Strategy Tester Report
AP_4.3
XM.COM-Real 13 (Build 1031)

SymbolAUDCHFmicro (Australian Dollar vs Swiss Franc)
Periode1 Stunde (H1) 2016.07.21 09:00 - 2017.01.19 23:00 (2015.05.01 - 2017.01.20)
ModellJeder Tick (präziseste Methode, die auf allen verfügbaren kleinsten Zeitrahmen basiert)
Parameter__A__="Trend filter"; use_adx=true; adx_ln=44; adxma_ln=21; keep_in_trend=true; __B__="News filter"; I_="GMT Offset"; Use_Auto_GMT_Offset=true; Manual_GMT_Offset=0; I__="News filter for this chart"; Use_FF_News_Filter=false; MinsBeforeNews=60; MinsAfterNews=30; NewsImpact=3; keep_in_news=true; I___="8 Currency News filter"; Use_TSD_News_Filter=true; High_Impact=true; Medium_Impact=true; Low_Impact=false; MinsUntilNextNews=90; MinsSincePrevNews=90; __C__="Time filter"; use_timefilter=true; use_local=true; TradeStartTime="08:15"; TradeStopTime="15:55"; keep_overnight=true; I____="Currencies to Filter"; USD=true; EUR=true; GBP=false; JPY=false; AUD=false; CAD=false; CHF=false; NZD=false; I_____="TSD Calendar"; TSD_CalendarID=4; TSD_Calendar_URL="http://calendar.forex-tsd.com/calendar.php?csv=1&date="; __1__="Martingale 1=on / 2=off"; mm_type=2; __2__="Lot Factor"; lot_multiplicator=1.8; __3__="Lot size"; fixed_lot=true; Lot=0.4; risk_pc=5; __4__="Take Profit Calculation"; atr_p=58; atr_x=1.8; hilo_x=1.8; sl_p=2; __5__="Distance between orders (x*TP)"; Step_x=1.4; __6__="Max Number of trades"; MaxTrades=5; __7__="Stop Loss"; UseEquityStop=false; TotalEquityRisk=15; __8__="Order Identifier"; Magic=1234; gs_88="Autop v4.3 "; gs_104="Autop v4.3"; __9__="logo and output"; show_table=true; show_name=false; hud_left=true; color1=LightGray; color2=DarkOrange; color3=Turquoise; color4=Magenta; color5=39,48,58;
Getestete Kerzen3218Modellierte Ticks10252124Modellierungsqualität61.80%
Fehler in Chartanpassung2
Ursprüngliche Einzahlung100.00SpreadAktuell (40)
Nettoprofit gesamt51.05Bruttoprofit62.32Bruttoverlust-11.27
Profitfaktor5.53Erwartetes Ergebnis1.50
Absoluter Rückgang10.11Maximaler Rückgang13.09 (11.02%)Relativer Rückgang12.19% (12.48)
Anzahl an Trades34Sell-Positionen (davon gewonnen %)11 (72.73%)Buy-Positionen (davon gewonnen %)23 (86.96%)
Gewonne Trades (in % von Gesamt)28 (82.35%)Verlorene Trades (in % von Gesamt)6 (17.65%)
GrößterGewinntrade4.86Verlusttrade-6.10
DurchschnittGewinntrade2.23Verlusttrade-1.88
MaximumGewinntrades in Folge (Profit in Geld)8 (18.30)Verlusttrades in Folge (Verlust in Geld)2 (-8.00)
MaximumGewinn aufeinanderfolgender Gewinntrades (Anzahl)18.30 (8)Verlust aufeinanderfolgender Verlusttrades (Anzahl)-8.00 (2)
DurchschnittGewinntrades in Folge6Verlusttrades in Folge1
Graph
Nr.ZeitTypOrdernummerVolumenPreisS / LT/PGewinnKontostand
12016.07.21 13:00buy10.400.740710.000000.00000
22016.07.21 13:00modify10.400.740710.000000.74439
32016.07.26 13:46t/p10.400.744390.000000.744391.51101.51
42016.07.27 08:15buy20.400.742680.000000.00000
52016.07.27 08:15modify20.400.742680.000000.74811
62016.07.29 10:00buy30.400.734940.000000.00000
72016.07.29 10:00modify30.400.734940.000000.74396
82016.07.29 10:00modify20.400.742680.000000.74396
92016.08.05 02:49t/p20.400.743960.000000.743960.63102.13
102016.08.05 02:49t/p30.400.743960.000000.743963.69105.82
112016.08.05 08:30sell40.400.744940.000000.00000
122016.08.05 08:30modify40.400.744940.000000.74024
132016.08.09 11:00sell50.400.752400.000000.00000
142016.08.09 11:00modify50.400.752400.000000.74402
152016.08.09 11:00modify40.400.744940.000000.74402
162016.08.16 11:03t/p40.400.744020.000000.744020.09105.91
172016.08.16 11:03t/p50.400.744020.000000.744023.15109.05
182016.08.16 12:26buy60.400.745040.000000.00000
192016.08.16 12:26modify60.400.745040.000000.74915
202016.08.18 12:00buy70.400.737770.000000.00000
212016.08.18 12:00modify70.400.737770.000000.74636
222016.08.18 12:00modify60.400.745040.000000.74636
232016.08.24 10:00buy80.400.732550.000000.00000
242016.08.24 10:00modify80.400.732550.000000.74203
252016.08.24 10:00modify70.400.737770.000000.74203
262016.08.24 10:00modify60.400.745040.000000.74203
272016.08.26 16:17t/p60.400.742030.000000.74203-1.10107.96
282016.08.26 16:17t/p70.400.742030.000000.742031.79109.75
292016.08.26 16:17t/p80.400.742030.000000.742033.85113.59
302016.08.29 08:15buy90.400.738000.000000.00000
312016.08.29 08:15modify90.400.738000.000000.74224
322016.08.30 05:37t/p90.400.742240.000000.742241.71115.30
