Strategy Tester Report
FOREX CASH COW - MM

SymboleGBPUSD (Great Britain Pound vs US Dollar)
PeriodeIntervalle Jour (D1) 2006.01.02 00:00 - 2007.01.01 00:00 (2006.01.01 - 2007.01.01)
ModelePoints de contrôle (basés sur le plus proche des relevés aprés interpolation fractale sur 12 points)
ParametresDelta=140; Rule2Dist=70; Rule3Dist=30; SL=60; TP=100; MoneyManagement=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; AcountIsMini=false;
Bars en test1310Ticks modelés8973Qualité du modelage44.81%
Dépot initial10000.00
Profit total net-68.06Profit brut728.42Perte brute-796.49
Facteur de profit0.91Rémunération espérée-3.40
Chute absolue120.00Chute maximal (%)475.14 (4.57%)Relative drawdown4.57% (475.14)
Total des Trades20Positions SHORT (vente) gagnées %9 (0.00%)Positions LONG (achat) gagnées %11 (36.36%)
Profits des Trades (% du total) 4 (20.00%)Pertes des Trades (% du total) 16 (80.00%)
Le plus largegains par Trade240.00pertes par Trade-104.00
Average (moyenne)gains par Trade182.11pertes par Trade-49.78
Maximumgains consecutifs (profit en $)2 (339.77)pertes consecutives (perte en $)9 (-338.80)
MaximalGains consecutifs (coups gagnants)339.77 (2)Pertes consecutives (coups perdants)-338.80 (9)
Average (moyenne)gains consecutifs1Pertes consecutives4
Graph
#Date exécutionTransactionOrdreLotsPrixS/L (Stop/Perte)T/P (Prendre/profit)ProfitBalance
12006.01.17 02:00sell limit10.201.76091.76531.7493
22006.01.17 06:00sell10.201.76091.76531.7493
32006.01.17 08:00s/l10.201.76531.76531.7493-88.009912.00
42006.03.14 02:00buy limit20.201.74041.73881.7548
52006.03.14 12:00buy20.201.74041.73881.7548
62006.03.14 14:00s/l20.201.73881.73881.7548-32.009880.00
72006.04.04 09:20buy limit30.101.74491.74071.7567
82006.04.04 14:00buy30.101.74491.74071.7567
92006.04.04 15:59t/p30.101.75671.74071.7567118.009998.00
102006.04.18 12:40buy limit40.201.77801.77311.7891
112006.04.18 13:20buy40.201.77801.77311.7891
122006.04.19 16:40t/p40.201.78911.77311.7891221.7710219.77
132006.04.19 16:40buy limit50.201.78771.78511.8011
142006.04.19 18:00buy50.201.78771.78511.8011
152006.04.20 08:40s/l50.201.78511.78511.8011-52.6910167.08
162006.04.28 09:20buy limit60.201.80791.80391.8199
172006.04.28 14:00buy60.201.80791.80391.8199
182006.04.28 18:40t/p60.201.81991.80391.8199240.0010407.08
192006.05.05 13:20buy limit70.201.85801.85651.8725
202006.05.05 14:40buy70.201.85801.85651.8725
212006.05.05 18:40s/l70.201.85651.85651.8725-30.0010377.08
222006.05.10 10:00buy limit80.201.87231.86721.8832
232006.05.10 10:40buy80.201.87231.86721.8832
242006.05.10 11:59s/l80.201.86721.86721.8832-102.0010275.08
252006.06.01 06:40sell limit90.101.86561.87011.8541
262006.06.01 07:59sell90.101.86561.87011.8541
272006.06.02 12:40s/l90.101.87011.87011.8541-44.9610230.12
282006.06.06 13:20sell limit100.101.86671.86941.8534
292006.07.27 14:40sell100.101.86671.86941.8534
302006.08.01 12:40s/l100.101.86941.86941.8534-26.8810203.24
312006.08.18 09:20sell limit110.101.87911.88401.8680
322006.08.18 10:40sell110.101.87911.88401.8680
332006.08.18 13:20s/l110.101.88401.88401.8680-49.0010154.24
342006.09.06 08:40sell limit120.101.88821.88911.8731
352006.09.06 09:20sell120.101.88821.88911.8731
362006.09.06 10:40s/l120.101.88911.88911.8731-9.0010145.24
372006.09.07 08:40sell limit130.101.87631.87951.8635
382006.09.07 09:20sell130.101.87631.87951.8635
392006.09.07 10:00s/l130.101.87951.87951.8635-32.0010113.24
402006.09.08 14:00sell limit140.101.86771.86881.8528
412006.09.11 10:00sell140.101.86771.86881.8528
422006.09.12 00:40s/l140.101.86881.86881.8528-10.9610102.28
432006.09.29 05:20sell limit150.101.86931.87271.8567
442006.09.29 06:00sell150.101.86931.87271.8567
452006.09.29 17:20s/l150.101.87271.87271.8567-34.0010068.28
462006.10.27 12:40buy limit160.101.89551.89441.9104
472006.10.27 14:40buy160.101.89551.89441.9104
482006.11.01 10:00t/p160.101.91041.89441.9104148.6610216.94
492006.11.01 13:20buy limit170.201.91291.90791.9239
502006.11.01 14:00buy170.201.91291.90791.9239
512006.11.01 14:40s/l170.201.90791.90791.9239-100.0010116.94
522006.11.14 09:20sell limit180.201.89651.90171.8857
532006.11.14 10:00sell180.201.89651.90171.8857
542006.11.14 10:40s/l180.201.90171.90171.8857-104.0010012.94
552006.12.01 05:20buy limit190.101.97291.96921.9852
562006.12.01 08:40buy190.101.97291.96921.9852
572006.12.01 09:20s/l190.101.96921.96921.9852-37.009975.94
582006.12.12 10:40buy limit200.101.96371.95931.9753
592006.12.12 12:00buy200.101.96371.95931.9753
602006.12.12 12:40s/l200.101.95931.95931.9753-44.009931.94