Strategy Tester Report
MA_CrossOver_EA
BestCFD-MT4 Demo (Build 223)
| Symbole | USDJPY (US Dollar vs Japanese Yen) | ||||
| Periode | 4 Heures (H4) 2000.01.02 20:00 - 2009.07.10 11:59 (2000.01.01 - 2010.06.15) | ||||
| Modele | Prix ouverture seulement (seulement pour les Experts-consultants qui contrôlent explicitement l'ouverture du BAR) | ||||
| Parametres | ShortEma=136; LongEma=173; | ||||
| Bars en test | 14575 | Ticks modelés | 28465 | Qualité du modelage | n/a |
| Erreurs des graphiques désaccordés | 0 | ||||
| Dépot initial | 100000.00 | ||||
| Profit total net | 12457.00 | Profit brut | 70489.80 | Perte brute | -58032.80 |
| Facteur de profit | 1.21 | Rémunération espérée | 183.19 | ||
| Chute absolue | 2441.66 | Chute maximal (%) | 22013.89 (17.20%) | Enfoncement relatif | 17.20% (22013.89) |
| Total des Trades | 68 | Positions SHORT (vente) gagnées % | 34 (79.41%) | Positions LONG (achat) gagnées % | 34 (76.47%) |
| Profits des Trades (% du total) | 53 (77.94%) | Pertes des Trades (% du total) | 15 (22.06%) | ||
| Le plus large | gains par Trade | 3687.82 | pertes par Trade | -10196.05 | |
| Average (moyenne) | gains par Trade | 1330.00 | pertes par Trade | -3868.85 | |
| Maximum | gains consecutifs (profit en $) | 9 (14822.17) | pertes consecutives (perte en $) | 3 (-15391.76) | |
| Maximal | Gains consecutifs (coups gagnants) | 14822.17 (9) | Pertes consecutives (coups perdants) | -15391.76 (3) | |
| Average (moyenne) | gains consecutifs | 4 | Pertes consecutives | 1 | |
| # | Date exécution | Transaction | Ordre | Volume | Prix | S/L (Stop/Perte) | T/P (Prendre/profit) | Profit | Balance |
| 1 | 2000.01.02 20:00 | buy | 1 | 1.00 | 102.16 | 0.00 | 0.00 | ||
| 2 | 2000.01.11 12:00 | close | 1 | 1.00 | 105.76 | 0.00 | 0.00 | 2785.91 | 102785.91 |
| 3 | 2000.01.11 12:00 | sell | 2 | 1.00 | 105.76 | 0.00 | 0.00 | ||
| 4 | 2000.03.14 16:00 | close | 2 | 1.00 | 104.97 | 0.00 | 0.00 | 587.57 | 103373.48 |
| 5 | 2000.03.14 16:00 | buy | 3 | 1.00 | 104.97 | 0.00 | 0.00 | ||
| 6 | 2000.05.02 04:00 | close | 3 | 1.00 | 108.53 | 0.00 | 0.00 | 2739.42 | 106112.90 |
| 7 | 2000.05.02 04:00 | sell | 4 | 1.00 | 108.53 | 0.00 | 0.00 | ||
| 8 | 2000.06.08 04:00 | close | 4 | 1.00 | 105.72 | 0.00 | 0.00 | 2161.67 | 108274.57 |
| 9 | 2000.06.08 04:00 | buy | 5 | 1.00 | 105.72 | 0.00 | 0.00 | ||
| 10 | 2000.07.13 00:00 | close | 5 | 1.00 | 108.11 | 0.00 | 0.00 | 1838.29 | 110112.86 |
| 11 | 2000.07.13 00:00 | sell | 6 | 1.00 | 108.11 | 0.00 | 0.00 | ||
