| Symbole | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Periode | Intervalle Jour (D1) 2006.01.02 00:00 - 2007.01.01 00:00 (2006.01.01 - 2007.01.01) | ||||
| Modele | Points de contrôle (basés sur le plus proche des relevés aprés interpolation fractale sur 12 points) | ||||
| Parametres | Delta=140; Rule2Dist=70; Rule3Dist=30; SL=60; TP=100; MoneyManagement=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; AcountIsMini=false; | ||||
| Bars en test | 1310 | Ticks modelés | 8973 | Qualité du modelage | 44.81% |
| Dépot initial | 10000.00 | ||||
| Profit total net | -68.06 | Profit brut | 728.42 | Perte brute | -796.49 |
| Facteur de profit | 0.91 | Rémunération espérée | -3.40 | ||
| Chute absolue | 120.00 | Chute maximal (%) | 475.14 (4.57%) | Relative drawdown | 4.57% (475.14) |
| Total des Trades | 20 | Positions 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 large | gains par Trade | 240.00 | pertes par Trade | -104.00 | |
| Average (moyenne) | gains par Trade | 182.11 | pertes par Trade | -49.78 | |
| Maximum | gains consecutifs (profit en $) | 2 (339.77) | pertes consecutives (perte en $) | 9 (-338.80) | |
| Maximal | Gains consecutifs (coups gagnants) | 339.77 (2) | Pertes consecutives (coups perdants) | -338.80 (9) | |
| Average (moyenne) | gains consecutifs | 1 | Pertes consecutives | 4 | |

| # | Date exécution | Transaction | Ordre | Lots | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
| 1 | 2006.01.17 02:00 | sell limit | 1 | 0.20 | 1.7609 | 1.7653 | 1.7493 | ||
| 2 | 2006.01.17 06:00 | sell | 1 | 0.20 | 1.7609 | 1.7653 | 1.7493 | ||
| 3 | 2006.01.17 08:00 | s/l | 1 | 0.20 | 1.7653 | 1.7653 | 1.7493 | -88.00 | 9912.00 |
| 4 | 2006.03.14 02:00 | buy limit | 2 | 0.20 | 1.7404 | 1.7388 | 1.7548 | ||
| 5 | 2006.03.14 12:00 | buy | 2 | 0.20 | 1.7404 | 1.7388 | 1.7548 | ||
| 6 | 2006.03.14 14:00 | s/l | 2 | 0.20 | 1.7388 | 1.7388 | 1.7548 | -32.00 | 9880.00 |
| 7 | 2006.04.04 09:20 | buy limit | 3 | 0.10 | 1.7449 | 1.7407 | 1.7567 | ||
| 8 | 2006.04.04 14:00 | buy | 3 | 0.10 | 1.7449 | 1.7407 | 1.7567 | ||
| 9 | 2006.04.04 15:59 | t/p | 3 | 0.10 | 1.7567 | 1.7407 | 1.7567 | 118.00 | 9998.00 |
| 10 | 2006.04.18 12:40 | buy limit | 4 | 0.20 | 1.7780 | 1.7731 | 1.7891 | ||
| 11 | 2006.04.18 13:20 | buy | 4 | 0.20 | 1.7780 | 1.7731 | 1.7891 | ||
| 12 | 2006.04.19 16:40 | t/p | 4 | 0.20 | 1.7891 | 1.7731 | 1.7891 | 221.77 | 10219.77 |
| 13 | 2006.04.19 16:40 | buy limit | 5 | 0.20 | 1.7877 | 1.7851 | 1.8011 | ||
| 14 | 2006.04.19 18:00 | buy | 5 | 0.20 | 1.7877 | 1.7851 | 1.8011 | ||
| 15 | 2006.04.20 08:40 | s/l | 5 | 0.20 | 1.7851 | 1.7851 | 1.8011 | -52.69 | 10167.08 |
| 16 | 2006.04.28 09:20 | buy limit | 6 | 0.20 | 1.8079 | 1.8039 | 1.8199 | ||
| 17 | 2006.04.28 14:00 | buy | 6 | 0.20 | 1.8079 | 1.8039 | 1.8199 | ||
| 18 | 2006.04.28 18:40 | t/p | 6 | 0.20 | 1.8199 | 1.8039 | 1.8199 | 240.00 | 10407.08 |
| 19 | 2006.05.05 13:20 | buy limit | 7 | 0.20 | 1.8580 | 1.8565 | 1.8725 | ||
| 20 | 2006.05.05 14:40 | buy | 7 | 0.20 | 1.8580 | 1.8565 | 1.8725 | ||
| 21 | 2006.05.05 18:40 | s/l | 7 | 0.20 | 1.8565 | 1.8565 | 1.8725 | -30.00 | 10377.08 |
