Strategi Tester Rapport
ICMarketsEU-Demo (Build 6182)
Indstillinger
Expert : TFMonthlyMomentum6
Symbol : EURUSD
Periode: H1 (2024.01.01 - 2025.01.01)
Input: Research session controls=
CampaignSession=0
CampaignSessionPolicy=1
CampaignBrokerWinterUTC=2
CampaignBrokerDST=1
CampaignEntryCutoffMinutes=30
CampaignFlatBeforeEndMinutes=15
ResearchMode=2
Variant=0
MagicNumber=26092143
RiskPercent=0.25
DailyEquityBrakePercent=1.5
MaximumSpreadPips=2
RoundTripCommissionPerLot=7
SlippagePoints=10
Firma: IC Markets (EU) Ltd
Valuta: EUR
Oprindelig Indbetaling: 10 000.00
Gearing: 1:30
Resultater
Historie Kvalitet: 100%
Barer: 6240 Ticks : 1476807 Symboler: 6
Samlet Nettindtjening: -178.47 Saldo Trækning Absolut: 235.34 Egenskapital Trækning Absolut: 347.72
Brutto Profit: 964.60 Saldo Trækning Maksimal: 351.24 (3.47%) Egenskapital Trækning Maksimal: 404.44 (4.02%)
Brutto Tab: -1 143.07 Saldo Trækning Relativ: 3.47% (351.24) Egenskapital Trækning Relativ: 4.02% (404.44)
Profit Faktor: 0.84 Forventet Payoff: -4.06 Margin niveau: 2652.38%
Gendannelsesfaktor: -0.44 Sharpe Ratio : -0.81 Z-Score : 1.44 (85.01%)
AHPR : 0.9996 (-0.04%) LR Korrelation: -0.76 OnTester resultat: 0
GHPR : 0.9996 (-0.04%) LR Standard Fejl: 58.44
Samlet antal Handler: 44 Korte Handler (vundet %): 19 (42.11%) Lange Handler (vundet %): 25 (48.00%)
Samlet antal Tilbud: 88 Profit Handler (% af total): 20 (45.45%) Tab Handler (% af total): 24 (54.55%)
Største profitgivende handel: 115.82 Største tabsgivende handel: -139.06
Gennemsnitlig profitgivende handel: 48.23 Gennemsnitlig tabsgivende handel: -47.47
Maksimum på hinanden følgende gevinster ($): 2 (130.22) Maksimum på hinanden følgende tab ($): 4 (-172.75)
Maksimal på hinanden følgende profit (antal): 130.22 (2) Maksimal på hinanden følgende tab (antal): -199.94 (3)
Gennemsnitlig fortløbende wins: 2 Gennemsnitlig fortløbende tab: 2
Graph
Graph
Korrelation (Profit, MFE): 0.80 Korrelation (Profit, MAE): 0.84 Korrelation (MFE, MAE): 0.5907
Graph
Minimal holdetid for position: 480:38:20 Maksimal holdetid for position: 575:22:00 Gennemsnitlig holdetid: 521:21:32
Graph
Ordre
Åbningstid Ordre Symbol Type Volumen Pris S / L T / P Tid Tilstand Kommentar
2024.02.01 01:02:002USDCHFsell0.02 / 0.020.000002024.02.01 01:02:00filledCurrency momentum
2024.02.01 01:02:003GBPUSDbuy0.02 / 0.020.000002024.02.01 01:02:00filledCurrency momentum
2024.02.01 01:02:004USDJPYbuy0.02 / 0.020.0002024.02.01 01:02:00filledCurrency momentum
2024.02.01 01:02:005AUDUSDsell0.04 / 0.040.000002024.02.01 01:02:00filledCurrency momentum
2024.03.01 00:41:006GBPUSDsell0.02 / 0.020.000002024.03.01 00:41:00filled
2024.03.01 00:41:007AUDUSDbuy0.04 / 0.040.000002024.03.01 00:41:00filled
2024.03.01 00:41:008USDJPYsell0.02 / 0.020.0002024.03.01 00:41:00filled
