Strategy Tester Report
EA_SIGMA1_ULTIMATE4
SIG-Demo.com (Build 225)

S¡mboloEURCHF (Euro vs Swiss Franc)
Per¡odo4 horas (H4) 2009.01.02 04:00 - 2010.02.19 20:00 (2009.01.01 - 2010.02.20)
ModeloCada tick (el m‚todo m s preciso basado en todos los per¡odos menores disponibles)
Par metrosSYSTEM_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 prueba2762Ticks modelados6505564Calidad del modeladon/a
Errores de gr ficos mal agrupados769
Dep¢sito inicial10000.00
Beneficio neto total2456.75Beneficio bruto3523.59P‚rdida bruta-1066.85
Factor de beneficio3.30Rentabilidad esperada39.62
Disminuci¢n absoluta712.20Disminuci¢n maximal1698.65 (15.46%)Disminuci¢n relativa15.46% (1698.65)
Total de operaciones62Posiciones 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%)
MayorOperaciones de beneficios103.98Operaciones de p‚rdidas-448.55
MediaOperaciones de beneficios59.72Operaciones de p‚rdidas-355.62
M ximoganancias consecutivas (beneficios en dinero)29 (1653.32)p‚rdidas consecutivas (p‚rdidas en dinero)1 (-448.55)
M ximobeneficios consecutivos (n£mero de ganancias)1653.32 (29)p‚rdidas consecutivas (n£mero de p‚rdidas)-448.55 (1)
Mediaganancias consecutivas15p‚rdidas consecutivas1
Graph
N£m.TiempoTipoOrdenVolumenPrecioS / LT / PBeneficiosBalance
12009.01.23 09:11sell10.671.49941.50641.4978
22009.01.23 09:15t/p10.671.49781.50641.497899.5310099.53
32009.01.23 09:17sell20.671.49941.50641.4978
42009.01.23 09:20t/p20.671.49781.50641.497899.5310199.06
52009.02.09 08:00buy30.681.50141.49441.5030
62009.02.09 09:51t/p30.681.50301.49441.5030101.0410300.10
72009.03.02 19:57sell40.701.47961.48661.4780
82009.03.02 20:38t/p40.701.47801.48661.4780103.9810404.08
92009.03.20 04:00buy50.681.53291.52591.5345
102009.03.20 09:00t/p50.681.53451.52591.5345101.0410505.12
112009.03.20 09:22buy60.691.53181.52481.5334
122009.03.20 09:50t/p60.691.53341.52481.5334102.5310607.65
132009.03.20 10:31buy70.691.53181.52481.5334
142009.03.20 16:01s/l70.691.52481.52481.5334-448.5510159.10
152009.04.10 04:31buy80.671.52131.51431.5229
162009.04.10 08:55t/p80.671.52291.51431.522999.5610258.66
172009.04.20 08:48buy90.681.51961.51261.5212
182009.04.20 17:11s/l90.681.51261.51261.5212-442.059816.61
192009.05.13 04:19sell100.651.50811.53811.5073
202009.05.13 12:05t/p100.651.50731.53811.507348.289864.89
212009.05.20 03:55buy110.651.51141.48141.5122
222009.05.20 07:13t/p110.651.51221.48141.512248.299913.18
232009.05.20 07:25sell120.661.51261.54261.5118
242009.05.20 07:43t/p120.661.51181.54261.511849.029962.20
252009.05.20 07:43buy130.661.51181.48181.5126
262009.05.20 10:02t/p130.661.51261.48181.512649.0410011.24
272009.05.21 12:00buy140.661.515051.48511.5159
282009.05.21 12:20t/p140.661.51591.48511.515952.1010063.34
292009.06.02 12:46buy150.671.51311.48311.5139
302009.06.02 12:52t/p150.671.51391.48311.513949.7710113.11
312009.06.02 13:26buy160.671.51301.48301.5138
322009.06.02 14:49t/p160.671.51381.48301.513849.7810162.89
332009.06.03 16:00buy170.671.51731.48731.5181
342009.06.05 09:44t/p170.671.51811.48731.518149.7710212.66
352009.06.08 04:00buy180.671.516831.48681.5176
362009.06.08 05:27t/p180.671.51761.48681.517647.9110260.57
372009.06.08 08:55buy190.681.51741.48741.5182
382009.06.08 09:47t/p190.681.51821.48741.518250.5210311.09
392009.06.09 16:06buy200.681.51641.48641.5172
402009.06.09 18:25t/p200.681.51721.48641.517250.5210361.61
412009.06.12 21:13sell210.691.51151.54151.5107
422009.06.15 01:03t/p210.691.51071.54151.510747.2210408.83
432009.06.18 15:39sell220.691.50891.53891.5081
442009.06.18 15:39t/p220.691.50811.53891.508151.2510460.08
452009.06.18 15:40sell230.691.50891.53891.5081
462009.06.18 15:41t/p230.691.50811.53891.508151.2510511.33
472009.06.18 15:42sell240.701.50891.53891.5081
482009.06.19 19:33t/p240.701.50811.53891.508147.9010559.22
492009.06.19 20:20buy250.701.50731.47731.5081
502009.06.24 13:45t/p250.701.50811.47731.508152.0010611.22
512009.06.25 19:58buy260.701.52591.49591.5267
