Symbol		GBPUSD (Great Britan vs US Dollar)
Periode		1 Stunde (H1) 2006.10.02 00:00 - 2007.02.23 22:00 (2007.01.01 - 2007.02.24)
Modell		Jeder Tick (basierend auf dem nächsten verfügbaren kleineren Zeitrahmen mit fraktaler Interpolation jedes Ticksignals)
Parameter		HourOpenPos=22; Lots=0.1; TrailingStop=0;
Balken im Test	3430	Ticks modelliert	602303	Modellierungsqualität	70.61%
Ursprüngliche Einlage	10000.00
Gesamt netto Profit	1099.00	Brutto Profit	1450.00	Brutto Loss	-351.00
Profit Faktor	4.13	Erwartetes Ergebnis	36.63
Drawdown absolut	0.00	Maximaler Drawdown	249.00 (2.30%)	Relative drawdown	2.30% (249.00)
Trades gesamt	30	Short Positionen (gewonnen %)	15 (60.00%)	Long Positionen (gewonnen %)	15 (60.00%)
		Profit Trades (% gesamt)	18 (60.00%)	Loss Trades (% gesamtl)	12 (40.00%)
Grösster		Profit Trade	199.00	Loss Trade	-34.00
Durchschnitt		Profit Trade	80.56	Loss Trade	-29.25
Maximum		aufeinanderfolgende Gewinne (Profit in Geld)	9 (737.00)	Aufeinanderfolgende Verluste (Verlust in Geld)	9 (-249.00)
Maximal		Aufeinanderfolgender Profit (Anzahl der Gewinne)	737.00 (9)	Aufeinanderfolgende Verluste (Anzahl der Verluste)	-249.00 (9)
Durchschnitt		aufeinanderfolgende Gewinne	6	aufeinanderfolgende Verluste	6

Nr.	Zeit	Typ	Auftrag	Lots	Preis	S / L	T / P	Profit	Bilanz
1	2007.01.02 22:00	buy stop	1	0.10	1.9761	1.9727	1.9816
2	2007.01.02 22:00	buy stop	2	0.10	1.9761	1.9727	1.9871
3	2007.01.02 22:00	buy stop	3	0.10	1.9761	1.9727	1.9960
4	2007.01.02 22:00	sell stop	4	0.10	1.9693	1.9727	1.9638
5	2007.01.02 22:00	sell stop	5	0.10	1.9693	1.9727	1.9583
6	2007.01.02 22:00	sell stop	6	0.10	1.9693	1.9727	1.9494
7	2007.01.03 12:05	sell	4	0.10	1.9693	1.9727	1.9638
8	2007.01.03 12:05	sell	5	0.10	1.9693	1.9727	1.9583
9	2007.01.03 12:05	sell	6	0.10	1.9693	1.9727	1.9494
10	2007.01.03 12:05	modify	1	0.10	1.9727	1.9693	1.9871
11	2007.01.03 12:05	modify	2	0.10	1.9727	1.9693	1.9816
12	2007.01.03 12:05	modify	3	0.10	1.9727	1.9693	1.9761
13	2007.01.03 12:23	t/p	4	0.10	1.9638	1.9727	1.9638	55.00	10055.00
14	2007.01.03 16:21	t/p	5	0.10	1.9583	1.9727	1.9583	110.00	10165.00
15	2007.01.03 18:28	t/p	6	0.10	1.9494	1.9727	1.9494	199.00	10364.00
16	2007.01.03 22:00	delete	3	0.10	1.9727	1.9693	1.9761
17	2007.01.03 22:00	delete	2	0.10	1.9727	1.9693	1.9816
18	2007.01.03 22:00	delete	1	0.10	1.9727	1.9693	1.9871
19	2007.01.03 22:00	buy stop	7	0.10	1.9537	1.9503	1.9592
20	2007.01.03 22:00	buy stop	8	0.10	1.9537	1.9503	1.9647
21	2007.01.03 22:00	buy stop	9	0.10	1.9537	1.9503	1.9736
22	2007.01.03 22:00	sell stop	10	0.10	1.9469	1.9503	1.9414
23	2007.01.03 22:00	sell stop	11	0.10	1.9469	1.9503	1.9359