2024.03.01 00:41:009USDCHFbuy0.02 / 0.020.000002024.03.01 00:41:00filled
2024.03.01 00:41:0010USDCHFsell0.02 / 0.020.000002024.03.01 00:41:00filledCurrency momentum
2024.03.01 00:41:0011GBPUSDbuy0.02 / 0.020.000002024.03.01 00:41:00filledCurrency momentum
2024.03.01 00:41:0012USDJPYbuy0.02 / 0.020.0002024.03.01 00:41:00filledCurrency momentum
2024.03.01 00:41:0013AUDUSDsell0.04 / 0.040.000002024.03.01 00:41:00filledCurrency momentum
2024.04.01 01:06:0014GBPUSDsell0.02 / 0.020.000002024.04.01 01:06:00filled
2024.04.01 01:06:0015AUDUSDbuy0.04 / 0.040.000002024.04.01 01:06:00filled
2024.04.01 01:06:0016USDJPYsell0.02 / 0.020.0002024.04.01 01:06:00filled
2024.04.01 01:06:0017USDCHFbuy0.02 / 0.020.000002024.04.01 01:06:00filled
2024.04.01 01:06:0018GBPUSDbuy0.02 / 0.020.000002024.04.01 01:06:00filledCurrency momentum
2024.04.01 01:06:0019USDCHFsell0.02 / 0.020.000002024.04.01 01:06:00filledCurrency momentum
2024.04.01 01:06:0020USDJPYbuy0.02 / 0.020.0002024.04.01 01:06:00filledCurrency momentum
2024.04.01 01:06:0021NZDUSDsell0.04 / 0.040.000002024.04.01 01:06:00filledCurrency momentum
2024.05.01 01:00:4022GBPUSDsell0.02 / 0.020.000002024.05.01 01:00:40filled
2024.05.01 01:00:4023NZDUSDbuy0.04 / 0.040.000002024.05.01 01:00:40filled
2024.05.01 01:00:4024USDJPYsell0.02 / 0.020.0002024.05.01 01:00:40filled
2024.05.01 01:00:4025USDCHFbuy0.02 / 0.020.000002024.05.01 01:00:40filled
2024.05.01 01:00:4026GBPUSDbuy0.02 / 0.020.000002024.05.01 01:00:40filledCurrency momentum
2024.05.01 01:00:4027AUDUSDbuy0.04 / 0.040.000002024.05.01 01:00:40filledCurrency momentum
2024.05.01 01:00:4028USDJPYbuy0.02 / 0.020.0002024.05.01 01:00:40filledCurrency momentum
2024.05.01 01:00:4029NZDUSDsell0.04 / 0.040.000002024.05.01 01:00:40filledCurrency momentum
2024.06.04 00:22:4030GBPUSDsell0.02 / 0.020.000002024.06.04 00:22:40filled
2024.06.04 00:22:4031AUDUSDsell0.04 / 0.040.000002024.06.04 00:22:40filled
2024.06.04 00:22:4032NZDUSDbuy0.04 / 0.040.000002024.06.04 00:22:40filled
2024.06.04 00:22:4033USDJPYsell0.02 / 0.020.0002024.06.04 00:22:40filled
2024.06.04 00:22:4034GBPUSDbuy0.02 / 0.020.000002024.06.04 00:22:40filledCurrency momentum
2024.06.04 00:22:4035AUDUSDbuy0.04 / 0.040.000002024.06.04 00:22:40filledCurrency momentum
2024.06.04 00:22:4036USDJPYbuy0.02 / 0.020.0002024.06.04 00:22:40filledCurrency momentum
2024.06.04 00:22:4037USDCHFbuy0.02 / 0.020.000002024.06.04 00:22:40filledCurrency momentum
2024.07.02 01:01:0038GBPUSDsell0.02 / 0.020.000002024.07.02 01:01:00filled
2024.07.02 01:01:0039AUDUSDsell0.04 / 0.040.000002024.07.02 01:01:00filled
2024.07.02 01:01:0040USDJPYsell0.02 / 0.020.0002024.07.02 01:01:00filled
2024.07.02 01:01:0041USDCHFsell0.02 / 0.020.000002024.07.02 01:01:00filled
