| 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; CurLoDist=70; PrevHiDist=30; SL=60; TP=100; | ||||
| Bars en test | 466 | Ticks modelés | 8129 | Qualité du modelage | 44.81% |
| Dépot initial | 10000.00 | ||||
| Profit total net | -9761.15 | Profit brut | 2000.00 | Perte brute | -11761.15 |
| Facteur de profit | 0.17 | Rémunération espérée | -361.52 | ||
| Chute absolue | 9761.15 | Chute maximal (%) | 9761.15 (97.61%) | Relative drawdown | 97.61% (9761.15) |
| Total des Trades | 27 | Positions 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 large | gains par Trade | 1000.00 | pertes par Trade | -600.00 | |
| Average (moyenne) | gains par Trade | 285.71 | pertes par Trade | -588.06 | |
| Maximum | gains consecutifs (profit en $) | 2 (1000.00) | pertes consecutives (perte en $) | 6 (-3600.00) | |
| Maximal | Gains consecutifs (coups gagnants) | 1000.00 (2) | Pertes consecutives (coups perdants) | -3600.00 (6) | |
| Average (moyenne) | gains consecutifs | 1 | Pertes consecutives | 3 | |

| # | Date exécution | Transaction | Ordre | Lots | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
| 1 | 2006.01.04 02:00 | buy | 1 | 1.00 | 1.7624 | 1.7564 | 1.7724 | ||
| 2 | 2006.01.04 06:00 | s/l | 1 | 1.00 | 1.7564 | 1.7564 | 1.7724 | -600.00 | 9400.00 |
| 3 | 2006.01.12 14:00 | buy | 2 | 1.00 | 1.7733 | 1.7673 | 1.7833 | ||
| 4 | 2006.01.12 23:59 | s/l | 2 | 1.00 | 1.7673 | 1.7673 | 1.7833 | -600.00 | 8800.00 |
| 5 | 2006.01.17 02:00 | sell | 3 | 1.00 | 1.7593 | 1.7653 | 1.7493 | ||
| 6 | 2006.01.17 06:00 | s/l | 3 | 1.00 | 1.7653 | 1.7653 | 1.7493 | -600.00 | 8200.00 |
| 7 | 2006.02.07 18:00 | sell | 4 | 1.00 | 1.7401 | 1.7461 | 1.7301 | ||
| 8 | 2006.02.07 23:59 | s/l | 4 | 1.00 | 1.7461 | 1.7461 | 1.7301 | -600.00 | 7600.00 |
| 9 | 2006.03.07 02:00 | sell | 5 | 1.00 | 1.7368 | 1.7428 | 1.7268 | ||
| 10 | 2006.03.07 04:00 | s/l | 5 | 1.00 | 1.7428 | 1.7428 | 1.7268 | -600.00 | 7000.00 |
| 11 | 2006.03.14 02:00 | buy | 6 | 1.00 | 1.7448 | 1.7388 | 1.7548 | ||
| 12 | 2006.03.14 08:00 | modify | 6 | 1.00 | 1.7448 | 1.7448 | 1.7548 | ||
| 13 | 2006.03.14 10:00 | s/l | 6 | 1.00 | 1.7448 | 1.7448 | 1.7548 | 0.00 | 7000.00 |
| 14 | 2006.04.04 09:20 | buy | 7 | 1.00 | 1.7467 | 1.7407 | 1.7567 | ||
| 15 | 2006.04.04 13:20 | t/p | 7 | 1.00 | 1.7567 | 1.7407 | 1.7567 | 1000.00 | 8000.00 |
| 16 | 2006.04.05 08:40 | buy | 8 | 1.00 | 1.7620 | 1.7560 | 1.7720 | ||
| 17 | 2006.04.05 10:00 | s/l | 8 | 1.00 | 1.7560 | 1.7560 | 1.7720 | -600.00 | 7400.00 |
| 18 | 2006.04.18 12:40 | buy | 9 | 1.00 | 1.7791 | 1.7731 | 1.7891 | ||
| 19 | 2006.04.18 13:20 | s/l | 9 | 1.00 | 1.7731 | 1.7731 | 1.7891 | -600.00 | 6800.00 |
| 20 | 2006.04.19 10:00 | buy | 10 | 1.00 | 1.7882 | 1.7822 | 1.7982 | ||
| 21 | 2006.04.19 12:40 | s/l | 10 | 1.00 | 1.7822 | 1.7822 | 1.7982 | -600.00 | 6200.00 |
| 22 | 2006.04.28 09:20 | buy | 11 | 1.00 | 1.8099 | 1.8039 | 1.8199 | ||
| 23 | 2006.04.28 18:40 | t/p | 11 | 1.00 | 1.8199 | 1.8039 | 1.8199 | 1000.00 | 7200.00 |
