Strategy Tester: Parochka2

Strategy Tester Report

Parochka2

AlpariUS-Demo (Build 399)

Symbol		EURUSD (Euro vs US Dollar)
Periode		4 Stunden (H4) 2011.04.20 00:00 - 2011.05.13 20:00 (2011.04.20 - 2011.05.15)
Modell		Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert)
Parameter		mn=431; Key=0; TF1=240; TF2=30; lot=0.1;

Balken im Test	211	Ticks modelliert	721653	Modellierungsqualität	90.00%
Fehler in Charts-Anpassung	0

Ursprüngliche Einlage	10000.00
Gesamt netto Profit	925.22	Brutto Profit	1574.22	Brutto Loss	-649.00
Profit Faktor	2.43	Erwartetes Ergebnis	14.69
Drawdown absolut	21.40	Maximaler Drawdown	163.40 (1.53%)	Relative Drawdown	1.54% (160.35)

Trades gesamt	63	Short Positionen (gewonnen %)	22 (36.36%)	Long Positionen (gewonnen %)	41 (29.27%)
		Profit Trades (% gesamt)	20 (31.75%)	Loss Trades (% gesamtl)	43 (68.25%)
Grösster		Profit Trade	241.80	Loss Trade	-46.00
Durchschnitt		Profit Trade	78.71	Loss Trade	-15.09
Maximum		aufeinanderfolgende Gewinne (Profit in Geld)	3 (207.96)	Aufeinanderfolgende Verluste (Verlust in Geld)	6 (-94.60)
Maximal		Aufeinanderfolgender Profit (Anzahl der Gewinne)	259.85 (2)	Aufeinanderfolgende Verluste (Anzahl der Verluste)	-94.60 (6)
Durchschnitt		aufeinanderfolgende Gewinne	1	aufeinanderfolgende Verluste	3

