Strategy Tester: Nachtwerker

Oil - Monster
XTrade-Real (Build 226)

Symbol		OIL (Crude oil brent)
Periode		1 Minute (M1) 2009.09.01 04:44 - 2010.08.31 21:59 (2009.09.01 - 2010.09.01)
Modell		Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert)

Balken im Test	148987	Ticks modelliert	432074	Modellierungsqualität	25.00%
Fehler in Charts-Anpassung	0

Ursprüngliche Einlage	20000.00
Gesamt netto Profit	32358.78	Brutto Profit	48618.72	Brutto Loss	-16259.95
Profit Faktor	2.99	Erwartetes Ergebnis	567.70
Drawdown absolut	371.48	Maximaler Drawdown	5851.34 (16.16%)	Relative Drawdown	16.16% (5851.34)

Trades gesamt	57	Short Positionen (gewonnen %)	57 (56.14%)	Long Positionen (gewonnen %)	0 (0.00%)
		Profit Trades (% gesamt)	32 (56.14%)	Loss Trades (% gesamtl)	25 (43.86%)
Grösster		Profit Trade	19861.53	Loss Trade	-677.11
Durchschnitt		Profit Trade	1519.34	Loss Trade	-650.40
Maximum		aufeinanderfolgende Gewinne (Profit in Geld)	4 (6831.23)	Aufeinanderfolgende Verluste (Verlust in Geld)	3 (-2031.33)
Maximal		Aufeinanderfolgender Profit (Anzahl der Gewinne)	19861.53 (1)	Aufeinanderfolgende Verluste (Anzahl der Verluste)	-2031.33 (3)
Durchschnitt		aufeinanderfolgende Gewinne	2	aufeinanderfolgende Verluste	2

Nr.	Zeit	Typ	Auftrag	Volumen	Preis	S / L	T / P	Gewinn	Bilanz
1	2009.09.07 15:09	sell	1	1.00	67.87	68.30	0.00
2	2009.09.07 16:56	modify	1	1.00	67.87	67.87	0.00
3	2009.09.07 17:29	modify	1	1.00	67.87	67.47	0.00
4	2009.09.07 18:57	modify	1	1.00	67.87	67.05	0.00
5	2009.09.08 04:45	s/l	1	1.00	67.05	67.05	0.00	1281.93	21281.93
6	2009.09.15 15:09	sell	2	1.00	68.61	69.04	0.00
7	2009.09.15 15:46	s/l	2	1.00	69.04	69.04	0.00	-677.11	20604.82
8	2009.09.18 15:09	sell	3	1.00	71.25	71.68	0.00
9	2009.09.18 15:18	s/l	3	1.00	71.68	71.68	0.00	-677.11	19927.71
10	2009.09.22 15:09	sell	4	1.00	70.42	70.85	0.00
11	2009.09.22 15:48	modify	4	1.00	70.42	70.42	0.00
12	2009.09.22 17:03	s/l	4	1.00	70.42	70.42	0.00	0.00	19927.71
13	2009.09.23 15:09	sell	5	1.00	70.25	70.68	0.00
14	2009.09.23 15:36	modify	5	1.00	70.25	70.25	0.00
15	2009.09.23 16:07	modify	5	1.00	70.25	69.82	0.00
16	2009.09.23 16:30	modify	5	1.00	70.25	69.35	0.00
17	2009.09.23 16:30	modify	5	1.00	70.25	68.95	0.00
18	2009.09.23 16:36	modify	5	1.00	70.25	68.52	0.00
19	2009.09.23 16:40	modify	5	1.00	70.25	68.11	0.00
20	2009.09.23 16:53	s/l	5	1.00	68.11	68.11	0.00	3369.81	23297.52
21	2009.10.01 15:09	sell	6	1.00	69.01	69.44	0.00
22	2009.10.01 15:11	s/l	6	1.00	69.44	69.44	0.00	-677.11	22620.41
