Strategy Tester Report
TrendEnvelopeExpert_v2.1
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 4 Hours (H4) 2007.07.02 00:00 - 2007.07.12 12:00 (2007.07.02 - 2007.07.13) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Expert_Name="TrendEnvelopeExpert_v2.1"; Magic=21221; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=0; StopLoss=0; TrailingMode=0; TrailingStop=0; StopDeviation=0; BreakEven=0; ProfitLock=0; ExitMode=2; SignalMail=false; Time_Inputs=" Timing parameters "; StartHour=0; StartMinute=0; EndHour=23; EndMinute=0; CloseTimeMode=0; CloseHour=24; CloseMinute=0; ProcessTime=5; TE_Inputs=" TrendEnvelope parameters"; TE_TimeFrame=0; TE_MAPeriod=10; TE_MAMode=0; TE_CurBar=1; TE_Mode=1; TS_Inputs=" TrendStrength parameters"; TS_TimeFrame=0; TS_Length=14; TS_Smooth=5; TS_K=4.236; TS_CurBar=1; TS_Mode=1; Add_Inputs=" Additional parameters"; Add_TimeFrame=0; haMA1_Period=5; haMA1_Mode=3; haMA2_Period=10; haMA2_Mode=2; MACD_Fast=8; MACD_Slow=21; MACD_Signal=5; MACD_MAMode=1; RSI_Period=4; Add_CurBar=1; Add_Mode=2; MM_inputs=" MoneyManagement by L.Williams "; MM=false; MaxRisk=0.05; MaxLoss=1000; | ||||
| Bars in test | 5052 | Ticks modelled | 42639 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 91.94 | Gross profit | 116.17 | Gross loss | -24.23 |
| Profit factor | 4.79 | Expected payoff | 45.97 | ||
| Absolute drawdown | 50.83 | Maximal drawdown | 89.33 (0.89%) | Relative drawdown | 0.89% (89.33) |
| Total trades | 2 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 116.17 | loss trade | -24.23 | |
| Average | profit trade | 116.17 | loss trade | -24.23 | |
| Maximum | consecutive wins (profit in money) | 1 (116.17) | consecutive losses (loss in money) | 1 (-24.23) | |
| Maximal | consecutive profit (count of wins) | 116.17 (1) | consecutive loss (count of losses) | -24.23 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.07.06 00:00 | sell | 1 | 0.10 | 2.0114 | 0.0000 | 0.0000 | ||
| 2 | 2007.07.09 12:00 | close | 1 | 0.10 | 2.0148 | 0.0000 | 0.0000 | -24.23 | 9975.77 |
| 3 | 2007.07.09 16:00 | buy | 2 | 0.10 | 2.0158 | 0.0000 | 0.0000 | ||
| 4 | 2007.07.12 15:59 | close at stop | 2 | 0.10 | 2.0324 | 0.0000 | 0.0000 | 116.17 | 10091.94 |