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=2; 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 | -9378.16 | Brutto Profit | 0.00 | Brutto Loss | -9378.16 |
Profit Faktor | 0.00 | Erwartetes Ergebnis | -167.47 | ||
Drawdown absolut | 9383.16 | Maximaler Drawdown | 11143.16 (94.75%) | Relative Drawdown | 94.75% (11143.16) |
Trades gesamt | 56 | Short Positionen (gewonnen %) | 56 (0.00%) | Long Positionen (gewonnen %) | 0 (0.00%) |
Profit Trades (% gesamt) | 0 (0.00%) | Loss Trades (% gesamtl) | 56 (100.00%) | ||
Grösster | Profit Trade | 0.00 | Loss Trade | -170.00 | |
Durchschnitt | Profit Trade | 0.00 | Loss Trade | -167.47 | |
Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 0 (0.00) | Aufeinanderfolgende Verluste (Verlust in Geld) | 56 (-9378.16) | |
Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 0.00 (0) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -9378.16 (56) | |
Durchschnitt | aufeinanderfolgende Gewinne | 0 | aufeinanderfolgende Verluste | 56 |
Nr. | Zeit | Typ | Auftrag | Volumen | Preis | S / L | T / P | Gewinn | Bilanz |
1 | 2011.02.07 14:00 | sell | 1 | 0.10 | 29.22 | 29.56 | 0.00 | ||
2 | 2011.02.07 14:00 | sell | 2 | 0.10 | 29.22 | 29.56 | 0.00 | ||
3 | 2011.02.07 14:00 | sell | 3 | 0.10 | 29.22 | 29.56 | 0.00 | ||
4 | 2011.02.07 14:00 | sell | 4 | 0.10 | 29.22 | 29.56 | 0.00 | ||
5 | 2011.02.07 14:00 | sell | 5 | 0.10 | 29.22 | 29.56 | 0.00 | ||
6 | 2011.02.07 14:00 | sell | 6 | 0.10 | 29.22 | 29.56 | 0.00 | ||
7 | 2011.02.07 14:00 | sell | 7 | 0.10 | 29.22 | 29.56 | 0.00 | ||
8 | 2011.02.07 14:00 | sell | 8 | 0.10 | 29.22 | 29.56 | 0.00 | ||
9 | 2011.02.07 14:00 | sell | 9 | 0.10 | 29.22 | 29.56 | 0.00 | ||
10 | 2011.02.07 14:00 | sell | 10 | 0.10 | 29.22 | 29.56 | 0.00 | ||
11 | 2011.02.07 14:00 | sell | 11 | 0.10 | 29.22 | 29.56 | 0.00 | ||
12 | 2011.02.07 14:00 | sell | 12 | 0.10 | 29.22 | 29.56 | 0.00 | ||
13 | 2011.02.07 14:00 | sell | 13 | 0.10 | 29.22 | 29.56 | 0.00 | ||
14 | 2011.02.07 14:00 | sell | 14 | 0.10 | 29.22 | 29.56 | 0.00 | ||
15 | 2011.02.07 14:00 | sell | 15 | 0.10 | 29.22 | 29.56 | 0.00 | ||
16 | 2011.02.07 14:00 | sell | 16 | 0.10 | 29.22 | 29.56 | 0.00 | ||
17 | 2011.02.07 14:00 | sell | 17 | 0.10 | 29.22 | 29.56 | 0.00 | ||
18 | 2011.02.07 14:00 | sell | 18 | 0.10 | 29.22 | 29.56 | 0.00 | ||
19 | 2011.02.07 14:00 | sell | 19 | 0.10 | 29.22 | 29.56 | 0.00 | ||
20 | 2011.02.07 14:00 | sell | 20 | 0.10 | 29.22 | 29.56 | 0.00 | ||
21 | 2011.02.07 14:00 | sell | 21 | 0.10 | 29.22 | 29.56 | 0.00 | ||
22 | 2011.02.07 14:00 | sell | 22 | 0.10 | 29.22 | 29.56 | 0.00 | ||
23 | 2011.02.07 14:00 | sell | 23 | 0.10 | 29.22 | 29.56 | 0.00 | ||
24 | 2011.02.07 14:00 | sell | 24 | 0.10 | 29.22 | 29.56 | 0.00 | ||
25 | 2011.02.07 14:00 | sell | 25 | 0.10 | 29.22 | 29.56 | 0.00 | ||
26 | 2011.02.07 14:00 | sell | 26 | 0.10 | 29.22 | 29.56 | 0.00 | ||
27 | 2011.02.07 14:00 | sell | 27 | 0.10 | 29.22 | 29.56 | 0.00 | ||
28 | 2011.02.07 14:00 | sell | 28 | 0.10 | 29.22 | 29.56 | 0.00 | ||
29 | 2011.02.07 14:00 | sell | 29 | 0.10 | 29.22 | 29.56 | 0.00 | ||
30 | 2011.02.07 14:00 | sell | 30 | 0.10 | 29.22 | 29.56 | 0.00 | ||
31 | 2011.02.07 14:00 | sell | 31 | 0.10 | 29.22 | 29.56 | 0.00 | ||
32 | 2011.02.07 14:00 | sell | 32 | 0.10 | 29.22 | 29.56 | 0.00 | ||
33 | 2011.02.08 08:32 | s/l | 1 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 9830.02 |
34 | 2011.02.08 08:32 | s/l | 2 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 9660.05 |
