Strategy Tester: moneymaker
Nicholas Engleman
2007-02-12T22:36:24Z
10.6735
4875
13560
360
345
False
False
| Strategy Tester Report |
| moneymaker |
|
| Symbol |
GBPUSDm (Great Britain Pound vs US Dollar) |
| Period |
1 Hour (H1) 2006.10.11 00:00 - 2007.02.09 20:00 (2006.10.11 - 2007.02.11) |
| Model |
Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters |
General_Settings="---------- General Settings"; fastma=48; slowma=72; currency_momentum=48; trend_momentum=24; maxpipfromEMA=23; risk_percent=0.1; Stop_Settings="---------- Stop Settings"; use_stop=false; buy_maxhoursNeg=75; buy_maxpipsNeg=148; sell_maxhoursNeg=34; sell_maxpipsNeg=120; Spike_Settings="---------- Spike Settings"; use_spike=true; SpikeHeight=68; PreSpikeGap=72; |
|
| Bars in test |
3012 |
Ticks modelled |
514840 |
Modelling quality |
0.9 |
|
| Initial deposit |
200 |
|
|
|
|
| Total net profit |
3279.52 |
Gross profit |
3590.11 |
Gross loss |
-310.59 |
| Profit factor |
11.56 |
Expected payoff |
156.17 |
|
|
| Absolute drawdown |
0 |
Maximal drawdown |
220.13 (21.72%) |
Relative drawdown |
21.72% (220.13) |
|
| Total trades |
21 |
Short positions (won %) |
13 (53.85%) |
Long positions (won %) |
8 (87.50%) |
|
Profit trades (% of total) |
14 (66.67%) |
Loss trades (% of total) |
7 (33.33%) |
| Largest |
profit trade |
850.71 |
loss trade |
-74.42 |
| Average |
profit trade |
256.44 |
loss trade |
-44.37 |
| Maximum |
consecutive wins (profit in money) |
6 (2686.30) |
consecutive losses (loss in money) |
4 (-179.60) |
| Maximal |
consecutive profit (count of wins) |
2686.30 (6) |
consecutive loss (count of losses) |
-179.60 (4) |
| 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 15:00 |
close |
1 |
0.4 |
1.867 |
0 |
0 |
29.11 |
229.11 |
| 3 |
2006.10.19 07:00 |
buy |
2 |
0.45 |
1.8697999999999999 |
0 |
0 |
|
| 4 |
2006.10.23 08:00 |
close |
2 |
0.45 |
1.8773 |
0 |
0 |
33.65 |
262.75 |
| 5 |
2006.10.23 09:00 |
sell |
3 |
0.52 |
1.8752 |
0 |
0 |
|
| 6 |
2006.10.24 17:00 |
close |
3 |
0.52 |
1.875 |
0 |
0 |
1.06 |
263.82 |
| 7 |
2006.10.24 17:29 |
buy |
4 |
0.52 |
1.8746 |
0 |
0 |
|
| 8 |
2006.10.31 08:00 |
close |
4 |
0.52 |
1.897 |
0 |
0 |
116.06 |
379.88 |
| 9 |
2006.11.08 15:00 |
sell |
5 |
0.75 |
1.9020999999999999 |
0 |
0 |
|
| 10 |
2006.11.09 09:00 |
close |
5 |
0.75 |
1.9076 |
0 |
0 |
-41.16 |
338.72 |
| 11 |
2006.11.09 13:00 |
sell |
6 |
0.67 |
1.9044000000000001 |
0 |
0 |
|
| 12 |
2006.11.09 19:00 |
close |
6 |
