Strategy Tester Report
ApMGriD
Pepperstone-Edge03 (Build 509)
| Symbol | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| Periode | 15 Minuten (M15) 2013.09.12 00:00 - 2013.09.12 23:45 (2013.09.12 - 2013.09.13) | ||||
| Modell | Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert) | ||||
| Parameter | Set_Name="ApMGriD - AUDNZD SWB ex Deila5"; MagicNumber=77; BaseLotSize=0.01; ExecutionPoint=12; BasketTakeProfit=26; TPBE=false; BasketStopLoss=200; MaximumBuyLevels=12; MaximumSellLevels=12; AutoBE_Lvl=0; MaxMarginUsagePct=100; Close_All=false; FreezeAfterTP=false; _xgap_="Gap processing options"; Gap_processing=1; Minimal_Gap_Distance=3; _xshed_="Scheduler (time when trade is allowed)"; StartingTradeDay=0; StartHour=23; StartMinute=30; EndingTradeDay=5; StopHour=22; StopMinute=30; _xswb_="SWB indicator settings"; Use_SWB_indicator=true; SWB_TF=30; rsi_period=24; rsi_price=4; _xfinetune_="Levels settings"; Multiplier=1.53; Multiplier_2=1.1; Multiplier_3=0; Multiplier_4=0; Multiplier_5=0; Multiplier_6=0; Multiplier_7=0; Multiplier_8=0; Multiplier_9=0; Multiplier_10=0; Multiplier_11=0; Multiplier_12=0; Multiplier_13=0; Multiplier_14=0; Multiplier_15=0; Multiplier_16=0; TP_1=0; TP_2=0; TP_3=0; TP_4=0; TP_5=0; TP_6=0; TP_7=0; TP_8=0; TP_9=0; TP_10=0; TP_11=0; TP_12=0; TP_13=0; TP_14=0; TP_15=0; TP_16=0; __grx__="Grid Expander"; grxEP=1; grxEPLevel=10; grxTP=1; grxTPLevel=8; | ||||
| Balken im Test | 1097 | Ticks modelliert | 39245 | Modellierungsqualität | 90.00% |
| Fehler in Charts-Anpassung | 0 | ||||
| Ursprüngliche Einlage | 5000.00 | ||||
| Gesamt netto Profit | 54.08 | Brutto Profit | 75.12 | Brutto Loss | -21.04 |
| Profit Faktor | 3.57 | Erwartetes Ergebnis | 4.51 | ||
| Drawdown absolut | 68.48 | Maximaler Drawdown | 70.47 (1.41%) | Relative Drawdown | 1.41% (70.47) |
| Trades gesamt | 12 | Short Positionen (gewonnen %) | 0 (0.00%) | Long Positionen (gewonnen %) | 12 (50.00%) |
| Profit Trades (% gesamt) | 6 (50.00%) | Loss Trades (% gesamtl) | 6 (50.00%) | ||
| Grösster | Profit Trade | 38.46 | Loss Trade | -5.68 | |
| Durchschnitt | Profit Trade | 12.52 | Loss Trade | -3.51 | |
| Maximum | aufeinanderfolgende Gewinne (Profit in Geld) | 3 (53.09) | Aufeinanderfolgende Verluste (Verlust in Geld) | 3 (-14.35) | |
| Maximal | Aufeinanderfolgender Profit (Anzahl der Gewinne) | 53.09 (3) | Aufeinanderfolgende Verluste (Anzahl der Verluste) | -14.35 (3) | |
| Durchschnitt | aufeinanderfolgende Gewinne | 3 | aufeinanderfolgende Verluste | 3 | |
| Nr. | Zeit | Typ | Auftrag | Volumen | Preis | S / L | T / P | Gewinn | Bilanz |
| 1 | 2013.09.12 00:14 | buy | 1 | 0.01 | 1.14714 | 0.00000 | 0.00000 | ||
| 2 | 2013.09.12 00:14 | modify | 1 | 0.01 | 1.14714 | 1.12714 | 1.14974 | ||
