Strategy Tester Report
Nanningbob V5 auto-trader by Steve and Simon with trend trading.mq4
Tadawulfx-Demo (Build 226)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period4 Hours (H4) 2004.06.10 16:00 - 2010.09.17 20:00
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersgen="----General inputs----"; UseEaToManageRecoveryOnly=false; Lot=0.05; CriminalIsECN=false; ReEntryLinePips=200; ReEntryLineColour=Turquoise; BreakEvenLineColour=Yellow; StopTrading=false; Use1.1.3.3Recovery=false; Use2.4.2Recovery=false; Use1.2.4Recovery=true; bl15="-------------------------------------------------------------"; atms="----Trading methods----"; Allow1=true; Allow2=true; Allow3=true; Allow4=true; bl14="-------------------------------------------------------------"; tpi="----Take profit and stop loss inputs----"; TakeProfit=0; UseSixthsTp=false; UseBollingerTp=false; UseAtrTp=true; AtrTpPeriod=14; AtrTpTimeFrame=0; AtrTpMultiplier=3; MinimumTargetinPips=50; htp="Hidden take profit settings"; HideTakeProfitEnabled=false; HiddenTakeProfitPips=20; sli="Stop loss for catastrophic events"; EmergencyStopLoss=999; six="----Sixths inputs----"; BarCount=120; TradeZoneA=false; TradeZoneB=true; bl3="-------------------------------------------------------------"; tcm="----Trade closure module----"; wlc="White line closure"; UseWhiteLineClosure=true; MinSeparationFromBlue=15; bl4="-------------------------------------------------------------"; scf="----Scooby-doo filter----"; UseScoobs=true; FastAtr=5; SlowAtr=200; smacd="----StochasticMacdSqualou inputs----"; FastEMA=12; SlowEMA=26; SignalSMA=9; StochasticPeriod=120; OverBought=75; OverSold=25; mas="----MA inputs----"; MinSepFromBB=0.1; ttm="----Trend trading module----"; rsii="----Rsi----"; RsiPeriod=21; RsiTimeFrame=0; RsiOverbought=85; RsiOversold=15; stri="----Atr inputs----"; FastTrendAtr=5; SlowTrendAtr=200; TrendTakeProfit=0; TrendStopLoss=999; mis="----Odds and ends----"; DisplayGapSize=30; ShowAlerts=true;
Bars in test10244Ticks modelled20735928Modelling qualityn/a
Mismatched charts errors908497
Initial deposit1000.00
Total net profit-963.76Gross profit1262.08Gross loss-2225.84
Profit factor0.57Expected payoff-12.68
Absolute drawdown963.76Maximal drawdown1544.12 (97.71%)Relative drawdown97.71% (1544.12)
Total trades76Short positions (won %)57 (78.95%)Long positions (won %)19 (78.95%)
Profit trades (% of total)60 (78.95%)Loss trades (% of total)16 (21.05%)
Largestprofit trade120.36loss trade-634.59
Averageprofit trade21.03loss trade-139.12
Maximumconsecutive wins (profit in money)10 (199.70)consecutive losses (loss in money)3 (-1537.58)
Maximalconsecutive profit (count of wins)199.70 (10)consecutive loss (count of losses)-1537.58 (3)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12004.07.29 08:00sell10.05111.66121.65110.39
22004.07.30 12:00close10.05111.51121.65110.396.661006.66
32004.09.23 12:00sell20.05110.76120.75109.69
42004.09.23 20:00close20.05110.47120.75109.6913.131019.79
52004.09.27 22:29sell30.05111.23121.22110.20
62004.09.29 08:00close30.05111.07121.22110.207.061026.85
72004.10.21 01:56buy40.05108.0498.05109.07
82004.10.25 10:37modify40.05108.0498.05108.04
92004.12.28 10:25buy50.05103.0193.02103.98
102004.12.28 10:25modify50.05103.0193.02108.04
112004.12.28 10:25modify50.05103.0193.02105.53
122004.12.28 10:25modify40.05108.0498.05105.53
132005.02.08 10:33t/p40.05105.5398.05105.53-116.45910.40
142005.02.08 10:33t/p50.05105.5393.02105.53120.361030.76
152005.02.08 20:00sell60.05105.61115.60104.34
