Strategy Tester Report
_lm_macd_ea
PepperstoneUK-Edge10 (Build 1090)

SymboleUS2000.r (Russell 2000 Index)
Période 1 Minute (M1) 2018.09.04 03:00 - 2018.10.11 23:58 (2018.09.04 - 2018.10.12)
Modele Chaque tick (la méthode la plus précise, basée sur toutes les informations de tous les timeframes)
Parametressell_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=-0.2; bas_zone_vente_atr_pourcent=-3; pourcentage_investi=1;
Barres en test32299Ticks modelés572539Qualité du modelage25.00%
Erreurs des graphiques désaccordés0
Dépot initial100.00Ecart4
Profit total net165.81Profit brut267.98Perte brute-102.17
Facteur de profit2.62Rémunération espérée3.68
Chute absolue23.94Chute maximale33.12 (11.79%)Enfoncement relatif25.68% (26.29)
Total des Trades45Positions SHORT (vente) gagnées %30 (40.00%)Positions LONG (achat) gagnées %15 (26.67%)
Profits des Trades (% du total) 16 (35.56%)Pertes des Trades (% du total) 29 (64.44%)
Le plus largegains par trade31.36pertes par trade-8.84
Moyennegains par trade16.75pertes par trade-3.52
Maximumgains consécutifs (profit en $)3 (46.93)pertes consécutives (perte en $)7 (-17.78)
MaximumGains consécutifs (coups gagnants)49.28 (2)Pertes consécutives (coups perdants)-17.78 (7)
Moyennegains consécutifs1Pertes consécutives2
Graph
#HeureTransactionOrdreVolumePrixS/L (Stop/Perte)T/P (Prendre/profit)&ProfitSolde
12018.09.04 03:08buy10.501740.61735.41763.0
22018.09.04 14:13s/l10.501735.41735.41763.0-2.6097.40
32018.09.04 14:14buy20.501736.21731.01758.6
42018.09.04 16:37s/l20.501731.01731.01758.6-2.6094.80
52018.09.04 16:43buy30.501728.61723.41751.0
62018.09.04 18:58s/l30.501723.41723.41751.0-2.6092.20
72018.09.04 19:03buy40.501723.21718.01745.6
82018.09.05 17:14s/l40.501718.01718.01745.6-2.7089.50
92018.09.05 17:14sell50.501718.01723.21695.6
102018.09.05 17:57s/l50.501723.21723.21695.6-2.6086.90
112018.09.05 18:00sell60.501721.81727.01699.4
122018.09.05 19:02s/l60.501727.01727.01699.4-2.6084.30
132018.09.05 19:05sell70.401726.01731.21703.6
142018.09.06 16:00s/l70.401731.21731.21703.6-2.0882.22
152018.09.06 16:18sell80.401730.21735.41707.8
162018.09.07 16:32t/p80.401707.81735.41707.88.9691.18
172018.09.07 16:36buy90.501708.31703.11730.7
182018.09.12 17:32s/l90.501703.11703.11730.7-3.0888.10
192018.09.12 17:32sell100.501703.11708.31680.7
202018.09.12 17:44s/l100.501708.31708.31680.7-2.6085.50
212018.09.12 17:45sell110.501706.91712.11684.5
222018.09.12 18:13s/l110.501712.11712.11684.5-2.6082.90
232018.09.12 18:20sell120.401715.21720.41692.8
242018.09.12 22:45s/l120.401720.41720.41692.8-2.0880.82
252018.09.12 22:46sell130.401718.71723.91696.3
262018.09.13 16:44s/l130.401723.91723.91696.3-2.0878.74
272018.09.13 16:46sell140.401722.71727.91700.3
282018.09.14 18:06s/l140.401727.91727.91700.3-2.0876.66
292018.09.14 18:08sell150.401725.91731.11703.5
302018.09.17 22:19t/p150.401703.51731.11703.58.9685.62
312018.09.17 22:23buy160.501703.11697.91725.5
322018.09.19 19:40s/l160.501697.91697.91725.5-2.7982.83
