Strategy Tester Report
AgilityTrader
(Build 950)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2016.01.08 02:00 - 2016.04.07 23:00 (2016.01.01 - 2016.04.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMAGICMA=300000000; Message="0"; ShowInputPanelOnChart=false; Note="Doubleclick Inputs ending with '_'"; hlpMM="*** MONEY MANAGEMENT ***"; BasketInclusion_=false; BasketTakeProfitLevel=1; BasketStopLossLevel=1; FixedLotSize=0; EquityPercentage=2; MaxSlippage=0; WagerIncreaseMultiple=2; PendingOrderDurationBars=0; StopLossNominatedValue=37; StopLossPeriodsForCalc=14; StopLossBuffer=0; StopLossStepSize=0; StopLossBreakEvenPips=0; StopLossDecreasePercent=0; TakeProfitNominatedValue=37; TakeProfitPeriodsForCalc=14; TakeProfitBuffer=0; TakeProfitStages=0; TradeBuffer=0; hlpBuyEntry="*** BUY ENTRY TRADE ***"; hlpBuyEntry1="*** Buy Entry CONDITION 1 ***"; BuyEntry1_Active_=true; BuyEntry1_Within_X_BarsAgo=1; BuyEntry1_Type1_Param1=14; BuyEntry1_Type1_Param2=0; BuyEntry1_Type1_Param3=0; BuyEntry1_Type1_Shift=0; BuyEntry1_Type2_Param1=50; BuyEntry1_Type2_Param2=0; BuyEntry1_Type2_Param3=0; BuyEntry1_Type2_Shift=0; hlpBuyEntry2="*** Buy Entry CONDITION 2 ***"; BuyEntry2_Active_=false; BuyEntry2_Within_X_BarsAgo=1; BuyEntry2_Type1_Param1=0; BuyEntry2_Type1_Param2=2; BuyEntry2_Type1_Param3=0; BuyEntry2_Type1_Shift=0; BuyEntry2_Type2_Param1=20; BuyEntry2_Type2_Param2=0; BuyEntry2_Type2_Param3=0; BuyEntry2_Type2_Shift=1; hlpBuyEntry3="*** Buy Entry CONDITION 3 ***"; BuyEntry3_Active_=false; BuyEntry3_Within_X_BarsAgo=1; BuyEntry3_Type1_Param1=0; BuyEntry3_Type1_Param2=0; BuyEntry3_Type1_Param3=0; BuyEntry3_Type1_Shift=0; BuyEntry3_Type2_Param1=0; BuyEntry3_Type2_Param2=0; BuyEntry3_Type2_Param3=0; BuyEntry3_Type2_Shift=0; hlpBuyEntry4="*** Buy Entry CONDITION 4 ***"; BuyEntry4_Active_=false; BuyEntry4_Within_X_BarsAgo=1; BuyEntry4_Type1_Param1=0; BuyEntry4_Type1_Param2=0; BuyEntry4_Type1_Param3=0; BuyEntry4_Type1_Shift=0; BuyEntry4_Type2_Param1=0; BuyEntry4_Type2_Param2=1; BuyEntry4_Type2_Param3=0; BuyEntry4_Type2_Shift=0; hlpBuyEntry5="*** Buy Entry CONDITION 5 ***"; BuyEntry5_Active_=false; BuyEntry5_Within_X_BarsAgo=1; BuyEntry5_Type1_Param1=0; BuyEntry5_Type1_Param2=30; BuyEntry5_Type1_Param3=0; BuyEntry5_Type1_Shift=30; BuyEntry5_Type2_Param1=0; BuyEntry5_Type2_Param2=0; BuyEntry5_Type2_Param3=0; BuyEntry5_Type2_Shift=0; hlpBuyExit="*** BUY EXIT TRADE ***"; hlpBuyExit1="*** Buy Exit CONDITION 1 ***"; BuyExit1_Active_=false; BuyExit1_Within_X_BarsAgo=1; BuyExit1_Type1_Param1=0; BuyExit1_Type1_Param2=0; BuyExit1_Type1_Param3=10; BuyExit1_Type1_Shift=10; BuyExit1_Type2_Param1=0; BuyExit1_Type2_Param2=0; BuyExit1_Type2_Param3=0; BuyExit1_Type2_Shift=0; hlpBuyExit2="*** Buy Exit CONDITION 2 ***"; BuyExit2_Active_=false; BuyExit2_Within_X_BarsAgo=1; BuyExit2_Type1_Param1=0; BuyExit2_Type1_Param2=1; BuyExit2_Type1_Param3=0; BuyExit2_Type1_Shift=30; BuyExit2_Type2_Param1=15; BuyExit2_Type2_Param2=0; BuyExit2_Type2_Param3=0; BuyExit2_Type2_Shift=0; hlpBuyExit3="*** Buy Exit CONDITION 3 ***"; BuyExit3_Active_=false; BuyExit3_Within_X_BarsAgo=1; BuyExit3_Type1_Param1=1; BuyExit3_Type1_Param2=0; BuyExit3_Type1_Param3=0; BuyExit3_Type1_Shift=1; BuyExit3_Type2_Param1=0; BuyExit3_Type2_Param2=0; BuyExit3_Type2_Param3=0; BuyExit3_Type2_Shift=0; hlpBuyExit4="*** Buy Exit CONDITION 4 ***"; BuyExit4_Active_=false; BuyExit4_Within_X_BarsAgo=1; BuyExit4_Type1_Param1=0; BuyExit4_Type1_Param2=0; BuyExit4_Type1_Param3=0; BuyExit4_Type1_Shift=0; BuyExit4_Type2_Param1=0; BuyExit4_Type2_Param2=0; BuyExit4_Type2_Param3=0; BuyExit4_Type2_Shift=0; hlpBuyExit5="*** Buy Exit CONDITION 5 ***"; BuyExit5_Active_=false; BuyExit5_Within_X_BarsAgo=1; BuyExit5_Type1_Param1=0; BuyExit5_Type1_Param2=0; BuyExit5_Type1_Param3=0; BuyExit5_Type1_Shift=0; BuyExit5_Type2_Param1=0; BuyExit5_Type2_Param2=0; BuyExit5_Type2_Param3=2; BuyExit5_Type2_Shift=0; hlpSellEntry="*** SELL ENTRY TRADE ***"; hlpSellEntry1="*** Sell Entry CONDITION 1 ***"; SellEntry1_Active_=true; SellEntry1_Within_X_BarsAgo=1; SellEntry1_Type1_Param1=14; SellEntry1_Type1_Param2=0; SellEntry1_Type1_Param3=0; SellEntry1_Type1_Shift=0; SellEntry1_Type2_Param1=60; SellEntry1_Type2_Param2=0; SellEntry1_Type2_Param3=0; SellEntry1_Type2_Shift=0; hlpSellEntry2="*** Sell Entry CONDITION 2 ***";
Bars in test1643Ticks modelled7729979Modelling quality84.53%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (18)
Total net profit1735.23Gross profit1868.67Gross loss-133.44
Profit factor14.00Expected payoff66.74
Absolute drawdown34.40Maximal drawdown672.10 (6.23%)Relative drawdown6.23% (672.10)
Total trades26Short positions (won %)12 (91.67%)Long positions (won %)14 (100.00%)
Profit trades (% of total)25 (96.15%)Loss trades (% of total)1 (3.85%)
Largestprofit trade81.88loss trade-133.44
Averageprofit trade74.75loss trade-133.44
Maximumconsecutive wins (profit in money)25 (1868.67)consecutive losses (loss in money)1 (-133.44)
Maximalconsecutive profit (count of wins)1868.67 (25)consecutive loss (count of losses)-133.44 (1)
Averageconsecutive wins25consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.08 02:00sell10.201.088430.000000.00000
22016.01.08 02:00modify10.201.088430.000001.08490
32016.01.08 13:30t/p10.201.084900.000001.0849070.6010070.60
42016.01.08 16:00buy20.201.091010.000000.00000
52016.01.08 16:00modify20.201.091010.000001.09450
62016.01.10 22:57t/p20.201.094500.000001.0945069.8010140.40
72016.01.11 03:00sell30.201.092080.000000.00000
82016.01.11 03:00modify30.201.092080.000001.08860
92016.01.11 08:15t/p30.201.088600.000001.0886069.6010210.00
102016.01.12 04:00buy40.201.088160.000000.00000
112016.01.12 04:00modify40.201.088160.000001.09170
122016.01.14 08:54t/p40.201.091700.000001.0917066.3210276.32
132016.01.14 09:00buy50.211.091490.000000.00000
142016.01.14 09:00modify50.211.091490.000001.09500
152016.01.15 13:38t/p50.211.095000.000001.0950072.5310348.85
162016.01.15 20:00sell60.211.090910.000000.00000
172016.01.15 20:00modify60.211.090910.000001.08740
182016.01.18 15:59t/p60.211.087400.000001.0874073.7110422.56
192016.01.18 21:00buy70.211.090020.000000.00000
202016.01.18 21:00modify70.211.090020.000001.09350
212016.01.19 19:16t/p70.211.093500.000001.0935071.9010494.47
