Strategy Tester Report
CabEX_V2
(Build 409)

 

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 2007.04.15 21:02 - 2013.08.04 23:59 (2007.05.19 - 2013.09.28)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Activation_Code=xxxxxxxxxx; Max_Allocation_Per_Trade=6; Fixed_LotSize=0.1; Use_Full_Account_Balance=true; Set_Initial_Start_Balance=0; Trade_Management="Targets, Stoploss and Trailing Levels"; Protective_TP=500; Protective_SL=120; TP=300; SL=60; TL1=50; TSL1=0; TL2=100; TSL2=50; TL3=150; TSL3=100; TL4=200; TSL4=150; TL5=250; TSL5=200; Restrict_Trade_Entry="Period Day-of-Week and Hour"; Allow_Trades_At_All_Times=true; Activate_On_DayOfWeek=0; Activate_At_HourOfDay=0; DeActivate_On_DayOfWeek=0; DeActivate_At_HourOfDay=0; Prevent_Trades_Over_WeekEnd="Close Open Trade At Day-of-Week and Hour"; Force_Close_Trade=false; Force_Close_On_DayOfWeek=0; Force_Close_At_HourOfDay=0; SYSTEM_INTERNAL_PARAMETERS="Advanced System Control Options"; MagicNumber=55445544; EA_COMMENT_PREFIX="CabEX "; Use_Free_Margin_Only=false; Allow_Slippage=5; RefPrice=1.25; MaxRetry=30;
 
Bars in test 39374 Ticks modelled 58597329 Modelling quality 99.00%
Mismatched charts errors 0        
 
Initial deposit 10000.00        
Total net profit 13201.38 Gross profit 40628.85 Gross loss -27427.47
Profit factor 1.48 Expected payoff 17.32    
Absolute drawdown 166.80 Maximal drawdown 1063.76 (8.33%) Relative drawdown 8.33% (1063.76)
 
Total trades 762 Short positions (won %) 372 (50.00%) Long positions (won %) 390 (49.74%)
  Profit trades (% of total) 380 (49.87%) Loss trades (% of total) 382 (50.13%)
Largest profit trade 418.00 loss trade -121.00
Average profit trade 106.92 loss trade -71.80
Maximum consecutive wins (profit in money) 8 (424.44) consecutive losses (loss in money) 8 (-694.50)
Maximal consecutive profit (count of wins) 1302.37 (6) consecutive loss (count of losses) -694.50 (8)
Average consecutive wins 2 consecutive losses 2
CabEX GBPUSD 6 Year with Fixed Lots backtest results
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