Strategy Tester Report
25081814072010
FxPro.com-Demo2 (Build 226)
| Symbole | EURUSD (Euro vs US Dollar) | ||||
| Periode | Intervalle Jour (D1) 2009.07.24 00:00 - 2010.07.23 00:00 (2009.07.24 - 2010.07.25) | ||||
| Modele | Chaque tick (la méthode la plus précise, basée sur tous les moindres relevés disponibles) | ||||
| Parametres | SignalMail=false; EachTickMode=true; Lots=0.5; Slippage=3; UseTakeProfit=true; TakeProfit=60; | ||||
| Bars en test | 1262 | Ticks modelés | 8954588 | Qualité du modelage | 57.66% |
| Erreurs des graphiques désaccordés | 2 | ||||
| Dépot initial | 1000.00 | ||||
| Profit total net | 12196.14 | Profit brut | 12576.83 | Perte brute | -380.70 |
| Facteur de profit | 33.04 | Rémunération espérée | 1016.34 | ||
| Chute absolue | 364.66 | Chute maximal (%) | 3363.66 (22.92%) | Enfoncement relatif | 45.26% (792.44) |
| Total des Trades | 12 | Positions SHORT (vente) gagnées % | 6 (83.33%) | Positions LONG (achat) gagnées % | 6 (83.33%) |
| Profits des Trades (% du total) | 10 (83.33%) | Pertes des Trades (% du total) | 2 (16.67%) | ||
| Le plus large | gains par Trade | 4486.98 | pertes par Trade | -209.09 | |
| Average (moyenne) | gains par Trade | 1257.68 | pertes par Trade | -190.35 | |
| Maximum | gains consecutifs (profit en $) | 5 (6920.40) | pertes consecutives (perte en $) | 1 (-209.09) | |
| Maximal | Gains consecutifs (coups gagnants) | 6920.40 (5) | Pertes consecutives (coups perdants) | -209.09 (1) | |
| Average (moyenne) | gains consecutifs | 3 | Pertes consecutives | 1 | |
| # | Date exécution | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
| 1 | 2009.08.18 00:00 | sell | 1 | 0.50 | 1.40811 | 0.00000 | 1.40751 | ||
| 2 | 2009.08.18 00:00 | sell | 2 | 0.50 | 1.40811 | 0.00000 | 0.00000 | ||
| 3 | 2009.08.18 00:48 | t/p | 1 | 0.50 | 1.40751 | 0.00000 | 1.40751 | 21.31 | 1021.31 |
| 4 | 2009.08.19 00:00 | close | 2 | 0.50 | 1.41401 | 0.00000 | 0.00000 | -209.09 | 812.22 |
| 5 | 2009.08.19 00:00 | buy | 3 | 0.50 | 1.41402 | 0.00000 | 1.41462 | ||
| 6 | 2009.08.19 00:00 | buy | 4 | 0.50 | 1.41402 | 0.00000 | 0.00000 | ||
| 7 | 2009.08.19 02:33 | t/p | 3 | 0.50 | 1.41462 | 0.00000 | 1.41462 | 21.21 | 833.43 |
| 8 | 2009.12.07 00:00 | close | 4 | 0.50 | 1.48558 | 0.00000 | 0.00000 | 2369.99 | 3203.42 |
| 9 | 2009.12.07 00:00 | sell | 5 | 0.50 | 1.48555 | 0.00000 | 1.48495 | ||
| 10 | 2009.12.07 00:00 | sell | 6 | 0.50 | 1.48555 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.07 10:27 | t/p | 5 | 0.50 | 1.48495 | 0.00000 | 1.48495 | 20.20 | 3223.62 |
| 12 | 2010.04.14 00:00 | close | 6 | 0.50 | 1.36176 | 0.00000 | 0.00000 | 4486.98 | 7710.60 |
| 13 | 2010.04.14 00:00 | buy | 7 | 0.50 | 1.36177 | 0.00000 | 1.36237 | ||
| 14 | 2010.04.14 00:00 | buy | 8 | 0.50 | 1.36177 | 0.00000 | 0.00000 | ||
| 15 | 2010.04.14 03:12 | t/p | 7 | 0.50 | 1.36237 | 0.00000 | 1.36237 | 22.02 | 7732.63 |
| 16 | 2010.04.16 00:00 | close | 8 | 0.50 | 1.35715 | 0.00000 | 0.00000 | -171.61 | 7561.02 |
| 17 | 2010.04.16 00:00 | sell | 9 | 0.50 | 1.35717 | 0.00000 | 1.35657 | ||
| 18 | 2010.04.16 00:00 | sell | 10 | 0.50 | 1.35717 | 0.00000 | 0.00000 | ||
| 19 | 2010.04.16 03:06 | t/p | 9 | 0.50 | 1.35657 | 0.00000 | 1.35657 | 22.11 | 7583.13 |
| 20 | 2010.07.02 00:00 | close | 10 | 0.50 | 1.25300 | 0.00000 | 0.00000 | 4121.78 | 11704.91 |
| 21 | 2010.07.02 00:00 | buy | 11 | 0.50 | 1.25307 | 0.00000 | 1.25367 | ||
| 22 | 2010.07.02 00:00 | buy | 12 | 0.50 | 1.25307 | 0.00000 | 0.00000 | ||
| 23 | 2010.07.02 14:57 | t/p | 11 | 0.50 | 1.25367 | 0.00000 | 1.25367 | 23.93 | 11728.84 |
| 24 | 2010.07.23 23:59 | close at stop | 12 | 0.50 | 1.29115 | 0.00000 | 0.00000 | 1467.30 | 13196.14 |