Símbolo | EURUSD (Euro vs US Dollar) | ||||
Período | 1 hora (H1) 2011.01.01 00:00 - 2011.04.30 00:00 (2011.01.01 - 2011.05.01) | ||||
Modelo | Cada tick (el método más preciso basado en todos los períodos menores disponibles) | ||||
Parámetros | magic=1234; moneymanagement="Money Management"; lots=0.1; mm=false; risk=1; minlot=0.01; maxlot=100; lotdigits=2; ordersmanagement="Order Management"; ecn=false; oppositeclose=true; reversesignals=false; maxtrades=1; tradesperbar=1; hidesl=false; hidetp=false; stoploss=0; takeprofit=0; trailingstart=0; trailingstop=0; trailingstep=1; breakevengain=0; breakeven=0; maxspread=0; adordersmanagement="Advanced Order Management"; firstticks=false; ticks=4; changedirection=false; onesideatatime=false; stop=0; trailing=0; entrylogics="Entry Logics"; exitrule=true; | ||||
Barras en la prueba | 3036 | Ticks modelados | 4914898 | Calidad del modelado | 90.00% |
Errores de gráficos mal agrupados | 26 | ||||
Depósito inicial | 10000.00 | ||||
Beneficio neto total | 1184.59 | Beneficio bruto | 2548.15 | Pérdida bruta | -1363.56 |
Factor de beneficio | 1.87 | Rentabilidad esperada | 20.42 | ||
Disminución absoluta | 120.71 | Disminución maximal | 415.03 (3.75%) | Disminución relativa | 3.75% (415.03) |
Total de operaciones | 58 | Posiciones cortas (ganado %) | 21 (28.57%) | Posiciones largas (ganado %) | 37 (43.24%) |
Operaciones de beneficios (% del total) | 22 (37.93%) | Operaciones de pérdidas (% del total) | 36 (62.07%) | ||
Mayor | Operaciones de beneficios | 346.35 | Operaciones de pérdidas | -115.10 | |
Media | Operaciones de beneficios | 115.83 | Operaciones de pérdidas | -37.88 | |
Máximo | ganancias consecutivas (beneficios en dinero) | 2 (360.36) | pérdidas consecutivas (pérdidas en dinero) | 4 (-188.10) | |
Máximo | beneficios consecutivos (número de ganancias) | 360.36 (2) | pérdidas consecutivas (número de pérdidas) | -188.10 (4) | |
Media | ganancias consecutivas | 1 | pérdidas consecutivas | 2 |
Núm. | Tiempo | Tipo | Orden | Volumen | Precio | S / L | T / P | Beneficios | Balance |
1 | 2011.01.03 16:00 | buy | 1 | 0.10 | 1.33491 | 0.00000 | 0.00000 | ||
2 | 2011.01.03 18:04 | close | 1 | 0.10 | 1.33077 | 0.00000 | 0.00000 | -42.20 | 9957.80 |
3 | 2011.01.03 19:05 | buy | 2 | 0.10 | 1.33695 | 0.00000 | 0.00000 | ||
4 | 2011.01.04 20:00 | close | 2 | 0.10 | 1.33054 | 0.00000 | 0.00000 | -65.01 | 9892.79 |
