Strategy Tester Report
Robin_VOL
AlpariUK-Demo-Pro (Build 419)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2000.01.03 00:00 - 2012.11.12 23:59 (2000.01.01 - 2012.11.13)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parameterss1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0.1; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
Bars in test319471Ticks modelled637799Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit35522.86Gross profit94160.16Gross loss-58637.30
Profit factor1.61Expected payoff6.76
Absolute drawdown7.50Maximal drawdown768.93 (0.67%)Relative drawdown0.68% (698.37)
Total trades5255Short positions (won %)2561 (47.83%)Long positions (won %)2694 (48.33%)
Profit trades (% of total)2527 (48.09%)Loss trades (% of total)2728 (51.91%)
Largestprofit trade621.01loss trade-141.63
Averageprofit trade37.26loss trade-21.49
Maximumconsecutive wins (profit in money)18 (691.42)consecutive losses (loss in money)19 (-267.50)
Maximalconsecutive profit (count of wins)1198.63 (6)consecutive loss (count of losses)-451.32 (5)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance


Loading...

Loading backtest data...

All backtest data loaded successfully.

风险

外汇交易可能涉及超出您初始存款的损失风险。这并不适合所有投资者,您应确保了解所涉及的风险,如有必要,请寻求独立建议。

外汇账户通常提供不同程度的杠杆,其较高的利润潜力与同样高的风险水平平衡。您永远不应该冒超过您准备损失的风险,并应仔细考虑您的交易经验。

过去的表现和模拟结果并不一定表明未来的表现。本网站上的所有内容仅代表作者的意见,不构成对购买其页面中描述的任何产品的明确建议。