Strategy Tester Report
MoneyMaker_02
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.01.02 08:00 - 2007.02.19 05:00 (2007.01.02 - 2007.02.20) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | General_Settings="---------- General Settings"; fastma=44; slowma=79; currency_momentum=43; trend_momentum=28; maxpipfromEMA=26; trending=14; risk_percent=0.02; Stop_Settings="---------- Stop Settings"; use_stop=true; buy_maxhoursNeg=53; buy_maxpipsNeg=68; sell_maxhoursNeg=68; sell_maxpipsNeg=87; Spike_Settings="---------- Spike Settings"; use_spike=true; SpikeHeight=71; EquitySave_Settings="---------- Equity Save Settings"; use_EquitySave=true; startcountpips=71; startcounthours=12; MaxEquitytoLose=0.6; | ||||
| Bars in test | 1808 | Ticks modelled | 170711 | Modelling quality | 90.00% |
| Initial deposit | 500.00 | ||||
| Total net profit | 371.01 | Gross profit | 388.68 | Gross loss | -17.68 |
| Profit factor | 21.99 | Expected payoff | 53.00 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 17.67 (2.15%) | Relative drawdown | 2.15% (17.67) |
| Total trades | 7 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 81.91 | loss trade | -17.68 | |
| Average | profit trade | 64.78 | loss trade | -17.68 | |
| Maximum | consecutive wins (profit in money) | 5 (320.78) | consecutive losses (loss in money) | 1 (-17.68) | |
| Maximal | consecutive profit (count of wins) | 320.78 (5) | consecutive loss (count of losses) | -17.68 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.01.03 12:00 | sell | 1 | 0.10 | 1.9627 | 0.0000 | 0.0000 | ||
| 2 | 2007.01.04 00:01 | close | 1 | 0.10 | 1.9509 | 0.0000 | 0.0000 | 81.91 | 581.91 |
| 3 | 2007.01.11 11:00 | buy | 2 | 0.10 | 1.9397 | 0.0000 | 0.0000 | ||
| 4 | 2007.01.12 09:00 | close | 2 | 0.10 | 1.9475 | 0.0000 | 0.0000 | 54.43 | 636.33 |
| 5 | 2007.01.17 10:42 | buy | 3 | 0.10 | 1.9642 | 0.0000 | 0.0000 | ||
| 6 | 2007.01.18 04:00 | close | 3 | 0.10 | 1.9727 | 0.0000 | 0.0000 | 58.98 | 695.31 |
| 7 | 2007.01.24 08:00 | sell | 4 | 0.10 | 1.9773 | 0.0000 | 0.0000 | ||
| 8 | 2007.01.24 20:01 | close | 4 | 0.10 | 1.9679 | 0.0000 | 0.0000 | 65.80 | 761.11 |
| 9 | 2007.01.31 20:00 | buy | 5 | 0.10 | 1.9619 | 0.0000 | 0.0000 | ||
| 10 | 2007.02.01 17:00 | close | 5 | 0.10 | 1.9705 | 0.0000 | 0.0000 | 59.68 | 820.78 |
| 11 | 2007.02.02 07:38 | buy | 6 | 0.10 | 1.9678 | 0.0000 | 0.0000 | ||
| 12 | 2007.02.05 00:00 | close | 6 | 0.10 | 1.9653 | 0.0000 | 0.0000 | -17.68 | 803.11 |
| 13 | 2007.02.14 10:00 | buy | 7 | 0.10 | 1.9524 | 0.0000 | 0.0000 | ||
| 14 | 2007.02.14 22:06 | close | 7 | 0.10 | 1.9621 | 0.0000 | 0.0000 | 67.90 | 871.01 |