Strategy Tester Report
ZZADX v1.4
AlpariUS-Live (Build 224)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2009.04.28 12:45 - 2009.07.08 23:45 (2009.01.01 - 2009.07.09) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Entry_conditions="----------------------------------------------------------------------"; EntryZZ1Signal=false; EntryZZ2Signal=false; EntryZZ3Signal=true; ReverseZZEntry=true; ClosedCandleZZEntry=false; EntryADXSignal=true; ClosedCandleADXEntry=false; PastBars=2; Exit_conditions="----------------------------------------------------------------------"; ExitZZ1Signal=false; ExitZZ2Signal=false; ExitZZ3Signal=false; ReverseZZExit=false; ClosedCandleZZExit=false; ExitADXSignal=false; ClosedCandleADXExit=false; OppositeSignalExit=false; CloseIfProfit=false; Hedge=false; Order_settings="----------------------------------------------------------------------"; MagicNumber=668833; TradeComment="ZZADX"; ClassicSL=false; HighLowSL=true; BarsBack=20; StopLossPips=0; StopLossAtrMultiplier=0; StopLossAtrPeriod=14; MinimumSLPips=0; VisibleSL=0; PartialCloseTP=0; ClosedCandleTP=false; TakeProfitPips=0; TakeProfitAtrMultiplier=0; TakeProfitAtrPeriod=14; VisibleTP=0; BreakEvenPips=0; BreakEvenAtrMultiplier=0; BreakEvenAtrPeriod=14; LockPips=0; LockAtrMultiplier=0; LockAtrPeriod=14; TrailingStopPips=20; TrailingStopAtrMultiplier=0; TrailingStopAtrPeriod=14; TrailingStopStartPips=0; TrailingStepPips=10; Slippage=4; ScreenShots=false; Trading_hours_settings="----------------------------------------------------------------------"; Monday="0000240000000000"; Tuesday="0000240000000000"; Wednesday="0000240000000000"; Thursday="0000240000000000"; Friday="0000240000000000"; Sunday="0000000000000000"; TradeDelay=60; AlternateLongShort=false; FridayClose=false; CloseHour="2250"; Money_management_settings="----------------------------------------------------------------------"; Lots=0.1; MoneyManagement=true; LeveragePercent=20; Martingale=false; LotMultiplier=1.3; MaxProgression=3; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=14; Applied_price1=0; ZZ_Semafor_settings="----------------------------------------------------------------------"; Period1=5; Period2=13; Period3=34; Dev_Step_1="1,3"; Dev_Step_2="8,5"; Dev_Step_3="13,8"; Symbol_1_Kod=140; Symbol_2_Kod=141; Symbol_3_Kod=142; | ||||
| Bars in test | 4732 | Ticks modelled | 752433 | Modelling quality | n/a |
| Mismatched charts errors | 472 | ||||
| Initial deposit | 5000.00 | ||||
| Total net profit | 2120.80 | Gross profit | 4680.80 | Gross loss | -2560.00 |
| Profit factor | 1.83 | Expected payoff | 62.38 | ||
| Absolute drawdown | 270.00 | Maximal drawdown | 1350.00 (17.00%) | Relative drawdown | 17.00% (1350.00) |
| Total trades | 34 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 18 (88.89%) |
| Profit trades (% of total) | 28 (82.35%) | Loss trades (% of total) | 6 (17.65%) | ||
| Largest | profit trade | 600.00 | loss trade | -710.00 | |