162005.02.09 12:00close60.05105.48115.60104.346.091036.85
172005.03.10 02:26buy70.05103.8593.86105.04
182005.03.14 04:00close70.05104.3993.86105.0425.911062.76
192005.03.21 17:56sell80.05105.12115.11104.10
202005.03.22 12:00close80.05104.96115.11104.107.551070.31
212005.03.23 16:00sell90.05105.65115.64104.67
222005.03.29 17:44modify90.05105.65115.64105.65
232005.03.29 20:12sell100.05107.46117.45106.50
242005.03.29 20:12modify100.05107.46117.45105.65
252005.03.29 20:12modify100.05107.46117.45106.56
262005.03.29 20:12modify90.05105.65115.64106.56
272005.04.22 09:50t/p90.05106.56115.64106.56-44.891025.42
282005.04.22 09:50t/p100.05106.56117.45106.5640.451065.87
292005.04.25 18:36buy110.05105.5995.60106.68
302005.04.26 13:53close110.05106.0195.60106.6819.831085.70
312005.05.02 01:04buy120.05105.0595.06106.16
322005.05.02 12:00close120.05105.3495.06106.1613.761099.46
332005.05.04 14:31buy130.05104.2994.30105.23
342005.05.06 08:00close130.05104.6494.30105.2316.811116.27
352005.05.13 12:56sell140.05106.93116.92105.70
362005.05.16 21:54close140.05106.92116.92105.700.401116.67
372005.05.18 12:54sell150.05107.68117.67106.55
382005.05.18 20:00close150.05107.01117.67106.5531.311147.98
392005.06.14 04:00sell160.05109.44119.43108.37
402005.06.15 08:00close160.05109.19119.43108.3711.381159.36
412005.06.30 04:00sell170.05110.42120.41109.54
422005.07.06 18:30modify170.05110.42120.41110.42
432005.07.07 05:14sell180.05112.22122.21111.33
442005.07.07 05:14modify180.05112.22122.21110.42
452005.07.07 05:14modify180.05112.22122.21111.32
462005.07.07 05:14modify170.05110.42120.41111.32
472005.07.12 06:33t/p170.05111.32120.41111.32-41.101118.26
482005.07.12 06:33t/p180.05111.32122.21111.3240.211158.47
492005.08.04 02:31buy190.05110.88100.89112.08
502005.08.04 16:00close190.05111.39100.89112.0822.891181.36
512005.08.11 17:58buy200.05109.8999.90111.02
522005.08.17 12:00close200.05109.9599.90111.022.821184.18
532005.08.31 09:49sell210.05111.42121.41110.53
542005.08.31 18:02t/p210.05110.53121.41110.5340.261224.44
552005.09.19 10:31sell220.05111.40121.39110.45
562005.09.20 08:08close220.05111.33121.39110.453.071227.52
572005.09.21 01:10sell230.05111.94121.93111.08
582005.09.21 13:58close230.05111.19121.93111.0833.731261.25
592005.09.26 04:00sell240.05112.40122.39111.44
602005.09.27 00:00close240.05112.20122.39111.448.841270.09
612005.09.27 00:13sell250.05112.32122.31111.43
622005.10.03 02:34modify250.05112.32122.31112.32
632005.10.04 00:00sell260.05114.14124.13113.17
642005.10.04 00:00modify260.05114.14124.13112.32
652005.10.04 00:00modify260.05114.14124.13113.23
662005.10.04 00:00modify250.05112.32122.31113.23
672005.10.06 18:35t/p250.05113.23122.31113.23-40.931229.15
682005.10.06 18:35t/p260.05113.23124.13113.2339.911269.06
692005.10.19 08:00sell270.05115.74125.73114.91
702005.10.19 17:12close270.05115.65125.73114.913.891272.95
712005.10.19 17:12sell280.05115.63125.62114.77
722005.10.19 17:17close280.05115.62125.62114.770.431273.38
732005.11.01 20:00sell290.05116.62126.61115.92
742005.11.14 10:33modify290.05116.62126.61116.62
752005.11.16 12:00sell300.05119.44129.43118.48
762005.11.16 12:00modify300.05119.44129.43116.62
772005.11.16 12:00modify300.05119.44129.43118.03
782005.11.16 12:00modify290.05116.62126.61118.03
792005.12.14 13:57t/p290.05118.03126.61118.03-62.671210.71
802005.12.14 13:57t/p300.05118.03129.43118.0357.811268.52
812005.12.16 02:36buy310.05115.64105.65117.93
822005.12.19 08:00close310.05116.49105.65117.9336.501305.02
832006.01.27 13:44sell320.05116.64126.63115.30
842006.02.02 05:54modify320.05116.64126.63116.64
