Strategy Tester Report
MMC 2.5 2RSI v3
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | Daily (D1) 2004.11.03 00:00 - 2007.01.26 00:00 (2004.07.01 - 2007.02.23) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MAGIC=1; ________Main________=""; UseMysql=false; SaveTickMysql=false; ShowComments=false; Slipage=1; SlipageClose=3; Lots=1; StopLoss=10000; TakeProfit=10000; ______CalcLots________=""; UseCalcLots=false; Risk=0.0003; MinLots=1; MaxLots=100; ______TimeRange_____=""; UseTimeRange=false; TimeStart=0; TimeOffset=0; TimeClose=24; MondayNoTradeBefore=0; FridayNoTradeAfter=24; SundayNoTrade=false; ______Width_____=""; UseWidth=false; MinWidth=7; MaxWidth=50; _______Swap_______=""; UseSwapSystem=false; MaxBuyOrders=1; SwapPriceChannel=40; ______Requote_____=""; UseRequote=false; _____Moving_Average____=""; UseMaFilters=false; SMA=20; EMA=200; HighLow_PrevBars=100; HighLow_PrevBarsClose=100; TIME_F=1440; RSI_P=2; | ||||
| Bars in test | 681 | Ticks modelled | 3162807 | Modelling quality | 76.80% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 16824.46 | Gross profit | 18659.51 | Gross loss | -1835.05 |
| Profit factor | 10.17 | Expected payoff | 841.22 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 1736.15 (9.51%) | Relative drawdown | 9.51% (1736.15) |
| Total trades | 20 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
| Largest | profit trade | 2100.55 | loss trade | -1736.15 | |
| Average | profit trade | 1036.64 | loss trade | -917.53 | |
| Maximum | consecutive wins (profit in money) | 8 (5691.76) | consecutive losses (loss in money) | 1 (-1736.15) | |
| Maximal | consecutive profit (count of wins) | 8259.05 (7) | consecutive loss (count of losses) | -1736.15 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.12.13 00:00 | buy | 1 | 1.00 | 1.9100 | 0.9100 | 2.9100 | ||
| 2 | 2004.12.15 11:08 | close | 1 | 1.00 | 1.9302 | 0.9100 | 2.9100 | 2018.40 | 12018.40 |
| 3 | 2005.01.13 00:00 | sell | 2 | 1.00 | 1.8901 | 2.8901 | 0.8901 | ||
| 4 | 2005.01.14 03:41 | close | 2 | 1.00 | 1.8754 | 2.8901 | 0.8901 | 1470.55 | 13488.95 |
| 5 | 2005.01.21 00:00 | sell | 3 | 1.00 | 1.8721 | 2.8721 | 0.8721 | ||
| 6 | 2005.01.21 10:31 | close | 3 | 1.00 | 1.8630 | 2.8721 | 0.8721 | 910.00 | 14398.95 |
| 7 | 2005.01.21 17:23 | sell | 4 | 1.00 | 1.8721 | 2.8721 | 0.8721 | ||
| 8 | 2005.01.25 14:31 | close | 4 | 1.00 | 1.8709 | 2.8721 | 0.8721 | 121.10 | 14520.05 |
| 9 | 2005.04.01 00:00 | sell | 5 | 1.00 | 1.8900 | 2.8900 | 0.8900 | ||
| 10 | 2005.04.04 10:18 | close | 5 | 1.00 | 1.8739 | 2.8900 | 0.8900 | 1610.55 | 16130.60 |
