Strategy Tester Report
OmegaTrendEA_v1.1
Alpari-ECN-Demo (Build 1280)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 1999.01.04 18:40 - 2020.10.01 13:39 | ||||
| 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=16; Smooth_Factor=0; Max_Width_Pips=45; Min_Follow_Pips=6; TrendLine_Level=3.2; PivotLine_Level=0.73; Bar_Acceleration=1.2; 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=false; Fixed_Lots_1=0.1; AutoMM_1=0; AutoMM_Max_1=10; Signal_1_TakeProfit=300; Signal_1_StopLoss=50; Signal_1_StrongPips=0; Swing_Filtering=false; Swing_MA_Period=50; Swing_Impulse=-40; S2="==== Signal 2 Settings ===="; Signal_2=true; Magic_2=20202; 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=0.35; Signal_2_TakeProfit=5; Signal_2_StopLoss=0; Signal_2_Exit_Profit=2; MinStop=45; IgnoreSmallStopTrades=false; TM="==== Time Management System ===="; AllowedHour_ForBacktest=-1; NoAddsAlso=true; MondayTrading=true; MondayTradingHours="8,9,11,15,16,2,23"; TuesdayTrading=true; TuesdayTradingHours="8,9,11,15,16,2,23"; WednesdayTrading=true; WednesdayTradingHours="8,9,11,15,16,2,23"; ThursdayTrading=true; ThursdayTradingHours="8,9,11,15,16,2,23"; FridayTrading=true; FridayTradingHours="8,9,11,15,16,2,23"; SaturdayTrading=true; SaturdayTradingHours=""; SundayTrading=true; SundayTradingHours=""; | ||||
| Bars in test | 1607311 | Ticks modelled | 227504031 | Modelling quality | 90.00% |
| Initial deposit | 2000.00 | Spread | 10 | ||
| Total net profit | 16017.06 | Gross profit | 73795.31 | Gross loss | -57778.25 |
| Profit factor | 1.28 | Expected payoff | 2.91 | ||
| Absolute drawdown | 256.46 | Maximal drawdown | 1241.43 (15.10%) | Relative drawdown | 26.79% (674.46) |
| Total trades | 5500 | Short positions (won %) | 2659 (65.10%) | Long positions (won %) | 2841 (68.50%) |
| Profit trades (% of total) | 3677 (66.85%) | Loss trades (% of total) | 1823 (33.15%) | ||
| Largest | profit trade | 300.00 | loss trade | -112.02 | |
| Average | profit trade | 20.07 | loss trade | -31.69 | |
| Maximum | consecutive wins (profit in money) | 19 (676.80) | consecutive losses (loss in money) | 6 (-102.20) | |
| Maximal | consecutive profit (count of wins) | 676.80 (19) | consecutive loss (count of losses) | -224.06 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
