Strategi Tester Rapport
ICMarketsEU-Demo (Build 6182)
Indstillinger
Expert : TF_Donchian_ATR_Assistant_Sessions
Symbol : USDJPY
Periode: H4 (2024.01.01 - 2025.01.01)
Input: Research session controls=
CampaignSession=0
CampaignSessionPolicy=1
CampaignBrokerWinterUTC=2
CampaignBrokerDST=1
CampaignEntryCutoffMinutes=30
CampaignFlatBeforeEndMinutes=15
Signal=
SignalTimeframe=16388
DonchianPeriod=20
EMAFilterPeriod=100
ATRPeriod=14
Risk controls=
RiskPercent=0.25
StopATR=2
RewardRisk=3
DailyEquityLossLimit=2.0
MaximumSpreadPips=2.0
SlippagePoints=10
MagicNumber=26090101
Optional trade window (broker server time)=
UseTradeWindow=false
StartHour=0
EndHour=23
Firma: IC Markets (EU) Ltd
Valuta: EUR
Oprindelig Indbetaling: 10 000.00
Gearing: 1:30
Resultater
Historie Kvalitet: 100%
Barer: 1560 Ticks : 1480873 Symboler: 1
Samlet Nettindtjening: 492.62 Saldo Trækning Absolut: 0.10 Egenskapital Trækning Absolut: 14.09
Brutto Profit: 994.91 Saldo Trækning Maksimal: 100.62 (0.99%) Egenskapital Trækning Maksimal: 151.08 (1.47%)
Brutto Tab: -502.29 Saldo Trækning Relativ: 0.99% (100.62) Egenskapital Trækning Relativ: 1.47% (151.08)
Profit Faktor: 1.98 Forventet Payoff: 12.63 Margin niveau: 2944.64%
Gendannelsesfaktor: 3.26 Sharpe Ratio : 2.23 Z-Score : 1.39 (83.55%)
AHPR : 1.0012 (0.12%) LR Korrelation: 0.93 OnTester resultat: 0
GHPR : 1.0012 (0.12%) LR Standard Fejl: 46.66
Samlet antal Handler: 39 Korte Handler (vundet %): 17 (29.41%) Lange Handler (vundet %): 22 (45.45%)
Samlet antal Tilbud: 78 Profit Handler (% af total): 15 (38.46%) Tab Handler (% af total): 24 (61.54%)
Største profitgivende handel: 76.94 Største tabsgivende handel: -25.82
Gennemsnitlig profitgivende handel: 66.33 Gennemsnitlig tabsgivende handel: -20.73
Maksimum på hinanden følgende gevinster ($): 2 (148.76) Maksimum på hinanden følgende tab ($): 5 (-99.90)
Maksimal på hinanden følgende profit (antal): 148.76 (2) Maksimal på hinanden følgende tab (antal): -99.90 (5)
Gennemsnitlig fortløbende wins: 1 Gennemsnitlig fortløbende tab: 2
Graph
Graph
Korrelation (Profit, MFE): 0.86 Korrelation (Profit, MAE): 0.78 Korrelation (MFE, MAE): 0.5777
Graph
Minimal holdetid for position: 2:31:40 Maksimal holdetid for position: 599:31:20 Gennemsnitlig holdetid: 112:58:47
Graph
Ordre
Åbningstid Ordre Symbol Type Volumen Pris S / L T / P Tid Tilstand Kommentar
2024.01.03 20:00:002USDJPYbuy0.03 / 0.030.000142.527146.8462024.01.03 20:00:00filledTF Donchian ATR
2024.01.16 18:00:403USDJPYsell0.03 / 0.030.0002024.01.16 18:00:40filledtp 146.846
2024.01.16 20:00:004USDJPYbuy0.04 / 0.040.000146.306150.1192024.01.16 20:00:00filledTF Donchian ATR
2024.01.31 17:54:405USDJPYsell0.04 / 0.040.0002024.01.31 17:54:40filledsl 146.306
