S¡mbolo | EURCHF (Euro vs Swiss Franc) | ||||
Per¡odo | 4 horas (H4) 2009.01.02 04:00 - 2010.02.19 20:00 (2009.01.01 - 2010.02.20) | ||||
Modelo | Cada tick (el m‚todo m s preciso basado en todos los per¡odos menores disponibles) | ||||
Par metros | SYSTEM_CONTROL_PANEL=""; MM=true; Lots=0.01; MaxLots=100; Risk=5; comment="EA SIGMA 1.0 ULTIMATE"; MagicNumber=753860; MaxSlippage=3; StopLoss_mode_A=300; TakeProfit_mode_A=8; StopLoss_mode_B=70; TakeProfit_mode_B=16; ST_TP_Pending_Mode=false; FridayMode=false; ATR_Period=60; ATR_Timeframe=1440; ATR_border=0.01239; UrATR=0.0013; CCI_Period=34; CCI_Timeframe=1440; StartTime=22; EndTime=4; | ||||
Barras en la prueba | 2762 | Ticks modelados | 6505564 | Calidad del modelado | n/a |
Errores de gr ficos mal agrupados | 769 | ||||
Dep¢sito inicial | 10000.00 | ||||
Beneficio neto total | 2456.75 | Beneficio bruto | 3523.59 | P‚rdida bruta | -1066.85 |
Factor de beneficio | 3.30 | Rentabilidad esperada | 39.62 | ||
Disminuci¢n absoluta | 712.20 | Disminuci¢n maximal | 1698.65 (15.46%) | Disminuci¢n relativa | 15.46% (1698.65) |
Total de operaciones | 62 | Posiciones cortas (ganado %) | 16 (93.75%) | Posiciones largas (ganado %) | 46 (95.65%) |
Operaciones de beneficios (% del total) | 59 (95.16%) | Operaciones de p‚rdidas (% del total) | 3 (4.84%) | ||
Mayor | Operaciones de beneficios | 103.98 | Operaciones de p‚rdidas | -448.55 | |
Media | Operaciones de beneficios | 59.72 | Operaciones de p‚rdidas | -355.62 | |
M ximo | ganancias consecutivas (beneficios en dinero) | 29 (1653.32) | p‚rdidas consecutivas (p‚rdidas en dinero) | 1 (-448.55) | |
M ximo | beneficios consecutivos (n£mero de ganancias) | 1653.32 (29) | p‚rdidas consecutivas (n£mero de p‚rdidas) | -448.55 (1) | |
Media | ganancias consecutivas | 15 | p‚rdidas consecutivas | 1 |
N£m. | Tiempo | Tipo | Orden | Volumen | Precio | S / L | T / P | Beneficios | Balance |
1 | 2009.01.23 09:11 | sell | 1 | 0.67 | 1.4994 | 1.5064 | 1.4978 | ||
2 | 2009.01.23 09:15 | t/p | 1 | 0.67 | 1.4978 | 1.5064 | 1.4978 | 99.53 | 10099.53 |
3 | 2009.01.23 09:17 | sell | 2 | 0.67 | 1.4994 | 1.5064 | 1.4978 | ||
4 | 2009.01.23 09:20 | t/p | 2 | 0.67 | 1.4978 | 1.5064 | 1.4978 | 99.53 | 10199.06 |
5 | 2009.02.09 08:00 | buy | 3 | 0.68 | 1.5014 | 1.4944 | 1.5030 | ||
6 | 2009.02.09 09:51 | t/p | 3 | 0.68 | 1.5030 | 1.4944 | 1.5030 | 101.04 | 10300.10 |
