16/2/2014

Strategy Tester: Pablo10ventaBV

Strategy Tester Report

Pablo10ventaBV
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) 2012.09.03 00:00 - 2014.02.14 23:55 (2012.09.01 - 2014.02.16)

M odelo

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

P armetros

F 1ten1=5; F 1ten2=3; F 1ten3=3; F 1difer=3; E sH 4v 1=8; E sH 4v 2=5; E sH 4v 3=3; E sM 5v 1=11; E sM 5v 2=5; E sM 5v 3=3; N altos=20;

Barras en la prueba

107197 Ticks modelados

E rrores de grficos mal agrupados

Depsito inicial

50000.00

Beneficio neto total

25324.88 Beneficio bruto

F actor de beneficio
Disminucin absoluta
Total de operaciones

14369472 C alidad del modelado

90.00%

21

119578.50 P rdida bruta

1.27 Rentabilidad esperada

-94253.62

161.30

4479.13 Disminucin maximal

14000.14 (16.57% ) Disminucin relativ a

157 P osiciones cortas (ganado % )

18.02% (11209.64)

157 (41.40% ) P osiciones largas (ganado % )

O peraciones de beneficios (% del total)

0 (0.00% )

65 (41.40% ) O peraciones de prdidas (% del total)

M ay or O peraciones de beneficios

9295.48 O peraciones de prdidas

M edia O peraciones de beneficios

1839.67 O peraciones de prdidas

92 (58.60% )
-4542.84
-1024.50

M ximo ganancias consecutiv as (beneficios en dinero)

6 (13639.76) prdidas consecutiv as (prdidas en dinero)

5 (-2026.95)

M ximo beneficios consecutiv os (nmero de ganancias)

13639.76 (6) prdidas consecutiv as (nmero de prdidas)

-7320.47 (4)

M edia ganancias consecutiv as

2 prdidas consecutiv as

N m.

Tiempo

Tipo

O rden

V olumen

P recio

S /L

T /P

2012.09.20 09:06

sell

5.00

1.29469

1.30113

0.00000

2012.09.21 10:38

s/l

5.00

1.30113

1.30113

0.00000

2012.09.24 00:00

sell

4.75

1.29789

1.29973

0.00000

2012.09.24 12:55

modify

4.75

1.29789

1.29786

0.00000

2012.09.24 13:00

modify

4.75

1.29789

1.29783

0.00000

2012.09.24 13:05

modify

4.75

1.29789

1.29780

0.00000

2012.09.24 13:10

modify

4.75

1.29789

1.29777

0.00000

2012.09.24 13:15

modify

4.75

1.29789

1.29775

0.00000

2012.09.24 13:20

modify

4.75

1.29789

1.29772

0.00000

10

2012.09.24 13:25

modify

4.75

1.29789

1.29769

0.00000

11

2012.09.24 13:30

modify

4.75

1.29789

1.29766

0.00000

12

2012.09.24 13:35

modify

4.75

1.29789

1.29763

0.00000

13

2012.09.24 13:40

modify

4.75

1.29789

1.29760

0.00000

14

2012.09.24 13:45

modify

4.75

1.29789

1.29758

0.00000

15

2012.09.24 13:50

modify

4.75

1.29789

1.29755

0.00000

16

2012.09.24 13:55

modify

4.75

1.29789

1.29753

0.00000

17

2012.09.24 14:00

modify

4.75

1.29789

1.29750

0.00000

18

2012.09.24 14:05

modify

4.75

1.29789

1.29748

0.00000

19

2012.09.24 14:10

modify

4.75

1.29789

1.29746

0.00000

20

2012.09.24 14:15

modify

4.75

1.29789

1.29744

0.00000

21

2012.09.24 14:20

modify

4.75

1.29789

1.29743

0.00000

22

2012.09.24 14:25

modify

4.75

1.29789

1.29741

0.00000

23

2012.09.24 14:30

modify

4.75

1.29789

1.29739

0.00000

24

2012.09.24 14:35

modify

4.75

1.29789

1.29737

0.00000

25

2012.09.24 14:40

modify

4.75

1.29789

1.29735

0.00000

26

2012.09.24 14:45

modify

4.75

1.29789

1.29733

0.00000

27

2012.09.24 14:50

modify

4.75

1.29789

1.29731

0.00000

28

2012.09.24 14:55

modify

4.75

1.29789

1.29728

0.00000

29

2012.09.24 15:00

modify

4.75

1.29789

1.29726

0.00000

30

2012.09.24 15:05

modify

4.75

1.29789

1.29724

0.00000

31

2012.09.24 15:10

modify

4.75

1.29789

1.29721

0.00000

file:///C:/Users/Pablo/Documents/StrategyTesterSoloCortosdsdSeptiembred2012.htm

Beneficios

Balance

-2475.56

47524.44

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