Strategy Tester Report
MA_CrossOver_EA
BestCFD-MT4 Demo (Build 223)
| Symbole | EURJPY (Euro vs Japanese Yen) | ||||
| Periode | Intervalle Jour (D1) 2000.01.02 00:00 - 2009.07.10 23:59 (2000.01.01 - 2010.06.15) | ||||
| Modele | Prix ouverture seulement (seulement pour les Experts-consultants qui contrôlent explicitement l'ouverture du BAR) | ||||
| Parametres | ShortEma=75; LongEma=202; | ||||
| Bars en test | 2924 | Ticks modelés | 5740 | Qualité du modelage | n/a |
| Erreurs des graphiques désaccordés | 0 | ||||
| Dépot initial | 100000.00 | ||||
| Profit total net | 3747.70 | Profit brut | 67870.93 | Perte brute | -64123.22 |
| Facteur de profit | 1.06 | Rémunération espérée | 249.85 | ||
| Chute absolue | 26599.42 | Chute maximal (%) | 59574.16 (44.80%) | Enfoncement relatif | 44.80% (59574.16) |
| Total des Trades | 15 | Positions SHORT (vente) gagnées % | 7 (57.14%) | Positions LONG (achat) gagnées % | 8 (87.50%) |
| Profits des Trades (% du total) | 11 (73.33%) | Pertes des Trades (% du total) | 4 (26.67%) | ||
| Le plus large | gains par Trade | 13691.31 | pertes par Trade | -27936.64 | |
| Average (moyenne) | gains par Trade | 6170.08 | pertes par Trade | -16030.81 | |
| Maximum | gains consecutifs (profit en $) | 3 (30213.44) | pertes consecutives (perte en $) | 1 (-27936.64) | |
| Maximal | Gains consecutifs (coups gagnants) | 30213.44 (3) | Pertes consecutives (coups perdants) | -27936.64 (1) | |
| Average (moyenne) | gains consecutifs | 2 | Pertes consecutives | 1 | |
| # | Date exécution | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
| 1 | 2000.01.02 00:00 | buy | 1 | 1.00 | 102.92 | 0.00 | 0.00 | ||
| 2 | 2001.01.19 00:00 | close | 1 | 1.00 | 111.15 | 0.00 | 0.00 | 13691.31 | 113691.31 |
| 3 | 2001.01.19 00:00 | sell | 2 | 1.00 | 111.15 | 0.00 | 0.00 | ||
| 4 | 2001.06.04 00:00 | close | 2 | 1.00 | 101.05 | 0.00 | 0.00 | 7741.76 | 121433.07 |
| 5 | 2001.06.04 00:00 | buy | 3 | 1.00 | 101.05 | 0.00 | 0.00 | ||
| 6 | 2001.08.02 00:00 | close | 3 | 1.00 | 109.58 | 0.00 | 0.00 | 8780.38 | 130213.44 |
| 7 | 2001.08.02 00:00 | sell | 4 | 1.00 | 109.58 | 0.00 | 0.00 | ||
| 8 | 2003.10.13 00:00 | close | 4 | 1.00 | 128.14 | 0.00 | 0.00 | -27936.64 | 102276.80 |
| 9 | 2003.10.13 00:00 | buy | 5 | 1.00 | 128.14 | 0.00 | 0.00 | ||
| 10 | 2003.12.22 00:00 | close | 5 | 1.00 | 133.31 | 0.00 | 0.00 | 5021.25 | 107298.05 |
| 11 | 2003.12.22 00:00 | sell | 6 | 1.00 | 133.31 | 0.00 | 0.00 | ||
| 12 | 2004.04.13 00:00 | close | 6 | 1.00 | 127.26 | 0.00 | 0.00 | 2853.89 | 110151.94 |
| 13 | 2004.04.13 00:00 | buy | 7 | 1.00 | 127.26 | 0.00 | 0.00 | ||
| 14 | 2004.05.14 00:00 | close | 7 | 1.00 | 135.31 | 0.00 | 0.00 | 6488.18 | 116640.12 |
| 15 | 2004.05.14 00:00 | sell | 8 | 1.00 | 135.31 | 0.00 | 0.00 | ||
| 16 | 2005.06.02 00:00 | close | 8 | 1.00 | 132.57 | 0.00 | 0.00 | -4390.36 | 112249.76 |
| 17 | 2005.06.02 00:00 | buy | 9 | 1.00 | 132.57 | 0.00 | 0.00 | ||
| 18 | 2005.09.30 00:00 | close | 9 | 1.00 | 136.19 | 0.00 | 0.00 | 4617.60 | 116867.36 |
| 19 | 2005.09.30 00:00 | sell | 10 | 1.00 | 136.19 | 0.00 | 0.00 | ||
| 20 | 2008.01.22 00:00 | close | 10 | 1.00 | 152.35 | 0.00 | 0.00 | -24765.89 | 92101.47 |
| 21 | 2008.01.22 00:00 | buy | 11 | 1.00 | 152.35 | 0.00 | 0.00 | ||
| 22 | 2008.05.05 00:00 | close | 11 | 1.00 | 162.77 | 0.00 | 0.00 | 8099.95 | 100201.42 |
| 23 | 2008.05.05 00:00 | sell | 12 | 1.00 | 162.77 | 0.00 | 0.00 | ||
| 24 | 2008.09.09 00:00 | close | 12 | 1.00 | 152.75 | 0.00 | 0.00 | 4424.16 | 104625.58 |
| 25 | 2008.09.09 00:00 | buy | 13 | 1.00 | 152.75 | 0.00 | 0.00 | ||
| 26 | 2009.07.02 00:00 | close | 13 | 1.00 | 136.51 | 0.00 | 0.00 | -7030.34 | 97595.24 |
| 27 | 2009.07.02 00:00 | sell | 14 | 1.00 | 136.51 | 0.00 | 0.00 | ||
| 28 | 2009.07.09 00:00 | close | 14 | 1.00 | 128.56 | 0.00 | 0.00 | 6066.17 | 103661.41 |
| 29 | 2009.07.09 00:00 | buy | 15 | 1.00 | 128.56 | 0.00 | 0.00 | ||
| 30 | 2009.07.10 23:59 | close at stop | 15 | 1.00 | 128.65 | 0.00 | 0.00 | 86.29 | 103747.70 |