2024.07.02 01:01:0042AUDUSDbuy0.04 / 0.040.000002024.07.02 01:01:00filledCurrency momentum
2024.07.02 01:01:0043USDCHFsell0.02 / 0.020.000002024.07.02 01:01:00filledCurrency momentum
2024.07.02 01:01:0044USDJPYbuy0.02 / 0.020.0002024.07.02 01:01:00filledCurrency momentum
2024.07.02 01:01:0045EURUSDsell0.02 / 0.020.000002024.07.02 01:01:00filledCurrency momentum
2024.08.01 01:01:0046EURUSDbuy0.02 / 0.020.000002024.08.01 01:01:00filled
2024.08.01 01:01:0047AUDUSDsell0.04 / 0.040.000002024.08.01 01:01:00filled
2024.08.01 01:01:0048USDJPYsell0.02 / 0.020.0002024.08.01 01:01:00filled
2024.08.01 01:01:0049USDCHFbuy0.02 / 0.020.000002024.08.01 01:01:00filled
2024.08.01 01:01:0050GBPUSDbuy0.02 / 0.020.000002024.08.01 01:01:00filledCurrency momentum
2024.08.01 01:01:0051USDCHFsell0.02 / 0.020.000002024.08.01 01:01:00filledCurrency momentum
2024.08.01 01:01:0052USDJPYbuy0.02 / 0.020.0002024.08.01 01:01:00filledCurrency momentum
2024.08.01 01:01:0053NZDUSDsell0.04 / 0.040.000002024.08.01 01:01:00filledCurrency momentum
2024.09.02 01:30:5954GBPUSDsell0.02 / 0.020.000002024.09.02 01:30:59filled
2024.09.02 01:30:5955NZDUSDbuy0.04 / 0.040.000002024.09.02 01:30:59filled
2024.09.02 01:30:5956USDJPYsell0.02 / 0.020.0002024.09.02 01:30:59filled
2024.09.02 01:30:5957USDCHFbuy0.02 / 0.020.000002024.09.02 01:30:59filled
2024.09.02 01:30:5958NZDUSDbuy0.04 / 0.040.000002024.09.02 01:30:59filledCurrency momentum
2024.09.02 01:30:5959AUDUSDbuy0.04 / 0.040.000002024.09.02 01:30:59filledCurrency momentum
2024.09.02 01:30:5960USDJPYbuy0.02 / 0.020.0002024.09.02 01:30:59filledCurrency momentum
2024.09.02 01:30:5961EURUSDsell0.02 / 0.020.000002024.09.02 01:30:59filledCurrency momentum
2024.10.01 01:01:0062EURUSDbuy0.02 / 0.020.000002024.10.01 01:01:00filled
2024.10.01 01:01:0063AUDUSDsell0.04 / 0.040.000002024.10.01 01:01:00filled
2024.10.01 01:01:0064NZDUSDsell0.04 / 0.040.000002024.10.01 01:01:00filled
2024.10.01 01:01:0065USDJPYsell0.02 / 0.020.0002024.10.01 01:01:00filled
2024.10.01 01:01:0066GBPUSDbuy0.02 / 0.020.000002024.10.01 01:01:00filledCurrency momentum
2024.10.01 01:01:0067USDCHFsell0.02 / 0.020.000002024.10.01 01:01:00filledCurrency momentum
2024.10.01 01:01:0068USDJPYbuy0.02 / 0.020.0002024.10.01 01:01:00filledCurrency momentum
2024.10.01 01:01:0069EURUSDsell0.02 / 0.020.000002024.10.01 01:01:00filledCurrency momentum
2024.11.01 23:50:5970EURUSDbuy0.02 / 0.020.000002024.11.01 23:50:59filled
2024.11.01 23:50:5971GBPUSDsell0.02 / 0.020.000002024.11.01 23:50:59filled
2024.11.01 23:50:5972USDJPYsell0.02 / 0.020.0002024.11.01 23:50:59filled
2024.11.01 23:50:5973USDCHFbuy0.02 / 0.020.000002024.11.01 23:50:59filled
2024.11.01 23:50:5974GBPUSDbuy0.02 / 0.020.000002024.11.01 23:50:59filledCurrency momentum
2024.11.01 23:50:5975USDCHFsell0.02 / 0.020.000002024.11.01 23:50:59filledCurrency momentum
