Strategy Tester Report
Renko Trader V-5_v1b1
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2006.01.02 00:00 - 2006.03.09 00:00 (2006.01.02 - 2006.03.09) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | lStopLoss=15; sStopLoss=15; lTakeProfit=55; sTakeProfit=55; lTrailingStop=12; sTrailingStop=12; clOpenBuy=Blue; clCloseBuy=Aqua; clOpenSell=Red; clCloseSell=Violet; clModiBuy=Blue; clModiSell=Red; Name_Expert="Renko Trader"; Slippage=4; Lots=1; per=14; d=3; PeriodATR=10; Katr=1; BrickDn=1; BrickUp=1; | ||||
| Bars in test | 2036 | Ticks modelled | 148933 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | -72.00 | Gross profit | 47.00 | Gross loss | -119.00 |
| Profit factor | 0.39 | Expected payoff | -6.55 | ||
| Absolute drawdown | 96.00 | Maximal drawdown (%) | 96.00 (1.0%) | ||
| Total trades | 11 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 4 (36.36%) | Loss trades (% of total) | 7 (63.64%) | ||
| Largest | profit trade | 16.00 | loss trade | -17.00 | |
| Average | profit trade | 11.75 | loss trade | -17.00 | |
| Maximum | consecutive wins (profit in money) | 2 (24.00) | consecutive losses (loss in money) | 3 (-51.00) | |
| Maximal | consecutive profit (count of wins) | 24.00 (2) | consecutive loss (count of losses) | -51.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.10 08:43 | sell | 1 | 1.00 | 1.2036 | 1.2053 | 1.1981 | ||
| 2 | 2006.01.10 08:56 | s/l | 1 | 1.00 | 1.2053 | 1.2053 | 1.1981 | -17.00 | 9983.00 |
| 3 | 2006.01.12 15:27 | sell | 2 | 1.00 | 1.2036 | 1.2053 | 1.1981 | ||
| 4 | 2006.01.12 15:28 | modify | 2 | 1.00 | 1.2036 | 1.2036 | 1.1981 | ||
| 5 | 2006.01.12 15:28 | modify | 2 | 1.00 | 1.2036 | 1.2033 | 1.1981 | ||
| 6 | 2006.01.12 15:28 | modify | 2 | 1.00 | 1.2036 | 1.2031 | 1.1981 | ||
| 7 | 2006.01.12 15:28 | modify | 2 | 1.00 | 1.2036 | 1.2029 | 1.1981 | ||
| 8 | 2006.01.12 15:32 | s/l | 2 | 1.00 | 1.2029 | 1.2029 | 1.1981 | 7.00 | 9990.00 |
| 9 | 2006.01.24 12:40 | sell | 3 | 1.00 | 1.2262 | 1.2279 | 1.2207 | ||
| 10 | 2006.01.24 13:16 | s/l | 3 | 1.00 | 1.2279 | 1.2279 | 1.2207 | -17.00 | 9973.00 |
| 11 | 2006.01.26 12:34 | sell | 4 | 1.00 | 1.2230 | 1.2247 | 1.2175 | ||
| 12 | 2006.01.26 12:57 | s/l | 4 | 1.00 | 1.2247 | 1.2247 | 1.2175 | -17.00 | 9956.00 |
| 13 | 2006.01.26 14:36 | sell | 5 | 1.00 | 1.2230 | 1.2247 | 1.2175 | ||
| 14 | 2006.01.26 14:42 | s/l | 5 | 1.00 | 1.2247 | 1.2247 | 1.2175 | -17.00 | 9939.00 |
| 15 | 2006.01.26 17:27 | sell | 6 | 1.00 | 1.2229 | 1.2246 | 1.2174 | ||
| 16 | 2006.01.26 19:01 | modify | 6 | 1.00 | 1.2229 | 1.2229 | 1.2174 | ||
| 17 | 2006.01.26 19:01 | modify | 6 | 1.00 | 1.2229 | 1.2226 | 1.2174 | ||
| 18 | 2006.01.26 19:08 | modify | 6 | 1.00 | 1.2229 | 1.2224 | 1.2174 | ||
| 19 | 2006.01.26 19:08 | modify | 6 | 1.00 | 1.2229 | 1.2223 | 1.2174 | ||
| 20 | 2006.01.26 19:09 | modify | 6 | 1.00 | 1.2229 | 1.2222 | 1.2174 | ||
| 21 | 2006.01.26 19:11 | modify | 6 | 1.00 | 1.2229 | 1.2221 | 1.2174 | ||
| 22 | 2006.01.26 19:12 | modify | 6 | 1.00 | 1.2229 | 1.2221 | 1.2174 | ||
