10/2/2014

Strategy Tester: Pablo7

Strategy Tester Report

Pablo7
AlpariUK-Demo - Micro+Classic (Build 509)
S mbolo

E U RU S D (E uro v s U S Dollar)

P erodo

5 minutos (M 5) 2008.01.02 09:00 - 2014.02.07 23:55 (2008.01.01 - 2014.02.09)

M odelo

C ada tick (el mtodo ms preciso basado en todos los perodos menores disponibles)

Barras en la prueba

451142 Ticks modelados

E rrores de grficos mal agrupados

Depsito inicial
Beneficio neto total
F actor de beneficio
Disminucin absoluta
Total de operaciones

69718144 C alidad del modelado

90.00%

17
50000.00
414195.86 Beneficio bruto

6714369.58 P rdida bruta

1.07 Rentabilidad esperada

-6300173.72

284.28

5238.03 Disminucin maximal

732348.69 (67.17% ) Disminucin relativ a

1457 P osiciones cortas (ganado % )

67.17% (732348.69)

752 (30.05% ) P osiciones largas (ganado % )

O peraciones de beneficios (% del total)

705 (32.48% )

455 (31.23% ) O peraciones de prdidas (% del total)

M ay or O peraciones de beneficios

175816.25 O peraciones de prdidas

M edia O peraciones de beneficios

14756.86 O peraciones de prdidas

M ximo ganancias consecutiv as (beneficios en dinero)

M ximo beneficios consecutiv os (nmero de ganancias)

1002 (68.77% )
-45505.68
-6287.60

6 (16779.37) prdidas consecutiv as (prdidas en dinero)

19 (-12597.80)

210858.33 (4) prdidas consecutiv as (nmero de prdidas)

-204370.96 (12)

M edia ganancias consecutiv as

1 prdidas consecutiv as

N m.

Tiempo

Tipo

O rden

V olumen

P recio

S /L

T /P

2008.01.07 08:00

sell

5.00

1.47160

1.47488

0.00000

2008.01.07 08:00

modify

5.00

1.47160

1.47367

0.00000

2008.01.07 08:05

modify

5.00

1.47160

1.47366

0.00000

2008.01.07 08:25

modify

5.00

1.47160

1.47365

0.00000

2008.01.07 08:50

modify

5.00

1.47160

1.47364

0.00000

2008.01.07 09:00

modify

5.00

1.47160

1.47363

0.00000

2008.01.07 09:15

modify

5.00

1.47160

1.47362

0.00000

2008.01.07 09:25

modify

5.00

1.47160

1.47361

0.00000

2008.01.07 09:30

modify

5.00

1.47160

1.47360

0.00000

10

2008.01.07 09:35

modify

5.00

1.47160

1.47359

0.00000

11

2008.01.07 09:40

modify

5.00

1.47160

1.47357

0.00000

12

2008.01.07 09:45

modify

5.00

1.47160

1.47356

0.00000

13

2008.01.07 09:50

modify

5.00

1.47160

1.47354

0.00000

14

2008.01.07 09:55

modify

5.00

1.47160

1.47353

0.00000

15

2008.01.07 10:00

modify

5.00

1.47160

1.47352

0.00000

16

2008.01.07 10:05

modify

5.00

1.47160

1.47351

0.00000

17

2008.01.07 10:10

modify

5.00

1.47160

1.47350

0.00000

18

2008.01.07 10:15

modify

5.00

1.47160

1.47349

0.00000

19

2008.01.07 10:20

modify

5.00

1.47160

1.47348

0.00000

20

2008.01.07 10:25

modify

5.00

1.47160

1.47347

0.00000

21

2008.01.07 10:30

modify

5.00

1.47160

1.47346

0.00000

22

2008.01.07 10:35

modify

5.00

1.47160

1.47345

0.00000

23

2008.01.07 10:40

modify

5.00

1.47160

1.47344

0.00000

24

2008.01.07 10:45

modify

5.00

1.47160

1.47343

0.00000

25

2008.01.07 10:50

modify

5.00

1.47160

1.47342

0.00000

26

2008.01.07 10:55

modify

5.00

1.47160

1.47341

0.00000

27

2008.01.07 11:05

modify

5.00

1.47160

1.47340

0.00000

28

2008.01.07 11:10

modify

5.00

1.47160

1.47339

0.00000

29

2008.01.07 11:15

modify

5.00

1.47160

1.47338

0.00000

30

2008.01.07 11:25

modify

5.00

1.47160

1.47337

0.00000

31

2008.01.07 11:31

modify

5.00

1.47160

1.47336

0.00000

32

2008.01.07 11:35

modify

5.00

1.47160

1.47335

0.00000

file:///C:/Users/Pablo/Documents/StrategyTester%20con%20mejora%20de%20Stops.htm

Beneficios

Balance

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