23	2009.10.16 15:09	sell	7	1.00	76.06	76.49	0.00
24	2009.10.16 15:56	modify	7	1.00	76.06	76.06	0.00
25	2009.10.16 16:23	s/l	7	1.00	76.06	76.06	0.00	0.00	22620.41
26	2009.10.20 15:09	sell	8	1.00	77.90	78.33	0.00
27	2009.10.20 15:39	modify	8	1.00	77.90	77.90	0.00
28	2009.10.20 16:17	modify	8	1.00	77.90	77.46	0.00
29	2009.10.20 18:08	modify	8	1.00	77.90	77.01	0.00
30	2009.10.20 19:01	s/l	8	1.00	77.01	77.01	0.00	1401.46	24021.87
31	2009.10.23 15:09	sell	9	1.00	79.75	80.18	0.00
32	2009.10.23 15:36	modify	9	1.00	79.75	79.75	0.00
33	2009.10.23 16:08	modify	9	1.00	79.75	79.35	0.00
34	2009.10.23 17:18	modify	9	1.00	79.75	78.94	0.00
35	2009.10.23 17:41	s/l	9	1.00	78.94	78.94	0.00	1275.49	25297.36
36	2009.10.26 15:09	sell	10	1.00	79.97	80.40	0.00
37	2009.10.26 15:37	modify	10	1.00	79.97	79.97	0.00
38	2009.10.26 16:14	modify	10	1.00	79.97	79.56	0.00
39	2009.10.26 16:19	modify	10	1.00	79.97	79.12	0.00
40	2009.10.26 16:31	modify	10	1.00	79.97	78.72	0.00
41	2009.10.26 16:37	modify	10	1.00	79.97	78.31	0.00
42	2009.10.26 16:59	modify	10	1.00	79.97	77.85	0.00
43	2009.10.26 17:05	modify	10	1.00	79.97	77.45	0.00
44	2009.10.26 17:39	s/l	10	1.00	77.45	77.45	0.00	3968.19	29265.55
45	2009.10.29 15:09	sell	11	1.00	77.35	77.78	0.00
46	2009.10.29 16:12	s/l	11	1.00	77.78	77.78	0.00	-677.11	28588.44
47	2009.11.19 15:09	sell	12	1.00	79.32	79.75	0.00
48	2009.11.19 15:38	modify	12	1.00	79.32	79.32	0.00
49	2009.11.19 15:43	modify	12	1.00	79.32	78.86	0.00
50	2009.11.19 16:32	modify	12	1.00	79.32	78.40	0.00
51	2009.11.19 16:48	modify	12	1.00	79.32	77.96	0.00
52	2009.11.19 18:00	s/l	12	1.00	77.96	77.96	0.00	2141.56	30730.00
53	2009.11.23 15:09	sell	13	1.00	79.27	79.70	0.00
54	2009.11.23 17:57	modify	13	1.00	79.27	79.27	0.00
55	2009.11.23 18:31	modify	13	1.00	79.27	78.82	0.00
56	2009.11.23 19:16	modify	13	1.00	79.27	78.42	0.00
57	2009.11.23 20:01	modify	13	1.00	79.27	78.01	0.00
58	2009.11.24 08:17	modify	13	1.00	79.27	77.60	0.00
59	2009.11.24 09:33	s/l	13	1.00	77.60	77.60	0.00	2620.40	33350.40
60	2009.11.24 15:09	sell	14	1.00	77.76	78.19	0.00
61	2009.11.24 15:30	modify	14	1.00	77.76	77.76	0.00
62	2009.11.24 15:47	modify	14	1.00	77.76	77.34	0.00
63	2009.11.24 16:07	modify	14	1.00	77.76	76.88	0.00
64	2009.11.25 06:36	s/l	14	1.00	76.88	76.88	0.00	1376.41	34726.82
65	2009.12.03 15:09	sell	15	1.00	78.72	79.15	0.00
66	2009.12.03 15:21	modify	15	1.00	78.72	78.72	0.00
67	2009.12.03 15:27	modify	15	1.00	78.72	78.28	0.00