2024.01.31 20:00:006USDJPYsell0.04 / 0.040.000147.326143.4552024.01.31 20:00:00filledTF Donchian ATR
2024.01.31 22:31:407USDJPYbuy0.04 / 0.040.0002024.01.31 22:31:40filledsl 147.326
2024.02.02 16:00:008USDJPYbuy0.02 / 0.020.000146.611152.0502024.02.02 16:00:00filledTF Donchian ATR
2024.03.08 15:31:209USDJPYsell0.02 / 0.020.0002024.03.08 15:31:20filledsl 146.611
2024.03.15 20:00:0010USDJPYbuy0.04 / 0.040.000148.287151.5362024.03.15 20:00:00filledTF Donchian ATR
2024.03.20 07:53:4011USDJPYsell0.04 / 0.040.0002024.03.20 07:53:40filledtp 151.536
2024.03.20 08:00:0012USDJPYbuy0.05 / 0.050.000150.684153.9002024.03.20 08:00:00filledTF Donchian ATR
2024.03.21 02:47:4013USDJPYsell0.05 / 0.050.0002024.03.21 02:47:40filledsl 150.684
2024.04.03 16:00:0014USDJPYbuy0.11 / 0.110.000151.506152.8912024.04.03 16:00:00filledTF Donchian ATR
2024.04.04 16:45:4015USDJPYsell0.11 / 0.110.0002024.04.04 16:45:40filledsl 151.506
2024.04.10 16:00:0016USDJPYbuy0.11 / 0.110.000152.025153.4812024.04.10 16:00:00filledTF Donchian ATR
2024.04.15 04:02:2017USDJPYsell0.11 / 0.110.0002024.04.15 04:02:20filledtp 153.481
2024.04.15 08:00:0018USDJPYbuy0.05 / 0.050.000153.015156.1312024.04.15 08:00:00filledTF Donchian ATR
2024.04.26 06:37:4019USDJPYsell0.05 / 0.050.0002024.04.26 06:37:40filledtp 156.131
2024.04.26 08:00:0020USDJPYbuy0.07 / 0.070.000155.637157.8932024.04.26 08:00:00filledTF Donchian ATR
2024.04.26 11:01:4021USDJPYsell0.07 / 0.070.0002024.04.26 11:01:40filledsl 155.637
2024.04.26 12:00:0022USDJPYbuy0.05 / 0.050.000155.747159.0082024.04.26 12:00:00filledTF Donchian ATR
2024.04.29 04:35:4023USDJPYsell0.05 / 0.050.0002024.04.29 04:35:40filledtp 159.008
2024.05.03 16:00:0024USDJPYsell0.01 / 0.010.000154.372145.7042024.05.03 16:00:00filledTF Donchian ATR
2024.05.07 04:42:4025USDJPYbuy0.01 / 0.010.0002024.05.07 04:42:40filledsl 154.372
2024.05.08 04:00:0026USDJPYbuy0.04 / 0.040.000154.009157.6342024.05.08 04:00:00filledTF Donchian ATR
2024.05.16 03:33:4027USDJPYsell0.04 / 0.040.0002024.05.16 03:33:40filledsl 154.009
2024.05.16 04:00:0028USDJPYsell0.04 / 0.040.000154.631150.7672024.05.16 04:00:00filledTF Donchian ATR
2024.05.16 11:18:4029USDJPYbuy0.04 / 0.040.0002024.05.16 11:18:40filledsl 154.631
2024.05.21 04:00:0030USDJPYbuy0.06 / 0.060.000155.773158.3882024.05.21 04:00:00filledTF Donchian ATR
2024.06.04 10:05:4031USDJPYsell0.06 / 0.060.0002024.06.04 10:05:40filledsl 155.773
2024.06.04 12:00:0032USDJPYsell0.04 / 0.040.000156.319152.2542024.06.04 12:00:00filledTF Donchian ATR
2024.06.05 17:10:4033USDJPYbuy0.04 / 0.040.0002024.06.05 17:10:40filledsl 156.319
2024.06.07 16:00:0034USDJPYbuy0.03 / 0.030.000155.607160.2982024.06.07 16:00:00filledTF Donchian ATR
