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

 

Symbol EURJPY (Euro vs Japanese Yen)
Period 1 Hour (H1) 1999.09.08 00:02 - 2020.09.30 18:20 (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=0; 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=false; Fixed_Lots_2=0.1; AutoMM_2=0; 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 7449358 Ticks modelled 14729763 Modelling quality 90.00%
 
Initial deposit 2000.00     Spread 10
Total net profit 26184.58 Gross profit 107044.86 Gross loss -80860.28
Profit factor 1.32 Expected payoff 7.91    
Absolute drawdown 51.21 Maximal drawdown 1391.35 (5.44%) Relative drawdown 21.57% (726.08)
 
Total trades 3309 Short positions (won %) 1497 (56.05%) Long positions (won %) 1812 (59.88%)
  Profit trades (% of total) 1924 (58.14%) Loss trades (% of total) 1385 (41.86%)
Largest profit trade 379.33 loss trade -167.38
Average profit trade 55.64 loss trade -58.38
Maximum consecutive wins (profit in money) 17 (754.66) consecutive losses (loss in money) 8 (-324.63)
Maximal consecutive profit (count of wins) 1040.59 (5) consecutive loss (count of losses) -623.21 (6)
Average consecutive wins 3 consecutive losses 2
Omega Trend EA EURJPY. Risk: Fixed Lots. Period: 1999-2020 backtest results
当社のウェブサイトを使用することにより、ここで読むことができる当社のプライバシーポリシーおよびCookieポリシーに同意するものとします。
承認する