Strategy Tester: Easy Walker 6.0.1s
Strategy Tester Report
Easy Walker 6.0.1s
Alpari-ECN-Demo (Build 765)

SymbolAUDCAD (Australian Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2014.01.02 09:00 - 2015.03.31 23:45 (2014.01.01 - 2015.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSetName="AUDCAD b10"; xx0="--- Money Management:"; LotSize=0; Risk=5; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=5; RiskMax=18; CountMin=18; CountMax=50; RiskDivider=1; xx2="--- Settings: "; MaxSpread=3.1; UserTPpips=0; SLpips=46; HourForcedExitGMT=0; EndOfMonthDays=0; GMTOffset=2; xx2a="--- ATR filter: "; ATRfilter=true; ATRXHour=1; ATRXPips=40; xx5="--- Logic: "; Logic1=298876117; Logic2=141855772; Logic3=154764377; Logic4=922429606; Logic5=46174317; xxx5="--- Trading time "; HourStartGMT=21; MinuteStart=0; HourEndGMT=22; MinuteEnd=0; HourEndGMTMo=22; MinuteEndMo=5; xxx6="--- Trading by days "; TradeMon=true; TradeTue=true; TradeWed=true; TradeThu=true; TradeFri=true; xx6="--- Misc: "; Magic=9701; Comments="EW b10"; comment_color=Orange; box_color=Black; Shots=false; Verbose=true;
Bars in test31650Ticks modelled14407530Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit176.19Gross profit223.71Gross loss-47.52
Profit factor4.71Expected payoff1.89
Absolute drawdown1.54Maximal drawdown21.54 (1.84%)Relative drawdown1.84% (21.54)
Total trades93Short positions (won %)37 (62.16%)Long positions (won %)56 (78.57%)
Profit trades (% of total)67 (72.04%)Loss trades (% of total)26 (27.96%)
Largestprofit trade9.41loss trade-7.49
Averageprofit trade3.34loss trade-1.83
Maximumconsecutive wins (profit in money)10 (32.16)consecutive losses (loss in money)5 (-9.94)
Maximalconsecutive profit (count of wins)32.16 (10)consecutive loss (count of losses)-9.94 (5)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.01.08 23:49sell10.050.964230.000000.00000
22014.01.08 23:49modify10.050.964230.968830.96063
32014.01.09 00:07close10.050.962810.968830.960635.241005.24
42014.01.13 23:00buy20.050.982570.000000.00000
52014.01.13 23:00modify20.050.982570.977970.98617
62014.01.13 23:28close20.050.983240.977970.986172.791008.03
72014.01.16 23:00sell30.050.963580.000000.00000
82014.01.16 23:00modify30.050.963580.968180.95998
92014.01.17 00:32close30.050.964190.968180.95998-2.761005.27
102014.01.22 23:57sell40.050.981620.000000.00000
112014.01.22 23:57modify40.050.981620.986220.97802
122014.01.23 00:00close40.050.980930.986220.978022.211007.48
132014.01.29 23:06sell50.050.976230.000000.00000
142014.01.29 23:06modify50.050.976230.980830.97263
152014.01.30 01:00close50.050.975840.980830.972630.961008.44
162014.02.03 23:22buy60.050.970850.000000.00000
172014.02.03 23:22modify60.050.970850.966250.97445
182014.02.03 23:47close60.050.971340.966250.974452.041010.48
192014.02.04 23:00sell70.050.989700.000000.00000
202014.02.04 23:00modify70.050.989700.994300.98610
212014.02.04 23:25close70.050.989090.994300.986102.541013.02
222014.02.10 23:00sell80.050.988980.000000.00000
232014.02.10 23:00modify80.050.988980.993580.98538
242014.02.11 00:27close80.050.988810.993580.985380.481013.50
252014.02.17 00:00sell90.050.995530.000000.00000
262014.02.17 00:00modify90.050.995531.000130.99193
272014.02.17 00:30close90.050.993711.000130.991937.571021.07
282014.02.18 23:28buy100.050.988520.000000.00000
292014.02.18 23:28modify100.050.988520.983920.99212
302014.02.19 01:12close100.050.988440.983920.99212-0.211020.86
312014.02.19 23:17buy110.050.996980.000000.00000
