| Symbole | US2000.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) | ||||
| 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=-0.2; bas_zone_vente_atr_pourcent=-3; pourcentage_investi=1; | ||||
| Barres en test | 32299 | Ticks modelés | 572539 | Qualité du modelage | 25.00% |
| Erreurs des graphiques désaccordés | 0 | ||||
| Dépot initial | 100.00 | Ecart | 4 | ||
| Profit total net | 165.81 | Profit brut | 267.98 | Perte brute | -102.17 |
| Facteur de profit | 2.62 | Rémunération espérée | 3.68 | ||
| Chute absolue | 23.94 | Chute maximale | 33.12 (11.79%) | Enfoncement relatif | 25.68% (26.29) |
| Total des Trades | 45 | Positions 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 large | gains par trade | 31.36 | pertes par trade | -8.84 | |
| Moyenne | gains par trade | 16.75 | pertes par trade | -3.52 | |
| Maximum | gains consécutifs (profit en $) | 3 (46.93) | pertes consécutives (perte en $) | 7 (-17.78) | |
| Maximum | Gains consécutifs (coups gagnants) | 49.28 (2) | Pertes consécutives (coups perdants) | -17.78 (7) | |
| Moyenne | gains consécutifs | 1 | Pertes consécutives | 2 | |

| # | Heure | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | &Profit | Solde |
| 1 | 2018.09.04 03:08 | buy | 1 | 0.50 | 1740.6 | 1735.4 | 1763.0 | ||
| 2 | 2018.09.04 14:13 | s/l | 1 | 0.50 | 1735.4 | 1735.4 | 1763.0 | -2.60 | 97.40 |
| 3 | 2018.09.04 14:14 | buy | 2 | 0.50 | 1736.2 | 1731.0 | 1758.6 | ||
| 4 | 2018.09.04 16:37 | s/l | 2 | 0.50 | 1731.0 | 1731.0 | 1758.6 | -2.60 | 94.80 |
| 5 | 2018.09.04 16:43 | buy | 3 | 0.50 | 1728.6 | 1723.4 | 1751.0 | ||
| 6 | 2018.09.04 18:58 | s/l | 3 | 0.50 | 1723.4 | 1723.4 | 1751.0 | -2.60 | 92.20 |
| 7 | 2018.09.04 19:03 | buy | 4 | 0.50 | 1723.2 | 1718.0 | 1745.6 | ||
| 8 | 2018.09.05 17:14 | s/l | 4 | 0.50 | 1718.0 | 1718.0 | 1745.6 | -2.70 | 89.50 |
| 9 | 2018.09.05 17:14 | sell | 5 | 0.50 | 1718.0 | 1723.2 | 1695.6 | ||
| 10 | 2018.09.05 17:57 | s/l | 5 | 0.50 | 1723.2 | 1723.2 | 1695.6 | -2.60 | 86.90 |
| 11 | 2018.09.05 18:00 | sell | 6 | 0.50 | 1721.8 | 1727.0 | 1699.4 | ||
| 12 | 2018.09.05 19:02 | s/l | 6 | 0.50 | 1727.0 | 1727.0 | 1699.4 | -2.60 | 84.30 |
| 13 | 2018.09.05 19:05 | sell | 7 | 0.40 | 1726.0 | 1731.2 | 1703.6 | ||
| 14 | 2018.09.06 16:00 | s/l | 7 | 0.40 | 1731.2 | 1731.2 | 1703.6 | -2.08 | 82.22 |
| 15 | 2018.09.06 16:18 | sell | 8 | 0.40 | 1730.2 | 1735.4 | 1707.8 | ||
| 16 | 2018.09.07 16:32 | t/p | 8 | 0.40 | 1707.8 | 1735.4 | 1707.8 | 8.96 | 91.18 |
| 17 | 2018.09.07 16:36 | buy | 9 | 0.50 | 1708.3 | 1703.1 | 1730.7 | ||
| 18 | 2018.09.12 17:32 | s/l | 9 | 0.50 | 1703.1 | 1703.1 | 1730.7 | -3.08 | 88.10 |
| 19 | 2018.09.12 17:32 | sell | 10 | 0.50 | 1703.1 | 1708.3 | 1680.7 | ||
| 20 | 2018.09.12 17:44 | s/l | 10 | 0.50 | 1708.3 | 1708.3 | 1680.7 | -2.60 | 85.50 |
