Optimization Report
10p3v0.04
Pass | Profit | Total trades | Profit factor | Expected Payoff | Drawdown $ | Drawdown % |
192 | 11106.00 | 233 | 1.63 | 47.67 | 13023.37 | 12.32 |
174 | 10621.60 | 370 | 1.26 | 28.71 | 11943.74 | 11.28 |
52 | 6788.20 | 230 | 1.31 | 29.51 | 17207.82 | 16.30 |
163 | 6024.60 | 364 | 1.13 | 16.55 | 15209.02 | 14.56 |
123 | 4368.72 | 370 | 1.27 | 11.81 | 4620.36 | 4.53 |
194 | 3979.24 | 355 | 1.16 | 11.21 | 8210.63 | 8.01 |
148 | 3930.77 | 339 | 1.09 | 11.60 | 23890.56 | 22.88 |
63 | 3844.20 | 214 | 1.17 | 17.96 | 10641.36 | 10.41 |
175 | 3120.35 | 230 | 1.33 | 13.57 | 6906.21 | 6.74 |
122 | 2623.72 | 364 | 1.14 | 7.21 | 5923.88 | 5.83 |
187 | 2451.96 | 175 | 1.23 | 14.01 | 6064.90 | 6.02 |
142 | 2279.58 | 169 | 1.09 | 13.49 | 18793.23 | 18.53 |
40 | 2188.59 | 325 | 1.07 | 6.73 | 13920.39 | 13.65 |
140 | 1975.31 | 298 | 1.02 | 6.63 | 50861.37 | 46.00 |
48 | 1872.70 | 339 | 1.10 | 5.52 | 9044.36 | 8.90 |
193 | 1518.33 | 228 | 1.19 | 6.66 | 2061.29 | 2.06 |
130 | 1092.27 | 181 | 1.16 | 6.03 | 1246.52 | 1.24 |
207 | 1029.53 | 221 | 1.12 | 4.66 | 2862.09 | 2.86 |
96 | 936.18 | 231 | 1.17 | 4.05 | 1832.80 | 1.82 |
109 | 904.51 | 181 | 1.18 | 5.00 | 942.58 | 0.94 |
22 | 793.82 | 228 | 1.19 | 3.48 | 1638.70 | 1.63 |
159 | 698.95 | 172 | 1.10 | 4.06 | 2353.32 | 2.34 |
138 | 639.98 | 221 | 1.10 | 2.90 | 2216.34 | 2.21 |
199 | 577.02 | 172 | 1.10 | 3.35 | 1784.93 | 1.77 |
136 | 557.29 | 231 | 1.13 | 2.41 | 1412.35 | 1.40 |
191 | 422.89 | 338 | 1.02 | 1.25 | 13138.77 | 12.84 |
195 | 357.00 | 196 | 1.01 | 1.82 | 34440.44 | 32.66 |
205 | 143.14 | 178 | 1.02 | 0.80 | 2724.89 | 2.72 |
126 | 35.43 | 178 | 1.00 | 0.20 | 3627.79 | 3.62 |
67 | -172.54 | 247 | 0.99 | -0.70 | 3859.67 | 3.73 |
125 | -224.99 | 176 | 1.00 | -1.28 | 35106.99 | 33.29 |
134 | -238.03 | 140 | 0.96 | -1.70 | 1873.65 | 1.86 |
49 | -301.49 | 168 | 0.98 | -1.79 | 8818.35 | 8.75 |
47 | -311.78 | 140 | 0.96 | -2.23 | 2370.96 | 2.35 |
145 | -352.87 | 241 | 0.96 | -1.46 | 3379.33 | 3.37 |
124 | -403.32 | 241 | 0.94 | -1.67 | 2612.52 | 2.61 |
118 | -577.03 | 180 | 0.94 | -3.21 | 4425.10 | 4.42 |
203 | -600.56 | 146 | 0.92 | -4.11 | 3695.30 | 3.68 |
19 | -613.57 | 78 | 0.93 | -7.87 | 4358.18 | 4.32 |
98 | -616.92 | 180 | 0.95 | -3.43 | 5873.88 | 5.87 |
85 | -642.67 | 101 | 0.93 | -6.36 | 3389.51 | 3.36 |