322014.02.19 23:17modify110.050.996980.992381.00058
332014.02.19 23:30close110.050.997300.992381.000581.331022.19
342014.02.24 23:13buy120.050.999340.000000.00000
352014.02.24 23:13modify120.050.999340.994741.00294
362014.02.25 00:10close120.050.999800.994741.002942.031024.21
372014.02.26 23:49sell130.050.998420.000000.00000
382014.02.26 23:49modify130.050.998421.003020.99482
392014.02.27 00:22close130.050.997831.003020.994821.791026.00
402014.03.03 00:00buy140.050.985220.000000.00000
412014.03.03 00:00modify140.050.985220.980620.98882
422014.03.03 01:00close140.050.986710.980620.988826.201032.20
432014.03.10 00:00buy150.051.003980.000000.00000
442014.03.10 00:00modify150.051.003980.999381.00758
452014.03.10 01:15close150.051.004500.999381.007582.161034.36
462014.03.13 23:00sell160.050.999840.000000.00000
472014.03.13 23:00modify160.050.999841.004440.99624
482014.03.14 01:20close160.051.000391.004440.99624-2.511031.85
492014.03.24 00:00sell170.051.021070.000000.00000
502014.03.24 00:00modify170.051.021071.025671.01747
512014.03.24 01:34close170.051.020841.025671.017470.961032.81
522014.04.03 00:03sell180.051.020330.000000.00000
532014.04.03 00:03modify180.051.020331.024931.01673
542014.04.03 00:52close180.051.020221.024931.016730.461033.27
552014.04.03 00:56sell190.051.020790.000000.00000
562014.04.03 00:56modify190.051.020791.025391.01719
572014.04.03 01:08close190.051.019881.025391.017193.791037.06
582014.04.10 00:05sell200.051.021560.000000.00000
592014.04.10 00:05modify200.051.021561.026161.01796
602014.04.10 00:51close200.051.021181.026161.017961.581038.64
612014.04.11 00:00sell210.051.029160.000000.00000
622014.04.11 00:00modify210.051.029161.033761.02556
632014.04.11 00:21close210.051.028601.033761.025562.331040.97
642014.04.14 00:19buy220.051.029900.000000.00000
652014.04.14 00:19modify220.051.029901.025301.03350
662014.04.14 01:09close220.051.030951.025301.033504.371045.34
672014.04.22 00:01buy230.051.026950.000000.00000
682014.04.22 00:01modify230.051.026951.022351.03055
692014.04.22 00:16close230.051.027451.022351.030552.081047.42
702014.05.02 00:03buy240.051.016100.000000.00000
712014.05.02 00:03modify240.051.016101.011501.01970
722014.05.02 01:22close240.051.015931.011501.01970-0.701046.72
732014.05.05 00:00sell250.051.019300.000000.00000
742014.05.05 00:00modify250.051.019301.023901.01570
752014.05.05 01:31close250.051.018481.023901.015703.411050.13
762014.05.07 00:52buy260.051.017560.000000.00000
772014.05.07 00:52modify260.051.017561.012961.02116
782014.05.07 01:24close260.051.018191.012961.021162.621052.75
792014.05.09 00:29buy270.051.014610.000000.00000
802014.05.09 00:29modify270.051.014611.010011.01821
812014.05.09 01:31close270.051.014611.010011.018210.001052.75
822014.05.22 00:07sell280.051.009640.000000.00000
832014.05.22 00:07modify280.051.009641.014241.00604
842014.05.22 00:45close280.051.009251.014241.006041.631054.38
852014.06.12 00:30buy290.051.019550.000000.00000
862014.06.12 00:30modify290.051.019551.014951.02315
872014.06.12 03:02close290.051.019701.014951.023150.631055.01
882014.06.16 00:26sell300.051.020460.000000.00000
892014.06.16 00:26modify300.051.020461.025061.01686
902014.06.16 01:47close300.051.020271.025061.016860.791055.80
912014.06.18 00:27buy310.051.013730.000000.00000
922014.06.18 00:27modify310.051.013731.009131.01733
932014.06.18 02:01close310.051.013991.009131.017331.081056.88
942014.06.23 00:52buy320.051.008260.000000.00000