2024.06.26 13:54:4035USDJPYsell0.03 / 0.030.0002024.06.26 13:54:40filledtp 160.298
2024.06.26 16:00:0036USDJPYbuy0.06 / 0.060.000159.691162.3442024.06.26 16:00:00filledTF Donchian ATR
2024.07.11 15:42:4037USDJPYsell0.06 / 0.060.0002024.07.11 15:42:40filledsl 159.691
2024.07.11 16:00:0038USDJPYsell0.04 / 0.040.000159.588155.8632024.07.11 16:00:00filledTF Donchian ATR
2024.07.18 02:05:4039USDJPYbuy0.04 / 0.040.0002024.07.18 02:05:40filledtp 155.863
2024.07.18 04:00:0040USDJPYsell0.03 / 0.030.000156.898152.2612024.07.18 04:00:00filledTF Donchian ATR
2024.07.18 18:41:4041USDJPYbuy0.03 / 0.030.0002024.07.18 18:41:40filledsl 156.898
2024.07.23 20:00:0042USDJPYsell0.04 / 0.040.000156.776152.8122024.07.23 20:00:00filledTF Donchian ATR
2024.07.25 04:31:4043USDJPYbuy0.04 / 0.040.0002024.07.25 04:31:40filledtp 152.812
2024.07.25 08:00:0044USDJPYsell0.02 / 0.020.000154.117148.1342024.07.25 08:00:00filledTF Donchian ATR
2024.07.25 16:07:2045USDJPYbuy0.02 / 0.020.0002024.07.25 16:07:20filledsl 154.117
2024.07.31 04:00:0046USDJPYsell0.03 / 0.030.000153.740148.2812024.07.31 04:00:00filledTF Donchian ATR
2024.07.31 06:59:4047USDJPYbuy0.03 / 0.030.0002024.07.31 06:59:40filledsl 153.740
2024.07.31 12:00:0048USDJPYsell0.02 / 0.020.000152.914144.9472024.07.31 12:00:00filledTF Donchian ATR
2024.08.05 04:10:2049USDJPYbuy0.02 / 0.020.0002024.08.05 04:10:20filledtp 144.947
2024.08.05 08:00:0050USDJPYsell0.01 / 0.010.000145.641135.7562024.08.05 08:00:00filledTF Donchian ATR
2024.08.06 02:49:4051USDJPYbuy0.01 / 0.010.0002024.08.06 02:49:40filledsl 145.641
2024.08.26 04:00:0052USDJPYsell0.02 / 0.020.000145.212139.2272024.08.26 04:00:00filledTF Donchian ATR
2024.08.29 15:30:4053USDJPYbuy0.02 / 0.020.0002024.08.29 15:30:40filledsl 145.212
2024.09.02 12:00:0054USDJPYbuy0.03 / 0.030.000145.626149.9422024.09.02 12:00:00filledTF Donchian ATR
2024.09.03 11:36:4055USDJPYsell0.03 / 0.030.0002024.09.03 11:36:40filledsl 145.626
2024.09.04 20:00:0056USDJPYsell0.03 / 0.030.000145.203140.5942024.09.04 20:00:00filledTF Donchian ATR
2024.09.13 11:12:4057USDJPYbuy0.03 / 0.030.0002024.09.13 11:12:40filledtp 140.594
2024.09.16 08:00:0058USDJPYsell0.03 / 0.030.000141.552136.2192024.09.16 08:00:00filledTF Donchian ATR
2024.09.17 16:54:4059USDJPYbuy0.03 / 0.030.0002024.09.17 16:54:40filledsl 141.552
2024.09.19 04:00:0060USDJPYbuy0.02 / 0.020.000141.853148.3962024.09.19 04:00:00filledTF Donchian ATR
2024.09.20 09:25:4061USDJPYsell0.02 / 0.020.0002024.09.20 09:25:40filledsl 141.853
2024.09.27 04:00:0062USDJPYbuy0.03 / 0.030.000144.280149.0152024.09.27 04:00:00filledTF Donchian ATR