332018.09.19 19:43buy170.401698.51693.31720.9
342018.09.20 21:13t/p170.401720.91693.31720.98.8891.71
352018.09.20 21:14sell180.501719.71724.91697.3
362018.09.21 10:02s/l180.501724.91724.91697.3-2.6089.11
372018.09.21 16:30sell190.501723.91729.11701.5
382018.09.24 17:40t/p190.501701.51729.11701.511.20100.32
392018.09.24 17:42buy200.501704.01698.81726.4
402018.09.24 17:54s/l200.501698.81698.81726.4-2.6097.72
412018.09.24 17:54sell210.501698.81704.01676.4
422018.09.24 20:42s/l210.501704.01704.01676.4-2.6095.12
432018.09.24 20:47sell220.501704.11709.31681.7
442018.09.25 13:17s/l220.501709.31709.31681.7-2.6092.52
452018.09.25 16:35sell230.501708.11713.31685.7
462018.09.25 21:29s/l230.501713.31713.31685.7-2.6089.92
472018.09.25 21:33sell240.501712.41717.61690.0
482018.09.26 22:53t/p240.501690.01717.61690.011.20101.12
492018.09.26 23:02sell250.501689.31694.51666.9
502018.09.27 15:49s/l250.501694.51694.51666.9-2.6098.52
512018.09.27 16:31sell260.501693.01698.21670.6
522018.09.27 18:58s/l260.501698.21698.21670.6-2.6095.92
532018.09.27 19:01sell270.501697.01702.21674.6
542018.10.01 03:00s/l270.501702.21702.21674.6-2.6093.32
552018.10.01 03:04sell280.501703.11708.31680.7
562018.10.01 21:09t/p280.501680.71708.31680.711.20104.52
572018.10.01 21:09sell290.601680.21685.41657.8
582018.10.02 21:56t/p290.601657.81685.41657.813.44117.96
592018.10.02 22:00buy300.701658.01652.81680.4
602018.10.02 22:08s/l300.701652.81652.81680.4-3.64114.32
612018.10.02 22:10buy310.601654.31649.11676.7
622018.10.03 21:14t/p310.601676.71649.11676.713.32127.64
632018.10.03 21:16sell320.701676.41681.61654.0
642018.10.04 18:50t/p320.701654.01681.61654.015.68143.32
652018.10.04 18:50sell330.801653.61658.81631.2
662018.10.05 18:40t/p330.801631.21658.81631.217.92161.25
672018.10.05 18:41sell340.901630.81636.01608.4
682018.10.05 21:34s/l340.901636.01636.01608.4-4.68156.57
692018.10.05 21:36sell350.901634.61639.81612.2
702018.10.10 18:17t/p350.901612.21639.81612.220.16176.73
712018.10.10 18:17sell361.101601.51606.71579.1
722018.10.10 20:38s/l361.101606.71606.71579.1-5.72171.01
732018.10.10 20:41sell371.001605.41610.61583.0
742018.10.10 22:18t/p371.001583.01610.61583.022.40193.41
752018.10.10 22:26sell381.201585.71590.91563.3
762018.10.10 23:56t/p381.201563.31590.91563.326.88220.29
772018.10.11 03:00buy391.401565.01559.81587.4
782018.10.11 04:52s/l391.401559.81559.81587.4-7.28213.01
792018.10.11 04:59buy401.301552.81547.61575.2
802018.10.11 16:52t/p401.301575.21547.61575.229.12242.13
812018.10.11 16:56sell411.501577.01582.21554.6
822018.10.11 16:59s/l411.501582.21582.21554.6-7.80234.33
832018.10.11 17:00sell421.401581.01586.21558.6
842018.10.11 21:34t/p421.401558.61586.21558.631.36265.69
852018.10.11 21:39buy431.701555.01549.81577.4
862018.10.11 21:44s/l431.701549.81549.81577.4-8.84256.85
872018.10.11 21:47buy441.601548.51543.31570.9
882018.10.11 23:02s/l441.601543.31543.31570.9-8.32248.53
892018.10.11 23:04buy451.601543.61538.41566.0
902018.10.11 23:58close at stop451.601554.41538.41566.017.28265.81