Strategy Tester Report
RAY_Scalper_V3
FinFX-Demo (Build 711)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2007.04.01 21:00 - 2014.10.10 20:59 (2007.05.01 - 2014.10.11) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Max_Allocation_Per_Trade=8; Fixed_LotSize=0; FinalTarget_x_H1_ATR=8; StopLoss_x_H1_ATR=4; Trail_StopLoss_x_H1_ATR=2; Trail_Trigger_x_H1_ATR=1; Advanced_User_Parameters="Read Manual Before Making Changes"; Skip_Entry_With_High_Risk=false; Exit_Strategy=false; Use_Hidden_SL_TP=false; Set_Max_Trade_Duration=false; Max_Trade_Duration_Hours=100; Use_Full_Account_Balance=true; Set_Initial_Start_Balance=0; 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 Any Open Trade At Day-of-Week and Hour"; Force_Close_Trade=false; Force_Close_On_DayOfWeek=0; Force_Close_At_HourOfDay=0; MagicNumber=11995533; EA_COMMENT_PREFIX="Ray Scalper "; Use_Free_Margin_Only=false; Allow_Slippage=5; RefPrice=1.7; MaxRetry=10; | ||||
Bars in test | 188322 | Ticks modelled | 76695831 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | Current (20) | ||
Total net profit | 118769.71 | Gross profit | 649739.27 | Gross loss | -530969.56 |
Profit factor | 1.22 | Expected payoff | 97.91 | ||
Absolute drawdown | 2756.18 | Maximal drawdown | 26370.14 (19.36%) | Relative drawdown | 42.86% (5434.53) |
Total trades | 1213 | Short positions (won %) | 628 (66.40%) | Long positions (won %) | 585 (69.06%) |
Profit trades (% of total) | 821 (67.68%) | Loss trades (% of total) | 392 (32.32%) | ||
Largest | profit trade | 5151.60 | loss trade | -3871.00 | |
Average | profit trade | 791.40 | loss trade | -1354.51 | |
Maximum | consecutive wins (profit in money) | 14 (6523.61) | consecutive losses (loss in money) | 5 (-10972.45) | |
Maximal | consecutive profit (count of wins) | 12082.06 (10) | consecutive loss (count of losses) | -10972.45 (5) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