7 | 2009.03.02 19:57 | sell | 4 | 0.70 | 1.4796 | 1.4866 | 1.4780 | ||
8 | 2009.03.02 20:38 | t/p | 4 | 0.70 | 1.4780 | 1.4866 | 1.4780 | 103.98 | 10404.08 |
9 | 2009.03.20 04:00 | buy | 5 | 0.68 | 1.5329 | 1.5259 | 1.5345 | ||
10 | 2009.03.20 09:00 | t/p | 5 | 0.68 | 1.5345 | 1.5259 | 1.5345 | 101.04 | 10505.12 |
11 | 2009.03.20 09:22 | buy | 6 | 0.69 | 1.5318 | 1.5248 | 1.5334 | ||
12 | 2009.03.20 09:50 | t/p | 6 | 0.69 | 1.5334 | 1.5248 | 1.5334 | 102.53 | 10607.65 |
13 | 2009.03.20 10:31 | buy | 7 | 0.69 | 1.5318 | 1.5248 | 1.5334 | ||
14 | 2009.03.20 16:01 | s/l | 7 | 0.69 | 1.5248 | 1.5248 | 1.5334 | -448.55 | 10159.10 |
15 | 2009.04.10 04:31 | buy | 8 | 0.67 | 1.5213 | 1.5143 | 1.5229 | ||
16 | 2009.04.10 08:55 | t/p | 8 | 0.67 | 1.5229 | 1.5143 | 1.5229 | 99.56 | 10258.66 |
17 | 2009.04.20 08:48 | buy | 9 | 0.68 | 1.5196 | 1.5126 | 1.5212 | ||
18 | 2009.04.20 17:11 | s/l | 9 | 0.68 | 1.5126 | 1.5126 | 1.5212 | -442.05 | 9816.61 |
19 | 2009.05.13 04:19 | sell | 10 | 0.65 | 1.5081 | 1.5381 | 1.5073 | ||
20 | 2009.05.13 12:05 | t/p | 10 | 0.65 | 1.5073 | 1.5381 | 1.5073 | 48.28 | 9864.89 |
21 | 2009.05.20 03:55 | buy | 11 | 0.65 | 1.5114 | 1.4814 | 1.5122 | ||
22 | 2009.05.20 07:13 | t/p | 11 | 0.65 | 1.5122 | 1.4814 | 1.5122 | 48.29 | 9913.18 |
23 | 2009.05.20 07:25 | sell | 12 | 0.66 | 1.5126 | 1.5426 | 1.5118 | ||
24 | 2009.05.20 07:43 | t/p | 12 | 0.66 | 1.5118 | 1.5426 | 1.5118 | 49.02 | 9962.20 |
25 | 2009.05.20 07:43 | buy | 13 | 0.66 | 1.5118 | 1.4818 | 1.5126 | ||
26 | 2009.05.20 10:02 | t/p | 13 | 0.66 | 1.5126 | 1.4818 | 1.5126 | 49.04 | 10011.24 |
27 | 2009.05.21 12:00 | buy | 14 | 0.66 | 1.51505 | 1.4851 | 1.5159 | ||
28 | 2009.05.21 12:20 | t/p | 14 | 0.66 | 1.5159 | 1.4851 | 1.5159 | 52.10 | 10063.34 |
29 | 2009.06.02 12:46 | buy | 15 | 0.67 | 1.5131 | 1.4831 | 1.5139 | ||
30 | 2009.06.02 12:52 | t/p | 15 | 0.67 | 1.5139 | 1.4831 | 1.5139 | 49.77 | 10113.11 |
31 | 2009.06.02 13:26 | buy | 16 | 0.67 | 1.5130 | 1.4830 | 1.5138 | ||
32 | 2009.06.02 14:49 | t/p | 16 | 0.67 | 1.5138 | 1.4830 | 1.5138 | 49.78 | 10162.89 |
33 | 2009.06.03 16:00 | buy | 17 | 0.67 | 1.5173 | 1.4873 | 1.5181 | ||
34 | 2009.06.05 09:44 | t/p | 17 | 0.67 | 1.5181 | 1.4873 | 1.5181 | 49.77 | 10212.66 |
35 | 2009.06.08 04:00 | buy | 18 | 0.67 | 1.51683 | 1.4868 | 1.5176 | ||
36 | 2009.06.08 05:27 | t/p | 18 | 0.67 | 1.5176 | 1.4868 | 1.5176 | 47.91 | 10260.57 |