2024.09.27 09:23:4063USDJPYsell0.03 / 0.030.0002024.09.27 09:23:40filledsl 144.280
2024.09.27 16:00:0064USDJPYsell0.02 / 0.020.000144.294137.1982024.09.27 16:00:00filledTF Donchian ATR
2024.10.01 06:37:4065USDJPYbuy0.02 / 0.020.0002024.10.01 06:37:40filledsl 144.294
2024.10.03 04:00:0066USDJPYbuy0.02 / 0.020.000145.415151.7272024.10.03 04:00:00filledTF Donchian ATR
2024.10.23 04:38:4067USDJPYsell0.02 / 0.020.0002024.10.23 04:38:40filledtp 151.727
2024.10.23 08:00:0068USDJPYbuy0.04 / 0.040.000151.157154.8292024.10.23 08:00:00filledTF Donchian ATR
2024.11.12 19:11:4069USDJPYsell0.04 / 0.040.0002024.11.12 19:11:40filledtp 154.829
2024.11.12 20:00:0070USDJPYbuy0.04 / 0.040.000153.789157.7762024.11.12 20:00:00filledTF Donchian ATR
2024.11.19 10:39:4071USDJPYsell0.04 / 0.040.0002024.11.19 10:39:40filledsl 153.789
2024.11.26 16:00:0072USDJPYsell0.03 / 0.030.000154.808149.3092024.11.26 16:00:00filledTF Donchian ATR
2024.12.02 18:22:4073USDJPYbuy0.03 / 0.030.0002024.12.02 18:22:40filledtp 149.309
2024.12.03 16:00:0074USDJPYsell0.02 / 0.020.000150.214144.7702024.12.03 16:00:00filledTF Donchian ATR
2024.12.04 09:14:4075USDJPYbuy0.02 / 0.020.0002024.12.04 09:14:40filledsl 150.214
2024.12.10 12:00:0076USDJPYbuy0.03 / 0.030.000150.529154.8172024.12.10 12:00:00filledTF Donchian ATR
2024.12.18 23:47:4077USDJPYsell0.03 / 0.030.0002024.12.18 23:47:40filledtp 154.817
2024.12.19 08:00:0078USDJPYbuy0.04 / 0.040.000154.183158.3672024.12.19 08:00:00filledTF Donchian ATR
2024.12.31 23:58:5979USDJPYsell0.04 / 0.040.0002024.12.31 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
2024.01.03 20:00:002USDJPYbuyin0.03143.6072-0.100.000.009 999.90TF Donchian ATR
2024.01.16 18:00:403USDJPYsellout0.03146.8463-0.102.0160.8010 062.61tp 146.846
2024.01.16 20:00:004USDJPYbuyin0.04147.2594-0.130.000.0010 062.48TF Donchian ATR
2024.01.31 17:54:405USDJPYsellout0.04146.3065-0.133.02-24.0010 041.37sl 146.306
2024.01.31 20:00:006USDJPYsellin0.04146.3586-0.130.000.0010 041.24TF Donchian ATR
2024.01.31 22:31:407USDJPYbuyout0.04147.3267-0.130.00-24.3410 016.77sl 147.326
2024.02.02 16:00:008USDJPYbuyin0.02147.9718-0.070.000.0010 016.70TF Donchian ATR
2024.03.08 15:31:209USDJPYsellout0.02146.6119-0.073.51-16.9310 003.21sl 146.611
2024.03.15 20:00:0010USDJPYbuyin0.04149.09910-0.130.000.0010 003.08TF Donchian ATR
2024.03.20 07:53:4011USDJPYsellout0.04151.53611-0.130.6059.2010 062.75tp 151.536
2024.03.20 08:00:0012USDJPYbuyin0.05151.48812-0.160.000.0010 062.59TF Donchian ATR
2024.03.21 02:47:4013USDJPYsellout0.05150.68413-0.160.74-24.3910 038.78sl 150.684
2024.04.03 16:00:0014USDJPYbuyin0.11151.85214-0.360.000.0010 038.42TF Donchian ATR
2024.04.04 16:45:4015USDJPYsellout0.11151.50615-0.361.64-23.1010 016.60sl 151.506
