Strategy Tester Report
HMA_EA
ODL-MT4 Demo (Build 223)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Periode | 1 Stunde (H1) 2009.05.01 00:00 - 2009.05.18 23:00 (2009.05.01 - 2009.05.19) | ||||
| Modell | Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert) | ||||
| Parameter | period=21; method=3; price=0; HMA_Shift=1; ________________________="_______________________________________________________"; CloseByNewSignal=true; WaitForNewSignal=true; ChangeSignal=false; ______________________="_______________________________________________________"; Takeprofit=1140; Stoploss=250; Trailingstop=0; Lots=1; OrderSlippage=3; Magicnumber=1; _________________________="_______________________________________________________"; MoneyManagement=false; MaximumRisk=0.02; | ||||
| Balken im Test | 1289 | Ticks modelliert | 144770 | Modellierungsqualität | 90.00% |
| Fehler in Charts-Anpassung | 2 | ||||
| Ursprüngliche Einlage | 10000.00 | ||||
| Gesamt netto Profit | 3620.40 | Brutto Profit | 8065.00 | Brutto Loss | -4444.60 |
| Profit Faktor | 1.81 | Erwartetes Ergebnis | 84.20 | ||
| Drawdown absolut | 1006.60 | Maximaler Drawdown | 2201.90 (19.67%) | Relative Drawdown | 19.67% (2201.90) |
| Trades gesamt | 43 | Short Positionen (gewonnen %) | 23 (26.09%) | Long Positionen (gewonnen %) | 20 (45.00%) |
| Profit Trades (% gesamt) | 15 (34.88%) | Loss Trades (% gesamtl) | 28 (65.12%) | ||
| Grösster | Profit Trade | 2566.30 | Loss Trade | -580.00 | |
| Durchschnitt | Profit Trade | 537.67 | Loss Trade | -158.74 | |
| Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 2 (2826.30) | Aufeinanderfolgende Verluste (Verlust in Geld) | 8 (-1100.00) | |
| Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 2826.30 (2) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -1100.00 (8) | |
| Durchschnitt | aufeinanderfolgende Gewinne | 1 | aufeinanderfolgende Verluste | 2 | |
| Nr. | Zeit | Typ | Auftrag | Volumen | Preis | S / L | T / P | Gewinn | Bilanz |
| 1 | 2009.05.01 14:00 | sell | 1 | 1.00 | 1.3267 | 1.3517 | 1.2127 | ||
| 2 | 2009.05.03 21:02 | close | 1 | 1.00 | 1.3276 | 1.3517 | 1.2127 | -90.00 | 9910.00 |
| 3 | 2009.05.03 21:03 | buy | 2 | 1.00 | 1.3277 | 1.3027 | 1.4417 | ||
| 4 | 2009.05.03 21:08 | close | 2 | 1.00 | 1.3269 | 1.3027 | 1.4417 | -80.00 | 9830.00 |
| 5 | 2009.05.03 22:00 | buy | 3 | 1.00 | 1.3281 | 1.3031 | 1.4421 | ||
| 6 | 2009.05.04 08:00 | close | 3 | 1.00 | 1.3306 | 1.3031 | 1.4421 | 256.30 | 10086.30 |
| 7 | 2009.05.04 08:00 | sell | 4 | 1.00 | 1.3303 | 1.3553 | 1.2163 | ||
| 8 | 2009.05.04 14:04 | close | 4 | 1.00 | 1.3322 | 1.3553 | 1.2163 | -190.00 | 9896.30 |
| 9 | 2009.05.04 14:04 | sell | 5 | 1.00 | 1.3319 | 1.3569 | 1.2179 | ||
| 10 | 2009.05.04 14:04 | close | 5 | 1.00 | 1.3322 | 1.3569 | 1.2179 | -30.00 | 9866.30 |
| 11 | 2009.05.04 15:00 | buy | 6 | 1.00 | 1.3345 | 1.3095 | 1.4485 | ||
| 12 | 2009.05.05 02:00 | close | 6 | 1.00 | 1.3388 | 1.3095 | 1.4485 | 436.30 | 10302.60 |
| 13 | 2009.05.05 02:01 | sell | 7 | 1.00 | 1.3389 | 1.3639 | 1.2249 | ||
