Strategy Tester Report
_lm_macd_ea
PepperstoneUK-Edge10 (Build 1090)

SymboleUS2000.r (Russell 2000 Index)
Période 1 Minute (M1) 2018.12.27 03:00 - 2019.01.21 19:59 (2018.12.25 - 2019.01.22)
Modele Chaque tick (la méthode la plus précise, basée sur toutes les informations de tous les timeframes)
Parametresbuy_ecart_atr_pourcent=0.022; buy_stop=12; buy_tp1=21; buy_macd_rapide=4; buy_macd_lent=11; buy_per_signal=5; buy_shift=2; haut_zone_achat_atr_pourcent=0.8; sell_ecart_atr_pourcent=0.019; sell_stop=15; sell_tp1=21; sell_macd_rapide=4; sell_macd_lent=9; sell_per_signal=5; sell_shift=2; bas_zone_vente_atr_pourcent=0.9; pourcentage_investi=1;
Barres en test21550Ticks modelés590312Qualité du modelage25.00%
Erreurs des graphiques désaccordés0
Dépot initial100.00Ecart4
Profit total net381.73Profit brut810.84Perte brute-429.11
Facteur de profit1.89Rémunération espérée2.91
Chute absolue13.30Chute maximale58.84 (11.15%)Enfoncement relatif25.33% (33.91)
Total des Trades131Positions SHORT (vente) gagnées %22 (63.64%)Positions LONG (achat) gagnées %109 (50.46%)
Profits des Trades (% du total) 69 (52.67%)Pertes des Trades (% du total) 62 (47.33%)
Le plus largegains par trade26.88pertes par trade-19.74
Moyennegains par trade11.75pertes par trade-6.92
Maximumgains consécutifs (profit en $)10 (94.08)pertes consécutives (perte en $)5 (-25.14)
MaximumGains consécutifs (coups gagnants)143.47 (7)Pertes consécutives (coups perdants)-45.81 (3)
Moyennegains consécutifs2Pertes consécutives2
Graph
#HeureTransactionOrdreVolumePrixS/L (Stop/Perte)T/P (Prendre/profit)&ProfitSolde
12018.12.27 03:04sell10.701321.81328.21313.4
22018.12.27 07:13s/l10.701328.21328.21313.4-4.4895.52
32018.12.27 07:25sell20.701331.21337.61322.8
42018.12.27 07:59t/p20.701322.81337.61322.85.88101.40
52018.12.27 08:05buy30.701321.61316.41330.0
62018.12.27 10:15s/l30.701316.41316.41330.0-3.6497.76
72018.12.27 10:17buy40.701317.91312.71326.3
82018.12.27 11:02s/l40.701312.71312.71326.3-3.6494.12
92018.12.27 11:04buy50.701313.31308.11321.7
102018.12.27 11:25s/l50.701308.11308.11321.7-3.6490.48
112018.12.27 11:27buy60.601309.41304.21317.8
122018.12.27 11:57s/l60.601304.21304.21317.8-3.1287.36
132018.12.27 12:01buy70.601304.01298.81312.4
142018.12.27 16:31t/p70.601312.41298.81312.45.0492.40
152018.12.27 16:32buy80.701312.21307.01320.6
162018.12.27 16:52s/l80.701307.01307.01320.6-3.6488.76
172018.12.27 16:56buy90.601304.51299.31312.9
182018.12.27 17:02t/p90.601312.91299.31312.95.0493.80
192018.12.27 17:12buy100.701307.71302.51316.1
202018.12.27 18:30t/p100.701316.11302.51316.15.8899.68
212018.12.27 18:32sell110.701315.71322.11307.3
222018.12.27 19:26t/p110.701307.31322.11307.35.88105.56
232018.12.27 19:33buy120.801301.31296.11309.7
242018.12.27 20:29s/l120.801296.11296.11309.7-4.16101.40
252018.12.27 20:32buy130.701297.01291.81305.4
262018.12.27 20:51s/l130.701291.81291.81305.4-3.6497.76
272018.12.27 20:53buy140.701292.81287.61301.2
282018.12.27 21:53t/p140.701301.21287.61301.25.88103.64
292018.12.27 21:53buy150.701301.61296.41310.0