68	2009.12.03 15:39	s/l	15	1.00	78.28	78.28	0.00	692.86	35419.68
69	2009.12.04 15:09	sell	16	1.00	78.63	79.06	0.00
70	2009.12.04 15:12	s/l	16	1.00	79.06	79.06	0.00	-677.11	34742.57
71	2009.12.22 15:09	sell	17	1.00	72.72	73.15	0.00
72	2009.12.22 16:46	modify	17	1.00	72.72	72.72	0.00
73	2009.12.22 17:34	s/l	17	1.00	72.72	72.72	0.00	0.00	34742.57
74	2009.12.23 15:09	sell	18	1.00	73.71	74.14	0.00
75	2009.12.23 15:24	s/l	18	1.00	74.14	74.14	0.00	-677.11	34065.46
76	2009.12.28 15:09	sell	19	1.00	76.89	77.32	0.00
77	2009.12.28 15:32	s/l	19	1.00	77.32	77.32	0.00	-677.11	33388.35
78	2009.12.29 15:09	sell	20	1.00	77.87	78.30	0.00
79	2009.12.29 15:45	modify	20	1.00	77.87	77.87	0.00
80	2009.12.29 17:25	modify	20	1.00	77.87	77.47	0.00
81	2009.12.29 17:56	s/l	20	1.00	77.47	77.47	0.00	629.87	34018.22
82	2009.12.30 15:09	sell	21	1.00	78.02	78.45	0.00
83	2009.12.30 16:41	modify	21	1.00	78.02	78.02	0.00
84	2009.12.30 17:33	s/l	21	1.00	78.02	78.02	0.00	0.00	34018.22
85	2009.12.31 15:11	sell	22	1.00	78.37	78.80	0.00
86	2009.12.31 16:30	modify	22	1.00	78.37	78.37	0.00
87	2009.12.31 16:46	s/l	22	1.00	78.37	78.37	0.00	0.00	34018.22
88	2010.01.04 15:09	sell	23	1.00	79.80	80.23	0.00
89	2010.01.04 20:17	s/l	23	1.00	80.23	80.23	0.00	-677.11	33341.11
90	2010.01.07 15:09	sell	24	1.00	81.63	82.06	0.00
91	2010.01.07 17:40	modify	24	1.00	81.63	81.63	0.00
92	2010.01.07 18:13	s/l	24	1.00	81.63	81.63	0.00	0.00	33341.11
93	2010.01.13 15:09	sell	25	1.00	79.19	79.62	0.00
94	2010.01.13 16:02	modify	25	1.00	79.19	79.19	0.00
95	2010.01.13 16:30	modify	25	1.00	79.19	78.75	0.00
96	2010.01.13 16:30	modify	25	1.00	79.19	78.33	0.00
97	2010.01.13 16:54	s/l	25	1.00	78.33	78.33	0.00	1354.22	34695.33
98	2010.02.16 15:09	sell	26	1.00	74.63	75.06	0.00
99	2010.02.16 15:58	s/l	26	1.00	75.06	75.06	0.00	-677.11	34018.22
100	2010.02.18 15:09	sell	27	1.00	75.93	76.36	0.00
101	2010.02.18 15:22	s/l	27	1.00	76.36	76.36	0.00	-677.11	33341.11
102	2010.02.19 15:09	sell	28	1.00	77.92	78.35	0.00
103	2010.02.19 15:32	modify	28	1.00	77.92	77.92	0.00
104	2010.02.19 15:42	s/l	28	1.00	77.92	77.92	0.00	0.00	33341.11
105	2010.02.23 15:09	sell	29	1.00	77.63	78.06	0.00
106	2010.02.23 16:00	modify	29	1.00	77.63	77.63	0.00
107	2010.02.23 16:22	modify	29	1.00	77.63	77.22	0.00
108	2010.02.23 16:42	s/l	29	1.00	77.22	77.22	0.00	645.62	33986.73
109	2010.02.24 15:09	sell	30	1.00	77.13	77.56	0.00
110	2010.02.24 15:48	s/l	30	1.00	77.56	77.56	0.00	-677.11	33309.62
111	2010.02.26 15:09	sell	31	1.00	76.54	76.97	0.00
