Strategy Tester Report
R_02
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=60; Use_SL=true; SL=800; AllCloseWithReverseSignal=true; MaxOrders=9; Distance=25; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=1; GoldDistancePips1=-15; Use_Violet=true; VioletShift1=18; VioletDistancePips1=-120; Use_Chocolate=false; ChocolateShift1=10; ChocolateDistancePips1=-225; Use_White=false; WhiteShift1=17; WhiteDistancePips1=180; | ||||
| Bars in test | 2550 | Ticks modelled | 4094 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | Spread | 2 | ||
| Total net profit | 10631.97 | Gross profit | 16748.26 | Gross loss | -6116.29 |
| Profit factor | 2.74 | Expected payoff | 312.70 | ||
| Absolute drawdown | 1876.10 | Maximal drawdown | 7662.70 (6.92%) | Relative drawdown | 6.92% (7662.70) |
| Total trades | 34 | Short positions (won %) | 14 (100.00%) | Long positions (won %) | 20 (85.00%) |
| Profit trades (% of total) | 31 (91.18%) | Loss trades (% of total) | 3 (8.82%) | ||
| Largest | profit trade | 598.28 | loss trade | -3159.56 | |
| Average | profit trade | 540.27 | loss trade | -2038.76 | |
| Maximum | consecutive wins (profit in money) | 29 (16398.42) | consecutive losses (loss in money) | 2 (-6085.24) | |
| Maximal | consecutive profit (count of wins) | 16398.42 (29) | consecutive loss (count of losses) | -6085.24 (2) | |
| Average | consecutive wins | 16 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.04.02 00:00 | buy stop | 1 | 1.00 | 1.3820 | 1.3020 | 1.3880 | ||
| 2 | 2014.04.02 00:00 | sell stop | 2 | 1.00 | 1.3770 | 1.4570 | 1.3710 | ||
| 3 | 2014.04.02 01:00 | buy stop | 3 | 1.00 | 1.3822 | 1.3022 | 1.3882 | ||
| 4 | 2014.04.02 01:00 | sell stop | 4 | 1.00 | 1.3772 | 1.4572 | 1.3712 | ||
| 5 | 2014.04.02 02:00 | sell stop | 5 | 1.00 | 1.3770 | 1.4570 | 1.3710 | ||
| 6 | 2014.04.02 03:00 | buy stop | 6 | 1.00 | 1.3823 | 1.3023 | 1.3883 | ||
| 7 | 2014.04.02 03:00 | sell stop | 7 | 1.00 | 1.3773 | 1.4573 | 1.3713 | ||
| 8 | 2014.04.02 04:00 | buy stop | 8 | 1.00 | 1.3831 | 1.3031 | 1.3891 | ||
| 9 | 2014.04.02 04:00 | sell stop | 9 | 1.00 | 1.3781 | 1.4581 | 1.3721 | ||
| 10 | 2014.04.02 05:00 | buy stop | 10 | 1.00 | 1.3830 | 1.3030 | 1.3890 | ||
| 11 | 2014.04.02 09:00 | buy | 1 | 1.00 | 1.3820 | 1.3020 | 1.3880 | ||
