Símbolo | EURUSD (Euro vs US Dollar) | ||||
Período | 1 hora (H1) 2012.11.01 00:00 - 2012.11.30 23:00 (2012.11.01 - 2012.12.03) | ||||
Modelo | Cada tick (el método más preciso basado en todos los períodos menores disponibles) | ||||
Parámetros | magic=1234; moneymanagement="Money Management"; lots=0.1; mm=false; risk=1; minlot=0.01; maxlot=100; lotdigits=2; ordersmanagement="Order Management"; ecn=false; oppositeclose=true; reversesignals=false; maxtrades=1; tradesperbar=1; hidesl=false; hidetp=false; stoploss=0; takeprofit=0; trailingstart=0; trailingstop=0; trailingstep=1; breakevengain=0; breakeven=0; maxspread=0; adordersmanagement="Advanced Order Management"; firstticks=false; ticks=4; changedirection=false; onesideatatime=false; stop=0; trailing=0; entrylogics="Entry Logics"; exitrule=true; | ||||
Barras en la prueba | 1529 | Ticks modelados | 1803339 | Calidad del modelado | 80.64% |
Errores de gráficos mal agrupados | 1 | ||||
Depósito inicial | 10000.00 | ||||
Beneficio neto total | -185.88 | Beneficio bruto | 376.96 | Pérdida bruta | -562.84 |
Factor de beneficio | 0.67 | Rentabilidad esperada | -2.95 | ||
Disminución absoluta | 188.72 | Disminución maximal | 266.12 (2.64%) | Disminución relativa | 2.64% (266.12) |
Total de operaciones | 63 | Posiciones cortas (ganado %) | 25 (24.00%) | Posiciones largas (ganado %) | 38 (23.68%) |
Operaciones de beneficios (% del total) | 15 (23.81%) | Operaciones de pérdidas (% del total) | 48 (76.19%) | ||
Mayor | Operaciones de beneficios | 100.80 | Operaciones de pérdidas | -33.70 | |
Media | Operaciones de beneficios | 25.13 | Operaciones de pérdidas | -11.73 | |
Máximo | ganancias consecutivas (beneficios en dinero) | 2 (34.80) | pérdidas consecutivas (pérdidas en dinero) | 9 (-96.42) | |
Máximo | beneficios consecutivos (número de ganancias) | 100.80 (1) | pérdidas consecutivas (número de pérdidas) | -96.42 (9) | |
Media | ganancias consecutivas | 1 | pérdidas consecutivas | 3 |
Núm. | Tiempo | Tipo | Orden | Volumen | Precio | S / L | T / P | Beneficios | Balance |
1 | 2012.11.01 12:00 | sell | 1 | 0.10 | 1.29432 | 0.00000 | 0.00000 | ||
2 | 2012.11.01 14:03 | close | 1 | 0.10 | 1.29503 | 0.00000 | 0.00000 | -7.90 | 9992.10 |
3 | 2012.11.01 16:00 | buy | 2 | 0.10 | 1.29743 | 0.00000 | 0.00000 | ||
4 | 2012.11.01 18:37 | close | 2 | 0.10 | 1.29414 | 0.00000 | 0.00000 | -33.70 | 9958.40 |
5 | 2012.11.01 20:00 | sell | 3 | 0.10 | 1.29356 | 0.00000 | 0.00000 | ||
6 | 2012.11.05 03:00 | close | 3 | 0.10 | 1.28341 | 0.00000 | 0.00000 | 100.80 | 10059.20 |
