Strategy Tester Report
FOREX CASH COW

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; CurLoDist=70; PrevHiDist=30; SL=60; TP=100;
Bars en test466Ticks modelés8129Qualité du modelage44.81%
Dépot initial10000.00
Profit total net-9761.15Profit brut2000.00Perte brute-11761.15
Facteur de profit0.17Rémunération espérée-361.52
Chute absolue9761.15Chute maximal (%)9761.15 (97.61%)Relative drawdown97.61% (9761.15)
Total des Trades27Positions SHORT (vente) gagnées %10 (30.00%)Positions LONG (achat) gagnées %17 (23.53%)
Profits des Trades (% du total) 7 (25.93%)Pertes des Trades (% du total) 20 (74.07%)
Le plus largegains par Trade1000.00pertes par Trade-600.00
Average (moyenne)gains par Trade285.71pertes par Trade-588.06
Maximumgains consecutifs (profit en $)2 (1000.00)pertes consecutives (perte en $)6 (-3600.00)
MaximalGains consecutifs (coups gagnants)1000.00 (2)Pertes consecutives (coups perdants)-3600.00 (6)
Average (moyenne)gains consecutifs1Pertes consecutives3
Graph
#Date exécutionTransactionOrdreLotsPrixS/L (Stop/Perte)T/P (Prendre/profit)ProfitBalance
12006.01.04 02:00buy11.001.76241.75641.7724
22006.01.04 06:00s/l11.001.75641.75641.7724-600.009400.00
32006.01.12 14:00buy21.001.77331.76731.7833
42006.01.12 23:59s/l21.001.76731.76731.7833-600.008800.00
52006.01.17 02:00sell31.001.75931.76531.7493
62006.01.17 06:00s/l31.001.76531.76531.7493-600.008200.00
72006.02.07 18:00sell41.001.74011.74611.7301
82006.02.07 23:59s/l41.001.74611.74611.7301-600.007600.00
92006.03.07 02:00sell51.001.73681.74281.7268
102006.03.07 04:00s/l51.001.74281.74281.7268-600.007000.00
112006.03.14 02:00buy61.001.74481.73881.7548
122006.03.14 08:00modify61.001.74481.74481.7548
132006.03.14 10:00s/l61.001.74481.74481.75480.007000.00
142006.04.04 09:20buy71.001.74671.74071.7567
152006.04.04 13:20t/p71.001.75671.74071.75671000.008000.00
162006.04.05 08:40buy81.001.76201.75601.7720
172006.04.05 10:00s/l81.001.75601.75601.7720-600.007400.00
182006.04.18 12:40buy91.001.77911.77311.7891
192006.04.18 13:20s/l91.001.77311.77311.7891-600.006800.00
202006.04.19 10:00buy101.001.78821.78221.7982
212006.04.19 12:40s/l101.001.78221.78221.7982-600.006200.00
222006.04.28 09:20buy111.001.80991.80391.8199
232006.04.28 18:40t/p111.001.81991.80391.81991000.007200.00
242006.05.03 10:00buy121.001.84651.84051.8565
252006.05.03 11:59s/l121.001.84051.84051.8565-600.006600.00
262006.05.05 13:20buy131.001.86251.85651.8725
272006.05.05 14:40s/l131.001.85651.85651.8725-600.006000.00
282006.05.09 09:20sell141.001.85131.85731.8413
292006.05.09 13:20s/l141.001.85731.85731.8413-600.005400.00
302006.05.10 10:00buy151.001.87321.86721.8832
312006.05.10 11:59s/l151.001.86721.86721.8832-600.004800.00
322006.05.11 02:00sell161.001.85301.85901.8430
332006.05.11 02:40s/l161.001.85901.85901.8430-600.004200.00
342006.05.12 09:20buy171.001.90001.89401.9100
352006.05.12 12:40s/l171.001.89401.89401.9100-600.003600.00
362006.05.17 06:40buy181.001.89331.88731.9033
372006.05.17 10:00modify181.001.89331.89331.9033
382006.05.17 12:40s/l181.001.89331.89331.90330.003600.00
392006.05.24 16:40sell191.001.86691.87291.8569
402006.05.24 18:40s/l191.001.87291.87291.8569-600.003000.00
412006.06.01 06:40sell201.001.86411.87011.8541
422006.06.01 10:40modify201.001.86411.86411.8541
432006.06.01 11:59s/l201.001.86411.86411.85410.003000.00
442006.06.06 13:20sell211.001.86341.86941.8534
452006.06.06 17:20modify211.001.86341.86341.8534
462006.06.06 18:40s/l211.001.86341.86341.85340.003000.00
472006.06.07 09:20sell221.001.85541.86141.8454
482006.06.07 14:00s/l221.001.86141.86141.8454-600.002400.00
492006.06.15 12:40buy231.001.85491.84891.8649
502006.06.15 13:20s/l231.001.84891.84891.8649-600.001800.00
512006.06.23 10:40sell241.001.82231.82831.8123
522006.06.23 12:40modify241.001.82231.82231.8123
532006.06.23 14:40s/l241.001.82231.82231.81230.001800.00
542006.06.30 00:40buy251.001.83501.82901.8450
552006.06.30 01:20s/l251.001.82901.82901.8450-600.001200.00
562006.07.19 13:20buy261.001.84011.83411.8501
572006.07.19 14:00s/l261.001.83411.83411.8501-600.00600.00
582006.07.20 09:20buy271.001.85041.84441.8604
592006.07.21 00:40close at stop271.001.84681.84441.8604-361.15238.85