 | 149.23 | 3354.36 | 25740.13 |
67 | 2010.01.04 00:00 | sell | 34 | 1.00 | 149.65 | 151.41 | 147.89 | ||
68 | 2010.01.05 04:40 | t/p | 34 | 1.00 | 147.89 | 151.41 | 147.89 | 1940.29 | 27680.43 |
69 | 2010.01.06 04:00 | buy | 35 | 1.00 | 146.88 | 145.05 | 148.71 | ||
70 | 2010.01.07 20:20 | t/p | 35 | 1.00 | 148.71 | 145.05 | 148.71 | 2027.21 | 29707.64 |
71 | 2010.01.08 15:00 | sell | 36 | 1.00 | 148.76 | 150.77 | 146.75 | ||
72 | 2010.01.11 10:00 | buy | 37 | 1.00 | 149.34 | 147.86 | 150.82 | ||
73 | 2010.01.11 18:00 | sell | 38 | 1.00 | 148.33 | 150.05 | 146.61 | ||
74 | 2010.01.12 01:16 | s/l | 37 | 1.00 | 147.86 | 147.86 | 150.82 | -1635.69 | 28071.95 |
75 | 2010.01.12 17:52 | t/p | 36 | 1.00 | 146.75 | 150.77 | 146.75 | 2211.16 | 30283.11 |
76 | 2010.01.13 06:00 | buy | 39 | 1.00 | 147.46 | 145.70 | 149.22 | ||
77 | 2010.01.14 02:45 | t/p | 39 | 1.00 | 149.22 | 145.70 | 149.22 | 1949.79 | 32232.90 |
78 | 2010.01.14 15:00 | sell | 40 | 1.00 | 148.74 | 150.71 | 146.77 | ||
79 | 2010.01.18 05:00 | buy | 41 | 1.00 | 148.27 | 146.46 | 150.08 | ||
80 | 2010.01.20 04:00 | sell | 42 | 1.00 | 148.91 | 150.14 | 147.68 | ||
81 | 2010.01.20 08:02 | t/p | 42 | 1.00 | 147.68 | 150.14 | 147.68 | 1360.02 | 33592.92 |
82 | 2010.01.20 22:00 | buy | 43 | 1.00 | 148.68 | 146.82 | 150.54 | ||
83 | 2010.01.21 11:00 | sell | 44 | 1.00 | 148.00 | 149.60 | 146.40 | ||
84 | 2010.01.21 16:07 | s/l | 43 | 1.00 | 146.82 | 146.82 | 150.54 | -2053.75 | 31539.17 |
85 | 2010.01.21 16:07 | t/p | 40 | 1.00 | 146.77 | 150.71 | 146.77 | 2139.49 | 33678.66 |
86 | 2010.01.21 16:15 | t/p | 38 | 1.00 | 146.61 | 150.05 | 146.61 | 1835.40 | 35514.06 |
87 | 2010.01.21 16:15 | s/l | 41 | 1.00 | 146.46 | 146.46 | 150.08 | -1996.23 | 33517.83 |
88 | 2010.01.21 16:42 | t/p | 44 | 1.00 | 146.40 | 149.60 | 146.40 | 1769.13 | 35286.96 |
89 | 2010.01.22 10:00 | buy | 45 | 1.00 | 146.64 | 143.99 | 149.29 | ||
90 | 2010.01.26 09:00 | sell | 46 | 1.00 | 146.12 | 148.69 | 143.55 | ||
91 | 2010.01.27 03:41 | s/l | 45 | 1.00 | 143.99 | 143.99 | 149.29 | -2927.45 | 32359.51 |
92 | 2010.01.27 11:00 | buy | 47 | 1.00 | 145.10 | 142.81 | 147.39 | ||
93 | 2010.01.28 17:00 | sell | 48 | 1.00 | 144.94 | 147.54 | 142.34 | ||
94 | 2010.01.29 11:00 | buy | 49 | 1.00 | 145.81 | 143.70 | 147.92 | ||
95 | 2010.01.29 18:00 | sell | 50 | 1.00 | 144.85 | 147.39 | 142.31 | ||
96 | 2010.01.31 22:00 | t/p | 46 | 1.00 | 143.55 | 148.69 | 143.55 | 2813.98 | 35173.50 |