35 | 2011.02.08 08:32 | s/l | 3 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 9490.07 |
36 | 2011.02.08 08:32 | s/l | 4 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 9320.10 |
37 | 2011.02.08 08:32 | s/l | 5 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 9150.12 |
38 | 2011.02.08 08:32 | s/l | 6 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 8980.15 |
39 | 2011.02.08 08:32 | s/l | 7 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 8810.17 |
40 | 2011.02.08 08:32 | s/l | 8 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 8640.20 |
41 | 2011.02.08 08:32 | s/l | 9 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 8470.22 |
42 | 2011.02.08 08:32 | s/l | 10 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 8300.24 |
43 | 2011.02.08 08:32 | s/l | 11 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 8130.27 |
44 | 2011.02.08 08:32 | s/l | 12 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 7960.29 |
45 | 2011.02.08 08:32 | s/l | 13 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 7790.32 |
46 | 2011.02.08 08:32 | s/l | 14 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 7620.34 |
47 | 2011.02.08 08:32 | s/l | 15 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 7450.37 |
48 | 2011.02.08 08:32 | s/l | 16 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 7280.39 |
49 | 2011.02.08 08:32 | s/l | 17 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 7110.42 |
50 | 2011.02.08 08:32 | s/l | 18 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 6940.44 |
51 | 2011.02.08 08:32 | s/l | 19 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 6770.47 |
52 | 2011.02.08 08:32 | s/l | 20 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 6600.49 |
53 | 2011.02.08 08:32 | s/l | 21 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 6430.51 |
54 | 2011.02.08 08:32 | s/l | 22 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 6260.54 |
55 | 2011.02.08 08:32 | s/l | 23 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 6090.56 |
56 | 2011.02.08 08:32 | s/l | 24 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 5920.59 |
57 | 2011.02.08 08:32 | s/l | 25 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 5750.61 |
58 | 2011.02.08 08:32 | s/l | 26 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 5580.64 |
59 | 2011.02.08 08:32 | s/l | 27 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 5410.66 |
60 | 2011.02.08 08:32 | s/l | 28 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 5240.69 |
61 | 2011.02.08 08:32 | s/l | 29 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 5070.71 |
62 | 2011.02.08 08:32 | s/l | 30 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 4900.73 |
63 | 2011.02.08 08:32 | s/l | 31 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 4730.76 |
64 | 2011.02.08 08:32 | s/l | 32 | 0.10 | 29.56 | 29.56 | 0.00 | -169.98 | 4560.78 |
65 | 2011.02.08 14:00 | sell | 33 | 0.10 | 29.34 | 29.68 | 0.00 | ||
66 | 2011.02.08 14:00 | sell | 34 | 0.10 | 29.34 | 29.68 | 0.00 | ||
67 | 2011.02.08 14:00 | sell | 35 | 0.10 | 29.34 | 29.68 | 0.00 | ||
68 | 2011.02.08 14:00 | sell | 36 | 0.10 | 29.34 | 29.68 | 0.00 | ||
69 | 2011.02.08 14:00 | sell | 37 | 0.10 | 29.34 | 29.68 | 0.00 | ||
70 | 2011.02.08 14:00 | sell | 38 | 0.10 | 29.34 | 29.68 | 0.00 | ||
71 | 2011.02.08 14:00 | sell | 39 | 0.10 | 29.34 | 29.68 | 0.00 | ||