| 12 | 2000.08.28 08:00 | close | 6 | 1.00 | 106.19 | 0.00 | 0.00 | 1470.28 | 111583.14 |
| 13 | 2000.08.28 08:00 | buy | 7 | 1.00 | 106.19 | 0.00 | 0.00 | ||
| 14 | 2000.10.02 00:00 | close | 7 | 1.00 | 108.25 | 0.00 | 0.00 | 1582.60 | 113165.73 |
| 15 | 2000.10.02 00:00 | sell | 8 | 1.00 | 108.25 | 0.00 | 0.00 | ||
| 16 | 2000.11.09 20:00 | close | 8 | 1.00 | 107.36 | 0.00 | 0.00 | 673.94 | 113839.67 |
| 17 | 2000.11.09 20:00 | buy | 9 | 1.00 | 107.36 | 0.00 | 0.00 | ||
| 18 | 2000.11.15 16:00 | close | 9 | 1.00 | 108.63 | 0.00 | 0.00 | 982.49 | 114822.16 |
| 19 | 2000.11.15 16:00 | sell | 10 | 1.00 | 108.63 | 0.00 | 0.00 | ||
| 20 | 2001.05.24 08:00 | close | 10 | 1.00 | 119.76 | 0.00 | 0.00 | -8696.29 | 106125.87 |
| 21 | 2001.05.24 08:00 | buy | 11 | 1.00 | 119.76 | 0.00 | 0.00 | ||
| 22 | 2001.06.20 04:00 | close | 11 | 1.00 | 123.14 | 0.00 | 0.00 | 2609.25 | 108735.13 |
| 23 | 2001.06.20 04:00 | sell | 12 | 1.00 | 123.14 | 0.00 | 0.00 | ||
| 24 | 2001.08.10 20:00 | close | 12 | 1.00 | 121.92 | 0.00 | 0.00 | 924.53 | 109659.66 |
| 25 | 2001.08.10 20:00 | buy | 13 | 1.00 | 121.92 | 0.00 | 0.00 | ||
| 26 | 2001.10.15 00:00 | close | 13 | 1.00 | 121.06 | 0.00 | 0.00 | -691.16 | 108968.50 |
| 27 | 2001.10.15 00:00 | sell | 14 | 1.00 | 121.06 | 0.00 | 0.00 | ||
| 28 | 2002.03.08 08:00 | close | 14 | 1.00 | 127.91 | 0.00 | 0.00 | -5362.95 | 103605.54 |
| 29 | 2002.03.08 08:00 | buy | 15 | 1.00 | 127.91 | 0.00 | 0.00 | ||
| 30 | 2002.03.29 16:00 | close | 15 | 1.00 | 132.68 | 0.00 | 0.00 | 3687.82 | 107293.37 |
| 31 | 2002.03.29 16:00 | sell | 16 | 1.00 | 132.68 | 0.00 | 0.00 | ||
| 32 | 2002.04.10 08:00 | close | 16 | 1.00 | 130.44 | 0.00 | 0.00 | 1731.36 | 109024.72 |
| 33 | 2002.04.10 08:00 | buy | 17 | 1.00 | 130.44 | 0.00 | 0.00 | ||
| 34 | 2002.09.13 16:00 | close | 17 | 1.00 | 121.44 | 0.00 | 0.00 | -7034.73 | 101990.00 |
| 35 | 2002.09.13 16:00 | sell | 18 | 1.00 | 121.44 | 0.00 | 0.00 | ||
| 36 | 2002.11.10 20:00 | close | 18 | 1.00 | 119.96 | 0.00 | 0.00 | 1124.79 | 103114.79 |
| 37 | 2002.11.10 20:00 | buy | 19 | 1.00 | 119.96 | 0.00 | 0.00 | ||
| 38 | 2002.12.03 00:00 | close | 19 | 1.00 | 124.38 | 0.00 | 0.00 | 3415.85 | 106530.63 |
| 39 | 2002.12.03 00:00 | sell | 20 | 1.00 | 124.38 | 0.00 | 0.00 | ||
| 40 | 2002.12.18 04:00 | close | 20 | 1.00 | 121.46 | 0.00 | 0.00 | 2256.18 | 108786.81 |
| 41 | 2002.12.18 04:00 | buy | 21 | 1.00 | 121.46 | 0.00 | 0.00 | ||
| 42 | 2003.02.12 16:00 | close | 21 | 1.00 | 121.28 | 0.00 | 0.00 | -161.17 | 108625.64 |
| 43 | 2003.02.12 16:00 | sell | 22 | 1.00 | 121.28 | 0.00 | 0.00 | ||
