Symbol | EURUSD (Euro vs US Dollar) | ||||
Periode | 5 Minuten (M5) 2009.04.01 00:00 - 2009.05.18 23:55 (2009.04.01 - 2009.05.19) | ||||
Modell | Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert) | ||||
Parameter | A1=6; A2=6; ________________________="_______________________________________________________"; CloseByNewSignal=false; ChangeSignal=false; ______________________="_______________________________________________________"; Takeprofit=90; Stoploss=40; Trailingstop=0; Lots=0.1; OrderSlippage=3; Magicnumber=1; _________________________="_______________________________________________________"; MoneyManagement=false; MaximumRisk=0.02; | ||||
Balken im Test | 10294 | Ticks modelliert | 359798 | Modellierungsqualität | 90.00% |
Fehler in Charts-Anpassung | 25 | ||||
Ursprüngliche Einlage | 10000.00 | ||||
Gesamt netto Profit | 299.42 | Brutto Profit | 896.35 | Brutto Loss | -596.93 |
Profit Faktor | 1.50 | Erwartetes Ergebnis | 7.68 | ||
Drawdown absolut | 25.00 | Maximaler Drawdown | 192.74 (1.86%) | Relative Drawdown | 1.86% (192.74) |
Trades gesamt | 39 | Short Positionen (gewonnen %) | 17 (29.41%) | Long Positionen (gewonnen %) | 22 (22.73%) |
Profit Trades (% gesamt) | 10 (25.64%) | Loss Trades (% gesamtl) | 29 (74.36%) | ||
Grösster | Profit Trade | 90.00 | Loss Trade | -43.00 | |
Durchschnitt | Profit Trade | 89.63 | Loss Trade | -20.58 | |
Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 2 (180.00) | Aufeinanderfolgende Verluste (Verlust in Geld) | 7 (-164.74) | |
Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 180.00 (2) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -164.74 (7) | |
Durchschnitt | aufeinanderfolgende Gewinne | 1 | aufeinanderfolgende Verluste | 4 |
Nr. | Zeit | Typ | Auftrag | Volumen | Preis | S / L | T / P | Gewinn | Bilanz |
1 | 2009.04.01 06:18 | buy | 1 | 0.10 | 1.3196 | 1.3168 | 1.3286 | ||
2 | 2009.04.01 13:11 | t/p | 1 | 0.10 | 1.3286 | 1.3168 | 1.3286 | 90.00 | 10090.00 |
3 | 2009.04.02 08:11 | buy | 2 | 0.10 | 1.3273 | 1.3253 | 1.3363 | ||
4 | 2009.04.02 10:30 | t/p | 2 | 0.10 | 1.3363 | 1.3253 | 1.3363 | 90.00 | 10180.00 |
5 | 2009.04.03 09:30 | sell | 3 | 0.10 | 1.3450 | 1.3471 | 1.3360 | ||
6 | 2009.04.03 12:32 | s/l | 3 | 0.10 | 1.3471 | 1.3471 | 1.3360 | -21.00 | 10159.00 |
7 | 2009.04.06 07:22 | buy | 4 | 0.10 | 1.3533 | 1.3510 | 1.3623 | ||
8 | 2009.04.06 09:23 | s/l | 4 | 0.10 | 1.3510 | 1.3510 | 1.3623 | -23.00 | 10136.00 |
9 | 2009.04.06 13:35 | buy | 5 | 0.10 | 1.3468 | 1.3452 | 1.3558 | ||
10 | 2009.04.06 13:37 | s/l | 5 | 0.10 | 1.3452 | 1.3452 | 1.3558 | -16.00 | 10120.00 |
11 | 2009.04.07 16:00 | sell | 6 | 0.10 | 1.3273 | 1.3298 | 1.3183 | ||