| 21 | 2018.09.12 17:45 | sell | 11 | 0.50 | 1706.9 | 1712.1 | 1684.5 | ||
| 22 | 2018.09.12 18:13 | s/l | 11 | 0.50 | 1712.1 | 1712.1 | 1684.5 | -2.60 | 82.90 |
| 23 | 2018.09.12 18:20 | sell | 12 | 0.40 | 1715.2 | 1720.4 | 1692.8 | ||
| 24 | 2018.09.12 22:45 | s/l | 12 | 0.40 | 1720.4 | 1720.4 | 1692.8 | -2.08 | 80.82 |
| 25 | 2018.09.12 22:46 | sell | 13 | 0.40 | 1718.7 | 1723.9 | 1696.3 | ||
| 26 | 2018.09.13 16:44 | s/l | 13 | 0.40 | 1723.9 | 1723.9 | 1696.3 | -2.08 | 78.74 |
| 27 | 2018.09.13 16:46 | sell | 14 | 0.40 | 1722.7 | 1727.9 | 1700.3 | ||
| 28 | 2018.09.14 18:06 | s/l | 14 | 0.40 | 1727.9 | 1727.9 | 1700.3 | -2.08 | 76.66 |
| 29 | 2018.09.14 18:08 | sell | 15 | 0.40 | 1725.9 | 1731.1 | 1703.5 | ||
| 30 | 2018.09.17 22:19 | t/p | 15 | 0.40 | 1703.5 | 1731.1 | 1703.5 | 8.96 | 85.62 |
| 31 | 2018.09.17 22:23 | buy | 16 | 0.50 | 1703.1 | 1697.9 | 1725.5 | ||
| 32 | 2018.09.19 19:40 | s/l | 16 | 0.50 | 1697.9 | 1697.9 | 1725.5 | -2.79 | 82.83 |
| 33 | 2018.09.19 19:43 | buy | 17 | 0.40 | 1698.5 | 1693.3 | 1720.9 | ||
| 34 | 2018.09.20 21:13 | t/p | 17 | 0.40 | 1720.9 | 1693.3 | 1720.9 | 8.88 | 91.71 |
| 35 | 2018.09.20 21:14 | sell | 18 | 0.50 | 1719.7 | 1724.9 | 1697.3 | ||
| 36 | 2018.09.21 10:02 | s/l | 18 | 0.50 | 1724.9 | 1724.9 | 1697.3 | -2.60 | 89.11 |
| 37 | 2018.09.21 16:30 | sell | 19 | 0.50 | 1723.9 | 1729.1 | 1701.5 | ||
| 38 | 2018.09.24 17:40 | t/p | 19 | 0.50 | 1701.5 | 1729.1 | 1701.5 | 11.20 | 100.32 |
| 39 | 2018.09.24 17:42 | buy | 20 | 0.50 | 1704.0 | 1698.8 | 1726.4 | ||
| 40 | 2018.09.24 17:54 | s/l | 20 | 0.50 | 1698.8 | 1698.8 | 1726.4 | -2.60 | 97.72 |
| 41 | 2018.09.24 17:54 | sell | 21 | 0.50 | 1698.8 | 1704.0 | 1676.4 | ||
| 42 | 2018.09.24 20:42 | s/l | 21 | 0.50 | 1704.0 | 1704.0 | 1676.4 | -2.60 | 95.12 |
| 43 | 2018.09.24 20:47 | sell | 22 | 0.50 | 1704.1 | 1709.3 | 1681.7 | ||
| 44 | 2018.09.25 13:17 | s/l | 22 | 0.50 | 1709.3 | 1709.3 | 1681.7 | -2.60 | 92.52 |
| 45 | 2018.09.25 16:35 | sell | 23 | 0.50 | 1708.1 | 1713.3 | 1685.7 | ||
| 46 | 2018.09.25 21:29 | s/l | 23 | 0.50 | 1713.3 | 1713.3 | 1685.7 | -2.60 | 89.92 |
| 47 | 2018.09.25 21:33 | sell | 24 | 0.50 | 1712.4 | 1717.6 | 1690.0 | ||
| 48 | 2018.09.26 22:53 | t/p | 24 | 0.50 | 1690.0 | 1717.6 | 1690.0 | 11.20 | 101.12 |
| 49 | 2018.09.26 23:02 | sell | 25 | 0.50 | 1689.3 | 1694.5 | 1666.9 | ||
| 50 | 2018.09.27 15:49 | s/l | 25 | 0.50 | 1694.5 | 1694.5 | 1666.9 | -2.60 | 98.52 |
| 51 | 2018.09.27 16:31 | sell | 26 | 0.50 | 1693.0 | 1698.2 | 1670.6 | ||
| 52 | 2018.09.27 18:58 | s/l | 26 | 0.50 | 1698.2 | 1698.2 | 1670.6 | -2.60 | 95.92 |
| 53 | 2018.09.27 19:01 | sell | 27 | 0.50 | 1697.0 | 1702.2 | 1674.6 | ||
| 54 | 2018.10.01 03:00 | s/l | 27 | 0.50 | 1702.2 | 1702.2 | 1674.6 | -2.60 | 93.32 |
| 55 | 2018.10.01 03:04 | sell | 28 | 0.50 | 1703.1 | 1708.3 | 1680.7 | ||