97 | 2010.01.31 22:00 | s/l | 49 | 1.00 | 143.70 | 143.70 | 147.92 | -2333.55 | 32839.95 |
98 | 2010.02.01 16:00 | buy | 51 | 1.00 | 144.39 | 142.30 | 146.48 | ||
99 | 2010.02.02 14:00 | sell | 52 | 1.00 | 144.12 | 146.15 | 142.09 | ||
100 | 2010.02.03 00:00 | buy | 53 | 1.00 | 144.65 | 143.22 | 146.08 | ||
101 | 2010.02.03 22:00 | sell | 54 | 1.00 | 144.57 | 146.22 | 142.92 | ||
102 | 2010.02.04 14:15 | s/l | 53 | 1.00 | 143.22 | 143.22 | 146.08 | -1578.19 | 31261.76 |
103 | 2010.02.04 14:57 | t/p | 54 | 1.00 | 142.92 | 146.22 | 142.92 | 1807.82 | 33069.57 |
104 | 2010.02.04 15:07 | s/l | 47 | 1.00 | 142.81 | 142.81 | 147.39 | -2521.56 | 30548.01 |
105 | 2010.02.04 16:12 | s/l | 51 | 1.00 | 142.30 | 142.30 | 146.48 | -2305.90 | 28242.12 |
106 | 2010.02.04 16:13 | t/p | 48 | 1.00 | 142.34 | 147.54 | 142.34 | 2836.10 | 31078.21 |
107 | 2010.02.04 16:13 | t/p | 50 | 1.00 | 142.31 | 147.39 | 142.31 | 2775.28 | 33853.49 |
108 | 2010.02.04 16:17 | t/p | 52 | 1.00 | 142.09 | 146.15 | 142.09 | 2222.44 | 36075.93 |
109 | 2010.02.05 11:00 | buy | 55 | 1.00 | 140.45 | 138.09 | 142.81 | ||
110 | 2010.02.10 12:00 | sell | 56 | 1.00 | 140.41 | 142.42 | 138.40 | ||
111 | 2010.02.11 19:00 | buy | 57 | 1.00 | 140.69 | 138.62 | 142.76 | ||
112 | 2010.02.12 13:00 | sell | 58 | 1.00 | 140.56 | 143.09 | 138.03 | ||
113 | 2010.02.16 16:42 | s/l | 56 | 1.00 | 142.42 | 142.42 | 138.40 | -2255.92 | 33820.01 |
114 | 2010.02.17 08:05 | t/p | 57 | 1.00 | 142.76 | 138.62 | 142.76 | 2294.00 | 36114.01 |
115 | 2010.02.17 08:06 | t/p | 55 | 1.00 | 142.81 | 138.09 | 142.81 | 2621.40 | 38735.41 |
116 | 2010.02.17 12:12 | s/l | 58 | 1.00 | 143.09 | 143.09 | 138.03 | -2814.36 | 35921.05 |
117 | 2010.02.18 21:00 | buy | 59 | 1.00 | 142.60 | 140.30 | 144.90 | ||
118 | 2010.02.23 10:01 | s/l | 59 | 1.00 | 140.30 | 140.30 | 144.90 | -2540.65 | 33380.41 |
119 | 2010.03.04 06:00 | sell | 60 | 1.00 | 133.23 | 134.33 | 132.13 | ||
120 | 2010.03.04 14:00 | buy | 61 | 1.00 | 134.13 | 132.40 | 135.86 | ||
121 | 2010.03.04 14:03 | s/l | 60 | 1.00 | 134.33 | 134.33 | 132.13 | -1216.41 | 32164.00 |
122 | 2010.03.05 15:16 | t/p | 61 | 1.00 | 135.86 | 132.40 | 135.86 | 1914.62 | 34078.61 |
123 | 2010.03.08 10:00 | sell | 62 | 1.00 | 136.78 | 138.24 | 135.32 | ||
124 | 2010.03.08 15:23 | close at stop | 62 | 1.00 | 136.27 | 138.24 | 135.32 | 563.97 | 34642.58 |