37 | 2009.06.08 08:55 | buy | 19 | 0.68 | 1.5174 | 1.4874 | 1.5182 | ||
38 | 2009.06.08 09:47 | t/p | 19 | 0.68 | 1.5182 | 1.4874 | 1.5182 | 50.52 | 10311.09 |
39 | 2009.06.09 16:06 | buy | 20 | 0.68 | 1.5164 | 1.4864 | 1.5172 | ||
40 | 2009.06.09 18:25 | t/p | 20 | 0.68 | 1.5172 | 1.4864 | 1.5172 | 50.52 | 10361.61 |
41 | 2009.06.12 21:13 | sell | 21 | 0.69 | 1.5115 | 1.5415 | 1.5107 | ||
42 | 2009.06.15 01:03 | t/p | 21 | 0.69 | 1.5107 | 1.5415 | 1.5107 | 47.22 | 10408.83 |
43 | 2009.06.18 15:39 | sell | 22 | 0.69 | 1.5089 | 1.5389 | 1.5081 | ||
44 | 2009.06.18 15:39 | t/p | 22 | 0.69 | 1.5081 | 1.5389 | 1.5081 | 51.25 | 10460.08 |
45 | 2009.06.18 15:40 | sell | 23 | 0.69 | 1.5089 | 1.5389 | 1.5081 | ||
46 | 2009.06.18 15:41 | t/p | 23 | 0.69 | 1.5081 | 1.5389 | 1.5081 | 51.25 | 10511.33 |
47 | 2009.06.18 15:42 | sell | 24 | 0.70 | 1.5089 | 1.5389 | 1.5081 | ||
48 | 2009.06.19 19:33 | t/p | 24 | 0.70 | 1.5081 | 1.5389 | 1.5081 | 47.90 | 10559.22 |
49 | 2009.06.19 20:20 | buy | 25 | 0.70 | 1.5073 | 1.4773 | 1.5081 | ||
50 | 2009.06.24 13:45 | t/p | 25 | 0.70 | 1.5081 | 1.4773 | 1.5081 | 52.00 | 10611.22 |
51 | 2009.06.25 19:58 | buy | 26 | 0.70 | 1.5259 | 1.4959 | 1.5267 | ||
52 | 2009.06.25 20:02 | t/p | 26 | 0.70 | 1.5267 | 1.4959 | 1.5267 | 52.00 | 10663.22 |
53 | 2009.06.25 20:02 | buy | 27 | 0.70 | 1.5271 | 1.4971 | 1.5279 | ||
54 | 2009.06.25 20:03 | t/p | 27 | 0.70 | 1.5279 | 1.4971 | 1.5279 | 52.00 | 10715.22 |
55 | 2009.06.26 17:19 | buy | 28 | 0.70 | 1.5267 | 1.4967 | 1.5275 | ||
56 | 2009.06.26 20:03 | t/p | 28 | 0.70 | 1.5275 | 1.4967 | 1.5275 | 52.01 | 10767.23 |
57 | 2009.06.26 20:03 | buy | 29 | 0.71 | 1.5267 | 1.4967 | 1.5275 | ||
58 | 2009.06.26 20:04 | t/p | 29 | 0.71 | 1.5275 | 1.4967 | 1.5275 | 52.75 | 10819.98 |
59 | 2009.06.26 20:08 | buy | 30 | 0.71 | 1.5267 | 1.4967 | 1.5275 | ||
60 | 2009.06.29 12:05 | t/p | 30 | 0.71 | 1.5275 | 1.4967 | 1.5275 | 52.75 | 10872.73 |
61 | 2009.07.02 08:33 | sell | 31 | 0.72 | 1.5202 | 1.5502 | 1.5194 | ||
62 | 2009.07.02 18:11 | t/p | 31 | 0.72 | 1.5194 | 1.5502 | 1.5194 | 53.47 | 10926.20 |
63 | 2009.07.09 15:29 | sell | 32 | 0.72 | 1.5141 | 1.5441 | 1.5133 | ||
64 | 2009.07.09 15:31 | t/p | 32 | 0.72 | 1.5133 | 1.5441 | 1.5133 | 53.47 | 10979.67 |
65 | 2009.07.13 17:02 | sell | 33 | 0.73 | 1.5135 | 1.5435 | 1.5127 | ||