0.67 |
1.9067000000000001 |
0 |
0 |
-15.41 |
323.31 |
| 13 |
2006.11.13 10:00 |
sell |
7 |
0.64 |
1.9067000000000001 |
0 |
0 |
|
| 14 |
2006.11.17 15:00 |
close |
7 |
0.64 |
1.8915 |
0 |
0 |
97.43 |
420.74 |
| 15 |
2006.11.17 15:00 |
buy |
8 |
0.84 |
1.8915999999999999 |
0 |
0 |
|
| 16 |
2006.11.29 21:00 |
close |
8 |
0.84 |
1.9443999999999999 |
0 |
0 |
442.55 |
863.29 |
| 17 |
2006.12.13 15:00 |
sell |
9 |
1.72 |
1.9621999999999999 |
0 |
0 |
|
| 18 |
2006.12.19 08:00 |
close |
9 |
1.72 |
1.9535 |
0 |
0 |
150.05 |
1013.35 |
| 19 |
2006.12.20 18:00 |
sell |
10 |
2.02 |
1.9623999999999999 |
0 |
0 |
|
| 20 |
2006.12.22 09:00 |
close |
10 |
2.02 |
1.9661 |
0 |
0 |
-74.42 |
938.93 |
| 21 |
2006.12.22 16:18 |
sell |
11 |
1.87 |
1.9614 |
0 |
0 |
|
| 22 |
2006.12.27 06:00 |
close |
11 |
1.87 |
1.9596 |
0 |
0 |
33.88 |
972.81 |
| 23 |
2006.12.27 17:01 |
sell |
12 |
1.94 |
1.9565999999999999 |
0 |
0 |
|
| 24 |
2006.12.28 06:00 |
close |
12 |
1.94 |
1.9583999999999999 |
0 |
0 |
-34.69 |
938.13 |
| 25 |
2006.12.28 09:00 |
sell |
13 |
1.87 |
1.9567000000000001 |
0 |
0 |
|
| 26 |
2006.12.28 11:00 |
close |
13 |
1.87 |
1.96 |
0 |
0 |
-61.71 |
876.42 |
| 27 |
2006.12.28 11:00 |
buy |
14 |
1.75 |
1.9599 |
0 |
0 |
|
| 28 |
2006.12.29 15:00 |
close |
14 |
1.75 |
1.9594 |
0 |
0 |
-8.95 |
867.47 |
| 29 |
2006.12.29 15:00 |
sell |
15 |
1.73 |
1.9595 |
0 |
0 |
|
| 30 |
2007.01.02 00:00 |
close |
15 |
1.73 |
1.9638 |
0 |
0 |
-74.25 |
793.21 |
| 31 |
2007.01.03 11:04 |
sell |
16 |
1.58 |
1.9633 |
0 |
0 |
|
| 32 |
2007.01.08 17:00 |
close |
16 |
1.58 |
1.9386000000000001 |
0 |
0 |
390.58 |
1183.79 |
| 33 |
2007.01.11 10:01 |
buy |
17 |
2.36 |
1.9394 |
0 |
0 |
|
| 34 |
2007.01.16 16:00 |
close |
17 |
2.36 |
1.9609000000000001 |
0 |
0 |
506.59 |
1690.38 |
| 35 |
2007.01.17 07:00 |
buy |
18 |
3.38 |
1.9632000000000001 |
0 |
0 |
|
| 36 |
2007.01.18 14:00 |
close |
18 |
3.38 |
1.9669000000000001 |
0 |
0 |
123.89 |
1814.27 |
| 37 |
2007.01.24 07:00 |
sell |
19 |
3.62 |
1.9775 |
0 |
0 |
|
| 38 |
2007.01.30 00:00 |
close |
19 |
3.62 |
1.9618 |
0 |
0 |
569.21 |
2383.48 |
| 39 |
2007.02.06 09:00 |
buy |
20 |
4.76 |
1.9636 |
0 |
0 |
|
| 40 |
2007.02.08 08:00 |
close |
20 |
4.76 |
1.9688000000000001 |
0 |
0 |
245.33 |
2628.81 |
| 41 |
2007.02.08 09:00 |
sell |
21 |
5.25 |
1.9668000000000001 |
0 |
0 |
|
| 42 |
2007.02.09 20:59 |
close at stop |
21 |
5.25 |
1.9505999999999999 |
0 |
0 |
850.71 |
3479.52 |
0
360
0
3
R1C1:R1C10
False
False