*Strategy Tester Report* *Pinbar-Shmen* *FXDD-MT4 Live Server (Build 225)* Symbol EURUSD (Euro vs. United States Dollar) Period 1 Hour (H1) 1999.10.07 06:00 - 2009.11.05 23:00 (1998.11.06 - 2009.11.06) Model Every tick (the most precise method based on all available least timeframes) Parameters a3=0.05; a5=0.3; ae11=1.3; ae21=1.3; ae31=0.8; a11=0.7; a21=0.7; a41=0.6; s1=2; t1=0.75; a1btf=0; a2btf=0; a4btf=0; ae1btf=0; ae2btf=0; ae3btf=0; b1=5; b2=20; rn1=25; rn2=25; cp=0; cp2=0; mrn=50; magicnum=66666; b1b=1; en=1; b2b=0; b4b=0; en4b=0; b8b=0; space=1; bs=15; btfb=0; sb1=0; sb2=0; sb3=0; sbc=0; btsb1=0; btsb2=0; btsb3=0; btsbc=0; rsip=0; rsia=0; rsipbtf=0; rsiabtf=0; map=0; rsidl=18; rsidp=6; lotsize=100; rnflip=50; rsim=0; ck=true; del=false; rev=false; btf=false; maf=false; rsi=false; rsibtf=false; btft=false; divergence=true; wholenumber=true; consecutive_losses_Note=""; Bars in test 62793 Ticks modelled 29435675 Modelling quality 89.86% Mismatched charts errors 0 Initial deposit 50000.00 Total net profit 521.23 Gross profit 673.53 Gross loss -152.30 Profit factor 4.42 Expected payoff 14.48 Absolute drawdown 63.07 Maximal drawdown 151.80 (0.30%) Relative drawdown 0.30% (151.80) Total trades 36 Short positions (won %) 19 (94.74%) Long positions (won %) 17 (94.12%) Profit trades (% of total) 34 (94.44%) Loss trades (% of total) 2 (5.56%) Largest profit trade 34.40 loss trade -77.50 Average profit trade 19.81 loss trade -76.15 Maximum consecutive wins (profit in money) 27 (513.90) consecutive losses (loss in money) 1 (-77.50) Maximal consecutive profit (count of wins) 513.90 (27) consecutive loss (count of losses) -77.50 (1) Average consecutive wins 11 consecutive losses 1 Graph # Time Type Order Size Price S / L T / P Profit Balance 1 2000.03.06 10:00 buy stop 1 0.23 0.9608 0.9572 0.9616 2 2000.03.06 10:05 buy 1 0.23 0.9608 0.9572 0.9616 3 2000.03.06 10:07 t/p 1 0.23 0.9616 0.9572 0.9616 18.40 50018.40 4 2000.05.23 10:00 sell stop 2 0.14 0.9039 0.9103 0.9034 5 2000.05.23 11:05 delete 2 0.14 0.9039 0.9103 0.9034 6 2000.06.06 11:00 sell stop 3 0.22 0.9464 0.9503 0.9458 7 2000.06.06 11:00 sell 3 0.22 0.9464 0.9503 0.9458 8 2000.06.06 12:01 t/p 3 0.22 0.9458 0.9503 0.9458 13.20 50031.60 9 2000.08.09 09:00 buy stop 4 0.31 0.9011 0.8986 0.9018 10 2000.08.09 09:00 buy 4 0.31 0.9011 0.8986 0.9018 11 2000.08.09 09:57 s/l 4 0.31 0.8986 0.8986 0.9018 -77.50 49954.10 12 2000.09.11 03:01 buy stop 5 0.13 0.8672 0.8611 