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Strategy Tester Report
Last X Bars EA
FXDD-MT4 Demo Server 2 (Build 419)
Símbolo |
EURUSD (Euro vs. United States Dollar) |
Período |
15 minutos (M15) 2012.03.27 23:45 - 2012.05.22 23:45 (2012.02.23 - 2012.05.23) |
Modelo |
Cada tick (el método más preciso basado en todos los períodos menores disponibles) |
Parámetros |
magic=1234; moneymanagement="Money Management"; lots=1; mm=false; risk=2; minlot=0.01; maxlot=50; lotdigits=2; ordersmanagement="Order Management"; ecn=false; oppositeclose=true; reversesignals=false; maxtrades=5; tradesperbar=1; hidesl=false; hidetp=false; stoploss=100; takeprofit=190; trailingstart=80; trailingstop=430; trailingstep=1; breakevengain=0; breakeven=0; maxspread=0; adordersmanagement="Advanced Order Management"; firstticks=false; ticks=4; changedirection=false; onesideatatime=false; stop=0; trailing=0; entrylogics="Entry Logics"; lastxbars=32; ybarsago=20; adxfilter="0:NONE,1:M1,2:M5,3:M15,...,9:MN"; adxtf=5; adxperiod=14; adxlevel=20; exitrule=true; exitlastxbars=32; exitybarsago=20; shift=1; timefilter="Time Filter"; usetimefilter=false; summergmtshift=0; wintergmtshift=0; mondayfilter=false; mondayhour=12; mondayminute=0; weekfilter=true; starthour=7; startminute=0; endhour=21; endminute=0; tradesunday=false; fridayfilter=false; fridayhour=12; fridayminute=0; testhour=24; |
|
Barras en la prueba |
4811 |
Ticks modelados |
2614335 |
Calidad del modelado |
90.00% |
Errores de gráficos mal agrupados |
8 |
|
|
|
|
|
Depósito inicial |
10000.00 |
|
|
|
|
Beneficio neto total |
7513.00 |
Beneficio bruto |
11037.00 |
Pérdida bruta |
-3524.00 |
Factor de beneficio |
3.13 |
Rentabilidad esperada |
170.75 |
|
|
Disminución absoluta |
3233.00 |
Disminución maximal |
4766.00 (33.63%) |
Disminución relativa |
36.29% (3854.00) |
|
Total de operaciones |
44 |
Posiciones cortas (ganado %) |
44 (65.91%) |
Posiciones largas (ganado %) |
0 (0.00%) |
|
Operaciones de beneficios (% del total) |
29 (65.91%) |
Operaciones de pérdidas (% del total) |
15 (34.09%) |
Mayor |
Operaciones de beneficios |
847.00 |
Operaciones de pérdidas |
-361.00 |
Media |
Operaciones de beneficios |
380.59 |
Operaciones de pérdidas |
-234.93 |
Máximo |
ganancias consecutivas (beneficios en dinero) |
8 (3824.00) |
pérdidas consecutivas (pérdidas en dinero) |
5 (-1138.00) |
Máximo |
beneficios consecutivos (número de ganancias) |
3824.00 (8) |
pérdidas consecutivas (número de pérdidas) |
-1138.00 (5) |
Media |
ganancias consecutivas |
4 |
pérdidas consecutivas |
3 |