222016.01.19 21:00sell80.211.091030.000000.00000
232016.01.19 21:00modify80.211.091030.000001.08750
242016.01.20 23:59t/p80.211.087500.000001.0875074.1310568.60
252016.01.21 07:00buy90.211.090350.000000.00000
262016.01.21 07:00modify90.211.090350.000001.09390
272016.01.28 15:19t/p90.211.093900.000001.0939066.3210634.92
282016.01.28 22:00sell100.211.093850.000000.00000
292016.01.28 22:00modify100.211.093850.000001.09030
302016.01.29 03:40t/p100.211.090300.000001.0903074.5510709.47
312016.01.29 13:00buy110.211.092030.000000.00000
322016.01.29 13:00modify110.211.092030.000001.09560
332016.02.03 13:23t/p110.211.095600.000001.0956071.4410780.91
342016.02.04 07:00sell120.221.107480.000000.00000
352016.02.04 07:00modify120.221.107480.000001.10400
362016.02.22 12:49t/p120.221.104000.000001.1040076.5610857.47
372016.02.24 16:00buy130.221.100970.000000.00000
382016.02.24 16:00modify130.221.100970.000001.10450
392016.02.25 20:53t/p130.221.104500.000001.1045073.9610931.43
402016.02.26 01:00buy140.221.102470.000000.00000
412016.02.26 01:00modify140.221.102470.000001.10600
422016.02.26 04:14t/p140.221.106000.000001.1060077.6611009.09
432016.02.26 08:00sell150.221.105100.000000.00000
442016.02.26 08:00modify150.221.105100.000001.10160
452016.02.26 10:03t/p150.221.101600.000001.1016077.0011086.09
462016.03.02 01:00buy160.221.087690.000000.00000
472016.03.02 01:00modify160.221.087690.000001.09120
482016.03.03 15:00t/p160.221.091200.000001.0912073.5211159.62
492016.03.04 04:00sell170.221.093690.000000.00000
502016.03.04 04:00modify170.221.093690.000001.09020
512016.03.10 13:46t/p170.221.090200.000001.0902076.7811236.40
522016.03.10 16:00buy180.221.104280.000000.00000
532016.03.10 16:00modify180.221.104280.000001.10780
542016.03.10 16:05t/p180.221.107800.000001.1078077.4411313.84
552016.03.11 09:00sell190.231.114530.000000.00000
562016.03.11 09:00modify190.231.114530.000001.11100
572016.03.11 09:34t/p190.231.111000.000001.1110081.1911395.03
582016.03.11 15:00buy200.231.112340.000000.00000
592016.03.11 15:00modify200.231.112340.000001.11590
602016.03.11 16:04t/p200.231.115900.000001.1159081.8811476.91
612016.03.11 19:00sell210.231.115620.000000.00000
622016.03.11 19:00modify210.231.115620.000001.11210
632016.03.14 09:24t/p210.231.112100.000001.1121080.9611557.87
642016.03.15 09:00buy220.231.111620.000000.00000
652016.03.15 09:00modify220.231.111620.000001.11510
662016.03.16 19:01t/p220.231.115100.000001.1151078.7511636.62
672016.03.16 20:00buy230.231.119800.000000.00000
682016.03.16 20:00modify230.231.119800.000001.12330
692016.03.16 20:40t/p230.231.123300.000001.1233080.5011717.12
702016.03.18 08:00sell240.231.129490.000000.00000
712016.03.18 08:00modify240.231.129490.000001.12600
722016.03.18 10:05t/p240.231.126000.000001.1260080.2711797.39
732016.03.18 15:00buy250.241.129270.000000.00000
742016.03.18 15:00modify250.241.129270.000001.13280
752016.03.30 09:38t/p250.241.132800.000001.1328071.2811868.67
762016.03.30 19:00sell260.241.131850.000000.00000
772016.03.30 19:00modify260.241.131850.000001.12830
782016.04.07 23:59close at stop260.241.137410.000001.12830-133.4411735.23