Strategy Tester Report
R_01
EGlobal-Demo (Build 765)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2014.04.02 00:00 - 2014.07.01 23:59 (2014.04.02 - 2014.07.02) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | Use_TP=true; TP=95; Use_SL=true; SL=460; AllCloseWithReverseSignal=false; MaxOrders=9; Distance=20; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=16; GoldDistancePips1=15; Use_Violet=true; VioletShift1=13; VioletDistancePips1=-165; Use_Chocolate=true; ChocolateShift1=16; ChocolateDistancePips1=-240; Use_White=true; WhiteShift1=11; WhiteDistancePips1=-225; | ||||
| Bars in test | 2550 | Ticks modelled | 4094 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | Spread | 2 | ||
| Total net profit | 22736.33 | Gross profit | 27720.88 | Gross loss | -4984.55 |
| Profit factor | 5.56 | Expected payoff | 568.41 | ||
| Absolute drawdown | 1180.00 | Maximal drawdown | 21749.30 (16.82%) | Relative drawdown | 16.82% (21749.30) |
| Total trades | 40 | Short positions (won %) | 20 (100.00%) | Long positions (won %) | 20 (50.00%) |
| Profit trades (% of total) | 30 (75.00%) | Loss trades (% of total) | 10 (25.00%) | ||
| Largest | profit trade | 944.84 | loss trade | -667.47 | |
| Average | profit trade | 924.03 | loss trade | -498.46 | |
| Maximum | consecutive wins (profit in money) | 30 (27720.88) | consecutive losses (loss in money) | 10 (-4984.55) | |
| Maximal | consecutive profit (count of wins) | 27720.88 (30) | consecutive loss (count of losses) | -4984.55 (10) | |
| Average | consecutive wins | 30 | consecutive losses | 10 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.04.02 00:00 | sell | 1 | 1.00 | 1.3793 | 1.4253 | 1.3698 | ||
| 2 | 2014.04.02 01:00 | sell | 2 | 1.00 | 1.3795 | 1.4255 | 1.3700 | ||
| 3 | 2014.04.02 02:00 | sell | 3 | 1.00 | 1.3793 | 1.4253 | 1.3698 | ||
| 4 | 2014.04.02 03:00 | sell | 4 | 1.00 | 1.3796 | 1.4256 | 1.3701 | ||
| 5 | 2014.04.02 04:00 | sell | 5 | 1.00 | 1.3804 | 1.4264 | 1.3709 | ||
| 6 | 2014.04.02 05:00 | sell | 6 | 1.00 | 1.3803 | 1.4263 | 1.3708 | ||
| 7 | 2014.04.02 06:00 | sell | 7 | 1.00 | 1.3802 | 1.4262 | 1.3707 | ||
| 8 | 2014.04.02 07:00 | sell | 8 | 1.00 | 1.3806 | 1.4266 | 1.3711 | ||
| 9 | 2014.04.02 08:00 | sell | 9 | 1.00 | 1.3807 | 1.4267 | 1.3712 | ||
| 10 | 2014.04.02 09:00 | sell | 10 | 1.00 | 1.3811 | 1.4271 | 1.3716 | ||
| 11 | 2014.04.03 16:00 | t/p | 9 | 1.00 | 1.3712 | 1.4267 | 1.3712 | 944.84 | 100944.84 |
| 12 | 2014.04.03 16:00 | t/p | 10 | 1.00 | 1.3716 | 1.4271 | 1.3716 | 944.84 | 101889.68 |
| 13 | 2014.04.03 16:00 | buy | 11 | 1.00 | 1.3720 | 1.3260 | 1.3815 | ||
| 14 | 2014.04.03 17:00 | t/p | 2 | 1.00 | 1.3700 | 1.4255 | 1.3700 | 944.84 | 102834.52 |
| 15 | 2014.04.03 17:00 | t/p | 4 | 1.00 | 1.3701 | 1.4256 | 1.3701 | 944.84 | 103779.36 |
