Strategy Tester Report
KI EA
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2006.04.02 21:00 - 2006.04.19 00:00 (2006.04.01 - 2006.04.19) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Confirm=1; length1=8; length2=20; length3=20; lots=1; TakeProfit=0; StopLoss=30; UseTrail=true; TrailingAct=15; TrailingStep=20; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false; | ||||
| Bars in test | 2226 | Ticks modelled | 42105 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 94.00 | Gross profit | 128.00 | Gross loss | -34.00 |
| Profit factor | 3.76 | Expected payoff | 13.43 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 30.00 (0.3%) | ||
| Total trades | 7 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 57.00 | loss trade | -30.00 | |
| Average | profit trade | 25.60 | loss trade | -17.00 | |
| Maximum | consecutive wins (profit in money) | 2 (38.00) | consecutive losses (loss in money) | 1 (-30.00) | |
| Maximal | consecutive profit (count of wins) | 57.00 (1) | consecutive loss (count of losses) | -30.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.04.03 03:00 | sell | 1 | 1.00 | 1.2088 | 1.2118 | 0.0000 | ||
| 2 | 2006.04.03 03:01 | modify | 1 | 1.00 | 1.2088 | 1.2092 | 0.0000 | ||
| 3 | 2006.04.03 03:01 | close | 1 | 1.00 | 1.2071 | 1.2092 | 0.0000 | 17.00 | 10017.00 |
| 4 | 2006.04.03 03:01 | sell | 2 | 1.00 | 1.2070 | 1.2100 | 0.0000 | ||
| 5 | 2006.04.03 04:42 | modify | 2 | 1.00 | 1.2070 | 1.2075 | 0.0000 | ||
| 6 | 2006.04.03 04:42 | close | 2 | 1.00 | 1.2054 | 1.2075 | 0.0000 | 16.00 | 10033.00 |
| 7 | 2006.04.03 22:00 | buy | 3 | 1.00 | 1.2134 | 1.2104 | 0.0000 | ||
| 8 | 2006.04.03 23:45 | modify | 3 | 1.00 | 1.2134 | 1.2129 | 0.0000 | ||
| 9 | 2006.04.03 23:45 | modify | 3 | 1.00 | 1.2134 | 1.2130 | 0.0000 | ||
| 10 | 2006.04.04 00:12 | s/l | 3 | 1.00 | 1.2130 | 1.2130 | 0.0000 | -4.00 | 10029.00 |
| 11 | 2006.04.06 18:00 | sell | 4 | 1.00 | 1.2221 | 1.2251 | 0.0000 | ||
| 12 | 2006.04.06 23:17 | modify | 4 | 1.00 | 1.2221 | 1.2225 | 0.0000 | ||
| 13 | 2006.04.06 23:20 | close | 4 | 1.00 | 1.2204 | 1.2225 | 0.0000 | 17.00 | 10046.00 |
| 14 | 2006.04.11 16:00 | buy | 5 | 1.00 | 1.2124 | 1.2094 | 0.0000 | ||
| 15 | 2006.04.11 18:24 | modify | 5 | 1.00 | 1.2124 | 1.2120 | 0.0000 | ||
| 16 | 2006.04.11 19:36 | modify | 5 | 1.00 | 1.2124 | 1.2122 | 0.0000 | ||
| 17 | 2006.04.11 19:44 | modify | 5 | 1.00 | 1.2124 | 1.2123 | 0.0000 | ||
| 18 | 2006.04.11 19:50 | modify | 5 | 1.00 | 1.2124 | 1.2124 | 0.0000 | ||
| 19 | 2006.04.11 19:50 | modify | 5 | 1.00 | 1.2124 | 1.2126 | 0.0000 | ||
| 20 | 2006.04.11 19:50 | modify | 5 | 1.00 | 1.2124 | 1.2127 | 0.0000 | ||
| 21 | 2006.04.11 19:50 | modify | 5 | 1.00 | 1.2124 | 1.2129 | 0.0000 | ||
| 22 | 2006.04.11 19:50 | modify | 5 | 1.00 | 1.2124 | 1.2131 | 0.0000 | ||
| 23 | 2006.04.11 19:50 | modify | 5 | 1.00 | 1.2124 | 1.2132 | 0.0000 | ||
