Strategy Tester Report
[EAHub]quantstategy
VantageInternational-Demo (Build 1355)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 02:00 - 2022.09.05 23:00 (2010.01.01 - 2022.09.06)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersCustomComment="Strategy_3_8_53"; MagicNumber=11111; MACDMainCrossZeroFst=37; MACDMainCrossZeroSlw=7; MACDMainCrossZeroSmt=39; StochFastKKPeriod=10; StochFastKDPeriod=26; StochFastKSlowing=40; AroonCrossesPeriod=40; ProfitTargetCoef=2.3; StopLoss=1005; smm="----------- Money Management - Fixed size -----------"; mmLots=0.1; sdtw="----------- Dont Trade On Weekends -----------"; DontTradeOnWeekends=true; FridayCloseTime="00:38"; SundayOpenTime="00:38"; seod="----------- Exit At End Of Day -----------"; ExitAtEndOfDay=false; EODExitTime="23:04"; seof="----------- Exit On Friday -----------"; ExitOnFriday=false; FridayExitTime="20:40"; sltr="----------- Limit Time Range -----------"; LimitTimeRange=false; SignalTimeRangeFrom="08:00"; SignalTimeRangeTo="16:00"; ExitAtEndOfRange=false; OrderTypeToExit=0; smmmdfmp="----------- Max distance from market price -----------"; LimitMaxDistanceFromMarketPrice=false; MaxDistanceFromMarketPct=6; smtpd="----------- Max Trades Per Day -----------"; MaxTradesPerDay=0; smmslpt="----------- Min/Max SL/PT -----------"; MinimumSL=0; MinimumPT=0; MaximumSL=0; MaximumPT=0; slts="----------- Use Tick size from SQ (for CFDs) -----------"; UseSQTickSize=false; MainChartTickSizeSQ=0; sqDisplayInfoPanel=true; ModifyInsteadOfReplacing=true; OpenBarDelay=0;
Bars in test79633Ticks modelled224078551Modelling qualityn/a
Mismatched charts errors774
Initial deposit1000.00SpreadCurrent (16)
Total net profit3801.82Gross profit5915.01Gross loss-2113.19
Profit factor2.80Expected payoff20.89
Absolute drawdown70.35Maximal drawdown459.17 (11.13%)Relative drawdown25.44% (446.53)
Total trades182Short positions (won %)99 (73.74%)Long positions (won %)83 (84.34%)
Profit trades (% of total)143 (78.57%)Loss trades (% of total)39 (21.43%)
Largestprofit trade111.20loss trade-209.50
Averageprofit trade41.36loss trade-54.18
Maximumconsecutive wins (profit in money)19 (648.77)consecutive losses (loss in money)3 (-58.78)
Maximalconsecutive profit (count of wins)648.77 (19)consecutive loss (count of losses)-220.45 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.02.16 02:00buy10.101.566750.000000.00000
22010.02.16 02:00modify10.101.566751.466251.57216
32010.02.16 10:12t/p10.101.572161.466251.5721653.401053.40
42010.02.23 04:00sell20.101.548740.000000.00000
52010.02.23 04:00modify20.101.548741.649241.54233
62010.02.23 13:18t/p20.101.542331.649241.5423363.401116.80
72010.04.20 10:00sell30.101.531420.000000.00000
82010.04.20 10:00modify30.101.531421.631921.52534
92010.04.22 22:00close30.101.538821.631921.52534-74.901041.90
102010.05.26 12:00buy40.101.440450.000000.00000
112010.05.26 12:00modify40.101.440451.339951.44868
122010.05.26 15:00close40.101.439851.339951.44868-6.701035.20
132010.06.02 21:00sell50.101.463870.000000.00000
142010.06.02 21:00modify50.101.463871.564371.45301
152010.06.04 18:22t/p50.101.453011.564371.45301107.701142.90
162010.06.21 01:00sell60.101.485750.000000.00000
172010.06.21 01:00modify60.101.485751.586251.47949
182010.06.21 19:37t/p60.101.479491.586251.4794961.901204.80
192010.06.29 18:00sell70.101.505730.000000.00000
202010.06.29 18:00modify70.101.505731.606231.49914
212010.06.30 12:08t/p70.101.499141.606231.4991465.151269.95
