Strategy Tester Report
# Emazing
InstaForex-Singapore.com (Build 418)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2012.03.01 00:00 - 2012.04.03 23:00 (2012.03.01 - 2012.04.04) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | username="JFTC"; password="yogya"; ShowInfo=true; stop_trade_now=false; Magic=10010; note="add 0 into lot will un-use its level to end"; lot1=0.05; lot2=0.1; lot3=0.2; lot4=0.4; lot5=0.8; lot6=1.6; lot7=3.2; lot8=6.4; lot9=12.8; lot10=25.6; range1=30; range2=30; range3=40; range4=40; range5=50; range6=50; range7=60; range8=60; range9=80; range10=80; opposite_trade=true; start_@_level=10; tp=5; wpr_period=10; wpr_shift=1; wpr_overbought=-70; wpr_oversold=-30; | ||||
Bars in test | 1575 | Ticks modelled | 196692 | Modelling quality | 47.20% |
Mismatched charts errors | 4 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 250.54 | Gross profit | 319.22 | Gross loss | -68.68 |
Profit factor | 4.65 | Expected payoff | 4.18 | ||
Absolute drawdown | 256.45 | Maximal drawdown | 280.35 (27.38%) | Relative drawdown | 27.38% (280.35) |
Total trades | 60 | Short positions (won %) | 25 (88.00%) | Long positions (won %) | 35 (62.86%) |
Profit trades (% of total) | 44 (73.33%) | Loss trades (% of total) | 16 (26.67%) | ||
Largest | profit trade | 107.26 | loss trade | -12.79 | |
Average | profit trade | 7.26 | loss trade | -4.29 | |
Maximum | consecutive wins (profit in money) | 20 (70.21) | consecutive losses (loss in money) | 4 (-38.16) | |
Maximal | consecutive profit (count of wins) | 125.19 (4) | consecutive loss (count of losses) | -38.16 (4) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2012.03.01 00:00 | buy | 1 | 0.05 | 1.5920 | 0.0000 | 0.0000 | ||
2 | 2012.03.01 17:38 | close | 1 | 0.05 | 1.5971 | 0.0000 | 0.0000 | 2.55 | 1002.55 |
3 | 2012.03.01 17:38 | sell | 2 | 0.05 | 1.5970 | 0.0000 | 0.0000 | ||
4 | 2012.03.02 10:36 | close | 2 | 0.05 | 1.5919 | 0.0000 | 0.0000 | 2.54 | 1005.09 |
5 | 2012.03.02 12:00 | buy | 3 | 0.05 | 1.5931 | 0.0000 | 0.0000 | ||
6 | 2012.03.02 14:07 | buy | 4 | 0.10 | 1.5900 | 0.0000 | 0.0000 | ||
7 | 2012.03.02 14:37 | buy | 5 | 0.20 | 1.5869 | 0.0000 | 0.0000 | ||
8 | 2012.03.02 22:14 | buy | 6 | 0.40 | 1.5829 | 0.0000 | 0.0000 | ||