| 3 | 2013.09.12 02:53 | buy | 2 | 0.01 | 1.14594 | 0.00000 | 0.00000 | ||
| 4 | 2013.09.12 02:53 | modify | 2 | 0.01 | 1.14594 | 1.12594 | 1.14854 | ||
| 5 | 2013.09.12 02:53 | modify | 1 | 0.01 | 1.14714 | 1.12594 | 1.14854 | ||
| 6 | 2013.09.12 04:30 | buy | 3 | 0.02 | 1.14471 | 0.00000 | 0.00000 | ||
| 7 | 2013.09.12 04:30 | modify | 3 | 0.02 | 1.14471 | 1.12471 | 1.14734 | ||
| 8 | 2013.09.12 04:30 | modify | 2 | 0.01 | 1.14594 | 1.12471 | 1.14734 | ||
| 9 | 2013.09.12 04:30 | modify | 1 | 0.01 | 1.14714 | 1.12471 | 1.14734 | ||
| 10 | 2013.09.12 04:31 | buy stop | 4 | 0.03 | 1.14351 | 0.00000 | 0.00000 | ||
| 11 | 2013.09.12 04:32 | buy stop | 5 | 0.05 | 1.14231 | 0.00000 | 0.00000 | ||
| 12 | 2013.09.12 04:33 | buy | 6 | 0.08 | 1.14108 | 0.00000 | 0.00000 | ||
| 13 | 2013.09.12 04:33 | modify | 6 | 0.08 | 1.14108 | 1.12108 | 1.14371 | ||
| 14 | 2013.09.12 04:33 | modify | 3 | 0.02 | 1.14471 | 1.12108 | 1.14371 | ||
| 15 | 2013.09.12 04:33 | modify | 2 | 0.01 | 1.14594 | 1.12108 | 1.14371 | ||
| 16 | 2013.09.12 04:33 | modify | 1 | 0.01 | 1.14714 | 1.12108 | 1.14371 | ||
| 17 | 2013.09.12 04:40 | buy | 7 | 0.12 | 1.13981 | 0.00000 | 0.00000 | ||
| 18 | 2013.09.12 04:40 | modify | 7 | 0.12 | 1.13981 | 1.11981 | 1.14248 | ||
| 19 | 2013.09.12 04:40 | modify | 6 | 0.08 | 1.14108 | 1.11981 | 1.14248 | ||
| 20 | 2013.09.12 04:40 | modify | 3 | 0.02 | 1.14471 | 1.11981 | 1.14248 | ||
| 21 | 2013.09.12 04:40 | modify | 2 | 0.01 | 1.14594 | 1.11981 | 1.14248 | ||
| 22 | 2013.09.12 04:40 | modify | 1 | 0.01 | 1.14714 | 1.11981 | 1.14248 | ||
| 23 | 2013.09.12 04:42 | buy | 8 | 0.18 | 1.13859 | 0.00000 | 0.00000 | ||
| 24 | 2013.09.12 04:42 | modify | 8 | 0.18 | 1.13859 | 1.11859 | 1.14131 | ||
| 25 | 2013.09.12 04:42 | modify | 7 | 0.12 | 1.13981 | 1.11859 | 1.14131 | ||
| 26 | 2013.09.12 04:42 | modify | 6 | 0.08 | 1.14108 | 1.11859 | 1.14131 | ||
| 27 | 2013.09.12 04:42 | modify | 3 | 0.02 | 1.14471 | 1.11859 | 1.14131 | ||
| 28 | 2013.09.12 04:42 | modify | 2 | 0.01 | 1.14594 | 1.11859 | 1.14131 | ||
| 29 | 2013.09.12 04:42 | modify | 1 | 0.01 | 1.14714 | 1.11859 | 1.14131 | ||
| 30 | 2013.09.12 04:59 | t/p | 1 | 0.01 | 1.14131 | 1.11859 | 1.14131 | -4.82 | 4995.18 |
| 31 | 2013.09.12 04:59 | t/p | 2 | 0.01 | 1.14131 | 1.11859 | 1.14131 | -3.85 | 4991.33 |
| 32 | 2013.09.12 04:59 | t/p | 3 | 0.02 | 1.14131 | 1.11859 | 1.14131 | -5.68 | 4985.65 |
| 33 | 2013.09.12 04:59 | t/p | 6 | 0.08 | 1.14131 | 1.11859 | 1.14131 | 0.89 | 4986.54 |
| 34 | 2013.09.12 04:59 | t/p | 7 | 0.12 | 1.14131 | 1.11859 | 1.14131 | 13.74 | 5000.28 |
| 35 | 2013.09.12 04:59 | t/p | 8 | 0.18 | 1.14131 | 1.11859 | 1.14131 | 38.46 | 5038.74 |
| 36 | 2013.09.12 04:59 | delete | 5 | 0.05 | 1.14231 | 0.00000 | 0.00000 | ||