| 44 | 2003.02.20 08:00 | close | 22 | 1.00 | 118.93 | 0.00 | 0.00 | 1816.57 | 110442.21 |
| 45 | 2003.02.20 08:00 | buy | 23 | 1.00 | 118.93 | 0.00 | 0.00 | ||
| 46 | 2003.03.24 04:00 | close | 23 | 1.00 | 121.09 | 0.00 | 0.00 | 1662.02 | 112104.22 |
| 47 | 2003.03.24 04:00 | sell | 24 | 1.00 | 121.09 | 0.00 | 0.00 | ||
| 48 | 2003.05.06 12:00 | close | 24 | 1.00 | 118.09 | 0.00 | 0.00 | 2307.30 | 114411.52 |
| 49 | 2003.05.06 12:00 | buy | 25 | 1.00 | 118.09 | 0.00 | 0.00 | ||
| 50 | 2003.06.27 04:00 | close | 25 | 1.00 | 119.40 | 0.00 | 0.00 | 994.11 | 115405.62 |
| 51 | 2003.06.27 04:00 | sell | 26 | 1.00 | 119.40 | 0.00 | 0.00 | ||
| 52 | 2003.07.14 04:00 | close | 26 | 1.00 | 117.73 | 0.00 | 0.00 | 1287.86 | 116693.48 |
| 53 | 2003.07.14 04:00 | buy | 27 | 1.00 | 117.73 | 0.00 | 0.00 | ||
| 54 | 2003.07.18 08:00 | close | 27 | 1.00 | 119.00 | 0.00 | 0.00 | 981.71 | 117675.20 |
| 55 | 2003.07.18 08:00 | sell | 28 | 1.00 | 119.00 | 0.00 | 0.00 | ||
| 56 | 2003.08.22 20:00 | close | 28 | 1.00 | 117.61 | 0.00 | 0.00 | 1063.21 | 118738.40 |
| 57 | 2003.08.22 20:00 | buy | 29 | 1.00 | 117.61 | 0.00 | 0.00 | ||
| 58 | 2005.02.14 00:00 | close | 29 | 1.00 | 105.46 | 0.00 | 0.00 | -9623.48 | 109114.92 |
| 59 | 2005.02.14 00:00 | sell | 30 | 1.00 | 105.46 | 0.00 | 0.00 | ||
| 60 | 2005.03.11 20:00 | close | 30 | 1.00 | 103.95 | 0.00 | 0.00 | 1159.27 | 110274.19 |
| 61 | 2005.03.11 20:00 | buy | 31 | 1.00 | 103.95 | 0.00 | 0.00 | ||
| 62 | 2005.03.15 00:00 | close | 31 | 1.00 | 104.99 | 0.00 | 0.00 | 805.06 | 111079.25 |
| 63 | 2005.03.15 00:00 | sell | 32 | 1.00 | 104.99 | 0.00 | 0.00 | ||
| 64 | 2005.03.15 04:00 | close | 32 | 1.00 | 104.73 | 0.00 | 0.00 | 201.41 | 111280.66 |
| 65 | 2005.03.15 04:00 | buy | 33 | 1.00 | 104.73 | 0.00 | 0.00 | ||
| 66 | 2005.03.15 08:00 | close | 33 | 1.00 | 104.98 | 0.00 | 0.00 | 193.71 | 111474.37 |
| 67 | 2005.03.15 08:00 | sell | 34 | 1.00 | 104.98 | 0.00 | 0.00 | ||
| 68 | 2005.03.15 12:00 | close | 34 | 1.00 | 104.53 | 0.00 | 0.00 | 348.60 | 111822.97 |
| 69 | 2005.03.15 12:00 | buy | 35 | 1.00 | 104.53 | 0.00 | 0.00 | ||
| 70 | 2005.03.21 12:00 | close | 35 | 1.00 | 105.36 | 0.00 | 0.00 | 640.78 | 112463.75 |
| 71 | 2005.03.21 12:00 | sell | 36 | 1.00 | 105.36 | 0.00 | 0.00 | ||
| 72 | 2005.05.03 00:00 | close | 36 | 1.00 | 105.01 | 0.00 | 0.00 | 254.47 | 112718.22 |
| 73 | 2005.05.03 00:00 | buy | 37 | 1.00 | 105.01 | 0.00 | 0.00 | ||
| 74 | 2005.05.17 20:00 | close | 37 | 1.00 | 107.48 | 0.00 | 0.00 | 1908.41 | 114626.63 |
