Strategy Tester Report

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