2024.11.01 23:50:5976USDJPYbuy0.02 / 0.020.0002024.11.01 23:50:59filledCurrency momentum
2024.11.01 23:50:5977NZDUSDsell0.04 / 0.040.000002024.11.01 23:50:59filledCurrency momentum
2024.12.02 17:00:0078GBPUSDsell0.02 / 0.020.000002024.12.02 17:00:00filled
2024.12.02 17:00:0079NZDUSDbuy0.04 / 0.040.000002024.12.02 17:00:00filled
2024.12.02 17:00:0080USDJPYsell0.02 / 0.020.0002024.12.02 17:00:00filled
2024.12.02 17:00:0081USDCHFbuy0.02 / 0.020.000002024.12.02 17:00:00filled
2024.12.02 17:00:0082GBPUSDbuy0.02 / 0.020.000002024.12.02 17:00:00filledCurrency momentum
2024.12.02 17:00:0083USDCHFsell0.02 / 0.020.000002024.12.02 17:00:00filledCurrency momentum
2024.12.02 17:00:0084NZDUSDsell0.04 / 0.040.000002024.12.02 17:00:00filledCurrency momentum
2024.12.02 17:00:0085EURUSDsell0.02 / 0.020.000002024.12.02 17:00:00filledCurrency momentum
2024.12.31 23:58:5986EURUSDbuy0.02 / 0.020.000002024.12.31 23:58:59filledend of test
2024.12.31 23:58:5987NZDUSDbuy0.04 / 0.040.000002024.12.31 23:58:59filledend of test
2024.12.31 23:58:5988USDCHFbuy0.02 / 0.020.000002024.12.31 23:58:59filledend of test
2024.12.31 23:58:5989GBPUSDsell0.02 / 0.020.000002024.12.31 23:58:59filledend of test
Tilbud
Tid Tilbud Symbol Type Retning Volumen Pris Ordre Kommission Swap Profit Saldo Kommentar
2024.01.01 00:00:001balance0.000.0010 000.0010 000.00
2024.02.01 01:02:002USDCHFsellin0.020.861652-0.070.000.009 999.93Currency momentum
2024.02.01 01:02:003GBPUSDbuyin0.021.268593-0.070.000.009 999.86Currency momentum
2024.02.01 01:02:004USDJPYbuyin0.02146.8004-0.070.000.009 999.79Currency momentum
2024.02.01 01:02:005AUDUSDsellin0.040.656605-0.130.000.009 999.66Currency momentum
2024.03.01 00:41:006GBPUSDsellout0.021.262376-0.07-2.62-11.519 985.46
2024.03.01 00:41:007AUDUSDbuyout0.040.649777-0.13-4.5725.2910 006.05
2024.03.01 00:41:008USDJPYsellout0.02149.9618-0.072.9139.0310 047.92
2024.03.01 00:41:009USDCHFbuyout0.020.884569-0.07-7.96-47.949 991.95
2024.03.01 00:41:0010USDCHFsellin0.020.8844910-0.070.000.009 991.88Currency momentum
2024.03.01 00:41:0011GBPUSDbuyin0.021.2624911-0.070.000.009 991.81Currency momentum
2024.03.01 00:41:0012USDJPYbuyin0.02149.97712-0.070.000.009 991.74Currency momentum
2024.03.01 00:41:0013AUDUSDsellin0.040.6496913-0.130.000.009 991.61Currency momentum
2024.04.01 01:06:0014GBPUSDsellout0.021.2639914-0.07-2.612.789 991.71
2024.04.01 01:06:0015AUDUSDbuyout0.040.6535415-0.13-4.45-14.279 972.86
2024.04.01 01:06:0016USDJPYsellout0.02151.25316-0.072.9015.639 991.32
2024.04.01 01:06:0017USDCHFbuyout0.020.9011817-0.07-7.82-34.319 949.12
2024.04.01 01:06:0018GBPUSDbuyin0.021.2640018-0.070.000.009 949.05Currency momentum
2024.04.01 01:06:0019USDCHFsellin0.020.9010419-0.070.000.009 948.98Currency momentum
