Symbole | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Periode | Intervalle Jour (D1) 2011.12.01 00:00 - 2013.05.08 00:00 (2011.12.01 - 2013.05.09) | ||||
Modele | Chaque tick (la méthode la plus précise, basée sur tous les moindres relevés disponibles) | ||||
Parametres | MagicNumberBuy=45454; MagicNumberSell=45455; Lots=1; | ||||
Bars en test | 1448 | Ticks modelés | 16669938 | Qualité du modelage | n/a |
Erreurs des graphiques désaccordés | 1585 | ||||
Dépot initial | 10000.00 | ||||
Profit total net | 2722.42 | Profit brut | 25754.71 | Perte brute | -23032.29 |
Facteur de profit | 1.12 | Rémunération espérée | 77.78 | ||
Chute absolue | 7454.41 | Chute maximal (%) | 9674.89 (79.17%) | Enfoncement relatif | 79.17% (9674.89) |
Total des Trades | 35 | Positions SHORT (vente) gagnées % | 17 (41.18%) | Positions LONG (achat) gagnées % | 18 (66.67%) |
Profits des Trades (% du total) | 19 (54.29%) | Pertes des Trades (% du total) | 16 (45.71%) | ||
Le plus large | gains par Trade | 6991.38 | pertes par Trade | -4013.07 | |
Average (moyenne) | gains par Trade | 1355.51 | pertes par Trade | -1439.52 | |
Maximum | gains consecutifs (profit en $) | 4 (9858.73) | pertes consecutives (perte en $) | 3 (-3823.22) | |
Maximal | Gains consecutifs (coups gagnants) | 9858.73 (4) | Pertes consecutives (coups perdants) | -4013.07 (1) | |
Average (moyenne) | gains consecutifs | 2 | Pertes consecutives | 2 |
# | Date exécution | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
1 | 2011.12.04 23:00 | buy | 1 | 1.00 | 1.56048 | 0.00000 | 0.00000 | ||
2 | 2011.12.21 00:00 | close | 1 | 1.00 | 1.56681 | 0.00000 | 0.00000 | 641.17 | 10641.17 |
3 | 2011.12.21 00:00 | sell | 2 | 1.00 | 1.56681 | 0.00000 | 0.00000 | ||
4 | 2011.12.26 07:00 | close | 2 | 1.00 | 1.56286 | 0.00000 | 0.00000 | 387.48 | 11028.65 |
5 | 2011.12.26 07:00 | buy | 3 | 1.00 | 1.56286 | 0.00000 | 0.00000 | ||
6 | 2012.01.01 23:00 | close | 3 | 1.00 | 1.54937 | 0.00000 | 0.00000 | -1346.12 | 9682.53 |
7 | 2012.01.01 23:00 | sell | 4 | 1.00 | 1.54937 | 0.00000 | 0.00000 | ||
8 | 2012.01.31 00:00 | close | 4 | 1.00 | 1.57072 | 0.00000 | 0.00000 | -2180.10 | 7502.43 |
9 | 2012.01.31 00:00 | buy | 5 | 1.00 | 1.57072 | 0.00000 | 0.00000 | ||
10 | 2012.02.24 00:00 | close | 5 | 1.00 | 1.57429 | 0.00000 | 0.00000 | 369.49 | 7871.92 |
11 | 2012.02.24 00:00 | sell | 6 | 1.00 | 1.57429 | 0.00000 | 0.00000 | ||
12 | 2012.02.28 00:00 | close | 6 | 1.00 | 1.58319 | 0.00000 | 0.00000 | -893.01 | 6978.92 |
