Strategy Tester Report
Eaty v1.11
AlpariUS-Demo (Build 225)
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 4 Hours (H4) 2009.07.01 00:00 - 2009.08.07 20:00 (2009.07.01 - 2009.08.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Entry_conditions="----------------------------------------------------------------------"; RSI3Signal=true; RSI4Signal=true; MACDSignal=true; MACDLevel=0.03; FreshSignal=true; Order_settings="----------------------------------------------------------------------"; MagicNumber=448833; TradeComment="Eaty"; VisibleSL=0; TakeProfitPips1=50; TakeProfitPips2=100; TakeProfitPips3=0; VisibleTP=0; BreakEvenPips1=40; BreakEvenPips2=125; LockPips1=1; LockPips2=30; PendingOrderDistance=16; StopLossDistance=16; AdditionalTrades=true; Slippage=4; DrawLines=true; Trading_hours_settings="----------------------------------------------------------------------"; Monday="00002400"; Tuesday="00002400"; Wednesday="00002400"; Thursday="00002400"; Friday="00002400"; Sunday="00002400"; FridayClose=false; FridayCloseHour="2250"; Money_management_settings="----------------------------------------------------------------------"; Lots=0.1; MoneyManagement=false; LeveragePercent=1; RSI_3_settings="----------------------------------------------------------------------"; RSI_3_Period=3; RSI_3_Applied_price=0; RSI_4_settings="----------------------------------------------------------------------"; RSI_4_Period=4; RSI_4_Applied_price=0; MACD_settings="----------------------------------------------------------------------"; Fast_ema_period=3; Slow_ema_period=13; Signal_period=1; MACD_applied_price=0; MACD_mode=0; MovingAverage_settings="----------------------------------------------------------------------"; Ma_Period=4; Ma_shift=0; Ma_method=0; Ma_Applied_price=4; | ||||
| Bars in test | 1169 | Ticks modelled | 1992561 | Modelling quality | n/a |
| Mismatched charts errors | 248 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1727.57 | Gross profit | 2174.34 | Gross loss | -446.78 |
| Profit factor | 4.87 | Expected payoff | 44.30 | ||
| Absolute drawdown | 219.00 | Maximal drawdown | 850.12 (7.02%) | Relative drawdown | 7.02% (850.12) |
| Total trades | 39 | Short positions (won %) | 21 (100.00%) | Long positions (won %) | 18 (83.33%) |
| Profit trades (% of total) | 36 (92.31%) | Loss trades (% of total) | 3 (7.69%) | ||
| Largest | profit trade | 378.26 | loss trade | -148.93 | |
| Average | profit trade | 60.40 | loss trade | -148.93 | |
| Maximum | consecutive wins (profit in money) | 30 (1877.63) | consecutive losses (loss in money) | 3 (-446.78) | |
| Maximal | consecutive profit (count of wins) | 1877.63 (30) | consecutive loss (count of losses) | -446.78 (3) | |
| Average | consecutive wins | 18 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.07.01 09:37 | buy | 1 | 0.10 | 159.470 | 0.000 | 0.000 | ||
| 2 | 2009.07.01 09:37 | buy | 2 | 0.10 | 159.470 | 0.000 | 0.000 | ||
| 3 | 2009.07.01 09:37 | buy | 3 | 0.10 | 159.470 | 0.000 | 0.000 | ||
| 4 | 2009.07.01 16:28 | close | 1 | 0.10 | 159.970 | 0.000 | 0.000 | 51.39 | 10051.39 |