24	2007.01.03 22:00	sell stop	12	0.10	1.9469	1.9503	1.9270
25	2007.01.04 10:12	sell	10	0.10	1.9469	1.9503	1.9414
26	2007.01.04 10:12	sell	11	0.10	1.9469	1.9503	1.9359
27	2007.01.04 10:12	sell	12	0.10	1.9469	1.9503	1.9270
28	2007.01.04 10:12	modify	7	0.10	1.9503	1.9469	1.9647
29	2007.01.04 10:12	modify	8	0.10	1.9503	1.9469	1.9592
30	2007.01.04 10:12	modify	9	0.10	1.9503	1.9469	1.9537
31	2007.01.04 10:52	t/p	10	0.10	1.9414	1.9503	1.9414	55.00	10419.00
32	2007.01.04 22:00	delete	9	0.10	1.9503	1.9469	1.9537
33	2007.01.04 22:00	delete	8	0.10	1.9503	1.9469	1.9592
34	2007.01.04 22:00	delete	7	0.10	1.9503	1.9469	1.9647
35	2007.01.04 22:00	close	12	0.10	1.9444	1.9503	1.9270	25.00	10444.00
36	2007.01.04 22:00	close	11	0.10	1.9444	1.9503	1.9359	25.00	10469.00
37	2007.01.04 22:00	buy stop	13	0.10	1.9474	1.9440	1.9529
38	2007.01.04 22:00	buy stop	14	0.10	1.9474	1.9440	1.9584
39	2007.01.04 22:00	buy stop	15	0.10	1.9474	1.9440	1.9673
40	2007.01.04 22:00	sell stop	16	0.10	1.9406	1.9440	1.9351
41	2007.01.04 22:00	sell stop	17	0.10	1.9406	1.9440	1.9296
42	2007.01.04 22:00	sell stop	18	0.10	1.9406	1.9440	1.9207
43	2007.01.05 02:50	sell	16	0.10	1.9406	1.9440	1.9351
44	2007.01.05 02:50	sell	17	0.10	1.9406	1.9440	1.9296
45	2007.01.05 02:50	sell	18	0.10	1.9406	1.9440	1.9207
46	2007.01.05 02:50	modify	13	0.10	1.9440	1.9406	1.9584
47	2007.01.05 02:50	modify	14	0.10	1.9440	1.9406	1.9529
48	2007.01.05 02:50	modify	15	0.10	1.9440	1.9406	1.9474
49	2007.01.05 15:31	t/p	16	0.10	1.9351	1.9440	1.9351	55.00	10524.00
50	2007.01.05 15:53	t/p	17	0.10	1.9296	1.9440	1.9296	110.00	10634.00
51	2007.01.05 22:00	delete	15	0.10	1.9440	1.9406	1.9474
52	2007.01.05 22:00	delete	14	0.10	1.9440	1.9406	1.9529
53	2007.01.05 22:00	delete	13	0.10	1.9440	1.9406	1.9584
54	2007.01.05 22:00	close	18	0.10	1.9303	1.9440	1.9207	103.00	10737.00
55	2007.01.05 22:00	buy stop	19	0.10	1.9333	1.9299	1.9388
56	2007.01.05 22:00	buy stop	20	0.10	1.9333	1.9299	1.9443
57	2007.01.05 22:00	buy stop	21	0.10	1.9333	1.9299	1.9532
58	2007.01.05 22:00	sell stop	22	0.10	1.9265	1.9299	1.9210
59	2007.01.05 22:00	sell stop	23	0.10	1.9265	1.9299	1.9155
60	2007.01.05 22:00	sell stop	24	0.10	1.9265	1.9299	1.9066
61	2007.01.08 02:49	sell	22	0.10	1.9265	1.9299	1.9210
62	2007.01.08 02:49	sell	23	0.10	1.9265	1.9299	1.9155
63	2007.01.08 02:49	sell	24	0.10	1.9265	1.9299	1.9066
64	2007.01.08 02:49	modify	19	0.10	1.9299	1.9265	1.9443
65	2007.01.08 02:49	modify	20	0.10	1.9299	1.9265	1.9388
66	2007.01.08 02:49	modify	21	0.10	1.9299	1.9265	1.9333
67	2007.01.08 03:17	s/l	22	0.10	1.9299	1.9299	1.9210	-34.00	10703.00
68	2007.01.08 03:17	s/l	23	0.10	1.9299	1.9299	1.9155	-34.00	10669.00