186 | -667.84 | 78 | 0.91 | -8.56 | 3465.95 | 3.44 |
117 | -752.75 | 211 | 0.86 | -3.57 | 2816.99 | 2.80 |
150 | -794.64 | 148 | 0.92 | -5.37 | 5484.53 | 5.46 |
156 | -806.51 | 101 | 0.89 | -7.99 | 2769.33 | 2.75 |
82 | -817.54 | 211 | 0.89 | -3.87 | 3686.72 | 3.66 |
57 | -819.45 | 200 | 0.88 | -4.10 | 3107.22 | 3.09 |
189 | -837.62 | 119 | 0.90 | -7.04 | 4438.52 | 4.41 |
7 | -848.54 | 78 | 0.88 | -10.88 | 3343.11 | 3.31 |
78 | -856.36 | 240 | 0.84 | -3.57 | 2368.76 | 2.36 |
121 | -863.43 | 148 | 0.93 | -5.83 | 7249.01 | 7.20 |
68 | -907.77 | 78 | 0.90 | -11.64 | 4200.32 | 4.15 |
157 | -916.71 | 200 | 0.90 | -4.58 | 4081.93 | 4.05 |
28 | -957.02 | 240 | 0.86 | -3.99 | 3064.08 | 3.04 |
104 | -969.66 | 229 | 0.89 | -4.23 | 3110.90 | 3.11 |
37 | -1024.25 | 354 | 0.92 | -2.89 | 4874.25 | 4.81 |
141 | -1065.43 | 158 | 0.90 | -6.74 | 4373.09 | 4.35 |
81 | -1159.17 | 158 | 0.83 | -7.34 | 2839.18 | 2.82 |
135 | -1160.40 | 119 | 0.90 | -9.75 | 5900.75 | 5.85 |
164 | -1169.99 | 229 | 0.90 | -5.11 | 4099.51 | 4.10 |
2 | -1179.17 | 129 | 0.90 | -9.14 | 7456.04 | 7.41 |
106 | -1402.79 | 219 | 0.85 | -6.41 | 3968.53 | 3.97 |
80 | -1443.93 | 78 | 0.81 | -18.51 | 3853.76 | 3.83 |
6 | -1460.56 | 75 | 0.81 | -19.47 | 3758.57 | 3.72 |
111 | -1465.81 | 168 | 0.95 | -8.73 | 22538.62 | 22.22 |
101 | -1499.84 | 182 | 0.89 | -8.24 | 6850.70 | 6.80 |
66 | -1511.24 | 78 | 0.84 | -19.37 | 4963.73 | 4.92 |
181 | -1584.19 | 204 | 0.84 | -7.77 | 3788.50 | 3.79 |
168 | -1592.40 | 128 | 0.79 | -12.44 | 2621.18 | 2.61 |
69 | -1617.73 | 354 | 0.95 | -4.57 | 11909.19 | 11.48 |
112 | -1745.00 | 219 | 0.86 | -7.97 | 5258.52 | 5.25 |
32 | -1753.27 | 75 | 0.82 | -23.38 | 4776.08 | 4.72 |
132 | -1767.66 | 113 | 0.80 | -15.64 | 5781.16 | 5.74 |
188 | -1823.32 | 101 | 0.78 | -18.05 | 4172.98 | 4.16 |
9 | -1865.98 | 94 | 0.76 | -19.85 | 3638.68 | 3.62 |
93 | -1890.77 | 116 | 0.74 | -16.30 | 3005.63 | 2.99 |
46 | -1892.30 | 78 | 0.81 | -24.26 | 5006.58 | 4.97 |
206 | -1935.06 | 94 | 0.81 | -20.59 | 4519.31 | 4.48 |
173 | -1970.97 | 204 | 0.84 | -9.66 | 4995.54 | 4.99 |
182 | -2026.94 | 85 | 0.74 | -23.85 | 4653.46 | 4.62 |
83 | -2048.70 | 83 | 0.75 | -24.68 | 4029.08 | 4.01 |
201 | -2082.78 | 189 | 0.72 | -11.02 | 4125.88 | 4.10 |
17 | -2128.10 | 49 | 0.66 | -43.43 | 4420.65 | 4.35 |