66 | 2009.09.03 14:37 | t/p | 33 | 0.73 | 1.5127 | 1.5435 | 1.5127 | -176.25 | 10803.43 |
67 | 2009.09.08 10:32 | buy | 34 | 0.71 | 1.5175 | 1.4875 | 1.5183 | ||
68 | 2009.09.10 16:28 | t/p | 34 | 0.71 | 1.5183 | 1.4875 | 1.5183 | 52.75 | 10856.18 |
69 | 2009.09.10 20:00 | buy | 35 | 0.72 | 1.5146 | 1.4846 | 1.5154 | ||
70 | 2009.09.15 11:26 | t/p | 35 | 0.72 | 1.5154 | 1.4846 | 1.5154 | 53.49 | 10909.67 |
71 | 2009.09.17 17:25 | buy | 36 | 0.72 | 1.5169 | 1.4869 | 1.5177 | ||
72 | 2009.09.21 13:52 | t/p | 36 | 0.72 | 1.5177 | 1.4869 | 1.5177 | 53.49 | 10963.16 |
73 | 2009.09.22 04:00 | buy | 37 | 0.72 | 1.5158 | 1.4858 | 1.5166 | ||
74 | 2009.09.30 13:50 | t/p | 37 | 0.72 | 1.5166 | 1.4858 | 1.5166 | 53.49 | 11016.65 |
75 | 2009.10.02 00:00 | buy | 38 | 0.73 | 1.5139 | 1.4839 | 1.5147 | ||
76 | 2009.10.07 13:53 | t/p | 38 | 0.73 | 1.5147 | 1.4839 | 1.5147 | 54.24 | 11070.89 |
77 | 2009.10.23 00:02 | buy | 39 | 0.73 | 1.5103 | 1.4803 | 1.5111 | ||
78 | 2009.10.23 03:20 | t/p | 39 | 0.73 | 1.5111 | 1.4803 | 1.5111 | 54.23 | 11125.12 |
79 | 2009.11.04 20:19 | buy | 40 | 0.74 | 1.5102 | 1.4802 | 1.5110 | ||
80 | 2009.11.05 12:23 | t/p | 40 | 0.74 | 1.5110 | 1.4802 | 1.5110 | 54.97 | 11180.09 |
81 | 2009.11.06 20:01 | buy | 41 | 0.74 | 1.5103 | 1.4803 | 1.5111 | ||
82 | 2009.11.09 02:05 | t/p | 41 | 0.74 | 1.5111 | 1.4803 | 1.5111 | 54.98 | 11235.07 |
83 | 2009.11.10 12:00 | buy | 42 | 0.74 | 1.5111 | 1.4811 | 1.5119 | ||
84 | 2009.11.19 09:52 | t/p | 42 | 0.74 | 1.5119 | 1.4811 | 1.5119 | 54.97 | 11290.04 |
85 | 2009.11.27 04:00 | buy | 43 | 0.75 | 1.5058 | 1.4758 | 1.5066 | ||
86 | 2009.11.27 04:30 | t/p | 43 | 0.75 | 1.5066 | 1.4758 | 1.5066 | 55.72 | 11345.76 |
87 | 2009.11.30 01:18 | buy | 44 | 0.75 | 1.5057 | 1.4757 | 1.5065 | ||
88 | 2009.11.30 01:20 | t/p | 44 | 0.75 | 1.5065 | 1.4757 | 1.5065 | 55.72 | 11401.48 |
89 | 2009.12.02 04:00 | buy | 45 | 0.76 | 1.5074 | 1.4774 | 1.5082 | ||
90 | 2009.12.03 12:08 | t/p | 45 | 0.76 | 1.5082 | 1.4774 | 1.5082 | 56.46 | 11457.94 |
91 | 2009.12.09 01:09 | buy | 46 | 0.76 | 1.5099 | 1.4799 | 1.5107 | ||
92 | 2009.12.09 03:27 | t/p | 46 | 0.76 | 1.5107 | 1.4799 | 1.5107 | 56.46 | 11514.40 |
93 | 2009.12.10 16:04 | buy | 47 | 0.76 | 1.5113 | 1.4813 | 1.5121 | ||
94 | 2009.12.11 09:28 | t/p | 47 | 0.76 | 1.5121 | 1.4813 | 1.5121 | 56.46 | 11570.86 |
95 | 2009.12.23 04:00 | sell | 48 | 0.77 | 1.4952 | 1.5252 | 1.4944 | ||
