Strategy Tester Report
!$_Zazzy v1.04
AlpariUK-Demo (Build 402)
| Symbol | XAGUSD (Silver Spot) | ||||
| Periode | 1 Stunde (H1) 2011.02.04 00:00 - 2011.02.21 22:00 (2011.02.04 - 2011.02.22) | ||||
| Modell | Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert) | ||||
| Parameter | S_Indicators="*** Entry Settings ***"; PSAR.Step=0.015; PSAR.Maximum=0.25; TrendCCIPeriod=14; ZAZ.ActivePeriods=5; OrderStrategy=1; S_MoneyManagement="*** Money Management ***"; Lots=0.1; RiskMM=false; EquityRiskPerCent=1; MinLots=0.01; MaxLots=100; NumberofEAs=1; ReverseSignals=false; S_OrderManagement="*** Order Management ***"; TakeProfit=0; TrailingProfit=0; UsePendingOrders=false; PlaceBracketOrders=false; MaxOpenOrders=100; TakeProfitsAt="1.0,2.0,3.0"; UseTPsForSL=false; Slippage=3; ECNBroker=false; MagicNumber=1961132650; S_Exit1="*** Order Exit Options ***"; TrailingStop=30; TrailingStep=5; BreakEven=0; BreakEvenPipsinProfit=20; ProfitRetention=5; TurtleStop=false; LookBackPeriod=4; ATRStop=false; ATRPeriod=55; ATRValue=2; ATRFileName="ATR"; MovingAverageStopLoss=false; MARPrice=6; MARMethod=8; MARPeriod=25; S_TradingTimes="*** Trading Times ***"; TradeHourStart=0; TradeHourStop=24; TradeSignalEveryTick=false; TradeSignalEveryBar=true; TradeSignalByMinutes=false; | ||||
| Balken im Test | 1277 | Ticks modelliert | 267720 | Modellierungsqualität | 90.00% |
| Fehler in Charts-Anpassung | 0 | ||||
| Ursprüngliche Einlage | 10000.00 | ||||
| Gesamt netto Profit | 2346.49 | Brutto Profit | 7616.49 | Brutto Loss | -5270.00 |
| Profit Faktor | 1.45 | Erwartetes Ergebnis | 52.14 | ||
| Drawdown absolut | 5760.00 | Maximaler Drawdown | 6690.00 (61.21%) | Relative Drawdown | 61.21% (6690.00) |
| Trades gesamt | 45 | Short Positionen (gewonnen %) | 31 (0.00%) | Long Positionen (gewonnen %) | 14 (100.00%) |
| Profit Trades (% gesamt) | 14 (31.11%) | Loss Trades (% gesamtl) | 31 (68.89%) | ||
| Grösster | Profit Trade | 2074.05 | Loss Trade | -170.00 | |
| Durchschnitt | Profit Trade | 544.04 | Loss Trade | -170.00 | |
| Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 14 (7616.49) | Aufeinanderfolgende Verluste (Verlust in Geld) | 31 (-5270.00) | |
| Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 7616.49 (14) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -5270.00 (31) | |
| Durchschnitt | aufeinanderfolgende Gewinne | 14 | aufeinanderfolgende Verluste | 31 | |
| Nr. | Zeit | Typ | Auftrag | Volumen | Preis | S / L | T / P | Gewinn | Bilanz |
| 1 | 2011.02.08 14:00 | sell | 1 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 2 | 2011.02.08 14:00 | sell | 2 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 3 | 2011.02.08 14:00 | sell | 3 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 4 | 2011.02.08 14:00 | sell | 4 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 5 | 2011.02.08 14:00 | sell | 5 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 6 | 2011.02.08 14:00 | sell | 6 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 7 | 2011.02.08 14:00 | sell | 7 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 8 | 2011.02.08 14:00 | sell | 8 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 9 | 2011.02.08 14:00 | sell | 9 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 10 | 2011.02.08 14:00 | sell | 10 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 11 | 2011.02.08 14:00 | sell | 11 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 12 | 2011.02.08 14:00 | sell | 12 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 13 | 2011.02.08 14:00 | sell | 13 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 14 | 2011.02.08 14:00 | sell | 14 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 15 | 2011.02.08 14:00 | sell | 15 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 16 | 2011.02.08 14:00 | sell | 16 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 17 | 2011.02.08 14:00 | sell | 17 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 18 | 2011.02.08 14:00 | sell | 18 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 19 | 2011.02.08 14:00 | sell | 19 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 20 | 2011.02.08 14:00 | sell | 20 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 21 | 2011.02.08 14:00 | sell | 21 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 22 | 2011.02.08 14:00 | sell | 22 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 23 | 2011.02.08 14:00 | sell | 23 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 24 | 2011.02.08 14:00 | sell | 24 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 25 | 2011.02.08 14:00 | sell | 25 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 26 | 2011.02.08 14:00 | sell | 26 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 27 | 2011.02.08 14:00 | sell | 27 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 28 | 2011.02.08 14:00 | sell | 28 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 29 | 2011.02.08 14:00 | sell | 29 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 30 | 2011.02.08 14:00 | sell | 30 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 31 | 2011.02.08 14:00 | sell | 31 | 0.10 | 29.34 | 29.68 | 0.00 | ||
| 32 | 2011.02.08 14:32 | s/l | 1 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 9830.00 |
| 33 | 2011.02.08 14:32 | s/l | 2 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 9660.00 |