302018.12.27 22:01s/l150.701296.41296.41310.0-3.64100.00
312018.12.27 22:05buy160.701298.21293.01306.6
322018.12.27 22:20t/p160.701306.61293.01306.65.88105.88
332018.12.27 22:21buy170.801306.41301.21314.8
342018.12.27 22:30t/p170.801314.81301.21314.86.72112.60
352018.12.27 22:50buy180.801324.61319.41333.0
362018.12.27 22:54s/l180.801319.41319.41333.0-4.16108.44
372018.12.27 22:56buy190.801325.11319.91333.5
382018.12.27 22:59t/p190.801333.51319.91333.56.72115.16
392018.12.27 23:03sell200.801333.01339.41324.6
402018.12.28 06:30s/l200.801339.41339.41324.6-5.12110.04
412018.12.28 06:34sell210.801338.21344.61329.8
422018.12.28 08:20t/p210.801329.81344.61329.86.72116.76
432018.12.28 08:22buy220.801330.31325.11338.7
442018.12.28 12:31t/p220.801338.71325.11338.76.72123.48
452018.12.28 12:52buy230.901339.11333.91347.5
462018.12.28 16:19s/l230.901333.91333.91347.5-4.68118.80
472018.12.28 16:22buy240.801334.51329.31342.9
482018.12.28 16:45t/p240.801342.91329.31342.96.72125.52
492018.12.28 16:48sell250.901345.31351.71336.9
502018.12.28 16:51t/p250.901336.91351.71336.97.56133.08
512018.12.28 16:54buy260.901340.91335.71349.3
522018.12.28 17:03s/l260.901335.71335.71349.3-4.68128.40
532018.12.28 17:07buy270.901337.41332.21345.8
542018.12.28 17:24s/l270.901332.21332.21345.8-4.68123.72
552018.12.28 17:31buy280.901330.51325.31338.9
562018.12.28 17:38s/l280.901325.31325.31338.9-4.68119.04
572018.12.28 17:39buy290.801329.21324.01337.6
582018.12.28 21:01t/p290.801337.61324.01337.66.72125.76
592018.12.28 21:09sell300.901342.21348.61333.8
602018.12.28 21:36s/l300.901348.61348.61333.8-5.76120.00
612018.12.28 21:41sell310.801351.11357.51342.7
622018.12.28 21:53s/l310.801357.51357.51342.7-5.12114.88
632018.12.28 22:10buy320.801349.61344.41358.0
642018.12.28 22:11s/l320.801344.41344.41358.0-4.16110.72
652018.12.28 22:13buy330.801346.61341.41355.0
662018.12.28 22:20s/l330.801341.41341.41355.0-4.16106.56
672018.12.28 22:24buy340.701342.61337.41351.0
682018.12.28 22:26s/l340.701337.41337.41351.0-3.64102.92
692018.12.28 22:30buy350.701338.11332.91346.5
702018.12.31 03:00t/p350.701346.51332.91346.55.46108.38
712018.12.31 03:04sell360.801347.01353.41338.6
722018.12.31 16:50t/p360.801338.61353.41338.66.72115.10
732018.12.31 16:54buy370.801337.71332.51346.1
742018.12.31 17:37s/l370.801332.51332.51346.1-4.16110.94
752018.12.31 17:40buy380.801334.71329.51343.1
762018.12.31 18:01s/l380.801329.51329.51343.1-4.16106.78
772018.12.31 18:03buy390.801331.11325.91339.5
782018.12.31 18:33s/l390.801325.91325.91339.5-4.16102.62
792018.12.31 18:36buy400.701329.51324.31337.9
802018.12.31 19:37t/p400.701337.91324.31337.95.88108.50
812018.12.31 19:45buy410.801338.91333.71347.3
822018.12.31 21:00s/l410.801333.71333.71347.3-4.16104.34
832018.12.31 21:02buy420.701335.91330.71344.3
842018.12.31 22:39t/p420.701344.31330.71344.35.88110.22
852018.12.31 22:55buy430.801344.11338.91352.5
862019.01.02 03:00t/p430.801352.51338.91352.56.40116.61
872019.01.02 03:04sell440.801352.81359.21344.4
882019.01.02 04:01t/p440.801344.41359.21344.46.72123.33
892019.01.02 04:03buy450.901346.11340.91354.5
