Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Periode | 30 Minuten (M30) 2009.12.24 00:00 - 2010.06.07 10:30 (2009.12.24 - 2010.06.11) | ||||
Modell | Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert) | ||||
Parameter | Lots=0.1; OrderSlippage=3; | ||||
Balken im Test | 6050 | Ticks modelliert | 3363112 | Modellierungsqualität | n/a |
Fehler in Charts-Anpassung | 895 | ||||
Ursprüngliche Einlage | 10000.00 | ||||
Gesamt netto Profit | 1799.00 | Brutto Profit | 2626.00 | Brutto Loss | -827.00 |
Profit Faktor | 3.18 | Erwartetes Ergebnis | 85.67 | ||
Drawdown absolut | 97.00 | Maximaler Drawdown | 388.00 (3.68%) | Relative Drawdown | 3.68% (388.00) |
Trades gesamt | 21 | Short Positionen (gewonnen %) | 20 (70.00%) | Long Positionen (gewonnen %) | 1 (0.00%) |
Profit Trades (% gesamt) | 14 (66.67%) | Loss Trades (% gesamtl) | 7 (33.33%) | ||
Grösster | Profit Trade | 340.00 | Loss Trade | -232.00 | |
Durchschnitt | Profit Trade | 187.57 | Loss Trade | -118.14 | |
Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 5 (917.00) | Aufeinanderfolgende Verluste (Verlust in Geld) | 3 (-336.00) | |
Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 932.00 (4) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -336.00 (3) | |
Durchschnitt | aufeinanderfolgende Gewinne | 3 | aufeinanderfolgende Verluste | 1 |
Nr. | Zeit | Typ | Auftrag | Volumen | Preis | S / L | T / P | Gewinn | Bilanz |
1 | 2010.02.02 00:03 | sell | 1 | 0.10 | 1.3935 | 1.4028 | 1.3842 | ||
2 | 2010.02.03 12:27 | s/l | 1 | 0.10 | 1.4028 | 1.4028 | 1.3842 | -93.00 | 9907.00 |
3 | 2010.02.03 12:27 | sell | 2 | 0.10 | 1.4026 | 1.4151 | 1.3901 | ||
4 | 2010.02.03 22:06 | t/p | 2 | 0.10 | 1.3901 | 1.4151 | 1.3901 | 125.00 | 10032.00 |
5 | 2010.02.09 08:38 | sell | 3 | 0.10 | 1.3713 | 1.3814 | 1.3612 | ||
6 | 2010.02.09 19:55 | s/l | 3 | 0.10 | 1.3814 | 1.3814 | 1.3612 | -101.00 | 9931.00 |
7 | 2010.02.09 19:55 | sell | 4 | 0.10 | 1.3812 | 1.3991 | 1.3633 | ||
8 | 2010.02.11 18:33 | t/p | 4 | 0.10 | 1.3633 | 1.3991 | 1.3633 | 179.00 | 10110.00 |
9 | 2010.02.16 07:37 | sell | 5 | 0.10 | 1.3633 | 1.3698 | 1.3569 | ||
10 | 2010.02.16 18:45 | s/l | 5 | 0.10 | 1.3698 | 1.3698 | 1.3569 | -65.00 | 10045.00 |
11 | 2010.02.16 18:45 | sell | 6 | 0.10 | 1.3696 | 1.3821 | 1.3571 | ||
12 | 2010.02.18 03:36 | t/p | 6 | 0.10 | 1.3571 | 1.3821 | 1.3571 | 125.00 | 10170.00 |
