Strategi Tester Rapport |
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ICMarketsEU-Demo (Build 6182) |
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Indstillinger |
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| Expert : | TFPublishedResearch | |||||||||||
| Symbol : | USDJPY | |||||||||||
| Periode: | Daily (2024.01.01 - 2025.01.01) | |||||||||||
| 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 |
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| Historie Kvalitet: | 100% | |||||||||||
| Barer: | 260 | Ticks : | 1480873 | Symboler: | 1 | |||||||
| Samlet Nettindtjening: | 138.79 | Saldo Trækning Absolut: | 4.02 | Egenskapital Trækning Absolut: | 11.25 | |||||||
| Brutto Profit: | 142.90 | Saldo Trækning Maksimal: | 4.02 (0.04%) | Egenskapital Trækning Maksimal: | 96.44 (0.95%) | |||||||
| Brutto Tab: | -4.11 | Saldo Trækning Relativ: | 0.04% (4.02) | Egenskapital Trækning Relativ: | 0.95% (96.44) | |||||||
| Profit Faktor: | 34.77 | Forventet Payoff: | 27.76 | Margin niveau: | 16273.62% | |||||||
| Gendannelsesfaktor: | 1.44 | Sharpe Ratio : | 0.07 | Z-Score : | -0.20 (15.85%) | |||||||
| AHPR : | 1.0028 (0.28%) | LR Korrelation: | 0.92 | OnTester resultat: | 0 | |||||||
| GHPR : | 1.0028 (0.28%) | LR Standard Fejl: | 26.40 | |||||||||
| Samlet antal Handler: | 5 | Korte Handler (vundet %): | 1 (100.00%) | Lange Handler (vundet %): | 4 (75.00%) | |||||||
| Samlet antal Tilbud: | 10 | Profit Handler (% af total): | 4 (80.00%) | Tab Handler (% af total): | 1 (20.00%) | |||||||
| Største profitgivende handel: | 84.77 | Største tabsgivende handel: | -3.92 | |||||||||
| Gennemsnitlig profitgivende handel: | 35.73 | Gennemsnitlig tabsgivende handel: | -3.92 | |||||||||
| Maksimum på hinanden følgende gevinster ($): | 4 (142.90) | Maksimum på hinanden følgende tab ($): | 1 (-3.92) | |||||||||
| Maksimal på hinanden følgende profit (antal): | 142.90 (4) | Maksimal på hinanden følgende tab (antal): | -3.92 (1) | |||||||||
| Gennemsnitlig fortløbende wins: | 4 | Gennemsnitlig fortløbende tab: | 1 | |||||||||
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| Korrelation (Profit, MFE): | 0.99 | Korrelation (Profit, MAE): | 0.10 | Korrelation (MFE, MAE): | 0.0238 | |||||||
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| Minimal holdetid for position: | 206:25:19 | Maksimal holdetid for position: | 2054:56:00 | Gennemsnitlig holdetid: | 971:18:27 | |||||||
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Ordre |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Åbningstid | Ordre | Symbol | Type | Volumen | Pris | S / L | T / P | Tid | Tilstand | Kommentar | ||
| 2024.02.05 02:37:40 | 2 | USDJPY | buy | 0.01 / 0.01 | 0.000 | 146.068 | 2024.02.05 02:37:40 | filled | Turtle S2 | |||
| 2024.03.07 10:00:20 | 3 | USDJPY | sell | 0.01 / 0.01 | 0.000 | 2024.03.07 10:00:20 | filled | |||||
| 2024.03.19 19:36:40 | 4 | USDJPY | buy | 0.02 / 0.02 | 0.000 | 148.880 | 2024.03.19 19:36:40 | filled | Turtle S2 | |||
| 2024.07.17 10:32:40 | 5 | USDJPY | sell | 0.02 / 0.02 | 0.000 | 2024.07.17 10:32:40 | filled | |||||
| 2024.07.24 07:58:20 | 6 | USDJPY | sell | 0.01 / 0.01 | 0.000 | 157.132 | 2024.07.24 07:58:20 | filled | Turtle S2 | |||
| 2024.10.02 23:09:40 | 7 | USDJPY | buy | 0.01 / 0.01 | 0.000 | 2024.10.02 23:09:40 | filled | |||||
| 2024.10.10 07:30:40 | 8 | USDJPY | buy | 0.01 / 0.01 | 0.000 | 145.733 | 2024.10.10 07:30:40 | filled | Turtle S2 | |||
| 2024.11.27 12:07:40 | 9 | USDJPY | sell | 0.01 / 0.01 | 0.000 | 2024.11.27 12:07:40 | filled | |||||
| 2024.12.19 09:33:40 | 10 | USDJPY | buy | 0.01 / 0.01 | 0.000 | 153.778 | 2024.12.19 09:33:40 | filled | Turtle S2 | |||
| 2024.12.31 23:58:59 | 11 | USDJPY | sell | 0.01 / 0.01 | 0.000 | 2024.12.31 23:58:59 | filled | end of test | ||||
Tilbud |
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| Tid | Tilbud | Symbol | Type | Retning | Volumen | Pris | Ordre | Kommission | Swap | Profit | Saldo | Kommentar |
| 2024.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2024.02.05 02:37:40 | 2 | USDJPY | buy | in | 0.01 | 148.825 | 2 | -0.03 | 0.00 | 0.00 | 9 999.97 | Turtle S2 |
| 2024.03.07 10:00:20 | 3 | USDJPY | sell | out | 0.01 | 147.932 | 3 | -0.03 | 1.65 | -5.54 | 9 996.05 | |
| 2024.03.19 19:36:40 | 4 | USDJPY | buy | in | 0.02 | 150.892 | 4 | -0.07 | 0.00 | 0.00 | 9 995.98 | Turtle S2 |
| 2024.07.17 10:32:40 | 5 | USDJPY | sell | out | 0.02 | 157.156 | 5 | -0.07 | 11.77 | 73.07 | 10 080.75 | |
| 2024.07.24 07:58:20 | 6 | USDJPY | sell | in | 0.01 | 154.545 | 6 | -0.03 | 0.00 | 0.00 | 10 080.72 | Turtle S2 |
| 2024.10.02 23:09:40 | 7 | USDJPY | buy | out | 0.01 | 146.509 | 7 | -0.03 | -7.38 | 49.64 | 10 122.95 | |
| 2024.10.10 07:30:40 | 8 | USDJPY | buy | in | 0.01 | 149.511 | 8 | -0.03 | 0.00 | 0.00 | 10 122.92 | Turtle S2 |
| 2024.11.27 12:07:40 | 9 | USDJPY | sell | out | 0.01 | 151.222 | 9 | -0.03 | 2.30 | 10.75 | 10 135.94 | |
| 2024.12.19 09:33:40 | 10 | USDJPY | buy | in | 0.01 | 156.780 | 10 | -0.03 | 0.00 | 0.00 | 10 135.91 | Turtle S2 |
| 2024.12.31 23:58:59 | 11 | USDJPY | sell | out | 0.01 | 157.173 | 11 | -0.03 | 0.50 | 2.41 | 10 138.79 | end of test |
| -0.38 | 8.84 | 130.33 | 10 138.79 | |||||||||