9 | 2012.03.06 11:38 | buy | 7 | 0.80 | 1.5789 | 0.0000 | 0.0000 | ||
10 | 2012.03.06 17:39 | buy | 8 | 1.60 | 1.5738 | 0.0000 | 0.0000 | ||
11 | 2012.03.08 11:16 | close | 8 | 1.60 | 1.5805 | 0.0000 | 0.0000 | 107.26 | 1112.35 |
12 | 2012.03.08 11:16 | close | 7 | 0.80 | 1.5805 | 0.0000 | 0.0000 | 12.83 | 1125.19 |
13 | 2012.03.08 11:16 | close | 6 | 0.40 | 1.5805 | 0.0000 | 0.0000 | -9.58 | 1115.61 |
14 | 2012.03.08 11:16 | close | 5 | 0.20 | 1.5805 | 0.0000 | 0.0000 | -12.79 | 1102.82 |
15 | 2012.03.08 11:16 | close | 4 | 0.10 | 1.5805 | 0.0000 | 0.0000 | -9.49 | 1093.33 |
16 | 2012.03.08 11:16 | close | 3 | 0.05 | 1.5805 | 0.0000 | 0.0000 | -6.30 | 1087.03 |
17 | 2012.03.08 13:00 | sell | 9 | 0.05 | 1.5797 | 0.0000 | 0.0000 | ||
18 | 2012.03.08 17:38 | sell | 10 | 0.10 | 1.5828 | 0.0000 | 0.0000 | ||
19 | 2012.03.09 11:27 | close | 10 | 0.10 | 1.5784 | 0.0000 | 0.0000 | 4.38 | 1091.41 |
20 | 2012.03.09 11:27 | close | 9 | 0.05 | 1.5784 | 0.0000 | 0.0000 | 0.64 | 1092.05 |
21 | 2012.03.09 13:00 | buy | 11 | 0.05 | 1.5773 | 0.0000 | 0.0000 | ||
22 | 2012.03.09 15:37 | buy | 12 | 0.10 | 1.5742 | 0.0000 | 0.0000 | ||
23 | 2012.03.09 16:37 | buy | 13 | 0.20 | 1.5712 | 0.0000 | 0.0000 | ||
24 | 2012.03.09 17:38 | buy | 14 | 0.40 | 1.5672 | 0.0000 | 0.0000 | ||
25 | 2012.03.12 13:50 | buy | 15 | 0.80 | 1.5632 | 0.0000 | 0.0000 | ||
26 | 2012.03.13 17:38 | close | 15 | 0.80 | 1.5691 | 0.0000 | 0.0000 | 47.21 | 1139.26 |
27 | 2012.03.13 17:38 | close | 14 | 0.40 | 1.5691 | 0.0000 | 0.0000 | 7.61 | 1146.87 |
28 | 2012.03.13 17:38 | close | 13 | 0.20 | 1.5691 | 0.0000 | 0.0000 | -4.20 | 1142.67 |
29 | 2012.03.13 17:38 | close | 12 | 0.10 | 1.5691 | 0.0000 | 0.0000 | -5.10 | 1137.57 |
30 | 2012.03.13 17:38 | close | 11 | 0.05 | 1.5691 | 0.0000 | 0.0000 | -4.10 | 1133.47 |
31 | 2012.03.13 20:00 | sell | 16 | 0.05 | 1.5724 | 0.0000 | 0.0000 | ||
32 | 2012.03.14 08:28 | close | 16 | 0.05 | 1.5673 | 0.0000 | 0.0000 | 2.54 | 1136.01 |
33 | 2012.03.14 10:00 | buy | 17 | 0.05 | 1.5674 | 0.0000 | 0.0000 | ||
34 | 2012.03.14 11:37 | close | 17 | 0.05 | 1.5725 | 0.0000 | 0.0000 | 2.55 | 1138.56 |
35 | 2012.03.14 11:37 | buy | 18 | 0.05 | 1.5727 | 0.0000 | 0.0000 | ||
36 | 2012.03.14 12:40 | buy | 19 | 0.10 | 1.5697 | 0.0000 | 0.0000 | ||