[IMG]file:///C:/Documents%20and%20Settings/Administrator.BASEFOREX/My%20Documents/backtes/tes%203%20meses%20x%20bart.gif[/IMG]
Núm. |
Tiempo |
Tipo |
Orden |
Volumen |
Precio |
S / L |
T / P |
Beneficios |
Balance |
1 |
2012.03.28 04:15 |
sell |
1 |
1.00 |
1.33357 |
1.34357 |
1.31457 |
|
2 |
2012.03.28 17:45 |
close |
1 |
1.00 |
1.32842 |
1.34357 |
1.31457 |
515.00 |
10515.00 |
3 |
2012.03.29 23:15 |
sell |
2 |
1.00 |
1.32958 |
1.33958 |
1.31058 |
|
4 |
2012.03.29 23:30 |
sell |
3 |
1.00 |
1.32982 |
1.33982 |
1.31082 |
|
5 |
2012.03.29 23:45 |
sell |
4 |
1.00 |
1.33010 |
1.34010 |
1.31110 |
|
6 |
2012.03.30 02:15 |
sell |
5 |
1.00 |
1.33050 |
1.34050 |
1.31150 |
|
7 |
2012.03.30 02:45 |
sell |
6 |
1.00 |
1.33142 |
1.34142 |
1.31242 |
|
8 |
2012.03.30 17:45 |
close |
6 |
1.00 |
1.33256 |
1.34142 |
1.31242 |
-114.00 |
10401.00 |
9 |
2012.03.30 17:45 |
close |
5 |
1.00 |
1.33256 |
1.34050 |
1.31150 |
-206.00 |
10195.00 |
10 |
2012.03.30 17:45 |
close |
4 |
1.00 |
1.33256 |
1.34010 |
1.31110 |
-246.00 |
9949.00 |
11 |
2012.03.30 17:45 |
close |
3 |
1.00 |
1.33256 |
1.33982 |
1.31082 |
-274.00 |
9675.00 |
12 |
2012.03.30 17:45 |
close |
2 |
1.00 |
1.33256 |
1.33958 |
1.31058 |
-298.00 |
9377.00 |
13 |
2012.04.02 01:15 |
sell |
7 |
1.00 |
1.33682 |
1.34682 |
1.31782 |
|
14 |
2012.04.02 01:30 |
sell |
8 |
1.00 |
1.33690 |
1.34690 |
1.31790 |
|
15 |
2012.04.02 01:45 |
sell |
9 |
1.00 |
1.33712 |
1.34712 |
1.31812 |
|
16 |
2012.04.02 16:15 |
close |
9 |
1.00 |
1.32865 |
1.34712 |
1.31812 |
847.00 |
10224.00 |
17 |
2012.04.02 16:15 |
close |
8 |
1.00 |
1.32865 |
1.34690 |
1.31790 |
825.00 |
11049.00 |
18 |
2012.04.02 16:15 |
close |
7 |
1.00 |
1.32865 |
1.34682 |
1.31782 |
817.00 |
11866.00 |
19 |
2012.04.11 09:45 |
sell |
10 |
1.00 |
1.31117 |
1.32117 |
1.29217 |
|
20 |
2012.04.11 10:00 |
sell |
11 |
1.00 |
1.31300 |
1.32300 |
1.29400 |
|
21 |
2012.04.11 13:00 |
sell |
12 |
1.00 |
1.31369 |
1.32369 |
1.29469 |
|
22 |
2012.04.11 13:15 |
sell |
13 |
1.00 |
1.31411 |
1.32411 |
1.29511 |
|
23 |
2012.04.11 21:15 |
close |
13 |
1.00 |
1.31017 |
1.32411 |
1.29511 |
394.00 |
12260.00 |
24 |
2012.04.11 21:15 |
close |
12 |
1.00 |
1.31017 |
1.32369 |
1.29469 |
352.00 |
12612.00 |
25 |
2012.04.11 21:15 |
close |
11 |
1.00 |
1.31017 |
1.32300 |
1.29400 |
283.00 |
12895.00 |
26 |
2012.04.11 21:15 |
close |
10 |
1.00 |
1.31017 |
1.32117 |
1.29217 |
100.00 |
12995.00 |
27 |
2012.04.12 02:30 |
sell |
14 |
1.00 |
1.31222 |
1.32222 |
1.29322 |
|
28 |
2012.04.12 05:45 |
sell |
15 |
1.00 |
1.31271 |
1.32271 |
1.29371 |
|
29 |
2012.04.12 06:00 |
sell |
