Symbole | EURUSD (Euro vs US Dollar) | ||||
Periode | Intervalle Jour (D1) 2012.07.01 00:00 - 2013.05.08 00:00 (2012.07.01 - 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 | 1267 | Ticks modelés | 8500438 | Qualité du modelage | 60.98% |
Erreurs des graphiques désaccordés | 0 | ||||
Dépot initial | 10000.00 | ||||
Profit total net | 2466.16 | Profit brut | 13846.41 | Perte brute | -11380.25 |
Facteur de profit | 1.22 | Rémunération espérée | 137.01 | ||
Chute absolue | 4825.26 | Chute maximal (%) | 8162.77 (57.61%) | Enfoncement relatif | 57.61% (8162.77) |
Total des Trades | 18 | Positions SHORT (vente) gagnées % | 9 (55.56%) | Positions LONG (achat) gagnées % | 9 (55.56%) |
Profits des Trades (% du total) | 10 (55.56%) | Pertes des Trades (% du total) | 8 (44.44%) | ||
Le plus large | gains par Trade | 3188.44 | pertes par Trade | -2506.91 | |
Average (moyenne) | gains par Trade | 1384.64 | pertes par Trade | -1422.53 | |
Maximum | gains consecutifs (profit en $) | 4 (5501.97) | pertes consecutives (perte en $) | 2 (-4855.81) | |
Maximal | Gains consecutifs (coups gagnants) | 5501.97 (4) | Pertes consecutives (coups perdants) | -4855.81 (2) | |
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 | 2012.07.01 20:45 | sell | 1 | 1.00 | 1.26696 | 0.00000 | 0.00000 | ||
2 | 2012.07.03 00:00 | close | 1 | 1.00 | 1.25814 | 0.00000 | 0.00000 | 882.42 | 10882.42 |
3 | 2012.07.03 00:00 | buy | 2 | 1.00 | 1.25814 | 0.00000 | 0.00000 | ||
4 | 2012.08.05 20:45 | close | 2 | 1.00 | 1.23954 | 0.00000 | 0.00000 | -1914.93 | 8967.49 |
5 | 2012.08.05 20:45 | sell | 3 | 1.00 | 1.23954 | 0.00000 | 0.00000 | ||
6 | 2012.08.07 00:00 | close | 3 | 1.00 | 1.23899 | 0.00000 | 0.00000 | 55.42 | 9022.91 |
7 | 2012.08.07 00:00 | buy | 4 | 1.00 | 1.23899 | 0.00000 | 0.00000 | ||
8 | 2012.08.17 00:00 | close | 4 | 1.00 | 1.23566 | 0.00000 | 0.00000 | -352.97 | 8669.94 |
9 | 2012.08.17 00:00 | sell | 5 | 1.00 | 1.23566 | 0.00000 | 0.00000 | ||
10 | 2012.09.05 00:00 | close | 5 | 1.00 | 1.25352 | 0.00000 | 0.00000 | -1782.44 | 6887.50 |
11 | 2012.09.05 00:00 | buy | 6 | 1.00 | 1.25352 | 0.00000 | 0.00000 | ||
12 | 2012.09.06 00:00 | close | 6 | 1.00 | 1.25999 | 0.00000 | 0.00000 | 642.01 | 7529.51 |
13 | 2012.09.06 00:00 | sell | 7 | 1.00 | 1.25999 | 0.00000 | 0.00000 | ||
14 | 2012.09.11 00:00 | close | 7 | 1.00 | 1.27631 | 0.00000 | 0.00000 | -1631.37 | 5898.14 |
15 | 2012.09.11 00:00 | buy | 8 | 1.00 | 1.27631 | 0.00000 | 0.00000 | ||
16 | 2012.09.28 00:00 | close | 8 | 1.00 | 1.29114 | 0.00000 | 0.00000 | 1451.38 | 7349.51 |
17 | 2012.09.28 00:00 | sell | 9 | 1.00 | 1.29114 | 0.00000 | 0.00000 | ||
18 | 2012.10.09 00:00 | close | 9 | 1.00 | 1.29766 | 0.00000 | 0.00000 | -650.11 | 6699.40 |
19 | 2012.10.09 00:00 | buy | 10 | 1.00 | 1.29766 | 0.00000 | 0.00000 | ||
20 | 2012.10.31 00:00 | close | 10 | 1.00 | 1.29610 | 0.00000 | 0.00000 | -192.62 | 6506.78 |
21 | 2012.10.31 00:00 | sell | 11 | 1.00 | 1.29610 | 0.00000 | 0.00000 | ||
22 | 2012.11.18 21:45 | close | 11 | 1.00 | 1.27489 | 0.00000 | 0.00000 | 2124.77 | 8631.56 |
23 | 2012.11.18 21:45 | buy | 12 | 1.00 | 1.27489 | 0.00000 | 0.00000 | ||
24 | 2013.01.06 21:55 | close | 12 | 1.00 | 1.30759 | 0.00000 | 0.00000 | 3188.44 | 11820.00 |
25 | 2013.01.06 21:55 | sell | 13 | 1.00 | 1.30759 | 0.00000 | 0.00000 | ||
26 | 2013.01.16 00:00 | close | 13 | 1.00 | 1.33110 | 0.00000 | 0.00000 | -2348.90 | 9471.10 |
27 | 2013.01.16 00:00 | buy | 14 | 1.00 | 1.33110 | 0.00000 | 0.00000 | ||
28 | 2013.02.27 00:00 | close | 14 | 1.00 | 1.30673 | 0.00000 | 0.00000 | -2506.91 | 6964.19 |
29 | 2013.02.27 00:00 | sell | 15 | 1.00 | 1.30673 | 0.00000 | 0.00000 | ||
30 | 2013.03.10 20:46 | close | 15 | 1.00 | 1.29875 | 0.00000 | 0.00000 | 800.31 | 7764.50 |
31 | 2013.03.10 20:46 | buy | 16 | 1.00 | 1.29875 | 0.00000 | 0.00000 | ||
32 | 2013.03.15 00:00 | close | 16 | 1.00 | 1.30116 | 0.00000 | 0.00000 | 229.35 | 7993.85 |
33 | 2013.03.15 00:00 | sell | 17 | 1.00 | 1.30116 | 0.00000 | 0.00000 | ||
34 | 2013.03.26 00:00 | close | 17 | 1.00 | 1.28586 | 0.00000 | 0.00000 | 1531.89 | 9525.73 |
35 | 2013.03.26 00:00 | buy | 18 | 1.00 | 1.28586 | 0.00000 | 0.00000 | ||
36 | 2013.05.08 23:59 | close at stop | 18 | 1.00 | 1.31598 | 0.00000 | 0.00000 | 2940.43 | 12466.16 |