12 | 2009.04.08 02:54 | t/p | 6 | 0.10 | 1.3183 | 1.3298 | 1.3183 | 89.27 | 10209.27 |
13 | 2009.04.08 07:01 | buy | 7 | 0.10 | 1.3179 | 1.3149 | 1.3269 | ||
14 | 2009.04.08 12:56 | t/p | 7 | 0.10 | 1.3269 | 1.3149 | 1.3269 | 90.00 | 10299.27 |
15 | 2009.04.12 23:55 | sell | 8 | 0.10 | 1.3160 | 1.3180 | 1.3070 | ||
16 | 2009.04.13 06:13 | s/l | 8 | 0.10 | 1.3180 | 1.3180 | 1.3070 | -20.73 | 10278.54 |
17 | 2009.04.14 16:46 | sell | 9 | 0.10 | 1.3285 | 1.3304 | 1.3195 | ||
18 | 2009.04.14 17:45 | s/l | 9 | 0.10 | 1.3304 | 1.3304 | 1.3195 | -19.00 | 10259.54 |
19 | 2009.04.15 17:19 | sell | 10 | 0.10 | 1.3212 | 1.3236 | 1.3122 | ||
20 | 2009.04.15 21:04 | s/l | 10 | 0.10 | 1.3236 | 1.3236 | 1.3122 | -24.00 | 10235.54 |
21 | 2009.04.16 08:14 | buy | 11 | 0.10 | 1.3173 | 1.3153 | 1.3263 | ||
22 | 2009.04.16 09:06 | s/l | 11 | 0.10 | 1.3153 | 1.3153 | 1.3263 | -20.00 | 10215.54 |
23 | 2009.04.16 13:35 | sell | 12 | 0.10 | 1.3210 | 1.3230 | 1.3120 | ||
24 | 2009.04.17 02:36 | t/p | 12 | 0.10 | 1.3120 | 1.3230 | 1.3120 | 89.27 | 10304.81 |
25 | 2009.04.20 19:40 | sell | 13 | 0.10 | 1.2924 | 1.2939 | 1.2834 | ||
26 | 2009.04.21 01:11 | s/l | 13 | 0.10 | 1.2939 | 1.2939 | 1.2834 | -15.73 | 10289.08 |
27 | 2009.04.21 19:15 | buy | 14 | 0.10 | 1.2949 | 1.2927 | 1.3039 | ||
28 | 2009.04.21 22:59 | s/l | 14 | 0.10 | 1.2927 | 1.2927 | 1.3039 | -22.00 | 10267.08 |
29 | 2009.04.22 06:34 | sell | 15 | 0.10 | 1.2936 | 1.2948 | 1.2846 | ||
30 | 2009.04.22 09:44 | s/l | 15 | 0.10 | 1.2948 | 1.2948 | 1.2846 | -12.00 | 10255.08 |
31 | 2009.04.23 11:45 | sell | 16 | 0.10 | 1.3062 | 1.3085 | 1.2972 | ||
32 | 2009.04.23 16:50 | s/l | 16 | 0.10 | 1.3085 | 1.3085 | 1.2972 | -23.00 | 10232.08 |
33 | 2009.04.23 18:01 | sell | 17 | 0.10 | 1.3087 | 1.3102 | 1.2997 | ||
34 | 2009.04.23 18:30 | s/l | 17 | 0.10 | 1.3102 | 1.3102 | 1.2997 | -15.00 | 10217.08 |
35 | 2009.04.23 20:50 | sell | 18 | 0.10 | 1.3142 | 1.3160 | 1.3052 | ||
36 | 2009.04.24 02:34 | s/l | 18 | 0.10 | 1.3160 | 1.3160 | 1.3052 | -18.73 | 10198.35 |
37 | 2009.04.27 13:11 | buy | 19 | 0.10 | 1.3117 | 1.3094 | 1.3207 | ||
38 | 2009.04.27 13:47 | s/l | 19 | 0.10 | 1.3094 | 1.3094 | 1.3207 | -23.00 | 10175.35 |
39 | 2009.04.27 16:25 | sell | 20 | 0.10 | 1.3132 | 1.3158 | 1.3042 | ||
40 | 2009.04.27 17:19 | t/p | 20 | 0.10 | 1.3042 | 1.3158 | 1.3042 | 90.00 | 10265.35 |
41 | 2009.04.28 04:40 | buy | 21 | 0.10 | 1.3000 | 1.2986 | 1.3090 | ||
42 | 2009.04.28 04:50 | s/l | 21 | 0.10 | 1.2986 | 1.2986 | 1.3090 | -14.00 | 10251.35 |
43 | 2009.04.28 12:23 | buy | 22 | 0.10 | 1.3001 | 1.2965 | 1.3091 | ||
44 | 2009.04.28 16:31 | t/p | 22 | 0.10 | 1.3091 | 1.2965 | 1.3091 | 90.00 | 10341.35 |
45 | 2009.04.30 00:59 | sell | 23 | 0.10 | 1.3293 | 1.3321 | 1.3203 | ||
