Strategy Tester: moneymaker
Nicholas Engleman
2007-02-14T22:52:31Z
10.6735
9210
18120
480
45
False
False
| Strategy Tester Report |
| moneymaker |
|
| Symbol |
GBPUSDm (Great Britain Pound vs US Dollar) |
| Period |
1 Hour (H1) 2006.10.15 22:00 - 2007.02.13 00:00 (2006.10.14 - 2007.02.13) |
| Model |
Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters |
General_Settings="---------- General Settings"; fastma=44; slowma=79; currency_momentum=43; trend_momentum=28; maxpipfromEMA=26; trending=7; risk_percent=0.1; Stop_Settings="---------- Stop Settings"; use_stop=true; buy_maxhoursNeg=53; buy_maxpipsNeg=68; sell_maxhoursNeg=68; sell_maxpipsNeg=87; Spike_Settings="---------- Spike Settings"; use_spike=true; SpikeHeight=56; |
|
| Bars in test |
2971 |
Ticks modelled |
512681 |
Modelling quality |
0.89929999999999999 |
|
| Initial deposit |
200 |
|
|
|
|
| Total net profit |
4682.86 |
Gross profit |
4833.38 |
Gross loss |
-150.52 |
| Profit factor |
32.11 |
Expected payoff |
292.68 |
|
|
| Absolute drawdown |
0 |
Maximal drawdown |
93.57 (7.90%) |
Relative drawdown |
14.18% (56.95) |
|
| Total trades |
16 |
Short positions (won %) |
9 (66.67%) |
Long positions (won %) |
7 (85.71%) |
|
Profit trades (% of total) |
12 (75.00%) |
Loss trades (% of total) |
4 (25.00%) |
| Largest |
profit trade |
1379.56 |
loss trade |
-82.32 |
| Average |
profit trade |
402.78 |
loss trade |
-37.63 |
| Maximum |
consecutive wins (profit in money) |
5 (3792.51) |
consecutive losses (loss in money) |
2 (-93.57) |
| Maximal |
consecutive profit (count of wins) |
3792.51 (5) |
consecutive loss (count of losses) |
-93.57 (2) |
| Average |
consecutive wins |
4 |
consecutive losses |
2 |
|
|
|
|
|
|
|
|
|
|
|
| # |
Time |
Type |
Order |
Lots |
Price |
S / L |
T / P |
Profit |
Balance |
| 1 |
2006.10.16 08:00 |
buy |
1 |
0.4 |
1.8596999999999999 |
0 |
0 |
|
| 2 |
2006.10.18 18:00 |
close |
1 |
0.4 |
1.8669 |
0 |
0 |
28.71 |
228.71 |
| 3 |
2006.10.19 07:00 |
buy |
2 |
0.45 |
1.8697999999999999 |
0 |
0 |
|
| 4 |
2006.10.23 09:00 |
close |
2 |
0.45 |
1.8752 |
0 |
0 |
24.2 |
252.9 |
| 5 |
2006.10.24 17:00 |
buy |
3 |
0.5 |
1.875 |
0 |
0 |
|
| 6 |
2006.11.02 07:00 |
close |
3 |
0.5 |
1.9049 |
0 |
0 |
148.87 |
401.77 |
| 7 |
2006.11.08 15:00 |
sell |
4 |
0.8 |
1.9017999999999999 |
0 |
0 |
|
| 8 |
2006.11.09 09:00 |
close |
4 |
0.8 |
1.9076 |
0 |
0 |
-46.3 |
355.47 |
| 9 |
2006.11.09 13:00 |
sell |
5 |
0.71 |
1.9044000000000001 |
0 |
0 |
|
| 10 |
2006.11.09 20:00 |
close |
5 |
0.71 |
1.9058999999999999 |
0 |
0 |
-10.65 |
344.82 |
| 11 |
2006.11.13 10:00 |
sell |
6 |
0.68 |
1.9067000000000001 |
0 |
0 |
|
| 12 |
2006.11.17 15:00 |
close |
6 |
0.68 |
1.8915 |
0 |
0 |
103.52 |
448.34 |
| 13 |
2006.11.17 15:00 |
buy |
7 |
0.89 |
1.8915999999999999 |
0 |
0 |
|
| 14 |
2006.11.29 21:00 |
close |
7 |
0.89 |
1.9443999999999999 |
0 |
0 |
468.9 |
917.24 |
| 15 |
2006.12.05 16:00 |
sell |
8 |
1.83 |
1.9704999999999999 |
0 |
0 |
|
| 16 |
2006.12.11 19:00 |
close |
8 |
1.83 |
1.9576 |
0 |
0 |
236.51 |
1153.75 |
| 17 |
2006.12.22 16:06 |
sell |
9 |
2.3 |
1.9609000000000001 |
0 |
0 |
|
| 18 |
2006.12.27 06:00 |
close |
9 |
2.3 |
1.9596 |
0 |
0 |
30.18 |
1183.92 |
| 19 |
2006.12.27 17:00 |
sell |
10 |
2.36 |
1.9564999999999999 |
0 |
0 |
|
| 20 |
2006.12.28 11:00 |
close |
10 |
2.36 |
1.96 |
0 |
0 |
-82.32 |
1101.61 |
| 21 |
2006.12.28 11:00 |
buy |
11 |
2.2 |
1.9599 |
0 |
0 |
|
| 22 |
2006.12.29 15:00 |
close |
11 |
2.2 |
1.9594 |
0 |
0 |
-11.25 |
1090.35 |
| 23 |
2007.01.03 11:00 |
sell |
12 |
2.18 |
1.9626999999999999 |
0 |
0 |
|
| 24 |
2007.01.08 18:00 |
close |
12 |
2.18 |
1.9377 |
0 |
0 |
545.44 |
1635.79 |
| 25 |
2007.01.11 10:00 |
buy |
13 |
3.27 |
1.9396 |
0 |
0 |
|
| 26 |
2007.01.16 17:00 |
close |
13 |
3.27 |
1.9601999999999999 |
0 |
0 |
672.49 |
2308.28 |
| 27 |
2007.01.17 09:42 |
buy |
14 |
4.61 |
1.9641999999999999 |
0 |
0 |
|
| 28 |
2007.01.22 10:00 |
close |
14 |
4.61 |
1.972 |
0 |
0 |
356.93 |
2665.21 |
| 29 |
2007.01.24 07:00 |
sell |
15 |
5.33 |
1.9775 |
0 |
0 |
|
| 30 |
2007.01.30 00:00 |
close |
15 |
5.33 |
1.9618 |
0 |
0 |
838.09 |
3503.3 |
| 31 |
2007.02.08 09:00 |
sell |
16 |
7 |
1.9668000000000001 |
0 |
0 |
|
| 32 |
2007.02.12 23:59 |
close at stop |
16 |
7 |
1.9471000000000001 |
0 |
0 |
1379.56 |
4882.86 |
0
360
0
3
R1C1:R1C10
False
False