8 | -2128.69 | 247 | 0.92 | -8.62 | 10978.12 | 10.09 |
105 | -2132.54 | 84 | 0.74 | -25.39 | 4327.06 | 4.30 |
88 | -2144.67 | 98 | 0.74 | -21.88 | 4611.82 | 4.59 |
190 | -2164.22 | 128 | 0.78 | -16.91 | 3381.94 | 3.37 |
95 | -2176.24 | 109 | 0.74 | -19.97 | 5877.98 | 5.85 |
20 | -2193.37 | 94 | 0.73 | -23.33 | 5579.62 | 5.54 |
183 | -2259.71 | 49 | 0.70 | -46.12 | 5343.39 | 5.23 |
59 | -2374.66 | 105 | 0.71 | -22.62 | 3404.37 | 3.38 |
100 | -2406.98 | 113 | 0.79 | -21.30 | 7734.13 | 7.66 |
160 | -2417.88 | 83 | 0.93 | -29.13 | 32194.47 | 29.36 |
198 | -2429.14 | 116 | 0.74 | -20.94 | 3859.46 | 3.82 |
114 | -2451.14 | 89 | 0.70 | -27.54 | 4432.51 | 4.41 |
131 | -2468.84 | 100 | 0.66 | -24.69 | 3807.39 | 3.78 |
196 | -2472.41 | 153 | 0.84 | -16.16 | 9148.76 | 9.04 |
61 | -2506.62 | 101 | 0.77 | -24.82 | 5548.14 | 5.52 |
176 | -2542.41 | 184 | 0.61 | -13.82 | 3726.55 | 3.71 |
171 | -2590.51 | 101 | 0.69 | -25.65 | 4067.66 | 4.04 |
155 | -2604.60 | 84 | 0.75 | -31.01 | 5598.15 | 5.55 |
14 | -2606.53 | 343 | 0.92 | -7.60 | 17134.06 | 16.51 |
18 | -2650.16 | 98 | 0.75 | -27.04 | 5956.83 | 5.91 |
152 | -2650.40 | 66 | 0.67 | -40.16 | 4264.93 | 4.22 |
149 | -2652.84 | 70 | 0.63 | -37.90 | 4914.43 | 4.88 |
178 | -2659.17 | 109 | 0.66 | -24.40 | 3745.60 | 3.72 |
5 | -2685.37 | 167 | 0.82 | -16.08 | 11202.23 | 11.11 |
92 | -2696.95 | 159 | 0.80 | -16.96 | 7492.66 | 7.45 |
180 | -2710.83 | 234 | 0.85 | -11.58 | 7107.73 | 7.00 |
34 | -2722.02 | 105 | 0.75 | -25.92 | 4213.46 | 4.17 |
139 | -2772.79 | 158 | 0.79 | -17.55 | 8447.94 | 8.40 |
169 | -2829.87 | 119 | 0.80 | -23.78 | 12351.59 | 12.24 |
102 | -2839.13 | 113 | 0.68 | -25.13 | 4265.68 | 4.24 |
65 | -2849.15 | 109 | 0.67 | -26.14 | 3582.83 | 3.56 |
38 | -2948.69 | 94 | 0.72 | -31.37 | 7547.75 | 7.48 |
151 | -2967.34 | 120 | 0.64 | -24.73 | 4225.22 | 4.20 |
25 | -3004.81 | 108 | 0.80 | -27.82 | 13496.81 | 13.38 |
172 | -3010.06 | 111 | 0.69 | -27.12 | 4259.56 | 4.22 |
53 | -3028.81 | 89 | 0.71 | -34.03 | 5685.75 | 5.65 |
108 | -3036.09 | 49 | 0.63 | -61.96 | 6014.81 | 5.88 |
56 | -3152.53 | 131 | 0.59 | -24.07 | 3945.72 | 3.92 |
42 | -3165.41 | 109 | 0.64 | -29.04 | 4064.00 | 4.05 |
15 | -3190.42 | 184 | 0.63 | -17.34 | 4874.80 | 4.84 |
113 | -3246.35 | 110 | 0.64 | -29.51 | 4410.88 | 4.39 |
119 | -3276.62 | 100 | 0.66 | -32.77 | 4985.20 | 4.94 |
