Strategy Tester Report
TKC System EA
Pepperstone-Demo02 (Build 910)

SymbolEURUSD (Euro vs US Dollar)
Period30 Minutes (M30) 2012.12.02 22:00 - 2016.10.23 23:59 (2013.01.01 - 2016.10.23)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersi1="----------------- System settings"; TKCHour1=0; TKCHour2=5; MaxTKCHeight=40; TKCZone=25; TKCMargin=5; DailyHighLowMinLevel=25; ADRMinus=20; Kperiod=5; Dperiod=3; Slowing=3; Overbought=80; Oversold=20; CandleFactor=0.33; MinCandlePips=1; MaxCandlePips=50; DailyTrendMAPeriod=14; Shift=1; i2="----------------- Money management"; FixedLots=0.01; FactorLots2=3; FactorLots3=5; i3="----------------- Orders settings"; MaxTrades=100; StopLoss1=40; TakeProfit1=25; StopLoss2=75; TakeProfit2=25; StopLoss3=40; TakeProfit3=25; TrailingStop=0; BreakEven=0; Slippage=0; Magic1=2010; Magic2=2020; i5="----------------- Time filter gmt+0"; StartHour=6; EndHour=9; FridayEndHour=24; i6="----------------- Backtesting settings"; MinimumBalance=0;
Bars in test48451Ticks modelled54832661Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread9
Total net profit-96.26Gross profit171.83Gross loss-268.09
Profit factor0.64Expected payoff-1.55
Absolute drawdown130.76Maximal drawdown156.42 (15.25%)Relative drawdown15.25% (156.42)
Total trades62Short positions (won %)16 (68.75%)Long positions (won %)46 (52.17%)
Profit trades (% of total)35 (56.45%)Loss trades (% of total)27 (43.55%)
Largestprofit trade12.50loss trade-37.63
Averageprofit trade4.91loss trade-9.93
Maximumconsecutive wins (profit in money)9 (27.46)consecutive losses (loss in money)3 (-64.09)
Maximalconsecutive profit (count of wins)27.46 (9)consecutive loss (count of losses)-64.09 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.05.22 14:56buy10.011.289181.285181.29168
22013.05.22 16:12s/l10.011.285181.285181.29168-4.00996.00
32013.05.22 16:12sell20.031.285181.292681.28268
42013.05.23 01:09t/p20.031.282681.292681.282687.541003.54
52013.08.27 09:04buy30.011.334011.330011.33651
62013.08.27 13:25t/p30.011.336511.330011.336512.501006.04
72013.10.16 15:49buy40.011.348291.344291.35079
82013.10.16 16:35t/p40.011.350791.344291.350792.501008.54
92013.10.29 17:00buy50.011.374681.370681.37718
102013.10.29 20:00buy60.011.374341.370341.37684
112013.10.30 12:13t/p60.011.376841.370341.376842.491011.02
122013.10.30 12:15t/p50.011.377181.370681.377182.491013.51
132013.12.02 10:30buy70.011.355431.351431.35793
142013.12.03 12:23t/p70.011.357931.351431.357932.491016.00
152013.12.04 15:56buy80.011.355211.351211.35771
162013.12.04 17:19t/p80.011.357711.351211.357712.501018.50
172014.02.20 09:00buy90.011.369921.365921.37242
182014.02.20 15:00t/p90.011.372421.365921.372422.501021.00
192014.04.02 16:00buy100.011.376151.372151.37865
202014.04.03 12:33t/p100.011.378651.372151.378652.461023.46
212014.04.03 13:08buy110.011.373291.369291.37579
222014.04.04 12:18s/l110.011.369291.369291.37579-4.011019.45
232014.04.04 12:19sell120.031.369441.376941.36694
242014.04.08 08:33s/l120.031.376941.376941.36694-22.47996.97
252014.04.08 08:34buy130.051.377091.369591.37959
262014.04.08 12:30t/p130.051.379591.369591.3795912.501009.47
272014.04.29 13:30buy140.011.382491.378491.38499
282014.04.30 09:00s/l140.011.378491.378491.38499-4.011005.46
292014.04.30 09:00sell150.031.378111.385611.37561
302014.04.30 11:39s/l150.031.385611.385611.37561-22.50982.96
312014.04.30 11:39buy160.051.385681.378181.38818
322014.05.01 06:06t/p160.051.388181.378181.3881812.31995.26
332014.05.13 13:39buy170.011.372331.368331.37483
342014.05.15 07:39s/l170.011.368331.368331.37483-4.05991.21
352014.05.15 07:40sell180.031.368371.375871.36587
362014.05.15 09:43t/p180.031.365871.375871.365877.50998.71
372014.05.21 11:30buy190.011.367751.363751.37025
382014.05.21 16:01buy200.011.366971.362971.36947
392014.05.21 17:11s/l190.011.363751.363751.37025-4.00994.71
402014.05.21 17:11sell210.031.363571.371071.36107
412014.05.23 08:05s/l200.011.362971.362971.36947-4.05990.66
422014.05.23 09:30buy220.011.361971.357971.36447
432014.05.26 07:43t/p220.011.364471.357971.364472.49993.15
442014.05.27 16:30buy230.011.361771.357771.36427
452014.05.28 11:17t/p210.031.361071.371071.361077.591000.74
462014.05.30 14:59t/p230.011.364271.357771.364272.441003.17
472014.06.02 17:00buy240.011.359621.355621.36212
