Strategi Tester Rapport
ICMarketsEU-Demo (Build 6182)
Indstillinger
Expert : TFPublishedResearch
Symbol : USDJPY
Periode: Daily (2019.01.01 - 2024.01.01)
Input: Research session controls=
CampaignSession=0
CampaignSessionPolicy=1
CampaignBrokerWinterUTC=2
CampaignBrokerDST=1
CampaignEntryCutoffMinutes=30
CampaignFlatBeforeEndMinutes=15
ResearchMode=1
Variant=1
MagicNumber=26092142
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: 1297 Ticks : 7311654 Symboler: 1
Samlet Nettindtjening: 123.80 Saldo Trækning Absolut: 231.33 Egenskapital Trækning Absolut: 237.61
Brutto Profit: 490.55 Saldo Trækning Maksimal: 231.33 (2.31%) Egenskapital Trækning Maksimal: 320.36 (3.18%)
Brutto Tab: -366.75 Saldo Trækning Relativ: 2.31% (231.33) Egenskapital Trækning Relativ: 3.18% (320.36)
Profit Faktor: 1.34 Forventet Payoff: 3.99 Margin niveau: 10632.07%
Gendannelsesfaktor: 0.39 Sharpe Ratio : 0.28 Z-Score : 0.82 (58.78%)
AHPR : 1.0004 (0.04%) LR Korrelation: 0.55 OnTester resultat: 0
GHPR : 1.0004 (0.04%) LR Standard Fejl: 88.26
Samlet antal Handler: 31 Korte Handler (vundet %): 13 (15.38%) Lange Handler (vundet %): 18 (44.44%)
Samlet antal Tilbud: 62 Profit Handler (% af total): 10 (32.26%) Tab Handler (% af total): 21 (67.74%)
Største profitgivende handel: 162.10 Største tabsgivende handel: -26.66
Gennemsnitlig profitgivende handel: 49.06 Gennemsnitlig tabsgivende handel: -17.37
Maksimum på hinanden følgende gevinster ($): 2 (189.35) Maksimum på hinanden følgende tab ($): 7 (-105.46)
Maksimal på hinanden følgende profit (antal): 189.35 (2) Maksimal på hinanden følgende tab (antal): -134.16 (6)
Gennemsnitlig fortløbende wins: 1 Gennemsnitlig fortløbende tab: 3
Graph
Graph
Korrelation (Profit, MFE): 0.86 Korrelation (Profit, MAE): 0.61 Korrelation (MFE, MAE): 0.4677
Graph
Minimal holdetid for position: 22:37:00 Maksimal holdetid for position: 3215:15:40 Gennemsnitlig holdetid: 648:59:19
Graph
Ordre
Åbningstid Ordre Symbol Type Volumen Pris S / L T / P Tid Tilstand Kommentar
2019.01.02 00:15:002USDJPYsell0.02 / 0.020.000111.0772019.01.02 00:15:00filledTurtle S2
2019.02.04 15:56:403USDJPYbuy0.02 / 0.020.0002019.02.04 15:56:40filled
2019.02.25 19:15:404USDJPYbuy0.02 / 0.020.000110.0012019.02.25 19:15:40filledTurtle S2
2019.03.21 10:52:405USDJPYsell0.02 / 0.020.0002019.03.21 10:52:40filled
2019.04.17 03:10:406USDJPYbuy0.03 / 0.030.000111.1322019.04.17 03:10:40filledTurtle S2
2019.05.01 17:03:407USDJPYsell0.03 / 0.030.0002019.05.01 17:03:40filledsl 111.132
2019.05.09 10:24:408USDJPYsell0.02 / 0.020.000110.6602019.05.09 10:24:40filledTurtle S2
2019.05.21 18:30:409USDJPYbuy0.02 / 0.020.0002019.05.21 18:30:40filledsl 110.660
2019.05.31 07:53:4010USDJPYsell0.02 / 0.020.000110.0872019.05.31 07:53:40filledTurtle S2
2019.07.08 22:46:4011USDJPYbuy0.02 / 0.020.0002019.07.08 22:46:40filled
2019.07.31 21:52:4012USDJPYbuy0.02 / 0.020.000107.9392019.07.31 21:52:40filledTurtle S2
2019.08.01 20:29:4013USDJPYsell0.02 / 0.020.0002019.08.01 20:29:40filledsl 107.939
