Strategy Tester Report
TrendStrengthExpert_v2

SimboloGBPUSD (Great Britain Dollar vs. United States Dollar)
Periodo5 Minuti (M5) 2007.07.23 00:00 - 2007.07.27 23:00 (2007.07.23 - 2007.07.29)
ModelloOgni tick (sulla base di tutti gli intervalli di tempo minimi con interpolazione frattale di ogni tick)
ParametriExpert_Name="TrendStrengthExpert_v1"; Magic=24242; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=0.1; MaxOrders=1; TakeProfit=0; StopLoss=0; TrailingMode=2; TrailingStop=0; StopDeviation=0; MoneyRisk=1; 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; VS_Inputs=" VoltyChannel_Stop parameters"; VS_TimeFrame=0; VS_Price=0; VS_MALength=1; VS_MAMode=0; VS_ATRLength=10; VS_Kv=4; VS_CurBar=1; VS_Mode=2; TE_Inputs=" TrendEnvelope parameters"; TE_TimeFrame=0; TE_MAPeriod=10; TE_MAMode=0; TE_CurBar=1; TE_Mode=0; 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=1; AS_Inputs=" AbsoluteStrength parameters"; AS_TimeFrame=0; AS_MathMode=0; AS_Length=10; AS_Smooth=5; AS_Signal=5; AS_Price=0; AS_ModeMA=3; AS_CurBar=1; AS_Mode=1; MM_inputs=" MoneyManagement by L.Williams "; MM=false; MaxRisk=0.05; MaxLoss=1000;
Barre sotto esame6202Ticks adoperati per il modello33721Qualita' del modello90.00%
Deposito iniziale10000.00
Profitto totale netto47.09Profitto lordo234.09Perdita lorda-187.00
Fattore di profitto (profit factor)1.25Ricompensa attesa1.96
Drawdown assoluto40.00Drawdown massimo118.00 (1.17%)Drawdown relativo1.17% (118.00)
Operazioni totali24Posizioni al ribasso (vincite %)13 (69.23%)Posizioni al rialzo (vincite %)11 (63.64%)
Operazioni con profitto (% del totale)16 (66.67%)Operazioni in perdita (% del totale)8 (33.33%)
Il piu' grandeoperazione con profito58.00operazione in perdita-59.00
Mediaoperazione con profito14.63operazione in perdita-23.38
Massimovincite consecutive (profitto in denaro)6 (50.45)perdite consecutive (perdita in denaro)2 (-46.00)
Massimaleprofitto consecutivo (numero delle vincite)90.64 (4)perdita consecutiva (numero delle perdite)-59.00 (1)
Mediavincite consecutive3perdite consecutive2
Graph
#Data/OrarioTipoOrdineLottiPrezzoStop LossTake profitProfittoSaldo
12007.07.23 02:54buy10.102.05642.05480.0000
22007.07.23 04:31modify10.102.05642.05650.0000
32007.07.23 04:36modify10.102.05642.05660.0000
42007.07.23 04:40modify10.102.05642.05680.0000
52007.07.23 04:45modify10.102.05642.05700.0000
62007.07.23 04:50modify10.102.05642.05710.0000
72007.07.23 05:03modify10.102.05642.05730.0000
82007.07.23 05:06modify10.102.05642.05740.0000
92007.07.23 05:18modify10.102.05642.05750.0000
102007.07.23 05:27modify10.102.05642.05760.0000
112007.07.23 05:30modify10.102.05642.05770.0000
122007.07.23 06:00modify10.102.05642.05790.0000
132007.07.23 06:15s/l10.102.05792.05790.000015.0010015.00
142007.07.23 15:15buy20.102.05842.05630.0000
152007.07.23 17:40modify20.102.05842.05840.0000
162007.07.23 17:45modify20.102.05842.05860.0000
172007.07.23 17:50modify20.102.05842.05870.0000
182007.07.23 17:56s/l20.102.05872.05870.00003.0010018.00
192007.07.23 21:25sell30.102.05712.05840.0000
202007.07.23 22:30s/l30.102.05842.05840.0000-13.0010005.00
212007.07.24 10:40sell40.102.06252.06550.0000
222007.07.24 13:00modify40.102.06252.06250.0000