| 75 | 2005.05.17 20:00 | sell | 38 | 1.00 | 107.48 | 0.00 | 0.00 | ||
| 76 | 2005.08.17 12:00 | close | 38 | 1.00 | 109.74 | 0.00 | 0.00 | -1786.37 | 112840.26 |
| 77 | 2005.08.17 12:00 | buy | 39 | 1.00 | 109.74 | 0.00 | 0.00 | ||
| 78 | 2005.09.20 08:00 | close | 39 | 1.00 | 111.32 | 0.00 | 0.00 | 1211.07 | 114051.32 |
| 79 | 2005.09.20 08:00 | sell | 40 | 1.00 | 111.32 | 0.00 | 0.00 | ||
| 80 | 2005.12.26 00:00 | close | 40 | 1.00 | 116.33 | 0.00 | 0.00 | -3918.60 | 110132.72 |
| 81 | 2005.12.26 00:00 | buy | 41 | 1.00 | 116.33 | 0.00 | 0.00 | ||
| 82 | 2006.02.03 16:00 | close | 41 | 1.00 | 119.13 | 0.00 | 0.00 | 2153.64 | 112286.37 |
| 83 | 2006.02.03 16:00 | sell | 42 | 1.00 | 119.13 | 0.00 | 0.00 | ||
| 84 | 2006.03.02 20:00 | close | 42 | 1.00 | 115.87 | 0.00 | 0.00 | 2514.91 | 114801.27 |
| 85 | 2006.03.02 20:00 | buy | 43 | 1.00 | 115.87 | 0.00 | 0.00 | ||
| 86 | 2006.03.07 20:00 | close | 43 | 1.00 | 117.92 | 0.00 | 0.00 | 1587.25 | 116388.52 |
| 87 | 2006.03.07 20:00 | sell | 44 | 1.00 | 117.92 | 0.00 | 0.00 | ||
| 88 | 2006.03.22 12:00 | close | 44 | 1.00 | 117.14 | 0.00 | 0.00 | 598.42 | 116986.94 |
| 89 | 2006.03.22 12:00 | buy | 45 | 1.00 | 117.14 | 0.00 | 0.00 | ||
| 90 | 2006.03.23 20:00 | close | 45 | 1.00 | 117.93 | 0.00 | 0.00 | 610.95 | 117597.89 |
| 91 | 2006.03.23 20:00 | sell | 46 | 1.00 | 117.93 | 0.00 | 0.00 | ||
| 92 | 2006.03.27 16:00 | close | 46 | 1.00 | 116.51 | 0.00 | 0.00 | 1099.23 | 118697.12 |
| 93 | 2006.03.27 16:00 | buy | 47 | 1.00 | 116.51 | 0.00 | 0.00 | ||
| 94 | 2006.03.29 08:00 | close | 47 | 1.00 | 117.73 | 0.00 | 0.00 | 944.52 | 119641.65 |
| 95 | 2006.03.29 08:00 | sell | 48 | 1.00 | 117.73 | 0.00 | 0.00 | ||
| 96 | 2006.04.24 12:00 | close | 48 | 1.00 | 114.96 | 0.00 | 0.00 | 2135.72 | 121777.36 |
| 97 | 2006.04.24 12:00 | buy | 49 | 1.00 | 114.96 | 0.00 | 0.00 | ||
| 98 | 2006.06.15 16:00 | close | 49 | 1.00 | 115.07 | 0.00 | 0.00 | 64.31 | 121841.67 |
| 99 | 2006.06.15 16:00 | sell | 50 | 1.00 | 115.07 | 0.00 | 0.00 | ||
| 100 | 2006.11.13 04:00 | close | 50 | 1.00 | 117.27 | 0.00 | 0.00 | -1761.98 | 120079.69 |
| 101 | 2006.11.13 04:00 | buy | 51 | 1.00 | 117.27 | 0.00 | 0.00 | ||
| 102 | 2006.11.13 16:00 | close | 51 | 1.00 | 118.09 | 0.00 | 0.00 | 635.37 | 120715.06 |
| 103 | 2006.11.13 16:00 | sell | 52 | 1.00 | 118.09 | 0.00 | 0.00 | ||
| 104 | 2006.11.14 00:00 | close | 52 | 1.00 | 117.65 | 0.00 | 0.00 | 340.45 | 121055.51 |
| 105 | 2006.11.14 00:00 | buy | 53 | 1.00 | 117.65 | 0.00 | 0.00 | ||