2019.08.02 15:13:4014USDJPYsell0.02 / 0.020.000107.9852019.08.02 15:13:40filledTurtle S2
2019.09.05 17:00:4015USDJPYbuy0.02 / 0.020.0002019.09.05 17:00:40filled
2019.10.11 14:52:4016USDJPYbuy0.02 / 0.020.000107.1122019.10.11 14:52:40filledTurtle S2
2020.01.02 17:26:4017USDJPYsell0.02 / 0.020.0002020.01.02 17:26:40filled
2020.01.02 17:48:4018USDJPYsell0.03 / 0.030.000109.0802020.01.02 17:48:40filledTurtle S2
2020.01.08 18:53:4019USDJPYbuy0.03 / 0.030.0002020.01.08 18:53:40filledsl 109.080
2020.01.13 11:04:4020USDJPYbuy0.02 / 0.020.000108.7712020.01.13 11:04:40filledTurtle S2
2020.01.27 01:28:4021USDJPYsell0.02 / 0.020.0002020.01.27 01:28:40filledsl 108.771
2020.02.19 12:29:4022USDJPYbuy0.03 / 0.030.000109.4822020.02.19 12:29:40filledTurtle S2
2020.02.28 00:16:4023USDJPYsell0.03 / 0.030.0002020.02.28 00:16:40filledsl 109.482
2020.02.28 22:10:4024USDJPYsell0.02 / 0.020.000108.8802020.02.28 22:10:40filledTurtle S2
2020.03.19 03:55:2025USDJPYbuy0.02 / 0.020.0002020.03.19 03:55:20filledsl 108.880
2020.06.04 08:00:4026USDJPYbuy0.02 / 0.020.000107.6102020.06.04 08:00:40filledTurtle S2
2020.06.10 07:12:4027USDJPYsell0.02 / 0.020.0002020.06.10 07:12:40filledsl 107.610
2020.07.24 16:07:4028USDJPYsell0.02 / 0.020.000107.2302020.07.24 16:07:40filledTurtle S2
2021.01.28 15:23:2029USDJPYbuy0.02 / 0.020.0002021.01.28 15:23:20filled
2021.01.29 11:26:4030USDJPYbuy0.03 / 0.030.000103.7732021.01.29 11:26:40filledTurtle S2
2021.04.19 10:31:4031USDJPYsell0.03 / 0.030.0002021.04.19 10:31:40filled
2021.06.03 17:53:2032USDJPYbuy0.02 / 0.020.000109.1002021.06.03 17:53:20filledTurtle S2
2021.07.19 15:30:4033USDJPYsell0.02 / 0.020.0002021.07.19 15:30:40filled
2021.08.03 15:47:4034USDJPYsell0.02 / 0.020.000110.1732021.08.03 15:47:40filledTurtle S2
2021.08.06 16:05:2035USDJPYbuy0.02 / 0.020.0002021.08.06 16:05:20filledsl 110.173
2021.09.27 03:12:2036USDJPYbuy0.02 / 0.020.000109.7462021.09.27 03:12:20filledTurtle S2
2021.11.09 04:54:4037USDJPYsell0.02 / 0.020.0002021.11.09 04:54:40filled
2021.11.16 22:32:4038USDJPYbuy0.02 / 0.020.000113.5262021.11.16 22:32:40filledTurtle S2
2021.11.26 17:00:4039USDJPYsell0.02 / 0.020.0002021.11.26 17:00:40filledsl 113.526
2022.01.04 04:56:4040USDJPYbuy0.02 / 0.020.000114.4802022.01.04 04:56:40filledTurtle S2
2022.01.12 21:39:4041USDJPYsell0.02 / 0.020.0002022.01.12 21:39:40filledsl 114.480
2022.03.11 02:56:4042USDJPYbuy0.02 / 0.020.000115.1092022.03.11 02:56:40filledTurtle S2
2022.05.24 16:32:4043USDJPYsell0.02 / 0.020.0002022.05.24 16:32:40filled
2022.06.06 17:37:4044USDJPYbuy0.01 / 0.010.000129.0032022.06.06 17:37:40filledTurtle S2
2022.07.28 15:47:2045USDJPYsell0.01 / 0.010.0002022.07.28 15:47:20filled
2022.08.02 01:40:2046USDJPYsell0.01 / 0.010.000134.2522022.08.02 01:40:20filledTurtle S2
2022.08.03 17:08:4047USDJPYbuy0.01 / 0.010.0002022.08.03 17:08:40filledsl 134.252
2022.09.01 02:54:4048USDJPYbuy0.01 / 0.010.000136.6172022.09.01 02:54:40filledTurtle S2
2022.11.10 15:30:4049USDJPYsell0.01 / 0.010.0002022.11.10 15:30:40filled