2024.04.10 16:00:0016USDJPYbuyin0.11152.38916-0.360.000.0010 016.24TF Donchian ATR
2024.04.15 04:02:2017USDJPYsellout0.11153.48117-0.362.7473.5110 092.13tp 153.481
2024.04.15 08:00:0018USDJPYbuyin0.05153.79418-0.160.000.0010 091.97TF Donchian ATR
2024.04.26 06:37:4019USDJPYsellout0.05156.13119-0.163.2269.8110 164.84tp 156.131
2024.04.26 08:00:0020USDJPYbuyin0.07156.20120-0.230.000.0010 164.61TF Donchian ATR
2024.04.26 11:01:4021USDJPYsellout0.07155.63721-0.230.00-23.7010 140.68sl 155.637
2024.04.26 12:00:0022USDJPYbuyin0.05156.56222-0.160.000.0010 140.52TF Donchian ATR
2024.04.29 04:35:4023USDJPYsellout0.05159.00823-0.160.2471.2710 211.87tp 159.008
2024.05.03 16:00:0024USDJPYsellin0.01152.20524-0.030.000.0010 211.84TF Donchian ATR
2024.05.07 04:42:4025USDJPYbuyout0.01154.37225-0.03-0.20-13.0410 198.57sl 154.372
2024.05.08 04:00:0026USDJPYbuyin0.04154.91526-0.130.000.0010 198.44TF Donchian ATR
2024.05.16 03:33:4027USDJPYsellout0.04154.00927-0.131.94-21.6110 178.64sl 154.009
2024.05.16 04:00:0028USDJPYsellin0.04153.66528-0.130.000.0010 178.51TF Donchian ATR
2024.05.16 11:18:4029USDJPYbuyout0.04154.63129-0.130.00-22.9810 155.40sl 154.631
2024.05.21 04:00:0030USDJPYbuyin0.06156.42730-0.200.000.0010 155.20TF Donchian ATR
2024.06.04 10:05:4031USDJPYsellout0.06155.77331-0.204.05-23.1210 135.93sl 155.773
2024.06.04 12:00:0032USDJPYsellin0.04155.30332-0.130.000.0010 135.80TF Donchian ATR
2024.06.05 17:10:4033USDJPYbuyout0.04156.31933-0.13-0.40-23.9210 111.35sl 156.319
2024.06.07 16:00:0034USDJPYbuyin0.03156.78034-0.100.000.0010 111.25TF Donchian ATR
2024.06.26 13:54:4035USDJPYsellout0.03160.29835-0.102.4461.6110 175.20tp 160.298
2024.06.26 16:00:0036USDJPYbuyin0.06160.35436-0.200.000.0010 175.00TF Donchian ATR
2024.07.11 15:42:4037USDJPYsellout0.06159.69137-0.204.79-22.9010 156.69sl 159.691
2024.07.11 16:00:0038USDJPYsellin0.04158.65738-0.130.000.0010 156.56TF Donchian ATR
2024.07.18 02:05:4039USDJPYbuyout0.04155.86339-0.13-2.7565.6010 219.28tp 155.863
2024.07.18 04:00:0040USDJPYsellin0.03155.73940-0.100.000.0010 219.18TF Donchian ATR
2024.07.18 18:41:4041USDJPYbuyout0.03156.89841-0.100.00-20.2910 198.79sl 156.898
2024.07.23 20:00:0042USDJPYsellin0.04155.78542-0.130.000.0010 198.66TF Donchian ATR
2024.07.25 04:31:4043USDJPYbuyout0.04152.81243-0.13-1.6271.7910 268.70tp 152.812
2024.07.25 08:00:0044USDJPYsellin0.02152.62144-0.070.000.0010 268.63TF Donchian ATR
2024.07.25 16:07:2045USDJPYbuyout0.02154.11745-0.070.00-17.9010 250.66sl 154.117
2024.07.31 04:00:0046USDJPYsellin0.03152.37546-0.100.000.0010 250.56TF Donchian ATR
2024.07.31 06:59:4047USDJPYbuyout0.03153.74047-0.100.00-24.6010 225.86sl 153.740