39 | -3280.75 | 100 | 0.61 | -32.81 | 4106.57 | 4.08 |
29 | -3286.82 | 117 | 0.63 | -28.09 | 4278.41 | 4.26 |
89 | -3289.94 | 109 | 0.70 | -30.18 | 4262.24 | 4.22 |
43 | -3343.13 | 173 | 0.68 | -19.32 | 4874.07 | 4.86 |
99 | -3371.59 | 162 | 0.59 | -20.81 | 4081.27 | 4.06 |
143 | -3404.31 | 72 | 0.70 | -47.28 | 6924.48 | 6.86 |
73 | -3418.32 | 193 | 0.93 | -17.71 | 38754.22 | 37.10 |
36 | -3436.96 | 103 | 0.63 | -33.37 | 4358.64 | 4.33 |
133 | -3481.32 | 70 | 0.62 | -49.73 | 6488.57 | 6.43 |
86 | -3491.34 | 67 | 0.66 | -52.11 | 5045.04 | 4.98 |
90 | -3537.83 | 109 | 0.66 | -32.46 | 4911.25 | 4.87 |
170 | -3551.92 | 62 | 0.59 | -57.29 | 5203.79 | 5.16 |
162 | -3576.07 | 101 | 0.67 | -35.41 | 5407.35 | 5.36 |
11 | -3592.99 | 66 | 0.66 | -54.44 | 5694.15 | 5.62 |
184 | -3618.25 | 100 | 0.66 | -36.18 | 4788.33 | 4.75 |
128 | -3713.69 | 113 | 0.67 | -32.86 | 5597.71 | 5.56 |
185 | -3722.55 | 146 | 0.62 | -25.50 | 4447.77 | 4.43 |
64 | -3870.04 | 182 | 0.88 | -21.26 | 16490.85 | 16.26 |
129 | -3895.29 | 90 | 0.59 | -43.28 | 5812.67 | 5.76 |
84 | -3934.21 | 144 | 0.61 | -27.32 | 4658.77 | 4.65 |
13 | -4059.72 | 119 | 0.55 | -34.12 | 5007.27 | 4.97 |
177 | -4100.70 | 338 | 0.74 | -12.13 | 8706.60 | 8.59 |
167 | -4131.57 | 117 | 0.73 | -35.31 | 13653.29 | 13.53 |
147 | -4154.48 | 79 | 0.61 | -52.59 | 5485.30 | 5.43 |
137 | -4222.31 | 74 | 0.52 | -57.06 | 5543.48 | 5.52 |
116 | -4243.93 | 84 | 0.62 | -50.52 | 6700.87 | 6.65 |
97 | -4249.72 | 93 | 0.54 | -45.70 | 4917.35 | 4.89 |
94 | -4258.34 | 131 | 0.58 | -32.51 | 5299.75 | 5.26 |
50 | -4328.83 | 162 | 0.61 | -26.72 | 5303.09 | 5.27 |
58 | -4406.23 | 100 | 0.60 | -44.06 | 5576.31 | 5.53 |
146 | -4421.56 | 117 | 0.61 | -37.79 | 5616.44 | 5.58 |
44 | -4506.30 | 79 | 0.52 | -57.04 | 7200.72 | 7.17 |
3 | -4560.02 | 310 | 0.86 | -14.71 | 16219.56 | 15.91 |
41 | -4568.16 | 70 | 0.52 | -65.26 | 6535.79 | 6.49 |
51 | -4690.83 | 133 | 0.75 | -35.27 | 16928.58 | 16.78 |
166 | -4854.95 | 62 | 0.56 | -78.31 | 6962.20 | 6.90 |
158 | -4966.44 | 166 | 0.73 | -29.92 | 9339.05 | 9.23 |
165 | -5078.59 | 144 | 0.62 | -35.27 | 6134.10 | 6.11 |
110 | -5145.49 | 120 | 0.67 | -42.88 | 13321.45 | 13.20 |
70 | -5165.26 | 63 | 0.47 | -81.99 | 6982.89 | 6.94 |
115 | -5426.92 | 115 | 0.67 | -47.19 | 14948.64 | 14.81 |
204 | -5442.32 | 119 | 0.83 | -45.73 | 30341.16 | 29.62 |