0.8689 13 2000.09.11 03:01 delete 5 0.13 0.8672 0.8611 0.8689 14 2000.09.11 03:01 buy stop 6 0.13 0.8672 0.8611 0.8689 15 2000.09.11 03:07 buy 6 0.13 0.8672 0.8611 0.8689 16 2000.09.11 04:09 t/p 6 0.13 0.8689 0.8611 0.8689 22.10 49976.20 17 2000.10.27 16:00 sell stop 7 0.22 0.8318 0.8353 0.8308 18 2000.10.27 16:59 delete 7 0.22 0.8318 0.8353 0.8308 19 2000.12.06 19:00 sell stop 8 0.23 0.8839 0.8878 0.8834 20 2000.12.06 19:15 delete 8 0.23 0.8839 0.8878 0.8834 21 2001.04.27 09:00 sell stop 9 0.20 0.9022 0.9058 0.9009 22 2001.04.27 09:06 sell 9 0.20 0.9022 0.9058 0.9009 23 2001.04.27 09:16 t/p 9 0.20 0.9009 0.9058 0.9009 26.00 50002.20 24 2001.08.13 17:00 sell stop 10 0.22 0.8972 0.9003 0.8957 25 2001.08.13 17:58 sell 10 0.22 0.8972 0.9003 0.8957 26 2001.08.14 09:37 t/p 10 0.22 0.8957 0.9003 0.8957 32.73 50034.93 27 2001.09.21 17:00 buy stop 11 0.16 0.9178 0.9126 0.9190 28 2001.09.21 17:43 delete 11 0.16 0.9178 0.9126 0.9190 29 2001.10.04 17:00 buy stop 12 0.23 0.9157 0.9124 0.9167 30 2001.10.04 17:30 buy 12 0.23 0.9157 0.9124 0.9167 31 2001.10.04 21:43 t/p 12 0.23 0.9167 0.9124 0.9167 23.00 50057.93 32 2001.10.30 13:00 sell stop 13 0.27 0.9037 0.9069 0.9032 33 2001.10.30 13:45 delete 13 0.27 0.9037 0.9069 0.9032 34 2001.11.01 18:00 sell stop 14 0.22 0.9069 0.9103 0.9058 35 2001.11.01 18:00 sell 14 0.22 0.9069 0.9103 0.9058 36 2001.11.01 18:02 t/p 14 0.22 0.9058 0.9103 0.9058 24.20 50082.13 37 2002.05.30 17:00 sell stop 15 0.22 0.9369 0.9403 0.9358 38 2002.05.30 17:08 sell 15 0.22 0.9369 0.9403 0.9358 39 2002.05.30 19:06 s/l 15 0.22 0.9403 0.9403 0.9358 -74.80 50007.33 40 2002.09.10 16:00 buy stop 16 0.22 0.9754 0.9720 0.9766 41 2002.09.10 16:12 buy 16 0.22 0.9754 0.9720 0.9766 42 2002.09.11 09:51 t/p 16 0.22 0.9766 0.9720 0.9766 26.40 50033.73 43 2003.01.29 12:00 sell stop 17 0.22 1.0868 1.0904 1.0859 44 2003.01.29 13:24 sell 17 0.22 1.0868 1.0904 1.0859 45 2003.01.29 15:31 t/p 17 0.22 1.0859 1.0904 1.0859 19.80 50053.53 46 2003.02.07 16:00 buy stop 18 0.15 1.0804 1.0747 1.0815 47 2003.02.07 16:54 buy 18 0.15 1.0804 1.0747 1.0815 48 2003.02.07 17:06 t/p 18 0.15 1.0815 1.0747 1.0815 16.50 50070.03 49 2003.02.24 10:00 buy stop 19 0.20 1.0754 1.0716 1.0765 50 2003.02.24 10:19 buy 19 0.20 1.0754 1.0716 1.0765 51 2003.02.24 10:20 t/p 19 0.20 1.0765 1.0716 1.0765 22.00 50092.03 52 2003.03.06 15:00 buy stop 20 0.14 1.0978 1.0923 1.0992 53 2003.03.06 15:35 buy 20 0.14 1.0978 1.0923 1.0992 54 2003.03.06 15:53 t/p 