Strategy Tester Report
THV EA v1.134
IBFXAU-MT4-ID01 (Build 229)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2011.02.01 00:00 - 2011.02.17 23:59 (2011.02.01 - 2011.02.18)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersEntry_and_exit_conditions="----------------------------------------------------------------------"; PriceCrossMA="0000"; MinCrossMAPips=0; MaxCrossMAPips=0; PriceCrossIchimoku="0000"; MinCrossIchimokuPips=0; MaxCrossIchimokuPips=0; iMaxCross="0000"; FastSlowTrixCross="2000"; FastTrixDirection="2000"; SlowTrixDirection="2000"; FastTrixZeroLevel="0000"; TrixOverboughtOversold="2000"; TrixOverboughtLevel=0.00003; TrixOversoldLevel=-0.00003; MTFTrixDot1="200M5"; MTFTrixDot2="200M5"; MTFTrixDot3="200M15"; MTFTrixDot4="200M15"; MTFTrixDot5="200H4"; MTFTrixDot6="0000"; MTFTrixDot7="0000"; MTFTrixDot8="0000"; MTFIchimokuDot1="0000"; MTFIchimokuDot2="0000"; MTFIchimokuDot3="0000"; MTFIchimokuDot4="0000"; ADXLevel=0; PrevCandleSameDirection=false; EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=0; PriceTouchSRLevel=0; MidPivots=false; PriceTouchDailyPivot=false; DailyPivotTouchPips=0; PriceTouchPsychLevel=0; MinLevelDistance=0; MinCloseDistance=0; IndicatorsExitPriority=0; LevelsExitPriority=0; TrailingStopDisablesExits=true; OppositeSignalExit=false; ReverseSignal=false; Filters="----------------------------------------------------------------------"; Damiani_Volatmeter=false; ADX_3=false; MA_Trend=false; Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrendlineBreak=0; PreviousBars=0; Order_settings="----------------------------------------------------------------------"; MaxOrders=1; TradesPerSession=0; MagicNumber=100001; TradeComment="Just mtf trix2"; HighLowSL=false; BarsBack=0; MinimumSLPips=0; StopLoss=50; StopLossType=0; VisibleSL=50; TakeProfit1=25; TakeProfit1Type=0; TakeProfit2=50; TakeProfit2Type=0; TakeProfit3=75; TakeProfit3Type=0; TakeProfit4=125; TakeProfit4Type=0; VisibleTP=126; BreakEven=5; BreakEvenType=0; LockProfit=1; LockProfitType=0; TrailingStop=0; TrailingStopType=0; TrailingStart=0; TrailingStartType=0; TrailingStep=0; TrailingStepType=0; ADXMultiplier=0; Slippage=2; MaxSpread=0; CloseIfProfit=false; Hedge=false; MinOrdersDistance=0; NewHighLow=0; CandleTimeFrame="0"; ScreenShots=true; Alerts=0; AlertSound="alert.wav"; LongColour=MediumSeaGreen; ShortColour=IndianRed; Trading_hours_settings="----------------------------------------------------------------------"; AutoGMTOffset=true; ManualGMTOffset=1; DSTOffset=true; TradingSession1="00002400"; TradingSession2="00000000"; TradingSession3="00000000"; MondayOpenHour=""; FridayCloseHour=""; DailyCloseHour=""; DailyCloseTrades=3; NewsFilter=true; MinutesBeforeNews=15; MinutesAfterNews=10; Money_management_settings="----------------------------------------------------------------------"; Lots=0.04; PartialClose1=25; PartialClose2=25; PartialClose3=25; BreakEvenPartialClose=0; StartTrailingPartialClose=0; IndicatorTotalClose=false; MoneyManagement=false; LeveragePercent=0; LotPercent=0; StartProgression=0; MaxProgression=0; CloseAllProfit=0; CloseAllLoss=0; CloseOneDirection=false; ATR_settings="----------------------------------------------------------------------"; ATRPeriod=20; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=14; Trix_settings="----------------------------------------------------------------------"; Trix_A_t3_period=20; Trix_B_t3_period_ac=35; Trix_hot=1.2; MTF_TrixHisto_settings="----------------------------------------------------------------------"; MTF_A_t3_period=20; MTF_B_t3_period_ac=35; MTF_hot=1.2; ePeriod1Type=0; ePeriod2Type=1; ePeriod3Type=0; ePeriod4Type=1; ePeriod5Type=0; ePeriod6Type=1; ePeriod7Type=0; ePeriod8Type=1; Damiani_settings="----------------------------------------------------------------------"; Vis_atr=13; Vis_std=20; Sed_atr=40; Sed_std=100; Threshold_level=1.4; DVePeriod=0; ADX_3_Setting="----------------------------------------------------------------------"; ePeriod1=0; ePeriod2=0; ePeriod3=0; MA_Setting_Current_Period="----------------------------------------------------------------------"; MA1Period1=60;
