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=19; buy_tp1=21; buy_macd_rapide=4; buy_macd_lent=10; buy_per_signal=5; buy_shift=2; haut_zone_achat_atr_pourcent=0.8; sell_ecart_atr_pourcent=0.019; sell_stop=19; sell_tp1=21; sell_macd_rapide=4; sell_macd_lent=10; 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 net613.77Profit brut984.09Perte brute-370.33
Facteur de profit2.66Rémunération espérée6.53
Chute absolue13.44Chute maximale84.88 (12.63%)Enfoncement relatif20.53% (34.30)
Total des Trades94Positions SHORT (vente) gagnées %23 (73.91%)Positions LONG (achat) gagnées %71 (67.61%)
Profits des Trades (% du total) 65 (69.15%)Pertes des Trades (% du total) 29 (30.85%)
Le plus largegains par trade39.48pertes par trade-43.03
Moyennegains par trade15.14pertes par trade-12.77
Maximumgains consécutifs (profit en $)15 (185.78)pertes consécutives (perte en $)3 (-26.40)
MaximumGains consécutifs (coups gagnants)216.02 (7)Pertes consécutives (coups perdants)-71.27 (2)
Moyennegains consécutifs3Pertes consécutives1
Graph
#HeureTransactionOrdreVolumePrixS/L (Stop/Perte)T/P (Prendre/profit)&ProfitSolde
12018.12.27 03:05sell10.701322.01330.01313.6
22018.12.27 07:19s/l10.701330.01330.01313.6-5.6094.40
32018.12.27 07:25sell20.701331.21339.21322.8
42018.12.27 07:59t/p20.701322.81339.21322.85.88100.28
52018.12.27 08:05buy30.701321.61313.61330.0
62018.12.27 10:59s/l30.701313.61313.61330.0-5.6094.68
72018.12.27 11:01buy40.701314.21306.21322.6
82018.12.27 11:49s/l40.701306.21306.21322.6-5.6089.08
92018.12.27 11:51buy50.601307.11299.11315.5
102018.12.27 16:37t/p50.601315.51299.11315.55.0494.12
112018.12.27 16:52buy60.701309.21301.21317.6
122018.12.27 18:33t/p60.701317.61301.21317.65.88100.00
132018.12.27 18:34sell70.701317.11325.11308.7
142018.12.27 18:48t/p70.701308.71325.11308.75.88105.88
152018.12.27 18:49buy80.801309.81301.81318.2
162018.12.27 19:28s/l80.801301.81301.81318.2-6.4099.48
172018.12.27 19:32buy90.701302.01294.01310.4
182018.12.27 20:47s/l90.701294.01294.01310.4-5.6093.88
192018.12.27 20:53buy100.701292.71284.71301.1
202018.12.27 21:53t/p100.701301.11284.71301.15.8899.76
212018.12.27 21:53buy110.701301.51293.51309.9
222018.12.27 22:24t/p110.701309.91293.51309.95.88105.64
232018.12.27 22:28sell120.801311.81319.81303.4
242018.12.27 22:37s/l120.801319.81319.81303.4-6.4099.24
252018.12.27 22:40sell130.701319.51327.51311.1
262018.12.27 22:57s/l130.701327.51327.51311.1-5.6093.64
272018.12.27 22:57buy140.701327.51319.51335.9
282018.12.27 23:00t/p140.701335.91319.51335.95.8899.52
292018.12.27 23:03sell150.701333.01341.01324.6
302018.12.28 13:24s/l150.701341.01341.01324.6-5.6093.92
312018.12.28 13:28sell160.701341.21349.21332.8
322018.12.28 16:32t/p160.701332.81349.21332.85.8899.80
332018.12.28 16:38buy170.701333.01325.01341.4
342018.12.28 16:43t/p170.701341.41325.01341.45.88105.68
352018.12.28 16:48sell180.701345.01353.01336.6
362018.12.28 16:51t/p180.701336.61353.01336.65.88111.56
372018.12.28 16:54buy190.801340.91332.91349.3
382018.12.28 17:24s/l190.801332.91332.91349.3-6.40105.16
392018.12.28 17:31buy200.701330.51322.51338.9
402018.12.28 21:05t/p200.701338.91322.51338.95.88111.04
412018.12.28 21:09sell210.801342.21350.21333.8
422018.12.28 21:38s/l210.801350.21350.21333.8-6.40104.64
432018.12.28 21:41sell220.701350.91358.91342.5
442018.12.28 22:20t/p220.701342.51358.91342.55.88110.52
452018.12.28 22:24buy230.801342.61334.61351.0
462018.12.28 22:28s/l230.801334.61334.61351.0-6.40104.12
472018.12.28 22:30buy240.701338.11330.11346.5
482018.12.31 03:00t/p240.701346.51330.11346.55.46109.58
492018.12.31 03:04sell250.801346.91354.91338.5