| 12 | 2014.04.02 09:00 | buy | 3 | 1.00 | 1.3822 | 1.3022 | 1.3882 | ||
| 13 | 2014.04.02 09:00 | delete | 2 | 1.00 | 1.3770 | 1.4570 | 1.3710 | ||
| 14 | 2014.04.02 09:00 | buy stop | 11 | 1.00 | 1.3838 | 1.3038 | 1.3898 | ||
| 15 | 2014.04.02 15:00 | sell | 9 | 1.00 | 1.3781 | 1.4581 | 1.3721 | ||
| 16 | 2014.04.02 15:00 | delete | 8 | 1.00 | 1.3831 | 1.3031 | 1.3891 | ||
| 17 | 2014.04.02 15:00 | delete | 6 | 1.00 | 1.3823 | 1.3023 | 1.3883 | ||
| 18 | 2014.04.02 15:00 | buy stop | 12 | 1.00 | 1.3814 | 1.3014 | 1.3874 | ||
| 19 | 2014.04.02 15:00 | sell stop | 13 | 1.00 | 1.3764 | 1.4564 | 1.3704 | ||
| 20 | 2014.04.02 17:00 | sell | 4 | 1.00 | 1.3772 | 1.4572 | 1.3712 | ||
| 21 | 2014.04.02 17:00 | sell | 5 | 1.00 | 1.3770 | 1.4570 | 1.3710 | ||
| 22 | 2014.04.02 17:00 | sell | 7 | 1.00 | 1.3773 | 1.4573 | 1.3713 | ||
| 23 | 2014.04.02 18:00 | sell | 13 | 1.00 | 1.3764 | 1.4564 | 1.3704 | ||
| 24 | 2014.04.02 18:00 | delete | 12 | 1.00 | 1.3814 | 1.3014 | 1.3874 | ||
| 25 | 2014.04.02 18:00 | delete | 11 | 1.00 | 1.3838 | 1.3038 | 1.3898 | ||
| 26 | 2014.04.02 18:00 | delete | 10 | 1.00 | 1.3830 | 1.3030 | 1.3890 | ||
| 27 | 2014.04.02 18:00 | buy stop | 14 | 1.00 | 1.3787 | 1.2987 | 1.3847 | ||
| 28 | 2014.04.02 18:00 | sell stop | 15 | 1.00 | 1.3737 | 1.4537 | 1.3677 | ||
| 29 | 2014.04.02 19:00 | buy stop | 16 | 1.00 | 1.3793 | 1.2993 | 1.3853 | ||
| 30 | 2014.04.03 15:00 | buy | 14 | 1.00 | 1.3787 | 1.2987 | 1.3847 | ||
| 31 | 2014.04.03 15:00 | buy | 16 | 1.00 | 1.3793 | 1.2993 | 1.3853 | ||
| 32 | 2014.04.03 15:00 | delete | 15 | 1.00 | 1.3737 | 1.4537 | 1.3677 | ||
| 33 | 2014.04.03 15:00 | buy stop | 17 | 1.00 | 1.3785 | 1.2985 | 1.3845 | ||
| 34 | 2014.04.03 16:00 | t/p | 4 | 1.00 | 1.3712 | 1.4572 | 1.3712 | 594.84 | 100594.84 |
| 35 | 2014.04.03 16:00 | t/p | 7 | 1.00 | 1.3713 | 1.4573 | 1.3713 | 594.84 | 101189.68 |
| 36 | 2014.04.03 16:00 | t/p | 9 | 1.00 | 1.3721 | 1.4581 | 1.3721 | 594.84 | 101784.52 |
| 37 | 2014.04.03 16:00 | buy stop | 18 | 1.00 | 1.3745 | 1.2945 | 1.3805 | ||
| 38 | 2014.04.03 16:00 | sell stop | 19 | 1.00 | 1.3695 | 1.4495 | 1.3635 | ||
| 39 | 2014.04.03 17:00 | t/p | 5 | 1.00 | 1.3710 | 1.4570 | 1.3710 | 594.84 | 102379.36 |
| 40 | 2014.04.03 17:00 | t/p | 13 | 1.00 | 1.3704 | 1.4564 | 1.3704 | 594.84 | 102974.20 |