| 24 | 2006.05.03 10:00 | buy | 12 | 1.00 | 1.8465 | 1.8405 | 1.8565 | ||
| 25 | 2006.05.03 11:59 | s/l | 12 | 1.00 | 1.8405 | 1.8405 | 1.8565 | -600.00 | 6600.00 |
| 26 | 2006.05.05 13:20 | buy | 13 | 1.00 | 1.8625 | 1.8565 | 1.8725 | ||
| 27 | 2006.05.05 14:40 | s/l | 13 | 1.00 | 1.8565 | 1.8565 | 1.8725 | -600.00 | 6000.00 |
| 28 | 2006.05.09 09:20 | sell | 14 | 1.00 | 1.8513 | 1.8573 | 1.8413 | ||
| 29 | 2006.05.09 13:20 | s/l | 14 | 1.00 | 1.8573 | 1.8573 | 1.8413 | -600.00 | 5400.00 |
| 30 | 2006.05.10 10:00 | buy | 15 | 1.00 | 1.8732 | 1.8672 | 1.8832 | ||
| 31 | 2006.05.10 11:59 | s/l | 15 | 1.00 | 1.8672 | 1.8672 | 1.8832 | -600.00 | 4800.00 |
| 32 | 2006.05.11 02:00 | sell | 16 | 1.00 | 1.8530 | 1.8590 | 1.8430 | ||
| 33 | 2006.05.11 02:40 | s/l | 16 | 1.00 | 1.8590 | 1.8590 | 1.8430 | -600.00 | 4200.00 |
| 34 | 2006.05.12 09:20 | buy | 17 | 1.00 | 1.9000 | 1.8940 | 1.9100 | ||
| 35 | 2006.05.12 12:40 | s/l | 17 | 1.00 | 1.8940 | 1.8940 | 1.9100 | -600.00 | 3600.00 |
| 36 | 2006.05.17 06:40 | buy | 18 | 1.00 | 1.8933 | 1.8873 | 1.9033 | ||
| 37 | 2006.05.17 10:00 | modify | 18 | 1.00 | 1.8933 | 1.8933 | 1.9033 | ||
| 38 | 2006.05.17 12:40 | s/l | 18 | 1.00 | 1.8933 | 1.8933 | 1.9033 | 0.00 | 3600.00 |
| 39 | 2006.05.24 16:40 | sell | 19 | 1.00 | 1.8669 | 1.8729 | 1.8569 | ||
| 40 | 2006.05.24 18:40 | s/l | 19 | 1.00 | 1.8729 | 1.8729 | 1.8569 | -600.00 | 3000.00 |
| 41 | 2006.06.01 06:40 | sell | 20 | 1.00 | 1.8641 | 1.8701 | 1.8541 | ||
| 42 | 2006.06.01 10:40 | modify | 20 | 1.00 | 1.8641 | 1.8641 | 1.8541 | ||
| 43 | 2006.06.01 11:59 | s/l | 20 | 1.00 | 1.8641 | 1.8641 | 1.8541 | 0.00 | 3000.00 |
| 44 | 2006.06.06 13:20 | sell | 21 | 1.00 | 1.8634 | 1.8694 | 1.8534 | ||
| 45 | 2006.06.06 17:20 | modify | 21 | 1.00 | 1.8634 | 1.8634 | 1.8534 | ||
| 46 | 2006.06.06 18:40 | s/l | 21 | 1.00 | 1.8634 | 1.8634 | 1.8534 | 0.00 | 3000.00 |
| 47 | 2006.06.07 09:20 | sell | 22 | 1.00 | 1.8554 | 1.8614 | 1.8454 | ||
| 48 | 2006.06.07 14:00 | s/l | 22 | 1.00 | 1.8614 | 1.8614 | 1.8454 | -600.00 | 2400.00 |
| 49 | 2006.06.15 12:40 | buy | 23 | 1.00 | 1.8549 | 1.8489 | 1.8649 | ||
| 50 | 2006.06.15 13:20 | s/l | 23 | 1.00 | 1.8489 | 1.8489 | 1.8649 | -600.00 | 1800.00 |
| 51 | 2006.06.23 10:40 | sell | 24 | 1.00 | 1.8223 | 1.8283 | 1.8123 | ||
| 52 | 2006.06.23 12:40 | modify | 24 | 1.00 | 1.8223 | 1.8223 | 1.8123 | ||
| 53 | 2006.06.23 14:40 | s/l | 24 | 1.00 | 1.8223 | 1.8223 | 1.8123 | 0.00 | 1800.00 |
| 54 | 2006.06.30 00:40 | buy | 25 | 1.00 | 1.8350 | 1.8290 | 1.8450 | ||
| 55 | 2006.06.30 01:20 | s/l | 25 | 1.00 | 1.8290 | 1.8290 | 1.8450 | -600.00 | 1200.00 |
| 56 | 2006.07.19 13:20 | buy | 26 | 1.00 | 1.8401 | 1.8341 | 1.8501 | ||
| 57 | 2006.07.19 14:00 | s/l | 26 | 1.00 | 1.8341 | 1.8341 | 1.8501 | -600.00 | 600.00 |
| 58 | 2006.07.20 09:20 | buy | 27 | 1.00 | 1.8504 | 1.8444 | 1.8604 | ||
| 59 | 2006.07.21 00:40 | close at stop | 27 | 1.00 | 1.8468 | 1.8444 | 1.8604 | -361.15 | 238.85 |