852006.02.02 19:37sell330.05118.44128.43117.13
862006.02.02 20:00modify330.05118.44128.43116.64
872006.02.02 20:00modify330.05118.44128.43117.54
882006.02.02 20:00modify320.05116.64126.63117.54
892006.02.10 10:27t/p320.05117.54126.63117.54-39.241265.78
902006.02.10 10:27t/p330.05117.54128.43117.5437.731303.51
912006.03.07 18:34sell340.05117.78127.77116.63
922006.03.08 08:12close340.05117.59127.77116.638.011311.53
932006.03.08 16:00sell350.05117.98127.97116.94
942006.03.09 12:00close350.05117.27127.97116.9430.061341.59
952006.03.10 12:00sell360.05118.28128.27116.98
962006.03.14 13:15close360.05118.27128.27116.980.281341.87
972006.03.17 14:29buy370.05115.90105.91117.10
982006.03.21 01:12close370.05116.38105.91117.1020.671362.54
992006.04.10 21:17sell380.05118.49128.48117.55
1002006.04.12 01:11close380.05118.09128.48117.5516.801379.34
1012006.04.13 10:36sell390.05118.50128.49117.58
1022006.04.17 02:28close390.05118.15128.49117.5814.671394.02
1032006.05.25 04:00sell400.05112.73122.72110.95
1042006.05.25 20:00close400.05111.89122.72110.9537.541431.56
1052006.06.07 20:00sell410.05113.44123.43112.16
1062006.06.13 18:25modify410.05113.44123.43113.44
1072006.06.25 23:00sell420.05116.50126.49115.41
1082006.06.25 23:00modify420.05116.50126.49113.44
1092006.06.25 23:00modify420.05116.50126.49114.97
1102006.06.25 23:00modify410.05113.44123.43114.97
1112006.06.29 22:36t/p410.05114.97123.43114.97-68.181363.37
1122006.06.29 22:36t/p420.05114.97126.49114.9766.131429.50
1132006.07.14 04:00sell430.05115.74125.73114.67
1142006.07.18 18:32modify430.05115.74125.73115.74
1152006.07.18 20:54sell440.05117.54127.53116.64
1162006.07.18 20:54modify440.05117.54127.53115.74
1172006.07.18 20:54modify440.05117.54127.53116.64
1182006.07.18 20:54modify430.05115.74125.73116.64
1192006.07.20 02:36t/p430.05116.64125.73116.64-38.991390.51
1202006.07.20 02:36t/p440.05116.64127.53116.6438.311428.82
1212006.08.14 17:53sell450.05116.54126.53115.58
1222006.08.15 14:36close450.05115.94126.53115.5825.811454.63
1232006.08.28 01:44sell460.05117.25127.24116.51
1242006.08.28 12:00close460.05117.03127.24116.519.401464.03
1252006.09.12 06:26sell470.05117.51127.50116.58
1262006.09.13 18:25close470.05117.50127.50116.580.361464.39
1272006.09.28 21:16sell480.05117.84127.83117.02
1282006.10.02 16:00close480.05117.82127.83117.020.711465.10
1292006.10.09 12:00sell490.05119.07129.06118.23
1302006.10.16 14:36close490.05119.06129.06118.23-0.061465.04
1312006.11.24 10:31buy500.05115.76105.77116.75
1322006.11.27 12:00close500.05116.06105.77116.7512.941477.99
1332006.12.12 18:37sell510.05117.18127.17115.89
1342006.12.26 14:35modify510.05117.18127.17117.18
1352007.01.12 04:12sell520.05120.51130.50119.69
1362007.01.12 04:12modify520.05120.51130.50117.18
1372007.01.12 04:12modify520.05120.51130.50118.85
1382007.01.12 04:12modify510.05117.18127.17118.85
1392007.02.27 14:29t/p510.05118.85127.17118.85-75.531402.45
1402007.02.27 14:29t/p520.05118.85130.50118.8566.831469.28
1412007.02.28 14:37buy530.05118.06108.07119.78
1422007.03.05 00:22modify530.05118.06108.07118.06
1432007.03.09 14:26t/p530.05118.06108.07118.060.251469.53
1442007.04.04 02:36sell540.05118.69128.68117.76
1452007.04.05 00:00close540.05118.67128.68117.760.631470.17
1462007.04.05 00:00sell550.05118.65128.64117.84
1472007.04.05 02:27close550.05118.64128.64117.840.421470.59
1482007.04.06 21:46sell560.05119.30129.29118.59
1492007.04.10 04:00close560.05118.85129.29118.5918.791489.38
1502007.04.30 09:53sell570.05119.64129.63118.47
