Symbole | EURUSD (Euro vs US Dollar) | ||||
Periode | Intervalle Jour (D1) 2011.11.01 00:00 - 2013.03.28 00:00 (2011.11.01 - 2013.03.28) | ||||
Modele | Points de contrôle (une méthode tres approximative, les résultats obtenus ne doivent pas etre pris en considération) | ||||
Bars en test | 1437 | Ticks modelés | 29744 | Qualité du modelage | n/a |
Erreurs des graphiques désaccordés | 0 | ||||
Dépot initial | 10000.00 | ||||
Profit total net | 1123.86 | Profit brut | 3313.82 | Perte brute | -2189.96 |
Facteur de profit | 1.51 | Rémunération espérée | 34.06 | ||
Chute absolue | 354.44 | Chute maximal (%) | 862.60 (7.76%) | Enfoncement relatif | 7.76% (862.60) |
Total des Trades | 33 | Positions SHORT (vente) gagnées % | 16 (62.50%) | Positions LONG (achat) gagnées % | 17 (41.18%) |
Profits des Trades (% du total) | 17 (51.52%) | Pertes des Trades (% du total) | 16 (48.48%) | ||
Le plus large | gains par Trade | 691.74 | pertes par Trade | -281.91 | |
Average (moyenne) | gains par Trade | 194.93 | pertes par Trade | -136.87 | |
Maximum | gains consecutifs (profit en $) | 4 (983.80) | pertes consecutives (perte en $) | 2 (-485.09) | |
Maximal | Gains consecutifs (coups gagnants) | 983.80 (4) | Pertes consecutives (coups perdants) | -485.09 (2) | |
Average (moyenne) | gains consecutifs | 2 | Pertes consecutives | 1 |
# | Date exécution | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
1 | 2011.11.01 00:00 | buy | 1 | 0.10 | 1.38606 | 0.00000 | 0.00000 | ||
2 | 2011.11.03 00:00 | close | 1 | 0.10 | 1.36880 | 0.00000 | 0.00000 | -173.26 | 9826.74 |
3 | 2011.11.03 00:00 | sell | 2 | 0.10 | 1.36880 | 0.00000 | 0.00000 | ||
4 | 2011.12.04 21:45 | close | 2 | 0.10 | 1.34365 | 0.00000 | 0.00000 | 252.10 | 10078.84 |
5 | 2011.12.04 21:45 | buy | 3 | 0.10 | 1.34365 | 0.00000 | 0.00000 | ||
6 | 2011.12.11 21:45 | close | 3 | 0.10 | 1.33803 | 0.00000 | 0.00000 | -57.35 | 10021.49 |
7 | 2011.12.11 21:45 | sell | 4 | 0.10 | 1.33803 | 0.00000 | 0.00000 | ||
8 | 2012.01.05 00:00 | close | 4 | 0.10 | 1.29321 | 0.00000 | 0.00000 | 448.76 | 10470.25 |
9 | 2012.01.05 00:00 | buy | 5 | 0.10 | 1.29321 | 0.00000 | 0.00000 | ||
10 | 2012.01.10 00:00 | close | 5 | 0.10 | 1.27721 | 0.00000 | 0.00000 | -160.49 | 10309.76 |
11 | 2012.01.10 00:00 | sell | 6 | 0.10 | 1.27721 | 0.00000 | 0.00000 | ||
12 | 2012.01.15 21:45 | close | 6 | 0.10 | 1.26428 | 0.00000 | 0.00000 | 129.40 | 10439.16 |
13 | 2012.01.15 21:45 | buy | 7 | 0.10 | 1.26428 | 0.00000 | 0.00000 | ||
14 | 2012.02.17 00:00 | close | 7 | 0.10 | 1.31269 | 0.00000 | 0.00000 | 478.35 | 10917.51 |
15 | 2012.02.17 00:00 | sell | 8 | 0.10 | 1.31269 | 0.00000 | 0.00000 | ||
16 | 2012.02.28 00:00 | close | 8 | 0.10 | 1.34090 | 0.00000 | 0.00000 | -281.91 | 10635.60 |
17 | 2012.02.28 00:00 | buy | 9 | 0.10 | 1.34090 | 0.00000 | 0.00000 | ||
18 | 2012.03.06 00:00 | close | 9 | 0.10 | 1.32229 | 0.00000 | 0.00000 | -187.25 | 10448.35 |
19 | 2012.03.06 00:00 | sell | 10 | 0.10 | 1.32229 | 0.00000 | 0.00000 | ||
20 | 2012.03.23 00:00 | close | 10 | 0.10 | 1.32060 | 0.00000 | 0.00000 | 17.29 | 10465.64 |
21 | 2012.03.23 00:00 | buy | 11 | 0.10 | 1.32060 | 0.00000 | 0.00000 | ||
22 | 2012.04.17 00:00 | close | 11 | 0.10 | 1.31258 | 0.00000 | 0.00000 | -83.98 | 10381.66 |
23 | 2012.04.17 00:00 | sell | 12 | 0.10 | 1.31258 | 0.00000 | 0.00000 | ||
24 | 2012.04.24 00:00 | close | 12 | 0.10 | 1.31510 | 0.00000 | 0.00000 | -25.06 | 10356.61 |
25 | 2012.04.24 00:00 | buy | 13 | 0.10 | 1.31510 | 0.00000 | 0.00000 | ||