| 41 | 2014.04.03 17:00 | buy stop | 20 | 1.00 | 1.3742 | 1.2942 | 1.3802 | ||
| 42 | 2014.04.03 17:00 | sell stop | 21 | 1.00 | 1.3692 | 1.4492 | 1.3632 | ||
| 43 | 2014.04.03 18:00 | buy stop | 22 | 1.00 | 1.3734 | 1.2934 | 1.3794 | ||
| 44 | 2014.04.04 15:00 | sell | 19 | 1.00 | 1.3695 | 1.4495 | 1.3635 | ||
| 45 | 2014.04.04 15:00 | sell | 21 | 1.00 | 1.3692 | 1.4492 | 1.3632 | ||
| 46 | 2014.04.04 15:00 | delete | 20 | 1.00 | 1.3742 | 1.2942 | 1.3802 | ||
| 47 | 2014.04.04 15:00 | delete | 18 | 1.00 | 1.3745 | 1.2945 | 1.3805 | ||
| 48 | 2014.04.04 15:00 | delete | 17 | 1.00 | 1.3785 | 1.2985 | 1.3845 | ||
| 49 | 2014.04.04 15:00 | buy stop | 23 | 1.00 | 1.3744 | 1.2944 | 1.3804 | ||
| 50 | 2014.04.04 15:00 | sell stop | 24 | 1.00 | 1.3694 | 1.4494 | 1.3634 | ||
| 51 | 2014.04.04 16:00 | sell | 24 | 1.00 | 1.3694 | 1.4494 | 1.3634 | ||
| 52 | 2014.04.04 16:00 | delete | 23 | 1.00 | 1.3744 | 1.2944 | 1.3804 | ||
| 53 | 2014.04.04 16:00 | delete | 22 | 1.00 | 1.3734 | 1.2934 | 1.3794 | ||
| 54 | 2014.04.04 16:00 | buy stop | 25 | 1.00 | 1.3720 | 1.2920 | 1.3780 | ||
| 55 | 2014.04.04 16:00 | sell stop | 26 | 1.00 | 1.3670 | 1.4470 | 1.3610 | ||
| 56 | 2014.04.04 17:00 | buy | 25 | 1.00 | 1.3720 | 1.2920 | 1.3780 | ||
| 57 | 2014.04.04 17:00 | buy stop | 27 | 1.00 | 1.3720 | 1.2920 | 1.3780 | ||
| 58 | 2014.04.07 10:00 | buy | 27 | 1.00 | 1.3720 | 1.2920 | 1.3780 | ||
| 59 | 2014.04.07 10:00 | delete | 26 | 1.00 | 1.3670 | 1.4470 | 1.3610 | ||
| 60 | 2014.04.07 10:00 | buy stop | 28 | 1.00 | 1.3744 | 1.2944 | 1.3804 | ||
| 61 | 2014.04.07 16:00 | buy | 28 | 1.00 | 1.3744 | 1.2944 | 1.3804 | ||
| 62 | 2014.04.08 14:00 | t/p | 25 | 1.00 | 1.3780 | 1.2920 | 1.3780 | 591.94 | 103566.14 |
| 63 | 2014.04.08 14:00 | t/p | 27 | 1.00 | 1.3780 | 1.2920 | 1.3780 | 595.97 | 104162.11 |
| 64 | 2014.04.08 14:00 | buy stop | 29 | 1.00 | 1.3803 | 1.3003 | 1.3863 | ||
| 65 | 2014.04.08 14:00 | sell stop | 30 | 1.00 | 1.3753 | 1.4553 | 1.3693 | ||
| 66 | 2014.04.08 16:00 | t/p | 28 | 1.00 | 1.3804 | 1.2944 | 1.3804 | 595.97 | 104758.08 |
| 67 | 2014.04.08 16:00 | buy | 29 | 1.00 | 1.3803 | 1.3003 | 1.3863 | ||
| 68 | 2014.04.08 16:00 | sell stop | 31 | 1.00 | 1.3775 | 1.4575 | 1.3715 | ||
| 69 | 2014.04.09 21:00 | t/p | 14 | 1.00 | 1.3847 | 1.2987 | 1.3847 | 583.88 | 105341.96 |
