Strategy Tester Report
_lm_macd_ea
PepperstoneUK-Edge10 (Build 1090)
| Symbole | US2000.r (Russell 2000 Index) | ||||
| Période | 1 Minute (M1) 2018.07.31 18:31 - 2018.08.31 23:14 (2018.07.31 - 2018.09.03) | ||||
| Modele | Chaque tick (la méthode la plus précise, basée sur toutes les informations de tous les timeframes) | ||||
| Parametres | sell_0_buy_1_both_2=2; ecart_atr_pourcent=0.022; stop=12; tp1=56; recul_pente=50; macd_rapide=4; macd_lent=11; per_signal=5; shift=2; haut_zone_achat_atr_pourcent=2.3; bas_zone_vente_atr_pourcent=0; pourcentage_investi=1; | ||||
| Barres en test | 23991 | Ticks modelés | 317692 | Qualité du modelage | 24.90% |
| Erreurs des graphiques désaccordés | 0 | ||||
| Dépot initial | 100.00 | Ecart | 4 | ||
| Profit total net | 59.77 | Profit brut | 106.91 | Perte brute | -47.14 |
| Facteur de profit | 2.27 | Rémunération espérée | 2.60 | ||
| Chute absolue | 17.24 | Chute maximale | 23.15 (13.88%) | Enfoncement relatif | 17.28% (17.29) |
| Total des Trades | 23 | Positions SHORT (vente) gagnées % | 7 (28.57%) | Positions LONG (achat) gagnées % | 16 (37.50%) |
| Profits des Trades (% du total) | 8 (34.78%) | Pertes des Trades (% du total) | 15 (65.22%) | ||
| Le plus large | gains par trade | 17.15 | pertes par trade | -4.68 | |
| Moyenne | gains par trade | 13.36 | pertes par trade | -3.14 | |
| Maximum | gains consécutifs (profit en $) | 3 (40.21) | pertes consécutives (perte en $) | 6 (-15.70) | |
| Maximum | Gains consécutifs (coups gagnants) | 40.21 (3) | Pertes consécutives (coups perdants) | -15.70 (6) | |
| Moyenne | gains consécutifs | 1 | Pertes consécutives | 3 | |
| # | Heure | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | &Profit | Solde |
| 1 | 2018.07.31 18:33 | sell | 1 | 0.50 | 1667.7 | 1672.9 | 1645.3 | ||
| 2 | 2018.07.31 19:02 | s/l | 1 | 0.50 | 1672.9 | 1672.9 | 1645.3 | -2.60 | 97.40 |
| 3 | 2018.07.31 19:05 | sell | 2 | 0.50 | 1671.7 | 1676.9 | 1649.3 | ||
| 4 | 2018.07.31 19:29 | s/l | 2 | 0.50 | 1676.9 | 1676.9 | 1649.3 | -2.60 | 94.80 |
| 5 | 2018.07.31 19:36 | buy | 3 | 0.50 | 1675.9 | 1670.7 | 1698.3 | ||
| 6 | 2018.07.31 20:12 | s/l | 3 | 0.50 | 1670.7 | 1670.7 | 1698.3 | -2.60 | 92.20 |
| 7 | 2018.07.31 20:13 | buy | 4 | 0.50 | 1671.2 | 1666.0 | 1693.6 | ||
| 8 | 2018.07.31 21:05 | s/l | 4 | 0.50 | 1666.0 | 1666.0 | 1693.6 | -2.60 | 89.60 |
| 9 | 2018.07.31 21:08 | buy | 5 | 0.50 | 1667.0 | 1661.8 | 1689.4 | ||
| 10 | 2018.08.01 18:51 | s/l | 5 | 0.50 | 1661.8 | 1661.8 | 1689.4 | -2.70 | 86.90 |
| 11 | 2018.08.01 18:54 | buy | 6 | 0.50 | 1662.8 | 1657.6 | 1685.2 | ||
| 12 | 2018.08.01 19:30 | s/l | 6 | 0.50 | 1657.6 | 1657.6 | 1685.2 | -2.60 | 84.30 |
| 13 | 2018.08.01 19:32 | buy | 7 | 0.50 | 1658.3 | 1653.1 | 1680.7 | ||
