Strategy Tester Report
cacus_MACCImo_v2b_neuro
AlpariUK-Demo (Build 229)

SymboleEURGBP (Euro vs Great Britain Pound )
Periode15 Minutes (M15) 2000.01.03 00:00 - 2011.02.25 22:45 (2000.01.01 - 2011.03.04)
ModeleChaque tick (la méthode la plus précise, basée sur tous les moindres relevés disponibles)
Parametress1="====Basic settings===="; Risk=0.5; Lots=0.01; LotCalcOverBal=false; StopLoss=250; TakeProfit=28; Trailingstop=10; TickByTickTrailing=false; RecoveryMode=true; RecoveryModeMulti=2; SlipPage=2; Magic=5985; s2="====Time based filters===="; DayFilter=true; Day1=4; Day2=6; StartDayMonth=1; StopDayMonth=32; HourFilter=false; GMTOffset=3; Session1=1; Session2=0; Session3=0; Session1OpenHour=0; Session1CloseHour=0; Session2OpenHour=0; Session2CloseHour=0; Session3OpenHour=0; Session3CloseHour=0; s3="===Indicators logic and orders==="; MaxOrders=10; PipDifMin=3; PerCCI1=14; CCIRange=163; PerIMA1=13; PerIMA2=171; PerIMA3=819; IMATrendRate1=0.58; IMATrendRate2=0.13; PipsFromIMA2=3; PipsFromIMA=9; s4="==== Extras ===="; Comentario="MACCIMO"; ColorTXT=Red; showInfo=false; Parameters="StochasticPerceptron"; Parameters_Stochastic="Stochastic"; Kperiod=40; Dperiod=47; slowing=8; Parameters_Perceptron="Perceptron"; shag=20; x1=140; x2=145; x3=35; x4=140;
Bars en test270267Ticks modelés36014799Qualité du modelage90.00%
Erreurs des graphiques désaccordés0
Dépot initial1000.00
Profit total net217.91Profit brut827.40Perte brute-609.49
Facteur de profit1.36Rémunération espérée3.35
Chute absolue147.04Chute maximal (%)490.71 (36.52%)Enfoncement relatif36.52% (490.71)
Total des Trades65Positions SHORT (vente) gagnées %29 (65.52%)Positions LONG (achat) gagnées %36 (83.33%)
Profits des Trades (% du total) 49 (75.38%)Pertes des Trades (% du total) 16 (24.62%)
Le plus largegains par Trade45.49pertes par Trade-103.27
Average (moyenne)gains par Trade16.89pertes par Trade-38.09
Maximumgains consecutifs (profit en $)12 (229.54)pertes consecutives (perte en $)3 (-128.93)
MaximalGains consecutifs (coups gagnants)249.35 (9)Pertes consecutives (coups perdants)-193.33 (2)
Average (moyenne)gains consecutifs4Pertes consecutives1
Graph
#Date exécutionTransactionOrdreVolumePrixS/L (Stop/Perte)T/P (Prendre/profit)ProfitBalance
12000.02.03 23:31buy10.040.619450.000000.00000
22000.02.03 23:31modify10.040.619450.594450.62225
32000.02.04 08:45close10.040.619500.594450.622250.251000.25
42000.03.30 10:45sell20.040.599600.000000.00000
52000.03.30 10:45modify20.040.599600.624600.59680
62000.03.30 15:31modify20.040.599600.599450.59680
72000.03.30 15:31close20.040.598450.599450.596807.471007.72
82000.04.26 15:45sell30.040.584000.000000.00000
92000.04.26 15:45modify30.040.584000.609000.58120
102000.04.26 16:45modify30.040.584000.583850.58120
112000.04.26 16:50s/l30.040.583850.583850.581200.971008.69
122000.05.10 22:02buy40.040.600450.000000.00000
132000.05.10 22:02modify40.040.600450.575450.60325
142000.05.10 23:30buy50.040.598250.000000.00000
152000.05.10 23:30modify50.040.598250.573250.60105
162000.05.10 23:45modify50.040.598250.598300.60105
172000.05.10 23:50s/l50.040.598300.598300.601050.331009.02
182000.05.11 03:00buy60.040.598150.000000.00000
192000.05.11 03:00modify60.040.598150.573150.60095