2024.07.31 12:00:0048USDJPYsellin0.02150.92248-0.070.000.0010 225.79TF Donchian ATR
2024.08.05 04:10:2049USDJPYbuyout0.02144.94749-0.07-1.0575.5410 300.21tp 144.947
2024.08.05 08:00:0050USDJPYsellin0.01143.17050-0.030.000.0010 300.18TF Donchian ATR
2024.08.06 02:49:4051USDJPYbuyout0.01145.64151-0.03-0.11-15.4910 284.55sl 145.641
2024.08.26 04:00:0052USDJPYsellin0.02143.71652-0.070.000.0010 284.48TF Donchian ATR
2024.08.29 15:30:4053USDJPYbuyout0.02145.21253-0.07-1.05-18.6110 264.75sl 145.212
2024.09.02 12:00:0054USDJPYbuyin0.03146.70554-0.100.000.0010 264.65TF Donchian ATR
2024.09.03 11:36:4055USDJPYsellout0.03145.62655-0.100.15-20.1110 244.59sl 145.626
2024.09.04 20:00:0056USDJPYsellin0.03144.05156-0.100.000.0010 244.49TF Donchian ATR
2024.09.13 11:12:4057USDJPYbuyout0.03140.59457-0.10-3.5366.5310 307.39tp 140.594
2024.09.16 08:00:0058USDJPYsellin0.03140.21958-0.100.000.0010 307.29TF Donchian ATR
2024.09.17 16:54:4059USDJPYbuyout0.03141.55259-0.10-0.32-25.4010 281.47sl 141.552
2024.09.19 04:00:0060USDJPYbuyin0.02143.48960-0.070.000.0010 281.40TF Donchian ATR
2024.09.20 09:25:4061USDJPYsellout0.02141.85361-0.070.10-20.6510 260.78sl 141.853
2024.09.27 04:00:0062USDJPYbuyin0.03145.46462-0.100.000.0010 260.68TF Donchian ATR
2024.09.27 09:23:4063USDJPYsellout0.03144.28063-0.100.00-22.1510 238.43sl 144.280
2024.09.27 16:00:0064USDJPYsellin0.02142.52064-0.070.000.0010 238.36TF Donchian ATR
2024.10.01 06:37:4065USDJPYbuyout0.02144.29465-0.07-0.42-22.0810 215.79sl 144.294
2024.10.03 04:00:0066USDJPYbuyin0.02146.99366-0.070.000.0010 215.72TF Donchian ATR
2024.10.23 04:38:4067USDJPYsellout0.02151.72767-0.071.8057.8010 275.25tp 151.727
2024.10.23 08:00:0068USDJPYbuyin0.04152.07568-0.130.000.0010 275.12TF Donchian ATR
2024.11.12 19:11:4069USDJPYsellout0.04154.82969-0.133.9867.1410 346.11tp 154.829
2024.11.12 20:00:0070USDJPYbuyin0.04154.78670-0.130.000.0010 345.98TF Donchian ATR
2024.11.19 10:39:4071USDJPYsellout0.04153.78971-0.131.40-24.5810 322.67sl 153.789
2024.11.26 16:00:0072USDJPYsellin0.03153.43372-0.100.000.0010 322.57TF Donchian ATR
2024.12.02 18:22:4073USDJPYbuyout0.03149.30973-0.10-1.9178.9510 399.51tp 149.309
2024.12.03 16:00:0074USDJPYsellin0.02148.85374-0.070.000.0010 399.44TF Donchian ATR
2024.12.04 09:14:4075USDJPYbuyout0.02150.21475-0.07-0.22-17.2310 381.92sl 150.214
2024.12.10 12:00:0076USDJPYbuyin0.03151.60176-0.100.000.0010 381.82TF Donchian ATR
2024.12.18 23:47:4077USDJPYsellout0.03154.81777-0.101.2160.1910 443.12tp 154.817
2024.12.19 08:00:0078USDJPYbuyin0.04155.22978-0.130.000.0010 442.99TF Donchian ATR
2024.12.31 23:58:5979USDJPYsellout0.04157.17379-0.131.9947.7710 492.62end of test
-9.76 27.99 474.39 10 492.62