Strategy Tester Report
OmegaTrendEA_v1.1
Alpari-ECN-Demo (Build 1280)
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 1999.09.08 00:00 - 2020.10.01 12:29 (1999.09.08 - 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=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=1; 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=true; Fixed_Lots_2=0.1; AutoMM_2=1; 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 | 1524804 | Ticks modelled | 3046728 | Modelling quality | 90.00% |
| Initial deposit | 2000.00 | Spread | 10 | ||
| Total net profit | 378905.20 | Gross profit | 1315634.30 | Gross loss | -936729.10 |
| Profit factor | 1.40 | Expected payoff | 128.57 | ||
| Absolute drawdown | 10.22 | Maximal drawdown | 61029.79 (34.50%) | Relative drawdown | 36.18% (4981.37) |
| Total trades | 2947 | Short positions (won %) | 1340 (57.09%) | Long positions (won %) | 1607 (61.92%) |
| Profit trades (% of total) | 1760 (59.72%) | Loss trades (% of total) | 1187 (40.28%) | ||
| Largest | profit trade | 44545.73 | loss trade | -16303.98 | |
| Average | profit trade | 747.52 | loss trade | -789.16 | |
| Maximum | consecutive wins (profit in money) | 15 (411.22) | consecutive losses (loss in money) | 8 (-1023.91) | |
| Maximal | consecutive profit (count of wins) | 51751.76 (7) | consecutive loss (count of losses) | -34784.76 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