Nr.	Zeit	Typ	Auftrag	Volumen	Preis	S / L	T / P	Gewinn	Bilanz
1	2011.04.20 00:00	sell	1	0.10	1.43313	0.00000	0.00000
2	2011.04.20 01:39	close	1	0.10	1.43492	0.00000	0.00000	-17.90	9982.10
3	2011.04.20 01:39	buy	2	0.10	1.43523	0.00000	0.00000
4	2011.04.20 15:33	close	2	0.10	1.45037	0.00000	0.00000	151.40	10133.50
5	2011.04.20 22:06	buy	3	0.10	1.45168	0.00000	0.00000
6	2011.04.21 12:33	close	3	0.10	1.46248	0.00000	0.00000	108.45	10241.95
7	2011.04.21 17:30	buy	4	0.10	1.45814	0.00000	0.00000
8	2011.04.21 20:38	close	4	0.10	1.45431	0.00000	0.00000	-38.30	10203.65
9	2011.04.22 02:48	buy	5	0.10	1.45748	0.00000	0.00000
10	2011.04.22 02:48	close	5	0.10	1.45715	0.00000	0.00000	-3.30	10200.35
11	2011.04.22 02:48	buy	6	0.10	1.45749	0.00000	0.00000
12	2011.04.22 02:49	close	6	0.10	1.45715	0.00000	0.00000	-3.40	10196.95
13	2011.04.22 02:49	buy	7	0.10	1.45749	0.00000	0.00000
14	2011.04.22 09:45	close	7	0.10	1.45624	0.00000	0.00000	-12.50	10184.45
15	2011.04.22 18:57	buy	8	0.10	1.45509	0.00000	0.00000
16	2011.04.25 03:41	close	8	0.10	1.45670	0.00000	0.00000	16.25	10200.70
17	2011.04.25 08:16	buy	9	0.10	1.45735	0.00000	0.00000
18	2011.04.25 14:02	close	9	0.10	1.45942	0.00000	0.00000	20.70	10221.40
19	2011.04.25 18:06	buy	10	0.10	1.45822	0.00000	0.00000
20	2011.04.25 18:07	close	10	0.10	1.45789	0.00000	0.00000	-3.30	10218.10
21	2011.04.25 18:21	buy	11	0.10	1.45823	0.00000	0.00000
22	2011.04.25 18:21	close	11	0.10	1.45790	0.00000	0.00000	-3.30	10214.80
23	2011.04.25 18:33	buy	12	0.10	1.45816	0.00000	0.00000
24	2011.04.26 01:24	close	12	0.10	1.45613	0.00000	0.00000	-20.15	10194.65
25	2011.04.26 05:50	buy	13	0.10	1.45379	0.00000	0.00000
26	2011.04.26 13:14	close	13	0.10	1.46057	0.00000	0.00000	67.80	10262.45
27	2011.04.26 14:52	buy	14	0.10	1.46446	0.00000	0.00000
28	2011.04.27 04:07	close	14	0.10	1.46721	0.00000	0.00000	27.65	10290.10
29	2011.04.27 10:40	buy	15	0.10	1.46865	0.00000	0.00000
30	2011.04.27 10:40	close	15	0.10	1.46830	0.00000	0.00000	-3.50	10286.60
31	2011.04.27 10:41	buy	16	0.10	1.46865	0.00000	0.00000
32	2011.04.27 10:42	close	16	0.10	1.46833	0.00000	0.00000	-3.20	10283.40
33	2011.04.27 10:45	buy	17	0.10	1.46865	0.00000	0.00000
34	2011.04.27 14:10	close	17	0.10	1.46631	0.00000	0.00000	-23.40	10260.00
35	2011.04.27 15:53	buy	18	0.10	1.46888	0.00000	0.00000
36	2011.04.27 16:46	close	18	0.10	1.46552	0.00000	0.00000	-33.60	10226.40
37	2011.04.27 18:34	buy	19	0.10	1.46843	0.00000	0.00000
38	2011.04.28 07:35	close	19	0.10	1.48557	0.00000	0.00000	171.85	10398.25
39	2011.04.28 11:14	buy	20	0.10	1.48587	0.00000	0.00000
40	2011.04.28 11:14	close	20	0.10	1.48551	0.00000	0.00000	-3.60	10394.65
41	2011.04.28 11:15	buy	21	0.10	1.48586	0.00000	0.00000
42	2011.04.28 12:46	close	21	0.10	1.48279	0.00000	0.00000	-30.70	10363.95
43	2011.04.28 15:53	buy	22	0.10	1.48285	0.00000	0.00000
44	2011.04.28 17:43	close	22	0.10	1.47871	0.00000	0.00000	-41.40	10322.55
45	2011.04.28 21:01	buy	23	0.10	1.48234	0.00000	0.00000
46	2011.04.28 21:02	close	23	0.10	1.48199	0.00000	0.00000	-3.50	10319.05
47	2011.04.28 21:13	buy	24	0.10	1.48233	0.00000	0.00000
48	2011.04.28 21:13	close	24	0.10	1.48199	0.00000	0.00000	-3.40	10315.65
49	2011.04.28 21:14	buy	25	0.10	1.48234	0.00000	0.00000
50	2011.04.29 03:00	close	25	0.10	1.48189	0.00000	0.00000	-4.35	10311.30
51	2011.04.29 07:19	buy	26	0.10	1.48384	0.00000	0.00000
52	2011.04.29 14:50	close	26	0.10	1.48583	0.00000	0.00000	19.90	10331.20
53	2011.04.29 19:22	buy	27	0.10	1.48395	0.00000	0.00000
54	2011.04.29 19:25	close	27	0.10	1.48358	0.00000	0.00000	-3.70	10327.50
55	2011.04.29 19:26	buy	28	0.10	1.48396	0.00000	0.00000
56	2011.04.29 19:29	close	28	0.10	1.48363	0.00000	0.00000	-3.30	10324.20
57	2011.04.29 19:58	buy	29	0.10	1.48395	0.00000	0.00000
58	2011.04.29 19:59	close	29	0.10	1.48362	0.00000	0.00000	-3.30	10320.90
59	2011.04.29 20:05	buy	30	0.10	1.48395	0.00000	0.00000
60	2011.04.29 21:57	close	30	0.10	1.48147	0.00000	0.00000	-24.80	10296.10
61	2011.05.02 02:26	buy	31	0.10	1.48283	0.00000	0.00000
62	2011.05.02 04:31	close	31	0.10	1.47989	0.00000	0.00000	-29.40	10266.70
63	2011.05.02 10:31	buy	32	0.10	1.48153	0.00000	0.00000
