Strategy Tester Report
OmegaTrendEA_v1.1
Alpari-ECN-Demo (Build 1280)

 

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 1999.01.04 15:30 - 2020.10.01 12:59
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=5; 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=5; 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 1600541 Ticks modelled 3188221 Modelling quality 90.00%
 
Initial deposit 2000.00     Spread 10
Total net profit 6031404.39 Gross profit 26557420.89 Gross loss -20526016.49
Profit factor 1.29 Expected payoff 1289.59    
Absolute drawdown 802.48 Maximal drawdown 503030.00 (18.92%) Relative drawdown 55.50% (1493.29)
 
Total trades 4677 Short positions (won %) 2270 (60.79%) Long positions (won %) 2407 (62.65%)
  Profit trades (% of total) 2888 (61.75%) Loss trades (% of total) 1789 (38.25%)
Largest profit trade 307250.00 loss trade -108300.00
Average profit trade 9195.78 loss trade -11473.46
Maximum consecutive wins (profit in money) 17 (146000.45) consecutive losses (loss in money) 10 (-81451.04)
Maximal consecutive profit (count of wins) 459351.86 (5) consecutive loss (count of losses) -265580.00 (5)
Average consecutive wins 3 consecutive losses 2
Omega Trend EA GBPUSD. Risk: AutoMM. Period: 1999-2020 backtest results
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