Strategy Tester Report
FGProBot_0.9.5b (1)
(Build 840)
| Symbol | EURUSD (euro vs US dollar) | ||||
| Period | 1 Hour (H1) 2008.01.01 00:00 - 2015.03.25 23:59 (2013.09.01 - 2013.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | EA_Configuration="==== EA Configuration ===="; Magic=20130130; BotComment="0.9.5b"; TradeSettings="==== Trade settings ===="; Slippage=3; TimeSettings="==== Time settings ===="; MondayStartHour=11; FridayStopHour=18; OpenSettings="==== Open trade settings ===="; FastVolatilityBase=9; SlowVolatilityBase=50; SlowVolatilityOffset=4; VolatilityFactor=2; OpenWithTrendOnly=false; CloseSettings="==== Close trade settings ===="; StopLoss=0.25; RiskRewardRatio=3.2; RangeMode=2; RangeMaxBase=18; RangeMinBase=8; NormalizeRange=true; MoveTPSL=true; UseProfitLock=true; ProfitLockTrigger=0.8; ProfitLockPercent=0.9; UseVolaClose=true; VolaCloseTrigger=0.5; VolaCloseMinProfit=0.9; Money_Management="==== Money Management ===="; LotSize=0.1; Risk=1.2; RiskBooster=true; BoosterPower=0.4; BoosterCap=1.4; | ||||
| Bars in test | 45191 | Ticks modelled | 97262358 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -949.17 | Gross profit | 1247.44 | Gross loss | -2196.61 |
| Profit factor | 0.57 | Expected payoff | -45.20 | ||
| Absolute drawdown | 1415.97 | Maximal drawdown | 2365.94 (21.61%) | Relative drawdown | 21.61% (2365.94) |
| Total trades | 21 | Short positions (won %) | 8 (0.00%) | Long positions (won %) | 13 (30.77%) |
| Profit trades (% of total) | 4 (19.05%) | Loss trades (% of total) | 17 (80.95%) | ||
| Largest | profit trade | 369.60 | loss trade | -177.76 | |
| Average | profit trade | 311.86 | loss trade | -129.21 | |
| Maximum | consecutive wins (profit in money) | 2 (703.10) | consecutive losses (loss in money) | 9 (-1003.89) | |
| Maximal | consecutive profit (count of wins) | 703.10 (2) | consecutive loss (count of losses) | -1003.89 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2013.09.05 15:00 | sell | 1 | 0.43 | 1.31195 | 0.00000 | 0.00000 | ||
| 2 | 2013.09.05 15:00 | modify | 1 | 0.43 | 1.31195 | 1.31494 | 1.30297 | ||
| 3 | 2013.09.06 12:30 | s/l | 1 | 0.43 | 1.31494 | 1.31494 | 1.30297 | -128.39 | 9871.61 |
| 4 | 2013.09.18 19:00 | buy | 2 | 0.39 | 1.35098 | 0.00000 | 0.00000 | ||
| 5 | 2013.09.18 19:00 | modify | 2 | 0.39 | 1.35098 | 1.34650 | 1.36474 | ||
| 6 | 2013.09.18 20:00 | buy | 3 | 0.45 | 1.35082 | 0.00000 | 0.00000 | ||
| 7 | 2013.09.18 20:00 | modify | 3 | 0.45 | 1.35082 | 1.34700 | 1.36247 | ||
| 8 | 2013.09.18 21:00 | buy | 4 | 0.48 | 1.35230 | 0.00000 | 0.00000 | ||