16 |
1.00 |
1.31363 |
1.32363 |
1.29463 |
|
30 |
2012.04.12 09:15 |
sell |
17 |
1.00 |
1.31461 |
1.32461 |
1.29561 |
|
31 |
2012.04.12 17:00 |
sell |
18 |
1.00 |
1.31789 |
1.32789 |
1.29889 |
|
32 |
2012.04.13 11:15 |
close |
18 |
1.00 |
1.31583 |
1.32789 |
1.29889 |
206.00 |
13201.00 |
33 |
2012.04.13 11:15 |
close |
17 |
1.00 |
1.31583 |
1.32461 |
1.29561 |
-122.00 |
13079.00 |
34 |
2012.04.13 11:15 |
close |
16 |
1.00 |
1.31583 |
1.32363 |
1.29463 |
-220.00 |
12859.00 |
35 |
2012.04.13 11:15 |
close |
15 |
1.00 |
1.31583 |
1.32271 |
1.29371 |
-312.00 |
12547.00 |
36 |
2012.04.13 11:15 |
close |
14 |
1.00 |
1.31583 |
1.32222 |
1.29322 |
-361.00 |
12186.00 |
37 |
2012.04.16 18:45 |
sell |
19 |
1.00 |
1.30806 |
1.31806 |
1.28906 |
|
38 |
2012.04.16 20:00 |
sell |
20 |
1.00 |
1.30917 |
1.31917 |
1.29017 |
|
39 |
2012.04.16 20:45 |
sell |
21 |
1.00 |
1.31147 |
1.32147 |
1.29247 |
|
40 |
2012.04.16 21:00 |
sell |
22 |
1.00 |
1.31366 |
1.32366 |
1.29466 |
|
41 |
2012.04.17 05:15 |
close |
22 |
1.00 |
1.31131 |
1.32366 |
1.29466 |
235.00 |
12421.00 |
42 |
2012.04.17 05:15 |
close |
21 |
1.00 |
1.31131 |
1.32147 |
1.29247 |
16.00 |
12437.00 |
43 |
2012.04.17 05:15 |
close |
20 |
1.00 |
1.31131 |
1.31917 |
1.29017 |
-214.00 |
12223.00 |
44 |
2012.04.17 05:15 |
close |
19 |
1.00 |
1.31131 |
1.31806 |
1.28906 |
-325.00 |
11898.00 |
45 |
2012.04.20 17:15 |
sell |
23 |
1.00 |
1.32131 |
1.33131 |
1.30231 |
|
46 |
2012.04.23 09:45 |
close |
23 |
1.00 |
1.31759 |
1.33131 |
1.30231 |
372.00 |
12270.00 |
47 |
2012.04.23 23:45 |
sell |
24 |
1.00 |
1.31564 |
1.32564 |
1.29664 |
|
48 |
2012.04.25 09:00 |
close |
24 |
1.00 |
1.31895 |
1.32564 |
1.29664 |
-331.00 |
11939.00 |
49 |
2012.04.26 10:30 |
sell |
25 |
1.00 |
1.32441 |
1.33441 |
1.30541 |
|
50 |
2012.04.26 10:45 |
sell |
26 |
1.00 |
1.32550 |
1.33550 |
1.30650 |
|
51 |
2012.04.27 00:45 |
close |
26 |
1.00 |
1.31880 |
1.33550 |
1.30650 |
670.00 |
12609.00 |
52 |
2012.04.27 00:45 |
close |
25 |
1.00 |
1.31880 |
1.33441 |
1.30541 |
561.00 |
13170.00 |
53 |
2012.04.27 16:00 |
sell |
27 |
1.00 |
1.32571 |
1.33571 |
1.30671 |
|
54 |
2012.04.30 03:15 |
close |
27 |
1.00 |
1.32321 |
1.33571 |
1.30671 |
250.00 |
13420.00 |
55 |
2012.04.30 09:15 |
sell |
28 |
1.00 |
1.32569 |
1.33569 |
1.30669 |
|
56 |
2012.05.01 11:00 |
sell |
29 |
1.00 |
1.32639 |
1.33639 |
1.30739 |
|
57 |
2012.05.02 04:00 |
close |
29 |
1.00 |
1.32144 |
1.33639 |
1.30739 |
495.00 |
13915.00 |
58 |
2012.05.02 04:00 |
close |
28 |
1.00 |
1.32144 |
1.33569 |
1.30669 |
425.00 |
14340.00 |
59 |
2012.05.07 10:45 |
sell |