202000.05.11 08:30modify60.040.598150.598400.60095
212000.05.11 08:45modify60.040.598150.598500.60095
222000.05.11 09:09s/l60.040.598500.598500.600952.281011.30
232000.05.11 09:15close40.040.599800.575450.60325-4.461006.84
242000.05.23 17:45buy70.080.613250.000000.00000
252000.05.23 17:45modify70.080.613250.588250.61605
262000.05.23 23:31modify70.080.613250.613300.61605
272000.05.24 00:01modify70.080.613250.613400.61605
282000.05.24 01:15modify70.080.613250.613600.61605
292000.05.24 02:40s/l70.080.613600.613600.616054.381011.22
302000.10.19 08:15sell80.040.581400.000000.00000
312000.10.19 08:15modify80.040.581400.606400.57860
322000.10.19 14:00close80.040.581750.606400.57860-2.281008.94
332003.05.09 05:15buy90.080.717250.000000.00000
342003.05.09 05:15modify90.080.717250.692250.72005
352003.05.09 07:00modify90.080.717250.717400.72005
362003.05.09 07:15modify90.080.717250.717500.72005
372003.05.09 07:30modify90.080.717250.718000.72005
382003.05.09 07:30close90.080.719000.718000.7200522.741031.68
392003.10.07 22:30buy100.040.707650.000000.00000
402003.10.07 22:30modify100.040.707650.682650.71045
412003.10.08 08:30modify100.040.707650.708400.71045
422003.10.08 08:30close100.040.709400.708400.7104511.291042.97
432008.03.17 08:30buy110.040.783150.000000.00000
442008.03.17 08:30modify110.040.783150.758150.78595
452008.03.17 08:45buy120.040.782350.000000.00000
462008.03.17 08:45modify120.040.782350.757350.78515
472008.03.17 09:15modify120.040.782350.782600.78515
482008.03.17 09:37s/l120.040.782600.782600.785151.621044.59
492008.03.17 11:45modify110.040.783150.783600.78595
502008.03.17 11:45close110.040.784600.783600.785959.421054.01
512008.03.18 13:15buy130.040.783950.000000.00000
522008.03.18 13:15modify130.040.783950.758950.78675
532008.03.18 13:30buy140.040.783150.000000.00000
542008.03.18 13:30modify140.040.783150.758150.78595
552008.03.19 01:15close130.040.779900.758950.78675-26.401027.61
562008.03.19 06:00close140.040.780600.758150.78595-16.651010.97
572008.11.05 09:15buy150.080.810050.000000.00000
582008.11.05 09:15modify150.080.810050.785050.81285
592008.11.05 09:30buy160.080.809350.000000.00000
602008.11.05 09:30modify160.080.809350.784350.81215
612008.11.05 10:24t/p160.080.812150.784350.8121536.391047.36
622008.11.05 10:27t/p150.080.812850.785050.8128536.391083.75
632008.11.14 09:15buy170.040.857450.000000.00000
642008.11.14 09:15modify170.040.857450.832450.86025
652008.11.14 09:30buy180.040.856350.000000.00000
662008.11.14 09:30modify180.040.856350.831350.85915
672008.11.14 09:45buy190.040.854650.000000.00000
682008.11.14 09:45modify190.040.854650.829650.85745
692008.11.14 10:00buy200.040.852750.000000.00000
702008.11.14 10:00modify200.040.852750.827750.85555
712008.11.14 10:30modify200.040.852750.853900.85555
722008.11.14 10:33t/p200.040.855550.853900.8555518.191101.94
732008.11.14 11:00modify190.040.854650.854900.85745
742008.11.14 11:11s/l190.040.854900.854900.857451.621103.56
752008.11.14 13:18t/p180.040.859150.831350.8591518.201121.76
762008.11.14 13:18t/p170.040.860250.832450.8602518.191139.95
772008.11.17 00:15buy210.050.853950.000000.00000
782008.11.17 00:15modify210.050.853950.828950.85675
792008.11.17 00:31buy220.040.852750.000000.00000
802008.11.17 00:31modify220.040.852750.827750.85555
