Strategy Tester Report
Clahn04&DvarrinEA
WHC-Demo (Build 211)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 4 Hours (H4) 2007.12.12 00:00 - 2008.02.13 23:59 (2007.12.12 - 2008.02.14) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MagicNumber=300; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=30; MaximumRisk=10; | ||||
| Bars in test | 1268 | Ticks modelled | 1530 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 12151.26 | Gross profit | 15316.30 | Gross loss | -3165.04 |
| Profit factor | 4.84 | Expected payoff | 1104.66 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 5176.14 (29.50%) | Relative drawdown | 29.50% (5176.14) |
| Total trades | 11 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 7 (63.64%) | Loss trades (% of total) | 4 (36.36%) | ||
| Largest | profit trade | 4622.64 | loss trade | -1824.64 | |
| Average | profit trade | 2188.04 | loss trade | -791.26 | |
| Maximum | consecutive wins (profit in money) | 4 (9781.50) | consecutive losses (loss in money) | 4 (-3165.04) | |
| Maximal | consecutive profit (count of wins) | 9781.50 (4) | consecutive loss (count of losses) | -3165.04 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.12.12 04:00 | buy | 1 | 1.00 | 1.4663 | 0.0000 | 0.0000 | ||
| 2 | 2007.12.13 12:00 | close | 1 | 1.00 | 1.4685 | 0.0000 | 0.0000 | 199.00 | 10199.00 |
| 3 | 2007.12.13 16:00 | sell | 2 | 1.00 | 1.4653 | 0.0000 | 0.0000 | ||
| 4 | 2007.12.24 04:00 | close | 2 | 1.00 | 1.4386 | 0.0000 | 0.0000 | 2691.60 | 12890.60 |
| 5 | 2007.12.24 08:00 | buy | 3 | 1.30 | 1.4381 | 0.0000 | 0.0000 | ||
| 6 | 2008.01.01 11:59 | close | 3 | 1.30 | 1.4590 | 0.0000 | 0.0000 | 2644.20 | 15534.80 |
| 7 | 2008.01.01 16:00 | sell | 4 | 1.60 | 1.4595 | 0.0000 | 0.0000 | ||
| 8 | 2008.01.03 04:00 | close | 4 | 1.60 | 1.4710 | 0.0000 | 0.0000 | -1824.64 | 13710.16 |
| 9 | 2008.01.03 08:00 | buy | 5 | 1.40 | 1.4730 | 0.0000 | 0.0000 | ||
| 10 | 2008.01.07 12:00 | close | 5 | 1.40 | 1.4678 | 0.0000 | 0.0000 | -747.60 | 12962.56 |
| 11 | 2008.01.07 16:00 | sell | 6 | 1.30 | 1.4718 | 0.0000 | 0.0000 | ||
| 12 | 2008.01.10 16:00 | close | 6 | 1.30 | 1.4739 | 0.0000 | 0.0000 | -257.40 | 12705.16 |
| 13 | 2008.01.10 20:00 | buy | 7 | 1.30 | 1.4795 | 0.0000 | 0.0000 | ||
| 14 | 2008.01.16 12:00 | close | 7 | 1.30 | 1.4772 | 0.0000 | 0.0000 | -335.40 | 12369.76 |
| 15 | 2008.01.16 16:00 | sell | 8 | 1.20 | 1.4809 | 0.0000 | 0.0000 | ||
| 16 | 2008.01.23 04:00 | close | 8 | 1.20 | 1.4634 | 0.0000 | 0.0000 | 2120.16 | 14489.92 |
| 17 | 2008.01.23 08:00 | buy | 9 | 1.40 | 1.4646 | 0.0000 | 0.0000 | ||
| 18 | 2008.02.04 04:00 | close | 9 | 1.40 | 1.4802 | 0.0000 | 0.0000 | 2066.40 | 16556.32 |
| 19 | 2008.02.04 08:00 | sell | 10 | 1.70 | 1.4820 | 0.0000 | 0.0000 | ||
| 20 | 2008.02.12 08:00 | close | 10 | 1.70 | 1.4550 | 0.0000 | 0.0000 | 4622.64 | 21178.96 |
| 21 | 2008.02.12 12:00 | buy | 11 | 2.10 | 1.4523 | 0.0000 | 0.0000 | ||
| 22 | 2008.02.13 23:59 | close at stop | 11 | 2.10 | 1.4570 | 0.0000 | 0.0000 | 972.30 | 22151.26 |