Strategy Tester Report
DYJ Market Challenges
USGFX-Live2 (Build 1220)
| Symbol | XBRUSD (UK CRUDE VS US Dollar #N-UKOUSD) | ||||
| Period | 1 Hour (H1) 2018.01.02 03:00 - 2019.10.24 23:00 (2018.01.01 - 2019.10.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | InpPairs="EURUSD,GBPUSD,GBPJPY,USDCHF,XAUUSD,USDJPY,AUDJPY,AUDUSD,NZDUSD,AUDCAD,AUDCHF,NZDCHF,NZDJPY,EURGBP,EURJPY"; InpMagicnumber=16384; InpAdxLevel=30; AutoLotLevel=2; InpLotsExponent=0.04; InpLots=0.01; InpMaxOrders=100; InpSymbolMaxOrders=10; InpTraildelta=0; InpTPMode=1; InpCloseDynamicLevel=2; TakeProfit=3000; StopLoss=0; MaxOpenTime=0; InpTimeZone=2; InpForexSpread=50; | ||||
| Bars in test | 10900 | Ticks modelled | 23581451 | Modelling quality | n/a |
| Mismatched charts errors | |||||
| Initial deposit | 10000.00 | Spread | Current (13) | ||
| Total net profit | 548.80 | Gross profit | 548.80 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 22.87 | |||
| Absolute drawdown | 236.40 | Maximal drawdown | 417.40 (3.99%) | Relative drawdown | 3.99% (417.40) |
| Total trades | 24 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 17 (100.00%) |
| Profit trades (% of total) | 24 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 87.60 | loss trade | -0.00 | |
| Average | profit trade | 22.87 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 24 (548.80) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 548.80 (24) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 24 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.02.15 03:00 | buy | 1 | 0.20 | 64.403 | 0.000 | 64.670 | ||
| 2 | 2018.02.15 04:40 | t/p | 1 | 0.20 | 64.670 | 0.000 | 64.670 | 51.40 | 10051.40 |
| 3 | 2018.02.15 22:15 | buy | 2 | 0.20 | 64.263 | 0.000 | 64.366 | ||
| 4 | 2018.02.16 04:24 | t/p | 2 | 0.20 | 64.366 | 0.000 | 64.366 | 16.20 | 10067.60 |
| 5 | 2018.04.05 03:00 | buy | 3 | 0.20 | 68.253 | 0.000 | 68.537 | ||
| 6 | 2018.04.09 21:13 | t/p | 3 | 0.20 | 68.537 | 0.000 | 68.537 | 50.00 | 10117.60 |
| 7 | 2018.04.26 03:00 | buy | 4 | 0.20 | 73.513 | 0.000 | 73.590 | ||
| 8 | 2018.04.26 03:44 | t/p | 4 | 0.20 | 73.590 | 0.000 | 73.590 | 13.40 | 10131.00 |
| 9 | 2018.05.17 03:00 | buy | 5 | 0.20 | 79.313 | 0.000 | 79.587 | ||
| 10 | 2018.05.17 11:38 | t/p | 5 | 0.20 | 79.587 | 0.000 | 79.587 | 52.80 | 10183.80 |
| 11 | 2018.05.18 19:05 | sell | 6 | 0.20 | 78.810 | 0.000 | 78.666 | ||
| 12 | 2018.05.18 21:06 | t/p | 6 | 0.20 | 78.666 | 0.000 | 78.666 | 26.80 | 10210.60 |
| 13 | 2018.09.06 03:05 | sell | 7 | 0.20 | 76.760 | 0.000 | 76.731 | ||
| 14 | 2018.09.06 18:13 | t/p | 7 | 0.20 | 76.731 | 0.000 | 76.731 | 3.80 | 10214.40 |
| 15 | 2018.09.17 03:05 | sell | 8 | 0.20 | 77.650 | 0.000 | 77.602 | ||