37 | 2012.03.14 18:03 | buy | 20 | 0.20 | 1.5666 | 0.0000 | 0.0000 | ||
38 | 2012.03.15 19:37 | close | 20 | 0.20 | 1.5713 | 0.0000 | 0.0000 | 9.41 | 1147.97 |
39 | 2012.03.15 19:37 | close | 19 | 0.10 | 1.5713 | 0.0000 | 0.0000 | 1.60 | 1149.57 |
40 | 2012.03.15 19:37 | close | 18 | 0.05 | 1.5713 | 0.0000 | 0.0000 | -0.70 | 1148.87 |
41 | 2012.03.15 19:37 | buy | 21 | 0.05 | 1.5715 | 0.0000 | 0.0000 | ||
42 | 2012.03.16 15:19 | close | 21 | 0.05 | 1.5765 | 0.0000 | 0.0000 | 2.50 | 1151.37 |
43 | 2012.03.16 18:00 | sell | 22 | 0.05 | 1.5848 | 0.0000 | 0.0000 | ||
44 | 2012.03.19 14:37 | sell | 23 | 0.10 | 1.5878 | 0.0000 | 0.0000 | ||
45 | 2012.03.19 20:29 | sell | 24 | 0.20 | 1.5909 | 0.0000 | 0.0000 | ||
46 | 2012.03.20 10:30 | close | 24 | 0.20 | 1.5862 | 0.0000 | 0.0000 | 9.36 | 1160.73 |
47 | 2012.03.20 10:30 | close | 23 | 0.10 | 1.5862 | 0.0000 | 0.0000 | 1.58 | 1162.31 |
48 | 2012.03.20 10:30 | close | 22 | 0.05 | 1.5862 | 0.0000 | 0.0000 | -0.72 | 1161.59 |
49 | 2012.03.20 12:00 | buy | 25 | 0.05 | 1.5863 | 0.0000 | 0.0000 | ||
50 | 2012.03.20 15:14 | buy | 26 | 0.10 | 1.5833 | 0.0000 | 0.0000 | ||
51 | 2012.03.20 16:38 | close | 26 | 0.10 | 1.5877 | 0.0000 | 0.0000 | 4.40 | 1165.99 |
52 | 2012.03.20 16:38 | close | 25 | 0.05 | 1.5877 | 0.0000 | 0.0000 | 0.70 | 1166.69 |
53 | 2012.03.20 16:38 | buy | 27 | 0.05 | 1.5879 | 0.0000 | 0.0000 | ||
54 | 2012.03.20 18:02 | buy | 28 | 0.10 | 1.5848 | 0.0000 | 0.0000 | ||
55 | 2012.03.21 05:30 | close | 28 | 0.10 | 1.5892 | 0.0000 | 0.0000 | 4.40 | 1171.09 |
56 | 2012.03.21 05:30 | close | 27 | 0.05 | 1.5892 | 0.0000 | 0.0000 | 0.65 | 1171.74 |
57 | 2012.03.21 07:00 | sell | 29 | 0.05 | 1.5880 | 0.0000 | 0.0000 | ||
58 | 2012.03.21 11:29 | sell | 30 | 0.10 | 1.5911 | 0.0000 | 0.0000 | ||
59 | 2012.03.21 12:28 | close | 30 | 0.10 | 1.5867 | 0.0000 | 0.0000 | 4.40 | 1176.14 |
60 | 2012.03.21 12:28 | close | 29 | 0.05 | 1.5867 | 0.0000 | 0.0000 | 0.65 | 1176.79 |
61 | 2012.03.21 14:00 | buy | 31 | 0.05 | 1.5869 | 0.0000 | 0.0000 | ||
62 | 2012.03.21 15:29 | buy | 32 | 0.10 | 1.5839 | 0.0000 | 0.0000 | ||
63 | 2012.03.22 04:39 | close | 32 | 0.10 | 1.5883 | 0.0000 | 0.0000 | 4.40 | 1181.19 |
64 | 2012.03.22 04:39 | close | 31 | 0.05 | 1.5883 | 0.0000 | 0.0000 | 0.70 | 1181.89 |