5 | 2011.01.05 04:00 | sell | 3 | 0.10 | 1.32964 | 0.00000 | 0.00000 | ||
6 | 2011.01.10 20:02 | close | 3 | 0.10 | 1.29495 | 0.00000 | 0.00000 | 346.35 | 10239.14 |
7 | 2011.01.11 13:11 | sell | 4 | 0.10 | 1.29163 | 0.00000 | 0.00000 | ||
8 | 2011.01.11 14:12 | close | 4 | 0.10 | 1.29482 | 0.00000 | 0.00000 | -32.70 | 10206.44 |
9 | 2011.01.12 12:00 | buy | 5 | 0.10 | 1.30158 | 0.00000 | 0.00000 | ||
10 | 2011.01.17 04:00 | close | 5 | 0.10 | 1.33583 | 0.00000 | 0.00000 | 341.15 | 10547.59 |
11 | 2011.01.18 08:01 | buy | 6 | 0.10 | 1.33182 | 0.00000 | 0.00000 | ||
12 | 2011.01.18 09:11 | close | 6 | 0.10 | 1.33059 | 0.00000 | 0.00000 | -13.10 | 10534.49 |
13 | 2011.01.18 09:32 | buy | 7 | 0.10 | 1.33256 | 0.00000 | 0.00000 | ||
14 | 2011.01.20 04:00 | close | 7 | 0.10 | 1.34407 | 0.00000 | 0.00000 | 113.86 | 10648.35 |
15 | 2011.01.20 13:00 | buy | 8 | 0.10 | 1.34912 | 0.00000 | 0.00000 | ||
16 | 2011.01.20 16:00 | close | 8 | 0.10 | 1.34745 | 0.00000 | 0.00000 | -17.50 | 10630.85 |
17 | 2011.01.21 00:00 | buy | 9 | 0.10 | 1.34746 | 0.00000 | 0.00000 | ||
18 | 2011.01.21 03:09 | close | 9 | 0.10 | 1.34505 | 0.00000 | 0.00000 | -24.90 | 10605.95 |
19 | 2011.01.21 04:00 | buy | 10 | 0.10 | 1.34637 | 0.00000 | 0.00000 | ||
20 | 2011.01.25 12:00 | close | 10 | 0.10 | 1.36357 | 0.00000 | 0.00000 | 170.98 | 10776.93 |
21 | 2011.01.25 19:00 | buy | 11 | 0.10 | 1.36752 | 0.00000 | 0.00000 | ||
22 | 2011.01.27 12:00 | close | 11 | 0.10 | 1.36682 | 0.00000 | 0.00000 | -8.24 | 10768.69 |
23 | 2011.01.27 13:31 | buy | 12 | 0.10 | 1.37020 | 0.00000 | 0.00000 | ||
24 | 2011.01.27 20:00 | close | 12 | 0.10 | 1.36876 | 0.00000 | 0.00000 | -15.20 | 10753.49 |
25 | 2011.01.27 22:00 | buy | 13 | 0.10 | 1.37233 | 0.00000 | 0.00000 | ||
26 | 2011.01.28 18:15 | close | 13 | 0.10 | 1.36579 | 0.00000 | 0.00000 | -66.31 | 10687.18 |
27 | 2011.01.28 20:00 | sell | 14 | 0.10 | 1.36025 | 0.00000 | 0.00000 | ||
28 | 2011.01.31 15:48 | close | 14 | 0.10 | 1.37001 | 0.00000 | 0.00000 | -98.35 | 10588.83 |
29 | 2011.01.31 16:00 | buy | 15 | 0.10 | 1.37020 | 0.00000 | 0.00000 | ||
30 | 2011.02.02 20:03 | close | 15 | 0.10 | 1.37732 | 0.00000 | 0.00000 | 70.18 | 10659.01 |
31 | 2011.02.03 17:55 | sell | 16 | 0.10 | 1.36448 | 0.00000 | 0.00000 | ||
32 | 2011.02.07 08:02 | close | 16 | 0.10 | 1.36127 | 0.00000 | 0.00000 | 31.40 | 10690.41 |