| 70 | 2014.04.09 21:00 | t/p | 16 | 1.00 | 1.3853 | 1.2993 | 1.3853 | 583.88 | 105925.84 |
| 71 | 2014.04.09 21:00 | sell stop | 32 | 1.00 | 1.3831 | 1.4631 | 1.3771 | ||
| 72 | 2014.04.09 22:00 | buy stop | 33 | 1.00 | 1.3882 | 1.3082 | 1.3942 | ||
| 73 | 2014.04.10 03:00 | t/p | 29 | 1.00 | 1.3863 | 1.3003 | 1.3863 | 583.88 | 106509.72 |
| 74 | 2014.04.10 03:00 | buy stop | 34 | 1.00 | 1.3896 | 1.3096 | 1.3956 | ||
| 75 | 2014.04.10 17:00 | t/p | 1 | 1.00 | 1.3880 | 1.3020 | 1.3880 | 559.70 | 107069.42 |
| 76 | 2014.04.10 17:00 | t/p | 3 | 1.00 | 1.3882 | 1.3022 | 1.3882 | 559.70 | 107629.12 |
| 77 | 2014.04.10 17:00 | buy | 33 | 1.00 | 1.3882 | 1.3082 | 1.3942 | ||
| 78 | 2014.04.10 17:00 | delete | 32 | 1.00 | 1.3831 | 1.4631 | 1.3771 | ||
| 79 | 2014.04.10 17:00 | delete | 31 | 1.00 | 1.3775 | 1.4575 | 1.3715 | ||
| 80 | 2014.04.10 17:00 | delete | 30 | 1.00 | 1.3753 | 1.4553 | 1.3693 | ||
| 81 | 2014.04.10 17:00 | buy stop | 35 | 1.00 | 1.3907 | 1.3107 | 1.3967 | ||
| 82 | 2014.04.10 17:00 | sell stop | 36 | 1.00 | 1.3857 | 1.4657 | 1.3797 | ||
| 83 | 2014.04.10 18:00 | buy | 34 | 1.00 | 1.3896 | 1.3096 | 1.3956 | ||
| 84 | 2014.04.10 18:00 | buy stop | 37 | 1.00 | 1.3918 | 1.3118 | 1.3978 | ||
| 85 | 2014.04.10 18:00 | sell stop | 38 | 1.00 | 1.3868 | 1.4668 | 1.3808 | ||
| 86 | 2014.04.10 19:00 | sell stop | 39 | 1.00 | 1.3864 | 1.4664 | 1.3804 | ||
| 87 | 2014.04.11 10:00 | buy | 35 | 1.00 | 1.3907 | 1.3107 | 1.3967 | ||
| 88 | 2014.04.11 15:00 | sell | 38 | 1.00 | 1.3868 | 1.4668 | 1.3808 | ||
| 89 | 2014.04.11 15:00 | sell | 39 | 1.00 | 1.3864 | 1.4664 | 1.3804 | ||
| 90 | 2014.04.11 15:00 | delete | 37 | 1.00 | 1.3918 | 1.3118 | 1.3978 | ||
| 91 | 2014.04.11 15:00 | buy stop | 40 | 1.00 | 1.3901 | 1.3101 | 1.3961 | ||
| 92 | 2014.04.11 18:00 | buy | 40 | 1.00 | 1.3901 | 1.3101 | 1.3961 | ||
| 93 | 2014.04.11 18:00 | delete | 36 | 1.00 | 1.3857 | 1.4657 | 1.3797 | ||
| 94 | 2014.04.11 18:00 | buy stop | 41 | 1.00 | 1.3924 | 1.3124 | 1.3984 | ||
| 95 | 2014.04.15 10:00 | t/p | 38 | 1.00 | 1.3808 | 1.4668 | 1.3808 | 596.56 | 108225.68 |
| 96 | 2014.04.15 10:00 | t/p | 39 | 1.00 | 1.3804 | 1.4664 | 1.3804 | 596.56 | 108822.24 |
| 97 | 2014.04.15 10:00 | buy stop | 42 | 1.00 | 1.3827 | 1.3027 | 1.3887 | ||
