Strategy Tester Report
de market
FXCM-EURReal01 (Build 1010)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2016.01.03 22:00 - 2016.08.30 23:00 (2016.01.01 - 2016.08.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Slippage=1; MagicNumber=0; Period_=20; Nivelcompra=0.32; Nivelventa=0.71; StopLoss=580; TakeProfit=2750; Lote=0.1; Distancia=610; Disparador=430; | ||||
| Bars in test | 5133 | Ticks modelled | 25689909 | Modelling quality | 90.00% |
| Mismatched charts errors | 12 | ||||
| Initial deposit | 10000.00 | Spread | Current (23) | ||
| Total net profit | -440.90 | Gross profit | 1468.00 | Gross loss | -1908.90 |
| Profit factor | 0.77 | Expected payoff | -73.48 | ||
| Absolute drawdown | 1896.10 | Maximal drawdown | 1910.50 (19.08%) | Relative drawdown | 19.08% (1910.50) |
| Total trades | 6 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
| Largest | profit trade | 1360.00 | loss trade | -580.20 | |
| Average | profit trade | 734.00 | loss trade | -477.23 | |
| Maximum | consecutive wins (profit in money) | 2 (1468.00) | consecutive losses (loss in money) | 4 (-1908.90) | |
| Maximal | consecutive profit (count of wins) | 1468.00 (2) | consecutive loss (count of losses) | -1908.90 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2016.01.05 10:00 | buy | 1 | 0.10 | 1.46811 | 0.00000 | 0.00000 | ||
| 2 | 2016.01.05 10:00 | modify | 1 | 0.10 | 1.46811 | 1.41011 | 1.74310 | ||
| 3 | 2016.01.21 12:23 | s/l | 1 | 0.10 | 1.41011 | 1.41011 | 1.74310 | -580.00 | 9420.00 |
| 4 | 2016.01.26 04:00 | buy | 2 | 0.10 | 1.42303 | 0.00000 | 0.00000 | ||
| 5 | 2016.01.26 04:00 | modify | 2 | 0.10 | 1.42303 | 1.36501 | 1.69802 | ||
| 6 | 2016.02.29 21:00 | sell | 3 | 0.10 | 1.39187 | 0.00000 | 0.00000 | ||
| 7 | 2016.02.29 21:00 | modify | 3 | 0.10 | 1.39187 | 1.44987 | 1.11687 | ||
| 8 | 2016.03.17 14:00 | s/l | 3 | 0.10 | 1.44987 | 1.44987 | 1.11687 | -580.00 | 8840.00 |
| 9 | 2016.03.18 08:00 | sell | 4 | 0.10 | 1.44526 | 0.00000 | 0.00000 | ||
| 10 | 2016.03.18 08:00 | modify | 4 | 0.10 | 1.44526 | 1.50326 | 1.17026 | ||
| 11 | 2016.05.27 04:00 | modify | 2 | 0.10 | 1.42303 | 1.40616 | 1.69802 | ||
| 12 | 2016.06.16 14:11 | s/l | 2 | 0.10 | 1.40616 | 1.40616 | 1.69802 | -168.70 | 8671.30 |
| 13 | 2016.06.26 21:00 | buy | 5 | 0.10 | 1.34284 | 0.00000 | 0.00000 | ||
| 14 | 2016.06.26 21:00 | modify | 5 | 0.10 | 1.34284 | 1.28482 | 1.61783 | ||
| 15 | 2016.07.06 02:26 | s/l | 5 | 0.10 | 1.28482 | 1.28482 | 1.61783 | -580.20 | 8091.10 |
| 16 | 2016.07.06 11:00 | buy | 6 | 0.10 | 1.29823 | 0.00000 | 0.00000 | ||
| 17 | 2016.07.06 11:00 | modify | 6 | 0.10 | 1.29823 | 1.24022 | 1.57322 | ||
| 18 | 2016.07.12 06:00 | modify | 4 | 0.10 | 1.44526 | 1.36888 | 1.17026 | ||
| 19 | 2016.08.17 10:00 | modify | 4 | 0.10 | 1.44526 | 1.36521 | 1.17026 | ||
| 20 | 2016.08.30 23:54 | close at stop | 6 | 0.10 | 1.30903 | 1.24022 | 1.57322 | 108.00 | 8199.10 |
| 21 | 2016.08.30 23:54 | close at stop | 4 | 0.10 | 1.30926 | 1.36521 | 1.17026 | 1360.00 | 9559.10 |