2024.04.01 01:06:0020USDJPYbuyin0.02151.25620-0.070.000.009 948.91Currency momentum
2024.04.01 01:06:0021NZDUSDsellin0.040.5989121-0.130.000.009 948.78Currency momentum
2024.05.01 01:00:4022GBPUSDsellout0.021.2495822-0.07-2.72-27.039 918.96
2024.05.01 01:00:4023NZDUSDbuyout0.040.5890823-0.130.0436.859 955.72
2024.05.01 01:00:4024USDJPYsellout0.02157.65024-0.073.0076.0210 034.67
2024.05.01 01:00:4025USDCHFbuyout0.020.9195025-0.07-8.07-37.649 988.89
2024.05.01 01:00:4026GBPUSDbuyin0.021.2496026-0.070.000.009 988.82Currency momentum
2024.05.01 01:00:4027AUDUSDbuyin0.040.6474927-0.130.000.009 988.69Currency momentum
2024.05.01 01:00:4028USDJPYbuyin0.02157.65928-0.070.000.009 988.62Currency momentum
2024.05.01 01:00:4029NZDUSDsellin0.040.5890429-0.130.000.009 988.49Currency momentum
2024.06.04 00:22:4030GBPUSDsellout0.021.2805530-0.07-3.0756.7810 042.13
2024.06.04 00:22:4031AUDUSDsellout0.040.6685731-0.13-3.4577.3510 115.90
2024.06.04 00:22:4032NZDUSDbuyout0.040.6193132-0.130.05-111.0510 004.77
2024.06.04 00:22:4033USDJPYsellout0.02156.03833-0.073.36-19.069 989.00
2024.06.04 00:22:4034GBPUSDbuyin0.021.2807234-0.070.000.009 988.93Currency momentum
2024.06.04 00:22:4035AUDUSDbuyin0.040.6686935-0.130.000.009 988.80Currency momentum
2024.06.04 00:22:4036USDJPYbuyin0.02156.05536-0.070.000.009 988.73Currency momentum
2024.06.04 00:22:4037USDCHFbuyin0.020.8957237-0.070.000.009 988.66Currency momentum
2024.07.02 01:01:0038GBPUSDsellout0.021.2648738-0.07-2.53-29.529 956.54
2024.07.02 01:01:0039AUDUSDsellout0.040.6658039-0.13-2.84-10.769 942.81
2024.07.02 01:01:0040USDJPYsellout0.02161.46440-0.072.7462.3910 007.87
2024.07.02 01:01:0041USDCHFsellout0.020.9029141-0.073.6114.8310 026.24
2024.07.02 01:01:0042AUDUSDbuyin0.040.6658642-0.130.000.0010 026.11Currency momentum
2024.07.02 01:01:0043USDCHFsellin0.020.9029143-0.070.000.0010 026.04Currency momentum
2024.07.02 01:01:0044USDJPYbuyin0.02161.46544-0.070.000.0010 025.97Currency momentum
2024.07.02 01:01:0045EURUSDsellin0.021.0739845-0.070.000.0010 025.90Currency momentum
2024.08.01 01:01:0046EURUSDbuyout0.021.0831246-0.070.96-16.8810 009.91
2024.08.01 01:01:0047AUDUSDsellout0.040.6546247-0.13-3.25-41.519 965.02
2024.08.01 01:01:0048USDJPYsellout0.02149.93348-0.073.05-142.049 825.96
2024.08.01 01:01:0049USDCHFbuyout0.020.8779949-0.07-8.6452.429 869.67
2024.08.01 01:01:0050GBPUSDbuyin0.021.2861850-0.070.000.009 869.60Currency momentum
2024.08.01 01:01:0051USDCHFsellin0.020.8779851-0.070.000.009 869.53Currency momentum
2024.08.01 01:01:0052USDJPYbuyin0.02149.93452-0.070.000.009 869.46Currency momentum
2024.08.01 01:01:0053NZDUSDsellin0.040.5953753-0.130.000.009 869.33Currency momentum
2024.09.02 01:30:5954GBPUSDsellout0.021.3129954-0.07-2.7049.519 916.07