| 98 | 2014.04.15 10:00 | sell stop | 43 | 1.00 | 1.3777 | 1.4577 | 1.3717 | ||
| 99 | 2014.04.15 17:00 | buy | 42 | 1.00 | 1.3827 | 1.3027 | 1.3887 | ||
| 100 | 2014.04.30 12:00 | sell | 43 | 1.00 | 1.3777 | 1.4577 | 1.3717 | ||
| 101 | 2014.04.30 12:00 | delete | 41 | 1.00 | 1.3924 | 1.3124 | 1.3984 | ||
| 102 | 2014.04.30 12:00 | buy stop | 44 | 1.00 | 1.3849 | 1.3049 | 1.3909 | ||
| 103 | 2014.04.30 14:00 | buy | 44 | 1.00 | 1.3849 | 1.3049 | 1.3909 | ||
| 104 | 2014.05.01 09:00 | t/p | 42 | 1.00 | 1.3887 | 1.3027 | 1.3887 | 527.46 | 109349.70 |
| 105 | 2014.05.01 09:00 | buy stop | 45 | 1.00 | 1.3914 | 1.3114 | 1.3974 | ||
| 106 | 2014.05.06 10:00 | t/p | 44 | 1.00 | 1.3909 | 1.3049 | 1.3909 | 575.82 | 109925.52 |
| 107 | 2014.05.06 10:00 | buy | 45 | 1.00 | 1.3914 | 1.3114 | 1.3974 | ||
| 108 | 2014.05.06 10:00 | buy stop | 46 | 1.00 | 1.3949 | 1.3149 | 1.4009 | ||
| 109 | 2014.05.06 14:00 | t/p | 33 | 1.00 | 1.3942 | 1.3082 | 1.3942 | 503.28 | 110428.80 |
| 110 | 2014.05.06 14:00 | sell stop | 47 | 1.00 | 1.3915 | 1.4715 | 1.3855 | ||
| 111 | 2014.05.06 15:00 | buy | 46 | 1.00 | 1.3949 | 1.3149 | 1.4009 | ||
| 112 | 2014.05.07 09:00 | sell | 47 | 1.00 | 1.3915 | 1.4715 | 1.3855 | ||
| 113 | 2014.05.08 14:00 | t/p | 34 | 1.00 | 1.3956 | 1.3096 | 1.3956 | 487.16 | 110915.96 |
| 114 | 2014.05.08 14:00 | buy stop | 48 | 1.00 | 1.3974 | 1.3174 | 1.4034 | ||
| 115 | 2014.05.08 15:00 | t/p | 35 | 1.00 | 1.3967 | 1.3107 | 1.3967 | 491.19 | 111407.15 |
| 116 | 2014.05.08 15:00 | t/p | 40 | 1.00 | 1.3961 | 1.3101 | 1.3961 | 491.19 | 111898.34 |
| 117 | 2014.05.08 15:00 | t/p | 45 | 1.00 | 1.3974 | 1.3114 | 1.3974 | 583.88 | 112482.22 |
| 118 | 2014.05.08 15:00 | buy | 48 | 1.00 | 1.3974 | 1.3174 | 1.4034 | ||
| 119 | 2014.05.08 15:00 | buy stop | 49 | 1.00 | 1.3937 | 1.3137 | 1.3997 | ||
| 120 | 2014.05.08 15:00 | sell stop | 50 | 1.00 | 1.3887 | 1.4687 | 1.3827 | ||
| 121 | 2014.05.08 16:00 | sell | 50 | 1.00 | 1.3887 | 1.4687 | 1.3827 | ||
| 122 | 2014.05.08 16:00 | delete | 49 | 1.00 | 1.3937 | 1.3137 | 1.3997 | ||
| 123 | 2014.05.08 16:00 | buy stop | 51 | 1.00 | 1.3897 | 1.3097 | 1.3957 | ||
| 124 | 2014.05.08 16:00 | sell stop | 52 | 1.00 | 1.3847 | 1.4647 | 1.3787 | ||
| 125 | 2014.05.08 17:00 | t/p | 47 | 1.00 | 1.3855 | 1.4715 | 1.3855 | 594.84 | 113077.06 |