232007.07.24 13:10modify40.102.06252.06230.0000
242007.07.24 13:17modify40.102.06252.06220.0000
252007.07.24 13:20modify40.102.06252.06210.0000
262007.07.24 13:25modify40.102.06252.06190.0000
272007.07.24 13:30modify40.102.06252.06170.0000
282007.07.24 13:35modify40.102.06252.06150.0000
292007.07.24 13:38s/l40.102.06152.06150.000010.0010015.00
302007.07.24 14:40buy50.102.06292.05990.0000
312007.07.24 16:21modify50.102.06292.06290.0000
322007.07.24 16:26modify50.102.06292.06310.0000
332007.07.24 16:31s/l50.102.06312.06310.00002.0010017.00
342007.07.24 18:00sell60.102.06102.06340.0000
352007.07.24 21:08s/l60.102.06342.06340.0000-24.009993.00
362007.07.24 21:15buy70.102.06392.06200.0000
372007.07.24 22:25close70.102.06222.06200.0000-17.009976.00
382007.07.24 22:25sell80.102.06222.06400.0000
392007.07.24 22:55modify80.102.06222.06210.0000
402007.07.24 23:00modify80.102.06222.06180.0000
412007.07.24 23:07s/l80.102.06182.06180.00004.009980.00
422007.07.25 08:00buy90.102.05972.05850.0000
432007.07.25 08:55modify90.102.05972.05980.0000
442007.07.25 09:00modify90.102.05972.06000.0000
452007.07.25 09:05modify90.102.05972.06020.0000
462007.07.25 09:09s/l90.102.06022.06020.00005.009985.00
472007.07.25 09:25sell100.102.05812.06100.0000
482007.07.25 11:05modify100.102.05812.05790.0000
492007.07.25 11:10modify100.102.05812.05750.0000
502007.07.25 11:15modify100.102.05812.05720.0000
512007.07.25 11:20modify100.102.05812.05690.0000
522007.07.25 11:25modify100.102.05812.05670.0000
532007.07.25 11:30s/l100.102.05672.05670.000014.009999.00
542007.07.25 14:05buy110.102.05362.04960.0000
552007.07.25 15:35modify110.102.05362.05360.0000
562007.07.25 15:38s/l110.102.05362.05360.00000.009999.00
572007.07.25 17:10sell120.102.05212.05590.0000
582007.07.25 18:00modify120.102.05212.05180.0000
592007.07.25 18:05modify120.102.05212.05160.0000
602007.07.25 18:10modify120.102.05212.05140.0000
612007.07.25 18:15modify120.102.05212.05110.0000
622007.07.25 18:20modify120.102.05212.05080.0000
632007.07.25 18:25modify120.102.05212.05050.0000
642007.07.25 18:31s/l120.102.05052.05050.000016.0010015.00
652007.07.25 21:25buy130.102.05242.05010.0000
662007.07.25 23:45modify130.102.05242.05240.0000
672007.07.25 23:52modify130.102.05242.05250.0000
682007.07.25 23:55modify130.102.05242.05260.0000
692007.07.26 00:00modify130.102.05242.05280.0000
702007.07.26 00:05modify130.102.05242.05290.0000
712007.07.26 00:10modify130.102.05242.05300.0000
722007.07.26 00:17modify130.102.05242.05310.0000
732007.07.26 00:20modify130.102.05242.05320.0000
742007.07.26 00:26modify130.102.05242.05330.0000
752007.07.26 00:35modify130.102.05242.05340.0000
762007.07.26 00:40modify130.102.05242.05350.0000
772007.07.26 00:54s/l130.102.05352.05350.000011.4510026.45
782007.07.26 01:10sell140.102.05262.05440.0000
792007.07.26 02:35close140.102.05412.05440.0000-15.0010011.45
802007.07.26 02:35buy150.102.05412.05280.0000
812007.07.26 03:19s/l150.102.05282.05280.0000-13.009998.45
822007.07.26 03:20sell160.102.05222.05390.0000
832007.07.26 04:40modify160.102.05222.05220.0000
842007.07.26 04:51modify160.102.05222.05200.0000
852007.07.26 04:56modify160.102.05222.05190.0000
862007.07.26 05:12modify160.102.05222.05170.0000
872007.07.26 05:20modify160.102.05222.05160.0000