| 11 | 2005.04.27 00:00 | buy | 6 | 1.00 | 1.9057 | 0.9057 | 2.9057 | ||
| 12 | 2005.04.29 06:22 | close | 6 | 1.00 | 1.9099 | 0.9057 | 2.9057 | 416.80 | 16547.40 |
| 13 | 2005.06.08 00:00 | sell | 7 | 1.00 | 1.8348 | 2.8348 | 0.8348 | ||
| 14 | 2005.06.09 16:34 | close | 7 | 1.00 | 1.8177 | 2.8348 | 0.8348 | 1711.65 | 18259.05 |
| 15 | 2005.08.01 00:00 | sell | 8 | 1.00 | 1.7557 | 2.7557 | 0.7557 | ||
| 16 | 2005.08.08 07:08 | close | 8 | 1.00 | 1.7731 | 2.7557 | 0.7557 | -1736.15 | 16522.90 |
| 17 | 2005.08.19 00:00 | buy | 9 | 1.00 | 1.7938 | 0.7938 | 2.7938 | ||
| 18 | 2005.08.24 15:23 | close | 9 | 1.00 | 1.8019 | 0.7938 | 2.7938 | 807.60 | 17330.50 |
| 19 | 2005.10.07 00:00 | sell | 10 | 1.00 | 1.7788 | 2.7788 | 0.7788 | ||
| 20 | 2005.10.10 00:58 | close | 10 | 1.00 | 1.7578 | 2.7788 | 0.7788 | 2100.55 | 19431.05 |
| 21 | 2005.10.17 00:00 | sell | 11 | 1.00 | 1.7677 | 2.7677 | 0.7677 | ||
| 22 | 2005.10.18 08:00 | close | 11 | 1.00 | 1.7497 | 2.7677 | 0.7677 | 1800.55 | 21231.60 |
| 23 | 2005.12.05 00:00 | sell | 12 | 1.00 | 1.7313 | 2.7313 | 0.7313 | ||
| 24 | 2005.12.07 10:56 | close | 12 | 1.00 | 1.7323 | 2.7313 | 0.7313 | -98.90 | 21132.70 |
| 25 | 2006.01.20 00:00 | buy | 13 | 1.00 | 1.7576 | 0.7576 | 2.7576 | ||
| 26 | 2006.01.20 20:53 | close | 13 | 1.00 | 1.7717 | 0.7576 | 2.7576 | 1410.00 | 22542.70 |
| 27 | 2006.02.21 00:00 | sell | 14 | 1.00 | 1.7443 | 2.7443 | 0.7443 | ||
| 28 | 2006.02.22 11:26 | close | 14 | 1.00 | 1.7412 | 2.7443 | 0.7443 | 310.55 | 22853.25 |
| 29 | 2006.05.25 00:00 | buy | 15 | 1.00 | 1.8689 | 0.8689 | 2.8689 | ||
| 30 | 2006.05.30 09:02 | close | 15 | 1.00 | 1.8748 | 0.8689 | 2.8689 | 587.60 | 23440.85 |
| 31 | 2006.06.19 00:00 | sell | 16 | 1.00 | 1.8516 | 2.8516 | 0.8516 | ||
| 32 | 2006.06.19 15:35 | close | 16 | 1.00 | 1.8409 | 2.8516 | 0.8516 | 1070.01 | 24510.86 |
| 33 | 2006.08.15 00:00 | buy | 17 | 1.00 | 1.8890 | 0.8890 | 2.8890 | ||
| 34 | 2006.08.16 14:30 | close | 17 | 1.00 | 1.8969 | 0.8890 | 2.8890 | 789.21 | 25300.07 |
| 35 | 2006.12.08 00:00 | buy | 18 | 1.00 | 1.9632 | 0.9632 | 2.9632 | ||
| 36 | 2006.12.12 15:34 | close | 18 | 1.00 | 1.9658 | 0.9632 | 2.9632 | 258.40 | 25558.47 |
| 37 | 2006.12.18 00:00 | buy | 19 | 1.00 | 1.9532 | 0.9532 | 2.9532 | ||
| 38 | 2006.12.19 10:01 | close | 19 | 1.00 | 1.9638 | 0.9532 | 2.9532 | 1059.20 | 26617.67 |
| 39 | 2006.12.26 00:00 | buy | 20 | 1.00 | 1.9595 | 0.9595 | 2.9595 | ||
| 40 | 2006.12.28 12:13 | close | 20 | 1.00 | 1.9616 | 0.9595 | 2.9595 | 206.79 | 26824.46 |