| 24 | 2006.04.11 19:50 | modify | 5 | 1.00 | 1.2124 | 1.2133 | 0.0000 | ||
| 25 | 2006.04.11 20:19 | modify | 5 | 1.00 | 1.2124 | 1.2134 | 0.0000 | ||
| 26 | 2006.04.11 23:54 | modify | 5 | 1.00 | 1.2124 | 1.2135 | 0.0000 | ||
| 27 | 2006.04.11 23:54 | modify | 5 | 1.00 | 1.2124 | 1.2136 | 0.0000 | ||
| 28 | 2006.04.11 23:54 | modify | 5 | 1.00 | 1.2124 | 1.2137 | 0.0000 | ||
| 29 | 2006.04.11 23:54 | modify | 5 | 1.00 | 1.2124 | 1.2138 | 0.0000 | ||
| 30 | 2006.04.11 23:54 | modify | 5 | 1.00 | 1.2124 | 1.2139 | 0.0000 | ||
| 31 | 2006.04.11 23:54 | modify | 5 | 1.00 | 1.2124 | 1.2140 | 0.0000 | ||
| 32 | 2006.04.11 23:56 | modify | 5 | 1.00 | 1.2124 | 1.2141 | 0.0000 | ||
| 33 | 2006.04.12 00:15 | modify | 5 | 1.00 | 1.2124 | 1.2142 | 0.0000 | ||
| 34 | 2006.04.12 00:15 | modify | 5 | 1.00 | 1.2124 | 1.2143 | 0.0000 | ||
| 35 | 2006.04.12 00:24 | modify | 5 | 1.00 | 1.2124 | 1.2144 | 0.0000 | ||
| 36 | 2006.04.12 00:31 | modify | 5 | 1.00 | 1.2124 | 1.2145 | 0.0000 | ||
| 37 | 2006.04.12 05:31 | s/l | 5 | 1.00 | 1.2145 | 1.2145 | 0.0000 | 21.00 | 10067.00 |
| 38 | 2006.04.12 18:00 | sell | 6 | 1.00 | 1.2101 | 1.2131 | 0.0000 | ||
| 39 | 2006.04.13 07:18 | s/l | 6 | 1.00 | 1.2131 | 1.2131 | 0.0000 | -30.00 | 10037.00 |
| 40 | 2006.04.16 21:00 | buy | 7 | 1.00 | 1.2122 | 1.2092 | 0.0000 | ||
| 41 | 2006.04.16 23:56 | modify | 7 | 1.00 | 1.2122 | 1.2117 | 0.0000 | ||
| 42 | 2006.04.16 23:56 | modify | 7 | 1.00 | 1.2122 | 1.2118 | 0.0000 | ||
| 43 | 2006.04.17 00:05 | modify | 7 | 1.00 | 1.2122 | 1.2119 | 0.0000 | ||
| 44 | 2006.04.17 00:05 | modify | 7 | 1.00 | 1.2122 | 1.2120 | 0.0000 | ||
| 45 | 2006.04.17 00:05 | modify | 7 | 1.00 | 1.2122 | 1.2121 | 0.0000 | ||
| 46 | 2006.04.17 00:05 | modify | 7 | 1.00 | 1.2122 | 1.2122 | 0.0000 | ||
| 47 | 2006.04.17 00:05 | modify | 7 | 1.00 | 1.2122 | 1.2123 | 0.0000 | ||
| 48 | 2006.04.17 00:06 | modify | 7 | 1.00 | 1.2122 | 1.2125 | 0.0000 | ||
| 49 | 2006.04.17 00:06 | modify | 7 | 1.00 | 1.2122 | 1.2127 | 0.0000 | ||
| 50 | 2006.04.17 00:06 | modify | 7 | 1.00 | 1.2122 | 1.2128 | 0.0000 | ||
| 51 | 2006.04.17 00:07 | modify | 7 | 1.00 | 1.2122 | 1.2129 | 0.0000 | ||
| 52 | 2006.04.17 00:13 | modify | 7 | 1.00 | 1.2122 | 1.2131 | 0.0000 | ||
| 53 | 2006.04.17 00:13 | modify | 7 | 1.00 | 1.2122 | 1.2132 | 0.0000 | ||
| 54 | 2006.04.17 00:13 | modify | 7 | 1.00 | 1.2122 | 1.2134 | 0.0000 | ||
| 55 | 2006.04.17 00:13 | modify | 7 | 1.00 | 1.2122 | 1.2135 | 0.0000 | ||
| 56 | 2006.04.17 00:13 | modify | 7 | 1.00 | 1.2122 | 1.2137 | 0.0000 | ||
| 57 | 2006.04.17 00:13 | modify | 7 | 1.00 | 1.2122 | 1.2138 | 0.0000 | ||
| 58 | 2006.04.17 00:14 | modify | 7 | 1.00 | 1.2122 | 1.2139 | 0.0000 | ||
| 59 | 2006.04.17 00:14 | modify | 7 | 1.00 | 1.2122 | 1.2140 | 0.0000 | ||
| 60 | 2006.04.17 00:14 | modify | 7 | 1.00 | 1.2122 | 1.2141 | 0.0000 | ||