222010.08.23 19:00sell80.101.552920.000000.00000
232010.08.23 19:00modify80.101.552921.653421.54573
242010.08.24 04:39t/p80.101.545731.653421.5457371.151341.10
252010.10.04 16:00sell90.101.583820.000000.00000
262010.10.04 16:00modify90.101.583821.684321.57739
272010.10.05 05:00close90.101.580731.684321.5773930.151371.25
282010.10.05 12:00buy100.101.589950.000000.00000
292010.10.05 12:00modify100.101.589951.489451.59703
302010.10.07 14:00t/p100.101.597031.489451.5970368.121439.37
312010.10.28 14:00buy110.101.583770.000000.00000
322010.10.28 14:00modify110.101.583771.483271.59030
332010.10.28 16:13t/p110.101.590301.483271.5903064.601503.97
342011.01.20 19:00buy120.101.584300.000000.00000
352011.01.20 19:00modify120.101.584301.483801.59183
362011.01.20 22:45t/p120.101.591831.483801.5918374.601578.57
372011.02.15 06:00sell130.101.605230.000000.00000
382011.02.15 06:00modify130.101.605231.705731.60009
392011.02.16 16:51t/p130.101.600091.705731.6000950.651629.22
402011.03.16 16:00buy140.101.611070.000000.00000
412011.03.16 16:00modify140.101.611071.510571.61783
422011.03.17 14:00close140.101.614251.510571.6178329.611658.83
432011.03.31 23:00sell150.101.604190.000000.00000
442011.03.31 23:00modify150.101.604191.704691.59817
452011.04.01 10:00close150.101.605311.704691.59817-11.951646.88
462011.04.25 12:00buy160.101.652660.000000.00000
472011.04.25 12:00modify160.101.652661.552161.65719
482011.04.27 12:00t/p160.101.657191.552161.6571943.611690.49
492011.05.04 21:03buy170.101.652230.000000.00000
502011.05.04 21:03modify170.101.652231.551731.65948
512011.05.05 05:00close170.101.650851.551731.65948-15.991674.50
522011.06.28 02:00sell180.101.598720.000000.00000
532011.06.28 02:00modify180.101.598721.699221.59300
542011.06.28 12:08t/p180.101.593001.699221.5930056.501731.00
552011.07.20 14:00sell190.101.613910.000000.00000
562011.07.20 14:00modify190.101.613911.714411.60766
572011.07.25 11:00close190.101.629371.714411.60766-155.551575.45
582011.07.25 20:00buy200.101.628780.000000.00000
592011.07.25 20:00modify200.101.628781.528281.63388
602011.07.26 05:50t/p200.101.633881.528281.6338849.801625.25
612011.08.24 13:00buy210.101.652200.000000.00000
622011.08.24 13:00modify210.101.652201.551701.65758
632011.08.29 10:00close210.101.638661.551701.65758-138.581486.67
642011.09.20 19:00buy220.101.571740.000000.00000
652011.09.20 19:00modify220.101.571741.471241.57861
662011.09.21 05:00close220.101.572561.471241.578617.001493.68
672011.10.20 19:00buy230.101.572390.000000.00000
682011.10.20 19:00modify230.101.572391.471891.58033
692011.10.21 03:05t/p230.101.580331.471891.5803378.201571.88
702011.11.01 11:00buy240.101.602580.000000.00000
712011.11.01 11:00modify240.101.602581.502081.60997
722011.11.04 01:00close240.101.604011.502081.6099711.121583.00
732011.12.06 06:00buy250.101.562880.000000.00000
742011.12.06 06:00modify250.101.562881.462381.56803
752011.12.07 17:53t/p250.101.568031.462381.5680350.301633.30
762011.12.20 06:00sell260.101.550760.000000.00000
772011.12.20 06:00modify260.101.550761.651261.54606
782011.12.22 10:00close260.101.567911.651261.54606-172.401460.90
792012.01.02 22:00sell270.101.550680.000000.00000
802012.01.02 22:00modify270.101.550681.651181.54545
812012.01.03 10:00close270.101.555411.651181.54545-48.051412.85
822012.03.29 16:00buy280.101.589440.000000.00000
832012.03.29 16:00modify280.101.589441.488941.59429