| 106 | 2006.11.17 08:00 | close | 53 | 1.00 | 118.34 | 0.00 | 0.00 | 532.70 | 121588.21 |
| 107 | 2006.11.17 08:00 | sell | 54 | 1.00 | 118.34 | 0.00 | 0.00 | ||
| 108 | 2006.11.17 16:00 | close | 54 | 1.00 | 117.69 | 0.00 | 0.00 | 503.53 | 122091.74 |
| 109 | 2006.11.17 16:00 | buy | 55 | 1.00 | 117.69 | 0.00 | 0.00 | ||
| 110 | 2006.11.20 16:00 | close | 55 | 1.00 | 118.15 | 0.00 | 0.00 | 356.04 | 122447.79 |
| 111 | 2006.11.20 16:00 | sell | 56 | 1.00 | 118.15 | 0.00 | 0.00 | ||
| 112 | 2006.11.22 04:00 | close | 56 | 1.00 | 117.58 | 0.00 | 0.00 | 440.78 | 122888.56 |
| 113 | 2006.11.22 04:00 | buy | 57 | 1.00 | 117.58 | 0.00 | 0.00 | ||
| 114 | 2006.12.21 04:00 | close | 57 | 1.00 | 118.36 | 0.00 | 0.00 | 592.36 | 123480.92 |
| 115 | 2006.12.21 04:00 | sell | 58 | 1.00 | 118.36 | 0.00 | 0.00 | ||
| 116 | 2007.03.01 12:00 | close | 58 | 1.00 | 117.99 | 0.00 | 0.00 | 259.50 | 123740.41 |
| 117 | 2007.03.01 12:00 | buy | 59 | 1.00 | 117.99 | 0.00 | 0.00 | ||
| 118 | 2007.04.12 00:00 | close | 59 | 1.00 | 119.32 | 0.00 | 0.00 | 1014.26 | 124754.67 |
| 119 | 2007.04.12 00:00 | sell | 60 | 1.00 | 119.32 | 0.00 | 0.00 | ||
| 120 | 2007.07.24 04:00 | close | 60 | 1.00 | 120.53 | 0.00 | 0.00 | -976.47 | 123778.20 |
| 121 | 2007.07.24 04:00 | buy | 61 | 1.00 | 120.53 | 0.00 | 0.00 | ||
| 122 | 2007.10.11 08:00 | close | 61 | 1.00 | 117.23 | 0.00 | 0.00 | -2588.34 | 121189.86 |
| 123 | 2007.10.11 08:00 | sell | 62 | 1.00 | 117.23 | 0.00 | 0.00 | ||
| 124 | 2007.10.22 04:00 | close | 62 | 1.00 | 113.92 | 0.00 | 0.00 | 2560.61 | 123750.48 |
| 125 | 2007.10.22 04:00 | buy | 63 | 1.00 | 113.92 | 0.00 | 0.00 | ||
| 126 | 2007.12.21 16:00 | close | 63 | 1.00 | 113.90 | 0.00 | 0.00 | -39.51 | 123710.96 |
| 127 | 2007.12.21 16:00 | sell | 64 | 1.00 | 113.90 | 0.00 | 0.00 | ||
| 128 | 2008.01.03 20:00 | close | 64 | 1.00 | 109.32 | 0.00 | 0.00 | 3542.88 | 127253.84 |
| 129 | 2008.01.03 20:00 | buy | 65 | 1.00 | 109.32 | 0.00 | 0.00 | ||
| 130 | 2008.04.25 08:00 | close | 65 | 1.00 | 104.70 | 0.00 | 0.00 | -3623.52 | 123630.33 |
| 131 | 2008.04.25 08:00 | sell | 66 | 1.00 | 104.70 | 0.00 | 0.00 | ||
| 132 | 2008.09.11 12:00 | close | 66 | 1.00 | 106.66 | 0.00 | 0.00 | -1572.19 | 122058.13 |
| 133 | 2008.09.11 12:00 | buy | 67 | 1.00 | 106.66 | 0.00 | 0.00 | ||
| 134 | 2009.02.18 16:00 | close | 67 | 1.00 | 93.58 | 0.00 | 0.00 | -10196.05 | 111862.09 |
| 135 | 2009.02.18 16:00 | sell | 68 | 1.00 | 93.58 | 0.00 | 0.00 | ||
| 136 | 2009.07.10 11:59 | close at stop | 68 | 1.00 | 92.74 | 0.00 | 0.00 | 594.91 | 112457.00 |