952014.06.23 00:52modify320.051.008261.003661.01186
962014.06.23 01:00close320.051.008581.003661.011861.331058.21
972014.07.01 00:14sell330.051.006320.000000.00000
982014.07.01 00:14modify330.051.006321.010921.00272
992014.07.01 02:49close330.051.006451.010921.00272-0.541057.67
1002014.07.02 00:03buy340.051.009550.000000.00000
1012014.07.02 00:03modify340.051.009551.004951.01315
1022014.07.02 02:39close340.051.009411.004951.01315-0.591057.08
1032014.07.18 00:11buy350.051.005750.000000.00000
1042014.07.18 00:11modify350.051.005751.001151.00935
1052014.07.18 01:15close350.051.005741.001151.00935-0.041057.04
1062014.07.24 00:53buy360.051.012490.000000.00000
1072014.07.24 00:53modify360.051.012491.007891.01609
1082014.07.24 02:56close360.051.012971.007891.016092.001059.04
1092014.07.29 00:02buy370.051.015500.000000.00000
1102014.07.29 00:02modify370.051.015501.010901.01910
1112014.07.29 00:57close370.051.015671.010901.019100.701059.74
1122014.08.13 00:45buy380.051.012090.000000.00000
1132014.08.13 00:45modify380.051.012091.007491.01569
1142014.08.13 02:30close380.051.012431.007491.015691.411061.15
1152014.08.25 00:02sell390.051.020620.000000.00000
1162014.08.25 00:02modify390.051.020621.025221.01702
1172014.08.25 00:35close390.051.019101.025221.017026.321067.47
1182014.08.28 00:05sell400.051.014150.000000.00000
1192014.08.28 00:05modify400.051.014151.018751.01055
1202014.08.28 01:00close400.051.013901.018751.010551.041068.51
1212014.09.09 00:54sell410.051.018730.000000.00000
1222014.09.09 00:54modify410.051.018731.023331.01513
1232014.09.09 04:11close410.051.018781.023331.01513-0.211068.30
1242014.09.10 00:22buy420.051.010110.000000.00000
1252014.09.10 00:22modify420.051.010111.005511.01371
1262014.09.10 00:57close420.051.010581.005511.013711.951070.25
1272014.09.11 00:00buy430.051.001280.000000.00000
1282014.09.11 00:00modify430.051.001280.996681.00488
1292014.09.11 00:26close430.051.001910.996681.004882.621072.87
1302014.09.11 00:36sell440.051.002010.000000.00000
1312014.09.11 00:36modify440.051.002011.006610.99841
1322014.09.11 02:09close440.051.002581.006610.99841-2.371070.50
1332014.09.15 00:00buy450.050.998590.000000.00000
1342014.09.15 00:00modify450.050.998590.993991.00219
1352014.09.15 01:00close450.050.999240.993991.002192.701073.20
1362014.09.17 00:08buy460.050.997270.000000.00000
1372014.09.17 00:08modify460.050.997270.992671.00087
1382014.09.17 03:07close460.050.996920.992671.00087-1.451071.75
1392014.09.23 00:00sell470.050.979590.000000.00000
1402014.09.23 00:00modify470.050.979590.984190.97599
1412014.09.23 02:52close470.050.979800.984190.97599-0.881070.87
1422014.09.24 00:23sell480.050.979250.000000.00000
1432014.09.24 00:23modify480.050.979250.983850.97565
1442014.09.24 03:00close480.050.980110.983850.97565-3.581067.29
1452014.09.26 00:41sell490.050.976810.000000.00000
1462014.09.26 00:41modify490.050.976810.981410.97321
1472014.09.26 03:11close490.050.977060.981410.97321-1.041066.25
1482014.09.29 00:00buy500.050.976060.000000.00000
1492014.09.29 00:00modify500.050.976060.971460.97966
1502014.09.29 04:51close500.050.975340.971460.97966-2.991063.26
1512014.10.13 00:00buy510.050.971510.000000.00000
1522014.10.13 00:00modify510.050.971510.966910.97511
1532014.10.13 00:22close510.050.973320.966910.975117.531070.79
1542014.10.15 00:05sell520.050.984430.000000.00000
1552014.10.15 00:05modify520.050.984430.989030.98083
1562014.10.15 00:21close520.050.983950.989030.980831.991072.78