902019.01.02 04:30s/l450.901340.91340.91354.5-4.68118.65
912019.01.02 04:30buy460.801341.31336.11349.7
922019.01.02 06:03s/l460.801336.11336.11349.7-4.16114.49
932019.01.02 06:08buy470.801334.61329.41343.0
942019.01.02 10:07s/l470.801329.41329.41343.0-4.16110.33
952019.01.02 10:08buy480.801330.71325.51339.1
962019.01.02 10:19s/l480.801325.51325.51339.1-4.16106.17
972019.01.02 10:25buy490.801323.21318.01331.6
982019.01.02 13:20t/p490.801331.61318.01331.66.72112.89
992019.01.02 13:35buy500.801331.31326.11339.7
1002019.01.02 15:33s/l500.801326.11326.11339.7-4.16108.73
1012019.01.02 15:36buy510.801326.41321.21334.8
1022019.01.02 17:05t/p510.801334.81321.21334.86.72115.45
1032019.01.02 17:05buy520.801335.21330.01343.6
1042019.01.02 17:25t/p520.801343.61330.01343.66.72122.17
1052019.01.02 17:37buy530.901337.51332.31345.9
1062019.01.02 17:52t/p530.901345.91332.31345.97.56129.73
1072019.01.02 17:52buy540.901346.31341.11354.7
1082019.01.02 18:11t/p540.901354.71341.11354.77.56137.29
1092019.01.02 18:14sell551.001355.51361.91347.1
1102019.01.02 19:00t/p551.001347.11361.91347.18.40145.69
1112019.01.02 19:03buy561.001348.31343.11356.7
1122019.01.02 19:12s/l561.001343.11343.11356.7-5.20140.49
1132019.01.02 19:14buy571.001344.81339.61353.2
1142019.01.02 20:05t/p571.001353.21339.61353.28.40148.89
1152019.01.02 20:05buy581.001353.61348.41362.0
1162019.01.02 22:08s/l581.001348.41348.41362.0-5.20143.69
1172019.01.02 22:13buy591.001347.71342.51356.1
1182019.01.02 23:00t/p591.001356.11342.51356.18.40152.09
1192019.01.02 23:38buy601.101346.61341.41355.0
1202019.01.03 03:00s/l601.101341.41341.41355.0-5.94146.15
1212019.01.03 03:04buy611.001339.01333.81347.4
1222019.01.03 08:13s/l611.001333.81333.81347.4-5.20140.95
1232019.01.03 08:18buy621.001333.61328.41342.0
1242019.01.03 09:05t/p621.001342.01328.41342.08.40149.35
1252019.01.03 09:07sell631.101341.41347.81333.0
1262019.01.03 16:27s/l631.101347.81347.81333.0-7.04142.31
1272019.01.03 16:41buy641.001342.41337.21350.8
1282019.01.03 16:50s/l641.001337.21337.21350.8-5.20137.11
1292019.01.03 16:55buy651.001336.21331.01344.6
1302019.01.03 17:04s/l651.001331.01331.01344.6-5.20131.91
1312019.01.03 17:07buy660.901331.01325.81339.4
1322019.01.03 17:15s/l660.901325.81325.81339.4-4.68127.23
1332019.01.03 17:18buy670.901326.31321.11334.7
1342019.01.03 17:26t/p670.901334.71321.11334.77.56134.79
1352019.01.03 17:36buy681.001330.31325.11338.7
1362019.01.03 17:39s/l681.001325.11325.11338.7-5.20129.59
1372019.01.03 17:40buy690.901329.31324.11337.7
1382019.01.03 18:01t/p690.901337.71324.11337.77.56137.15
1392019.01.03 18:11buy701.001339.21334.01347.6
1402019.01.03 18:35t/p701.001347.61334.01347.68.40145.55
1412019.01.03 18:56buy711.001352.31347.11360.7
1422019.01.03 19:05s/l711.001347.11347.11360.7-5.20140.35
1432019.01.03 19:09buy721.001347.31342.11355.7
1442019.01.03 20:15s/l721.001342.11342.11355.7-5.20135.15
1452019.01.03 20:20buy731.001338.21333.01346.6
1462019.01.03 21:56s/l731.001333.01333.01346.6-5.20129.95
1472019.01.03 21:58buy740.901335.21330.01343.6