812008.11.17 00:45modify220.040.852750.853100.85555
822008.11.17 01:13s/l220.040.853100.853100.855552.271142.22
832008.11.17 09:00modify210.050.853950.854600.85675
842008.11.17 09:00close210.050.855600.854600.8567513.401155.62
852008.12.05 07:45buy230.050.869350.000000.00000
862008.12.05 07:45modify230.050.869350.844350.87215
872008.12.05 08:15modify230.050.869350.870400.87215
882008.12.05 08:15close230.050.871400.870400.8721516.651172.27
892008.12.05 09:15buy240.050.867550.000000.00000
902008.12.05 09:15modify240.050.867550.842550.87035
912008.12.05 11:00modify240.050.867550.867900.87035
922008.12.05 11:15modify240.050.867550.869100.87035
932008.12.05 11:20t/p240.050.870350.869100.8703522.751195.02
942008.12.19 06:45buy250.050.941050.000000.00000
952008.12.19 06:45modify250.050.941050.916050.94385
962008.12.19 07:30buy260.050.940350.000000.00000
972008.12.19 07:30modify260.050.940350.915350.94315
982008.12.19 07:47t/p260.050.943150.915350.9431522.751217.77
992008.12.19 07:53t/p250.050.943850.916050.9438522.741240.51
1002008.12.19 10:00buy270.050.936450.000000.00000
1012008.12.19 10:00modify270.050.936450.911450.93925
1022008.12.19 20:00close270.050.935800.911450.93925-5.281235.23
1032008.12.29 20:45buy280.100.966850.000000.00000
1042008.12.29 20:45modify280.100.966850.941850.96965
1052008.12.29 21:00modify280.100.966850.967500.96965
1062008.12.29 21:09s/l280.100.967500.967500.9696510.561245.79
1072008.12.30 14:00buy290.050.974450.000000.00000
1082008.12.30 14:00modify290.050.974450.949450.97725
1092008.12.30 14:30modify290.050.974450.975600.97725
1102008.12.30 14:33t/p290.050.977250.975600.9772522.741268.53
1112009.01.07 09:00sell300.050.910000.000000.00000
1122009.01.07 09:00modify300.050.910000.935000.90720
1132009.01.07 09:15sell310.050.912200.000000.00000
1142009.01.07 09:15modify310.050.912200.937200.90940
1152009.01.07 09:30sell320.050.913600.000000.00000
1162009.01.07 09:30modify320.050.913600.938600.91080
1172009.01.07 13:00modify320.050.913600.912450.91080
1182009.01.07 13:00close300.050.911450.935000.90720-11.781256.75
1192009.01.07 13:06t/p320.050.910800.912450.9108022.741279.49
1202009.01.07 13:15modify310.050.912200.911350.90940
1212009.01.07 13:15close310.050.910350.911350.9094015.031294.52
1222009.01.12 07:45sell330.050.889700.000000.00000
1232009.01.12 07:45modify330.050.889700.914700.88690
1242009.01.12 08:00sell340.050.890200.000000.00000
1252009.01.12 08:00modify340.050.890200.915200.88740
1262009.01.12 08:45modify330.050.889700.889250.88690
1272009.01.12 08:48s/l330.050.889250.889250.886903.661298.18
1282009.01.12 08:56t/p340.050.887400.915200.8874022.751320.93
1292009.01.21 21:00buy350.050.930650.000000.00000
1302009.01.21 21:00modify350.050.930650.905650.93345
1312009.01.21 22:13t/p350.050.933450.905650.9334522.741343.67
1322009.02.02 08:15sell360.050.887800.000000.00000
1332009.02.02 08:15modify360.050.887800.912800.88500
1342009.02.02 08:30sell370.050.888200.000000.00000
1352009.02.02 08:30modify370.050.888200.913200.88540
1362009.02.02 09:15sell380.050.893000.000000.00000
1372009.02.02 09:15modify380.050.893000.918000.89020
1382009.02.02 12:45sell390.040.901000.000000.00000
1392009.02.02 12:45modify390.040.901000.926000.89820