72 | 2011.02.08 14:00 | sell | 40 | 0.10 | 29.34 | 29.68 | 0.00 | ||
73 | 2011.02.08 14:00 | sell | 41 | 0.10 | 29.34 | 29.68 | 0.00 | ||
74 | 2011.02.08 14:00 | sell | 42 | 0.10 | 29.34 | 29.68 | 0.00 | ||
75 | 2011.02.08 14:00 | sell | 43 | 0.10 | 29.34 | 29.68 | 0.00 | ||
76 | 2011.02.08 14:00 | sell | 44 | 0.10 | 29.34 | 29.68 | 0.00 | ||
77 | 2011.02.08 14:00 | sell | 45 | 0.10 | 29.34 | 29.68 | 0.00 | ||
78 | 2011.02.08 14:00 | sell | 46 | 0.10 | 29.34 | 29.68 | 0.00 | ||
79 | 2011.02.08 14:32 | s/l | 33 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 4390.78 |
80 | 2011.02.08 14:32 | s/l | 34 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 4220.78 |
81 | 2011.02.08 14:32 | s/l | 35 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 4050.78 |
82 | 2011.02.08 14:32 | s/l | 36 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 3880.78 |
83 | 2011.02.08 14:32 | s/l | 37 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 3710.78 |
84 | 2011.02.08 14:32 | s/l | 38 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 3540.78 |
85 | 2011.02.08 14:32 | s/l | 39 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 3370.78 |
86 | 2011.02.08 14:32 | s/l | 40 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 3200.78 |
87 | 2011.02.08 14:32 | s/l | 41 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 3030.78 |
88 | 2011.02.08 14:32 | s/l | 42 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 2860.78 |
89 | 2011.02.08 14:32 | s/l | 43 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 2690.78 |
90 | 2011.02.08 14:32 | s/l | 44 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 2520.78 |
91 | 2011.02.08 14:32 | s/l | 45 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 2350.78 |
92 | 2011.02.08 14:32 | s/l | 46 | 0.10 | 29.68 | 29.68 | 0.00 | -170.00 | 2180.78 |
93 | 2011.02.09 18:00 | sell | 47 | 0.10 | 30.15 | 30.49 | 0.00 | ||
94 | 2011.02.09 18:00 | sell | 48 | 0.10 | 30.15 | 30.49 | 0.00 | ||
95 | 2011.02.09 18:00 | sell | 49 | 0.10 | 30.15 | 30.49 | 0.00 | ||
96 | 2011.02.09 18:00 | sell | 50 | 0.10 | 30.15 | 30.49 | 0.00 | ||
97 | 2011.02.09 18:00 | sell | 51 | 0.10 | 30.15 | 30.49 | 0.00 | ||
98 | 2011.02.09 18:00 | sell | 52 | 0.10 | 30.15 | 30.49 | 0.00 | ||
99 | 2011.02.14 16:13 | s/l | 47 | 0.10 | 30.49 | 30.49 | 0.00 | -169.87 | 2010.91 |
100 | 2011.02.14 16:13 | s/l | 48 | 0.10 | 30.49 | 30.49 | 0.00 | -169.87 | 1841.03 |
101 | 2011.02.14 16:13 | s/l | 49 | 0.10 | 30.49 | 30.49 | 0.00 | -169.87 | 1671.16 |
102 | 2011.02.14 16:13 | s/l | 50 | 0.10 | 30.49 | 30.49 | 0.00 | -169.87 | 1501.29 |
103 | 2011.02.14 16:13 | s/l | 51 | 0.10 | 30.49 | 30.49 | 0.00 | -169.87 | 1331.41 |
104 | 2011.02.14 16:13 | s/l | 52 | 0.10 | 30.49 | 30.49 | 0.00 | -169.87 | 1161.54 |
105 | 2011.02.15 17:00 | sell | 53 | 0.10 | 30.75 | 31.09 | 0.00 | ||
106 | 2011.02.15 17:00 | sell | 54 | 0.10 | 30.75 | 31.09 | 0.00 | ||
107 | 2011.02.15 17:00 | sell | 55 | 0.10 | 30.75 | 31.09 | 0.00 | ||
108 | 2011.02.17 17:20 | s/l | 53 | 0.10 | 31.09 | 31.09 | 0.00 | -169.90 | 991.64 |
109 | 2011.02.17 17:20 | s/l | 54 | 0.10 | 31.09 | 31.09 | 0.00 | -169.90 | 821.74 |
110 | 2011.02.17 17:20 | s/l | 55 | 0.10 | 31.09 | 31.09 | 0.00 | -169.90 | 651.84 |
111 | 2011.02.21 21:00 | sell | 56 | 0.10 | 33.85 | 34.19 | 0.00 | ||
112 | 2011.02.21 22:00 | modify | 56 | 0.10 | 33.85 | 34.16 | 0.00 | ||
113 | 2011.02.21 22:58 | close at stop | 56 | 0.10 | 33.91 | 34.16 | 0.00 | -30.00 | 621.84 |