13 | 2010.02.22 02:37 | sell | 7 | 0.10 | 1.3618 | 1.3803 | 1.3433 | ||
14 | 2010.03.26 00:14 | t/p | 7 | 0.10 | 1.3433 | 1.3803 | 1.3433 | 185.00 | 10355.00 |
15 | 2010.03.29 11:11 | sell | 8 | 0.10 | 1.3478 | 1.3641 | 1.3315 | ||
16 | 2010.04.08 04:36 | t/p | 8 | 0.10 | 1.3315 | 1.3641 | 1.3315 | 163.00 | 10518.00 |
17 | 2010.04.09 02:24 | sell | 9 | 0.10 | 1.3366 | 1.3460 | 1.3272 | ||
18 | 2010.04.09 17:07 | s/l | 9 | 0.10 | 1.3460 | 1.3460 | 1.3272 | -94.00 | 10424.00 |
19 | 2010.04.09 17:07 | sell | 10 | 0.10 | 1.3458 | 1.3625 | 1.3291 | ||
20 | 2010.04.12 01:00 | s/l | 10 | 0.10 | 1.3625 | 1.3625 | 1.3291 | -167.00 | 10257.00 |
21 | 2010.04.15 10:35 | buy | 11 | 0.10 | 1.3597 | 1.3522 | 1.3668 | ||
22 | 2010.04.15 12:49 | s/l | 11 | 0.10 | 1.3522 | 1.3522 | 1.3668 | -75.00 | 10182.00 |
23 | 2010.04.20 03:40 | sell | 12 | 0.10 | 1.3495 | 1.3584 | 1.3406 | ||
24 | 2010.04.21 07:54 | t/p | 12 | 0.10 | 1.3406 | 1.3584 | 1.3406 | 89.00 | 10271.00 |
25 | 2010.04.23 17:43 | sell | 13 | 0.10 | 1.3346 | 1.3500 | 1.3192 | ||
26 | 2010.04.27 22:34 | t/p | 13 | 0.10 | 1.3192 | 1.3500 | 1.3192 | 154.00 | 10425.00 |
27 | 2010.04.29 13:04 | sell | 14 | 0.10 | 1.3267 | 1.3430 | 1.3104 | ||
28 | 2010.05.04 14:45 | t/p | 14 | 0.10 | 1.3104 | 1.3430 | 1.3104 | 163.00 | 10588.00 |
29 | 2010.05.10 00:00 | sell | 15 | 0.10 | 1.2916 | 1.3256 | 1.2576 | ||
30 | 2010.05.13 11:46 | t/p | 15 | 0.10 | 1.2576 | 1.3256 | 1.2576 | 340.00 | 10928.00 |
31 | 2010.05.18 10:28 | sell | 16 | 0.10 | 1.2415 | 1.2586 | 1.2244 | ||
32 | 2010.05.18 21:49 | t/p | 16 | 0.10 | 1.2244 | 1.2586 | 1.2244 | 171.00 | 11099.00 |
33 | 2010.05.19 20:49 | sell | 17 | 0.10 | 1.2365 | 1.2597 | 1.2133 | ||
34 | 2010.05.20 21:52 | s/l | 17 | 0.10 | 1.2597 | 1.2597 | 1.2133 | -232.00 | 10867.00 |
35 | 2010.05.20 21:52 | sell | 18 | 0.10 | 1.2595 | 1.2904 | 1.2286 | ||
36 | 2010.05.25 04:03 | t/p | 18 | 0.10 | 1.2286 | 1.2904 | 1.2286 | 309.00 | 11176.00 |
37 | 2010.05.26 00:08 | sell | 19 | 0.10 | 1.2372 | 1.2577 | 1.2167 | ||
38 | 2010.05.27 00:14 | t/p | 19 | 0.10 | 1.2167 | 1.2577 | 1.2167 | 205.00 | 11381.00 |
39 | 2010.05.27 18:51 | sell | 20 | 0.10 | 1.2342 | 1.2541 | 1.2143 | ||
40 | 2010.06.01 11:48 | t/p | 20 | 0.10 | 1.2143 | 1.2541 | 1.2143 | 199.00 | 11580.00 |
41 | 2010.06.01 17:27 | sell | 21 | 0.10 | 1.2320 | 1.2539 | 1.2101 | ||
42 | 2010.06.04 14:13 | t/p | 21 | 0.10 | 1.2101 | 1.2539 | 1.2101 | 219.00 | 11799.00 |