1572014.10.15 00:47sell530.050.984420.000000.00000
1582014.10.15 00:47modify530.050.984420.989020.98082
1592014.10.15 01:09close530.050.983970.989020.980821.871074.65
1602014.10.22 00:00buy540.050.984900.000000.00000
1612014.10.22 00:00modify540.050.984900.980300.98850
1622014.10.22 00:36close540.050.985610.980300.988502.951077.60
1632014.10.23 00:45buy550.050.984880.000000.00000
1642014.10.23 00:45modify550.050.984880.980280.98848
1652014.10.23 01:47close550.050.985940.980280.988484.411082.01
1662014.10.28 23:00buy560.050.988830.000000.00000
1672014.10.28 23:00modify560.050.988830.984230.99243
1682014.10.29 00:29close560.050.988920.984230.992430.501082.51
1692014.10.29 23:09buy570.050.982470.000000.00000
1702014.10.29 23:09modify570.050.982470.977870.98607
1712014.10.30 00:05close570.050.983780.977870.986075.801088.31
1722014.11.03 00:00buy580.050.987180.000000.00000
1732014.11.03 00:00modify580.050.987180.982580.99078
1742014.11.03 01:00close580.050.987610.982580.990781.791090.10
1752014.11.03 23:59buy590.050.985480.000000.00000
1762014.11.03 23:59modify590.050.985480.980880.98908
1772014.11.04 00:53close590.050.986310.980880.989083.581093.67
1782014.11.04 23:00sell600.050.996660.000000.00000
1792014.11.04 23:00modify600.050.996661.001260.99306
1802014.11.04 23:37close600.050.996241.001260.993061.751095.42
1812014.11.04 23:46sell610.050.996660.000000.00000
1822014.11.04 23:46modify610.050.996661.001260.99306
1832014.11.05 01:34close610.050.996961.001260.99306-1.471093.95
1842014.11.06 23:00buy620.050.978240.000000.00000
1852014.11.06 23:00modify620.050.978240.973640.98184
1862014.11.07 00:30close620.050.978120.973640.98184-0.381093.57
1872014.11.10 23:30sell630.050.980400.000000.00000
1882014.11.10 23:30modify630.050.980400.985000.97680
1892014.11.11 00:59close630.050.980610.985000.97680-1.091092.48
1902014.11.11 23:57buy640.050.984290.000000.00000
1912014.11.11 23:57modify640.050.984290.979690.98789
1922014.11.12 00:48close640.050.985480.979690.987895.071097.55
1932014.11.13 23:32sell650.050.992430.000000.00000
1942014.11.13 23:32modify650.050.992430.997030.98883
1952014.11.14 00:00close650.050.990930.997030.988836.021103.57
1962014.11.17 00:00sell660.060.989920.000000.00000
1972014.11.17 00:00modify660.060.989920.994520.98632
1982014.11.17 01:08close660.060.988510.994520.986327.041110.61
1992014.11.18 23:41buy670.060.985480.000000.00000
2002014.11.18 23:41modify670.060.985480.980880.98908
2012014.11.19 01:17close670.060.985280.980880.98908-0.861109.75
2022014.12.01 00:00buy680.060.968160.000000.00000
2032014.12.01 00:00modify680.060.968160.963560.97176
2042014.12.01 01:02close680.060.969390.963560.971766.141115.89
2052014.12.01 23:09buy690.060.962720.000000.00000
2062014.12.01 23:09modify690.060.962720.958120.96632
2072014.12.02 01:15close690.060.961810.958120.96632-4.401111.49
2082014.12.17 23:59buy700.060.943400.000000.00000
2092014.12.17 23:59modify700.060.943400.938800.94700
2102014.12.18 00:05close700.060.945200.938800.947009.411120.89
2112014.12.22 23:27buy710.060.945890.000000.00000
2122014.12.22 23:27modify710.060.945890.941290.94949
2132014.12.23 01:42close710.060.945520.941290.94949-1.711119.18
2142015.01.05 23:00buy720.060.950220.000000.00000
2152015.01.05 23:00modify720.060.950220.945620.95382
2162015.01.05 23:44close720.060.950980.945620.953823.791122.97
2172015.01.14 23:03buy730.060.973710.000000.00000
2182015.01.14 23:03modify730.060.973710.969110.97731