| 14 | 2009.05.05 11:00 | close | 7 | 1.00 | 1.3395 | 1.3639 | 1.2249 | -60.00 | 10242.60 |
| 15 | 2009.05.05 11:00 | buy | 8 | 1.00 | 1.3396 | 1.3146 | 1.4536 | ||
| 16 | 2009.05.05 17:00 | close | 8 | 1.00 | 1.3356 | 1.3146 | 1.4536 | -400.00 | 9842.60 |
| 17 | 2009.05.05 17:00 | sell | 9 | 1.00 | 1.3354 | 1.3604 | 1.2214 | ||
| 18 | 2009.05.06 06:09 | close | 9 | 1.00 | 1.3298 | 1.3604 | 1.2214 | 552.70 | 10395.30 |
| 19 | 2009.05.06 06:09 | sell | 10 | 1.00 | 1.3295 | 1.3545 | 1.2155 | ||
| 20 | 2009.05.06 06:09 | close | 10 | 1.00 | 1.3298 | 1.3545 | 1.2155 | -30.00 | 10365.30 |
| 21 | 2009.05.06 07:00 | buy | 11 | 1.00 | 1.3290 | 1.3040 | 1.4430 | ||
| 22 | 2009.05.06 17:00 | close | 11 | 1.00 | 1.3301 | 1.3040 | 1.4430 | 110.00 | 10475.30 |
| 23 | 2009.05.06 17:00 | sell | 12 | 1.00 | 1.3304 | 1.3554 | 1.2164 | ||
| 24 | 2009.05.06 18:39 | close | 12 | 1.00 | 1.3345 | 1.3554 | 1.2164 | -410.00 | 10065.30 |
| 25 | 2009.05.06 18:39 | sell | 13 | 1.00 | 1.3342 | 1.3592 | 1.2202 | ||
| 26 | 2009.05.06 18:39 | close | 13 | 1.00 | 1.3345 | 1.3592 | 1.2202 | -30.00 | 10035.30 |
| 27 | 2009.05.06 19:00 | buy | 14 | 1.00 | 1.3349 | 1.3099 | 1.4489 | ||
| 28 | 2009.05.06 22:01 | close | 14 | 1.00 | 1.3312 | 1.3099 | 1.4489 | -370.00 | 9665.30 |
| 29 | 2009.05.06 22:02 | sell | 15 | 1.00 | 1.3313 | 1.3563 | 1.2173 | ||
| 30 | 2009.05.07 09:07 | close | 15 | 1.00 | 1.3310 | 1.3563 | 1.2173 | 8.10 | 9673.40 |
| 31 | 2009.05.07 09:07 | buy | 16 | 1.00 | 1.3311 | 1.3061 | 1.4451 | ||
| 32 | 2009.05.07 09:07 | close | 16 | 1.00 | 1.3307 | 1.3061 | 1.4451 | -40.00 | 9633.40 |
| 33 | 2009.05.07 10:00 | buy | 17 | 1.00 | 1.3322 | 1.3072 | 1.4462 | ||
| 34 | 2009.05.07 20:00 | close | 17 | 1.00 | 1.3382 | 1.3072 | 1.4462 | 600.00 | 10233.40 |
| 35 | 2009.05.07 20:00 | sell | 18 | 1.00 | 1.3383 | 1.3633 | 1.2243 | ||
| 36 | 2009.05.08 05:00 | close | 18 | 1.00 | 1.3393 | 1.3633 | 1.2243 | -107.30 | 10126.10 |
| 37 | 2009.05.08 05:00 | buy | 19 | 1.00 | 1.3394 | 1.3144 | 1.4534 | ||
| 38 | 2009.05.11 05:00 | close | 19 | 1.00 | 1.3650 | 1.3144 | 1.4534 | 2566.30 | 12692.40 |
| 39 | 2009.05.11 05:00 | sell | 20 | 1.00 | 1.3649 | 1.3899 | 1.2509 | ||
| 40 | 2009.05.11 15:00 | close | 20 | 1.00 | 1.3623 | 1.3899 | 1.2509 | 260.00 | 12952.40 |
| 41 | 2009.05.11 15:00 | buy | 21 | 1.00 | 1.3624 | 1.3374 | 1.4764 | ||
| 42 | 2009.05.11 20:00 | close | 21 | 1.00 | 1.3583 | 1.3374 | 1.4764 | -410.00 | 12542.40 |
| 43 | 2009.05.11 20:00 | sell | 22 | 1.00 | 1.3582 | 1.3832 | 1.2442 | ||
| 44 | 2009.05.11 20:38 | close | 22 | 1.00 | 1.3592 | 1.3832 | 1.2442 | -100.00 | 12442.40 |
| 45 | 2009.05.11 21:40 | sell | 23 | 1.00 | 1.3581 | 1.3831 | 1.2441 | ||
| 46 | 2009.05.12 02:41 | close | 23 | 1.00 | 1.3598 | 1.3831 | 1.2441 | -177.30 | 12265.10 |
| 47 | 2009.05.12 02:41 | buy | 24 | 1.00 | 1.3599 | 1.3349 | 1.4739 | ||
| 48 | 2009.05.12 16:00 | close | 24 | 1.00 | 1.3636 | 1.3349 | 1.4739 | 370.00 | 12635.10 |
| 49 | 2009.05.12 16:00 | sell | 25 | 1.00 | 1.3635 | 1.3885 | 1.2495 | ||
| 50 | 2009.05.12 22:15 | close | 25 | 1.00 | 1.3649 | 1.3885 | 1.2495 | -140.00 | 12495.10 |