502018.12.31 16:50t/p250.801338.51354.91338.56.72116.30
512018.12.31 16:54buy260.801337.71329.71346.1
522018.12.31 18:01s/l260.801329.71329.71346.1-6.40109.90
532018.12.31 18:03buy270.801331.01323.01339.4
542018.12.31 20:09t/p270.801339.41323.01339.46.72116.62
552018.12.31 20:16buy280.801339.61331.61348.0
562018.12.31 23:00t/p280.801348.01331.61348.06.72123.34
572019.01.02 03:04sell290.901352.81360.81344.4
582019.01.02 04:01t/p290.901344.41360.81344.47.56130.90
592019.01.02 04:03buy300.901346.11338.11354.5
602019.01.02 04:36s/l300.901338.11338.11354.5-7.20123.70
612019.01.02 04:40buy310.901337.21329.21345.6
622019.01.02 10:13s/l310.901329.21329.21345.6-7.20116.50
632019.01.02 10:25buy320.801323.01315.01331.4
642019.01.02 13:20t/p320.801331.41315.01331.46.72123.22
652019.01.02 13:35buy330.901331.31323.31339.7
662019.01.02 16:35s/l330.901323.31323.31339.7-7.20116.02
672019.01.02 16:37buy340.801328.31320.31336.7
682019.01.02 17:05t/p340.801336.71320.31336.76.72122.74
692019.01.02 17:05buy350.901337.11329.11345.5
702019.01.02 17:52t/p350.901345.51329.11345.57.56130.30
712019.01.02 17:52buy360.901345.91337.91354.3
722019.01.02 18:10t/p360.901354.31337.91354.37.56137.86
732019.01.02 18:14sell371.001355.41363.41347.0
742019.01.02 19:00t/p371.001347.01363.41347.08.40146.26
752019.01.02 19:03buy381.001348.31340.31356.7
762019.01.02 19:16s/l381.001340.31340.31356.7-8.00138.26
772019.01.02 19:19buy391.001342.51334.51350.9
782019.01.02 19:46t/p391.001350.91334.51350.98.40146.66
792019.01.02 19:47buy401.001349.91341.91358.3
802019.01.03 03:00s/l401.001341.91341.91358.3-8.20138.45
812019.01.03 03:04buy411.001338.91330.91347.3
822019.01.03 16:27t/p411.001347.31330.91347.38.40146.85
832019.01.03 16:41buy421.001342.11334.11350.5
842019.01.03 16:53s/l421.001334.11334.11350.5-8.00138.85
852019.01.03 16:55buy431.001336.21328.21344.6
862019.01.03 17:09s/l431.001328.21328.21344.6-8.00130.85
872019.01.03 17:18buy440.901326.31318.31334.7
882019.01.03 17:26t/p440.901334.71318.31334.77.56138.41
892019.01.03 17:29sell451.001334.61342.61326.2
902019.01.03 17:38t/p451.001326.21342.61326.28.40146.81
912019.01.03 17:40buy461.101329.11321.11337.5
922019.01.03 18:01t/p461.101337.51321.11337.59.24156.05
932019.01.03 18:11buy471.101339.21331.21347.6
942019.01.03 18:35t/p471.101347.61331.21347.69.24165.29
952019.01.03 18:56buy481.201352.31344.31360.7
962019.01.03 19:38s/l481.201344.31344.31360.7-9.60155.69
972019.01.03 19:41buy491.101346.51338.51354.9
982019.01.03 20:17s/l491.101338.51338.51354.9-8.80146.89
992019.01.03 20:20buy501.001337.91329.91346.3
1002019.01.03 23:03s/l501.001329.91329.91346.3-8.00138.89
1012019.01.03 23:06buy511.001331.11323.11339.5
1022019.01.04 08:15t/p511.001339.51323.11339.58.20147.09
1032019.01.04 08:23buy521.001339.61331.61348.0
1042019.01.04 11:38t/p521.001348.01331.61348.08.40155.49
1052019.01.04 11:40buy531.101348.91340.91357.3
1062019.01.04 16:44t/p531.101357.31340.91357.39.24164.73
1072019.01.04 16:44buy541.201357.71349.71366.1
1082019.01.04 17:09t/p541.201366.11349.71366.110.08174.81
1092019.01.04 17:10buy551.201366.71358.71375.1
1102019.01.04 17:25t/p551.201375.11358.71375.110.08184.89
1112019.01.04 17:29sell561.301376.61384.61368.2
1122019.01.04 18:35t/p561.301368.21384.61368.210.92195.81
1132019.01.04 18:39buy571.401367.91359.91376.3
1142019.01.04 19:18t/p571.401376.31359.91376.311.76207.57
1152019.01.04 19:28buy581.501376.61368.61385.0
1162019.01.07 03:00t/p581.501385.01368.61385.011.69219.26
1172019.01.07 03:04sell591.501386.31394.31377.9
1182019.01.07 11:20t/p591.501377.91394.31377.912.60231.86
1192019.01.07 11:22buy601.601378.81370.81387.2
1202019.01.07 16:48t/p601.601387.21370.81387.213.44245.30
