Symbol | EURUSD (Euro vs US Dollar) | ||||
Periode | 30 Minuten (M30) 2006.12.01 00:00 - 2007.02.08 03:30 (2007.01.01 - 2007.02.09) | ||||
Modell | Jeder Tick (basierend auf dem nächsten verfügbaren kleineren Zeitrahmen mit fraktaler Interpolation jedes Ticksignals) | ||||
Parameter | Lots=0.1; | ||||
Balken im Test | 32729 | Ticks modelliert | 242757 | Modellierungsqualität | 90.00% |
Ursprüngliche Einlage | 10000.00 | ||||
Gesamt netto Profit | 90.00 | Brutto Profit | 234.00 | Brutto Loss | -144.00 |
Profit Faktor | 1.63 | Erwartetes Ergebnis | 4.09 | ||
Drawdown absolut | 32.00 | Maximaler Drawdown | 32.00 (0.32%) | Relative drawdown | 0.32% (32.00) |
Trades gesamt | 22 | Short Positionen (gewonnen %) | 15 (73.33%) | Long Positionen (gewonnen %) | 7 (28.57%) |
Profit Trades (% gesamt) | 13 (59.09%) | Loss Trades (% gesamtl) | 9 (40.91%) | ||
Grösster | Profit Trade | 18.00 | Loss Trade | -16.00 | |
Durchschnitt | Profit Trade | 18.00 | Loss Trade | -16.00 | |
Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 3 (54.00) | Aufeinanderfolgende Verluste (Verlust in Geld) | 2 (-32.00) | |
Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 54.00 (3) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -32.00 (2) | |
Durchschnitt | aufeinanderfolgende Gewinne | 2 | aufeinanderfolgende Verluste | 1 |
Nr. | Zeit | Typ | Auftrag | Lots | Preis | S / L | T / P | Profit | Bilanz |
1 | 2007.01.03 11:30 | sell | 1 | 0.10 | 1.3218 | 1.3234 | 1.3200 | ||
2 | 2007.01.03 12:19 | s/l | 1 | 0.10 | 1.3234 | 1.3234 | 1.3200 | -16.00 | 9984.00 |
3 | 2007.01.05 12:00 | buy | 2 | 0.10 | 1.3099 | 1.3083 | 1.3117 | ||
4 | 2007.01.05 13:08 | s/l | 2 | 0.10 | 1.3083 | 1.3083 | 1.3117 | -16.00 | 9968.00 |
5 | 2007.01.05 14:30 | sell | 3 | 0.10 | 1.3041 | 1.3057 | 1.3023 | ||
6 | 2007.01.05 14:30 | t/p | 3 | 0.10 | 1.3023 | 1.3057 | 1.3023 | 18.00 | 9986.00 |
7 | 2007.01.09 15:30 | sell | 4 | 0.10 | 1.3007 | 1.3023 | 1.2989 | ||
8 | 2007.01.09 17:49 | t/p | 4 | 0.10 | 1.2989 | 1.3023 | 1.2989 | 18.00 | 10004.00 |
9 | 2007.01.10 13:00 | buy | 5 | 0.10 | 1.2998 | 1.2982 | 1.3016 | ||
10 | 2007.01.10 14:29 | s/l | 5 | 0.10 | 1.2982 | 1.2982 | 1.3016 | -16.00 | 9988.00 |
11 | 2007.01.10 14:30 | sell | 6 | 0.10 | 1.2977 | 1.2993 | 1.2959 | ||
12 | 2007.01.10 15:53 | t/p | 6 | 0.10 | 1.2959 | 1.2993 | 1.2959 | 18.00 | 10006.00 |
13 | 2007.01.11 07:30 | buy | 7 | 0.10 | 1.2962 | 1.2946 | 1.2980 | ||
