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
Omega Trend EA EURUSD. 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