| 9 | 2013.09.18 21:00 | modify | 4 | 0.48 | 1.35230 | 1.34870 | 1.36325 | ||
| 10 | 2013.09.18 22:00 | buy | 5 | 0.63 | 1.35102 | 0.00000 | 0.00000 | ||
| 11 | 2013.09.18 22:00 | modify | 5 | 0.63 | 1.35102 | 1.34862 | 1.35813 | ||
| 12 | 2013.09.19 08:34 | modify | 5 | 0.63 | 1.35102 | 1.35614 | 1.35813 | ||
| 13 | 2013.09.19 08:36 | s/l | 5 | 0.63 | 1.35614 | 1.35614 | 1.35813 | 320.10 | 10191.71 |
| 14 | 2013.09.23 14:01 | s/l | 4 | 0.48 | 1.34870 | 1.34870 | 1.36325 | -175.92 | 10015.79 |
| 15 | 2013.09.24 12:15 | s/l | 3 | 0.45 | 1.34700 | 1.34700 | 1.36247 | -175.41 | 9840.38 |
| 16 | 2013.09.24 12:16 | s/l | 2 | 0.39 | 1.34650 | 1.34650 | 1.36474 | -177.76 | 9662.62 |
| 17 | 2013.10.15 11:00 | sell | 6 | 0.49 | 1.34887 | 0.00000 | 0.00000 | ||
| 18 | 2013.10.15 11:00 | modify | 6 | 0.49 | 1.34887 | 1.35150 | 1.34104 | ||
| 19 | 2013.10.15 18:24 | s/l | 6 | 0.49 | 1.35150 | 1.35150 | 1.34104 | -128.87 | 9533.75 |
| 20 | 2013.10.22 13:00 | buy | 7 | 0.55 | 1.37253 | 0.00000 | 0.00000 | ||
| 21 | 2013.10.22 13:00 | modify | 7 | 0.55 | 1.37253 | 1.37021 | 1.37939 | ||
| 22 | 2013.10.22 14:00 | modify | 7 | 0.55 | 1.37253 | 1.37332 | 1.38250 | ||
| 23 | 2013.10.22 14:00 | buy | 8 | 0.56 | 1.37564 | 0.00000 | 0.00000 | ||
| 24 | 2013.10.22 14:00 | modify | 8 | 0.56 | 1.37564 | 1.37306 | 1.38333 | ||
| 25 | 2013.10.22 15:00 | modify | 8 | 0.56 | 1.37564 | 1.37488 | 1.38515 | ||
| 26 | 2013.10.22 15:00 | modify | 7 | 0.55 | 1.37253 | 1.37514 | 1.38432 | ||
| 27 | 2013.10.22 15:00 | buy | 9 | 0.53 | 1.37746 | 0.00000 | 0.00000 | ||
| 28 | 2013.10.22 15:00 | modify | 9 | 0.53 | 1.37746 | 1.37461 | 1.38599 | ||
| 29 | 2013.10.22 16:00 | modify | 7 | 0.55 | 1.37253 | 1.37555 | 1.38473 | ||
| 30 | 2013.10.22 16:00 | buy | 10 | 0.59 | 1.37787 | 0.00000 | 0.00000 | ||
| 31 | 2013.10.22 16:00 | modify | 10 | 0.59 | 1.37787 | 1.37546 | 1.38501 | ||
| 32 | 2013.10.22 17:00 | modify | 7 | 0.55 | 1.37253 | 1.37662 | 1.38580 | ||
| 33 | 2013.10.22 17:00 | buy | 11 | 0.68 | 1.37894 | 0.00000 | 0.00000 | ||
| 34 | 2013.10.22 17:00 | modify | 11 | 0.68 | 1.37894 | 1.37697 | 1.38466 | ||
| 35 | 2013.10.23 04:32 | s/l | 11 | 0.68 | 1.37697 | 1.37697 | 1.38466 | -134.84 | 9398.91 |
| 36 | 2013.10.23 05:26 | s/l | 7 | 0.55 | 1.37662 | 1.37662 | 1.38580 | 224.23 | 9623.14 |
| 37 | 2013.10.23 07:39 | s/l | 10 | 0.59 | 1.37546 | 1.37546 | 1.38501 | -142.96 | 9480.19 |
| 38 | 2013.10.23 07:45 | s/l | 8 | 0.56 | 1.37488 | 1.37488 | 1.38515 | -43.29 | 9436.90 |
| 39 | 2013.10.23 07:51 | s/l | 9 | 0.53 | 1.37461 | 1.37461 | 1.38599 | -151.74 | 9285.16 |
