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=6; LongEma=156; | ||||
| Bars en test | 2924 | Ticks modelés | 5740 | Qualité du modelage | n/a |
| Erreurs des graphiques désaccordés | 0 | ||||
| Dépot initial | 100000.00 | ||||
| Profit total net | -26194.27 | Profit brut | 59037.16 | Perte brute | -85231.43 |
| Facteur de profit | 0.69 | Rémunération espérée | -422.49 | ||
| Chute absolue | 44761.77 | Chute maximal (%) | 65118.03 (54.10%) | Enfoncement relatif | 54.10% (65118.03) |
| Total des Trades | 62 | Positions SHORT (vente) gagnées % | 30 (56.67%) | Positions LONG (achat) gagnées % | 32 (96.88%) |
| Profits des Trades (% du total) | 48 (77.42%) | Pertes des Trades (% du total) | 14 (22.58%) | ||
| Le plus large | gains par Trade | 7345.66 | pertes par Trade | -21073.98 | |
| Average (moyenne) | gains par Trade | 1229.94 | pertes par Trade | -6087.96 | |
| Maximum | gains consecutifs (profit en $) | 15 (13337.82) | pertes consecutives (perte en $) | 1 (-21073.98) | |
| Maximal | Gains consecutifs (coups gagnants) | 13443.22 (3) | Pertes consecutives (coups perdants) | -21073.98 (1) | |
| Average (moyenne) | gains consecutifs | 3 | 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 | 2000.02.22 00:00 | close | 1 | 1.00 | 110.09 | 0.00 | 0.00 | 7345.66 | 107345.66 |
| 3 | 2000.02.22 00:00 | sell | 2 | 1.00 | 110.09 | 0.00 | 0.00 | ||
| 4 | 2000.02.28 00:00 | close | 2 | 1.00 | 106.70 | 0.00 | 0.00 | 3076.24 | 110421.90 |
| 5 | 2000.02.28 00:00 | buy | 3 | 1.00 | 106.70 | 0.00 | 0.00 | ||
| 6 | 2000.12.26 00:00 | close | 3 | 1.00 | 104.70 | 0.00 | 0.00 | 3021.32 | 113443.22 |
| 7 | 2000.12.26 00:00 | sell | 4 | 1.00 | 104.70 | 0.00 | 0.00 | ||
| 8 | 2001.05.09 00:00 | close | 4 | 1.00 | 107.44 | 0.00 | 0.00 | -4803.55 | 108639.66 |
| 9 | 2001.05.09 00:00 | buy | 5 | 1.00 | 107.44 | 0.00 | 0.00 | ||
| 10 | 2001.05.10 00:00 | close | 5 | 1.00 | 108.38 | 0.00 | 0.00 | 916.31 | 109555.97 |
| 11 | 2001.05.10 00:00 | sell | 6 | 1.00 | 108.38 | 0.00 | 0.00 | ||
| 12 | 2001.05.13 00:00 | close | 6 | 1.00 | 107.34 | 0.00 | 0.00 | 952.06 | 110508.04 |
| 13 | 2001.05.13 00:00 | buy | 7 | 1.00 | 107.34 | 0.00 | 0.00 | ||
| 14 | 2001.05.17 00:00 | close | 7 | 1.00 | 108.93 | 0.00 | 0.00 | 1557.63 | 112065.67 |
| 15 | 2001.05.17 00:00 | sell | 8 | 1.00 | 108.93 | 0.00 | 0.00 | ||
| 16 | 2001.05.22 00:00 | close | 8 | 1.00 | 107.50 | 0.00 | 0.00 | 1279.78 | 113345.45 |
| 17 | 2001.05.22 00:00 | buy | 9 | 1.00 | 107.50 | 0.00 | 0.00 | ||
| 18 | 2001.07.17 00:00 | close | 9 | 1.00 | 107.01 | 0.00 | 0.00 | 456.56 | 113802.01 |
| 19 | 2001.07.17 00:00 | sell | 10 | 1.00 | 107.01 | 0.00 | 0.00 | ||
| 20 | 2001.09.05 00:00 | close | 10 | 1.00 | 106.08 | 0.00 | 0.00 | 35.92 | 113837.93 |
| 21 | 2001.09.05 00:00 | buy | 11 | 1.00 | 106.08 | 0.00 | 0.00 | ||