882007.07.26 05:25modify160.102.05222.05130.0000
892007.07.26 05:30modify160.102.05222.05110.0000
902007.07.26 05:35modify160.102.05222.05100.0000
912007.07.26 05:45modify160.102.05222.05070.0000
922007.07.26 05:50modify160.102.05222.05060.0000
932007.07.26 05:57modify160.102.05222.05050.0000
942007.07.26 06:12s/l160.102.05052.05050.000017.0010015.45
952007.07.26 09:05sell170.102.04962.05230.0000
962007.07.26 12:10modify170.102.04962.04940.0000
972007.07.26 12:15modify170.102.04962.04920.0000
982007.07.26 12:20modify170.102.04962.04890.0000
992007.07.26 12:24s/l170.102.04892.04890.00007.0010022.45
1002007.07.26 16:55buy180.102.04812.04300.0000
1012007.07.26 19:30modify180.102.04812.04830.0000
1022007.07.26 19:35modify180.102.04812.04900.0000
1032007.07.26 19:40modify180.102.04812.04960.0000
1042007.07.26 19:45modify180.102.04812.05020.0000
1052007.07.26 19:50modify180.102.04812.05080.0000
1062007.07.26 19:55modify180.102.04812.05130.0000
1072007.07.26 20:00modify180.102.04812.05170.0000
1082007.07.26 20:05modify180.102.04812.05220.0000
1092007.07.26 20:06s/l180.102.05222.05220.000041.0010063.45
1102007.07.26 21:55sell190.102.04892.05320.0000
1112007.07.27 00:25modify190.102.04892.04890.0000
1122007.07.27 00:30modify190.102.04892.04860.0000
1132007.07.27 00:35modify190.102.04892.04830.0000
1142007.07.27 00:40modify190.102.04892.04800.0000
1152007.07.27 00:45modify190.102.04892.04770.0000
1162007.07.27 00:50modify190.102.04892.04730.0000
1172007.07.27 00:55modify190.102.04892.04700.0000
1182007.07.27 01:00modify190.102.04892.04670.0000
1192007.07.27 01:05modify190.102.04892.04630.0000
1202007.07.27 01:16s/l190.102.04632.04630.000025.6410089.09
1212007.07.27 06:24sell200.102.04722.04920.0000
1222007.07.27 06:50s/l200.102.04922.04920.0000-20.0010069.09
1232007.07.27 06:55buy210.102.04922.04660.0000
1242007.07.27 07:29s/l210.102.04662.04660.0000-26.0010043.09
1252007.07.27 07:35sell220.102.04642.04890.0000
1262007.07.27 08:39modify220.102.04642.04630.0000
1272007.07.27 08:40modify220.102.04642.04620.0000
1282007.07.27 08:50modify220.102.04642.04590.0000
1292007.07.27 08:55modify220.102.04642.04570.0000
1302007.07.27 09:00modify220.102.04642.04550.0000
1312007.07.27 09:05modify220.102.04642.04530.0000
1322007.07.27 09:10modify220.102.04642.04500.0000
1332007.07.27 09:15modify220.102.04642.04460.0000
1342007.07.27 09:20modify220.102.04642.04390.0000
1352007.07.27 09:25modify220.102.04642.04340.0000
1362007.07.27 09:30modify220.102.04642.04300.0000
1372007.07.27 09:35modify220.102.04642.04260.0000
1382007.07.27 09:40modify220.102.04642.04220.0000
1392007.07.27 09:45modify220.102.04642.04180.0000
1402007.07.27 09:50modify220.102.04642.04130.0000
1412007.07.27 09:55modify220.102.04642.04090.0000
1422007.07.27 10:00modify220.102.04642.04060.0000
1432007.07.27 10:01s/l220.102.04062.04060.000058.0010101.09
1442007.07.27 15:50buy230.102.03432.02840.0000
1452007.07.27 17:05s/l230.102.02842.02840.0000-59.0010042.09
1462007.07.27 17:10sell240.102.02852.03230.0000
1472007.07.27 19:30modify240.102.02852.02850.0000
1482007.07.27 19:35modify240.102.02852.02830.0000
1492007.07.27 19:40modify240.102.02852.02800.0000
1502007.07.27 19:45s/l240.102.02802.02800.00005.0010047.09