7 | 2012.11.05 03:37 | sell | 4 | 0.10 | 1.28267 | 0.00000 | 0.00000 | ||
8 | 2012.11.05 04:00 | close | 4 | 0.10 | 1.28338 | 0.00000 | 0.00000 | -7.90 | 10051.30 |
9 | 2012.11.05 05:00 | sell | 5 | 0.10 | 1.28164 | 0.00000 | 0.00000 | ||
10 | 2012.11.05 07:38 | close | 5 | 0.10 | 1.28315 | 0.00000 | 0.00000 | -15.90 | 10035.40 |
11 | 2012.11.05 10:00 | sell | 6 | 0.10 | 1.27912 | 0.00000 | 0.00000 | ||
12 | 2012.11.05 19:00 | close | 6 | 0.10 | 1.27899 | 0.00000 | 0.00000 | 0.50 | 10035.90 |
13 | 2012.11.05 19:36 | sell | 7 | 0.10 | 1.27814 | 0.00000 | 0.00000 | ||
14 | 2012.11.05 21:00 | close | 7 | 0.10 | 1.27869 | 0.00000 | 0.00000 | -6.30 | 10029.60 |
15 | 2012.11.06 04:07 | sell | 8 | 0.10 | 1.27874 | 0.00000 | 0.00000 | ||
16 | 2012.11.06 06:00 | close | 8 | 0.10 | 1.27957 | 0.00000 | 0.00000 | -9.10 | 10020.50 |
17 | 2012.11.06 07:00 | sell | 9 | 0.10 | 1.27848 | 0.00000 | 0.00000 | ||
18 | 2012.11.06 08:49 | close | 9 | 0.10 | 1.27981 | 0.00000 | 0.00000 | -14.10 | 10006.40 |
19 | 2012.11.06 10:00 | sell | 10 | 0.10 | 1.27834 | 0.00000 | 0.00000 | ||
20 | 2012.11.06 11:45 | close | 10 | 0.10 | 1.27973 | 0.00000 | 0.00000 | -14.70 | 9991.70 |
21 | 2012.11.07 03:00 | sell | 11 | 0.10 | 1.27900 | 0.00000 | 0.00000 | ||
22 | 2012.11.07 05:00 | close | 11 | 0.10 | 1.28109 | 0.00000 | 0.00000 | -21.70 | 9970.00 |
23 | 2012.11.07 14:00 | sell | 12 | 0.10 | 1.28145 | 0.00000 | 0.00000 | ||
24 | 2012.11.08 00:00 | close | 12 | 0.10 | 1.27705 | 0.00000 | 0.00000 | 43.35 | 10013.35 |
25 | 2012.11.08 02:00 | sell | 13 | 0.10 | 1.27557 | 0.00000 | 0.00000 | ||
26 | 2012.11.08 08:42 | close | 13 | 0.10 | 1.27713 | 0.00000 | 0.00000 | -16.40 | 9996.95 |
27 | 2012.11.08 12:00 | sell | 14 | 0.10 | 1.27333 | 0.00000 | 0.00000 | ||
28 | 2012.11.08 16:00 | close | 14 | 0.10 | 1.27544 | 0.00000 | 0.00000 | -21.90 | 9975.05 |
29 | 2012.11.08 18:00 | sell | 15 | 0.10 | 1.27261 | 0.00000 | 0.00000 | ||
30 | 2012.11.08 21:00 | close | 15 | 0.10 | 1.27517 | 0.00000 | 0.00000 | -26.40 | 9948.65 |
31 | 2012.11.09 03:00 | sell | 16 | 0.10 | 1.27360 | 0.00000 | 0.00000 | ||
32 | 2012.11.09 03:07 | close | 16 | 0.10 | 1.27439 | 0.00000 | 0.00000 | -8.70 | 9939.95 |
33 | 2012.11.09 11:00 | sell | 17 | 0.10 | 1.27354 | 0.00000 | 0.00000 | ||
34 | 2012.11.09 20:00 | close | 17 | 0.10 | 1.27213 | 0.00000 | 0.00000 | 13.30 | 9953.25 |
35 | 2012.11.09 21:00 | sell | 18 | 0.10 | 1.27125 | 0.00000 | 0.00000 | ||
36 | 2012.11.09 22:00 | close | 18 | 0.10 | 1.27122 | 0.00000 | 0.00000 | -0.50 | 9952.75 |