1512007.05.21 13:17modify570.05119.64129.63119.64
1522007.05.21 13:17sell580.05121.44131.43120.80
1532007.05.21 13:17modify580.05121.44131.43119.64
1542007.05.21 13:17modify580.05121.44131.43120.54
1552007.05.21 13:17modify570.05119.64129.63120.54
1562007.06.15 09:45sell590.10123.24133.23122.52
1572007.06.15 09:45modify590.10123.24133.23120.54
1582007.06.15 09:45modify590.10123.24133.23121.89
1592007.06.15 09:45modify580.05121.44131.43121.89
1602007.06.15 09:45modify570.05119.64129.63121.89
1612007.07.10 21:18t/p570.05121.89129.63121.89-97.161392.22
1622007.07.10 21:18t/p580.05121.89131.43121.89-21.881370.33
1632007.07.10 21:18t/p590.10121.89133.23121.89107.611477.94
1642007.07.24 14:27buy600.05120.55110.56121.98
1652007.07.26 04:00close600.05120.56110.56121.980.501478.45
1662007.08.17 11:29buy610.05113.21103.22117.13
1672007.08.17 21:53close610.05114.28103.22117.1346.811525.26
1682007.09.19 04:04sell620.05115.98125.97114.75
1692007.09.20 06:28close620.05115.83125.97114.756.271531.53
1702007.09.28 00:00sell630.05115.57125.56114.52
1712007.09.28 04:00close630.05115.06125.56114.5222.161553.69
1722007.10.04 00:54sell640.05116.53126.52115.64
1732007.10.05 00:00close640.05116.38126.52115.646.371560.06
1742007.10.05 18:25sell650.05116.87126.86115.91
1752007.10.09 18:35close650.05116.86126.86115.910.291560.35
1762007.10.19 18:33buy660.05114.93104.94116.42
1772007.10.23 14:34close660.05114.94104.94116.420.491560.84
1782007.11.09 09:48buy670.05111.88101.89113.87
1792007.11.12 05:58modify670.05111.88101.89111.88
1802007.12.11 02:28t/p670.05111.88101.89111.880.681561.52
1812007.12.11 02:28sell680.05111.88121.87111.04
1822007.12.11 20:06close680.05111.69121.87111.048.511570.03
1832007.12.14 08:00sell690.05112.31122.30110.89
1842007.12.21 18:33modify690.05112.31122.30112.31
1852007.12.25 20:00sell700.05114.13124.12113.33
1862007.12.25 20:01modify700.05114.13124.12112.31
1872007.12.25 20:01modify700.05114.13124.12113.22
1882007.12.25 20:01modify690.05112.31122.30113.22
1892007.12.28 05:48t/p690.05113.22122.30113.22-41.151528.89
1902007.12.28 05:48t/p700.05113.22124.12113.2239.851568.73
1912008.01.02 16:15buy710.05110.70100.71112.26
1922008.01.03 09:56modify710.05110.70100.71110.70
1932008.02.14 04:00sell720.05108.11118.10107.08
1942008.02.14 04:00modify720.05108.11118.10107.80
1952008.02.14 08:00modify720.05108.11118.10107.81
1962008.02.14 12:00modify720.05108.11118.10107.86
1972008.02.14 16:00modify720.05108.11118.10108.00
1982008.02.14 18:26t/p720.05108.00118.10108.005.091573.82
1992008.02.14 20:01sell730.05107.94117.93106.81
2002008.02.14 20:03modify730.05107.94117.93107.94
2012008.02.14 21:55t/p730.05107.94117.93107.940.001573.82
2022008.02.14 21:55sell740.05107.91117.90106.74
2032008.02.14 22:14modify740.05107.91117.90107.91
2042008.02.14 22:24t/p740.05107.91117.90107.910.001573.82
2052008.02.27 19:31buy750.05106.4496.45107.66
2062008.02.27 19:31modify750.05106.4496.45110.70
2072008.02.27 19:31modify750.05106.4496.45108.57
2082008.02.27 19:31modify710.05110.70100.71108.57
2092008.02.29 02:36buy760.10104.6494.65106.08
2102008.02.29 02:36modify760.10104.6494.65108.57
2112008.02.29 02:36modify760.10104.6494.65106.61
2122008.02.29 02:36modify750.05106.4496.45106.61
2132008.02.29 02:36modify710.05110.70100.71106.61
2142008.03.13 05:13s/l710.05100.71100.71106.61-494.311079.51
2152008.03.13 08:00modify760.10104.6494.65105.24
2162008.03.13 08:00modify750.05106.4496.45105.24
2172008.03.16 23:00close at stop760.1098.3994.65105.24-634.59444.92
2182008.03.16 23:00close at stop750.0598.3996.45105.24-408.6836.24