65 | 2012.03.22 06:00 | sell | 33 | 0.05 | 1.5862 | 0.0000 | 0.0000 | ||
66 | 2012.03.22 12:17 | close | 33 | 0.05 | 1.5811 | 0.0000 | 0.0000 | 2.55 | 1184.44 |
67 | 2012.03.22 14:00 | buy | 34 | 0.05 | 1.5802 | 0.0000 | 0.0000 | ||
68 | 2012.03.23 10:26 | close | 34 | 0.05 | 1.5852 | 0.0000 | 0.0000 | 2.50 | 1186.95 |
69 | 2012.03.23 10:26 | sell | 35 | 0.05 | 1.5853 | 0.0000 | 0.0000 | ||
70 | 2012.03.23 11:36 | sell | 36 | 0.10 | 1.5883 | 0.0000 | 0.0000 | ||
71 | 2012.03.23 14:31 | close | 36 | 0.10 | 1.5838 | 0.0000 | 0.0000 | 4.50 | 1191.45 |
72 | 2012.03.23 14:31 | close | 35 | 0.05 | 1.5838 | 0.0000 | 0.0000 | 0.75 | 1192.20 |
73 | 2012.03.23 14:32 | sell | 37 | 0.05 | 1.5834 | 0.0000 | 0.0000 | ||
74 | 2012.03.23 17:42 | sell | 38 | 0.10 | 1.5864 | 0.0000 | 0.0000 | ||
75 | 2012.03.26 11:32 | close | 38 | 0.10 | 1.5820 | 0.0000 | 0.0000 | 4.38 | 1196.57 |
76 | 2012.03.26 11:32 | close | 37 | 0.05 | 1.5820 | 0.0000 | 0.0000 | 0.69 | 1197.26 |
77 | 2012.03.26 13:00 | buy | 39 | 0.05 | 1.5828 | 0.0000 | 0.0000 | ||
78 | 2012.03.26 14:02 | close | 39 | 0.05 | 1.5879 | 0.0000 | 0.0000 | 2.55 | 1199.81 |
79 | 2012.03.27 01:00 | sell | 40 | 0.05 | 1.5967 | 0.0000 | 0.0000 | ||
80 | 2012.03.27 12:10 | sell | 41 | 0.10 | 1.5998 | 0.0000 | 0.0000 | ||
81 | 2012.03.27 14:34 | close | 41 | 0.10 | 1.5954 | 0.0000 | 0.0000 | 4.40 | 1204.21 |
82 | 2012.03.27 14:34 | close | 40 | 0.05 | 1.5954 | 0.0000 | 0.0000 | 0.65 | 1204.86 |
83 | 2012.03.27 17:00 | sell | 42 | 0.05 | 1.5983 | 0.0000 | 0.0000 | ||
84 | 2012.03.28 09:37 | close | 42 | 0.05 | 1.5932 | 0.0000 | 0.0000 | 2.54 | 1207.40 |
85 | 2012.03.28 11:00 | buy | 43 | 0.05 | 1.5947 | 0.0000 | 0.0000 | ||
86 | 2012.03.28 11:33 | buy | 44 | 0.10 | 1.5917 | 0.0000 | 0.0000 | ||
87 | 2012.03.28 15:56 | buy | 45 | 0.20 | 1.5886 | 0.0000 | 0.0000 | ||
88 | 2012.03.28 17:35 | buy | 46 | 0.40 | 1.5846 | 0.0000 | 0.0000 | ||
89 | 2012.03.28 22:03 | close | 46 | 0.40 | 1.5900 | 0.0000 | 0.0000 | 21.60 | 1229.00 |
90 | 2012.03.28 22:03 | close | 45 | 0.20 | 1.5900 | 0.0000 | 0.0000 | 2.80 | 1231.80 |
91 | 2012.03.28 22:03 | close | 44 | 0.10 | 1.5900 | 0.0000 | 0.0000 | -1.70 | 1230.10 |
92 | 2012.03.28 22:03 | close | 43 | 0.05 | 1.5900 | 0.0000 | 0.0000 | -2.35 | 1227.75 |