482014.06.03 11:19t/p240.011.362121.355621.362122.491005.66
492014.06.20 15:00buy250.011.357671.353671.36017
502014.06.23 02:36t/p250.011.360171.353671.360172.491008.14
512014.07.10 12:31buy260.011.361041.357041.36354
522014.07.14 07:45t/p260.011.363541.357041.363542.471010.62
532014.07.15 13:53buy270.011.359271.355271.36177
542014.07.16 07:42s/l270.011.355271.355271.36177-4.011006.61
552014.07.16 07:43sell280.031.355271.362771.35277
562014.07.16 12:30t/p280.031.352771.362771.352777.501014.11
572014.07.25 09:02buy290.011.344301.340301.34680
582014.07.25 13:31buy300.011.343591.339591.34609
592014.07.30 06:16s/l290.011.340301.340301.34680-4.041010.07
602014.07.30 06:17sell310.031.340281.347781.33778
612014.07.30 07:58s/l300.011.339591.339591.34609-4.041006.03
622014.07.30 12:30t/p310.031.337781.347781.337787.501013.53
632014.08.05 09:46buy320.011.339451.335451.34195
642014.08.06 06:03s/l320.011.335451.335451.34195-4.011009.51
652014.08.06 06:03sell330.031.335401.342901.33290
662014.08.07 17:00buy340.011.335151.331151.33765
672014.08.08 06:35t/p340.011.337651.331151.337652.491012.00
682014.08.08 14:35s/l330.031.342901.342901.33290-22.45989.55
692014.08.08 14:35buy350.051.343141.335641.34564
702014.08.12 08:18s/l350.051.335641.335641.34564-37.63951.92
712014.08.18 16:00buy360.011.335801.331801.33830
722014.08.19 13:10s/l360.011.331801.331801.33830-4.01947.91
732014.08.19 13:10sell370.031.331791.339291.32929
742014.08.19 13:30buy380.011.332781.328781.33528
752014.08.20 07:43t/p370.031.329291.339291.329297.51955.42
762014.08.20 07:44s/l380.011.328781.328781.33528-4.01951.41
772014.08.20 07:44sell390.031.328651.336151.32615
782014.08.20 18:14t/p390.031.326151.336151.326157.50958.91
792014.08.29 16:00buy400.011.314991.310991.31749
802014.08.29 17:00buy410.011.314571.310571.31707
812014.09.04 11:45s/l400.011.310991.310991.31749-4.08954.83
822014.09.04 11:45s/l410.011.310571.310571.31707-4.08950.75
832014.09.04 11:45sell420.031.309931.317431.30743
842014.09.04 11:46t/p420.031.307431.317431.307437.50958.25
852014.09.08 18:00buy430.011.290631.286631.29313
862014.09.09 08:01s/l430.011.286631.286631.29313-4.01954.24
872014.09.09 08:01sell440.031.286561.294061.28406
882014.09.09 19:24s/l440.031.294061.294061.28406-22.50931.74
892014.09.09 19:24buy450.051.293991.286491.29649
902014.09.12 16:23t/p450.051.296491.286491.2964912.18943.91
912015.01.06 13:30buy460.011.190611.186611.19311
922015.01.06 15:11t/p460.011.193111.186611.193112.50946.41
932015.01.07 13:00buy470.011.183611.179611.18611
942015.01.08 08:58s/l470.011.179611.179611.18611-4.04942.38
952015.01.08 08:58sell480.031.179521.187021.17702
962015.01.08 10:05t/p480.031.177021.187021.177027.50949.88
972015.06.04 22:30buy490.011.122551.118551.12505
982015.06.04 23:05s/l490.011.118551.118551.12505-4.00945.88
992015.06.04 23:05sell500.031.118301.125801.11580
1002015.06.05 07:01s/l500.031.125801.125801.11580-22.49923.39
1012015.06.05 07:01buy510.051.126451.118951.12895
1022015.06.05 12:30s/l510.051.118951.118951.12895-37.50885.89
1032015.10.05 17:00buy520.011.118781.114781.12128
1042015.10.06 07:31t/p520.011.121281.114781.121282.49888.37
1052015.12.15 15:03buy530.011.095951.091951.09845
1062015.12.15 16:00s/l530.011.091951.091951.09845-4.00884.37
1072015.12.15 16:00sell540.031.091861.099361.08936
1082015.12.16 19:00t/p540.031.089361.099361.089367.51891.89
1092015.12.16 21:03buy550.011.090541.086541.09304
1102015.12.16 22:12buy560.011.090481.086481.09298
1112015.12.17 01:13s/l550.011.086541.086541.09304-4.04887.85
1122015.12.17 01:13s/l560.011.086481.086481.09298-4.04883.81
1132015.12.17 01:13sell570.031.086301.093801.08380
1142015.12.17 03:35t/p570.031.083801.093801.083807.50891.31
1152016.04.01 15:00buy580.011.134501.130501.13700
1162016.04.01 15:33t/p580.011.137001.130501.137002.50893.81
1172016.04.07 12:30buy590.011.136571.132571.13907
1182016.04.07 15:04t/p590.011.139071.132571.139072.50896.31
1192016.06.02 14:41buy600.011.116411.112411.11891
1202016.06.02 15:30buy610.011.115751.111751.11825
1212016.06.03 12:30t/p600.011.118911.112411.118912.49898.80
1222016.06.03 12:30t/p610.011.118251.111751.118252.49901.28
1232016.08.24 16:31buy620.011.126241.122241.12874
1242016.08.25 08:21t/p620.011.128741.122241.128742.46903.74