14 | 2007.01.11 08:26 | s/l | 7 | 0.10 | 1.2946 | 1.2946 | 1.2980 | -16.00 | 9990.00 |
15 | 2007.01.11 09:00 | buy | 8 | 0.10 | 1.2968 | 1.2952 | 1.2986 | ||
16 | 2007.01.11 09:35 | s/l | 8 | 0.10 | 1.2952 | 1.2952 | 1.2986 | -16.00 | 9974.00 |
17 | 2007.01.12 15:30 | buy | 9 | 0.10 | 1.2922 | 1.2906 | 1.2940 | ||
18 | 2007.01.12 16:01 | t/p | 9 | 0.10 | 1.2940 | 1.2906 | 1.2940 | 18.00 | 9992.00 |
19 | 2007.01.16 17:00 | sell | 10 | 0.10 | 1.2929 | 1.2945 | 1.2911 | ||
20 | 2007.01.16 18:04 | t/p | 10 | 0.10 | 1.2911 | 1.2945 | 1.2911 | 18.00 | 10010.00 |
21 | 2007.01.17 08:30 | sell | 11 | 0.10 | 1.2922 | 1.2938 | 1.2904 | ||
22 | 2007.01.17 14:29 | t/p | 11 | 0.10 | 1.2904 | 1.2938 | 1.2904 | 18.00 | 10028.00 |
23 | 2007.01.18 13:30 | sell | 12 | 0.10 | 1.2915 | 1.2931 | 1.2897 | ||
24 | 2007.01.18 15:21 | s/l | 12 | 0.10 | 1.2931 | 1.2931 | 1.2897 | -16.00 | 10012.00 |
25 | 2007.01.19 15:00 | sell | 13 | 0.10 | 1.2949 | 1.2965 | 1.2931 | ||
26 | 2007.01.19 16:00 | t/p | 13 | 0.10 | 1.2931 | 1.2965 | 1.2931 | 18.00 | 10030.00 |
27 | 2007.01.22 11:30 | sell | 14 | 0.10 | 1.2954 | 1.2970 | 1.2936 | ||
28 | 2007.01.22 13:34 | t/p | 14 | 0.10 | 1.2936 | 1.2970 | 1.2936 | 18.00 | 10048.00 |
29 | 2007.01.24 10:00 | sell | 15 | 0.10 | 1.2976 | 1.2992 | 1.2958 | ||
30 | 2007.01.24 10:10 | s/l | 15 | 0.10 | 1.2992 | 1.2992 | 1.2958 | -16.00 | 10032.00 |
31 | 2007.01.24 15:00 | sell | 16 | 0.10 | 1.2986 | 1.3002 | 1.2968 | ||
32 | 2007.01.24 16:16 | t/p | 16 | 0.10 | 1.2968 | 1.3002 | 1.2968 | 18.00 | 10050.00 |
33 | 2007.01.25 09:30 | buy | 17 | 0.10 | 1.2999 | 1.2983 | 1.3017 | ||
34 | 2007.01.25 10:00 | s/l | 17 | 0.10 | 1.2983 | 1.2983 | 1.3017 | -16.00 | 10034.00 |
35 | 2007.01.25 20:30 | sell | 18 | 0.10 | 1.2935 | 1.2951 | 1.2917 | ||
36 | 2007.01.25 20:46 | t/p | 18 | 0.10 | 1.2917 | 1.2951 | 1.2917 | 18.00 | 10052.00 |
37 | 2007.01.29 02:00 | sell | 19 | 0.10 | 1.2902 | 1.2918 | 1.2884 | ||
38 | 2007.01.29 08:47 | s/l | 19 | 0.10 | 1.2918 | 1.2918 | 1.2884 | -16.00 | 10036.00 |
39 | 2007.01.31 09:00 | sell | 20 | 0.10 | 1.2948 | 1.2964 | 1.2930 | ||
40 | 2007.01.31 10:34 | t/p | 20 | 0.10 | 1.2930 | 1.2964 | 1.2930 | 18.00 | 10054.00 |
41 | 2007.01.31 16:30 | buy | 21 | 0.10 | 1.2994 | 1.2978 | 1.3012 | ||
42 | 2007.01.31 16:44 | t/p | 21 | 0.10 | 1.3012 | 1.2978 | 1.3012 | 18.00 | 10072.00 |
43 | 2007.02.02 16:00 | sell | 22 | 0.10 | 1.2980 | 1.2996 | 1.2962 | ||
44 | 2007.02.02 17:51 | t/p | 22 | 0.10 | 1.2962 | 1.2996 | 1.2962 | 18.00 | 10090.00 |