112	2010.02.26 15:47	s/l	31	1.00	76.97	76.97	0.00	-677.11	32632.51
113	2010.03.01 15:09	sell	32	1.00	78.21	78.64	0.00
114	2010.03.01 15:59	modify	32	1.00	78.21	78.21	0.00
115	2010.03.01 18:58	modify	32	1.00	78.21	77.79	0.00
116	2010.03.01 19:01	modify	32	1.00	78.21	77.38	0.00
117	2010.03.01 19:21	modify	32	1.00	78.21	76.97	0.00
118	2010.03.01 20:15	s/l	32	1.00	76.97	76.97	0.00	1952.60	34585.11
119	2010.03.05 15:09	sell	33	1.00	79.70	80.13	0.00
120	2010.03.05 15:49	s/l	33	1.00	80.13	80.13	0.00	-677.11	33908.00
121	2010.03.08 15:09	sell	34	1.00	80.46	80.89	0.00
122	2010.03.08 17:16	modify	34	1.00	80.46	80.46	0.00
123	2010.03.08 18:00	modify	34	1.00	80.46	80.01	0.00
124	2010.03.08 18:32	s/l	34	1.00	80.01	80.01	0.00	708.61	34616.61
125	2010.03.16 15:09	sell	35	1.00	80.14	80.57	0.00
126	2010.03.16 15:56	s/l	35	1.00	80.57	80.57	0.00	-677.11	33939.50
127	2010.03.23 15:09	sell	36	1.00	80.31	80.74	0.00
128	2010.03.23 15:10	s/l	36	1.00	80.74	80.74	0.00	-677.11	33262.39
129	2010.03.24 15:09	sell	37	1.00	79.53	79.96	0.00
130	2010.03.24 15:30	modify	37	1.00	79.53	79.53	0.00
131	2010.03.24 15:35	s/l	37	1.00	79.53	79.53	0.00	0.00	33262.39
132	2010.03.29 15:09	sell	38	1.00	80.17	80.60	0.00
133	2010.03.29 15:35	s/l	38	1.00	80.60	80.60	0.00	-677.11	32585.28
134	2010.03.30 15:09	sell	39	1.00	81.27	81.70	0.00
135	2010.03.30 17:22	modify	39	1.00	81.27	81.27	0.00
136	2010.03.30 17:42	s/l	39	1.00	81.27	81.27	0.00	0.00	32585.28
137	2010.03.31 15:09	sell	40	1.00	82.33	82.76	0.00
138	2010.03.31 16:30	modify	40	1.00	82.33	82.33	0.00
139	2010.03.31 16:37	s/l	40	1.00	82.33	82.33	0.00	0.00	32585.28
140	2010.04.01 15:09	sell	41	1.00	83.91	84.34	0.00
141	2010.04.01 17:47	s/l	41	1.00	84.34	84.34	0.00	-677.11	31908.17
142	2010.04.05 15:09	sell	42	1.00	84.90	85.33	0.00
143	2010.04.05 16:22	s/l	42	1.00	85.33	85.33	0.00	-677.11	31231.06
144	2010.04.28 15:09	sell	43	1.00	85.68	86.11	0.00
145	2010.04.28 15:54	modify	43	1.00	85.68	85.68	0.00
146	2010.04.28 16:53	s/l	43	1.00	85.68	85.68	0.00	0.00	31231.06
147	2010.04.29 15:09	sell	44	1.00	87.35	87.78	0.00
148	2010.04.29 20:14	modify	44	1.00	87.35	87.35	0.00
149	2010.04.30 08:37	s/l	44	1.00	87.35	87.35	0.00	-9.31	31221.75
150	2010.05.03 15:09	sell	45	1.00	88.24	88.67	0.00
151	2010.05.03 15:40	s/l	45	1.00	88.67	88.67	0.00	-677.11	30544.64
152	2010.05.04 15:09	sell	46	1.00	87.69	88.12	0.00
153	2010.05.04 15:33	modify	46	1.00	87.69	87.69	0.00
154	2010.05.04 16:40	modify	46	1.00	87.69	87.18	0.00