Bars in test19470Ticks modelled1014874Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit52.22Gross profit132.40Gross loss-80.18
Profit factor1.65Expected payoff1.07
Absolute drawdown6.40Maximal drawdown70.16 (0.70%)Relative drawdown0.70% (70.16)
Total trades49Short positions (won %)23 (91.30%)Long positions (won %)26 (92.31%)
Profit trades (% of total)45 (91.84%)Loss trades (% of total)4 (8.16%)
Largestprofit trade12.52loss trade-20.18
Averageprofit trade2.94loss trade-20.05
Maximumconsecutive wins (profit in money)18 (48.01)consecutive losses (loss in money)2 (-40.00)
Maximalconsecutive profit (count of wins)48.14 (17)consecutive loss (count of losses)-40.00 (2)
Averageconsecutive wins11consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.02.01 00:19buy10.041.372230.000000.00000
22011.02.01 00:19modify10.041.372231.367231.38483
32011.02.01 04:47close10.041.372331.367231.384830.4010000.40
42011.02.01 07:15buy20.041.373700.000000.00000
52011.02.01 07:15modify20.041.373701.368701.38630
62011.02.01 07:31close20.041.373801.368701.386300.4010000.80
72011.02.01 10:03buy30.041.376300.000000.00000
82011.02.01 10:03modify30.041.376301.371301.38890
92011.02.01 10:08close30.041.376401.371301.388900.4010001.20
102011.02.01 15:50buy40.041.377630.000000.00000
112011.02.01 15:50modify40.041.377631.372631.39023
122011.02.01 16:08close40.011.380131.372631.390232.5010003.70
132011.02.01 16:08buy50.031.377631.372631.39023
142011.02.01 17:38close50.011.382631.372631.390235.0010008.70
152011.02.01 17:38buy60.021.377631.372631.39023
162011.02.02 03:33close60.011.385151.372631.390237.5110016.21
172011.02.02 03:33buy70.011.377631.372631.39023
182011.02.02 14:17close70.011.377731.372631.390230.0910016.30
192011.02.02 15:10buy80.041.380340.000000.00000
202011.02.02 15:10modify80.041.380341.375341.39294
212011.02.02 15:16close80.041.380441.375341.392940.4010016.70
222011.02.02 15:30buy90.041.381160.000000.00000
232011.02.02 15:30modify90.041.381161.376161.39376
242011.02.02 15:50close90.041.381261.376161.393760.4010017.10
252011.02.02 19:41buy100.041.378840.000000.00000
262011.02.02 19:41modify100.041.378841.373841.39144
272011.02.02 23:38close100.011.381341.373841.391442.5010019.60
282011.02.02 23:38buy110.031.378841.373841.39144
292011.02.03 04:03close110.031.378941.373841.391440.1910019.78
302011.02.03 04:25sell120.041.378380.000000.00000
312011.02.03 04:26modify120.041.378381.383381.36578
322011.02.03 09:46close120.041.378281.383381.365780.4010020.18
332011.02.03 10:00sell130.041.377450.000000.00000
342011.02.03 10:00modify130.041.377451.382451.36485
352011.02.03 12:34close130.041.377351.382451.364850.4010020.58
362011.02.03 13:32sell140.041.374190.000000.00000
372011.02.03 13:32modify140.041.374191.379191.36159
382011.02.03 13:35close140.011.371681.379191.361592.5110023.09
392011.02.03 13:35sell150.031.374191.379191.36159
402011.02.03 13:48close150.011.369181.379191.361595.0110028.10
412011.02.03 13:48sell160.021.374191.379191.36159
422011.02.03 13:59close160.011.366671.379191.361597.5210035.62
432011.02.03 13:59sell170.011.374191.379191.36159
442011.02.03 18:53close170.011.361671.379191.3615912.5210048.14
452011.02.03 22:39sell180.041.362290.000000.00000
462011.02.03 22:39modify180.041.362291.367291.34969
472011.02.04 13:31s/l180.041.367291.367291.34969-20.1810027.96
482011.02.04 13:31sell190.041.361210.000000.00000
492011.02.04 13:32modify190.041.361211.366211.34861
502011.02.04 13:39close190.011.358681.366211.348612.5310030.49
512011.02.04 13:39sell200.031.361211.366211.34861
522011.02.04 14:51close200.011.356181.366211.348615.0310035.52
532011.02.04 14:51sell210.021.361211.366211.34861
542011.02.07 02:13close210.021.361111.366211.348610.1110035.63
552011.02.07 12:52buy220.041.355360.000000.00000
562011.02.07 12:52modify220.041.355361.350361.36796