| Average | profit trade | 167.17 | loss trade | -426.67 | |
| Maximum | consecutive wins (profit in money) | 7 (1300.40) | consecutive losses (loss in money) | 1 (-710.00) | |
| Maximal | consecutive profit (count of wins) | 1300.40 (7) | consecutive loss (count of losses) | -710.00 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.04.29 07:21 | buy | 1 | 1.00 | 1.3200 | 0.0000 | 0.0000 | ||
| 2 | 2009.04.29 14:38 | close | 1 | 1.00 | 1.3250 | 0.0000 | 0.0000 | 500.00 | 5500.00 |
| 3 | 2009.05.05 07:10 | sell | 2 | 1.00 | 1.3358 | 0.0000 | 0.0000 | ||
| 4 | 2009.05.05 09:09 | close | 2 | 1.00 | 1.3358 | 0.0000 | 0.0000 | 0.00 | 5500.00 |
| 5 | 2009.05.05 14:31 | buy | 3 | 1.00 | 1.3402 | 0.0000 | 0.0000 | ||
| 6 | 2009.05.05 15:23 | close | 3 | 1.00 | 1.3412 | 0.0000 | 0.0000 | 100.00 | 5600.00 |
| 7 | 2009.05.07 07:52 | buy | 4 | 1.00 | 1.3313 | 0.0000 | 0.0000 | ||
| 8 | 2009.05.07 08:09 | close | 4 | 1.00 | 1.3276 | 0.0000 | 0.0000 | -370.00 | 5230.00 |
| 9 | 2009.05.07 13:51 | buy | 5 | 1.00 | 1.3345 | 0.0000 | 0.0000 | ||
| 10 | 2009.05.07 14:21 | close | 5 | 1.00 | 1.3355 | 0.0000 | 0.0000 | 100.00 | 5330.00 |
| 11 | 2009.05.07 14:53 | buy | 6 | 1.00 | 1.3387 | 0.0000 | 0.0000 | ||
| 12 | 2009.05.07 15:12 | close | 6 | 1.00 | 1.3417 | 0.0000 | 0.0000 | 300.00 | 5630.00 |
| 13 | 2009.05.12 17:45 | sell | 7 | 1.00 | 1.3633 | 0.0000 | 0.0000 | ||
| 14 | 2009.05.12 19:05 | close | 7 | 1.00 | 1.3613 | 0.0000 | 0.0000 | 200.00 | 5830.00 |
| 15 | 2009.05.13 11:51 | sell | 8 | 1.00 | 1.3661 | 0.0000 | 0.0000 | ||
| 16 | 2009.05.13 12:16 | close | 8 | 1.00 | 1.3661 | 0.0000 | 0.0000 | 0.00 | 5830.00 |
| 17 | 2009.05.15 03:46 | sell | 9 | 1.00 | 1.3627 | 0.0000 | 0.0000 | ||
| 18 | 2009.05.15 09:24 | close | 9 | 1.00 | 1.3598 | 0.0000 | 0.0000 | 290.00 | 6120.00 |
| 19 | 2009.05.18 00:08 | sell | 10 | 1.00 | 1.3457 | 0.0000 | 0.0000 | ||
| 20 | 2009.05.18 03:07 | close | 10 | 1.00 | 1.3457 | 0.0000 | 0.0000 | 0.00 | 6120.00 |
| 21 | 2009.05.18 03:23 | sell | 11 | 1.00 | 1.3426 | 0.0000 | 0.0000 | ||
| 22 | 2009.05.18 13:47 | close | 11 | 1.00 | 1.3497 | 0.0000 | 0.0000 | -710.00 | 5410.00 |
| 23 | 2009.05.19 08:37 | buy | 12 | 1.00 | 1.3582 | 0.0000 | 0.0000 | ||
| 24 | 2009.05.19 11:07 | close | 12 | 1.00 | 1.3632 | 0.0000 | 0.0000 | 500.00 | 5910.00 |
| 25 | 2009.05.20 03:43 | sell | 13 | 1.00 | 1.3613 | 0.0000 | 0.0000 | ||
| 26 | 2009.05.20 05:56 | close | 13 | 1.00 | 1.3613 | 0.0000 | 0.0000 | 0.00 | 5910.00 |
| 27 | 2009.05.21 10:53 | sell | 14 | 1.00 | 1.3757 | 0.0000 | 0.0000 | ||
| 28 | 2009.05.21 15:27 | close | 14 | 1.00 | 1.3757 | 0.0000 | 0.0000 | 0.00 | 5910.00 |
| 29 | 2009.05.22 08:36 | buy | 15 | 1.00 | 1.3958 | 0.0000 | 0.0000 | ||
| 30 | 2009.05.22 09:23 | close | 15 | 1.00 | 1.3958 | 0.0000 | 0.0000 | 0.00 | 5910.00 |
| 31 | 2009.05.26 02:57 | sell | 16 | 1.00 | 1.3990 | 0.0000 | 0.0000 | ||
| 32 | 2009.05.26 03:56 | close | 16 | 1.00 | 1.3971 | 0.0000 | 0.0000 | 190.00 | 6100.00 |
