Strategy Tester Report
R_02Limit
EGlobal-Demo (Build 765)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2014.04.02 00:00 - 2014.05.01 23:59 (2014.04.02 - 2014.05.02) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | Use_TP=true; TP=150; Use_SL=true; SL=260; AllCloseWithReverseSignal=false; MaxOrders=2; Distance=70; RSIperiod=14; Delta=0.5; Lots=70; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=false; GoldShift1=5; GoldDistancePips1=150; Use_Violet=true; VioletShift1=5; VioletDistancePips1=-195; Use_Chocolate=true; ChocolateShift1=16; ChocolateDistancePips1=-105; Use_White=false; WhiteShift1=14; WhiteDistancePips1=165; | ||||
| Bars in test | 1524 | Ticks modelled | 2045 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | Spread | 2 | ||
| Total net profit | 137419.10 | Gross profit | 142747.50 | Gross loss | -5328.40 |
| Profit factor | 26.79 | Expected payoff | 45806.37 | ||
| Absolute drawdown | 22682.10 | Maximal drawdown | 25320.40 (12.47%) | Relative drawdown | 22.68% (22682.10) |
| Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 103025.30 | loss trade | -5328.40 | |
| Average | profit trade | 71373.75 | loss trade | -5328.40 | |
| Maximum | consecutive wins (profit in money) | 2 (142747.50) | consecutive losses (loss in money) | 1 (-5328.40) | |
| Maximal | consecutive profit (count of wins) | 142747.50 (2) | consecutive loss (count of losses) | -5328.40 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.04.02 00:00 | buy limit | 1 | 70.00 | 1.3725 | 1.3465 | 1.3875 | ||
| 2 | 2014.04.02 00:00 | sell limit | 2 | 70.00 | 1.3865 | 1.4125 | 1.3715 | ||
| 3 | 2014.04.02 01:00 | buy limit | 3 | 70.00 | 1.3727 | 1.3467 | 1.3877 | ||
| 4 | 2014.04.03 16:00 | buy | 1 | 70.00 | 1.3725 | 1.3465 | 1.3875 | ||
| 5 | 2014.04.03 16:00 | delete | 3 | 70.00 | 1.3727 | 1.3467 | 1.3877 | ||
| 6 | 2014.04.03 16:00 | buy limit | 4 | 70.00 | 1.3650 | 1.3390 | 1.3800 | ||
| 7 | 2014.04.10 03:00 | sell | 2 | 70.00 | 1.3865 | 1.4125 | 1.3715 | ||
| 8 | 2014.04.10 13:00 | t/p | 1 | 70.00 | 1.3875 | 1.3465 | 1.3875 | 103025.30 | 203025.30 |
| 9 | 2014.04.10 13:00 | buy limit | 5 | 70.00 | 1.3803 | 1.3543 | 1.3953 | ||
| 10 | 2014.04.15 10:00 | buy | 5 | 70.00 | 1.3803 | 1.3543 | 1.3953 | ||
| 11 | 2014.05.01 23:59 | close at stop | 5 | 70.00 | 1.3867 | 1.3543 | 1.3953 | 39722.20 | 242747.50 |
| 12 | 2014.05.01 23:59 | close at stop | 2 | 70.00 | 1.3869 | 1.4125 | 1.3715 | -5328.40 | 237419.10 |