| 16 | 2018.09.17 03:17 | t/p | 8 | 0.20 | 77.602 | 0.000 | 77.602 | 7.60 | 10222.00 |
| 17 | 2019.01.07 03:00 | buy | 9 | 0.20 | 57.803 | 0.000 | 57.829 | ||
| 18 | 2019.01.07 05:12 | t/p | 9 | 0.20 | 57.829 | 0.000 | 57.829 | 3.20 | 10225.20 |
| 19 | 2019.02.15 03:00 | buy | 10 | 0.20 | 64.873 | 0.000 | 64.992 | ||
| 20 | 2019.02.15 03:03 | t/p | 10 | 0.20 | 64.992 | 0.000 | 64.992 | 21.80 | 10247.00 |
| 21 | 2019.03.11 03:00 | buy | 11 | 0.20 | 65.760 | 0.000 | 65.850 | ||
| 22 | 2019.03.11 03:54 | t/p | 11 | 0.20 | 65.850 | 0.000 | 65.850 | 16.00 | 10263.00 |
| 23 | 2019.03.12 03:00 | buy | 12 | 0.20 | 66.720 | 0.000 | 66.900 | ||
| 24 | 2019.03.12 04:00 | buy | 13 | 0.20 | 66.868 | 0.000 | 66.900 | ||
| 25 | 2019.03.12 11:03 | t/p | 12 | 0.20 | 66.900 | 0.000 | 66.900 | 34.00 | 10297.00 |
| 26 | 2019.03.12 11:03 | t/p | 13 | 0.20 | 66.900 | 0.000 | 66.900 | 4.40 | 10301.40 |
| 27 | 2019.03.26 03:00 | buy | 14 | 0.20 | 67.082 | 0.000 | 67.150 | ||
| 28 | 2019.03.26 09:58 | t/p | 14 | 0.20 | 67.150 | 0.000 | 67.150 | 11.60 | 10313.00 |
| 29 | 2019.04.16 15:00 | buy | 15 | 0.20 | 71.046 | 0.000 | 71.077 | ||
| 30 | 2019.04.16 20:21 | t/p | 15 | 0.20 | 71.077 | 0.000 | 71.077 | 4.20 | 10317.20 |
| 31 | 2019.04.18 16:00 | buy | 16 | 0.20 | 71.575 | 0.000 | 71.611 | ||
| 32 | 2019.04.22 03:00 | t/p | 16 | 0.20 | 71.611 | 0.000 | 71.611 | 0.40 | 10317.60 |
| 33 | 2019.04.26 03:00 | sell | 17 | 0.20 | 73.419 | 0.000 | 73.293 | ||
| 34 | 2019.04.26 03:38 | t/p | 17 | 0.20 | 73.293 | 0.000 | 73.293 | 23.20 | 10340.80 |
| 35 | 2019.05.28 03:00 | buy | 18 | 0.20 | 68.694 | 0.000 | 68.905 | ||
| 36 | 2019.05.28 08:37 | t/p | 18 | 0.20 | 68.905 | 0.000 | 68.905 | 40.20 | 10381.00 |
| 37 | 2019.06.03 03:00 | sell | 19 | 0.20 | 61.032 | 0.000 | 60.584 | ||
| 38 | 2019.06.03 21:39 | t/p | 19 | 0.20 | 60.584 | 0.000 | 60.584 | 87.60 | 10468.60 |
| 39 | 2019.06.18 18:00 | buy | 20 | 0.20 | 62.128 | 0.000 | 62.274 | ||
| 40 | 2019.06.20 08:37 | t/p | 20 | 0.20 | 62.274 | 0.000 | 62.274 | 17.60 | 10486.20 |
| 41 | 2019.08.01 03:00 | sell | 21 | 0.20 | 63.947 | 0.000 | 63.860 | ||
| 42 | 2019.08.01 03:36 | t/p | 21 | 0.20 | 63.860 | 0.000 | 63.860 | 15.40 | 10501.60 |
| 43 | 2019.08.06 03:00 | sell | 22 | 0.20 | 59.138 | 0.000 | 59.116 | ||
| 44 | 2019.08.06 03:01 | t/p | 22 | 0.20 | 59.116 | 0.000 | 59.116 | 2.40 | 10504.00 |
| 45 | 2019.09.10 03:00 | buy | 23 | 0.20 | 62.616 | 0.000 | 62.827 | ||
| 46 | 2019.09.10 15:14 | t/p | 23 | 0.20 | 62.827 | 0.000 | 62.827 | 40.20 | 10544.20 |
| 47 | 2019.09.26 03:00 | buy | 24 | 0.20 | 61.606 | 0.000 | 61.639 | ||
| 48 | 2019.09.26 12:02 | t/p | 24 | 0.20 | 61.639 | 0.000 | 61.639 | 4.60 | 10548.80 |