33 | 2011.02.07 11:00 | sell | 17 | 0.10 | 1.35827 | 0.00000 | 0.00000 | ||
34 | 2011.02.08 04:00 | close | 17 | 0.10 | 1.35820 | 0.00000 | 0.00000 | -0.05 | 10690.36 |
35 | 2011.02.09 16:38 | buy | 18 | 0.10 | 1.36703 | 0.00000 | 0.00000 | ||
36 | 2011.02.10 11:20 | close | 18 | 0.10 | 1.36514 | 0.00000 | 0.00000 | -20.03 | 10670.33 |
37 | 2011.02.10 16:00 | sell | 19 | 0.10 | 1.36300 | 0.00000 | 0.00000 | ||
38 | 2011.02.15 04:00 | close | 19 | 0.10 | 1.35004 | 0.00000 | 0.00000 | 128.95 | 10799.28 |
39 | 2011.02.16 00:00 | sell | 20 | 0.10 | 1.34821 | 0.00000 | 0.00000 | ||
40 | 2011.02.16 02:28 | close | 20 | 0.10 | 1.34972 | 0.00000 | 0.00000 | -15.90 | 10783.38 |
41 | 2011.02.16 12:00 | buy | 21 | 0.10 | 1.35619 | 0.00000 | 0.00000 | ||
42 | 2011.02.16 16:00 | close | 21 | 0.10 | 1.35128 | 0.00000 | 0.00000 | -49.90 | 10733.48 |
43 | 2011.02.16 16:00 | sell | 22 | 0.10 | 1.35128 | 0.00000 | 0.00000 | ||
44 | 2011.02.16 20:00 | close | 22 | 0.10 | 1.35466 | 0.00000 | 0.00000 | -34.60 | 10698.88 |
45 | 2011.02.16 20:00 | buy | 23 | 0.10 | 1.35466 | 0.00000 | 0.00000 | ||
46 | 2011.02.18 12:00 | close | 23 | 0.10 | 1.35781 | 0.00000 | 0.00000 | 30.26 | 10729.14 |
47 | 2011.02.18 16:00 | buy | 24 | 0.10 | 1.36081 | 0.00000 | 0.00000 | ||
48 | 2011.02.22 04:00 | close | 24 | 0.10 | 1.36336 | 0.00000 | 0.00000 | 24.48 | 10753.62 |
49 | 2011.02.22 10:03 | sell | 25 | 0.10 | 1.35792 | 0.00000 | 0.00000 | ||
50 | 2011.02.22 16:00 | close | 25 | 0.10 | 1.36659 | 0.00000 | 0.00000 | -87.50 | 10666.12 |
51 | 2011.02.22 16:00 | buy | 26 | 0.10 | 1.36659 | 0.00000 | 0.00000 | ||
52 | 2011.02.25 16:00 | close | 26 | 0.10 | 1.37784 | 0.00000 | 0.00000 | 111.15 | 10777.27 |
53 | 2011.02.28 11:47 | buy | 27 | 0.10 | 1.37944 | 0.00000 | 0.00000 | ||
54 | 2011.03.01 22:29 | close | 27 | 0.10 | 1.37908 | 0.00000 | 0.00000 | -4.51 | 10772.76 |
55 | 2011.03.02 04:00 | sell | 28 | 0.10 | 1.37705 | 0.00000 | 0.00000 | ||
56 | 2011.03.02 13:30 | close | 28 | 0.10 | 1.38186 | 0.00000 | 0.00000 | -48.90 | 10723.86 |
57 | 2011.03.02 13:41 | buy | 29 | 0.10 | 1.38302 | 0.00000 | 0.00000 | ||
58 | 2011.03.07 20:00 | close | 29 | 0.10 | 1.39756 | 0.00000 | 0.00000 | 144.05 | 10867.91 |
59 | 2011.03.08 16:00 | sell | 30 | 0.10 | 1.38974 | 0.00000 | 0.00000 | ||
60 | 2011.03.10 00:00 | close | 30 | 0.10 | 1.39043 | 0.00000 | 0.00000 | -7.50 | 10860.41 |