| 16 | 2014.04.03 17:00 | t/p | 5 | 1.00 | 1.3709 | 1.4264 | 1.3709 | 944.84 | 104724.20 |
| 17 | 2014.04.03 17:00 | t/p | 6 | 1.00 | 1.3708 | 1.4263 | 1.3708 | 944.84 | 105669.04 |
| 18 | 2014.04.03 17:00 | t/p | 7 | 1.00 | 1.3707 | 1.4262 | 1.3707 | 944.84 | 106613.88 |
| 19 | 2014.04.03 17:00 | t/p | 8 | 1.00 | 1.3711 | 1.4266 | 1.3711 | 944.84 | 107558.72 |
| 20 | 2014.04.03 17:00 | buy | 12 | 1.00 | 1.3717 | 1.3257 | 1.3812 | ||
| 21 | 2014.04.03 18:00 | buy | 13 | 1.00 | 1.3709 | 1.3249 | 1.3804 | ||
| 22 | 2014.04.03 19:00 | buy | 14 | 1.00 | 1.3723 | 1.3263 | 1.3818 | ||
| 23 | 2014.04.03 20:00 | buy | 15 | 1.00 | 1.3719 | 1.3259 | 1.3814 | ||
| 24 | 2014.04.03 21:00 | buy | 16 | 1.00 | 1.3717 | 1.3257 | 1.3812 | ||
| 25 | 2014.04.03 22:00 | buy | 17 | 1.00 | 1.3717 | 1.3257 | 1.3812 | ||
| 26 | 2014.04.03 23:00 | buy | 18 | 1.00 | 1.3722 | 1.3262 | 1.3817 | ||
| 27 | 2014.04.04 09:00 | t/p | 1 | 1.00 | 1.3698 | 1.4253 | 1.3698 | 943.12 | 108501.84 |
| 28 | 2014.04.04 09:00 | t/p | 3 | 1.00 | 1.3698 | 1.4253 | 1.3698 | 943.12 | 109444.96 |
| 29 | 2014.04.04 09:00 | buy | 19 | 1.00 | 1.3703 | 1.3243 | 1.3798 | ||
| 30 | 2014.04.04 10:00 | buy | 20 | 1.00 | 1.3702 | 1.3242 | 1.3797 | ||
| 31 | 2014.04.08 15:00 | t/p | 20 | 1.00 | 1.3797 | 1.3242 | 1.3797 | 941.94 | 110386.90 |
| 32 | 2014.04.08 15:00 | sell | 21 | 1.00 | 1.3796 | 1.4256 | 1.3701 | ||
| 33 | 2014.04.08 16:00 | t/p | 13 | 1.00 | 1.3804 | 1.3249 | 1.3804 | 937.91 | 111324.81 |
| 34 | 2014.04.08 16:00 | t/p | 19 | 1.00 | 1.3798 | 1.3243 | 1.3798 | 941.94 | 112266.75 |
| 35 | 2014.04.08 16:00 | sell | 22 | 1.00 | 1.3798 | 1.4258 | 1.3703 | ||
| 36 | 2014.04.08 17:00 | sell | 23 | 1.00 | 1.3793 | 1.4253 | 1.3698 | ||
| 37 | 2014.04.08 19:00 | t/p | 12 | 1.00 | 1.3812 | 1.3257 | 1.3812 | 937.91 | 113204.66 |
| 38 | 2014.04.08 19:00 | t/p | 16 | 1.00 | 1.3812 | 1.3257 | 1.3812 | 937.91 | 114142.57 |
| 39 | 2014.04.08 19:00 | t/p | 17 | 1.00 | 1.3812 | 1.3257 | 1.3812 | 937.91 | 115080.48 |
| 40 | 2014.04.08 19:00 | sell | 24 | 1.00 | 1.3796 | 1.4256 | 1.3701 | ||
| 41 | 2014.04.08 20:00 | sell | 25 | 1.00 | 1.3796 | 1.4256 | 1.3701 | ||
| 42 | 2014.04.08 21:00 | sell | 26 | 1.00 | 1.3794 | 1.4254 | 1.3699 | ||
| 43 | 2014.04.09 16:00 | t/p | 11 | 1.00 | 1.3815 | 1.3260 | 1.3815 | 933.88 | 116014.36 |
| 44 | 2014.04.09 16:00 | t/p | 15 | 1.00 | 1.3814 | 1.3259 | 1.3814 | 933.88 | 116948.24 |
| 45 | 2014.04.09 16:00 | sell | 27 | 1.00 | 1.3813 | 1.4273 | 1.3718 | ||
| 46 | 2014.04.09 17:00 | t/p | 14 | 1.00 | 1.3818 | 1.3263 | 1.3818 | 933.88 | 117882.12 |
| 47 | 2014.04.09 17:00 | t/p | 18 | 1.00 | 1.3817 | 1.3262 | 1.3817 | 933.88 | 118816.00 |
| 48 | 2014.04.09 17:00 | sell | 28 | 1.00 | 1.3823 | 1.4283 | 1.3728 | ||
| 49 | 2014.04.09 18:00 | sell | 29 | 1.00 | 1.3815 | 1.4275 | 1.3720 | ||