79 | -5447.41 | 119 | 0.54 | -45.78 | 6720.39 | 6.65 |
35 | -5552.04 | 103 | 0.54 | -53.90 | 6405.75 | 6.37 |
144 | -5567.71 | 93 | 0.53 | -59.87 | 6508.38 | 6.47 |
33 | -5606.65 | 87 | 0.52 | -64.44 | 7418.52 | 7.34 |
62 | -5648.54 | 74 | 0.51 | -76.33 | 7407.88 | 7.36 |
16 | -5798.41 | 143 | 0.70 | -40.55 | 14298.07 | 14.17 |
4 | -5877.26 | 86 | 0.53 | -68.34 | 7440.55 | 7.37 |
71 | -5976.25 | 88 | 0.53 | -67.91 | 8610.52 | 8.56 |
75 | -6056.13 | 120 | 0.47 | -50.47 | 7097.54 | 7.04 |
107 | -6109.33 | 79 | 0.51 | -77.33 | 9638.04 | 9.59 |
55 | -6159.43 | 70 | 0.51 | -87.99 | 8667.11 | 8.60 |
30 | -6463.90 | 229 | 0.73 | -28.23 | 12529.85 | 12.34 |
24 | -6548.75 | 197 | 0.69 | -33.24 | 17912.54 | 17.65 |
154 | -6877.72 | 112 | 0.60 | -61.41 | 13291.66 | 13.17 |
120 | -6954.60 | 121 | 0.60 | -57.48 | 15130.56 | 14.99 |
12 | -7026.69 | 145 | 0.81 | -48.46 | 31928.32 | 30.85 |
103 | -8072.18 | 87 | 0.57 | -92.78 | 13571.64 | 13.15 |
72 | -8507.78 | 157 | 0.61 | -54.19 | 13490.44 | 13.37 |
179 | -9099.65 | 241 | 0.74 | -37.76 | 19501.32 | 18.79 |
200 | -9155.23 | 326 | 0.84 | -28.08 | 30847.36 | 29.54 |
76 | -9263.10 | 315 | 0.55 | -29.41 | 13832.30 | 13.64 |
77 | -9297.35 | 89 | 0.52 | -104.46 | 14512.05 | 14.24 |
74 | -9738.03 | 110 | 0.77 | -88.53 | 41254.45 | 37.16 |
27 | -10438.73 | 148 | 0.56 | -70.53 | 13333.21 | 13.21 |
153 | -10768.04 | 110 | 0.69 | -97.89 | 28139.25 | 27.49 |
26 | -11169.19 | 166 | 0.73 | -67.28 | 22778.48 | 22.01 |
21 | -11615.42 | 120 | 0.65 | -96.80 | 32121.75 | 31.36 |
31 | -12956.91 | 209 | 0.70 | -61.99 | 33545.91 | 32.42 |
60 | -14466.82 | 131 | 0.70 | -110.43 | 45980.25 | 45.13 |
10 | -15298.45 | 310 | 0.81 | -49.35 | 42819.74 | 40.58 |
161 | -16622.16 | 112 | 0.57 | -148.41 | 31932.46 | 31.19 |
127 | -16801.30 | 121 | 0.56 | -138.85 | 37307.63 | 36.42 |
202 | -17960.73 | 326 | 0.62 | -55.09 | 28252.19 | 27.22 |
197 | -18149.51 | 221 | 0.63 | -82.12 | 33153.84 | 32.04 |
23 | -18198.66 | 87 | 0.58 | -209.18 | 33609.16 | 30.65 |
87 | -21793.56 | 89 | 0.50 | -244.87 | 34809.74 | 33.16 |
91 | -24323.13 | 86 | 0.44 | -282.83 | 34838.05 | 33.29 |
1 | -26002.73 | 255 | 0.75 | -101.97 | 64155.61 | 58.82 |
54 | -31025.65 | 123 | 0.46 | -252.24 | 45169.20 | 44.42 |
45 | -33251.61 | 131 | 0.44 | -253.83 | 37727.08 | 37.11 |