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
Omega Trend EA EURJPY. Risk: Auto MM. Period: 1999-2020 backtest results
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