1402009.02.02 18:00close360.050.900150.912800.88500-100.321243.35
1412009.02.02 20:30modify390.040.901000.900650.89820
1422009.02.02 20:30close370.050.899650.913200.88540-93.011150.34
1432009.02.02 20:45modify390.040.901000.900550.89820
1442009.02.02 21:00modify390.040.901000.899750.89820
1452009.02.02 21:19s/l390.040.899750.899750.898208.121158.46
1462009.02.03 09:00close380.050.902950.918000.89020-80.881077.58
1472009.02.05 08:15sell400.080.891400.000000.00000
1482009.02.05 08:15modify400.080.891400.916400.88860
1492009.02.05 08:45sell410.080.891800.000000.00000
1502009.02.05 08:45modify410.080.891800.916800.88900
1512009.02.05 09:15modify400.080.891400.891350.88860
1522009.02.05 09:30modify400.080.891400.890950.88860
1532009.02.05 09:45modify410.080.891800.891450.88900
1542009.02.05 09:59t/p410.080.889000.891450.8890036.391113.97
1552009.02.05 10:00modify400.080.891400.889650.88860
1562009.02.05 10:00t/p400.080.888600.889650.8886036.391150.36
1572009.02.12 15:15buy420.100.900850.000000.00000
1582009.02.12 15:15modify420.100.900850.875850.90365
1592009.02.12 15:30buy430.080.898250.000000.00000
1602009.02.12 15:30modify430.080.898250.873250.90105
1612009.02.12 17:15t/p430.080.901050.873250.9010536.381186.74
1622009.02.12 19:30modify420.100.900850.900900.90365
1632009.02.12 19:45modify420.100.900850.901000.90365
1642009.02.12 20:00modify420.100.900850.901500.90365
1652009.02.12 20:13s/l420.100.901500.901500.9036510.561197.30
1662009.03.09 06:15buy440.100.896950.000000.00000
1672009.03.09 06:15modify440.100.896950.871950.89975
1682009.03.09 08:08t/p440.100.899750.871950.8997545.491242.79
1692009.03.19 12:00buy450.100.941950.000000.00000
1702009.03.19 12:00modify450.100.941950.916950.94475
1712009.03.19 12:15buy460.100.939050.000000.00000
1722009.03.19 12:15modify460.100.939050.914050.94185
1732009.03.19 12:30modify460.100.939050.939900.94185
1742009.03.19 12:34s/l460.100.939900.939900.9418513.811256.60
1752009.03.19 16:45close450.100.942800.916950.9447513.811270.41
1762009.03.19 19:00buy470.100.938850.000000.00000
1772009.03.19 19:00modify470.100.938850.913850.94165
1782009.03.19 19:15modify470.100.938850.939000.94165
1792009.03.19 19:30modify470.100.938850.939300.94165
1802009.03.19 19:45modify470.100.938850.940000.94165
1812009.03.19 19:51t/p470.100.941650.940000.9416545.481315.89
1822009.03.31 08:00sell480.100.926870.000000.00000
1832009.03.31 08:00modify480.100.926870.951870.92407
1842009.03.31 08:45modify480.100.926870.926660.92407
1852009.03.31 09:00modify480.100.926870.926190.92407
1862009.03.31 09:02s/l480.100.926190.926190.9240711.041326.93
1872009.05.28 05:15sell490.100.868290.000000.00000
1882009.05.28 05:15modify490.100.868290.893290.86549
1892009.05.29 08:00close490.100.874640.893290.86549-103.271223.66
1902009.06.02 08:15sell500.100.862220.000000.00000
1912009.06.02 08:15modify500.100.862220.887220.85942
1922009.06.02 11:15sell510.100.863530.000000.00000
1932009.06.02 11:15modify510.100.863530.888530.86073
1942009.06.02 16:15close500.100.863750.887220.85942-24.851198.81
1952009.06.02 16:30close510.100.863580.888530.86073-0.811198.00
1962009.10.13 02:45buy520.100.934730.000000.00000
1972009.10.13 02:45modify520.100.934730.909730.93753