2024.09.02 01:30:5955NZDUSDbuyout0.040.6250755-0.130.04-109.689 806.30
2024.09.02 01:30:5956USDJPYsellout0.02146.33056-0.073.02-44.599 764.66
2024.09.02 01:30:5957USDCHFbuyout0.020.8504857-0.07-8.2958.539 814.83
2024.09.02 01:30:5958NZDUSDbuyin0.040.6250758-0.130.000.009 814.70Currency momentum
2024.09.02 01:30:5959AUDUSDbuyin0.040.6768059-0.130.000.009 814.57Currency momentum
2024.09.02 01:30:5960USDJPYbuyin0.02146.33160-0.070.000.009 814.50Currency momentum
2024.09.02 01:30:5961EURUSDsellin0.021.1047861-0.070.000.009 814.43Currency momentum
2024.10.01 01:01:0062EURUSDbuyout0.021.1135762-0.070.85-15.799 799.42
2024.10.01 01:01:0063AUDUSDsellout0.040.6915563-0.13-2.9152.999 849.37
2024.10.01 01:01:0064NZDUSDsellout0.040.6346064-0.13-4.3234.239 879.15
2024.10.01 01:01:0065USDJPYsellout0.02143.63365-0.072.93-33.749 848.27
2024.10.01 01:01:0066GBPUSDbuyin0.021.3375766-0.070.000.009 848.20Currency momentum
2024.10.01 01:01:0067USDCHFsellin0.020.8456567-0.070.000.009 848.13Currency momentum
2024.10.01 01:01:0068USDJPYbuyin0.02143.63468-0.070.000.009 848.06Currency momentum
2024.10.01 01:01:0069EURUSDsellin0.021.1135269-0.070.000.009 847.99Currency momentum
2024.11.01 23:50:5970EURUSDbuyout0.021.0836070-0.070.9955.229 904.13
2024.11.01 23:50:5971GBPUSDsellout0.021.2920671-0.07-2.97-84.009 817.09
2024.11.01 23:50:5972USDJPYsellout0.02152.96572-0.073.29112.609 932.91
2024.11.01 23:50:5973USDCHFbuyout0.020.8699173-0.07-9.20-51.489 872.16
2024.11.01 23:50:5974GBPUSDbuyin0.021.2920874-0.070.000.009 872.09Currency momentum
2024.11.01 23:50:5975USDCHFsellin0.020.8698775-0.070.000.009 872.02Currency momentum
2024.11.01 23:50:5976USDJPYbuyin0.02152.96976-0.070.000.009 871.95Currency momentum
2024.11.01 23:50:5977NZDUSDsellin0.040.5962777-0.130.000.009 871.82Currency momentum
2024.12.02 17:00:0078GBPUSDsellout0.021.2636478-0.07-2.61-52.509 816.64
2024.12.02 17:00:0079NZDUSDbuyout0.040.5869079-0.130.0434.599 851.14
2024.12.02 17:00:0080USDJPYsellout0.02149.95880-0.072.91-38.349 815.64
2024.12.02 17:00:0081USDCHFbuyout0.020.8877181-0.07-8.11-38.399 769.07
2024.12.02 17:00:0082GBPUSDbuyin0.021.2636782-0.070.000.009 769.00Currency momentum
2024.12.02 17:00:0083USDCHFsellin0.020.8876783-0.070.000.009 768.93Currency momentum
2024.12.02 17:00:0084NZDUSDsellin0.040.5868784-0.130.000.009 768.80Currency momentum
2024.12.02 17:00:0085EURUSDsellin0.021.0473785-0.070.000.009 768.73Currency momentum
2024.12.31 23:58:5986EURUSDbuyout0.021.0352886-0.070.8723.369 792.89end of test
2024.12.31 23:58:5987NZDUSDbuyout0.040.5594087-0.130.05106.149 898.95end of test
2024.12.31 23:58:5988USDCHFbuyout0.020.9075988-0.07-8.11-42.399 848.38end of test
2024.12.31 23:58:5989GBPUSDsellout0.021.2511989-0.07-2.67-24.119 821.53end of test
-7.60 -78.88 -91.99 9 821.53