30 |
1.00 |
1.30172 |
1.31172 |
1.28272 |
|
60 |
2012.05.07 13:00 |
sell |
31 |
1.00 |
1.30262 |
1.31262 |
1.28362 |
|
61 |
2012.05.07 13:15 |
sell |
32 |
1.00 |
1.30331 |
1.31331 |
1.28431 |
|
62 |
2012.05.07 16:30 |
sell |
33 |
1.00 |
1.30538 |
1.31538 |
1.28638 |
|
63 |
2012.05.07 19:45 |
sell |
34 |
1.00 |
1.30623 |
1.31623 |
1.28723 |
|
64 |
2012.05.08 06:30 |
close |
34 |
1.00 |
1.30295 |
1.31623 |
1.28723 |
328.00 |
14668.00 |
65 |
2012.05.08 06:30 |
close |
33 |
1.00 |
1.30295 |
1.31538 |
1.28638 |
243.00 |
14911.00 |
66 |
2012.05.08 06:30 |
close |
32 |
1.00 |
1.30295 |
1.31331 |
1.28431 |
36.00 |
14947.00 |
67 |
2012.05.08 06:30 |
close |
31 |
1.00 |
1.30295 |
1.31262 |
1.28362 |
-33.00 |
14914.00 |
68 |
2012.05.08 06:30 |
close |
30 |
1.00 |
1.30295 |
1.31172 |
1.28272 |
-123.00 |
14791.00 |
69 |
2012.05.10 10:00 |
sell |
35 |
1.00 |
1.29614 |
1.30614 |
1.27714 |
|
70 |
2012.05.10 10:30 |
sell |
36 |
1.00 |
1.29649 |
1.30649 |
1.27749 |
|
71 |
2012.05.11 00:00 |
close |
36 |
1.00 |
1.29366 |
1.30649 |
1.27749 |
283.00 |
15074.00 |
72 |
2012.05.11 00:00 |
close |
35 |
1.00 |
1.29366 |
1.30614 |
1.27714 |
248.00 |
15322.00 |
73 |
2012.05.15 10:15 |
sell |
37 |
1.00 |
1.28620 |
1.29620 |
1.26720 |
|
74 |
2012.05.15 10:45 |
sell |
38 |
1.00 |
1.28662 |
1.29662 |
1.26762 |
|
75 |
2012.05.15 16:00 |
close |
38 |
1.00 |
1.28041 |
1.29662 |
1.26762 |
621.00 |
15943.00 |
76 |
2012.05.15 16:00 |
close |
37 |
1.00 |
1.28041 |
1.29620 |
1.26720 |
579.00 |
16522.00 |
77 |
2012.05.17 04:15 |
sell |
39 |
1.00 |
1.27476 |
1.28476 |
1.25576 |
|
78 |
2012.05.17 10:15 |
close |
39 |
1.00 |
1.27199 |
1.28476 |
1.25576 |
277.00 |
16799.00 |
79 |
2012.05.18 15:15 |
sell |
40 |
1.00 |
1.27210 |
1.28210 |
1.25310 |
|
80 |
2012.05.21 04:45 |
sell |
41 |
1.00 |
1.28038 |
1.29038 |
1.26138 |
|
81 |
2012.05.21 15:00 |
close |
41 |
1.00 |
1.27555 |
1.29038 |
1.26138 |
483.00 |
17282.00 |
82 |
2012.05.21 15:00 |
close |
40 |
1.00 |
1.27555 |
1.28210 |
1.25310 |
-345.00 |
16937.00 |
83 |
2012.05.21 22:15 |
sell |
42 |
1.00 |
1.27943 |
1.28943 |
1.26043 |
|
84 |
2012.05.21 22:30 |
sell |
43 |
1.00 |
1.28030 |
1.29030 |
1.26130 |
|
85 |
2012.05.21 23:00 |
sell |
44 |
1.00 |
1.28156 |
1.29156 |
1.26256 |
|
86 |
2012.05.22 07:45 |
close |
44 |
1.00 |
1.27851 |
1.29156 |
1.26256 |
305.00 |
17242.00 |
87 |
2012.05.22 07:45 |
close |
43 |
1.00 |
1.27851 |
1.29030 |
1.26130 |
179.00 |
17421.00 |
88 |
2012.05.22 07:45 |
close |
42 |
1.00 |
1.27851 |
1.28943 |
1.26043 |
92.00 |
17513.00 |
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