93 | 2012.03.28 22:03 | buy | 47 | 0.05 | 1.5902 | 0.0000 | 0.0000 | ||
94 | 2012.03.29 14:05 | buy | 48 | 0.10 | 1.5871 | 0.0000 | 0.0000 | ||
95 | 2012.03.29 18:08 | close | 48 | 0.10 | 1.5915 | 0.0000 | 0.0000 | 4.40 | 1232.15 |
96 | 2012.03.29 18:08 | close | 47 | 0.05 | 1.5915 | 0.0000 | 0.0000 | 0.65 | 1232.80 |
97 | 2012.03.29 18:08 | buy | 49 | 0.05 | 1.5919 | 0.0000 | 0.0000 | ||
98 | 2012.03.30 03:45 | close | 49 | 0.05 | 1.5970 | 0.0000 | 0.0000 | 2.55 | 1235.36 |
99 | 2012.03.30 07:00 | sell | 50 | 0.05 | 1.5973 | 0.0000 | 0.0000 | ||
100 | 2012.03.30 09:46 | sell | 51 | 0.10 | 1.6003 | 0.0000 | 0.0000 | ||
101 | 2012.03.30 14:47 | sell | 52 | 0.20 | 1.6034 | 0.0000 | 0.0000 | ||
102 | 2012.03.30 16:58 | close | 52 | 0.20 | 1.5987 | 0.0000 | 0.0000 | 9.40 | 1244.76 |
103 | 2012.03.30 16:58 | close | 51 | 0.10 | 1.5987 | 0.0000 | 0.0000 | 1.60 | 1246.36 |
104 | 2012.03.30 16:58 | close | 50 | 0.05 | 1.5987 | 0.0000 | 0.0000 | -0.70 | 1245.66 |
105 | 2012.03.30 16:58 | sell | 53 | 0.05 | 1.5985 | 0.0000 | 0.0000 | ||
106 | 2012.03.30 23:47 | sell | 54 | 0.10 | 1.6016 | 0.0000 | 0.0000 | ||
107 | 2012.04.02 11:24 | sell | 55 | 0.20 | 1.6046 | 0.0000 | 0.0000 | ||
108 | 2012.04.02 16:01 | close | 55 | 0.20 | 1.6000 | 0.0000 | 0.0000 | 9.20 | 1254.86 |
109 | 2012.04.02 16:01 | close | 54 | 0.10 | 1.6000 | 0.0000 | 0.0000 | 1.58 | 1256.43 |
110 | 2012.04.02 16:01 | close | 53 | 0.05 | 1.6000 | 0.0000 | 0.0000 | -0.76 | 1255.67 |
111 | 2012.04.02 16:01 | sell | 56 | 0.05 | 1.5996 | 0.0000 | 0.0000 | ||
112 | 2012.04.02 17:13 | sell | 57 | 0.10 | 1.6026 | 0.0000 | 0.0000 | ||
113 | 2012.04.03 15:22 | close | 57 | 0.10 | 1.5982 | 0.0000 | 0.0000 | 4.38 | 1260.05 |
114 | 2012.04.03 15:22 | close | 56 | 0.05 | 1.5982 | 0.0000 | 0.0000 | 0.69 | 1260.74 |
115 | 2012.04.03 17:00 | buy | 58 | 0.05 | 1.5986 | 0.0000 | 0.0000 | ||
116 | 2012.04.03 21:01 | buy | 59 | 0.10 | 1.5955 | 0.0000 | 0.0000 | ||
117 | 2012.04.03 21:11 | buy | 60 | 0.20 | 1.5923 | 0.0000 | 0.0000 | ||
118 | 2012.04.03 23:59 | close at stop | 60 | 0.20 | 1.5912 | 0.0000 | 0.0000 | -2.20 | 1258.54 |
119 | 2012.04.03 23:59 | close at stop | 59 | 0.10 | 1.5912 | 0.0000 | 0.0000 | -4.30 | 1254.24 |
120 | 2012.04.03 23:59 | close at stop | 58 | 0.05 | 1.5912 | 0.0000 | 0.0000 | -3.70 | 1250.54 |