| 5 | 2009.07.01 16:52 | close | 3 | 0.10 | 159.480 | 0.000 | 0.000 | 1.03 | 10052.42 |
| 6 | 2009.07.01 16:52 | close | 2 | 0.10 | 159.480 | 0.000 | 0.000 | 1.03 | 10053.45 |
| 7 | 2009.07.02 14:37 | sell | 4 | 0.10 | 157.686 | 0.000 | 0.000 | ||
| 8 | 2009.07.02 14:37 | sell | 5 | 0.10 | 157.686 | 0.000 | 0.000 | ||
| 9 | 2009.07.02 14:37 | sell | 6 | 0.10 | 157.686 | 0.000 | 0.000 | ||
| 10 | 2009.07.02 15:12 | close | 4 | 0.10 | 157.185 | 0.000 | 0.000 | 51.49 | 10104.94 |
| 11 | 2009.07.02 19:01 | close | 6 | 0.10 | 157.676 | 0.000 | 0.000 | 1.02 | 10105.96 |
| 12 | 2009.07.02 19:01 | close | 5 | 0.10 | 157.676 | 0.000 | 0.000 | 1.02 | 10106.98 |
| 13 | 2009.07.03 12:33 | sell | 7 | 0.10 | 156.458 | 0.000 | 0.000 | ||
| 14 | 2009.07.03 12:33 | sell | 8 | 0.10 | 156.458 | 0.000 | 0.000 | ||
| 15 | 2009.07.03 12:33 | sell | 9 | 0.10 | 156.458 | 0.000 | 0.000 | ||
| 16 | 2009.07.06 03:22 | close | 7 | 0.10 | 155.958 | 0.000 | 0.000 | 51.21 | 10158.19 |
| 17 | 2009.07.06 03:57 | close | 8 | 0.10 | 155.457 | 0.000 | 0.000 | 102.65 | 10260.83 |
| 18 | 2009.07.06 04:32 | sell | 10 | 0.10 | 155.179 | 0.000 | 0.000 | ||
| 19 | 2009.07.06 04:32 | sell | 11 | 0.10 | 155.179 | 0.000 | 0.000 | ||
| 20 | 2009.07.06 04:32 | sell | 12 | 0.10 | 155.179 | 0.000 | 0.000 | ||
| 21 | 2009.07.06 08:42 | close | 10 | 0.10 | 154.679 | 0.000 | 0.000 | 51.34 | 10312.17 |
| 22 | 2009.07.06 09:02 | close | 11 | 0.10 | 154.179 | 0.000 | 0.000 | 102.70 | 10414.87 |
| 23 | 2009.07.06 17:51 | close | 12 | 0.10 | 154.340 | 0.000 | 0.000 | 86.24 | 10501.11 |
| 24 | 2009.07.06 17:51 | close | 9 | 0.10 | 154.340 | 0.000 | 0.000 | 217.58 | 10718.69 |
| 25 | 2009.07.07 17:44 | sell | 13 | 0.10 | 153.260 | 0.000 | 0.000 | ||
| 26 | 2009.07.07 17:44 | sell | 14 | 0.10 | 153.260 | 0.000 | 0.000 | ||
| 27 | 2009.07.07 17:44 | sell | 15 | 0.10 | 153.260 | 0.000 | 0.000 | ||
| 28 | 2009.07.08 00:51 | close | 13 | 0.10 | 152.760 | 0.000 | 0.000 | 51.32 | 10770.00 |
| 29 | 2009.07.08 01:38 | close | 14 | 0.10 | 152.255 | 0.000 | 0.000 | 103.30 | 10873.30 |
| 30 | 2009.07.09 02:34 | close | 15 | 0.10 | 149.578 | 0.000 | 0.000 | 378.26 | 11251.56 |
| 31 | 2009.07.10 12:05 | sell | 16 | 0.10 | 150.206 | 0.000 | 0.000 | ||
| 32 | 2009.07.10 12:05 | sell | 17 | 0.10 | 150.206 | 0.000 | 0.000 | ||
| 33 | 2009.07.10 12:05 | sell | 18 | 0.10 | 150.206 | 0.000 | 0.000 | ||
| 34 | 2009.07.10 13:53 | close | 16 | 0.10 | 149.699 | 0.000 | 0.000 | 52.11 | 11303.67 |
| 35 | 2009.07.10 14:21 | close | 17 | 0.10 | 149.204 | 0.000 | 0.000 | 102.97 | 11406.64 |
| 36 | 2009.07.10 15:51 | close | 18 | 0.10 | 150.196 | 0.000 | 0.000 | 1.03 | 11407.67 |
| 37 | 2009.07.13 08:06 | sell | 19 | 0.10 | 148.230 | 0.000 | 0.000 | ||
| 38 | 2009.07.13 08:06 | sell | 20 | 0.10 | 148.230 | 0.000 | 0.000 | ||
| 39 | 2009.07.13 08:06 | sell | 21 | 0.10 | 148.230 | 0.000 | 0.000 | ||
| 40 | 2009.07.13 11:35 | close | 19 | 0.10 | 147.727 | 0.000 | 0.000 | 51.67 | 11459.34 |
| 41 | 2009.07.13 12:25 | close | 21 | 0.10 | 148.224 | 0.000 | 0.000 | 0.61 | 11459.95 |