37 | 2012.11.12 10:00 | sell | 19 | 0.10 | 1.27079 | 0.00000 | 0.00000 | ||
38 | 2012.11.12 13:04 | close | 19 | 0.10 | 1.27241 | 0.00000 | 0.00000 | -17.00 | 9935.75 |
39 | 2012.11.12 14:00 | sell | 20 | 0.10 | 1.27099 | 0.00000 | 0.00000 | ||
40 | 2012.11.12 15:00 | close | 20 | 0.10 | 1.27205 | 0.00000 | 0.00000 | -11.40 | 9924.35 |
41 | 2012.11.12 18:00 | sell | 21 | 0.10 | 1.27107 | 0.00000 | 0.00000 | ||
42 | 2012.11.13 13:00 | close | 21 | 0.10 | 1.26822 | 0.00000 | 0.00000 | 27.75 | 9952.10 |
43 | 2012.11.13 13:07 | sell | 22 | 0.10 | 1.26737 | 0.00000 | 0.00000 | ||
44 | 2012.11.13 13:26 | close | 22 | 0.10 | 1.26829 | 0.00000 | 0.00000 | -10.00 | 9942.10 |
45 | 2012.11.13 16:00 | sell | 23 | 0.10 | 1.26847 | 0.00000 | 0.00000 | ||
46 | 2012.11.13 17:00 | close | 23 | 0.10 | 1.26966 | 0.00000 | 0.00000 | -12.70 | 9929.40 |
47 | 2012.11.14 12:00 | buy | 24 | 0.10 | 1.27490 | 0.00000 | 0.00000 | ||
48 | 2012.11.14 15:00 | close | 24 | 0.10 | 1.27271 | 0.00000 | 0.00000 | -22.70 | 9906.70 |
49 | 2012.11.14 16:00 | buy | 25 | 0.10 | 1.27366 | 0.00000 | 0.00000 | ||
50 | 2012.11.14 18:00 | close | 25 | 0.10 | 1.27285 | 0.00000 | 0.00000 | -8.90 | 9897.80 |
51 | 2012.11.14 18:07 | buy | 26 | 0.10 | 1.27355 | 0.00000 | 0.00000 | ||
52 | 2012.11.14 22:00 | close | 26 | 0.10 | 1.27450 | 0.00000 | 0.00000 | 8.70 | 9906.50 |
53 | 2012.11.15 08:00 | buy | 27 | 0.10 | 1.27444 | 0.00000 | 0.00000 | ||
54 | 2012.11.15 20:00 | close | 27 | 0.10 | 1.27713 | 0.00000 | 0.00000 | 26.10 | 9932.60 |
55 | 2012.11.15 20:41 | buy | 28 | 0.10 | 1.27818 | 0.00000 | 0.00000 | ||
56 | 2012.11.15 21:00 | close | 28 | 0.10 | 1.27755 | 0.00000 | 0.00000 | -7.10 | 9925.50 |
57 | 2012.11.16 00:00 | buy | 29 | 0.10 | 1.27803 | 0.00000 | 0.00000 | ||
58 | 2012.11.16 02:00 | close | 29 | 0.10 | 1.27799 | 0.00000 | 0.00000 | -1.20 | 9924.30 |
59 | 2012.11.16 04:00 | buy | 30 | 0.10 | 1.27739 | 0.00000 | 0.00000 | ||
60 | 2012.11.16 04:53 | close | 30 | 0.10 | 1.27674 | 0.00000 | 0.00000 | -7.30 | 9917.00 |
61 | 2012.11.16 18:00 | sell | 31 | 0.10 | 1.27048 | 0.00000 | 0.00000 | ||
62 | 2012.11.16 20:00 | close | 31 | 0.10 | 1.27226 | 0.00000 | 0.00000 | -18.60 | 9898.40 |
63 | 2012.11.16 20:06 | sell | 32 | 0.10 | 1.27197 | 0.00000 | 0.00000 | ||
64 | 2012.11.16 20:15 | close | 32 | 0.10 | 1.27244 | 0.00000 | 0.00000 | -5.50 | 9892.90 |
65 | 2012.11.19 00:00 | buy | 33 | 0.10 | 1.27485 | 0.00000 | 0.00000 | ||
66 | 2012.11.19 13:00 | close | 33 | 0.10 | 1.27684 | 0.00000 | 0.00000 | 19.10 | 9912.00 |