| 22 | 2001.09.07 00:00 | close | 11 | 1.00 | 108.08 | 0.00 | 0.00 | 1915.80 | 115753.72 |
| 23 | 2001.09.07 00:00 | sell | 12 | 1.00 | 108.08 | 0.00 | 0.00 | ||
| 24 | 2001.09.23 00:00 | close | 12 | 1.00 | 106.85 | 0.00 | 0.00 | 915.73 | 116669.46 |
| 25 | 2001.09.23 00:00 | buy | 13 | 1.00 | 106.85 | 0.00 | 0.00 | ||
| 26 | 2001.09.26 00:00 | close | 13 | 1.00 | 108.55 | 0.00 | 0.00 | 1615.09 | 118284.55 |
| 27 | 2001.09.26 00:00 | sell | 14 | 1.00 | 108.55 | 0.00 | 0.00 | ||
| 28 | 2001.11.09 00:00 | close | 14 | 1.00 | 107.29 | 0.00 | 0.00 | 400.87 | 118685.42 |
| 29 | 2001.11.09 00:00 | buy | 15 | 1.00 | 107.29 | 0.00 | 0.00 | ||
| 30 | 2001.11.23 00:00 | close | 15 | 1.00 | 108.86 | 0.00 | 0.00 | 1670.83 | 120356.25 |
| 31 | 2001.11.23 00:00 | sell | 16 | 1.00 | 108.86 | 0.00 | 0.00 | ||
| 32 | 2002.03.11 00:00 | close | 16 | 1.00 | 112.15 | 0.00 | 0.00 | -4716.02 | 115640.23 |
| 33 | 2002.03.11 00:00 | buy | 17 | 1.00 | 112.15 | 0.00 | 0.00 | ||
| 34 | 2002.03.15 00:00 | close | 17 | 1.00 | 114.04 | 0.00 | 0.00 | 1755.29 | 117395.52 |
| 35 | 2002.03.15 00:00 | sell | 18 | 1.00 | 114.04 | 0.00 | 0.00 | ||
| 36 | 2002.08.15 00:00 | close | 18 | 1.00 | 114.82 | 0.00 | 0.00 | -3252.11 | 114143.41 |
| 37 | 2002.08.15 00:00 | buy | 19 | 1.00 | 114.82 | 0.00 | 0.00 | ||
| 38 | 2002.08.25 00:00 | close | 19 | 1.00 | 116.38 | 0.00 | 0.00 | 1471.08 | 115614.49 |
| 39 | 2002.08.25 00:00 | sell | 20 | 1.00 | 116.38 | 0.00 | 0.00 | ||
| 40 | 2003.08.20 00:00 | close | 20 | 1.00 | 132.07 | 0.00 | 0.00 | -17933.68 | 97680.81 |
| 41 | 2003.08.20 00:00 | buy | 21 | 1.00 | 132.07 | 0.00 | 0.00 | ||
| 42 | 2003.11.30 00:00 | close | 21 | 1.00 | 131.62 | 0.00 | 0.00 | 1323.73 | 99004.54 |
| 43 | 2003.11.30 00:00 | sell | 22 | 1.00 | 131.62 | 0.00 | 0.00 | ||
| 44 | 2004.03.21 00:00 | close | 22 | 1.00 | 131.21 | 0.00 | 0.00 | -1570.87 | 97433.67 |
| 45 | 2004.03.21 00:00 | buy | 23 | 1.00 | 131.21 | 0.00 | 0.00 | ||
| 46 | 2004.05.05 00:00 | close | 23 | 1.00 | 132.48 | 0.00 | 0.00 | 1693.47 | 99127.14 |
| 47 | 2004.05.05 00:00 | sell | 24 | 1.00 | 132.48 | 0.00 | 0.00 | ||
| 48 | 2004.06.17 00:00 | close | 24 | 1.00 | 132.15 | 0.00 | 0.00 | -506.98 | 98620.16 |
| 49 | 2004.06.17 00:00 | buy | 25 | 1.00 | 132.15 | 0.00 | 0.00 | ||
| 50 | 2004.07.05 00:00 | close | 25 | 1.00 | 133.69 | 0.00 | 0.00 | 1413.19 | 100033.36 |
| 51 | 2004.07.05 00:00 | sell | 26 | 1.00 | 133.69 | 0.00 | 0.00 | ||
| 52 | 2004.08.26 00:00 | close | 26 | 1.00 | 132.90 | 0.00 | 0.00 | -313.61 | 99719.74 |
| 53 | 2004.08.26 00:00 | buy | 27 | 1.00 | 132.90 | 0.00 | 0.00 | ||
| 54 | 2004.09.10 00:00 | close | 27 | 1.00 | 134.44 | 0.00 | 0.00 | 1390.43 | 101110.18 |
| 55 | 2004.09.10 00:00 | sell | 28 | 1.00 | 134.44 | 0.00 | 0.00 | ||
