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Backtest performance:
Strategy Tester Report
WOC_modify_04
EGlobal-Demo (Build 392)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.04.12 00:15 - 2011.04.08 22:55 (2010.04.11 - 2011.04.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | StopLoss=3; TrSt=8; Speed=5; timeSpeed=3; Lots=0.1; MaxLot=100; LotsOptimized=true; Risk=20; Magic=20080829; | ||||
| Bars in test | 56406 | Ticks modelled | 9912681 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 1198964.59 | Gross profit | 2057950.20 | Gross loss | -858985.61 |
| Profit factor | 2.40 | Expected payoff | 950.80 | ||
| Absolute drawdown | 47.10 | Maximal drawdown | 48000.00 (4.02%) | Relative drawdown | 16.66% (22594.50) |
| Total trades | 1261 | Short positions (won %) | 655 (40.31%) | Long positions (won %) | 606 (72.94%) |
| Profit trades (% of total) | 706 (55.99%) | Loss trades (% of total) | 555 (44.01%) | ||
| Largest | profit trade | 46000.00 | loss trade | -5000.00 | |
| Average | profit trade | 2914.94 | loss trade | -1547.72 | |
| Maximum | consecutive wins (profit in money) | 16 (1916.80) | consecutive losses (loss in money) | 7 (-285.50) | |
| Maximal | consecutive profit (count of wins) | 105000.00 (7) | consecutive loss (count of losses) | -30000.00 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
Strategy Tester Report
Grail
(Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.03.01 00:00 - 2010.11.30 23:55 (2010.03.01 - 2010.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Pips=5; Lots=0.1; | ||||
| Bars in test | 36857 | Ticks modelled | 5149008 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 160608.44 | Gross profit | 161642.47 | Gross loss | -1034.03 |
| Profit factor | 156.32 | Expected payoff | 9.44 | ||
| Absolute drawdown | 3.00 | Maximal drawdown | 77.50 (0.06%) | Relative drawdown | 1.77% (30.80) |
| Total trades | 17009 | Short positions (won %) | 8504 (93.16%) | Long positions (won %) | 8505 (93.19%) |
| Profit trades (% of total) | 15848 (93.17%) | Loss trades (% of total) | 1161 (6.83%) | ||
| Largest | profit trade | 489.19 | loss trade | -2.90 | |
| Average | profit trade | 10.20 | loss trade | -0.89 | |
| Maximum | consecutive wins (profit in money) | 340 (6858.49) | consecutive losses (loss in money) | 11 (-21.00) | |
| Maximal | consecutive profit (count of wins) | 6858.49 (340) | consecutive loss (count of losses) | -21.00 (11) | |
| Average | consecutive wins | 19 | consecutive losses | 1 | |
buy now at price $37
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