| 34 | 2011.02.08 14:32 | s/l | 3 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 9490.00 |
| 35 | 2011.02.08 14:32 | s/l | 4 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 9320.00 |
| 36 | 2011.02.08 14:32 | s/l | 5 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 9150.00 |
| 37 | 2011.02.08 14:32 | s/l | 6 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 8980.00 |
| 38 | 2011.02.08 14:32 | s/l | 7 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 8810.00 |
| 39 | 2011.02.08 14:32 | s/l | 8 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 8640.00 |
| 40 | 2011.02.08 14:32 | s/l | 9 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 8470.00 |
| 41 | 2011.02.08 14:32 | s/l | 10 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 8300.00 |
| 42 | 2011.02.08 14:32 | s/l | 11 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 8130.00 |
| 43 | 2011.02.08 14:32 | s/l | 12 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 7960.00 |
| 44 | 2011.02.08 14:32 | s/l | 13 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 7790.00 |
| 45 | 2011.02.08 14:32 | s/l | 14 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 7620.00 |
| 46 | 2011.02.08 14:32 | s/l | 15 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 7450.00 |
| 47 | 2011.02.08 14:32 | s/l | 16 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 7280.00 |
| 48 | 2011.02.08 14:32 | s/l | 17 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 7110.00 |
| 49 | 2011.02.08 14:32 | s/l | 18 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 6940.00 |
| 50 | 2011.02.08 14:32 | s/l | 19 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 6770.00 |
| 51 | 2011.02.08 14:32 | s/l | 20 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 6600.00 |
| 52 | 2011.02.08 14:32 | s/l | 21 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 6430.00 |
| 53 | 2011.02.08 14:32 | s/l | 22 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 6260.00 |
| 54 | 2011.02.08 14:32 | s/l | 23 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 6090.00 |
| 55 | 2011.02.08 14:32 | s/l | 24 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 5920.00 |
| 56 | 2011.02.08 14:32 | s/l | 25 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 5750.00 |
| 57 | 2011.02.08 14:32 | s/l | 26 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 5580.00 |
| 58 | 2011.02.08 14:32 | s/l | 27 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 5410.00 |
| 59 | 2011.02.08 14:32 | s/l | 28 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 5240.00 |
| 60 | 2011.02.08 14:32 | s/l | 29 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 5070.00 |
| 61 | 2011.02.08 14:32 | s/l | 30 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 4900.00 |
| 62 | 2011.02.08 14:32 | s/l | 31 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 4730.00 |
| 63 | 2011.02.08 15:00 | buy | 32 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 64 | 2011.02.08 15:00 | buy | 33 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 65 | 2011.02.08 15:00 | buy | 34 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 66 | 2011.02.08 15:00 | buy | 35 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 67 | 2011.02.08 15:00 | buy | 36 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 68 | 2011.02.08 15:00 | buy | 37 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 69 | 2011.02.08 15:00 | buy | 38 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 70 | 2011.02.08 15:00 | buy | 39 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 71 | 2011.02.08 15:00 | buy | 40 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 72 | 2011.02.08 15:00 | buy | 41 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 73 | 2011.02.08 15:00 | buy | 42 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 74 | 2011.02.08 15:00 | buy | 43 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 75 | 2011.02.08 15:00 | buy | 44 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 76 | 2011.02.08 15:00 | buy | 45 | 0.10 | 29.70 | 29.36 | 0.00 | ||
| 77 | 2011.02.11 12:00 | close | 32 | 0.10 | 29.98 | 29.36 | 0.00 | 135.85 | 4865.85 |
| 78 | 2011.02.11 12:00 | close | 34 | 0.10 | 29.98 | 29.36 | 0.00 | 135.85 | 5001.70 |
| 79 | 2011.02.11 12:00 | close | 36 | 0.10 | 29.98 | 29.36 | 0.00 | 135.85 | 5137.55 |
| 80 | 2011.02.11 12:00 | close | 38 | 0.10 | 29.98 | 29.36 | 0.00 | 135.85 | 5273.40 |
| 81 | 2011.02.11 12:00 | close | 40 | 0.10 | 29.98 | 29.36 | 0.00 | 135.85 | 5409.25 |
| 82 | 2011.02.11 12:00 | close | 42 | 0.10 | 29.98 | 29.36 | 0.00 | 135.85 | 5545.10 |
| 83 | 2011.02.11 12:00 | close | 44 | 0.10 | 29.98 | 29.36 | 0.00 | 135.85 | 5680.95 |
| 84 | 2011.02.11 18:00 | close | 33 | 0.10 | 29.93 | 29.36 | 0.00 | 110.85 | 5791.80 |
| 85 | 2011.02.11 18:00 | close | 37 | 0.10 | 29.93 | 29.36 | 0.00 | 110.85 | 5902.65 |
| 86 | 2011.02.11 18:00 | close | 41 | 0.10 | 29.93 | 29.36 | 0.00 | 110.85 | 6013.50 |
| 87 | 2011.02.11 18:00 | close | 45 | 0.10 | 29.93 | 29.36 | 0.00 | 110.85 | 6124.35 |
| 88 | 2011.02.21 22:58 | close at stop | 43 | 0.10 | 33.87 | 29.36 | 0.00 | 2074.05 | 8198.40 |
| 89 | 2011.02.21 22:58 | close at stop | 39 | 0.10 | 33.87 | 29.36 | 0.00 | 2074.05 | 10272.45 |
| 90 | 2011.02.21 22:58 | close at stop | 35 | 0.10 | 33.87 | 29.36 | 0.00 | 2074.05 | 12346.49 |