842012.03.29 23:19t/p280.101.594291.488941.5942947.801460.65
852012.04.09 11:00sell290.101.587230.000000.00000
862012.04.09 11:00modify290.101.587231.687731.58343
872012.04.10 12:45t/p290.101.583431.687731.5834337.251497.90
882012.05.21 15:00sell300.101.580370.000000.00000
892012.05.21 15:00modify300.101.580371.680871.57549
902012.05.22 14:00close300.101.577011.680871.5754932.851530.75
912012.06.04 22:00buy310.101.538430.000000.00000
922012.06.04 22:00modify310.101.538431.437931.54379
932012.06.05 11:00close310.101.533891.437931.54379-46.601484.16
942012.06.15 00:00sell320.101.556050.000000.00000
952012.06.15 00:00modify320.101.556051.656551.55061
962012.06.15 10:07t/p320.101.550611.656551.5506153.701537.86
972012.08.16 06:00sell330.101.567280.000000.00000
982012.08.16 06:00modify330.101.567281.667781.56447
992012.08.16 09:08t/p330.101.564471.667781.5644727.401565.26
1002012.08.20 16:00buy340.101.570050.000000.00000
1012012.08.20 16:00modify340.101.570051.469551.57332
1022012.08.21 09:18t/p340.101.573321.469551.5733231.501596.76
1032012.10.02 21:00sell350.101.615060.000000.00000
1042012.10.02 21:00modify350.101.615061.715561.61072
1052012.10.03 09:30t/p350.101.610721.715561.6107242.651639.41
1062012.10.29 05:00buy360.101.608530.000000.00000
1072012.10.29 05:00modify360.101.608531.508031.61249
1082012.10.31 04:00close360.101.607411.508031.61249-12.891626.52
1092012.11.07 04:00buy370.101.597650.000000.00000
1102012.11.07 04:00modify370.101.597651.497151.60059
1112012.11.07 05:00close370.101.597071.497151.60059-6.501620.02
1122013.02.05 18:00buy380.101.570810.000000.00000
1132013.02.05 18:00modify380.101.570811.470311.57540
1142013.02.07 13:00close380.101.567141.470311.57540-39.381580.64
1152013.02.27 22:00buy390.101.512320.000000.00000
1162013.02.27 22:00modify390.101.512321.411821.51853
1172013.02.28 11:19t/p390.101.518531.411821.5185359.911640.55
1182013.03.28 16:00buy400.101.514120.000000.00000
1192013.03.28 16:00modify400.101.514121.413621.51849
1202013.03.28 18:28t/p400.101.518491.413621.5184943.001683.55
1212013.03.28 19:00sell410.101.518090.000000.00000
1222013.03.28 19:00modify410.101.518091.618591.51325
1232013.04.01 15:00close410.101.519381.618591.51325-13.701669.85
1242013.04.23 23:00buy420.101.524320.000000.00000
1252013.04.23 23:00modify420.101.524321.423821.52881
1262013.04.25 03:30t/p420.101.528811.423821.5288142.221712.06
1272013.07.15 01:00buy430.101.510990.000000.00000
1282013.07.15 01:00modify430.101.510991.410491.51737
1292013.07.16 10:00close430.101.511841.410491.517377.301719.37
1302013.07.25 14:00buy440.101.528280.000000.00000
1312013.07.25 14:00modify440.101.528281.427781.53341
1322013.07.25 18:18t/p440.101.533411.427781.5334150.601769.97
1332013.10.21 23:00buy450.101.614920.000000.00000
1342013.10.21 23:00modify450.101.614921.514421.61831
1352013.10.22 15:30t/p450.101.618311.514421.6183132.701802.67
1362013.11.26 18:00buy460.101.615770.000000.00000
1372013.11.26 18:00modify460.101.615771.515271.61959
1382013.11.26 22:06t/p460.101.619591.515271.6195937.501840.17
1392013.12.05 07:00sell470.101.637810.000000.00000
1402013.12.05 07:00modify470.101.637811.738311.63371
1412013.12.05 14:59t/p470.101.633711.738311.6337140.301880.47
1422013.12.16 19:00buy480.101.629930.000000.00000
1432013.12.16 19:00modify480.101.629931.529431.63415
1442013.12.17 07:00close480.101.631531.529431.6341514.801895.28
1452014.01.07 05:00sell490.101.639810.000000.00000
