Strategy Tester Report
PSar SuperTrend EA v202
Tadawulfx-Demo (Build 402
Symbol | XAGUSD (US Dollar) | ||||
Period | 1 Hour (H1) 2011.01.28 00:00 - 2011.02.21 22:00 (2011.01.28 - 2011.02.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | S1="---------------- Entry Settings"; Step=0.02; Maximum=0.2; TrendCCIPeriod=14; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingProfit=0; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 1392 | Ticks modelled | 412228 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 1691.68 | Gross profit | 1829.02 | Gross loss | -137.35 |
Profit factor | 13.32 | Expected payoff | 105.73 | ||
Absolute drawdown | 22.00 | Maximal drawdown | 430.88 (27.56%) | Relative drawdown | 27.56% (430.88) |
Total trades | 16 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 372.93 | loss trade | -40.90 | |
Average | profit trade | 166.27 | loss trade | -27.47 | |
Maximum | consecutive wins (profit in money) | 5 (1437.60) | consecutive losses (loss in money) | 4 (-115.35) | |
Maximal | consecutive profit (count of wins) | 1437.60 (5) | consecutive loss (count of losses) | -115.35 (4) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.28 12:00 | buy | 1 | 0.10 | 26.86 | 0.00 | 0.00 | ||
2 | 2011.01.31 16:00 | buy | 2 | 0.10 | 28.04 | 0.00 | 0.00 | ||
3 | 2011.02.01 17:00 | close | 2 | 0.10 | 28.14 | 0.00 | 0.00 | 9.28 | 1009.28 |
4 | 2011.02.01 17:00 | close | 1 | 0.10 | 28.14 | 0.00 | 0.00 | 126.55 | 1135.83 |
5 | 2011.02.01 19:00 | buy | 3 | 0.10 | 28.63 | 0.00 | 0.00 | ||
6 | 2011.02.02 13:00 | close | 3 | 0.10 | 28.28 | 0.00 | 0.00 | -35.73 | 1100.10 |
7 | 2011.02.03 03:00 | buy | 4 | 0.10 | 28.43 | 0.00 | 0.00 | ||
8 | 2011.02.03 17:00 | close | 4 | 0.10 | 28.17 | 0.00 | 0.00 | -26.00 | 1074.10 |
9 | 2011.02.03 18:00 | buy | 5 | 0.10 | 28.55 | 0.00 | 0.00 | ||
10 | 2011.02.07 09:00 | buy | 6 | 0.10 | 29.22 | 0.00 | 0.00 | ||
11 | 2011.02.08 09:00 | buy | 7 | 0.10 | 29.71 | 0.00 | 0.00 | ||
12 | 2011.02.08 15:00 | buy | 8 | 0.10 | 29.71 | 0.00 | 0.00 | ||
13 | 2011.02.09 14:00 | buy | 9 | 0.10 | 30.36 | 0.00 | 0.00 | ||
14 | 2011.02.10 17:00 | buy | 10 | 0.10 | 30.10 | 0.00 | 0.00 | ||
15 | 2011.02.11 12:00 | close | 10 | 0.10 | 29.98 | 0.00 | 0.00 | -12.73 | 1061.38 |
16 | 2011.02.11 12:00 | close | 9 | 0.10 | 29.98 | 0.00 | 0.00 | -40.90 | 1020.48 |
17 | 2011.02.11 12:00 | close | 8 | 0.10 | 29.98 | 0.00 | 0.00 | 23.38 | 1043.85 |
18 | 2011.02.11 12:00 | close | 7 | 0.10 | 29.98 | 0.00 | 0.00 | 23.38 | 1067.23 |
19 | 2011.02.11 12:00 | close | 6 | 0.10 | 29.98 | 0.00 | 0.00 | 71.65 | 1138.88 |
20 | 2011.02.11 12:00 | close | 5 | 0.10 | 29.98 | 0.00 | 0.00 | 137.20 | 1276.08 |
21 | 2011.02.11 15:00 | buy | 11 | 0.10 | 30.15 | 0.00 | 0.00 | ||
22 | 2011.02.11 18:00 | close | 11 | 0.10 | 29.93 | 0.00 | 0.00 | -22.00 | 1254.08 |
23 | 2011.02.14 09:00 | buy | 12 | 0.10 | 30.09 | 0.00 | 0.00 | ||
24 | 2011.02.15 11:00 | buy | 13 | 0.10 | 30.76 | 0.00 | 0.00 | ||
25 | 2011.02.16 11:00 | buy | 14 | 0.10 | 30.93 | 0.00 | 0.00 | ||
26 | 2011.02.16 19:00 | buy | 15 | 0.10 | 30.67 | 0.00 | 0.00 | ||
27 | 2011.02.18 17:00 | buy | 16 | 0.10 | 32.35 | 0.00 | 0.00 | ||
28 | 2011.02.21 22:58 | close at stop | 16 | 0.10 | 33.87 | 0.00 | 0.00 | 151.28 | 1405.35 |
29 | 2011.02.21 22:58 | close at stop | 15 | 0.10 | 33.87 | 0.00 | 0.00 | 316.38 | 1721.73 |
30 | 2011.02.21 22:58 | close at stop | 14 | 0.10 | 33.87 | 0.00 | 0.00 | 290.38 | 2012.10 |
31 | 2011.02.21 22:58 | close at stop | 13 | 0.10 | 33.87 | 0.00 | 0.00 | 306.65 | 2318.75 |
32 | 2011.02.21 22:58 | close at stop | 12 | 0.10 | 33.87 | 0.00 | 0.00 | 372.93 | 2691.68 |
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