Strategy Tester Report
test_expert
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 4 Hours (H4) 2005.12.16 04:00 - 2006.04.21 12:00 (2006.01.01 - 2006.01.31) | ||||
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
| Parameters | sLoss=35; sProf=35; MPSlow=4; MPFast=9; M1=12; M2=26; M3=9; RviP=10; SARStep=0.05; SARMax=0.2; TF=240; MovingShift=0; SndMl=true; Lots=5; MaximumRisk=0.02; DecreaseFactor=3; AtrPer=6; | ||||
| Bars in test | 643 | Ticks modelled | 11919 | Modelling quality | 41.10% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 14615.33 | Gross profit | 24779.00 | Gross loss | -10163.67 |
| Profit factor | 2.44 | Expected payoff | 1461.53 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 10163.67 (49.2%) | ||
| Total trades | 10 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 10180.00 | loss trade | -2333.33 | |
| Average | profit trade | 6194.75 | loss trade | -1693.94 | |
| Maximum | consecutive wins (profit in money) | 2 (14118.50) | consecutive losses (loss in money) | 6 (-10163.67) | |
| Maximal | consecutive profit (count of wins) | 14118.50 (2) | consecutive loss (count of losses) | -10163.67 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 6 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.03 08:10 | buy | 1 | 5.00 | 1.1873 | 1.1840 | 0.0000 | ||
| 2 | 2006.01.05 16:00 | close | 1 | 5.00 | 1.2080 | 1.1840 | 0.0000 | 10180.00 | 20180.00 |
| 3 | 2006.01.09 16:10 | sell | 2 | 5.00 | 1.2089 | 1.2121 | 0.0000 | ||
| 4 | 2006.01.10 16:20 | close | 2 | 5.00 | 1.2080 | 1.2121 | 0.0000 | 480.50 | 20660.50 |
| 5 | 2006.01.11 20:10 | buy | 3 | 5.00 | 1.2121 | 1.2085 | 0.0000 | ||
| 6 | 2006.01.12 14:49 | s/l | 3 | 5.00 | 1.2085 | 1.2085 | 0.0000 | -1834.17 | 18826.33 |
| 7 | 2006.01.12 20:10 | sell | 4 | 5.00 | 1.2041 | 1.2088 | 0.0000 | ||
| 8 | 2006.01.13 14:09 | s/l | 4 | 5.00 | 1.2088 | 1.2088 | 0.0000 | -2319.50 | 16506.83 |
| 9 | 2006.01.13 20:10 | buy | 5 | 5.00 | 1.2129 | 1.2087 | 0.0000 | ||
| 10 | 2006.01.16 23:19 | close | 5 | 5.00 | 1.2109 | 1.2087 | 0.0000 | -1042.50 | 15464.33 |
| 11 | 2006.01.17 04:10 | sell | 6 | 5.00 | 1.2112 | 1.2140 | 0.0000 | ||
| 12 | 2006.01.17 09:49 | s/l | 6 | 5.00 | 1.2140 | 1.2140 | 0.0000 | -1391.67 | 14072.66 |
| 13 | 2006.01.18 15:29 | buy | 7 | 5.00 | 1.2135 | 1.2088 | 0.0000 | ||
| 14 | 2006.01.18 16:10 | s/l | 7 | 5.00 | 1.2088 | 1.2088 | 0.0000 | -2333.33 | 11739.33 |
| 15 | 2006.01.18 16:20 | buy | 8 | 5.00 | 1.2116 | 1.2067 | 0.0000 | ||
| 16 | 2006.01.19 04:00 | close | 8 | 5.00 | 1.2092 | 1.2067 | 0.0000 | -1242.50 | 10496.83 |
| 17 | 2006.01.23 00:20 | buy | 9 | 5.00 | 1.2144 | 1.2105 | 0.0000 | ||
| 18 | 2006.01.24 16:00 | close | 9 | 5.00 | 1.2274 | 1.2105 | 0.0000 | 6457.50 | 16954.33 |
| 19 | 2006.01.26 00:10 | sell | 10 | 5.00 | 1.2245 | 1.2286 | 0.0000 | ||
| 20 | 2006.01.30 23:59 | close at stop | 10 | 5.00 | 1.2093 | 1.2286 | 0.0000 | 7661.00 | 24615.33 |