| 50 | 2014.04.09 19:00 | sell | 30 | 1.00 | 1.3808 | 1.4268 | 1.3713 | ||
| 51 | 2014.05.13 13:00 | t/p | 27 | 1.00 | 1.3718 | 1.4273 | 1.3718 | 891.52 | 119707.52 |
| 52 | 2014.05.13 13:00 | t/p | 28 | 1.00 | 1.3728 | 1.4283 | 1.3728 | 891.52 | 120599.04 |
| 53 | 2014.05.13 13:00 | t/p | 29 | 1.00 | 1.3720 | 1.4275 | 1.3720 | 891.52 | 121490.56 |
| 54 | 2014.05.13 13:00 | t/p | 30 | 1.00 | 1.3713 | 1.4268 | 1.3713 | 891.52 | 122382.08 |
| 55 | 2014.05.13 14:00 | t/p | 21 | 1.00 | 1.3701 | 1.4256 | 1.3701 | 889.80 | 123271.88 |
| 56 | 2014.05.13 14:00 | t/p | 22 | 1.00 | 1.3703 | 1.4258 | 1.3703 | 889.80 | 124161.68 |
| 57 | 2014.05.13 14:00 | t/p | 24 | 1.00 | 1.3701 | 1.4256 | 1.3701 | 889.80 | 125051.48 |
| 58 | 2014.05.13 14:00 | t/p | 25 | 1.00 | 1.3701 | 1.4256 | 1.3701 | 889.80 | 125941.28 |
| 59 | 2014.05.13 14:00 | buy | 31 | 1.00 | 1.3711 | 1.3251 | 1.3806 | ||
| 60 | 2014.05.13 15:00 | buy | 32 | 1.00 | 1.3726 | 1.3266 | 1.3821 | ||
| 61 | 2014.05.13 19:00 | t/p | 23 | 1.00 | 1.3698 | 1.4253 | 1.3698 | 889.80 | 126831.08 |
| 62 | 2014.05.13 19:00 | t/p | 26 | 1.00 | 1.3699 | 1.4254 | 1.3699 | 889.80 | 127720.88 |
| 63 | 2014.05.13 19:00 | buy | 33 | 1.00 | 1.3701 | 1.3241 | 1.3796 | ||
| 64 | 2014.05.13 20:00 | buy | 34 | 1.00 | 1.3701 | 1.3241 | 1.3796 | ||
| 65 | 2014.05.13 21:00 | buy | 35 | 1.00 | 1.3701 | 1.3241 | 1.3796 | ||
| 66 | 2014.05.14 01:00 | buy | 36 | 1.00 | 1.3706 | 1.3246 | 1.3801 | ||
| 67 | 2014.05.14 03:00 | buy | 37 | 1.00 | 1.3705 | 1.3245 | 1.3800 | ||
| 68 | 2014.05.14 04:00 | buy | 38 | 1.00 | 1.3709 | 1.3249 | 1.3804 | ||
| 69 | 2014.05.14 05:00 | buy | 39 | 1.00 | 1.3714 | 1.3254 | 1.3809 | ||
| 70 | 2014.05.14 06:00 | buy | 40 | 1.00 | 1.3719 | 1.3259 | 1.3814 | ||
| 71 | 2014.07.01 23:59 | close at stop | 40 | 1.00 | 1.3679 | 1.3259 | 1.3814 | -593.44 | 127127.44 |
| 72 | 2014.07.01 23:59 | close at stop | 39 | 1.00 | 1.3679 | 1.3254 | 1.3809 | -543.44 | 126584.00 |
| 73 | 2014.07.01 23:59 | close at stop | 38 | 1.00 | 1.3679 | 1.3249 | 1.3804 | -493.44 | 126090.56 |
| 74 | 2014.07.01 23:59 | close at stop | 37 | 1.00 | 1.3679 | 1.3245 | 1.3800 | -453.44 | 125637.12 |
| 75 | 2014.07.01 23:59 | close at stop | 36 | 1.00 | 1.3679 | 1.3246 | 1.3801 | -463.44 | 125173.68 |
| 76 | 2014.07.01 23:59 | close at stop | 35 | 1.00 | 1.3679 | 1.3241 | 1.3796 | -417.47 | 124756.21 |
| 77 | 2014.07.01 23:59 | close at stop | 34 | 1.00 | 1.3679 | 1.3241 | 1.3796 | -417.47 | 124338.74 |
| 78 | 2014.07.01 23:59 | close at stop | 33 | 1.00 | 1.3679 | 1.3241 | 1.3796 | -417.47 | 123921.27 |
| 79 | 2014.07.01 23:59 | close at stop | 32 | 1.00 | 1.3679 | 1.3266 | 1.3821 | -667.47 | 123253.80 |
| 80 | 2014.07.01 23:59 | close at stop | 31 | 1.00 | 1.3679 | 1.3251 | 1.3806 | -517.47 | 122736.33 |