67 | 2012.11.19 13:11 | buy | 34 | 0.10 | 1.27739 | 0.00000 | 0.00000 | ||
68 | 2012.11.19 14:15 | close | 34 | 0.10 | 1.27658 | 0.00000 | 0.00000 | -8.90 | 9903.10 |
69 | 2012.11.19 17:00 | buy | 35 | 0.10 | 1.27852 | 0.00000 | 0.00000 | ||
70 | 2012.11.20 01:00 | close | 35 | 0.10 | 1.27798 | 0.00000 | 0.00000 | -6.31 | 9896.79 |
71 | 2012.11.20 06:00 | buy | 36 | 0.10 | 1.28033 | 0.00000 | 0.00000 | ||
72 | 2012.11.20 09:00 | close | 36 | 0.10 | 1.27852 | 0.00000 | 0.00000 | -18.90 | 9877.89 |
73 | 2012.11.20 10:16 | buy | 37 | 0.10 | 1.28012 | 0.00000 | 0.00000 | ||
74 | 2012.11.20 11:00 | close | 37 | 0.10 | 1.27841 | 0.00000 | 0.00000 | -17.90 | 9859.99 |
75 | 2012.11.20 12:04 | buy | 38 | 0.10 | 1.27989 | 0.00000 | 0.00000 | ||
76 | 2012.11.20 16:40 | close | 38 | 0.10 | 1.27929 | 0.00000 | 0.00000 | -6.80 | 9853.19 |
77 | 2012.11.20 18:00 | buy | 39 | 0.10 | 1.28026 | 0.00000 | 0.00000 | ||
78 | 2012.11.20 18:00 | close | 39 | 0.10 | 1.28000 | 0.00000 | 0.00000 | -3.40 | 9849.79 |
79 | 2012.11.20 19:00 | buy | 40 | 0.10 | 1.28133 | 0.00000 | 0.00000 | ||
80 | 2012.11.20 20:01 | close | 40 | 0.10 | 1.28050 | 0.00000 | 0.00000 | -9.10 | 9840.69 |
81 | 2012.11.20 23:00 | buy | 41 | 0.10 | 1.28189 | 0.00000 | 0.00000 | ||
82 | 2012.11.21 03:23 | close | 41 | 0.10 | 1.28014 | 0.00000 | 0.00000 | -18.41 | 9822.28 |
83 | 2012.11.21 04:00 | buy | 42 | 0.10 | 1.28083 | 0.00000 | 0.00000 | ||
84 | 2012.11.21 04:51 | close | 42 | 0.10 | 1.28024 | 0.00000 | 0.00000 | -6.70 | 9815.58 |
85 | 2012.11.21 13:00 | buy | 43 | 0.10 | 1.27892 | 0.00000 | 0.00000 | ||
86 | 2012.11.22 06:12 | close | 43 | 0.10 | 1.28409 | 0.00000 | 0.00000 | 50.57 | 9866.15 |
87 | 2012.11.22 08:00 | buy | 44 | 0.10 | 1.28487 | 0.00000 | 0.00000 | ||
88 | 2012.11.22 09:00 | close | 44 | 0.10 | 1.28445 | 0.00000 | 0.00000 | -5.00 | 9861.15 |
89 | 2012.11.22 10:00 | buy | 45 | 0.10 | 1.28483 | 0.00000 | 0.00000 | ||
90 | 2012.11.22 10:00 | close | 45 | 0.10 | 1.28439 | 0.00000 | 0.00000 | -5.20 | 9855.95 |
91 | 2012.11.22 11:00 | buy | 46 | 0.10 | 1.28643 | 0.00000 | 0.00000 | ||
92 | 2012.11.22 12:00 | close | 46 | 0.10 | 1.28476 | 0.00000 | 0.00000 | -17.50 | 9838.45 |
93 | 2012.11.22 12:03 | buy | 47 | 0.10 | 1.28554 | 0.00000 | 0.00000 | ||
94 | 2012.11.22 19:59 | close | 47 | 0.10 | 1.28576 | 0.00000 | 0.00000 | 1.40 | 9839.85 |
95 | 2012.11.22 22:00 | buy | 48 | 0.10 | 1.28822 | 0.00000 | 0.00000 | ||
96 | 2012.11.23 02:01 | close | 48 | 0.10 | 1.28729 | 0.00000 | 0.00000 | -10.21 | 9829.64 |