| 126 | 2014.05.08 17:00 | buy stop | 53 | 1.00 | 1.3890 | 1.3090 | 1.3950 | ||
| 127 | 2014.05.08 22:00 | sell | 52 | 1.00 | 1.3847 | 1.4647 | 1.3787 | ||
| 128 | 2014.05.08 22:00 | delete | 51 | 1.00 | 1.3897 | 1.3097 | 1.3957 | ||
| 129 | 2014.05.08 22:00 | buy stop | 54 | 1.00 | 1.3875 | 1.3075 | 1.3935 | ||
| 130 | 2014.05.09 09:00 | t/p | 50 | 1.00 | 1.3827 | 1.4687 | 1.3827 | 598.28 | 113675.34 |
| 131 | 2014.05.09 09:00 | buy stop | 55 | 1.00 | 1.3852 | 1.3052 | 1.3912 | ||
| 132 | 2014.05.09 14:00 | t/p | 52 | 1.00 | 1.3787 | 1.4647 | 1.3787 | 598.28 | 114273.62 |
| 133 | 2014.05.09 14:00 | buy stop | 56 | 1.00 | 1.3809 | 1.3009 | 1.3869 | ||
| 134 | 2014.05.13 13:00 | t/p | 43 | 1.00 | 1.3717 | 1.4577 | 1.3717 | 577.64 | 114851.26 |
| 135 | 2014.05.13 13:00 | buy stop | 57 | 1.00 | 1.3740 | 1.2940 | 1.3800 | ||
| 136 | 2014.05.23 11:00 | t/p | 19 | 1.00 | 1.3635 | 1.4495 | 1.3635 | 515.72 | 115366.98 |
| 137 | 2014.05.23 11:00 | t/p | 21 | 1.00 | 1.3632 | 1.4492 | 1.3632 | 515.72 | 115882.70 |
| 138 | 2014.05.23 11:00 | t/p | 24 | 1.00 | 1.3634 | 1.4494 | 1.3634 | 515.72 | 116398.42 |
| 139 | 2014.05.23 11:00 | buy stop | 58 | 1.00 | 1.3647 | 1.2847 | 1.3707 | ||
| 140 | 2014.05.23 11:00 | sell stop | 59 | 1.00 | 1.3597 | 1.4397 | 1.3537 | ||
| 141 | 2014.05.23 12:00 | buy stop | 60 | 1.00 | 1.3647 | 1.2847 | 1.3707 | ||
| 142 | 2014.05.26 10:00 | buy | 58 | 1.00 | 1.3647 | 1.2847 | 1.3707 | ||
| 143 | 2014.05.26 10:00 | buy | 60 | 1.00 | 1.3647 | 1.2847 | 1.3707 | ||
| 144 | 2014.05.26 10:00 | delete | 59 | 1.00 | 1.3597 | 1.4397 | 1.3537 | ||
| 145 | 2014.05.26 10:00 | buy stop | 61 | 1.00 | 1.3668 | 1.2868 | 1.3728 | ||
| 146 | 2014.05.27 03:00 | buy | 61 | 1.00 | 1.3668 | 1.2868 | 1.3728 | ||
| 147 | 2014.07.01 23:59 | close at stop | 61 | 1.00 | 1.3679 | 1.2868 | 1.3728 | -31.05 | 116367.37 |
| 148 | 2014.07.01 23:59 | close at stop | 60 | 1.00 | 1.3679 | 1.2847 | 1.3707 | 174.92 | 116542.29 |
| 149 | 2014.07.01 23:59 | close at stop | 58 | 1.00 | 1.3679 | 1.2847 | 1.3707 | 174.92 | 116717.21 |
| 150 | 2014.07.01 23:59 | close at stop | 48 | 1.00 | 1.3679 | 1.3174 | 1.4034 | -3159.56 | 113557.65 |
| 151 | 2014.07.01 23:59 | close at stop | 46 | 1.00 | 1.3679 | 1.3149 | 1.4009 | -2925.68 | 110631.97 |