Strategy Tester Report
bouncingPipEA_mpowerV2
| Symbol | GBPJPY (Great Britain Pound vs. Japanese Yen) | ||||
| Period | 1 Hour (H1) 2007.05.01 00:00 - 2007.09.12 00:00 (2007.05.01 - 2007.09.12) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MagicID=12345; Lots=1; s0="---StopLoss Method---"; s1=" 1. User Input"; s2=" 2. Candle High/Low + UserInput"; s3=" 3. Candle High/Low + Spread"; StopLossMethod=3; StopLoss=30; TakeProfit=0; f="---Filter settings---"; Wick=0; WaitSignal=2; f0="FilterMethod"; f1="1. No Filter"; f2="2. Heiken Ashi"; f3="3. Heiken Ashi Smoothed"; f4="4. Stochastic"; f5="5. CCI"; FilterMethod=2; has="HAS Inputs"; MaMethod=2; MaPeriod=6; MaMethod2=3; MaPeriod2=2; sto0="Stochastic Inputs"; K_Period=14; D_Period=3; Slowing=3; sto1="Price Mode"; sto2=" 0 - Low/High"; sto3=" 1 - Close/Close"; StochPrice=0; StochBuyLevel=20; StochSellLevel=80; cci="CCI Inputs"; CCI_Period=34; p="--Applied Price Types--"; p0=" 0 = close"; p1=" 1 = open"; p2=" 2 = high"; p3=" 3 = low"; p4=" 4 = median(high+low)/2"; p5=" 5 = typical(high+low+close)/3"; p6=" 6 = weighted(high+low+close+close)/4"; CCI_Price=5; CCI_BuyCrossLevel=0; CCI_SellCrossLevel=0; dt0="NonLagDots settings"; NLD_Price=0; NLD_Length=20; NLD_Displace=0; NLD_Filter=0; NLD_Color=1; NLD_ColorBarBack=0; NLD_Deviation=0; ts0="---TrailingStop Method---"; ts1=" 1. None"; ts2=" 2. PriceChannelStop"; ts3=" 3. Breakeven + Lock"; ts4=" 4. Delayed at input"; ts5=" 5. Trail immediately"; TrailingStopMethod=5; ts6="2. PriceChannelStop"; Trigger=10; ts7="3. Breakeven at input settings"; BreakEvenLevel=30; LockInPips=5; ts8="4. Delayed at input setting"; BeginTrailingStop=35; SignalCandle=1; | ||||
| Bars in test | 3294 | Ticks modelled | 1472487 | Modelling quality | 90.00% |
| Initial deposit | 25000.00 | ||||
| Total net profit | 13261.38 | Gross profit | 22947.31 | Gross loss | -9685.93 |
| Profit factor | 2.37 | Expected payoff | 491.16 | ||
| Absolute drawdown | 381.74 | Maximal drawdown | 2513.70 (8.71%) | Relative drawdown | 8.71% (2513.70) |
| Total trades | 27 | Short positions (won %) | 19 (21.05%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 8 (29.63%) | Loss trades (% of total) | 19 (70.37%) | ||
| Largest | profit trade | 5183.67 | loss trade | -2065.61 | |
| Average | profit trade | 2868.41 | loss trade | -509.79 | |
| Maximum | consecutive wins (profit in money) | 2 (10086.16) | consecutive losses (loss in money) | 6 (-1844.40) | |
| Maximal | consecutive profit (count of wins) | 10086.16 (2) | consecutive loss (count of losses) | -2513.70 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.05.10 04:00 | sell | 1 | 1.00 | 239.26 | 239.70 | 0.00 | ||
| 2 | 2007.05.10 09:04 | s/l | 1 | 1.00 | 239.70 | 239.70 | 0.00 | -381.74 | 24618.26 |
| 3 | 2007.05.10 12:00 | sell | 2 | 1.00 | 239.41 | 239.78 | 0.00 | ||
| 4 | 2007.05.10 20:00 | close | 2 | 1.00 | 237.66 | 239.78 | 0.00 | 1518.31 | 26136.57 |
| 5 | 2007.05.11 03:00 | buy | 3 | 1.00 | 237.32 | 236.79 | 0.00 | ||
| 6 | 2007.05.11 10:32 | s/l | 3 | 1.00 | 236.79 | 236.79 | 0.00 | -459.95 | 25676.62 |
| 7 | 2007.05.11 15:00 | buy | 4 | 1.00 | 237.15 | 236.31 | 0.00 | ||
| 8 | 2007.05.18 11:00 | close | 4 | 1.00 | 239.74 | 236.31 | 0.00 | 2448.34 | 28124.96 |
| 9 | 2007.05.18 12:00 | sell | 5 | 1.00 | 239.25 | 239.93 | 0.00 | ||
| 10 | 2007.05.18 12:00 | close | 5 | 1.00 | 239.33 | 239.93 | 0.00 | -69.41 | 28055.55 |
| 11 | 2007.05.18 13:00 | sell | 6 | 1.00 | 239.28 | 239.96 | 0.00 | ||