| 51 | 2009.05.12 22:15 | sell | 26 | 1.00 | 1.3645 | 1.3895 | 1.2505 | ||
| 52 | 2009.05.12 23:00 | close | 26 | 1.00 | 1.3646 | 1.3895 | 1.2505 | -10.00 | 12485.10 |
| 53 | 2009.05.12 23:01 | buy | 27 | 1.00 | 1.3645 | 1.3395 | 1.4785 | ||
| 54 | 2009.05.13 10:00 | close | 27 | 1.00 | 1.3651 | 1.3395 | 1.4785 | 66.30 | 12551.40 |
| 55 | 2009.05.13 10:00 | sell | 28 | 1.00 | 1.3653 | 1.3903 | 1.2513 | ||
| 56 | 2009.05.13 21:27 | close | 28 | 1.00 | 1.3603 | 1.3903 | 1.2513 | 500.00 | 13051.40 |
| 57 | 2009.05.13 21:27 | sell | 29 | 1.00 | 1.3600 | 1.3850 | 1.2460 | ||
| 58 | 2009.05.13 21:29 | close | 29 | 1.00 | 1.3603 | 1.3850 | 1.2460 | -30.00 | 13021.40 |
| 59 | 2009.05.13 22:00 | sell | 30 | 1.00 | 1.3589 | 1.3839 | 1.2449 | ||
| 60 | 2009.05.13 22:07 | close | 30 | 1.00 | 1.3594 | 1.3839 | 1.2449 | -50.00 | 12971.40 |
| 61 | 2009.05.13 23:00 | buy | 31 | 1.00 | 1.3590 | 1.3340 | 1.4730 | ||
| 62 | 2009.05.13 23:14 | close | 31 | 1.00 | 1.3582 | 1.3340 | 1.4730 | -80.00 | 12891.40 |
| 63 | 2009.05.14 00:00 | sell | 32 | 1.00 | 1.3539 | 1.3789 | 1.2399 | ||
| 64 | 2009.05.14 05:02 | close | 32 | 1.00 | 1.3578 | 1.3789 | 1.2399 | -390.00 | 12501.40 |
| 65 | 2009.05.14 05:02 | buy | 33 | 1.00 | 1.3579 | 1.3329 | 1.4719 | ||
| 66 | 2009.05.14 05:03 | close | 33 | 1.00 | 1.3575 | 1.3329 | 1.4719 | -40.00 | 12461.40 |
| 67 | 2009.05.14 06:00 | buy | 34 | 1.00 | 1.3569 | 1.3319 | 1.4709 | ||
| 68 | 2009.05.14 06:01 | close | 34 | 1.00 | 1.3565 | 1.3319 | 1.4709 | -40.00 | 12421.40 |
| 69 | 2009.05.14 07:00 | buy | 35 | 1.00 | 1.3570 | 1.3320 | 1.4710 | ||
| 70 | 2009.05.14 13:00 | close | 35 | 1.00 | 1.3556 | 1.3320 | 1.4710 | -140.00 | 12281.40 |
| 71 | 2009.05.14 13:00 | sell | 36 | 1.00 | 1.3554 | 1.3804 | 1.2414 | ||
| 72 | 2009.05.14 13:18 | close | 36 | 1.00 | 1.3587 | 1.3804 | 1.2414 | -330.00 | 11951.40 |
| 73 | 2009.05.14 14:00 | buy | 37 | 1.00 | 1.3592 | 1.3342 | 1.4732 | ||
| 74 | 2009.05.15 02:00 | close | 37 | 1.00 | 1.3626 | 1.3342 | 1.4732 | 346.30 | 12297.70 |
| 75 | 2009.05.15 02:00 | sell | 38 | 1.00 | 1.3627 | 1.3877 | 1.2487 | ||
| 76 | 2009.05.15 14:00 | close | 38 | 1.00 | 1.3597 | 1.3877 | 1.2487 | 300.00 | 12597.70 |
| 77 | 2009.05.15 14:00 | buy | 39 | 1.00 | 1.3596 | 1.3346 | 1.4736 | ||
| 78 | 2009.05.15 14:00 | close | 39 | 1.00 | 1.3590 | 1.3346 | 1.4736 | -60.00 | 12537.70 |
| 79 | 2009.05.15 15:00 | buy | 40 | 1.00 | 1.3595 | 1.3345 | 1.4735 | ||
| 80 | 2009.05.15 16:00 | close | 40 | 1.00 | 1.3537 | 1.3345 | 1.4735 | -580.00 | 11957.70 |
| 81 | 2009.05.15 16:00 | sell | 41 | 1.00 | 1.3538 | 1.3788 | 1.2398 | ||
| 82 | 2009.05.18 05:14 | close | 41 | 1.00 | 1.3455 | 1.3788 | 1.2398 | 822.70 | 12780.40 |
| 83 | 2009.05.18 05:14 | sell | 42 | 1.00 | 1.3452 | 1.3702 | 1.2312 | ||
| 84 | 2009.05.18 05:14 | close | 42 | 1.00 | 1.3455 | 1.3702 | 1.2312 | -30.00 | 12750.40 |
| 85 | 2009.05.18 06:00 | buy | 43 | 1.00 | 1.3463 | 1.3213 | 1.4603 | ||
| 86 | 2009.05.18 23:59 | close at stop | 43 | 1.00 | 1.3550 | 1.3213 | 1.4603 | 870.00 | 13620.40 |