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Strategy Tester Report
CabEX_V2
(Build 409)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.04.15 21:02 - 2013.08.04 23:59 (2007.05.19 - 2013.09.28) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Activation_Code=xxxxxxxxxx; Max_Allocation_Per_Trade=4; Fixed_LotSize=0; Use_Full_Account_Balance=true; Set_Initial_Start_Balance=0; Trade_Management="Targets, Stoploss and Trailing Levels"; Protective_TP=500; Protective_SL=120; TP=300; SL=60; TL1=50; TSL1=0; TL2=100; TSL2=50; TL3=150; TSL3=100; TL4=200; TSL4=150; TL5=250; TSL5=200; Restrict_Trade_Entry="Period Day-of-Week and Hour"; Allow_Trades_At_All_Times=true; Activate_On_DayOfWeek=0; Activate_At_HourOfDay=0; DeActivate_On_DayOfWeek=0; DeActivate_At_HourOfDay=0; Prevent_Trades_Over_WeekEnd="Close Open Trade At Day-of-Week and Hour"; Force_Close_Trade=false; Force_Close_On_DayOfWeek=0; Force_Close_At_HourOfDay=0; SYSTEM_INTERNAL_PARAMETERS="Advanced System Control Options"; MagicNumber=55445544; EA_COMMENT_PREFIX="CabEX "; Use_Free_Margin_Only=false; Allow_Slippage=5; RefPrice=1.25; MaxRetry=30; | ||||
| Bars in test | 39374 | Ticks modelled | 58597329 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 63125.01 | Gross profit | 218392.23 | Gross loss | -155267.22 |
| Profit factor | 1.41 | Expected payoff | 82.84 | ||
| Absolute drawdown | 327.09 | Maximal drawdown | 9085.08 (13.68%) | Relative drawdown | 15.69% (2397.87) |
| Total trades | 762 | Short positions (won %) | 372 (50.00%) | Long positions (won %) | 390 (49.74%) |
| Profit trades (% of total) | 380 (49.87%) | Loss trades (% of total) | 382 (50.13%) | ||
| Largest | profit trade | 3988.90 | loss trade | -1447.20 | |
| Average | profit trade | 574.72 | loss trade | -406.46 | |
| Maximum | consecutive wins (profit in money) | 8 (4110.82) | consecutive losses (loss in money) | 8 (-3918.91) | |
| Maximal | consecutive profit (count of wins) | 6640.85 (7) | consecutive loss (count of losses) | -4907.59 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
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