46 | 2009.04.30 03:03 | s/l | 23 | 0.10 | 1.3321 | 1.3321 | 1.3203 | -28.00 | 10313.35 |
47 | 2009.05.04 11:56 | buy | 24 | 0.10 | 1.3241 | 1.3225 | 1.3331 | ||
48 | 2009.05.04 12:05 | s/l | 24 | 0.10 | 1.3225 | 1.3225 | 1.3331 | -16.00 | 10297.35 |
49 | 2009.05.05 05:27 | buy | 25 | 0.10 | 1.3374 | 1.3357 | 1.3464 | ||
50 | 2009.05.05 06:20 | s/l | 25 | 0.10 | 1.3357 | 1.3357 | 1.3464 | -17.00 | 10280.35 |
51 | 2009.05.05 06:41 | buy | 26 | 0.10 | 1.3372 | 1.3349 | 1.3462 | ||
52 | 2009.05.05 06:48 | s/l | 26 | 0.10 | 1.3349 | 1.3349 | 1.3462 | -23.00 | 10257.35 |
53 | 2009.05.05 11:31 | sell | 27 | 0.10 | 1.3383 | 1.3403 | 1.3293 | ||
54 | 2009.05.05 11:58 | s/l | 27 | 0.10 | 1.3403 | 1.3403 | 1.3293 | -20.00 | 10237.35 |
55 | 2009.05.05 13:23 | sell | 28 | 0.10 | 1.3412 | 1.3434 | 1.3322 | ||
56 | 2009.05.05 17:32 | t/p | 28 | 0.10 | 1.3322 | 1.3434 | 1.3322 | 90.00 | 10327.35 |
57 | 2009.05.05 18:59 | buy | 29 | 0.10 | 1.3316 | 1.3284 | 1.3406 | ||
58 | 2009.05.05 23:40 | s/l | 29 | 0.10 | 1.3284 | 1.3284 | 1.3406 | -32.00 | 10295.35 |
59 | 2009.05.05 23:54 | buy | 30 | 0.10 | 1.3308 | 1.3286 | 1.3398 | ||
60 | 2009.05.06 00:11 | s/l | 30 | 0.10 | 1.3286 | 1.3286 | 1.3398 | -21.37 | 10273.98 |
61 | 2009.05.07 18:37 | buy | 31 | 0.10 | 1.3372 | 1.3353 | 1.3462 | ||
62 | 2009.05.08 01:18 | s/l | 31 | 0.10 | 1.3353 | 1.3353 | 1.3462 | -18.37 | 10255.61 |
63 | 2009.05.08 01:40 | buy | 32 | 0.10 | 1.3369 | 1.3355 | 1.3459 | ||
64 | 2009.05.08 02:01 | s/l | 32 | 0.10 | 1.3355 | 1.3355 | 1.3459 | -14.00 | 10241.61 |
65 | 2009.05.08 07:00 | sell | 33 | 0.10 | 1.3416 | 1.3432 | 1.3326 | ||
66 | 2009.05.08 12:18 | s/l | 33 | 0.10 | 1.3432 | 1.3432 | 1.3326 | -16.00 | 10225.61 |
67 | 2009.05.13 10:55 | buy | 34 | 0.10 | 1.3653 | 1.3633 | 1.3743 | ||
68 | 2009.05.13 11:35 | s/l | 34 | 0.10 | 1.3633 | 1.3633 | 1.3743 | -20.00 | 10205.61 |
69 | 2009.05.13 13:00 | buy | 35 | 0.10 | 1.3618 | 1.3575 | 1.3708 | ||
70 | 2009.05.13 13:40 | s/l | 35 | 0.10 | 1.3575 | 1.3575 | 1.3708 | -43.00 | 10162.61 |
71 | 2009.05.13 16:33 | sell | 36 | 0.10 | 1.3616 | 1.3656 | 1.3526 | ||
72 | 2009.05.14 00:04 | t/p | 36 | 0.10 | 1.3526 | 1.3656 | 1.3526 | 87.81 | 10250.42 |
73 | 2009.05.14 00:23 | buy | 37 | 0.10 | 1.3557 | 1.3527 | 1.3647 | ||
74 | 2009.05.14 18:38 | t/p | 37 | 0.10 | 1.3647 | 1.3527 | 1.3647 | 90.00 | 10340.42 |
75 | 2009.05.15 12:30 | buy | 38 | 0.10 | 1.3539 | 1.3513 | 1.3629 | ||
76 | 2009.05.15 17:35 | s/l | 38 | 0.10 | 1.3513 | 1.3513 | 1.3629 | -26.00 | 10314.42 |
77 | 2009.05.18 00:46 | buy | 39 | 0.10 | 1.3445 | 1.3430 | 1.3535 | ||
78 | 2009.05.18 01:21 | s/l | 39 | 0.10 | 1.3430 | 1.3430 | 1.3535 | -15.00 | 10299.42 |