20 0.14 1.0992 1.0923 1.0992 19.60 50111.63 55 2003.05.27 07:00 sell stop 21 0.23 1.1841 1.1878 1.1834 56 2003.05.27 07:02 sell 21 0.23 1.1841 1.1878 1.1834 57 2003.05.27 07:03 t/p 21 0.23 1.1834 1.1878 1.1834 16.10 50127.73 58 2003.09.08 17:00 buy stop 22 0.17 1.1107 1.1059 1.1117 59 2003.09.08 17:03 buy 22 0.17 1.1107 1.1059 1.1117 60 2003.09.08 17:31 t/p 22 0.17 1.1117 1.1059 1.1117 17.00 50144.73 61 2003.10.06 09:00 buy stop 23 0.17 1.1578 1.1530 1.1589 62 2003.10.06 09:18 buy 23 0.17 1.1578 1.1530 1.1589 63 2003.10.06 10:06 t/p 23 0.17 1.1589 1.1530 1.1589 18.70 50163.43 64 2003.12.30 17:00 sell stop 24 0.23 1.2496 1.2526 1.2482 65 2003.12.30 17:10 delete 24 0.23 1.2496 1.2526 1.2482 66 2004.07.16 04:00 buy stop 25 0.15 1.2378 1.2326 1.2391 67 2004.07.16 06:49 buy 25 0.15 1.2378 1.2326 1.2391 68 2004.07.16 14:48 t/p 25 0.15 1.2391 1.2326 1.2391 19.50 50182.93 69 2005.09.29 15:15 sell 26 0.22 1.2010 1.2053 1.2008 70 2005.09.29 16:45 t/p 26 0.22 1.2008 1.2053 1.2008 4.40 50187.33 71 2006.01.16 02:00 sell stop 27 0.23 1.2147 1.2179 1.2136 72 2006.01.16 03:30 sell 27 0.23 1.2147 1.2179 1.2136 73 2006.01.16 08:37 t/p 27 0.23 1.2136 1.2179 1.2136 25.30 50212.63 74 2006.05.19 16:00 buy stop 28 0.18 1.2758 1.2709 1.2765 75 2006.05.19 16:27 delete 28 0.18 1.2758 1.2709 1.2765 76 2006.08.23 17:00 sell stop 29 0.22 1.2787 1.2828 1.2783 77 2006.08.23 17:02 sell 29 0.22 1.2787 1.2828 1.2783 78 2006.08.23 17:03 t/p 29 0.22 1.2783 1.2828 1.2783 8.80 50221.43 79 2007.01.30 03:00 sell stop 30 0.25 1.2942 1.2971 1.2931 80 2007.01.30 04:01 delete 30 0.25 1.2942 1.2971 1.2931 81 2007.05.03 15:00 sell stop 31 0.43 1.3588 1.3603 1.3580 82 2007.05.03 15:01 sell 31 0.43 1.3588 1.3603 1.3580 83 2007.05.03 15:28 t/p 31 0.43 1.3580 1.3603 1.3580 34.40 50255.83 84 2007.07.30 22:00 sell stop 32 0.39 1.3685 1.3707 1.3681 85 2007.07.31 00:09 delete 32 0.39 1.3685 1.3707 1.3681 86 2007.10.04 09:00 buy stop 33 0.26 1.4108 1.4080 1.4118 87 2007.10.04 10:44 buy 33 0.26 1.4108 1.4080 1.4118 88 2007.10.04 11:09 t/p 33 0.26 1.4118 1.4080 1.4118 26.00 50281.83 89 2007.11.30 11:06 buy 34 0.22 1.4765 1.4722 1.4768 90 2007.11.30 12:15 t/p 34 0.22 1.4768 1.4722 1.4768 6.60 50288.43 91 2007.12.11 10:00 sell stop 35 0.21 1.4717 1.4753 1.4706 92 2007.12.11 10:00 delete 35 0.21 1.4717 1.4753 1.4706 93 2007.12.11 10:00 sell stop 36 0.21 1.4717 1.4753 1.4706 94 2007.12.11 10:01 sell 36 0.21 1.4717 1.4753 1.4706 95 2007.12.11 10:05 t/p 36 0.21 1.4706 