| 40 | 2013.11.07 13:00 | sell | 12 | 0.36 | 1.33714 | 0.00000 | 0.00000 | ||
| 41 | 2013.11.07 13:00 | modify | 12 | 0.36 | 1.33714 | 1.34169 | 1.32316 | ||
| 42 | 2013.11.07 14:00 | modify | 12 | 0.36 | 1.33714 | 1.33767 | 1.31914 | ||
| 43 | 2013.11.07 14:00 | sell | 13 | 0.33 | 1.33312 | 0.00000 | 0.00000 | ||
| 44 | 2013.11.07 14:00 | modify | 13 | 0.33 | 1.33312 | 1.33801 | 1.31804 | ||
| 45 | 2013.11.07 14:42 | s/l | 12 | 0.36 | 1.33767 | 1.33767 | 1.31914 | -19.08 | 9266.08 |
| 46 | 2013.11.07 15:00 | sell | 14 | 0.47 | 1.33638 | 0.00000 | 0.00000 | ||
| 47 | 2013.11.07 15:00 | modify | 14 | 0.47 | 1.33638 | 1.33931 | 1.32757 | ||
| 48 | 2013.11.07 15:54 | s/l | 13 | 0.33 | 1.33801 | 1.33801 | 1.31804 | -161.37 | 9104.71 |
| 49 | 2013.11.07 16:14 | s/l | 14 | 0.47 | 1.33931 | 1.33931 | 1.32757 | -137.71 | 8967.00 |
| 50 | 2013.11.20 16:00 | sell | 15 | 0.39 | 1.34644 | 0.00000 | 0.00000 | ||
| 51 | 2013.11.20 16:00 | modify | 15 | 0.39 | 1.34644 | 1.34936 | 1.33767 | ||
| 52 | 2013.11.22 08:05 | s/l | 15 | 0.39 | 1.34936 | 1.34936 | 1.33767 | -113.22 | 8853.77 |
| 53 | 2013.12.18 21:00 | sell | 16 | 0.33 | 1.36943 | 0.00000 | 0.00000 | ||
| 54 | 2013.12.18 21:00 | modify | 16 | 0.33 | 1.36943 | 1.37305 | 1.35844 | ||
| 55 | 2013.12.18 22:00 | sell | 17 | 0.34 | 1.36833 | 0.00000 | 0.00000 | ||
| 56 | 2013.12.18 22:00 | modify | 17 | 0.34 | 1.36833 | 1.37178 | 1.35786 | ||
| 57 | 2013.12.23 15:36 | s/l | 17 | 0.34 | 1.37178 | 1.37178 | 1.35786 | -116.59 | 8737.19 |
| 58 | 2013.12.27 03:01 | s/l | 16 | 0.33 | 1.37305 | 1.37305 | 1.35844 | -117.94 | 8619.25 |
| 59 | 2013.12.27 09:00 | buy | 18 | 0.40 | 1.37977 | 0.00000 | 0.00000 | ||
| 60 | 2013.12.27 09:00 | modify | 18 | 0.40 | 1.37977 | 1.37670 | 1.38901 | ||
| 61 | 2013.12.27 10:00 | buy | 19 | 0.46 | 1.37990 | 0.00000 | 0.00000 | ||
| 62 | 2013.12.27 10:00 | modify | 19 | 0.46 | 1.37990 | 1.37746 | 1.38715 | ||
| 63 | 2013.12.27 11:41 | t/p | 19 | 0.46 | 1.38715 | 1.37746 | 1.38715 | 333.50 | 8952.75 |
| 64 | 2013.12.27 11:41 | t/p | 18 | 0.40 | 1.38901 | 1.37670 | 1.38901 | 369.60 | 9322.35 |
| 65 | 2013.12.27 12:00 | buy | 20 | 0.28 | 1.38620 | 0.00000 | 0.00000 | ||
| 66 | 2013.12.27 12:00 | modify | 20 | 0.28 | 1.38620 | 1.38086 | 1.40270 | ||
| 67 | 2013.12.27 13:00 | buy | 21 | 0.40 | 1.38470 | 0.00000 | 0.00000 | ||
| 68 | 2013.12.27 13:00 | modify | 21 | 0.40 | 1.38470 | 1.38165 | 1.39388 | ||
| 69 | 2013.12.27 13:13 | s/l | 21 | 0.40 | 1.38165 | 1.38165 | 1.39388 | -122.00 | 9200.35 |
| 70 | 2013.12.27 13:14 | s/l | 20 | 0.28 | 1.38086 | 1.38086 | 1.40270 | -149.52 | 9050.83 |