1462014.01.07 05:00modify490.101.639811.740311.63541
1472014.01.10 14:00close490.101.640861.740311.63541-11.451883.83
1482014.01.29 08:00sell500.101.657240.000000.00000
1492014.01.29 08:00modify500.101.657241.757741.65338
1502014.01.29 16:26t/p500.101.653381.757741.6533837.901921.73
1512014.02.05 11:00sell510.101.631670.000000.00000
1522014.02.05 11:00modify510.101.631671.732171.62795
1532014.02.05 12:30t/p510.101.627951.732171.6279536.501958.23
1542014.02.19 15:00buy520.101.666530.000000.00000
1552014.02.19 15:00modify520.101.666531.566031.67102
1562014.02.19 18:45t/p520.101.671021.566031.6710244.202002.43
1572014.02.27 11:00buy530.101.664730.000000.00000
1582014.02.27 11:00modify530.101.664731.564231.66847
1592014.02.27 19:10t/p530.101.668471.564231.6684736.702039.13
1602014.03.04 20:00buy540.101.666430.000000.00000
1612014.03.04 20:00modify540.101.666431.565931.67109
1622014.03.05 13:00close540.101.668431.565931.6710918.802057.93
1632014.03.17 19:00sell550.101.664380.000000.00000
1642014.03.17 19:00modify550.101.664381.764881.66016
1652014.03.18 11:00t/p550.101.660161.764881.6601641.452099.38
1662014.03.25 03:00buy560.101.649700.000000.00000
1672014.03.25 03:00modify560.101.649701.549201.65343
1682014.03.25 18:14t/p560.101.653431.549201.6534336.602135.98
1692014.04.16 03:00sell570.101.672390.000000.00000
1702014.04.16 03:00modify570.101.672391.772891.66948
1712014.04.18 05:00close570.101.678751.772891.66948-64.502071.48
1722014.04.29 18:00sell580.101.684440.000000.00000
1732014.04.29 18:00modify580.101.684441.784941.68139
1742014.04.30 08:32t/p580.101.681391.784941.6813929.752101.23
1752014.05.08 07:00buy590.101.695380.000000.00000
1762014.05.08 07:00modify590.101.695381.594881.69744
1772014.05.08 13:59t/p590.101.697441.594881.6974419.902121.13
1782014.06.03 05:00buy600.101.674980.000000.00000
1792014.06.03 05:00modify600.101.674981.574481.67750
1802014.06.03 11:17t/p600.101.677501.574481.6775024.502145.63
1812014.06.04 01:00buy610.101.675000.000000.00000
1822014.06.04 01:00modify610.101.675001.574501.67758
1832014.06.05 12:43t/p610.101.677581.574501.6775823.612169.24
1842014.08.26 18:00sell620.101.657670.000000.00000
1852014.08.26 18:00modify620.101.657671.758171.65541
1862014.08.26 20:24t/p620.101.655411.758171.6554121.902191.14
1872014.09.01 02:00sell630.101.658920.000000.00000
1882014.09.01 02:00modify630.101.658921.759421.65573
1892014.09.02 10:04t/p630.101.655731.759421.6557331.152222.29
1902014.09.23 15:00sell640.101.640920.000000.00000
1912014.09.23 15:00modify640.101.640921.741421.63557
1922014.09.23 18:09t/p640.101.635571.741421.6355752.802275.09
1932014.10.13 17:00sell650.101.608560.000000.00000
1942014.10.13 17:00modify650.101.608561.709061.60401
1952014.10.14 10:40t/p650.101.604011.709061.6040144.752319.84
1962014.12.04 20:00sell660.101.569970.000000.00000
1972014.12.04 20:00modify660.101.569971.670471.56421
1982014.12.05 04:44t/p660.101.564211.670471.5642156.852376.69
1992015.01.22 15:00sell670.101.517960.000000.00000
2002015.01.22 15:00modify670.101.517961.618461.51288
2012015.01.22 17:41t/p670.101.512881.618461.5128850.102426.79
2022015.02.02 10:00sell680.101.507590.000000.00000
2032015.02.02 10:00modify680.101.507591.608091.50267
2042015.02.02 13:58t/p680.101.502671.608091.5026748.502475.29
2052015.05.07 20:00buy690.101.522360.000000.00000
2062015.05.07 20:00modify690.101.522361.421861.52935
2072015.05.08 01:00t/p690.101.529351.421861.5293568.702544.00
