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=1; 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 | 3908.35 | Gross profit | 3984.47 | Gross loss | -76.12 |
| Profit factor | 52.34 | Expected payoff | 781.67 | ||
| Absolute drawdown | 668.06 | Maximal drawdown | 779.56 (0.75%) | Relative drawdown | 0.75% (779.56) |
| Total trades | 5 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 1471.79 | loss trade | -76.12 | |
| Average | profit trade | 996.12 | loss trade | -76.12 | |
| Maximum | consecutive wins (profit in money) | 4 (3984.47) | consecutive losses (loss in money) | 1 (-76.12) | |
| Maximal | consecutive profit (count of wins) | 3984.47 (4) | consecutive loss (count of losses) | -76.12 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.04.02 00:00 | buy limit | 1 | 1.00 | 1.3725 | 1.3465 | 1.3875 | ||
| 2 | 2014.04.02 00:00 | sell limit | 2 | 1.00 | 1.3865 | 1.4125 | 1.3715 | ||
| 3 | 2014.04.02 01:00 | buy limit | 3 | 1.00 | 1.3727 | 1.3467 | 1.3877 | ||
| 4 | 2014.04.03 16:00 | buy | 1 | 1.00 | 1.3725 | 1.3465 | 1.3875 | ||
| 5 | 2014.04.03 16:00 | buy | 3 | 1.00 | 1.3727 | 1.3467 | 1.3877 | ||
| 6 | 2014.04.10 03:00 | sell | 2 | 1.00 | 1.3865 | 1.4125 | 1.3715 | ||
| 7 | 2014.04.10 13:00 | t/p | 1 | 1.00 | 1.3875 | 1.3465 | 1.3875 | 1471.79 | 101471.79 |
| 8 | 2014.04.10 13:00 | buy limit | 4 | 1.00 | 1.3803 | 1.3543 | 1.3953 | ||
| 9 | 2014.04.10 17:00 | t/p | 3 | 1.00 | 1.3877 | 1.3467 | 1.3877 | 1471.79 | 102943.58 |
| 10 | 2014.04.10 17:00 | buy limit | 5 | 1.00 | 1.3812 | 1.3552 | 1.3962 | ||
| 11 | 2014.04.14 15:00 | buy | 5 | 1.00 | 1.3812 | 1.3552 | 1.3962 | ||
| 12 | 2014.04.15 10:00 | buy | 4 | 1.00 | 1.3803 | 1.3543 | 1.3953 | ||
| 13 | 2014.05.01 23:59 | close at stop | 5 | 1.00 | 1.3867 | 1.3552 | 1.3962 | 473.43 | 103417.01 |
| 14 | 2014.05.01 23:59 | close at stop | 4 | 1.00 | 1.3867 | 1.3543 | 1.3953 | 567.46 | 103984.47 |
| 15 | 2014.05.01 23:59 | close at stop | 2 | 1.00 | 1.3869 | 1.4125 | 1.3715 | -76.12 | 103908.35 |