| 42 | 2009.07.13 12:25 | close | 20 | 0.10 | 148.224 | 0.000 | 0.000 | 0.61 | 11460.56 |
| 43 | 2009.07.14 00:03 | buy | 22 | 0.10 | 151.310 | 0.000 | 0.000 | ||
| 44 | 2009.07.14 00:03 | buy | 23 | 0.10 | 151.310 | 0.000 | 0.000 | ||
| 45 | 2009.07.14 00:03 | buy | 24 | 0.10 | 151.310 | 0.000 | 0.000 | ||
| 46 | 2009.07.14 08:18 | close | 22 | 0.10 | 151.811 | 0.000 | 0.000 | 51.57 | 11512.13 |
| 47 | 2009.07.14 08:56 | close | 24 | 0.10 | 151.320 | 0.000 | 0.000 | 1.03 | 11513.16 |
| 48 | 2009.07.14 08:56 | close | 23 | 0.10 | 151.320 | 0.000 | 0.000 | 1.03 | 11514.19 |
| 49 | 2009.07.15 08:01 | buy | 25 | 0.10 | 153.242 | 0.000 | 0.000 | ||
| 50 | 2009.07.15 08:01 | buy | 26 | 0.10 | 153.242 | 0.000 | 0.000 | ||
| 51 | 2009.07.15 08:01 | buy | 27 | 0.10 | 153.242 | 0.000 | 0.000 | ||
| 52 | 2009.07.15 14:30 | close | 25 | 0.10 | 153.754 | 0.000 | 0.000 | 52.78 | 11566.97 |
| 53 | 2009.07.15 16:10 | buy | 28 | 0.10 | 154.284 | 0.000 | 0.000 | ||
| 54 | 2009.07.15 16:10 | buy | 29 | 0.10 | 154.284 | 0.000 | 0.000 | ||
| 55 | 2009.07.15 16:10 | buy | 30 | 0.10 | 154.284 | 0.000 | 0.000 | ||
| 56 | 2009.07.15 16:14 | close | 26 | 0.10 | 154.290 | 0.000 | 0.000 | 108.00 | 11674.97 |
| 57 | 2009.07.15 17:33 | close | 28 | 0.10 | 154.787 | 0.000 | 0.000 | 51.83 | 11726.80 |
| 58 | 2009.07.16 00:29 | close | 30 | 0.10 | 154.430 | 0.000 | 0.000 | 14.49 | 11741.30 |
| 59 | 2009.07.16 00:29 | close | 29 | 0.10 | 154.430 | 0.000 | 0.000 | 14.49 | 11755.79 |
| 60 | 2009.07.16 00:29 | close | 27 | 0.10 | 154.430 | 0.000 | 0.000 | 121.84 | 11877.63 |
| 61 | 2009.07.16 22:32 | buy | 31 | 0.10 | 154.420 | 0.000 | 0.000 | ||
| 62 | 2009.07.16 22:32 | buy | 32 | 0.10 | 154.420 | 0.000 | 0.000 | ||
| 63 | 2009.07.16 22:32 | buy | 33 | 0.10 | 154.420 | 0.000 | 0.000 | ||
| 64 | 2009.07.17 08:34 | close | 33 | 0.10 | 152.975 | 0.000 | 0.000 | -148.93 | 11728.71 |
| 65 | 2009.07.17 08:34 | close | 32 | 0.10 | 152.975 | 0.000 | 0.000 | -148.93 | 11579.78 |
| 66 | 2009.07.17 08:34 | close | 31 | 0.10 | 152.975 | 0.000 | 0.000 | -148.93 | 11430.86 |
| 67 | 2009.07.17 20:40 | buy | 34 | 0.10 | 154.338 | 0.000 | 0.000 | ||
| 68 | 2009.07.17 20:40 | buy | 35 | 0.10 | 154.338 | 0.000 | 0.000 | ||
| 69 | 2009.07.17 20:40 | buy | 36 | 0.10 | 154.338 | 0.000 | 0.000 | ||
| 70 | 2009.07.20 02:33 | close | 34 | 0.10 | 154.840 | 0.000 | 0.000 | 51.51 | 11482.37 |
| 71 | 2009.07.20 05:16 | close | 35 | 0.10 | 155.338 | 0.000 | 0.000 | 102.84 | 11585.22 |
| 72 | 2009.07.21 02:44 | close | 36 | 0.10 | 155.215 | 0.000 | 0.000 | 89.98 | 11675.20 |
| 73 | 2009.07.22 09:13 | sell | 37 | 0.10 | 152.986 | 0.000 | 0.000 | ||
| 74 | 2009.07.22 09:13 | sell | 38 | 0.10 | 152.986 | 0.000 | 0.000 | ||
| 75 | 2009.07.22 09:13 | sell | 39 | 0.10 | 152.986 | 0.000 | 0.000 | ||
| 76 | 2009.07.22 10:27 | close | 37 | 0.10 | 152.480 | 0.000 | 0.000 | 52.17 | 11727.37 |
| 77 | 2009.07.22 10:30 | close | 39 | 0.10 | 152.985 | 0.000 | 0.000 | 0.10 | 11727.47 |
| 78 | 2009.07.22 10:30 | close | 38 | 0.10 | 152.985 | 0.000 | 0.000 | 0.10 | 11727.57 |