572011.02.07 13:04close220.041.355441.350361.367960.3210035.95
582011.02.07 18:42buy230.041.356860.000000.00000
592011.02.07 18:43modify230.041.356861.351861.36946
602011.02.07 20:07close230.011.359381.351861.369462.5210038.47
612011.02.07 20:07buy240.031.356861.351861.36946
622011.02.08 05:03close240.011.361861.351861.369464.9910043.46
632011.02.08 05:03buy250.021.356861.351861.36946
642011.02.08 06:55close250.011.364361.351861.369467.4910050.95
652011.02.08 06:55buy260.011.356861.351861.36946
662011.02.09 14:55close260.011.369381.351861.3694612.5010063.44
672011.02.09 15:25buy270.041.371560.000000.00000
682011.02.09 15:25modify270.041.371561.366561.38416
692011.02.09 17:12close270.041.371651.366561.384160.3610063.80
702011.02.10 02:17buy280.041.371230.000000.00000
712011.02.10 02:17modify280.041.371231.366231.38383
722011.02.10 08:07s/l280.041.366231.366231.38383-20.0010043.80
732011.02.10 10:34buy290.041.365070.000000.00000
742011.02.10 10:34modify290.041.365071.360071.37767
752011.02.10 13:13s/l290.041.360071.360071.37767-20.0010023.80
762011.02.10 13:33sell300.041.359860.000000.00000
772011.02.10 13:33modify300.041.359861.364861.34726
782011.02.10 13:37close300.041.359761.364861.347260.4010024.20
792011.02.10 13:52sell310.041.358330.000000.00000
802011.02.10 13:52modify310.041.358331.363331.34573
812011.02.10 16:50s/l310.041.363331.363331.34573-20.0010004.20
822011.02.10 18:46sell320.041.361610.000000.00000
832011.02.10 18:46modify320.041.361611.366611.34901
842011.02.10 19:59close320.011.359101.366611.349012.5110006.71
852011.02.10 19:59sell330.031.361611.366611.34901
862011.02.11 00:36close330.031.361521.366611.349010.1310006.85
872011.02.11 01:43sell340.041.357250.000000.00000
882011.02.11 01:43modify340.041.357251.362251.34465
892011.02.11 01:58close340.041.357161.362251.344650.3610007.21
902011.02.11 04:17sell350.041.357680.000000.00000
912011.02.11 04:17modify350.041.357681.362681.34508
922011.02.11 05:26close350.041.357611.362681.345080.2810007.49
932011.02.11 06:23sell360.041.355590.000000.00000
942011.02.11 06:23modify360.041.355591.360591.34299
952011.02.11 08:11close360.041.355501.360591.342990.3610007.85
962011.02.11 09:19sell370.041.353400.000000.00000
972011.02.11 09:19modify370.041.353401.358401.34080
982011.02.11 09:29close370.041.353301.358401.340800.4010008.25
992011.02.11 10:12sell380.041.351530.000000.00000
1002011.02.11 10:12modify380.041.351531.356531.33893
1012011.02.11 11:03close380.041.351491.356531.338930.1610008.41
1022011.02.14 04:09sell390.041.352960.000000.00000
1032011.02.14 04:09modify390.041.352961.357961.34036
1042011.02.14 08:26close390.011.350411.357961.340362.5510010.96
1052011.02.14 08:26sell400.031.352961.357961.34036
1062011.02.14 08:32close400.011.347911.357961.340365.0510016.01
1072011.02.14 08:32sell410.021.352961.357961.34036
1082011.02.14 10:35close410.011.345461.357961.340367.5010023.51
1092011.02.14 10:35sell420.011.352961.357961.34036
1102011.02.15 03:11close420.011.352871.357961.340360.0410023.55
1112011.02.15 21:29buy430.041.349070.000000.00000
1122011.02.15 21:29modify430.041.349071.344071.36167
1132011.02.16 00:03close430.041.349171.344071.361670.3510023.90
1142011.02.16 01:17buy440.041.351830.000000.00000
1152011.02.16 01:17modify440.041.351831.346831.36443
1162011.02.16 01:43close440.041.351931.346831.364430.4010024.30
1172011.02.16 14:49buy450.041.347940.000000.00000
1182011.02.16 14:49modify450.041.347941.342941.36054
1192011.02.16 14:57close450.041.348041.342941.360540.4010024.70
1202011.02.16 15:08buy460.041.348650.000000.00000
1212011.02.16 15:08modify460.041.348651.343651.36125
1222011.02.16 15:44close460.011.351161.343651.361252.5110027.21
1232011.02.16 15:44buy470.031.348651.343651.36125
1242011.02.16 16:29close470.011.353671.343651.361255.0210032.23
1252011.02.16 16:29buy480.021.348651.343651.36125
1262011.02.16 16:45close480.011.356161.343651.361257.5110039.74
1272011.02.16 16:45buy490.011.348651.343651.36125
1282011.02.17 15:32close490.011.361161.343651.3612512.4710052.22