| 33 | 2009.06.01 08:50 | buy | 17 | 1.00 | 1.4168 | 0.0000 | 0.0000 | ||
| 34 | 2009.06.01 11:01 | close | 17 | 1.00 | 1.4218 | 0.0000 | 0.0000 | 500.00 | 6600.00 |
| 35 | 2009.06.01 21:10 | sell | 18 | 1.00 | 1.4146 | 0.0000 | 0.0000 | ||
| 36 | 2009.06.02 09:05 | close | 18 | 1.00 | 1.4135 | 0.0000 | 0.0000 | 110.40 | 6710.40 |
| 37 | 2009.06.05 11:00 | sell | 19 | 1.00 | 1.4182 | 0.0000 | 0.0000 | ||
| 38 | 2009.06.05 12:27 | close | 19 | 1.00 | 1.4183 | 0.0000 | 0.0000 | -10.00 | 6700.40 |
| 39 | 2009.06.05 14:32 | buy | 20 | 1.00 | 1.4232 | 0.0000 | 0.0000 | ||
| 40 | 2009.06.05 14:34 | close | 20 | 1.00 | 1.4241 | 0.0000 | 0.0000 | 90.00 | 6790.40 |
| 41 | 2009.06.12 09:16 | sell | 21 | 1.00 | 1.4066 | 0.0000 | 0.0000 | ||
| 42 | 2009.06.12 11:27 | close | 21 | 1.00 | 1.4056 | 0.0000 | 0.0000 | 100.00 | 6890.40 |
| 43 | 2009.06.16 03:57 | buy | 22 | 1.00 | 1.3806 | 0.0000 | 0.0000 | ||
| 44 | 2009.06.16 07:37 | close | 22 | 1.00 | 1.3826 | 0.0000 | 0.0000 | 200.00 | 7090.40 |
| 45 | 2009.06.17 05:42 | buy | 23 | 1.00 | 1.3858 | 0.0000 | 0.0000 | ||
| 46 | 2009.06.17 07:02 | close | 23 | 1.00 | 1.3858 | 0.0000 | 0.0000 | 0.00 | 7090.40 |
| 47 | 2009.06.17 19:37 | buy | 24 | 1.00 | 1.3899 | 0.0000 | 0.0000 | ||
| 48 | 2009.06.17 20:39 | close | 24 | 1.00 | 1.3959 | 0.0000 | 0.0000 | 600.00 | 7690.40 |
| 49 | 2009.06.18 06:58 | sell | 25 | 1.00 | 1.3930 | 0.0000 | 0.0000 | ||
| 50 | 2009.06.18 08:48 | close | 25 | 1.00 | 1.3973 | 0.0000 | 0.0000 | -430.00 | 7260.40 |
| 51 | 2009.06.19 04:50 | buy | 26 | 1.00 | 1.3910 | 0.0000 | 0.0000 | ||
| 52 | 2009.06.19 08:29 | close | 26 | 1.00 | 1.3920 | 0.0000 | 0.0000 | 100.00 | 7360.40 |
| 53 | 2009.06.25 04:54 | buy | 27 | 1.00 | 1.3957 | 0.0000 | 0.0000 | ||
| 54 | 2009.06.25 09:03 | close | 27 | 1.00 | 1.3957 | 0.0000 | 0.0000 | 0.00 | 7360.40 |
| 55 | 2009.06.25 16:48 | sell | 28 | 1.00 | 1.3897 | 0.0000 | 0.0000 | ||
| 56 | 2009.06.25 19:14 | close | 28 | 1.00 | 1.3962 | 0.0000 | 0.0000 | -650.00 | 6710.40 |
| 57 | 2009.06.26 11:38 | buy | 29 | 1.00 | 1.4064 | 0.0000 | 0.0000 | ||
| 58 | 2009.06.26 14:47 | close | 29 | 1.00 | 1.4083 | 0.0000 | 0.0000 | 190.00 | 6900.40 |
| 59 | 2009.06.29 16:16 | buy | 30 | 1.00 | 1.4077 | 0.0000 | 0.0000 | ||
| 60 | 2009.06.29 20:37 | close | 30 | 1.00 | 1.4077 | 0.0000 | 0.0000 | 0.00 | 6900.40 |
| 61 | 2009.07.01 17:59 | buy | 31 | 1.00 | 1.4174 | 0.0000 | 0.0000 | ||
| 62 | 2009.07.01 18:02 | close | 31 | 1.00 | 1.4175 | 0.0000 | 0.0000 | 10.00 | 6910.40 |
| 63 | 2009.07.02 08:57 | sell | 32 | 1.00 | 1.4099 | 0.0000 | 0.0000 | ||
| 64 | 2009.07.02 13:15 | close | 32 | 1.00 | 1.4069 | 0.0000 | 0.0000 | 300.00 | 7210.40 |
| 65 | 2009.07.03 21:40 | sell | 33 | 1.00 | 1.3969 | 0.0000 | 0.0000 | ||
| 66 | 2009.07.06 09:21 | close | 33 | 1.00 | 1.3939 | 0.0000 | 0.0000 | 300.40 | 7510.80 |
| 67 | 2009.07.07 01:48 | buy | 34 | 1.00 | 1.3993 | 0.0000 | 0.0000 | ||
| 68 | 2009.07.07 03:47 | close | 34 | 1.00 | 1.3954 | 0.0000 | 0.0000 | -390.00 | 7120.80 |