| 12 | 2007.05.22 18:26 | s/l | 6 | 1.00 | 239.96 | 239.96 | 0.00 | -655.79 | 27399.76 |
| 13 | 2007.05.23 08:00 | sell | 7 | 1.00 | 240.21 | 240.43 | 0.00 | ||
| 14 | 2007.05.23 08:17 | s/l | 7 | 1.00 | 240.43 | 240.43 | 0.00 | -190.87 | 27208.89 |
| 15 | 2007.06.04 04:00 | sell | 8 | 1.00 | 241.82 | 242.21 | 0.00 | ||
| 16 | 2007.06.04 09:02 | s/l | 8 | 1.00 | 242.21 | 242.21 | 0.00 | -338.37 | 26870.52 |
| 17 | 2007.06.04 11:00 | sell | 9 | 1.00 | 241.95 | 242.37 | 0.00 | ||
| 18 | 2007.06.04 12:27 | s/l | 9 | 1.00 | 242.37 | 242.37 | 0.00 | -364.39 | 26506.13 |
| 19 | 2007.06.04 17:00 | sell | 10 | 1.00 | 242.29 | 242.55 | 0.00 | ||
| 20 | 2007.06.04 18:25 | s/l | 10 | 1.00 | 242.55 | 242.55 | 0.00 | -225.57 | 26280.56 |
| 21 | 2007.06.05 12:00 | sell | 11 | 1.00 | 242.60 | 243.07 | 0.00 | ||
| 22 | 2007.06.07 16:00 | close | 11 | 1.00 | 240.59 | 243.07 | 0.00 | 1612.10 | 27892.66 |
| 23 | 2007.06.14 11:00 | sell | 12 | 1.00 | 242.12 | 242.35 | 0.00 | ||
| 24 | 2007.06.14 12:36 | s/l | 12 | 1.00 | 242.35 | 242.35 | 0.00 | -199.51 | 27693.15 |
| 25 | 2007.06.14 15:00 | sell | 13 | 1.00 | 242.02 | 242.45 | 0.00 | ||
| 26 | 2007.06.15 07:04 | s/l | 13 | 1.00 | 242.45 | 242.45 | 0.00 | -405.92 | 27287.23 |
| 27 | 2007.06.20 23:00 | sell | 14 | 1.00 | 246.36 | 246.70 | 0.00 | ||
| 28 | 2007.06.22 00:13 | s/l | 14 | 1.00 | 246.70 | 246.70 | 0.00 | -426.56 | 26860.67 |
| 29 | 2007.06.22 21:00 | sell | 15 | 1.00 | 247.47 | 247.95 | 0.00 | ||
| 30 | 2007.06.27 09:00 | close | 15 | 1.00 | 245.06 | 247.95 | 0.00 | 1991.84 | 28852.50 |
| 31 | 2007.06.29 20:00 | sell | 16 | 1.00 | 247.36 | 247.90 | 0.00 | ||
| 32 | 2007.07.06 15:36 | s/l | 16 | 1.00 | 247.90 | 247.90 | 0.00 | -698.82 | 28153.69 |
| 33 | 2007.07.09 12:00 | sell | 17 | 1.00 | 248.53 | 248.84 | 0.00 | ||
| 34 | 2007.07.09 15:14 | s/l | 17 | 1.00 | 248.84 | 248.84 | 0.00 | -268.93 | 27884.76 |
| 35 | 2007.07.09 17:00 | sell | 18 | 1.00 | 248.60 | 248.85 | 0.00 | ||
| 36 | 2007.07.09 18:39 | s/l | 18 | 1.00 | 248.85 | 248.85 | 0.00 | -216.89 | 27667.87 |
| 37 | 2007.07.11 03:00 | buy | 19 | 1.00 | 246.77 | 245.76 | 0.00 | ||
| 38 | 2007.07.11 08:35 | s/l | 19 | 1.00 | 245.76 | 245.76 | 0.00 | -876.44 | 26791.43 |
| 39 | 2007.07.18 17:00 | sell | 20 | 1.00 | 250.23 | 250.60 | 0.00 | ||
| 40 | 2007.07.20 09:40 | s/l | 20 | 1.00 | 250.60 | 250.60 | 0.00 | -452.62 | 26338.81 |
| 41 | 2007.07.20 15:00 | sell | 21 | 1.00 | 250.66 | 251.18 | 0.00 | ||
| 42 | 2007.07.24 23:00 | close | 21 | 1.00 | 247.44 | 251.18 | 0.00 | 2727.62 | 29066.43 |
| 43 | 2007.07.27 03:00 | buy | 22 | 1.00 | 243.69 | 241.31 | 0.00 | ||
| 44 | 2007.07.27 14:04 | s/l | 22 | 1.00 | 241.31 | 241.31 | 0.00 | -2065.61 | 27000.82 |
| 45 | 2007.08.07 23:00 | buy | 23 | 1.00 | 240.21 | 238.49 | 0.00 | ||
| 46 | 2007.08.08 17:00 | close | 23 | 1.00 | 243.13 | 238.49 | 0.00 | 2562.95 | 29563.77 |
| 47 | 2007.08.10 11:00 | buy | 24 | 1.00 | 238.69 | 237.74 | 0.00 | ||
| 48 | 2007.08.10 13:54 | s/l | 24 | 1.00 | 237.74 | 237.74 | 0.00 | -824.51 | 28739.26 |
| 49 | 2007.08.17 12:00 | buy | 25 | 1.00 | 225.17 | 219.19 | 0.00 | ||
| 50 | 2007.08.23 02:00 | close | 25 | 1.00 | 230.62 | 219.19 | 0.00 | 4902.49 | 33641.75 |
| 51 | 2007.08.29 07:00 | buy | 26 | 1.00 | 228.84 | 227.31 | 0.00 | ||
| 52 | 2007.08.31 10:00 | close | 26 | 1.00 | 234.68 | 227.31 | 0.00 | 5183.67 | 38825.42 |
| 53 | 2007.08.31 12:00 | sell | 27 | 1.00 | 234.38 | 235.03 | 0.00 | ||
| 54 | 2007.08.31 12:31 | s/l | 27 | 1.00 | 235.03 | 235.03 | 0.00 | -564.04 | 38261.38 |