| 61 | 2006.04.17 00:16 | modify | 7 | 1.00 | 1.2122 | 1.2142 | 0.0000 | ||
| 62 | 2006.04.17 00:16 | modify | 7 | 1.00 | 1.2122 | 1.2143 | 0.0000 | ||
| 63 | 2006.04.17 00:24 | modify | 7 | 1.00 | 1.2122 | 1.2144 | 0.0000 | ||
| 64 | 2006.04.17 00:24 | modify | 7 | 1.00 | 1.2122 | 1.2145 | 0.0000 | ||
| 65 | 2006.04.17 00:24 | modify | 7 | 1.00 | 1.2122 | 1.2146 | 0.0000 | ||
| 66 | 2006.04.17 00:24 | modify | 7 | 1.00 | 1.2122 | 1.2147 | 0.0000 | ||
| 67 | 2006.04.17 00:24 | modify | 7 | 1.00 | 1.2122 | 1.2148 | 0.0000 | ||
| 68 | 2006.04.17 00:24 | modify | 7 | 1.00 | 1.2122 | 1.2149 | 0.0000 | ||
| 69 | 2006.04.17 01:04 | modify | 7 | 1.00 | 1.2122 | 1.2150 | 0.0000 | ||
| 70 | 2006.04.17 01:04 | modify | 7 | 1.00 | 1.2122 | 1.2151 | 0.0000 | ||
| 71 | 2006.04.17 01:05 | modify | 7 | 1.00 | 1.2122 | 1.2152 | 0.0000 | ||
| 72 | 2006.04.17 01:05 | modify | 7 | 1.00 | 1.2122 | 1.2154 | 0.0000 | ||
| 73 | 2006.04.17 01:05 | modify | 7 | 1.00 | 1.2122 | 1.2155 | 0.0000 | ||
| 74 | 2006.04.17 01:05 | modify | 7 | 1.00 | 1.2122 | 1.2156 | 0.0000 | ||
| 75 | 2006.04.17 01:05 | modify | 7 | 1.00 | 1.2122 | 1.2157 | 0.0000 | ||
| 76 | 2006.04.17 01:05 | modify | 7 | 1.00 | 1.2122 | 1.2158 | 0.0000 | ||
| 77 | 2006.04.17 01:06 | modify | 7 | 1.00 | 1.2122 | 1.2159 | 0.0000 | ||
| 78 | 2006.04.17 01:06 | modify | 7 | 1.00 | 1.2122 | 1.2160 | 0.0000 | ||
| 79 | 2006.04.17 01:06 | modify | 7 | 1.00 | 1.2122 | 1.2161 | 0.0000 | ||
| 80 | 2006.04.17 01:07 | modify | 7 | 1.00 | 1.2122 | 1.2162 | 0.0000 | ||
| 81 | 2006.04.17 01:07 | modify | 7 | 1.00 | 1.2122 | 1.2163 | 0.0000 | ||
| 82 | 2006.04.17 01:07 | modify | 7 | 1.00 | 1.2122 | 1.2164 | 0.0000 | ||
| 83 | 2006.04.17 01:07 | modify | 7 | 1.00 | 1.2122 | 1.2165 | 0.0000 | ||
| 84 | 2006.04.17 01:08 | modify | 7 | 1.00 | 1.2122 | 1.2166 | 0.0000 | ||
| 85 | 2006.04.17 01:08 | modify | 7 | 1.00 | 1.2122 | 1.2167 | 0.0000 | ||
| 86 | 2006.04.17 01:19 | modify | 7 | 1.00 | 1.2122 | 1.2168 | 0.0000 | ||
| 87 | 2006.04.17 01:20 | modify | 7 | 1.00 | 1.2122 | 1.2169 | 0.0000 | ||
| 88 | 2006.04.17 01:20 | modify | 7 | 1.00 | 1.2122 | 1.2170 | 0.0000 | ||
| 89 | 2006.04.17 01:22 | modify | 7 | 1.00 | 1.2122 | 1.2171 | 0.0000 | ||
| 90 | 2006.04.17 01:22 | modify | 7 | 1.00 | 1.2122 | 1.2172 | 0.0000 | ||
| 91 | 2006.04.17 01:22 | modify | 7 | 1.00 | 1.2122 | 1.2173 | 0.0000 | ||
| 92 | 2006.04.17 01:22 | modify | 7 | 1.00 | 1.2122 | 1.2174 | 0.0000 | ||
| 93 | 2006.04.17 01:27 | modify | 7 | 1.00 | 1.2122 | 1.2175 | 0.0000 | ||
| 94 | 2006.04.17 01:31 | modify | 7 | 1.00 | 1.2122 | 1.2176 | 0.0000 | ||
| 95 | 2006.04.17 01:33 | modify | 7 | 1.00 | 1.2122 | 1.2177 | 0.0000 | ||
| 96 | 2006.04.17 01:33 | modify | 7 | 1.00 | 1.2122 | 1.2178 | 0.0000 | ||
| 97 | 2006.04.17 01:33 | modify | 7 | 1.00 | 1.2122 | 1.2179 | 0.0000 | ||
| 98 | 2006.04.17 02:27 | s/l | 7 | 1.00 | 1.2179 | 1.2179 | 0.0000 | 57.00 | 10094.00 |