2022.11.10 23:09:4050USDJPYsell0.01 / 0.010.000143.5612022.11.10 23:09:40filledTurtle S2
2023.02.06 18:00:4051USDJPYbuy0.01 / 0.010.0002023.02.06 18:00:40filled
2023.02.17 06:42:4052USDJPYbuy0.01 / 0.010.000131.3552023.02.17 06:42:40filledTurtle S2
2023.03.15 16:14:4053USDJPYsell0.01 / 0.010.0002023.03.15 16:14:40filled
2023.05.18 10:55:4054USDJPYbuy0.01 / 0.010.000135.2562023.05.18 10:55:40filledTurtle S2
2023.07.12 15:30:4055USDJPYsell0.01 / 0.010.0002023.07.12 15:30:40filled
2023.07.14 04:37:4056USDJPYsell0.01 / 0.010.000139.8402023.07.14 04:37:40filledTurtle S2
2023.07.19 12:19:4057USDJPYbuy0.01 / 0.010.0002023.07.19 12:19:40filledsl 139.840
2023.08.14 03:29:4058USDJPYbuy0.01 / 0.010.000142.4772023.08.14 03:29:40filledTurtle S2
2023.11.20 06:14:2059USDJPYsell0.01 / 0.010.0002023.11.20 06:14:20filled
2023.11.21 06:31:4060USDJPYsell0.01 / 0.010.000149.2962023.11.21 06:31:40filledTurtle S2
2023.11.22 10:43:4061USDJPYbuy0.01 / 0.010.0002023.11.22 10:43:40filledsl 149.296
2023.11.29 01:14:4062USDJPYsell0.01 / 0.010.000149.2452023.11.29 01:14:40filledTurtle S2
2023.12.29 23:56:5963USDJPYbuy0.01 / 0.010.0002023.12.29 23:56:59filledend of test
Tilbud
Tid Tilbud Symbol Type Retning Volumen Pris Ordre Kommission Swap Profit Saldo Kommentar
2019.01.01 00:00:001balance0.000.0010 000.0010 000.00
2019.01.02 00:15:002USDJPYsellin0.02109.6182-0.070.000.009 999.93Turtle S2
2019.02.04 15:56:403USDJPYbuyout0.02110.0273-0.07-8.94-6.509 984.42
2019.02.25 19:15:404USDJPYbuyin0.02111.1444-0.070.000.009 984.35Turtle S2
2019.03.21 10:52:405USDJPYsellout0.02110.3545-0.073.38-12.549 975.12
2019.04.17 03:10:406USDJPYbuyin0.03112.1656-0.100.000.009 975.02Turtle S2
2019.05.01 17:03:407USDJPYsellout0.03111.1327-0.102.76-24.789 952.90sl 111.132
2019.05.09 10:24:408USDJPYsellin0.02109.6468-0.070.000.009 952.83Turtle S2
2019.05.21 18:30:409USDJPYbuyout0.02110.6609-0.07-2.77-16.429 933.57sl 110.660
2019.05.31 07:53:4010USDJPYsellin0.02109.00810-0.070.000.009 933.50Turtle S2
2019.07.08 22:46:4011USDJPYbuyout0.02108.80011-0.07-10.043.419 926.80
2019.07.31 21:52:4012USDJPYbuyin0.02109.00112-0.070.000.009 926.73Turtle S2
2019.08.01 20:29:4013USDJPYsellout0.02107.93913-0.070.41-17.789 909.29sl 107.939
2019.08.02 15:13:4014USDJPYsellin0.02106.77214-0.070.000.009 909.22Turtle S2
2019.09.05 17:00:4015USDJPYbuyout0.02107.09015-0.07-9.77-5.369 894.02
2019.10.11 14:52:4016USDJPYbuyin0.02108.48016-0.070.000.009 893.95Turtle S2
2020.01.02 17:26:4017USDJPYsellout0.02108.39417-0.0710.95-1.429 903.41
2020.01.02 17:48:4018USDJPYsellin0.03108.21218-0.100.000.009 903.31Turtle S2
2020.01.08 18:53:4019USDJPYbuyout0.03109.08019-0.10-2.93-21.489 878.80sl 109.080
2020.01.13 11:04:4020USDJPYbuyin0.02109.80120-0.070.000.009 878.73Turtle S2
2020.01.27 01:28:4021USDJPYsellout0.02108.77121-0.071.86-17.179 863.35sl 108.771
2020.02.19 12:29:4022USDJPYbuyin0.03110.35022-0.100.000.009 863.25Turtle S2
2020.02.28 00:16:4023USDJPYsellout0.03109.48223-0.102.22-21.649 843.73sl 109.482
2020.02.28 22:10:4024USDJPYsellin0.02107.63924-0.070.000.009 843.66Turtle S2