69	2007.01.08 03:17	s/l	24	0.10	1.9299	1.9299	1.9066	-34.00	10635.00
70	2007.01.08 03:17	buy	19	0.10	1.9299	1.9265	1.9443
71	2007.01.08 03:17	buy	20	0.10	1.9299	1.9265	1.9388
72	2007.01.08 03:17	buy	21	0.10	1.9299	1.9265	1.9333
73	2007.01.08 09:19	t/p	21	0.10	1.9333	1.9265	1.9333	34.00	10669.00
74	2007.01.08 19:03	t/p	20	0.10	1.9388	1.9265	1.9388	89.00	10758.00
75	2007.01.08 22:00	close	19	0.10	1.9377	1.9265	1.9443	78.00	10836.00
76	2007.01.08 22:00	buy stop	25	0.10	1.9411	1.9377	1.9466
77	2007.01.08 22:00	buy stop	26	0.10	1.9411	1.9377	1.9521
78	2007.01.08 22:00	buy stop	27	0.10	1.9411	1.9377	1.9610
79	2007.01.08 22:00	sell stop	28	0.10	1.9343	1.9377	1.9288
80	2007.01.08 22:00	sell stop	29	0.10	1.9343	1.9377	1.9233
81	2007.01.08 22:00	sell stop	30	0.10	1.9343	1.9377	1.9144
82	2007.01.09 02:04	buy	25	0.10	1.9411	1.9377	1.9466
83	2007.01.09 02:04	buy	26	0.10	1.9411	1.9377	1.9521
84	2007.01.09 02:04	buy	27	0.10	1.9411	1.9377	1.9610
85	2007.01.09 02:04	modify	28	0.10	1.9377	1.9411	1.9233
86	2007.01.09 02:04	modify	29	0.10	1.9377	1.9411	1.9288
87	2007.01.09 02:04	modify	30	0.10	1.9377	1.9411	1.9343
88	2007.01.09 22:00	delete	30	0.10	1.9377	1.9411	1.9343
89	2007.01.09 22:00	delete	29	0.10	1.9377	1.9411	1.9288
90	2007.01.09 22:00	delete	28	0.10	1.9377	1.9411	1.9233
91	2007.01.09 22:00	close	27	0.10	1.9396	1.9377	1.9610	-15.00	10821.00
92	2007.01.09 22:00	close	26	0.10	1.9396	1.9377	1.9521	-15.00	10806.00
93	2007.01.09 22:00	close	25	0.10	1.9396	1.9377	1.9466	-15.00	10791.00
94	2007.01.09 22:00	buy stop	31	0.10	1.9430	1.9396	1.9485
95	2007.01.09 22:00	buy stop	32	0.10	1.9430	1.9396	1.9540
96	2007.01.09 22:00	buy stop	33	0.10	1.9430	1.9396	1.9629
97	2007.01.09 22:00	sell stop	34	0.10	1.9362	1.9396	1.9307
98	2007.01.09 22:00	sell stop	35	0.10	1.9362	1.9396	1.9252
99	2007.01.09 22:00	sell stop	36	0.10	1.9362	1.9396	1.9163
100	2007.01.10 02:15	sell	34	0.10	1.9362	1.9396	1.9307
101	2007.01.10 02:15	sell	35	0.10	1.9362	1.9396	1.9252
102	2007.01.10 02:15	sell	36	0.10	1.9362	1.9396	1.9163
103	2007.01.10 02:15	modify	31	0.10	1.9396	1.9362	1.9540
104	2007.01.10 02:15	modify	32	0.10	1.9396	1.9362	1.9485
105	2007.01.10 02:15	modify	33	0.10	1.9396	1.9362	1.9430
106	2007.01.10 08:59	s/l	34	0.10	1.9396	1.9396	1.9307	-34.00	10757.00
107	2007.01.10 08:59	s/l	35	0.10	1.9396	1.9396	1.9252	-34.00	10723.00
108	2007.01.10 08:59	s/l	36	0.10	1.9396	1.9396	1.9163	-34.00	10689.00
109	2007.01.10 08:59	buy	31	0.10	1.9396	1.9362	1.9540
110	2007.01.10 08:59	buy	32	0.10	1.9396	1.9362	1.9485
111	2007.01.10 08:59	buy	33	0.10	1.9396	1.9362	1.9430
112	2007.01.10 15:30	s/l	31	0.10	1.9362	1.9362	1.9540	-34.00	10655.00