61 | 2011.03.10 07:00 | sell | 31 | 0.10 | 1.38712 | 0.00000 | 0.00000 | ||
62 | 2011.03.11 20:00 | close | 31 | 0.10 | 1.38638 | 0.00000 | 0.00000 | 6.65 | 10867.06 |
63 | 2011.03.14 02:00 | buy | 32 | 0.10 | 1.39517 | 0.00000 | 0.00000 | ||
64 | 2011.03.15 08:00 | close | 32 | 0.10 | 1.39229 | 0.00000 | 0.00000 | -29.71 | 10837.35 |
65 | 2011.03.15 19:09 | buy | 33 | 0.10 | 1.39774 | 0.00000 | 0.00000 | ||
66 | 2011.03.16 20:00 | close | 33 | 0.10 | 1.39269 | 0.00000 | 0.00000 | -51.41 | 10785.94 |
67 | 2011.03.17 10:29 | buy | 34 | 0.10 | 1.39638 | 0.00000 | 0.00000 | ||
68 | 2011.03.23 02:10 | close | 34 | 0.10 | 1.41841 | 0.00000 | 0.00000 | 219.06 | 11005.00 |
69 | 2011.03.24 00:00 | sell | 35 | 0.10 | 1.40853 | 0.00000 | 0.00000 | ||
70 | 2011.03.24 16:00 | close | 35 | 0.10 | 1.41377 | 0.00000 | 0.00000 | -53.20 | 10951.80 |
71 | 2011.03.24 20:00 | buy | 36 | 0.10 | 1.41755 | 0.00000 | 0.00000 | ||
72 | 2011.03.25 16:00 | close | 36 | 0.10 | 1.41226 | 0.00000 | 0.00000 | -53.81 | 10897.99 |
73 | 2011.03.25 16:00 | sell | 37 | 0.10 | 1.41226 | 0.00000 | 0.00000 | ||
74 | 2011.03.29 08:00 | close | 37 | 0.10 | 1.40849 | 0.00000 | 0.00000 | 37.00 | 10934.99 |
75 | 2011.03.29 12:00 | buy | 38 | 0.10 | 1.41321 | 0.00000 | 0.00000 | ||
76 | 2011.03.29 16:00 | close | 38 | 0.10 | 1.40637 | 0.00000 | 0.00000 | -69.20 | 10865.79 |
77 | 2011.03.29 16:00 | sell | 39 | 0.10 | 1.40637 | 0.00000 | 0.00000 | ||
78 | 2011.03.29 23:52 | close | 39 | 0.10 | 1.41014 | 0.00000 | 0.00000 | -38.50 | 10827.29 |
79 | 2011.03.30 08:00 | sell | 40 | 0.10 | 1.40903 | 0.00000 | 0.00000 | ||
80 | 2011.03.30 12:46 | close | 40 | 0.10 | 1.41171 | 0.00000 | 0.00000 | -27.60 | 10799.69 |
81 | 2011.03.30 13:48 | sell | 41 | 0.10 | 1.40739 | 0.00000 | 0.00000 | ||
82 | 2011.03.30 20:00 | close | 41 | 0.10 | 1.40948 | 0.00000 | 0.00000 | -21.70 | 10777.99 |
83 | 2011.03.31 00:00 | buy | 42 | 0.10 | 1.41255 | 0.00000 | 0.00000 | ||
84 | 2011.04.01 08:00 | close | 42 | 0.10 | 1.41705 | 0.00000 | 0.00000 | 44.09 | 10822.08 |
85 | 2011.04.01 16:00 | sell | 43 | 0.10 | 1.41022 | 0.00000 | 0.00000 | ||
86 | 2011.04.01 20:00 | close | 43 | 0.10 | 1.42165 | 0.00000 | 0.00000 | -115.10 | 10706.98 |
87 | 2011.04.01 20:00 | buy | 44 | 0.10 | 1.42165 | 0.00000 | 0.00000 | ||
88 | 2011.04.05 08:00 | close | 44 | 0.10 | 1.42005 | 0.00000 | 0.00000 | -17.02 | 10689.96 |