2082015.05.21 14:00sell700.101.566130.000000.00000
2092015.05.21 14:00modify700.101.566131.666631.55974
2102015.05.22 16:31t/p700.101.559741.666631.5597463.152607.15
2112015.06.24 17:00buy710.101.575210.000000.00000
2122015.06.24 17:00modify710.101.575211.474711.58024
2132015.06.26 08:00close710.101.574781.474711.58024-6.982600.16
2142015.06.29 02:00sell720.101.568490.000000.00000
2152015.06.29 02:00modify720.101.568491.668991.56328
2162015.07.01 04:00close720.101.568511.668991.56328-1.002599.16
2172015.08.04 15:00buy730.101.559590.000000.00000
2182015.08.04 15:00modify730.101.559591.459091.56409
2192015.08.05 16:15t/p730.101.564091.459091.5640943.802642.97
2202015.08.12 12:00sell740.101.558900.000000.00000
2212015.08.12 12:00modify740.101.558901.659401.55410
2222015.08.12 12:30t/p740.101.554101.659401.5541047.302690.27
2232015.08.20 00:00sell750.101.568810.000000.00000
2242015.08.20 00:00modify750.101.568811.669311.56431
2252015.08.20 12:30t/p750.101.564311.669311.5643144.302734.57
2262015.09.15 18:00buy760.101.538190.000000.00000
2272015.09.15 18:00modify760.101.538191.437691.54216
2282015.09.16 14:10t/p760.101.542161.437691.5421638.502773.07
2292015.10.12 02:00buy770.101.531660.000000.00000
2302015.10.12 02:00modify770.101.531661.431161.53636
2312015.10.12 11:58t/p770.101.536361.431161.5363646.302819.37
2322015.10.19 02:00buy780.101.543870.000000.00000
2332015.10.19 02:00modify780.101.543871.443371.54838
2342015.10.19 14:45t/p780.101.548381.443371.5483844.402863.77
2352015.10.22 15:00sell790.101.547830.000000.00000
2362015.10.22 15:00modify790.101.547831.648331.54307
2372015.10.22 16:49t/p790.101.543071.648331.5430746.902910.67
2382015.10.27 12:00sell800.101.534480.000000.00000
2392015.10.27 12:00modify800.101.534481.634981.53152
2402015.10.27 13:30t/p800.101.531521.634981.5315228.902939.57
2412015.11.10 07:00sell810.101.511570.000000.00000
2422015.11.10 07:00modify810.101.511571.612071.50806
2432015.11.13 11:00close810.101.521741.612071.50806-102.652836.92
2442015.11.18 12:00sell820.101.520760.000000.00000
2452015.11.18 12:00modify820.101.520761.621261.51762
2462015.11.20 21:00close820.101.519951.621261.517627.202844.12
2472016.01.25 19:00sell830.101.426970.000000.00000
2482016.01.25 19:00modify830.101.426971.527471.42111
2492016.01.26 04:21t/p830.101.421111.527471.4211157.852901.97
2502016.03.09 22:00sell840.101.422380.000000.00000
2512016.03.09 22:00modify840.101.422381.522881.41724
2522016.03.10 16:46t/p840.101.417241.522881.4172450.552952.52
2532016.05.02 07:00sell850.101.461470.000000.00000
2542016.05.02 07:00modify850.101.461471.561971.45575
2552016.05.03 18:35t/p850.101.455751.561971.4557556.453008.97
2562016.06.30 13:00sell860.101.347930.000000.00000
2572016.06.30 13:00modify860.101.347931.448431.33773
2582016.06.30 19:00t/p860.101.337731.448431.33773101.303110.27
2592016.07.11 02:00buy870.101.294380.000000.00000
2602016.07.11 02:00modify870.101.294381.193881.30196
2612016.07.12 04:59t/p870.101.301961.193881.3019674.603184.87
2622016.07.19 07:00buy880.101.322200.000000.00000
2632016.07.19 07:00modify880.101.322201.221701.33009
2642016.07.21 03:00close880.101.322551.221701.330090.823185.69
2652016.07.27 12:00sell890.101.311330.000000.00000
2662016.07.27 12:00modify890.101.311331.411831.30564
2672016.07.29 16:00close890.101.317921.411831.30564-66.803118.89
2682016.08.31 12:00buy900.101.309660.000000.00000
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