64	2011.05.02 20:00	close	32	0.10	1.48658	0.00000	0.00000	50.50	10317.20
65	2011.05.03 04:51	buy	33	0.10	1.48041	0.00000	0.00000
66	2011.05.03 04:51	close	33	0.10	1.48007	0.00000	0.00000	-3.40	10313.80
67	2011.05.03 04:52	buy	34	0.10	1.48039	0.00000	0.00000
68	2011.05.03 09:31	close	34	0.10	1.48029	0.00000	0.00000	-1.00	10312.80
69	2011.05.03 14:39	buy	35	0.10	1.48048	0.00000	0.00000
70	2011.05.03 19:28	close	35	0.10	1.48367	0.00000	0.00000	31.90	10344.70
71	2011.05.04 00:58	buy	36	0.10	1.48342	0.00000	0.00000
72	2011.05.04 00:59	close	36	0.10	1.48308	0.00000	0.00000	-3.40	10341.30
73	2011.05.04 00:59	buy	37	0.10	1.48342	0.00000	0.00000
74	2011.05.04 03:13	close	37	0.10	1.48190	0.00000	0.00000	-15.20	10326.10
75	2011.05.04 07:06	buy	38	0.10	1.48090	0.00000	0.00000
76	2011.05.04 16:41	close	38	0.10	1.48950	0.00000	0.00000	86.00	10412.10
77	2011.05.05 00:30	buy	39	0.10	1.48344	0.00000	0.00000
78	2011.05.05 02:09	close	39	0.10	1.48110	0.00000	0.00000	-23.40	10388.70
79	2011.05.05 02:57	buy	40	0.10	1.48345	0.00000	0.00000
80	2011.05.05 02:57	close	40	0.10	1.48311	0.00000	0.00000	-3.40	10385.30
81	2011.05.05 02:57	buy	41	0.10	1.48349	0.00000	0.00000
82	2011.05.05 08:29	close	41	0.10	1.48534	0.00000	0.00000	18.50	10403.80
83	2011.05.05 08:47	buy	42	0.10	1.48746	0.00000	0.00000
84	2011.05.05 11:38	close	42	0.10	1.48650	0.00000	0.00000	-9.60	10394.20
85	2011.05.05 14:30	sell	43	0.10	1.47897	0.00000	0.00000
86	2011.05.05 23:22	close	43	0.10	1.45479	0.00000	0.00000	241.80	10636.00
87	2011.05.06 05:05	sell	44	0.10	1.45568	0.00000	0.00000
88	2011.05.06 07:40	close	44	0.10	1.45781	0.00000	0.00000	-21.30	10614.70
89	2011.05.06 09:28	sell	45	0.10	1.45412	0.00000	0.00000
90	2011.05.06 09:41	close	45	0.10	1.45872	0.00000	0.00000	-46.00	10568.70
91	2011.05.06 09:51	sell	46	0.10	1.45355	0.00000	0.00000
92	2011.05.06 09:52	close	46	0.10	1.45391	0.00000	0.00000	-3.60	10565.10
93	2011.05.06 09:52	sell	47	0.10	1.45357	0.00000	0.00000
94	2011.05.06 09:54	close	47	0.10	1.45392	0.00000	0.00000	-3.50	10561.60
95	2011.05.06 09:54	sell	48	0.10	1.45354	0.00000	0.00000
96	2011.05.06 09:55	close	48	0.10	1.45390	0.00000	0.00000	-3.60	10558.00
97	2011.05.06 09:58	sell	49	0.10	1.45352	0.00000	0.00000
98	2011.05.06 15:10	close	49	0.10	1.45518	0.00000	0.00000	-16.60	10541.40
99	2011.05.06 17:56	sell	50	0.10	1.44697	0.00000	0.00000
100	2011.05.09 00:16	close	50	0.10	1.43880	0.00000	0.00000	81.16	10622.56
101	2011.05.09 07:38	sell	51	0.10	1.43823	0.00000	0.00000
102	2011.05.09 08:07	close	51	0.10	1.44070	0.00000	0.00000	-24.70	10597.86
103	2011.05.09 12:45	sell	52	0.10	1.43897	0.00000	0.00000
104	2011.05.09 18:10	close	52	0.10	1.43181	0.00000	0.00000	71.60	10669.46
105	2011.05.10 02:01	sell	53	0.10	1.43550	0.00000	0.00000
106	2011.05.10 09:02	close	53	0.10	1.43249	0.00000	0.00000	30.10	10699.56
107	2011.05.10 15:09	sell	54	0.10	1.43459	0.00000	0.00000
108	2011.05.10 19:24	close	54	0.10	1.43729	0.00000	0.00000	-27.00	10672.56
109	2011.05.11 02:08	sell	55	0.10	1.43985	0.00000	0.00000
110	2011.05.11 03:40	close	55	0.10	1.44186	0.00000	0.00000	-20.10	10652.46
111	2011.05.11 04:07	sell	56	0.10	1.43943	0.00000	0.00000
112	2011.05.11 08:20	close	56	0.10	1.44109	0.00000	0.00000	-16.60	10635.86
113	2011.05.11 09:01	sell	57	0.10	1.43854	0.00000	0.00000
114	2011.05.11 10:46	close	57	0.10	1.44163	0.00000	0.00000	-30.90	10604.96
115	2011.05.11 12:49	sell	58	0.10	1.43775	0.00000	0.00000
116	2011.05.11 23:57	close	58	0.10	1.42068	0.00000	0.00000	170.70	10775.66
117	2011.05.12 03:35	sell	59	0.10	1.41960	0.00000	0.00000
118	2011.05.12 04:17	close	59	0.10	1.42300	0.00000	0.00000	-34.00	10741.66
119	2011.05.12 07:47	sell	60	0.10	1.42036	0.00000	0.00000
120	2011.05.12 09:25	close	60	0.10	1.42280	0.00000	0.00000	-24.40	10717.26
121	2011.05.12 10:38	sell	61	0.10	1.41884	0.00000	0.00000
122	2011.05.12 15:07	close	61	0.10	1.41777	0.00000	0.00000	10.70	10727.96
123	2011.05.12 20:56	sell	62	0.10	1.42312	0.00000	0.00000
124	2011.05.13 06:58	close	62	0.10	1.42099	0.00000	0.00000	20.76	10748.72
125	2011.05.13 12:14	sell	63	0.10	1.42880	0.00000	0.00000
126	2011.05.13 22:54	close	63	0.10	1.41115	0.00000	0.00000	176.50	10925.22