2192015.01.15 00:04close730.060.973990.969110.977311.821124.79
2202015.01.15 23:59buy740.060.982500.000000.00000
2212015.01.15 23:59modify740.060.982500.977900.98610
2222015.01.16 01:04close740.060.981760.977900.98610-3.561121.23
2232015.01.19 00:01buy750.060.984270.000000.00000
2242015.01.19 00:01modify750.060.984270.979670.98787
2252015.01.19 02:03close750.060.985430.979670.987875.801127.03
2262015.01.20 23:28sell760.060.990030.000000.00000
2272015.01.20 23:28modify760.060.990030.994630.98643
2282015.01.20 23:45close760.060.989310.994630.986433.601130.63
2292015.01.21 23:00buy770.060.997470.000000.00000
2302015.01.21 23:00modify770.060.997470.992871.00107
2312015.01.21 23:50close770.060.999120.992871.001078.241138.87
2322015.01.26 00:00buy780.060.980570.000000.00000
2332015.01.26 00:00modify780.060.980570.975970.98417
2342015.01.26 01:00close780.060.981660.975970.984175.441144.31
2352015.01.26 23:00sell790.060.987050.000000.00000
2362015.01.26 23:00modify790.060.987050.991650.98345
2372015.01.27 00:01close790.060.987120.991650.98345-0.611143.70
2382015.01.27 23:25buy800.060.982500.000000.00000
2392015.01.27 23:25modify800.060.982500.977900.98610
2402015.01.28 02:30close800.060.983070.977900.986102.981146.68
2412015.01.28 23:26buy810.060.987880.000000.00000
2422015.01.28 23:26modify810.060.987880.983280.99148
2432015.01.29 00:21close810.060.989620.983280.991489.111155.78
2442015.02.02 00:00buy820.060.984870.000000.00000
2452015.02.02 00:00modify820.060.984870.980270.98847
2462015.02.02 00:37close820.060.986670.980270.988478.991164.77
2472015.02.04 23:27buy830.060.975140.000000.00000
2482015.02.04 23:27modify830.060.975140.970540.97874
2492015.02.05 01:03close830.060.975400.970540.978741.721166.49
2502015.02.09 00:00buy840.060.973120.000000.00000
2512015.02.09 00:00modify840.060.973120.968520.97672
2522015.02.09 03:51close840.060.971620.968520.97672-7.491159.00
2532015.02.11 23:44buy850.060.973480.000000.00000
2542015.02.11 23:44modify850.060.973480.968880.97708
2552015.02.12 00:05close850.060.974650.968880.977086.271165.27
2562015.02.18 23:30sell860.060.971720.000000.00000
2572015.02.18 23:30modify860.060.971720.976320.96812
2582015.02.19 00:56close860.060.971940.976320.96812-1.891163.38
2592015.03.02 00:00buy870.060.975620.000000.00000
2602015.03.02 00:00modify870.060.975620.971020.97922
2612015.03.02 01:00close870.060.976110.971020.979222.451165.83
2622015.03.09 23:01buy880.060.970650.000000.00000
2632015.03.09 23:01modify880.060.970650.966050.97425
2642015.03.10 00:06close880.060.971020.966050.974251.991167.82
2652015.03.16 23:01buy890.060.975740.000000.00000
2662015.03.16 23:01modify890.060.975740.971140.97934
2672015.03.17 00:00close890.060.976190.971140.979342.391170.21
2682015.03.17 23:05sell900.060.974010.000000.00000
2692015.03.17 23:05modify900.060.974010.978610.97041
2702015.03.18 01:49close900.060.974610.978610.97041-3.261166.94
2712015.03.18 23:56buy910.060.974680.000000.00000
2722015.03.18 23:56modify910.060.974680.970080.97828
2732015.03.19 01:00close910.060.975330.970080.978283.671170.61
2742015.03.26 23:22sell920.060.976820.000000.00000
2752015.03.26 23:22modify920.060.976820.981420.97322
2762015.03.27 02:03close920.060.976950.981420.97322-0.911169.70
2772015.03.30 00:01buy930.060.974560.000000.00000
2782015.03.30 00:01modify930.060.974560.969960.97816
2792015.03.30 01:22close930.060.975860.969960.978166.491176.19

谈论 AUDCAD Set b10 回测

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