| 56 | 2005.01.14 00:00 | close | 28 | 1.00 | 135.41 | 0.00 | 0.00 | -2835.11 | 98275.07 |
| 57 | 2005.01.14 00:00 | buy | 29 | 1.00 | 135.41 | 0.00 | 0.00 | ||
| 58 | 2005.02.15 00:00 | close | 29 | 1.00 | 136.36 | 0.00 | 0.00 | 1186.58 | 99461.65 |
| 59 | 2005.02.15 00:00 | sell | 30 | 1.00 | 136.36 | 0.00 | 0.00 | ||
| 60 | 2005.04.29 00:00 | close | 30 | 1.00 | 136.93 | 0.00 | 0.00 | -1677.44 | 97784.21 |
| 61 | 2005.04.29 00:00 | buy | 31 | 1.00 | 136.93 | 0.00 | 0.00 | ||
| 62 | 2005.07.20 00:00 | close | 31 | 1.00 | 135.81 | 0.00 | 0.00 | 481.69 | 98265.90 |
| 63 | 2005.07.20 00:00 | sell | 32 | 1.00 | 135.81 | 0.00 | 0.00 | ||
| 64 | 2005.07.22 00:00 | close | 32 | 1.00 | 134.49 | 0.00 | 0.00 | 914.23 | 99180.13 |
| 65 | 2005.07.22 00:00 | buy | 33 | 1.00 | 134.49 | 0.00 | 0.00 | ||
| 66 | 2005.07.29 00:00 | close | 33 | 1.00 | 136.22 | 0.00 | 0.00 | 1384.31 | 100564.43 |
| 67 | 2005.07.29 00:00 | sell | 34 | 1.00 | 136.22 | 0.00 | 0.00 | ||
| 68 | 2005.08.18 00:00 | close | 34 | 1.00 | 134.91 | 0.00 | 0.00 | 634.71 | 101199.14 |
| 69 | 2005.08.18 00:00 | buy | 35 | 1.00 | 134.91 | 0.00 | 0.00 | ||
| 70 | 2005.08.31 00:00 | close | 35 | 1.00 | 136.13 | 0.00 | 0.00 | 1075.83 | 102274.97 |
| 71 | 2005.08.31 00:00 | sell | 36 | 1.00 | 136.13 | 0.00 | 0.00 | ||
| 72 | 2005.09.25 00:00 | close | 36 | 1.00 | 135.27 | 0.00 | 0.00 | 215.38 | 102490.35 |
| 73 | 2005.09.25 00:00 | buy | 37 | 1.00 | 135.27 | 0.00 | 0.00 | ||
| 74 | 2005.09.28 00:00 | close | 37 | 1.00 | 136.19 | 0.00 | 0.00 | 724.52 | 103214.86 |
| 75 | 2005.09.28 00:00 | sell | 38 | 1.00 | 136.19 | 0.00 | 0.00 | ||
| 76 | 2006.02.28 00:00 | close | 38 | 1.00 | 137.74 | 0.00 | 0.00 | -3698.10 | 99516.77 |
| 77 | 2006.02.28 00:00 | buy | 39 | 1.00 | 137.74 | 0.00 | 0.00 | ||
| 78 | 2006.03.05 00:00 | close | 39 | 1.00 | 140.25 | 0.00 | 0.00 | 1871.31 | 101388.08 |
| 79 | 2006.03.05 00:00 | sell | 40 | 1.00 | 140.25 | 0.00 | 0.00 | ||
| 80 | 2007.03.06 00:00 | close | 40 | 1.00 | 151.27 | 0.00 | 0.00 | -13439.50 | 87948.58 |
| 81 | 2007.03.06 00:00 | buy | 41 | 1.00 | 151.27 | 0.00 | 0.00 | ||
| 82 | 2007.03.07 00:00 | close | 41 | 1.00 | 153.39 | 0.00 | 0.00 | 1398.43 | 89347.01 |
| 83 | 2007.03.07 00:00 | sell | 42 | 1.00 | 153.39 | 0.00 | 0.00 | ||
| 84 | 2007.03.08 00:00 | close | 42 | 1.00 | 152.47 | 0.00 | 0.00 | 552.95 | 89899.96 |
| 85 | 2007.03.08 00:00 | buy | 43 | 1.00 | 152.47 | 0.00 | 0.00 | ||
| 86 | 2007.03.09 00:00 | close | 43 | 1.00 | 153.92 | 0.00 | 0.00 | 958.38 | 90858.34 |
| 87 | 2007.03.09 00:00 | sell | 44 | 1.00 | 153.92 | 0.00 | 0.00 | ||
| 88 | 2007.08.14 00:00 | close | 44 | 1.00 | 160.95 | 0.00 | 0.00 | -6991.05 | 83867.29 |
| 89 | 2007.08.14 00:00 | buy | 45 | 1.00 | 160.95 | 0.00 | 0.00 | ||
| 90 | 2007.09.20 00:00 | close | 45 | 1.00 | 162.03 | 0.00 | 0.00 | 1303.39 | 85170.68 |