113	2007.01.10 15:30	s/l	32	0.10	1.9362	1.9362	1.9485	-34.00	10621.00
114	2007.01.10 15:30	s/l	33	0.10	1.9362	1.9362	1.9430	-34.00	10587.00
115	2007.01.10 22:00	buy stop	37	0.10	1.9363	1.9329	1.9418
116	2007.01.10 22:00	buy stop	38	0.10	1.9363	1.9329	1.9473
117	2007.01.10 22:00	buy stop	39	0.10	1.9363	1.9329	1.9562
118	2007.01.10 22:00	sell stop	40	0.10	1.9295	1.9329	1.9240
119	2007.01.10 22:00	sell stop	41	0.10	1.9295	1.9329	1.9185
120	2007.01.10 22:00	sell stop	42	0.10	1.9295	1.9329	1.9096
121	2007.01.11 11:00	buy	37	0.10	1.9363	1.9329	1.9418
122	2007.01.11 11:00	buy	38	0.10	1.9363	1.9329	1.9473
123	2007.01.11 11:00	buy	39	0.10	1.9363	1.9329	1.9562
124	2007.01.11 11:00	modify	40	0.10	1.9329	1.9363	1.9185
125	2007.01.11 11:00	modify	41	0.10	1.9329	1.9363	1.9240
126	2007.01.11 11:00	modify	42	0.10	1.9329	1.9363	1.9295
127	2007.01.11 14:01	t/p	37	0.10	1.9418	1.9329	1.9418	55.00	10642.00
128	2007.01.11 14:01	t/p	38	0.10	1.9473	1.9329	1.9473	110.00	10752.00
129	2007.01.11 22:00	delete	42	0.10	1.9329	1.9363	1.9295
130	2007.01.11 22:00	delete	41	0.10	1.9329	1.9363	1.9240
131	2007.01.11 22:00	delete	40	0.10	1.9329	1.9363	1.9185
132	2007.01.11 22:00	close	39	0.10	1.9446	1.9329	1.9562	83.00	10835.00
133	2007.01.11 22:00	buy stop	43	0.10	1.9480	1.9446	1.9535
134	2007.01.11 22:00	buy stop	44	0.10	1.9480	1.9446	1.9590
135	2007.01.11 22:00	buy stop	45	0.10	1.9480	1.9446	1.9679
136	2007.01.11 22:00	sell stop	46	0.10	1.9412	1.9446	1.9357
137	2007.01.11 22:00	sell stop	47	0.10	1.9412	1.9446	1.9302
138	2007.01.11 22:00	sell stop	48	0.10	1.9412	1.9446	1.9213
139	2007.01.12 08:42	buy	43	0.10	1.9480	1.9446	1.9535
140	2007.01.12 08:42	buy	44	0.10	1.9480	1.9446	1.9590
141	2007.01.12 08:42	buy	45	0.10	1.9480	1.9446	1.9679
142	2007.01.12 08:42	modify	46	0.10	1.9446	1.9480	1.9302
143	2007.01.12 08:42	modify	47	0.10	1.9446	1.9480	1.9357
144	2007.01.12 08:42	modify	48	0.10	1.9446	1.9480	1.9412
145	2007.01.12 15:58	t/p	43	0.10	1.9535	1.9446	1.9535	55.00	10890.00
146	2007.01.12 17:31	t/p	44	0.10	1.9590	1.9446	1.9590	110.00	11000.00
147	2007.01.12 22:00	delete	48	0.10	1.9446	1.9480	1.9412
148	2007.01.12 22:00	delete	47	0.10	1.9446	1.9480	1.9357
149	2007.01.12 22:00	delete	46	0.10	1.9446	1.9480	1.9302
150	2007.01.12 22:00	close	45	0.10	1.9579	1.9446	1.9679	99.00	11099.00
151	2007.01.12 22:00	buy stop	49	0.10	1.9613	1.9579	1.9668
152	2007.01.12 22:00	buy stop	50	0.10	1.9613	1.9579	1.9723
153	2007.01.12 22:00	buy stop	51	0.10	1.9613	1.9579	1.9812
154	2007.01.12 22:00	sell stop	52	0.10	1.9545	1.9579	1.9490
155	2007.01.12 22:00	sell stop	53	0.10	1.9545	1.9579	1.9435
156	2007.01.12 22:00	sell stop	54	0.10	1.9545	1.9579	1.9346