96 | 2009.12.23 11:30 | t/p | 48 | 0.77 | 1.4944 | 1.5252 | 1.4944 | 57.19 | 11628.05 |
97 | 2009.12.30 17:58 | sell | 49 | 0.78 | 1.4879 | 1.5179 | 1.4871 | ||
98 | 2009.12.30 19:11 | t/p | 49 | 0.78 | 1.4871 | 1.5179 | 1.4871 | 57.93 | 11685.98 |
99 | 2010.01.05 04:00 | buy | 50 | 0.79 | 1.4832 | 1.4532 | 1.4840 | ||
100 | 2010.01.05 06:47 | t/p | 50 | 0.79 | 1.4840 | 1.4532 | 1.4840 | 58.69 | 11744.67 |
101 | 2010.01.06 04:00 | buy | 51 | 0.79 | 1.4843 | 1.4543 | 1.4851 | ||
102 | 2010.01.06 05:29 | t/p | 51 | 0.79 | 1.4851 | 1.4543 | 1.4851 | 58.69 | 11803.36 |
103 | 2010.01.15 04:00 | buy | 52 | 0.80 | 1.4765 | 1.4465 | 1.4773 | ||
104 | 2010.01.15 04:20 | t/p | 52 | 0.80 | 1.4773 | 1.4465 | 1.4773 | 59.44 | 11862.80 |
105 | 2010.01.15 04:27 | buy | 53 | 0.80 | 1.4765 | 1.4465 | 1.4773 | ||
106 | 2010.01.15 12:19 | t/p | 53 | 0.80 | 1.4773 | 1.4465 | 1.4773 | 59.44 | 11922.24 |
107 | 2010.01.26 04:00 | sell | 54 | 0.81 | 1.4715 | 1.5015 | 1.4707 | ||
108 | 2010.01.28 17:21 | t/p | 54 | 0.81 | 1.4707 | 1.5015 | 1.4707 | 41.22 | 11963.46 |
109 | 2010.02.02 06:07 | buy | 55 | 0.81 | 1.4711 | 1.4411 | 1.4719 | ||
110 | 2010.02.02 06:22 | t/p | 55 | 0.81 | 1.4719 | 1.4411 | 1.4719 | 60.18 | 12023.64 |
111 | 2010.02.03 20:00 | buy | 56 | 0.82 | 1.4725 | 1.4425 | 1.4733 | ||
112 | 2010.02.05 05:00 | t/p | 56 | 0.82 | 1.4733 | 1.4425 | 1.4733 | 60.92 | 12084.56 |
113 | 2010.02.08 16:02 | buy | 57 | 0.82 | 1.4655 | 1.4355 | 1.4663 | ||
114 | 2010.02.09 02:20 | t/p | 57 | 0.82 | 1.4663 | 1.4355 | 1.4663 | 60.92 | 12145.48 |
115 | 2010.02.09 03:13 | buy | 58 | 0.83 | 1.4662 | 1.4362 | 1.4670 | ||
116 | 2010.02.09 04:11 | t/p | 58 | 0.83 | 1.4670 | 1.4362 | 1.4670 | 61.67 | 12207.15 |
117 | 2010.02.09 18:47 | sell | 59 | 0.83 | 1.4674 | 1.4974 | 1.4666 | ||
118 | 2010.02.09 19:42 | t/p | 59 | 0.83 | 1.4666 | 1.4974 | 1.4666 | 61.65 | 12268.80 |
119 | 2010.02.10 16:00 | buy | 60 | 0.84 | 1.4655 | 1.4355 | 1.4663 | ||
120 | 2010.02.10 17:01 | t/p | 60 | 0.84 | 1.4663 | 1.4355 | 1.4663 | 62.40 | 12331.20 |
121 | 2010.02.10 17:58 | buy | 61 | 0.84 | 1.4656 | 1.4356 | 1.4664 | ||
122 | 2010.02.10 19:08 | t/p | 61 | 0.84 | 1.4664 | 1.4356 | 1.4664 | 62.40 | 12393.60 |
123 | 2010.02.18 00:23 | buy | 62 | 0.85 | 1.4667 | 1.4367 | 1.4675 | ||
124 | 2010.02.18 14:25 | t/p | 62 | 0.85 | 1.4675 | 1.4367 | 1.4675 | 63.15 | 12456.75 |