| 14 | 2018.08.02 19:28 | t/p | 7 | 0.50 | 1680.7 | 1653.1 | 1680.7 | 11.10 | 95.41 |
| 15 | 2018.08.02 19:36 | buy | 8 | 0.50 | 1680.0 | 1674.8 | 1702.4 | ||
| 16 | 2018.08.03 17:36 | s/l | 8 | 0.50 | 1674.8 | 1674.8 | 1702.4 | -2.70 | 92.71 |
| 17 | 2018.08.03 17:39 | buy | 9 | 0.50 | 1675.8 | 1670.6 | 1698.2 | ||
| 18 | 2018.08.03 18:18 | s/l | 9 | 0.50 | 1670.6 | 1670.6 | 1698.2 | -2.60 | 90.11 |
| 19 | 2018.08.03 18:21 | buy | 10 | 0.50 | 1672.4 | 1667.2 | 1694.8 | ||
| 20 | 2018.08.03 19:26 | s/l | 10 | 0.50 | 1667.2 | 1667.2 | 1694.8 | -2.60 | 87.51 |
| 21 | 2018.08.03 19:28 | buy | 11 | 0.50 | 1668.4 | 1663.2 | 1690.8 | ||
| 22 | 2018.08.07 16:31 | t/p | 11 | 0.50 | 1690.8 | 1663.2 | 1690.8 | 10.81 | 98.32 |
| 23 | 2018.08.07 16:37 | sell | 12 | 0.50 | 1690.9 | 1696.1 | 1668.5 | ||
| 24 | 2018.08.09 17:09 | s/l | 12 | 0.50 | 1696.1 | 1696.1 | 1668.5 | -2.60 | 95.73 |
| 25 | 2018.08.09 17:10 | sell | 13 | 0.50 | 1694.8 | 1700.0 | 1672.4 | ||
| 26 | 2018.08.13 19:47 | t/p | 13 | 0.50 | 1672.4 | 1700.0 | 1672.4 | 11.20 | 106.93 |
| 27 | 2018.08.13 19:51 | buy | 14 | 0.60 | 1672.2 | 1667.0 | 1694.6 | ||
| 28 | 2018.08.14 17:54 | t/p | 14 | 0.60 | 1694.6 | 1667.0 | 1694.6 | 13.32 | 120.25 |
| 29 | 2018.08.14 17:55 | sell | 15 | 0.70 | 1693.8 | 1699.0 | 1671.4 | ||
| 30 | 2018.08.15 17:16 | t/p | 15 | 0.70 | 1671.4 | 1699.0 | 1671.4 | 15.68 | 135.93 |
| 31 | 2018.08.15 17:19 | buy | 16 | 0.80 | 1673.8 | 1668.6 | 1696.2 | ||
| 32 | 2018.08.15 17:28 | s/l | 16 | 0.80 | 1668.6 | 1668.6 | 1696.2 | -4.16 | 131.77 |
| 33 | 2018.08.15 17:32 | buy | 17 | 0.70 | 1667.9 | 1662.7 | 1690.3 | ||
| 34 | 2018.08.15 17:55 | s/l | 17 | 0.70 | 1662.7 | 1662.7 | 1690.3 | -3.64 | 128.13 |
| 35 | 2018.08.15 17:57 | buy | 18 | 0.70 | 1663.2 | 1658.0 | 1685.6 | ||
| 36 | 2018.08.16 18:16 | t/p | 18 | 0.70 | 1685.6 | 1658.0 | 1685.6 | 15.54 | 143.68 |
| 37 | 2018.08.16 18:21 | sell | 19 | 0.80 | 1686.9 | 1692.1 | 1664.5 | ||
| 38 | 2018.08.17 21:05 | s/l | 19 | 0.80 | 1692.1 | 1692.1 | 1664.5 | -4.16 | 139.52 |
| 39 | 2018.08.17 21:05 | buy | 20 | 0.80 | 1692.1 | 1686.9 | 1714.5 | ||
| 40 | 2018.08.22 16:25 | t/p | 20 | 0.80 | 1714.5 | 1686.9 | 1714.5 | 17.15 | 156.67 |
| 41 | 2018.08.22 16:38 | sell | 21 | 0.90 | 1722.5 | 1727.7 | 1700.1 | ||
| 42 | 2018.08.27 03:00 | s/l | 21 | 0.90 | 1727.7 | 1727.7 | 1700.1 | -4.68 | 151.99 |
| 43 | 2018.08.27 03:01 | buy | 22 | 0.80 | 1730.0 | 1724.8 | 1752.4 | ||
| 44 | 2018.08.28 18:42 | s/l | 22 | 0.80 | 1724.8 | 1724.8 | 1752.4 | -4.31 | 147.68 |
| 45 | 2018.08.28 18:42 | buy | 23 | 0.80 | 1725.5 | 1720.3 | 1747.9 | ||
| 46 | 2018.08.31 23:14 | close at stop | 23 | 0.80 | 1741.2 | 1720.3 | 1747.9 | 12.10 | 159.77 |