97 | 2012.11.23 03:00 | buy | 49 | 0.10 | 1.28780 | 0.00000 | 0.00000 | ||
98 | 2012.11.23 11:00 | close | 49 | 0.10 | 1.28821 | 0.00000 | 0.00000 | 3.30 | 9832.94 |
99 | 2012.11.23 12:00 | buy | 50 | 0.10 | 1.29017 | 0.00000 | 0.00000 | ||
100 | 2012.11.23 13:00 | close | 50 | 0.10 | 1.28911 | 0.00000 | 0.00000 | -11.40 | 9821.54 |
101 | 2012.11.23 14:00 | buy | 51 | 0.10 | 1.28996 | 0.00000 | 0.00000 | ||
102 | 2012.11.26 03:00 | close | 51 | 0.10 | 1.29621 | 0.00000 | 0.00000 | 61.59 | 9883.13 |
103 | 2012.11.26 10:00 | buy | 52 | 0.10 | 1.29720 | 0.00000 | 0.00000 | ||
104 | 2012.11.26 10:58 | close | 52 | 0.10 | 1.29525 | 0.00000 | 0.00000 | -20.30 | 9862.83 |
105 | 2012.11.26 14:00 | buy | 53 | 0.10 | 1.29659 | 0.00000 | 0.00000 | ||
106 | 2012.11.26 14:42 | close | 53 | 0.10 | 1.29570 | 0.00000 | 0.00000 | -9.70 | 9853.13 |
107 | 2012.11.26 16:00 | buy | 54 | 0.10 | 1.29718 | 0.00000 | 0.00000 | ||
108 | 2012.11.26 17:00 | close | 54 | 0.10 | 1.29629 | 0.00000 | 0.00000 | -9.70 | 9843.43 |
109 | 2012.11.26 23:00 | buy | 55 | 0.10 | 1.29690 | 0.00000 | 0.00000 | ||
110 | 2012.11.27 01:40 | close | 55 | 0.10 | 1.29693 | 0.00000 | 0.00000 | -0.61 | 9842.82 |
111 | 2012.11.27 02:00 | buy | 56 | 0.10 | 1.29883 | 0.00000 | 0.00000 | ||
112 | 2012.11.27 04:00 | close | 56 | 0.10 | 1.29785 | 0.00000 | 0.00000 | -10.60 | 9832.22 |
113 | 2012.11.27 07:00 | buy | 57 | 0.10 | 1.29860 | 0.00000 | 0.00000 | ||
114 | 2012.11.27 08:00 | close | 57 | 0.10 | 1.29866 | 0.00000 | 0.00000 | -0.20 | 9832.02 |
115 | 2012.11.27 09:00 | buy | 58 | 0.10 | 1.29904 | 0.00000 | 0.00000 | ||
116 | 2012.11.27 10:23 | close | 58 | 0.10 | 1.29818 | 0.00000 | 0.00000 | -9.40 | 9822.62 |
117 | 2012.11.28 12:00 | sell | 59 | 0.10 | 1.29203 | 0.00000 | 0.00000 | ||
118 | 2012.11.28 18:00 | close | 59 | 0.10 | 1.29093 | 0.00000 | 0.00000 | 10.20 | 9832.82 |
119 | 2012.11.29 00:00 | buy | 60 | 0.10 | 1.29517 | 0.00000 | 0.00000 | ||
120 | 2012.11.29 08:05 | close | 60 | 0.10 | 1.29458 | 0.00000 | 0.00000 | -6.70 | 9826.12 |
121 | 2012.11.29 10:00 | buy | 61 | 0.10 | 1.29640 | 0.00000 | 0.00000 | ||
122 | 2012.11.29 18:40 | close | 61 | 0.10 | 1.29678 | 0.00000 | 0.00000 | 3.00 | 9829.12 |
123 | 2012.11.30 04:00 | buy | 62 | 0.10 | 1.29921 | 0.00000 | 0.00000 | ||
124 | 2012.11.30 12:00 | close | 62 | 0.10 | 1.30002 | 0.00000 | 0.00000 | 7.30 | 9836.42 |
125 | 2012.11.30 18:00 | buy | 63 | 0.10 | 1.30056 | 0.00000 | 0.00000 | ||
126 | 2012.11.30 23:35 | close | 63 | 0.10 | 1.29841 | 0.00000 | 0.00000 | -22.30 | 9814.12 |