89 | 2011.04.05 20:00 | buy | 45 | 0.10 | 1.42243 | 0.00000 | 0.00000 | ||
90 | 2011.04.07 16:00 | close | 45 | 0.10 | 1.42648 | 0.00000 | 0.00000 | 39.26 | 10729.22 |
91 | 2011.04.07 20:00 | buy | 46 | 0.10 | 1.42987 | 0.00000 | 0.00000 | ||
92 | 2011.04.07 20:30 | close | 46 | 0.10 | 1.42887 | 0.00000 | 0.00000 | -10.80 | 10718.42 |
93 | 2011.04.08 00:00 | buy | 47 | 0.10 | 1.43084 | 0.00000 | 0.00000 | ||
94 | 2011.04.12 00:00 | close | 47 | 0.10 | 1.44354 | 0.00000 | 0.00000 | 125.98 | 10844.40 |
95 | 2011.04.12 12:00 | buy | 48 | 0.10 | 1.44442 | 0.00000 | 0.00000 | ||
96 | 2011.04.13 20:00 | close | 48 | 0.10 | 1.44484 | 0.00000 | 0.00000 | 3.29 | 10847.69 |
97 | 2011.04.14 08:00 | buy | 49 | 0.10 | 1.44753 | 0.00000 | 0.00000 | ||
98 | 2011.04.14 12:36 | close | 49 | 0.10 | 1.44489 | 0.00000 | 0.00000 | -27.20 | 10820.49 |
99 | 2011.04.14 16:00 | sell | 50 | 0.10 | 1.44296 | 0.00000 | 0.00000 | ||
100 | 2011.04.14 17:38 | close | 50 | 0.10 | 1.44752 | 0.00000 | 0.00000 | -46.40 | 10774.09 |
101 | 2011.04.14 20:00 | buy | 51 | 0.10 | 1.44849 | 0.00000 | 0.00000 | ||
102 | 2011.04.15 16:00 | close | 51 | 0.10 | 1.44112 | 0.00000 | 0.00000 | -74.61 | 10699.48 |
103 | 2011.04.15 16:00 | sell | 52 | 0.10 | 1.44112 | 0.00000 | 0.00000 | ||
104 | 2011.04.15 20:00 | close | 52 | 0.10 | 1.44397 | 0.00000 | 0.00000 | -29.30 | 10670.18 |
105 | 2011.04.15 20:02 | sell | 53 | 0.10 | 1.44364 | 0.00000 | 0.00000 | ||
106 | 2011.04.19 16:00 | close | 53 | 0.10 | 1.42797 | 0.00000 | 0.00000 | 156.00 | 10826.18 |
107 | 2011.04.20 02:22 | buy | 54 | 0.10 | 1.43461 | 0.00000 | 0.00000 | ||
108 | 2011.04.22 00:00 | close | 54 | 0.10 | 1.45517 | 0.00000 | 0.00000 | 204.36 | 11030.54 |
109 | 2011.04.25 04:00 | buy | 55 | 0.10 | 1.45778 | 0.00000 | 0.00000 | ||
110 | 2011.04.25 04:57 | close | 55 | 0.10 | 1.45504 | 0.00000 | 0.00000 | -28.20 | 11002.34 |
111 | 2011.04.25 09:00 | buy | 56 | 0.10 | 1.45671 | 0.00000 | 0.00000 | ||
112 | 2011.04.25 20:00 | close | 56 | 0.10 | 1.45751 | 0.00000 | 0.00000 | 7.20 | 11009.54 |
113 | 2011.04.26 00:00 | buy | 57 | 0.10 | 1.45809 | 0.00000 | 0.00000 | ||
114 | 2011.04.26 02:24 | close | 57 | 0.10 | 1.45643 | 0.00000 | 0.00000 | -17.40 | 10992.14 |
115 | 2011.04.26 11:16 | buy | 58 | 0.10 | 1.46124 | 0.00000 | 0.00000 | ||
116 | 2011.04.30 00:00 | close at stop | 58 | 0.10 | 1.48062 | 0.00000 | 0.00000 | 192.45 | 11184.59 |