13 | 2012.02.28 00:00 | buy | 7 | 1.00 | 1.58319 | 0.00000 | 0.00000 | ||
14 | 2012.03.14 00:00 | close | 7 | 1.00 | 1.57035 | 0.00000 | 0.00000 | -1276.79 | 5702.12 |
15 | 2012.03.14 00:00 | sell | 8 | 1.00 | 1.57035 | 0.00000 | 0.00000 | ||
16 | 2012.03.23 00:00 | close | 8 | 1.00 | 1.58245 | 0.00000 | 0.00000 | -1226.54 | 4475.59 |
17 | 2012.03.23 00:00 | buy | 9 | 1.00 | 1.58245 | 0.00000 | 0.00000 | ||
18 | 2012.04.17 00:00 | close | 9 | 1.00 | 1.58942 | 0.00000 | 0.00000 | 708.05 | 5183.64 |
19 | 2012.04.17 00:00 | sell | 10 | 1.00 | 1.58942 | 0.00000 | 0.00000 | ||
20 | 2012.04.24 00:00 | close | 10 | 1.00 | 1.61191 | 0.00000 | 0.00000 | -2259.52 | 2924.11 |
21 | 2012.04.24 00:00 | buy | 11 | 1.00 | 1.61191 | 0.00000 | 0.00000 | ||
22 | 2012.05.08 00:00 | close | 11 | 1.00 | 1.61893 | 0.00000 | 0.00000 | 708.73 | 3632.84 |
23 | 2012.05.08 00:00 | sell | 12 | 1.00 | 1.61893 | 0.00000 | 0.00000 | ||
24 | 2012.06.12 00:00 | close | 12 | 1.00 | 1.54849 | 0.00000 | 0.00000 | 6991.38 | 10624.22 |
25 | 2012.06.12 00:00 | buy | 13 | 1.00 | 1.54849 | 0.00000 | 0.00000 | ||
26 | 2012.07.01 00:00 | close | 13 | 1.00 | 1.56950 | 0.00000 | 0.00000 | 2110.13 | 12734.35 |
27 | 2012.07.01 00:00 | sell | 14 | 1.00 | 1.56950 | 0.00000 | 0.00000 | ||
28 | 2012.07.04 00:00 | close | 14 | 1.00 | 1.56897 | 0.00000 | 0.00000 | 48.49 | 12782.84 |
29 | 2012.07.04 00:00 | buy | 15 | 1.00 | 1.56897 | 0.00000 | 0.00000 | ||
30 | 2012.07.15 00:00 | close | 15 | 1.00 | 1.55743 | 0.00000 | 0.00000 | -1148.71 | 11634.12 |
31 | 2012.07.15 00:00 | sell | 16 | 1.00 | 1.55743 | 0.00000 | 0.00000 | ||
32 | 2012.07.19 00:00 | close | 16 | 1.00 | 1.56474 | 0.00000 | 0.00000 | -740.02 | 10894.10 |
33 | 2012.07.19 00:00 | buy | 17 | 1.00 | 1.56474 | 0.00000 | 0.00000 | ||
34 | 2012.07.27 00:00 | close | 17 | 1.00 | 1.56819 | 0.00000 | 0.00000 | 348.84 | 11242.95 |
35 | 2012.07.27 00:00 | sell | 18 | 1.00 | 1.56819 | 0.00000 | 0.00000 | ||
36 | 2012.07.31 00:00 | close | 18 | 1.00 | 1.57127 | 0.00000 | 0.00000 | -311.01 | 10931.94 |
37 | 2012.07.31 00:00 | buy | 19 | 1.00 | 1.57127 | 0.00000 | 0.00000 | ||
38 | 2012.08.08 00:00 | close | 19 | 1.00 | 1.56111 | 0.00000 | 0.00000 | -1012.16 | 9919.78 |
39 | 2012.08.08 00:00 | sell | 20 | 1.00 | 1.56111 | 0.00000 | 0.00000 | ||
40 | 2012.08.24 00:00 | close | 20 | 1.00 | 1.58584 | 0.00000 | 0.00000 | -2500.06 | 7419.72 |
41 | 2012.08.24 00:00 | buy | 21 | 1.00 | 1.58584 | 0.00000 | 0.00000 | ||