| 56 | 2018.10.01 21:09 | t/p | 28 | 0.50 | 1680.7 | 1708.3 | 1680.7 | 11.20 | 104.52 |
| 57 | 2018.10.01 21:09 | sell | 29 | 0.60 | 1680.2 | 1685.4 | 1657.8 | ||
| 58 | 2018.10.02 21:56 | t/p | 29 | 0.60 | 1657.8 | 1685.4 | 1657.8 | 13.44 | 117.96 |
| 59 | 2018.10.02 22:00 | buy | 30 | 0.70 | 1658.0 | 1652.8 | 1680.4 | ||
| 60 | 2018.10.02 22:08 | s/l | 30 | 0.70 | 1652.8 | 1652.8 | 1680.4 | -3.64 | 114.32 |
| 61 | 2018.10.02 22:10 | buy | 31 | 0.60 | 1654.3 | 1649.1 | 1676.7 | ||
| 62 | 2018.10.03 21:14 | t/p | 31 | 0.60 | 1676.7 | 1649.1 | 1676.7 | 13.32 | 127.64 |
| 63 | 2018.10.03 21:16 | sell | 32 | 0.70 | 1676.4 | 1681.6 | 1654.0 | ||
| 64 | 2018.10.04 18:50 | t/p | 32 | 0.70 | 1654.0 | 1681.6 | 1654.0 | 15.68 | 143.32 |
| 65 | 2018.10.04 18:50 | sell | 33 | 0.80 | 1653.6 | 1658.8 | 1631.2 | ||
| 66 | 2018.10.05 18:40 | t/p | 33 | 0.80 | 1631.2 | 1658.8 | 1631.2 | 17.92 | 161.25 |
| 67 | 2018.10.05 18:41 | sell | 34 | 0.90 | 1630.8 | 1636.0 | 1608.4 | ||
| 68 | 2018.10.05 21:34 | s/l | 34 | 0.90 | 1636.0 | 1636.0 | 1608.4 | -4.68 | 156.57 |
| 69 | 2018.10.05 21:36 | sell | 35 | 0.90 | 1634.6 | 1639.8 | 1612.2 | ||
| 70 | 2018.10.10 18:17 | t/p | 35 | 0.90 | 1612.2 | 1639.8 | 1612.2 | 20.16 | 176.73 |
| 71 | 2018.10.10 18:17 | sell | 36 | 1.10 | 1601.5 | 1606.7 | 1579.1 | ||
| 72 | 2018.10.10 20:38 | s/l | 36 | 1.10 | 1606.7 | 1606.7 | 1579.1 | -5.72 | 171.01 |
| 73 | 2018.10.10 20:41 | sell | 37 | 1.00 | 1605.4 | 1610.6 | 1583.0 | ||
| 74 | 2018.10.10 22:18 | t/p | 37 | 1.00 | 1583.0 | 1610.6 | 1583.0 | 22.40 | 193.41 |
| 75 | 2018.10.10 22:26 | sell | 38 | 1.20 | 1585.7 | 1590.9 | 1563.3 | ||
| 76 | 2018.10.10 23:56 | t/p | 38 | 1.20 | 1563.3 | 1590.9 | 1563.3 | 26.88 | 220.29 |
| 77 | 2018.10.11 03:00 | buy | 39 | 1.40 | 1565.0 | 1559.8 | 1587.4 | ||
| 78 | 2018.10.11 04:52 | s/l | 39 | 1.40 | 1559.8 | 1559.8 | 1587.4 | -7.28 | 213.01 |
| 79 | 2018.10.11 04:59 | buy | 40 | 1.30 | 1552.8 | 1547.6 | 1575.2 | ||
| 80 | 2018.10.11 16:52 | t/p | 40 | 1.30 | 1575.2 | 1547.6 | 1575.2 | 29.12 | 242.13 |
| 81 | 2018.10.11 16:56 | sell | 41 | 1.50 | 1577.0 | 1582.2 | 1554.6 | ||
| 82 | 2018.10.11 16:59 | s/l | 41 | 1.50 | 1582.2 | 1582.2 | 1554.6 | -7.80 | 234.33 |
| 83 | 2018.10.11 17:00 | sell | 42 | 1.40 | 1581.0 | 1586.2 | 1558.6 | ||
| 84 | 2018.10.11 21:34 | t/p | 42 | 1.40 | 1558.6 | 1586.2 | 1558.6 | 31.36 | 265.69 |
| 85 | 2018.10.11 21:39 | buy | 43 | 1.70 | 1555.0 | 1549.8 | 1577.4 | ||
| 86 | 2018.10.11 21:44 | s/l | 43 | 1.70 | 1549.8 | 1549.8 | 1577.4 | -8.84 | 256.85 |
| 87 | 2018.10.11 21:47 | buy | 44 | 1.60 | 1548.5 | 1543.3 | 1570.9 | ||
| 88 | 2018.10.11 23:02 | s/l | 44 | 1.60 | 1543.3 | 1543.3 | 1570.9 | -8.32 | 248.53 |
| 89 | 2018.10.11 23:04 | buy | 45 | 1.60 | 1543.6 | 1538.4 | 1566.0 | ||
| 90 | 2018.10.11 23:58 | close at stop | 45 | 1.60 | 1554.4 | 1538.4 | 1566.0 | 17.28 | 265.81 |