Strategy Tester Report
OmegaTrendEA_v1.1
Alpari-ECN-Demo (Build 1280)
Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 1 Hour (H1) 1999.01.05 07:10 - 2020.10.01 13:54 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | GS="==== General Settings ===="; LongTrades=true; ShortTrades=true; NFA_Rules=false; Max_Spread=5; Max_Slippage=2; StealthMode=false; OTS="==== Omega Trend Settings ===="; Indicator_TimeFrame=60; Action_TimeFrame=5; Volatility_Period=12; Smooth_Factor=0; Max_Width_Pips=90; Min_Follow_Pips=5; TrendLine_Level=5.6; PivotLine_Level=0.95; Bar_Acceleration=1.25; Profit_Acceleration=0; S1="==== Signal 1 Settings ===="; Signal_1=true; Magic_1=10101; Comment_Signal_1="Omega Trend EA S1"; UseTimeManagement_1=true; RecoveryMode_1=true; Fixed_Lots_1=0.1; AutoMM_1=3; AutoMM_Max_1=10; Signal_1_TakeProfit=400; Signal_1_StopLoss=0; Signal_1_StrongPips=0; Swing_Filtering=true; Swing_MA_Period=50; Swing_Impulse=-180; S2="==== Signal 2 Settings ===="; Signal_2=true; Magic_2=20202; Comment_Signal_2="Omega Trend EA S2"; UseTimeManagement_2=true; RecoveryMode_2=false; Fixed_Lots_2=0.1; AutoMM_2=3; AutoMM_Max_2=10; TargetFactor=0.35; Signal_2_TakeProfit=0; Signal_2_StopLoss=0; Signal_2_Exit_Profit=22; MinStop=25; IgnoreSmallStopTrades=true; TM="==== Time Management System ===="; AllowedHour_ForBacktest=-1; NoAddsAlso=true; MondayTrading=true; MondayTradingHours="11,4,19,21,14,15,10,23,8,6,22,17,20,12"; TuesdayTrading=true; TuesdayTradingHours="11,4,19,21,14,15,10,23,8,6,22,17,20,12"; WednesdayTrading=true; WednesdayTradingHours="11,4,19,21,14,15,10,23,8,6,22,17,20,12"; ThursdayTrading=true; ThursdayTradingHours="11,4,19,21,14,15,10,23,8,6,22,17,20,12"; FridayTrading=true; FridayTradingHours="11,4,19,21,14,15,10,23,8,6,22,17,20,12"; SaturdayTrading=true; SaturdayTradingHours=""; SundayTrading=true; SundayTradingHours=""; | ||||
Bars in test | 1572140 | Ticks modelled | 3140313 | Modelling quality | 90.00% |
Initial deposit | 2000.00 | Spread | 10 | ||
Total net profit | 7487944.46 | Gross profit | 33804150.71 | Gross loss | -26316206.25 |
Profit factor | 1.28 | Expected payoff | 2447.84 | ||
Absolute drawdown | 1421.10 | Maximal drawdown | 1244990.18 (39.80%) | Relative drawdown | 75.42% (1776.27) |
Total trades | 3059 | Short positions (won %) | 1403 (56.95%) | Long positions (won %) | 1656 (61.84%) |
Profit trades (% of total) | 1823 (59.59%) | Loss trades (% of total) | 1236 (40.41%) | ||
Largest | profit trade | 378859.64 | loss trade | -130359.20 | |
Average | profit trade | 18543.14 | loss trade | -21291.43 | |
Maximum | consecutive wins (profit in money) | 15 (1728.65) | consecutive losses (loss in money) | 8 (-7451.87) | |
Maximal | consecutive profit (count of wins) | 694419.03 (12) | consecutive loss (count of losses) | -413949.59 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