1482019.01.03 23:03s/l740.901330.01330.01343.6-4.68125.27
1492019.01.03 23:06buy750.901331.11325.91339.5
1502019.01.04 03:00s/l750.901325.91325.91339.5-4.86120.41
1512019.01.04 03:04buy760.901327.01321.81335.4
1522019.01.04 05:09t/p760.901335.41321.81335.47.56127.97
1532019.01.04 05:22buy770.901335.31330.11343.7
1542019.01.04 10:02t/p770.901343.71330.11343.77.56135.53
1552019.01.04 10:19buy781.001343.01337.81351.4
1562019.01.04 16:36t/p781.001351.41337.81351.48.40143.93
1572019.01.04 16:44buy791.001356.11350.91364.5
1582019.01.04 17:01t/p791.001364.51350.91364.58.40152.33
1592019.01.04 17:01buy801.101364.91359.71373.3
1602019.01.04 17:25t/p801.101373.31359.71373.39.24161.57
1612019.01.04 17:29sell811.101376.61383.01368.2
1622019.01.04 18:35t/p811.101368.21383.01368.29.24170.81
1632019.01.04 18:39buy821.201368.01362.81376.4
1642019.01.04 19:18t/p821.201376.41362.81376.410.08180.89
1652019.01.04 19:34buy831.301374.51369.31382.9
1662019.01.04 20:09t/p831.301382.91369.31382.910.92191.81
1672019.01.04 20:10sell841.301383.11389.51374.7
1682019.01.07 12:01t/p841.301374.71389.51374.710.92202.73
1692019.01.07 12:03buy851.401375.91370.71384.3
1702019.01.07 16:41t/p851.401384.31370.71384.311.76214.49
1712019.01.07 16:48buy861.501387.01381.81395.4
1722019.01.07 16:51s/l861.501381.81381.81395.4-7.80206.69
1732019.01.07 16:56buy871.401382.41377.21390.8
1742019.01.07 17:08t/p871.401390.81377.21390.811.76218.45
1752019.01.07 17:17buy881.501391.31386.11399.7
1762019.01.07 17:53t/p881.501399.71386.11399.712.60231.05
1772019.01.07 18:00buy891.601398.21393.01406.6
1782019.01.07 18:53t/p891.601406.61393.01406.613.44244.49
1792019.01.07 19:12buy901.701403.01397.81411.4
1802019.01.07 20:19t/p901.701411.41397.81411.414.28258.77
1812019.01.07 20:27buy911.801411.01405.81419.4
1822019.01.07 20:50s/l911.801405.81405.81419.4-9.36249.41
1832019.01.07 20:53buy921.701406.71401.51415.1
1842019.01.07 21:39s/l921.701401.51401.51415.1-8.84240.57
1852019.01.07 21:43buy931.701401.61396.41410.0
1862019.01.08 04:41t/p931.701410.01396.41410.013.94254.51
1872019.01.08 07:30buy941.801408.81403.61417.2
1882019.01.08 16:22t/p941.801417.21403.61417.215.12269.63
1892019.01.08 16:34sell951.801419.41425.81411.0
1902019.01.08 17:14t/p951.801411.01425.81411.015.12284.75
1912019.01.08 17:21buy962.001408.31403.11416.7
1922019.01.08 18:47t/p962.001416.71403.11416.716.80301.55
1932019.01.08 18:55buy972.101416.51411.31424.9
1942019.01.08 20:52t/p972.101424.91411.31424.917.64319.19
1952019.01.08 21:03buy982.201425.11419.91433.5
1962019.01.08 22:03s/l982.201419.91419.91433.5-11.44307.75
1972019.01.08 22:08buy992.101420.11414.91428.5
1982019.01.09 03:19t/p992.101428.51414.91428.517.22324.97
1992019.01.09 03:23sell1002.201428.71435.11420.3
2002019.01.09 16:34s/l1002.201435.11435.11420.3-14.08310.89
2012019.01.09 16:45buy1012.101430.21425.01438.6
2022019.01.09 17:55s/l1012.101425.01425.01438.6-10.92299.97
2032019.01.09 17:57buy1022.101426.91421.71435.3
2042019.01.09 18:45t/p1022.101435.31421.71435.317.64317.61
2052019.01.09 18:50buy1032.201434.41429.21442.8