| 23 | 2006.01.26 19:13 | modify | 6 | 1.00 | 1.2229 | 1.2220 | 1.2174 | ||
| 24 | 2006.01.26 19:13 | modify | 6 | 1.00 | 1.2229 | 1.2218 | 1.2174 | ||
| 25 | 2006.01.26 20:11 | modify | 6 | 1.00 | 1.2229 | 1.2216 | 1.2174 | ||
| 26 | 2006.01.26 20:14 | modify | 6 | 1.00 | 1.2229 | 1.2215 | 1.2174 | ||
| 27 | 2006.01.26 20:15 | modify | 6 | 1.00 | 1.2229 | 1.2214 | 1.2174 | ||
| 28 | 2006.01.26 20:18 | modify | 6 | 1.00 | 1.2229 | 1.2213 | 1.2174 | ||
| 29 | 2006.01.26 21:00 | s/l | 6 | 1.00 | 1.2213 | 1.2213 | 1.2174 | 16.00 | 9955.00 |
| 30 | 2006.01.26 22:33 | sell | 7 | 1.00 | 1.2204 | 1.2221 | 1.2149 | ||
| 31 | 2006.01.27 01:23 | s/l | 7 | 1.00 | 1.2221 | 1.2221 | 1.2149 | -17.00 | 9938.00 |
| 32 | 2006.01.27 03:18 | sell | 8 | 1.00 | 1.2194 | 1.2211 | 1.2139 | ||
| 33 | 2006.01.27 04:13 | s/l | 8 | 1.00 | 1.2211 | 1.2211 | 1.2139 | -17.00 | 9921.00 |
| 34 | 2006.01.27 07:03 | sell | 9 | 1.00 | 1.2194 | 1.2211 | 1.2139 | ||
| 35 | 2006.01.27 07:32 | s/l | 9 | 1.00 | 1.2211 | 1.2211 | 1.2139 | -17.00 | 9904.00 |
| 36 | 2006.02.03 14:35 | sell | 10 | 1.00 | 1.2025 | 1.2042 | 1.1970 | ||
| 37 | 2006.02.03 14:55 | modify | 10 | 1.00 | 1.2025 | 1.2024 | 1.1970 | ||
| 38 | 2006.02.03 14:56 | modify | 10 | 1.00 | 1.2025 | 1.2023 | 1.1970 | ||
| 39 | 2006.02.03 14:56 | modify | 10 | 1.00 | 1.2025 | 1.2022 | 1.1970 | ||
| 40 | 2006.02.03 14:56 | modify | 10 | 1.00 | 1.2025 | 1.2021 | 1.1970 | ||
| 41 | 2006.02.03 14:56 | modify | 10 | 1.00 | 1.2025 | 1.2020 | 1.1970 | ||
| 42 | 2006.02.03 14:58 | modify | 10 | 1.00 | 1.2025 | 1.2020 | 1.1970 | ||
| 43 | 2006.02.03 14:58 | modify | 10 | 1.00 | 1.2025 | 1.2019 | 1.1970 | ||
| 44 | 2006.02.03 14:58 | modify | 10 | 1.00 | 1.2025 | 1.2018 | 1.1970 | ||
| 45 | 2006.02.03 14:59 | modify | 10 | 1.00 | 1.2025 | 1.2017 | 1.1970 | ||
| 46 | 2006.02.03 14:59 | modify | 10 | 1.00 | 1.2025 | 1.2016 | 1.1970 | ||
| 47 | 2006.02.03 14:59 | modify | 10 | 1.00 | 1.2025 | 1.2014 | 1.1970 | ||
| 48 | 2006.02.03 14:59 | modify | 10 | 1.00 | 1.2025 | 1.2013 | 1.1970 | ||
| 49 | 2006.02.03 14:59 | modify | 10 | 1.00 | 1.2025 | 1.2011 | 1.1970 | ||
| 50 | 2006.02.03 15:00 | s/l | 10 | 1.00 | 1.2011 | 1.2011 | 1.1970 | 14.00 | 9918.00 |
| 51 | 2006.02.10 15:53 | sell | 11 | 1.00 | 1.1923 | 1.1940 | 1.1868 | ||
| 52 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1922 | 1.1868 | ||
| 53 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1921 | 1.1868 | ||
| 54 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1920 | 1.1868 | ||
| 55 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1919 | 1.1868 | ||
| 56 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1918 | 1.1868 | ||
| 57 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1916 | 1.1868 | ||
| 58 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1915 | 1.1868 | ||
| 59 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1914 | 1.1868 | ||
| 60 | 2006.02.10 15:54 | modify | 11 | 1.00 | 1.1923 | 1.1913 | 1.1868 | ||
| 61 | 2006.02.10 15:54 | s/l | 11 | 1.00 | 1.1913 | 1.1913 | 1.1868 | 10.00 | 9928.00 |