| 22 | 2006.05.10 10:00 | buy limit | 8 | 0.20 | 1.8723 | 1.8672 | 1.8832 | ||
| 23 | 2006.05.10 10:40 | buy | 8 | 0.20 | 1.8723 | 1.8672 | 1.8832 | ||
| 24 | 2006.05.10 11:59 | s/l | 8 | 0.20 | 1.8672 | 1.8672 | 1.8832 | -102.00 | 10275.08 |
| 25 | 2006.06.01 06:40 | sell limit | 9 | 0.10 | 1.8656 | 1.8701 | 1.8541 | ||
| 26 | 2006.06.01 07:59 | sell | 9 | 0.10 | 1.8656 | 1.8701 | 1.8541 | ||
| 27 | 2006.06.02 12:40 | s/l | 9 | 0.10 | 1.8701 | 1.8701 | 1.8541 | -44.96 | 10230.12 |
| 28 | 2006.06.06 13:20 | sell limit | 10 | 0.10 | 1.8667 | 1.8694 | 1.8534 | ||
| 29 | 2006.07.27 14:40 | sell | 10 | 0.10 | 1.8667 | 1.8694 | 1.8534 | ||
| 30 | 2006.08.01 12:40 | s/l | 10 | 0.10 | 1.8694 | 1.8694 | 1.8534 | -26.88 | 10203.24 |
| 31 | 2006.08.18 09:20 | sell limit | 11 | 0.10 | 1.8791 | 1.8840 | 1.8680 | ||
| 32 | 2006.08.18 10:40 | sell | 11 | 0.10 | 1.8791 | 1.8840 | 1.8680 | ||
| 33 | 2006.08.18 13:20 | s/l | 11 | 0.10 | 1.8840 | 1.8840 | 1.8680 | -49.00 | 10154.24 |
| 34 | 2006.09.06 08:40 | sell limit | 12 | 0.10 | 1.8882 | 1.8891 | 1.8731 | ||
| 35 | 2006.09.06 09:20 | sell | 12 | 0.10 | 1.8882 | 1.8891 | 1.8731 | ||
| 36 | 2006.09.06 10:40 | s/l | 12 | 0.10 | 1.8891 | 1.8891 | 1.8731 | -9.00 | 10145.24 |
| 37 | 2006.09.07 08:40 | sell limit | 13 | 0.10 | 1.8763 | 1.8795 | 1.8635 | ||
| 38 | 2006.09.07 09:20 | sell | 13 | 0.10 | 1.8763 | 1.8795 | 1.8635 | ||
| 39 | 2006.09.07 10:00 | s/l | 13 | 0.10 | 1.8795 | 1.8795 | 1.8635 | -32.00 | 10113.24 |
| 40 | 2006.09.08 14:00 | sell limit | 14 | 0.10 | 1.8677 | 1.8688 | 1.8528 | ||
| 41 | 2006.09.11 10:00 | sell | 14 | 0.10 | 1.8677 | 1.8688 | 1.8528 | ||
| 42 | 2006.09.12 00:40 | s/l | 14 | 0.10 | 1.8688 | 1.8688 | 1.8528 | -10.96 | 10102.28 |
| 43 | 2006.09.29 05:20 | sell limit | 15 | 0.10 | 1.8693 | 1.8727 | 1.8567 | ||
| 44 | 2006.09.29 06:00 | sell | 15 | 0.10 | 1.8693 | 1.8727 | 1.8567 | ||
| 45 | 2006.09.29 17:20 | s/l | 15 | 0.10 | 1.8727 | 1.8727 | 1.8567 | -34.00 | 10068.28 |
| 46 | 2006.10.27 12:40 | buy limit | 16 | 0.10 | 1.8955 | 1.8944 | 1.9104 | ||
| 47 | 2006.10.27 14:40 | buy | 16 | 0.10 | 1.8955 | 1.8944 | 1.9104 | ||
| 48 | 2006.11.01 10:00 | t/p | 16 | 0.10 | 1.9104 | 1.8944 | 1.9104 | 148.66 | 10216.94 |
| 49 | 2006.11.01 13:20 | buy limit | 17 | 0.20 | 1.9129 | 1.9079 | 1.9239 | ||
| 50 | 2006.11.01 14:00 | buy | 17 | 0.20 | 1.9129 | 1.9079 | 1.9239 | ||
| 51 | 2006.11.01 14:40 | s/l | 17 | 0.20 | 1.9079 | 1.9079 | 1.9239 | -100.00 | 10116.94 |
| 52 | 2006.11.14 09:20 | sell limit | 18 | 0.20 | 1.8965 | 1.9017 | 1.8857 | ||
| 53 | 2006.11.14 10:00 | sell | 18 | 0.20 | 1.8965 | 1.9017 | 1.8857 | ||
| 54 | 2006.11.14 10:40 | s/l | 18 | 0.20 | 1.9017 | 1.9017 | 1.8857 | -104.00 | 10012.94 |
| 55 | 2006.12.01 05:20 | buy limit | 19 | 0.10 | 1.9729 | 1.9692 | 1.9852 | ||
| 56 | 2006.12.01 08:40 | buy | 19 | 0.10 | 1.9729 | 1.9692 | 1.9852 | ||
| 57 | 2006.12.01 09:20 | s/l | 19 | 0.10 | 1.9692 | 1.9692 | 1.9852 | -37.00 | 9975.94 |
| 58 | 2006.12.12 10:40 | buy limit | 20 | 0.10 | 1.9637 | 1.9593 | 1.9753 | ||
| 59 | 2006.12.12 12:00 | buy | 20 | 0.10 | 1.9637 | 1.9593 | 1.9753 | ||
| 60 | 2006.12.12 12:40 | s/l | 20 | 0.10 | 1.9593 | 1.9593 | 1.9753 | -44.00 | 9931.94 |