155	2010.05.04 17:03	modify	46	1.00	87.69	86.75	0.00
156	2010.05.04 19:17	modify	46	1.00	87.69	86.33	0.00
157	2010.06.30 13:19	modify	46	1.00	87.69	76.41	0.00
158	2010.06.30 14:29	modify	46	1.00	87.69	76.01	0.00
159	2010.06.30 18:21	modify	46	1.00	87.69	75.60	0.00
160	2010.06.30 18:44	modify	46	1.00	87.69	75.19	0.00
161	2010.06.30 18:45	modify	46	1.00	87.69	74.74	0.00
162	2010.06.30 19:12	s/l	46	1.00	74.74	74.74	0.00	19861.53	50406.17
163	2010.07.06 15:09	sell	47	1.00	72.67	73.10	0.00
164	2010.07.06 16:11	s/l	47	1.00	73.10	73.10	0.00	-677.11	49729.06
165	2010.07.07 15:10	sell	48	1.00	72.20	72.63	0.00
166	2010.07.07 15:37	s/l	48	1.00	72.63	72.63	0.00	-677.11	49051.95
167	2010.07.08 15:09	sell	49	1.00	74.73	75.16	0.00
168	2010.07.08 15:39	s/l	49	1.00	75.16	75.16	0.00	-677.11	48374.84
169	2010.07.12 15:09	sell	50	1.00	75.56	75.99	0.00
170	2010.07.12 15:15	modify	50	1.00	75.56	75.56	0.00
171	2010.07.12 16:48	modify	50	1.00	75.56	75.10	0.00
172	2010.07.12 16:52	modify	50	1.00	75.56	74.68	0.00
173	2010.07.12 18:14	s/l	50	1.00	74.68	74.68	0.00	1385.72	49760.56
174	2010.07.13 15:09	sell	51	1.00	76.18	76.61	0.00
175	2010.07.13 15:35	s/l	51	1.00	76.61	76.61	0.00	-677.11	49083.45
176	2010.07.21 15:09	sell	52	1.00	77.06	77.49	0.00
177	2010.07.21 15:49	modify	52	1.00	77.06	77.06	0.00
178	2010.07.21 16:30	modify	52	1.00	77.06	76.66	0.00
179	2010.07.21 16:37	modify	52	1.00	77.06	76.25	0.00
180	2010.07.21 18:00	s/l	52	1.00	76.25	76.25	0.00	1275.49	50358.94
181	2010.07.27 15:09	sell	53	1.00	78.09	78.52	0.00
182	2010.07.27 15:20	modify	53	1.00	78.09	78.09	0.00
183	2010.07.27 16:11	modify	53	1.00	78.09	77.66	0.00
184	2010.07.27 17:05	modify	53	1.00	78.09	77.25	0.00
185	2010.07.27 17:10	modify	53	1.00	78.09	76.83	0.00
186	2010.07.27 17:11	modify	53	1.00	78.09	76.39	0.00
187	2010.07.27 18:18	s/l	53	1.00	76.39	76.39	0.00	2676.95	53035.89
188	2010.08.02 15:09	sell	54	1.00	79.98	80.41	0.00
189	2010.08.02 16:00	s/l	54	1.00	80.41	80.41	0.00	-677.11	52358.78
190	2010.08.03 15:09	sell	55	1.00	81.86	82.29	0.00
191	2010.08.03 15:35	modify	55	1.00	81.86	81.86	0.00
192	2010.08.03 16:19	s/l	55	1.00	81.86	81.86	0.00	0.00	52358.78
193	2010.08.04 15:09	sell	56	1.00	82.45	82.88	0.00
194	2010.08.04 16:30	modify	56	1.00	82.45	82.45	0.00
195	2010.08.04 17:06	s/l	56	1.00	82.45	82.45	0.00	0.00	52358.78
196	2010.08.31 15:09	sell	57	1.00	76.56	76.99	0.00
197	2010.08.31 15:40	modify	57	1.00	76.56	76.56	0.00
198	2010.08.31 15:49	s/l	57	1.00	76.56	76.56	0.00	0.00	52358.78