2020.03.19 03:55:2025USDJPYbuyout0.02108.88025-0.07-5.69-20.909 817.00sl 108.880
2020.06.04 08:00:4026USDJPYbuyin0.02109.06626-0.070.000.009 816.93Turtle S2
2020.06.10 07:12:4027USDJPYsellout0.02107.61027-0.070.52-23.869 793.52sl 107.610
2020.07.24 16:07:4028USDJPYsellin0.02106.05928-0.070.000.009 793.45Turtle S2
2021.01.28 15:23:2029USDJPYbuyout0.02104.39929-0.07-50.9126.309 768.77
2021.01.29 11:26:4030USDJPYbuyin0.03104.75530-0.100.000.009 768.67Turtle S2
2021.04.19 10:31:4031USDJPYsellout0.03108.40431-0.1014.8284.239 867.62
2021.06.03 17:53:2032USDJPYbuyin0.02110.21032-0.070.000.009 867.55Turtle S2
2021.07.19 15:30:4033USDJPYsellout0.02109.50733-0.075.43-10.919 862.00
2021.08.03 15:47:4034USDJPYsellin0.02109.03434-0.070.000.009 861.93Turtle S2
2021.08.06 16:05:2035USDJPYbuyout0.02110.17335-0.07-1.30-17.559 843.01sl 110.173
2021.09.27 03:12:2036USDJPYbuyin0.02110.80936-0.070.000.009 842.94Turtle S2
2021.11.09 04:54:4037USDJPYsellout0.02112.98737-0.075.3233.289 881.47
2021.11.16 22:32:4038USDJPYbuyin0.02114.78538-0.070.000.009 881.40Turtle S2
2021.11.26 17:00:4039USDJPYsellout0.02113.52639-0.071.54-19.649 863.23sl 113.526
2022.01.04 04:56:4040USDJPYbuyin0.02115.61740-0.070.000.009 863.16Turtle S2
2022.01.12 21:39:4041USDJPYsellout0.02114.48041-0.070.98-17.379 846.70sl 114.480
2022.03.11 02:56:4042USDJPYbuyin0.02116.38142-0.070.000.009 846.63Turtle S2
2022.05.24 16:32:4043USDJPYsellout0.02126.80643-0.078.69153.4810 008.73
2022.06.06 17:37:4044USDJPYbuyin0.01131.41044-0.030.000.0010 008.70Turtle S2
2022.07.28 15:47:2045USDJPYsellout0.01134.70645-0.033.2024.0810 035.95
2022.08.02 01:40:2046USDJPYsellin0.01131.47646-0.030.000.0010 035.92Turtle S2
2022.08.03 17:08:4047USDJPYbuyout0.01134.25247-0.03-0.12-20.3810 015.39sl 134.252
2022.09.01 02:54:4048USDJPYbuyin0.01139.43748-0.030.000.0010 015.36Turtle S2
2022.11.10 15:30:4049USDJPYsellout0.01144.85849-0.034.1037.1010 056.53
2022.11.10 23:09:4050USDJPYsellin0.01140.20550-0.030.000.0010 056.50Turtle S2
2023.02.06 18:00:4051USDJPYbuyout0.01132.90351-0.03-10.2751.2110 097.41
2023.02.17 06:42:4052USDJPYbuyin0.01134.78952-0.030.000.0010 097.38Turtle S2
2023.03.15 16:14:4053USDJPYsellout0.01132.21653-0.031.41-18.4510 080.31
2023.05.18 10:55:4054USDJPYbuyin0.01137.83354-0.030.000.0010 080.28Turtle S2
2023.07.12 15:30:4055USDJPYsellout0.01138.86855-0.032.726.7510 089.72
2023.07.14 04:37:4056USDJPYsellin0.01137.41756-0.030.000.0010 089.69Turtle S2
2023.07.19 12:19:4057USDJPYbuyout0.01139.84057-0.03-0.33-15.4210 073.91sl 139.840
2023.08.14 03:29:4058USDJPYbuyin0.01145.18858-0.030.000.0010 073.88Turtle S2
2023.11.20 06:14:2059USDJPYsellout0.01148.79959-0.034.9622.2110 101.02
2023.11.21 06:31:4060USDJPYsellin0.01147.24260-0.030.000.0010 100.99Turtle S2
2023.11.22 10:43:4061USDJPYbuyout0.01149.29661-0.03-0.10-12.6310 088.23sl 149.296
2023.11.29 01:14:4062USDJPYsellin0.01147.10962-0.030.000.0010 088.20Turtle S2
2023.12.29 23:56:5963USDJPYbuyout0.01141.02363-0.03-3.4639.0910 123.80end of test
-3.78 -31.36 158.94 10 123.80