| 37 | 2013.09.12 04:59 | delete | 4 | 0.03 | 1.14351 | 0.00000 | 0.00000 | ||
| 38 | 2013.09.12 05:08 | buy | 9 | 0.01 | 1.14056 | 0.00000 | 0.00000 | ||
| 39 | 2013.09.12 05:08 | modify | 9 | 0.01 | 1.14056 | 1.12056 | 1.14316 | ||
| 40 | 2013.09.12 06:52 | buy | 10 | 0.01 | 1.13936 | 0.00000 | 0.00000 | ||
| 41 | 2013.09.12 06:52 | modify | 10 | 0.01 | 1.13936 | 1.11936 | 1.14196 | ||
| 42 | 2013.09.12 06:52 | modify | 9 | 0.01 | 1.14056 | 1.11936 | 1.14196 | ||
| 43 | 2013.09.12 08:09 | buy | 11 | 0.02 | 1.13810 | 0.00000 | 0.00000 | ||
| 44 | 2013.09.12 08:09 | modify | 11 | 0.02 | 1.13810 | 1.11810 | 1.14076 | ||
| 45 | 2013.09.12 08:09 | modify | 10 | 0.01 | 1.13936 | 1.11810 | 1.14076 | ||
| 46 | 2013.09.12 08:09 | modify | 9 | 0.01 | 1.14056 | 1.11810 | 1.14076 | ||
| 47 | 2013.09.12 09:49 | buy | 12 | 0.03 | 1.13687 | 0.00000 | 0.00000 | ||
| 48 | 2013.09.12 09:49 | modify | 12 | 0.03 | 1.13687 | 1.11687 | 1.13950 | ||
| 49 | 2013.09.12 09:49 | modify | 11 | 0.02 | 1.13810 | 1.11687 | 1.13950 | ||
| 50 | 2013.09.12 09:49 | modify | 10 | 0.01 | 1.13936 | 1.11687 | 1.13950 | ||
| 51 | 2013.09.12 09:49 | modify | 9 | 0.01 | 1.14056 | 1.11687 | 1.13950 | ||
| 52 | 2013.09.12 10:12 | buy | 13 | 0.05 | 1.13567 | 0.00000 | 0.00000 | ||
| 53 | 2013.09.12 10:12 | modify | 13 | 0.05 | 1.13567 | 1.11567 | 1.13827 | ||
| 54 | 2013.09.12 10:12 | modify | 12 | 0.03 | 1.13687 | 1.11567 | 1.13827 | ||
| 55 | 2013.09.12 10:12 | modify | 11 | 0.02 | 1.13810 | 1.11567 | 1.13827 | ||
| 56 | 2013.09.12 10:12 | modify | 10 | 0.01 | 1.13936 | 1.11567 | 1.13827 | ||
| 57 | 2013.09.12 10:12 | modify | 9 | 0.01 | 1.14056 | 1.11567 | 1.13827 | ||
| 58 | 2013.09.12 12:29 | buy | 14 | 0.08 | 1.13445 | 0.00000 | 0.00000 | ||
| 59 | 2013.09.12 12:29 | modify | 14 | 0.08 | 1.13445 | 1.11445 | 1.13707 | ||
| 60 | 2013.09.12 12:29 | modify | 13 | 0.05 | 1.13567 | 1.11445 | 1.13707 | ||
| 61 | 2013.09.12 12:29 | modify | 12 | 0.03 | 1.13687 | 1.11445 | 1.13707 | ||
| 62 | 2013.09.12 12:29 | modify | 11 | 0.02 | 1.13810 | 1.11445 | 1.13707 | ||
| 63 | 2013.09.12 12:29 | modify | 10 | 0.01 | 1.13936 | 1.11445 | 1.13707 | ||
| 64 | 2013.09.12 12:29 | modify | 9 | 0.01 | 1.14056 | 1.11445 | 1.13707 | ||
| 65 | 2013.09.12 15:28 | t/p | 9 | 0.01 | 1.13707 | 1.11445 | 1.13707 | -2.92 | 5035.82 |
| 66 | 2013.09.12 15:28 | t/p | 10 | 0.01 | 1.13707 | 1.11445 | 1.13707 | -1.95 | 5033.87 |
| 67 | 2013.09.12 15:28 | t/p | 11 | 0.02 | 1.13707 | 1.11445 | 1.13707 | -1.82 | 5032.05 |
| 68 | 2013.09.12 15:28 | t/p | 12 | 0.03 | 1.13707 | 1.11445 | 1.13707 | 0.26 | 5032.31 |
| 69 | 2013.09.12 15:28 | t/p | 13 | 0.05 | 1.13707 | 1.11445 | 1.13707 | 5.32 | 5037.63 |
| 70 | 2013.09.12 15:28 | t/p | 14 | 0.08 | 1.13707 | 1.11445 | 1.13707 | 16.45 | 5054.08 |