26 | 2012.05.04 00:00 | close | 13 | 0.10 | 1.31540 | 0.00000 | 0.00000 | 1.03 | 10357.64 |
27 | 2012.05.04 00:00 | sell | 14 | 0.10 | 1.31540 | 0.00000 | 0.00000 | ||
28 | 2012.06.06 00:00 | close | 14 | 0.10 | 1.24629 | 0.00000 | 0.00000 | 691.74 | 11049.38 |
29 | 2012.06.06 00:00 | buy | 15 | 0.10 | 1.24629 | 0.00000 | 0.00000 | ||
30 | 2012.07.01 20:45 | close | 15 | 0.10 | 1.26696 | 0.00000 | 0.00000 | 202.59 | 11251.97 |
31 | 2012.07.01 20:45 | sell | 16 | 0.10 | 1.26696 | 0.00000 | 0.00000 | ||
32 | 2012.07.03 00:00 | close | 16 | 0.10 | 1.25812 | 0.00000 | 0.00000 | 88.44 | 11340.41 |
33 | 2012.07.03 00:00 | buy | 17 | 0.10 | 1.25812 | 0.00000 | 0.00000 | ||
34 | 2012.08.05 20:45 | close | 17 | 0.10 | 1.23954 | 0.00000 | 0.00000 | -191.22 | 11149.19 |
35 | 2012.08.05 20:45 | sell | 18 | 0.10 | 1.23954 | 0.00000 | 0.00000 | ||
36 | 2012.08.07 00:00 | close | 18 | 0.10 | 1.23897 | 0.00000 | 0.00000 | 5.74 | 11154.93 |
37 | 2012.08.07 00:00 | buy | 19 | 0.10 | 1.23897 | 0.00000 | 0.00000 | ||
38 | 2012.08.17 00:00 | close | 19 | 0.10 | 1.23566 | 0.00000 | 0.00000 | -35.07 | 11119.86 |
39 | 2012.08.17 00:00 | sell | 20 | 0.10 | 1.23566 | 0.00000 | 0.00000 | ||
40 | 2012.09.05 00:00 | close | 20 | 0.10 | 1.25350 | 0.00000 | 0.00000 | -178.05 | 10941.81 |
41 | 2012.09.05 00:00 | buy | 21 | 0.10 | 1.25350 | 0.00000 | 0.00000 | ||
42 | 2012.09.06 00:00 | close | 21 | 0.10 | 1.25999 | 0.00000 | 0.00000 | 64.41 | 11006.22 |
43 | 2012.09.06 00:00 | sell | 22 | 0.10 | 1.25999 | 0.00000 | 0.00000 | ||
44 | 2012.09.11 00:00 | close | 22 | 0.10 | 1.27629 | 0.00000 | 0.00000 | -162.94 | 10843.28 |
45 | 2012.09.11 00:00 | buy | 23 | 0.10 | 1.27629 | 0.00000 | 0.00000 | ||
46 | 2012.09.28 00:00 | close | 23 | 0.10 | 1.29114 | 0.00000 | 0.00000 | 145.38 | 10988.66 |
47 | 2012.09.28 00:00 | sell | 24 | 0.10 | 1.29114 | 0.00000 | 0.00000 | ||
48 | 2012.10.09 00:00 | close | 24 | 0.10 | 1.29764 | 0.00000 | 0.00000 | -64.81 | 10923.85 |
49 | 2012.10.09 00:00 | buy | 25 | 0.10 | 1.29764 | 0.00000 | 0.00000 | ||
50 | 2012.10.31 00:00 | close | 25 | 0.10 | 1.29610 | 0.00000 | 0.00000 | -19.01 | 10904.83 |
51 | 2012.10.31 00:00 | sell | 26 | 0.10 | 1.29610 | 0.00000 | 0.00000 | ||
52 | 2012.11.18 21:45 | close | 26 | 0.10 | 1.27487 | 0.00000 | 0.00000 | 212.67 | 11117.51 |
53 | 2012.11.18 21:45 | buy | 27 | 0.10 | 1.27487 | 0.00000 | 0.00000 | ||
54 | 2013.01.06 21:45 | close | 27 | 0.10 | 1.30759 | 0.00000 | 0.00000 | 319.15 | 11436.66 |
55 | 2013.01.06 21:45 | sell | 28 | 0.10 | 1.30759 | 0.00000 | 0.00000 | ||
56 | 2013.01.16 00:00 | close | 28 | 0.10 | 1.33108 | 0.00000 | 0.00000 | -234.69 | 11201.96 |
57 | 2013.01.16 00:00 | buy | 29 | 0.10 | 1.33108 | 0.00000 | 0.00000 | ||
58 | 2013.02.27 00:00 | close | 29 | 0.10 | 1.30673 | 0.00000 | 0.00000 | -250.40 | 10951.56 |
59 | 2013.02.27 00:00 | sell | 30 | 0.10 | 1.30673 | 0.00000 | 0.00000 | ||
60 | 2013.03.10 20:45 | close | 30 | 0.10 | 1.29873 | 0.00000 | 0.00000 | 80.23 | 11031.79 |
61 | 2013.03.10 20:45 | buy | 31 | 0.10 | 1.29873 | 0.00000 | 0.00000 | ||
62 | 2013.03.15 00:00 | close | 31 | 0.10 | 1.30116 | 0.00000 | 0.00000 | 23.15 | 11054.94 |
63 | 2013.03.15 00:00 | sell | 32 | 0.10 | 1.30116 | 0.00000 | 0.00000 | ||
64 | 2013.03.26 00:00 | close | 32 | 0.10 | 1.28584 | 0.00000 | 0.00000 | 153.39 | 11208.33 |
65 | 2013.03.26 00:00 | buy | 33 | 0.10 | 1.28584 | 0.00000 | 0.00000 | ||
66 | 2013.03.27 23:59 | close at stop | 33 | 0.10 | 1.27741 | 0.00000 | 0.00000 | -84.46 | 11123.86 |