522009.06.25 20:02t/p260.701.52671.49591.526752.0010663.22
532009.06.25 20:02buy270.701.52711.49711.5279
542009.06.25 20:03t/p270.701.52791.49711.527952.0010715.22
552009.06.26 17:19buy280.701.52671.49671.5275
562009.06.26 20:03t/p280.701.52751.49671.527552.0110767.23
572009.06.26 20:03buy290.711.52671.49671.5275
582009.06.26 20:04t/p290.711.52751.49671.527552.7510819.98
592009.06.26 20:08buy300.711.52671.49671.5275
602009.06.29 12:05t/p300.711.52751.49671.527552.7510872.73
612009.07.02 08:33sell310.721.52021.55021.5194
622009.07.02 18:11t/p310.721.51941.55021.519453.4710926.20
632009.07.09 15:29sell320.721.51411.54411.5133
642009.07.09 15:31t/p320.721.51331.54411.513353.4710979.67
652009.07.13 17:02sell330.731.51351.54351.5127
662009.09.03 14:37t/p330.731.51271.54351.5127-176.2510803.43
672009.09.08 10:32buy340.711.51751.48751.5183
682009.09.10 16:28t/p340.711.51831.48751.518352.7510856.18
692009.09.10 20:00buy350.721.51461.48461.5154
702009.09.15 11:26t/p350.721.51541.48461.515453.4910909.67
712009.09.17 17:25buy360.721.51691.48691.5177
722009.09.21 13:52t/p360.721.51771.48691.517753.4910963.16
732009.09.22 04:00buy370.721.51581.48581.5166
742009.09.30 13:50t/p370.721.51661.48581.516653.4911016.65
752009.10.02 00:00buy380.731.51391.48391.5147
762009.10.07 13:53t/p380.731.51471.48391.514754.2411070.89
772009.10.23 00:02buy390.731.51031.48031.5111
782009.10.23 03:20t/p390.731.51111.48031.511154.2311125.12
792009.11.04 20:19buy400.741.51021.48021.5110
802009.11.05 12:23t/p400.741.51101.48021.511054.9711180.09
812009.11.06 20:01buy410.741.51031.48031.5111
822009.11.09 02:05t/p410.741.51111.48031.511154.9811235.07
832009.11.10 12:00buy420.741.51111.48111.5119
842009.11.19 09:52t/p420.741.51191.48111.511954.9711290.04
852009.11.27 04:00buy430.751.50581.47581.5066
862009.11.27 04:30t/p430.751.50661.47581.506655.7211345.76
872009.11.30 01:18buy440.751.50571.47571.5065
882009.11.30 01:20t/p440.751.50651.47571.506555.7211401.48
892009.12.02 04:00buy450.761.50741.47741.5082
902009.12.03 12:08t/p450.761.50821.47741.508256.4611457.94
912009.12.09 01:09buy460.761.50991.47991.5107
922009.12.09 03:27t/p460.761.51071.47991.510756.4611514.40
932009.12.10 16:04buy470.761.51131.48131.5121
942009.12.11 09:28t/p470.761.51211.48131.512156.4611570.86
952009.12.23 04:00sell480.771.49521.52521.4944
962009.12.23 11:30t/p480.771.49441.52521.494457.1911628.05
972009.12.30 17:58sell490.781.48791.51791.4871
982009.12.30 19:11t/p490.781.48711.51791.487157.9311685.98
992010.01.05 04:00buy500.791.48321.45321.4840
1002010.01.05 06:47t/p500.791.48401.45321.484058.6911744.67
1012010.01.06 04:00buy510.791.48431.45431.4851
1022010.01.06 05:29t/p510.791.48511.45431.485158.6911803.36
1032010.01.15 04:00buy520.801.47651.44651.4773
1042010.01.15 04:20t/p520.801.47731.44651.477359.4411862.80
1052010.01.15 04:27buy530.801.47651.44651.4773
1062010.01.15 12:19t/p530.801.47731.44651.477359.4411922.24
1072010.01.26 04:00sell540.811.47151.50151.4707
1082010.01.28 17:21t/p540.811.47071.50151.470741.2211963.46
1092010.02.02 06:07buy550.811.47111.44111.4719
1102010.02.02 06:22t/p550.811.47191.44111.471960.1812023.64
1112010.02.03 20:00buy560.821.47251.44251.4733
1122010.02.05 05:00t/p560.821.47331.44251.473360.9212084.56
1132010.02.08 16:02buy570.821.46551.43551.4663
1142010.02.09 02:20t/p570.821.46631.43551.466360.9212145.48
1152010.02.09 03:13buy580.831.46621.43621.4670
1162010.02.09 04:11t/p580.831.46701.43621.467061.6712207.15
1172010.02.09 18:47sell590.831.46741.49741.4666
1182010.02.09 19:42t/p590.831.46661.49741.466661.6512268.80
1192010.02.10 16:00buy600.841.46551.43551.4663
1202010.02.10 17:01t/p600.841.46631.43551.466362.4012331.20
1212010.02.10 17:58buy610.841.46561.43561.4664
1222010.02.10 19:08t/p610.841.46641.43561.466462.4012393.60
1232010.02.18 00:23buy620.851.46671.43671.4675
1242010.02.18 14:25t/p620.851.46751.43671.467563.1512456.75