1982009.10.13 03:45modify520.100.934730.934760.93753
1992009.10.13 04:00modify520.100.934730.934970.93753
2002009.10.13 04:15modify520.100.934730.935230.93753
2012009.10.13 04:15close520.100.936230.935230.9375324.371222.37
2022009.10.28 07:15sell530.100.906360.000000.00000
2032009.10.28 07:15modify530.100.906360.931360.90356
2042009.10.28 09:45modify530.100.906360.905940.90356
2052009.10.28 09:48t/p530.100.903560.905940.9035645.491267.86
2062009.10.29 04:15sell540.100.899100.000000.00000
2072009.10.29 04:15modify540.100.899100.924100.89630
2082009.10.29 07:45modify540.100.899100.899080.89630
2092009.10.29 08:00modify540.100.899100.898680.89630
2102009.10.29 08:10t/p540.100.896300.898680.8963045.491313.35
2112010.01.21 02:00sell550.100.866780.000000.00000
2122010.01.21 02:00modify550.100.866780.891780.86398
2132010.01.21 16:30close550.100.867650.891780.86398-14.141299.21
2142010.07.09 02:15sell560.100.837800.000000.00000
2152010.07.09 02:15modify560.100.837800.862800.83500
2162010.07.09 07:15modify560.100.837800.837700.83500
2172010.07.09 07:30modify560.100.837800.837670.83500
2182010.07.09 07:45modify560.100.837800.837540.83500
2192010.07.09 08:00modify560.100.837800.837260.83500
2202010.07.09 08:14s/l560.100.837260.837260.835008.781307.99
2212010.07.09 17:30sell570.100.837230.000000.00000
2222010.07.09 17:30modify570.100.837230.862230.83443
2232010.07.09 19:00sell580.100.839650.000000.00000
2242010.07.09 19:00modify580.100.839650.864650.83685
2252010.07.12 02:00modify580.100.839650.839460.83685
2262010.07.12 03:00modify580.100.839650.839270.83685
2272010.07.12 03:19s/l580.100.839270.839270.836856.071314.06
2282010.07.12 12:15close570.100.838040.862230.83443-13.261300.80
2292010.08.12 04:00sell590.100.822170.000000.00000
2302010.08.12 04:00modify590.100.822170.847170.81937
2312010.08.12 09:00sell600.100.823200.000000.00000
2322010.08.12 09:00modify600.100.823200.848200.82040
2332010.08.12 11:00modify600.100.823200.822450.82040
2342010.08.12 11:15modify590.100.822170.821990.81937
2352010.08.12 11:21s/l590.100.821990.821990.819372.921303.72
2362010.08.12 11:25s/l600.100.822450.822450.8204012.191315.91
2372010.09.23 03:30buy610.100.855510.000000.00000
2382010.09.23 03:30modify610.100.855510.830510.85831
2392010.09.23 15:15close610.100.851590.830510.85831-63.681252.23
2402010.09.30 00:00buy620.100.862560.000000.00000
2412010.09.30 00:00modify620.100.862560.837560.86536
2422010.09.30 11:45close620.100.859580.837560.86536-48.421203.81
2432011.01.10 09:30sell630.100.831320.000000.00000
2442011.01.10 09:30modify630.100.831320.856320.82852
2452011.01.10 09:45sell640.100.832220.000000.00000
2462011.01.10 09:45modify640.100.832220.857220.82942
2472011.01.10 10:00sell650.080.833020.000000.00000
2482011.01.10 10:00modify650.080.833020.858020.83022
2492011.01.10 12:45modify650.080.833020.832970.83022
2502011.01.10 13:15modify640.100.832220.832150.82942
2512011.01.10 13:15close630.100.831150.856320.828522.761206.57
2522011.01.10 13:30modify650.080.833020.832450.83022
2532011.01.10 13:45modify650.080.833020.832260.83022
2542011.01.10 14:00modify640.100.832220.832130.82942
2552011.01.10 14:18s/l640.100.832130.832130.829421.461208.03
2562011.01.10 14:24s/l650.080.832260.832260.830229.881217.91