1212019.01.07 16:48buy611.701387.61379.61396.0
1222019.01.07 17:45t/p611.701396.01379.61396.014.28259.58
1232019.01.07 17:52buy621.801399.01391.01407.4
1242019.01.07 18:56t/p621.801407.41391.01407.415.12274.70
1252019.01.07 19:01sell631.901408.31416.31399.9
1262019.01.07 21:52t/p631.901399.91416.31399.915.96290.66
1272019.01.07 21:57buy642.001399.11391.11407.5
1282019.01.07 22:28t/p642.001407.51391.11407.516.80307.46
1292019.01.07 22:34buy652.101405.81397.81414.2
1302019.01.08 13:52t/p652.101414.21397.81414.217.22324.68
1312019.01.08 13:52buy662.201414.61406.61423.0
1322019.01.08 17:33s/l662.201406.61406.61423.0-17.60307.08
1332019.01.08 17:37buy672.101407.41399.41415.8
1342019.01.08 18:23t/p672.101415.81399.41415.817.64324.72
1352019.01.08 18:24buy682.201416.31408.31424.7
1362019.01.08 20:34t/p682.201424.71408.31424.718.48343.20
1372019.01.08 20:48buy692.401423.11415.11431.5
1382019.01.09 15:54t/p692.401431.51415.11431.519.68362.87
1392019.01.09 16:03buy702.501431.31423.31439.7
1402019.01.09 21:49t/p702.501439.71423.31439.721.00383.87
1412019.01.09 21:51sell712.601439.71447.71431.3
1422019.01.10 03:00t/p712.601431.31447.71431.321.84405.72
1432019.01.10 03:04buy722.801429.31421.31437.7
1442019.01.10 18:11t/p722.801437.71421.31437.723.52429.24
1452019.01.10 18:14buy732.901438.21430.21446.6
1462019.01.10 23:00t/p732.901446.61430.21446.624.36453.60
1472019.01.10 23:11buy743.101445.81437.81454.2
1482019.01.11 15:28s/l743.101437.81437.81454.2-25.43428.17
1492019.01.11 15:29buy752.901438.91430.91447.3
1502019.01.11 19:39t/p752.901447.31430.91447.324.36452.53
1512019.01.11 19:43sell763.101447.51455.51439.1
1522019.01.14 03:36t/p763.101439.11455.51439.126.05478.58
1532019.01.14 03:40buy773.301439.41431.41447.8
1542019.01.14 18:18s/l773.301431.41431.41447.8-26.40452.18
1552019.01.14 18:22buy783.101430.41422.41438.8
1562019.01.14 19:17t/p783.101438.81422.41438.826.04478.22
1572019.01.14 19:21sell793.301440.21448.21431.8
1582019.01.14 23:00t/p793.301431.81448.21431.827.72505.94
1592019.01.14 23:04buy803.501432.11424.11440.5
1602019.01.15 03:11t/p803.501440.51424.11440.528.69534.63
1612019.01.15 03:15sell813.701440.11448.11431.7
1622019.01.15 17:15t/p813.701431.71448.11431.731.08565.71
1632019.01.15 17:17buy823.901433.11425.11441.5
1642019.01.15 18:00t/p823.901441.51425.11441.532.76598.47
1652019.01.15 18:13buy834.101439.01431.01447.4
1662019.01.16 16:31t/p834.101447.41431.01447.433.61632.09
1672019.01.16 16:31buy844.301447.81439.81456.2
1682019.01.16 16:52t/p844.301456.21439.81456.236.12668.21
1692019.01.16 17:05buy854.501460.41452.41468.8
1702019.01.16 17:27s/l854.501452.41452.41468.8-36.00632.21
1712019.01.16 17:28buy864.301453.21445.21461.6
1722019.01.17 09:43s/l864.301445.21445.21461.6-35.27596.94
1732019.01.17 09:47buy874.101445.71437.71454.1
1742019.01.17 16:36t/p874.101454.11437.71454.134.44631.38
1752019.01.17 16:37sell884.301452.61460.61444.2
1762019.01.17 18:44s/l884.301460.61460.61444.2-34.40596.98
1772019.01.17 18:44buy894.001460.61452.61469.0
1782019.01.17 21:45t/p894.001469.01452.61469.033.60630.58
1792019.01.17 21:48sell904.201470.91478.91462.5
1802019.01.17 22:03t/p904.201462.51478.91462.535.28665.86
1812019.01.17 22:07buy914.501463.11455.11471.5
1822019.01.18 03:43t/p914.501471.51455.11471.536.89702.75
1832019.01.18 03:53buy924.701471.21463.21479.6
1842019.01.18 17:47t/p924.701479.61463.21479.639.48742.23
1852019.01.18 17:53buy935.001480.81472.81489.2
1862019.01.21 16:36s/l935.001472.81472.81489.2-43.03699.20
1872019.01.21 16:40buy944.701472.41464.41480.8
1882019.01.21 23:00close at stop944.701475.51464.41480.814.57713.77