332016.08.30 08:15buy100.400.742640.000000.00000
342016.08.30 08:15modify100.400.742640.000000.74674
352016.09.06 04:33t/p100.400.746740.000000.746741.72117.02
362016.09.07 15:00buy110.400.744280.000000.00000
372016.09.07 15:00modify110.400.744280.000000.74806
382016.09.08 10:26t/p110.400.748060.000000.748061.55118.57
392016.09.08 11:00buy120.400.748320.000000.00000
402016.09.08 11:00modify120.400.748320.000000.75224
412016.09.13 08:15buy130.400.733190.000000.00000
422016.09.13 08:15modify130.400.733190.000000.74495
432016.09.13 08:15modify120.400.748320.000000.74495
442016.09.27 10:03t/p120.400.744950.000000.74495-1.19117.38
452016.09.27 10:03t/p130.400.744950.000000.744954.86122.25
462016.09.29 09:46buy140.400.745570.000000.00000
472016.09.29 09:46modify140.400.745570.000000.75004
482016.10.04 11:43t/p140.400.750040.000000.750041.82124.06
492016.10.05 08:15buy150.400.746860.000000.00000
502016.10.05 08:15modify150.400.746860.000000.75174
512016.10.14 11:07t/p150.400.751740.000000.751742.07126.13
522016.10.17 08:15buy160.400.752200.000000.00000
532016.10.17 08:15modify160.400.752200.000000.75723
542016.10.18 05:03t/p160.400.757230.000000.757232.03128.16
552016.10.19 08:15sell170.400.758940.000000.00000
562016.10.19 08:15modify170.400.758940.000000.75470
572016.10.20 15:43t/p170.400.754700.000000.754701.61129.77
582016.10.21 08:15buy180.400.759470.000000.00000
592016.10.21 08:15modify180.400.759470.000000.76444
602016.10.26 03:33t/p180.400.764440.000000.764442.03131.80
612016.10.26 12:00sell190.400.762780.000000.00000
622016.10.26 12:00modify190.400.762780.000000.75775
632016.10.27 09:37t/p190.400.757750.000000.757751.93133.73
642016.10.31 08:15buy200.400.752100.000000.00000
652016.10.31 08:15modify200.400.752100.000000.75695
662016.11.01 05:45t/p200.400.756950.000000.756951.96135.69
672016.11.01 08:15buy210.400.757120.000000.00000
682016.11.01 08:15modify210.400.757120.000000.76158
692016.11.03 08:15buy220.400.744800.000000.00000
702016.11.03 08:15modify220.400.744800.000000.75619
712016.11.03 08:15modify210.400.757120.000000.75619
722016.11.08 19:48t/p210.400.756190.000000.75619-0.30135.38
732016.11.08 19:48t/p220.400.756190.000000.756194.62140.00
742016.11.11 08:15buy230.400.751540.000000.00000
752016.11.11 08:15modify230.400.751540.000000.76255
762016.11.21 13:00buy240.400.742300.000000.00000
772016.11.21 13:00modify240.400.742300.000000.75248
782016.11.21 13:00modify230.400.751540.000000.75248
792016.11.23 10:02t/p230.400.752480.000000.752480.48140.48
802016.11.23 10:02t/p240.400.752480.000000.752484.12144.60
812016.11.24 08:15buy250.400.751690.000000.00000
822016.11.24 08:15modify250.400.751690.000000.75644
832016.11.25 03:51t/p250.400.756440.000000.756441.93146.53
842016.11.28 08:15sell260.400.754160.000000.00000
852016.11.28 08:15modify260.400.754160.000000.74898
862016.12.01 13:06t/p260.400.748980.000000.748981.93148.45
872016.12.02 08:15sell270.400.747410.000000.00000
882016.12.02 08:15modify270.400.747410.000000.74268
892016.12.12 08:15sell280.400.758660.000000.00000
902016.12.12 08:15modify280.400.758660.000000.74798
912016.12.12 08:15modify270.400.747410.000000.74798
922016.12.19 00:00t/p270.400.747980.000000.74798-0.69147.77
932016.12.19 00:00t/p280.400.747980.000000.747984.08151.85
942016.12.20 08:15sell290.400.745840.000000.00000
952016.12.20 08:15modify290.400.745840.000000.74107
962016.12.22 00:01t/p290.400.741070.000000.741071.80153.64
972016.12.22 08:15sell300.400.741770.000000.00000
982016.12.22 08:15modify300.400.741770.000000.73745
992016.12.22 13:19t/p300.400.737450.000000.737451.74155.38
1002016.12.23 08:15buy310.400.738770.000000.00000
1012016.12.23 08:15modify310.400.738770.000000.74317
1022017.01.03 14:38t/p310.400.743170.000000.743171.86157.24
1032017.01.05 08:15buy320.400.743780.000000.00000
1042017.01.05 08:15modify320.400.743780.000000.74822
1052017.01.09 20:04t/p320.400.748220.000000.748221.81159.05
1062017.01.10 08:15sell330.400.746380.000000.00000
1072017.01.10 08:15modify330.400.746380.000000.74179
1082017.01.13 08:15sell340.400.756490.000000.00000
1092017.01.13 08:15modify340.400.756490.000000.74687
1102017.01.13 08:15modify330.400.746380.000000.74687
1112017.01.19 23:59close at stop340.400.760750.000000.74687-1.89157.16
1122017.01.19 23:59close at stop330.400.760750.000000.74687-6.10151.05