Strategy Tester Report
PSar SuperTrend EA v202
Tadawulfx-Demo (Build 402)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.02.07 00:00 - 2011.02.09 23:55 (2011.02.07 - 2011.02.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | S1="---------------- Entry Settings"; Step=0.02; Maximum=0.2; TrendCCIPeriod=14; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingProfit=0; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
| Bars in test | 1865 | Ticks modelled | 210402 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1121.00 | ||||
| Total net profit | 67.20 | Gross profit | 96.20 | Gross loss | -29.00 |
| Profit factor | 3.32 | Expected payoff | 13.44 | ||
| Absolute drawdown | 35.00 | Maximal drawdown | 51.00 (4.31%) | Relative drawdown | 4.31% (51.00) |
| Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 49.20 | loss trade | -24.00 | |
| Average | profit trade | 32.07 | loss trade | -14.50 | |
| Maximum | consecutive wins (profit in money) | 2 (47.00) | consecutive losses (loss in money) | 1 (-24.00) | |
| Maximal | consecutive profit (count of wins) | 49.20 (1) | consecutive loss (count of losses) | -24.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.02.07 07:50 | buy | 1 | 0.10 | 1.3617 | 0.0000 | 0.0000 | ||
| 2 | 2011.02.07 10:15 | close | 1 | 0.10 | 1.3593 | 0.0000 | 0.0000 | -24.00 | 1097.00 |
| 3 | 2011.02.08 02:40 | buy | 2 | 0.10 | 1.3582 | 0.0000 | 0.0000 | ||
| 4 | 2011.02.08 09:55 | close | 2 | 0.10 | 1.3624 | 0.0000 | 0.0000 | 42.00 | 1139.00 |
| 5 | 2011.02.09 01:50 | buy | 3 | 0.10 | 1.3632 | 0.0000 | 0.0000 | ||
| 6 | 2011.02.09 03:25 | close | 3 | 0.10 | 1.3637 | 0.0000 | 0.0000 | 5.00 | 1144.00 |
| 7 | 2011.02.09 07:35 | buy | 4 | 0.10 | 1.3656 | 0.0000 | 0.0000 | ||
| 8 | 2011.02.09 08:40 | close | 4 | 0.10 | 1.3651 | 0.0000 | 0.0000 | -5.00 | 1139.00 |
| 9 | 2011.02.09 15:25 | buy | 5 | 0.10 | 1.3675 | 0.0000 | 0.0000 | ||
| 10 | 2011.02.09 23:59 | close at stop | 5 | 0.10 | 1.37242 | 0.0000 | 0.0000 | 49.20 | 1188.20 |