Strategy Tester Report
OmegaTrendEA_v1.1
Alpari-ECN-Demo (Build 1280)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2001.08.28 00:00 - 2020.09.30 16:25 (2001.08.28 - 2022.12.12) | ||||
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=13; Smooth_Factor=0; Max_Width_Pips=60; Min_Follow_Pips=5; TrendLine_Level=3.7; PivotLine_Level=1; Bar_Acceleration=0.75; Profit_Acceleration=0; S1="==== Signal 1 Settings ===="; Signal_1=true; Magic_1=101; Comment_Signal_1="Omega Trend EA S1"; UseTimeManagement_1=true; RecoveryMode_1=false; Fixed_Lots_1=0.1; AutoMM_1=0; 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=-100; S2="==== Signal 2 Settings ===="; Signal_2=true; Magic_2=102; Comment_Signal_2="Omega Trend EA S2"; UseTimeManagement_2=false; RecoveryMode_2=false; Fixed_Lots_2=0.1; AutoMM_2=0; AutoMM_Max_2=10; TargetFactor=0.75; Signal_2_TakeProfit=0; Signal_2_StopLoss=0; Signal_2_Exit_Profit=15; MinStop=45; IgnoreSmallStopTrades=true; TM="==== Time Management System ===="; AllowedHour_ForBacktest=-1; NoAddsAlso=true; MondayTrading=true; MondayTradingHours="2,7,4,18,14,9,15,22,11"; TuesdayTrading=true; TuesdayTradingHours="2,7,4,18,14,9,15,22,11"; WednesdayTrading=true; WednesdayTradingHours="2,7,4,18,14,9,15,22,11"; ThursdayTrading=false; ThursdayTradingHours="2,7,4,18,14,9,15,22,11"; FridayTrading=true; FridayTradingHours="2,7,4,18,14,9,15,22,11"; SaturdayTrading=true; SaturdayTradingHours=""; SundayTrading=true; SundayTradingHours=""; | ||||
Bars in test | 1413130 | Ticks modelled | 256575934 | Modelling quality | 90.00% |
Initial deposit | 2000.00 | Spread | 10 | ||
Total net profit | 21996.38 | Gross profit | 107984.03 | Gross loss | -85987.65 |
Profit factor | 1.26 | Expected payoff | 4.53 | ||
Absolute drawdown | 231.97 | Maximal drawdown | 1637.79 (11.62%) | Relative drawdown | 24.07% (784.73) |
Total trades | 4853 | Short positions (won %) | 2346 (57.97%) | Long positions (won %) | 2507 (60.11%) |
Profit trades (% of total) | 2867 (59.08%) | Loss trades (% of total) | 1986 (40.92%) | ||
Largest | profit trade | 400.00 | loss trade | -121.10 | |
Average | profit trade | 37.66 | loss trade | -43.30 | |
Maximum | consecutive wins (profit in money) | 19 (913.54) | consecutive losses (loss in money) | 10 (-398.98) | |
Maximal | consecutive profit (count of wins) | 913.54 (19) | consecutive loss (count of losses) | -438.62 (9) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