| 91 | 2007.09.20 00:00 | sell | 46 | 1.00 | 162.03 | 0.00 | 0.00 | ||
| 92 | 2007.11.13 00:00 | close | 46 | 1.00 | 159.22 | 0.00 | 0.00 | 890.44 | 86061.12 |
| 93 | 2007.11.13 00:00 | buy | 47 | 1.00 | 159.22 | 0.00 | 0.00 | ||
| 94 | 2007.11.14 00:00 | close | 47 | 1.00 | 162.49 | 0.00 | 0.00 | 2028.76 | 88089.88 |
| 95 | 2007.11.14 00:00 | sell | 48 | 1.00 | 162.49 | 0.00 | 0.00 | ||
| 96 | 2007.11.16 00:00 | close | 48 | 1.00 | 161.54 | 0.00 | 0.00 | 520.83 | 88610.71 |
| 97 | 2007.11.16 00:00 | buy | 49 | 1.00 | 161.54 | 0.00 | 0.00 | ||
| 98 | 2007.11.18 00:00 | close | 49 | 1.00 | 162.54 | 0.00 | 0.00 | 615.23 | 89225.94 |
| 99 | 2007.11.18 00:00 | sell | 50 | 1.00 | 162.54 | 0.00 | 0.00 | ||
| 100 | 2007.11.20 00:00 | close | 50 | 1.00 | 161.01 | 0.00 | 0.00 | 916.62 | 90142.55 |
| 101 | 2007.11.20 00:00 | buy | 51 | 1.00 | 161.01 | 0.00 | 0.00 | ||
| 102 | 2007.11.21 00:00 | close | 51 | 1.00 | 162.72 | 0.00 | 0.00 | 1067.21 | 91209.76 |
| 103 | 2007.11.21 00:00 | sell | 52 | 1.00 | 162.72 | 0.00 | 0.00 | ||
| 104 | 2007.11.22 00:00 | close | 52 | 1.00 | 161.01 | 0.00 | 0.00 | 1011.60 | 92221.37 |
| 105 | 2007.11.22 00:00 | buy | 53 | 1.00 | 161.01 | 0.00 | 0.00 | ||
| 106 | 2007.12.02 00:00 | close | 53 | 1.00 | 162.62 | 0.00 | 0.00 | 1120.68 | 93342.04 |
| 107 | 2007.12.02 00:00 | sell | 54 | 1.00 | 162.62 | 0.00 | 0.00 | ||
| 108 | 2007.12.04 00:00 | close | 54 | 1.00 | 162.07 | 0.00 | 0.00 | 305.73 | 93647.77 |
| 109 | 2007.12.04 00:00 | buy | 55 | 1.00 | 162.07 | 0.00 | 0.00 | ||
| 110 | 2007.12.07 00:00 | close | 55 | 1.00 | 163.23 | 0.00 | 0.00 | 792.30 | 94440.07 |
| 111 | 2007.12.07 00:00 | sell | 56 | 1.00 | 163.23 | 0.00 | 0.00 | ||
| 112 | 2008.01.04 00:00 | close | 56 | 1.00 | 161.49 | 0.00 | 0.00 | 606.63 | 95046.70 |
| 113 | 2008.01.04 00:00 | buy | 57 | 1.00 | 161.49 | 0.00 | 0.00 | ||
| 114 | 2008.04.07 00:00 | close | 57 | 1.00 | 159.86 | 0.00 | 0.00 | 482.68 | 95529.39 |
| 115 | 2008.04.07 00:00 | sell | 58 | 1.00 | 159.86 | 0.00 | 0.00 | ||
| 116 | 2008.05.12 00:00 | close | 58 | 1.00 | 158.80 | 0.00 | 0.00 | 78.96 | 95608.35 |
| 117 | 2008.05.12 00:00 | buy | 59 | 1.00 | 158.80 | 0.00 | 0.00 | ||
| 118 | 2008.05.13 00:00 | close | 59 | 1.00 | 161.35 | 0.00 | 0.00 | 1596.75 | 97205.10 |
| 119 | 2008.05.13 00:00 | sell | 60 | 1.00 | 161.35 | 0.00 | 0.00 | ||
| 120 | 2008.08.13 00:00 | close | 60 | 1.00 | 162.77 | 0.00 | 0.00 | -2419.44 | 94785.67 |
| 121 | 2008.08.13 00:00 | buy | 61 | 1.00 | 162.77 | 0.00 | 0.00 | ||
| 122 | 2009.07.09 00:00 | buy | 62 | 1.00 | 128.56 | 0.00 | 0.00 | ||
| 123 | 2009.07.10 23:59 | close at stop | 62 | 1.00 | 128.66 | 0.00 | 0.00 | 94.05 | 94879.72 |
| 124 | 2009.07.10 23:59 | close at stop | 61 | 1.00 | 128.66 | 0.00 | 0.00 | -21073.98 | 73805.73 |