Strategy Tester Report
Fx_Builder_Pro 1.0.5_
AlpariUK-Demo-Pro (Build 482)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2007.01.02 07:59 - 2013.02.28 23:59 (2007.01.01 - 2013.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | GMT_Set=" <<<<<< GMT Parameters: >>>>>>"; AutoGMT=false; ManualGMT=2; __..=" *****************************************************"; _=" <<<<<< Indicator Signals. Parameters: >>>>>>"; Enable_Indicator_Signals=true; __="Relative Strenght Index:"; Used_RSI_01=true; Used_As_Signal_01=true; Inverted_Signal_01=false; RSI_TimeFrame_01=15; RSI_Period_01=14; RSI_High_01=70; RSI_Low_01=30; ___="MACD:"; Used_MACD_02=false; Used_As_Signal_02=true; Used_Zero_Crossing=false; Inverted_Signal_02=false; MACD_TimeFrame_02=15; MACD_FastEMA_02=12; MACD_SlowEMA_02=26; MACD_SMA_02=9; _.="Parabolic_SAR:"; Used_SAR_03=false; Used_As_Signal_03=true; Inverted_Signal_03=false; SAR_TimeFrame_03=30; SAR_Step_03=0.02; SAR_Max_03=0.2; __.="Moving Average:"; Used_MA_04=false; Used_As_Signal_04=false; Inverted_Signal_04=false; MA_TimeFrame_04=1; MA_Fast_Period_04=6; MA_Fast_Method_04=0; MA_Slow_Period_04=38; MA_Slow_Method_04=0; ___.="Money Flow Index:"; Used_MFI_05=false; Used_As_Signal_05=true; Inverted_Signal_05=false; MFI_TimeFrame_05=15; MFI_Period_05=14; MFI_High_05=80; MFI_Low_05=20; ____="Awesome Oscillator:"; Used_AO_06=false; Used_As_Signal_06=true; Inverted_Signal_06=false; AO_TimeFrame_06=30; ____.="Bollinger Bands:"; Used_BB_07=false; Used_As_Signal_07=false; Inverted_Signal_07=false; BB_TimeFrame_07=15; BB_Period_07=20; BB_Deviation_07=2; _..=" **********************************************"; _____=" <<<<<< Bars Signals. Parameters: >>>>>>"; Enable_Bar_Signals=false; Start_Hour=12; Expect_Hours_After_Start=15; Bar_Type=60; Number_Of_Bars_For_Calculation=2; Distance_From_Range=35; Trade_On_Breakdown=true; _...=" ************************************************"; _____.=" <<<<<< Grid Trading. Parameters: >>>>>>"; Enable_Grid_Trading=true; Buy_Sell_At_Same_Time=false; Grid_StopLoss=300; FirstTP=45; Step_1=40; TP_1=53; Step_2=40; TP_2=48; Step_3=40; TP_3=54; Step_4=40; TP_4=50; Step_5=40; TP_5=54; Step_6=40; TP_6=54; Step_7=40; TP_7=43; Step_8=50; TP_8=50; Step_9=40; TP_9=45; Step_10=40; TP_10=45; Further_Step=40; Further_TP=45; __...=" *******************************************"; ______=" <<<<<< Money Management: >>>>>>"; Lot=0.01; Only_One_Order_In_Market=true; Martingale=true; Multiplying_Factor=2; Max_Multiplying=15; Multiply_After_Zero_Profit=false; ResetLot_After_Max_Multiplying=true; Min_Lot=0.01; Max_Lot=10000; Use_Compounding=false; StartLot_For_Compounding=0.1; Start_Deposit_For_Compounding=5000; __....=" ************************************************"; ______.=" <<<<<< Stop Level Management: >>>>>>"; TakeProfit=90; StopLoss=90; Daily_Profit_Limitation=0; Daily_Limit_Forced_Closing=false; Orders_Daily_Limit=0; DynamicStops="---Сhange StopLevel After Loss---"; Increase_Or_Reduce_Stops=false; Increase_Or_Reduce_TP=1; Increase_Or_Reduce_SL=0; MaxChangeStops=8; ResetStops_After_MaxChange=false; __.....=" **************************************************"; ________=" <<<<<< Trailing Stop Management: >>>>>>"; Enable_Trailing_Management=false; Use_Step_Trailing=false; Trailing_Stop=30; Break_Even=20; __......=" *****************************************"; _______=" <<<<<< Time Management: >>>>>>"; Enable_Time_Management=false; Enable_Time_Control=true; StartTime="8:00"; EndTime="15:05"; Time_Ended_Forced_Closing=false; DayControl="::::::::::::::::::::::::::::"; Trade_On_Monday=true; Trade_On_Tuesday=true; Trade_On_Wednesday=true; Trade_On_Thursday=true; Trade_On_Friday=true; Day_Ended_Forced_Closing=false; __.......=" **********************************************"; _______.=" <<<<<< Notification Parameters: >>>>>>"; eMail_When_Opened=false; Push_When_Opened=false; Sound_When_Opened=false; Sound_Name="alert.wav"; ________.=" <<<<<< Other Parameters: >>>>>>"; Magic=3934911; Slippage=10; | ||||
| Bars in test | 2154718 | Ticks modelled | 4237646 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 2200.00 | ||||
| Total net profit | 33854.97 | Gross profit | 57064.04 | Gross loss | -23209.06 |
| Profit factor | 2.46 | Expected payoff | 9.05 | ||
| Absolute drawdown | 975.07 | Maximal drawdown | 2179.17 (10.82%) | Relative drawdown | 44.88% (997.49) |
| Total trades | 3741 | Short positions (won %) | 1778 (69.46%) | Long positions (won %) | 1963 (67.60%) |
| Profit trades (% of total) | 2562 (68.48%) | Loss trades (% of total) | 1179 (31.52%) | ||
| Largest | profit trade | 552.32 | loss trade | -124.35 | |
| Average | profit trade | 22.27 | loss trade | -19.69 | |
| Maximum | consecutive wins (profit in money) | 22 (198.46) | consecutive losses (loss in money) | 6 (-465.31) | |
| Maximal | consecutive profit (count of wins) | 611.42 (10) | consecutive loss (count of losses) | -465.31 (6) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