42 | 2012.09.02 00:00 | close | 21 | 1.00 | 1.58825 | 0.00000 | 0.00000 | 244.36 | 7664.09 |
43 | 2012.09.02 00:00 | sell | 22 | 1.00 | 1.58825 | 0.00000 | 0.00000 | ||
44 | 2012.09.05 00:00 | close | 22 | 1.00 | 1.58651 | 0.00000 | 0.00000 | 169.49 | 7833.58 |
45 | 2012.09.05 00:00 | buy | 23 | 1.00 | 1.58651 | 0.00000 | 0.00000 | ||
46 | 2012.10.05 00:00 | close | 23 | 1.00 | 1.61833 | 0.00000 | 0.00000 | 3197.38 | 11030.95 |
47 | 2012.10.05 00:00 | sell | 24 | 1.00 | 1.61833 | 0.00000 | 0.00000 | ||
48 | 2012.10.19 00:00 | close | 24 | 1.00 | 1.60563 | 0.00000 | 0.00000 | 1248.95 | 12279.90 |
49 | 2012.10.19 00:00 | buy | 25 | 1.00 | 1.60563 | 0.00000 | 0.00000 | ||
50 | 2012.10.25 00:00 | close | 25 | 1.00 | 1.60294 | 0.00000 | 0.00000 | -266.12 | 12013.79 |
51 | 2012.10.25 00:00 | sell | 26 | 1.00 | 1.60294 | 0.00000 | 0.00000 | ||
52 | 2012.10.30 00:00 | close | 26 | 1.00 | 1.60315 | 0.00000 | 0.00000 | -25.51 | 11988.28 |
53 | 2012.10.30 00:00 | buy | 27 | 1.00 | 1.60315 | 0.00000 | 0.00000 | ||
54 | 2013.01.11 00:00 | close | 27 | 1.00 | 1.61637 | 0.00000 | 0.00000 | 1358.04 | 13346.31 |
55 | 2013.01.11 00:00 | sell | 28 | 1.00 | 1.61637 | 0.00000 | 0.00000 | ||
56 | 2013.01.15 00:00 | close | 28 | 1.00 | 1.60778 | 0.00000 | 0.00000 | 855.99 | 14202.30 |
57 | 2013.01.15 00:00 | buy | 29 | 1.00 | 1.60778 | 0.00000 | 0.00000 | ||
58 | 2013.02.13 00:00 | close | 29 | 1.00 | 1.56751 | 0.00000 | 0.00000 | -4013.07 | 10189.24 |
59 | 2013.02.13 00:00 | sell | 30 | 1.00 | 1.56751 | 0.00000 | 0.00000 | ||
60 | 2013.03.19 00:00 | close | 30 | 1.00 | 1.50970 | 0.00000 | 0.00000 | 5729.88 | 15919.12 |
61 | 2013.03.19 00:00 | buy | 31 | 1.00 | 1.50970 | 0.00000 | 0.00000 | ||
62 | 2013.04.04 00:00 | close | 31 | 1.00 | 1.51375 | 0.00000 | 0.00000 | 413.65 | 16332.77 |
63 | 2013.04.04 00:00 | sell | 32 | 1.00 | 1.51375 | 0.00000 | 0.00000 | ||
64 | 2013.04.09 00:00 | close | 32 | 1.00 | 1.52652 | 0.00000 | 0.00000 | -1281.51 | 15051.26 |
65 | 2013.04.09 00:00 | buy | 33 | 1.00 | 1.52652 | 0.00000 | 0.00000 | ||
66 | 2013.04.19 00:00 | close | 33 | 1.00 | 1.52823 | 0.00000 | 0.00000 | 176.77 | 15228.03 |
67 | 2013.04.19 00:00 | sell | 34 | 1.00 | 1.52823 | 0.00000 | 0.00000 | ||
68 | 2013.05.03 00:00 | close | 34 | 1.00 | 1.55354 | 0.00000 | 0.00000 | -2552.05 | 12675.98 |
69 | 2013.05.03 00:00 | buy | 35 | 1.00 | 1.55354 | 0.00000 | 0.00000 | ||
70 | 2013.05.08 23:59 | close at stop | 35 | 1.00 | 1.55399 | 0.00000 | 0.00000 | 46.44 | 12722.42 |