1.4753 1.4706 23.10 50311.53 96 2008.02.27 10:00 sell stop 37 0.21 1.5015 1.5057 1.5010 97 2008.02.27 10:43 delete 37 0.21 1.5015 1.5057 1.5010 98 2008.04.10 11:00 sell stop 38 0.13 1.5831 1.5885 1.5810 99 2008.04.10 11:06 delete 38 0.13 1.5831 1.5885 1.5810 100 2008.05.16 12:00 sell stop 39 0.15 1.5472 1.5524 1.5459 101 2008.05.16 12:01 sell 39 0.15 1.5472 1.5524 1.5459 102 2008.05.16 12:51 t/p 39 0.15 1.5459 1.5524 1.5459 19.50 50331.03 103 2008.07.14 01:00 sell stop 40 0.12 1.5905 1.5967 1.5886 104 2008.07.14 01:58 sell 40 0.12 1.5905 1.5967 1.5886 105 2008.07.14 02:19 t/p 40 0.12 1.5886 1.5967 1.5886 22.80 50353.83 106 2008.10.06 22:00 buy stop 41 0.09 1.3530 1.3440 1.3557 107 2008.10.06 22:14 buy 41 0.09 1.3530 1.3440 1.3557 108 2008.10.07 05:48 t/p 41 0.09 1.3557 1.3440 1.3557 24.30 50378.13 109 2008.12.01 04:00 buy stop 42 0.15 1.2670 1.2619 1.2685 110 2008.12.01 04:41 buy 42 0.15 1.2670 1.2619 1.2685 111 2008.12.01 06:40 t/p 42 0.15 1.2685 1.2619 1.2685 22.50 50400.63 112 2009.02.10 19:00 sell stop 43 0.07 1.2939 1.3055 1.2919 113 2009.02.10 19:36 sell 43 0.07 1.2939 1.3055 1.2919 114 2009.02.10 20:08 t/p 43 0.07 1.2919 1.3055 1.2919 14.00 50414.63 115 2009.03.02 15:31 buy 44 0.16 1.2608 1.2550 1.2611 116 2009.03.02 15:31 t/p 44 0.16 1.2611 1.2550 1.2611 4.80 50419.43 117 2009.03.18 09:00 sell stop 45 0.17 1.3021 1.3067 1.3010 118 2009.03.18 09:11 sell 45 0.17 1.3021 1.3067 1.3010 119 2009.03.18 09:47 t/p 45 0.17 1.3010 1.3067 1.3010 18.70 50438.13 120 2009.04.20 17:00 buy stop 46 0.19 1.2928 1.2887 1.2939 121 2009.04.20 17:06 buy 46 0.19 1.2928 1.2887 1.2939 122 2009.04.20 21:20 t/p 46 0.19 1.2939 1.2887 1.2939 20.90 50459.03 123 2009.05.04 20:00 sell stop 47 0.26 1.3371 1.3400 1.3362 124 2009.05.04 20:03 delete 47 0.26 1.3371 1.3400 1.3362 125 2009.06.24 14:00 sell stop 48 0.11 1.4003 1.4079 1.3987 126 2009.06.24 17:48 sell 48 0.11 1.4003 1.4079 1.3987 127 2009.06.24 18:16 t/p 48 0.11 1.3987 1.4079 1.3987 17.60 50476.63 128 2009.08.17 10:00 buy stop 49 0.19 1.4156 1.4113 1.4165 129 2009.08.17 10:06 delete 49 0.19 1.4156 1.4113 1.4165 130 2009.09.25 13:00 sell stop 50 0.26 1.4689 1.4723 1.4685 131 2009.09.25 13:01 sell 50 0.26 1.4689 1.4723 1.4685 132 2009.09.25 13:04 t/p 50 0.26 1.4685 1.4723 1.4685 10.40 50487.03 133 2009.10.23 04:00 sell stop 51 0.19 1.5027 1.5063 1.5009 134 2009.10.23 04:41 sell 51 0.19 1.5027 1.5063 1.5009 135 2009.10.23 09:20 t/p 51 0.19 1.5009 1.5063 1.5009 34.20 50521.23