2062019.01.10 03:00s/l1032.201429.21429.21442.8-11.88305.72
2072019.01.10 03:05buy1042.101429.11423.91437.5
2082019.01.10 03:36s/l1042.101423.91423.91437.5-10.92294.80
2092019.01.10 03:38buy1052.001425.01419.81433.4
2102019.01.10 17:39t/p1052.001433.41419.81433.416.80311.60
2112019.01.10 17:39buy1062.101433.81428.61442.2
2122019.01.10 19:00t/p1062.101442.21428.61442.217.64329.24
2132019.01.10 19:00buy1072.201442.61437.41451.0
2142019.01.10 20:14s/l1072.201437.41437.41451.0-11.44317.80
2152019.01.10 20:17buy1082.201437.51432.31445.9
2162019.01.10 20:41s/l1082.201432.31432.31445.9-11.44306.36
2172019.01.10 20:44buy1092.101433.21428.01441.6
2182019.01.10 21:12t/p1092.101441.61428.01441.617.64324.00
2192019.01.10 21:14sell1102.201441.81448.21433.4
2202019.01.11 19:43s/l1102.201448.21448.21433.4-14.08309.92
2212019.01.11 19:43sell1112.101447.61454.01439.2
2222019.01.14 03:36t/p1112.101439.21454.01439.217.65327.57
2232019.01.14 03:40buy1122.201439.41434.21447.8
2242019.01.14 04:01s/l1122.201434.21434.21447.8-11.44316.13
2252019.01.14 04:04buy1132.201435.31430.11443.7
2262019.01.14 18:21s/l1132.201430.11430.11443.7-11.44304.69
2272019.01.14 18:22buy1142.101430.51425.31438.9
2282019.01.14 19:17t/p1142.101438.91425.31438.917.64322.33
2292019.01.14 19:21sell1152.201440.21446.61431.8
2302019.01.14 23:00t/p1152.201431.81446.61431.818.48340.81
2312019.01.14 23:04buy1162.301432.11426.91440.5
2322019.01.15 03:11t/p1162.301440.51426.91440.518.86359.67
2332019.01.15 03:15sell1172.401440.11446.51431.7
2342019.01.15 17:15t/p1172.401431.71446.51431.720.16379.83
2352019.01.15 17:17buy1182.601433.11427.91441.5
2362019.01.15 18:00t/p1182.601441.51427.91441.521.84401.67
2372019.01.15 18:13buy1192.701439.01433.81447.4
2382019.01.16 16:31t/p1192.701447.41433.81447.422.13423.80
2392019.01.16 16:31buy1202.901447.81442.61456.2
2402019.01.16 16:52t/p1202.901456.21442.61456.224.36448.16
2412019.01.16 17:14buy1213.001461.21456.01469.6
2422019.01.16 17:21s/l1213.001456.01456.01469.6-15.60432.56
2432019.01.16 17:26buy1222.901454.41449.21462.8
2442019.01.16 17:41s/l1222.901449.21449.21462.8-15.08417.48
2452019.01.16 17:43buy1232.801450.71445.51459.1
2462019.01.17 09:42s/l1232.801445.51445.51459.1-15.13402.35
2472019.01.17 09:47buy1242.701445.71440.51454.1
2482019.01.17 16:36t/p1242.701454.11440.51454.122.68425.03
2492019.01.17 16:37sell1252.901452.81459.21444.4
2502019.01.17 17:16s/l1252.901459.21459.21444.4-18.56406.47
2512019.01.17 17:23buy1262.701456.91451.71465.3
2522019.01.17 21:41t/p1262.701465.31451.71465.322.68429.15
2532019.01.17 21:48sell1272.901471.31477.71462.9
2542019.01.17 22:03t/p1272.901462.91477.71462.924.36453.51
2552019.01.17 22:07buy1283.001463.11457.91471.5
2562019.01.18 03:43t/p1283.001471.51457.91471.524.59478.11
2572019.01.18 03:53buy1293.201471.21466.01479.6
2582019.01.18 17:47t/p1293.201479.61466.01479.626.88504.99
2592019.01.18 17:53buy1303.401480.81475.61489.2
2602019.01.21 03:21s/l1303.401475.61475.61489.2-19.74485.25
2612019.01.21 03:23buy1313.201476.61471.41485.0
2622019.01.21 22:59close at stop1313.201475.51471.41485.0-3.52481.73