Strategy Tester Report
CandleStix
| Symbol | EURUSD (Euro vs. United States Dollar) | ||||
| Period | Daily (D1) 2007.03.19 00:00 - 2007.09.14 00:00 (2007.03.17 - 2007.09.15) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | ProfitTarget=80; TrailingStop=60; Lots=0.1; MagicNumber=123400; Slippage=5; UseNoTradeDay=false; NoTradeDay=5; volume=200; StopLoss=60; UseMoneyManagement=true; MM_Type=2; StrSep1="-----MoneyManagementType 1 -----"; MMRisk=0.15; LossMax=1000; StrSep2="-----MoneyManagementType 2 -----"; AccountIsMini=true; TradeSizePercent=35; GMT_Offset=0; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=1; StopHour1=10; TradeEuropeanMarket=true; StartHour2=9; StopHour2=14; TradeNewYorkMarket=true; StartHour3=15; StopHour3=23; | ||||
| Bars in test | 2377 | Ticks modelled | 452751 | Modelling quality | 88.45% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 10197.78 | Gross profit | 14490.75 | Gross loss | -4292.97 |
| Profit factor | 3.38 | Expected payoff | 1456.83 | ||
| Absolute drawdown | 2208.48 | Maximal drawdown | 2208.48 (22.08%) | Relative drawdown | 22.08% (2208.48) |
| Total trades | 7 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 4361.55 | loss trade | -2206.40 | |
| Average | profit trade | 2898.15 | loss trade | -2146.49 | |
| Maximum | consecutive wins (profit in money) | 4 (12406.26) | consecutive losses (loss in money) | 1 (-2206.40) | |
| Maximal | consecutive profit (count of wins) | 12406.26 (4) | consecutive loss (count of losses) | -2206.40 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.03.29 00:00 | sell | 1 | 3.50 | 1.3313 | 1.3373 | 1.3233 | ||
| 2 | 2007.03.30 18:27 | s/l | 1 | 3.50 | 1.3373 | 1.3373 | 1.3233 | -2086.58 | 7913.42 |
| 3 | 2007.04.11 00:00 | buy | 2 | 2.70 | 1.3441 | 1.3381 | 1.3521 | ||
| 4 | 2007.04.12 17:39 | modify | 2 | 2.70 | 1.3441 | 1.3442 | 1.3521 | ||
| 5 | 2007.04.12 17:39 | modify | 2 | 2.70 | 1.3441 | 1.3444 | 1.3521 | ||
| 6 | 2007.04.13 03:44 | modify | 2 | 2.70 | 1.3441 | 1.3445 | 1.3521 | ||
| 7 | 2007.04.13 03:44 | modify | 2 | 2.70 | 1.3441 | 1.3448 | 1.3521 | ||
| 8 | 2007.04.13 03:44 | modify | 2 | 2.70 | 1.3441 | 1.3450 | 1.3521 | ||
| 9 | 2007.04.13 03:44 | modify | 2 | 2.70 | 1.3441 | 1.3451 | 1.3521 | ||
| 10 | 2007.04.13 03:44 | modify | 2 | 2.70 | 1.3441 | 1.3452 | 1.3521 | ||
| 11 | 2007.04.13 03:44 | modify | 2 | 2.70 | 1.3441 | 1.3455 | 1.3521 | ||
| 12 | 2007.04.13 04:22 | modify | 2 | 2.70 | 1.3441 | 1.3456 | 1.3521 | ||
| 13 | 2007.04.13 04:23 | modify | 2 | 2.70 | 1.3441 | 1.3457 | 1.3521 | ||
| 14 | 2007.04.13 04:23 | modify | 2 | 2.70 | 1.3441 | 1.3458 | 1.3521 | ||
| 15 | 2007.04.13 04:23 | modify | 2 | 2.70 | 1.3441 | 1.3459 | 1.3521 | ||
| 16 | 2007.04.13 04:23 | modify | 2 | 2.70 | 1.3441 | 1.3460 | 1.3521 | ||
| 17 | 2007.04.13 04:31 | t/p | 2 | 2.70 | 1.3521 | 1.3460 | 1.3521 | 2084.49 | 9997.92 |
| 18 | 2007.04.25 00:00 | buy | 3 | 3.40 | 1.3642 | 1.3582 | 1.3722 | ||
| 19 | 2007.05.02 06:18 | s/l | 3 | 3.40 | 1.3582 | 1.3582 | 1.3722 | -2206.40 | 7791.52 |
| 20 | 2007.05.17 00:00 | sell | 4 | 2.70 | 1.3513 | 1.3573 | 1.3433 | ||
| 21 | 2007.05.21 13:37 | modify | 4 | 2.70 | 1.3513 | 1.3513 | 1.3433 | ||
| 22 | 2007.05.21 13:37 | modify | 4 | 2.70 | 1.3513 | 1.3511 | 1.3433 | ||
| 23 | 2007.05.21 13:37 | modify | 4 | 2.70 | 1.3513 | 1.3509 | 1.3433 | ||
| 24 | 2007.05.21 13:37 | modify | 4 | 2.70 | 1.3513 | 1.3507 | 1.3433 | ||
| 25 | 2007.05.21 13:38 | modify | 4 | 2.70 | 1.3513 | 1.3506 | 1.3433 | ||
| 26 | 2007.05.21 13:38 | modify | 4 | 2.70 | 1.3513 | 1.3504 | 1.3433 | ||
| 27 | 2007.05.21 13:38 | modify | 4 | 2.70 | 1.3513 | 1.3503 | 1.3433 | ||
| 28 | 2007.05.21 13:38 | modify | 4 | 2.70 | 1.3513 | 1.3502 | 1.3433 | ||
| 29 | 2007.05.21 13:38 | modify | 4 | 2.70 | 1.3513 | 1.3500 | 1.3433 | ||
| 30 | 2007.05.21 13:39 | modify | 4 | 2.70 | 1.3513 | 1.3499 | 1.3433 | ||
| 31 | 2007.05.21 15:20 | modify | 4 | 2.70 | 1.3513 | 1.3498 | 1.3433 | ||
| 32 | 2007.05.23 10:45 | modify | 4 | 2.70 | 1.3513 | 1.3496 | 1.3433 | ||
| 33 | 2007.05.23 10:45 | modify | 4 | 2.70 | 1.3513 | 1.3494 | 1.3433 | ||
| 34 | 2007.05.23 10:45 | t/p | 4 | 2.70 | 1.3433 | 1.3494 | 1.3433 | 2201.42 | 9992.94 |
| 35 | 2007.06.25 00:00 | buy | 5 | 3.40 | 1.3470 | 1.3410 | 1.3550 | ||
| 36 | 2007.06.29 19:09 | modify | 5 | 3.40 | 1.3470 | 1.3470 | 1.3550 | ||
| 37 | 2007.06.29 19:11 | modify | 5 | 3.40 | 1.3470 | 1.3471 | 1.3550 | ||
| 38 | 2007.06.29 19:56 | modify | 5 | 3.40 | 1.3470 | 1.3472 | 1.3550 | ||
| 39 | 2007.06.29 19:56 | modify | 5 | 3.40 | 1.3470 | 1.3474 | 1.3550 | ||
| 40 | 2007.06.29 19:57 | modify | 5 | 3.40 | 1.3470 | 1.3475 | 1.3550 | ||
| 41 | 2007.06.29 19:57 | modify | 5 | 3.40 | 1.3470 | 1.3476 | 1.3550 | ||
| 42 | 2007.06.29 19:57 | modify | 5 | 3.40 | 1.3470 | 1.3477 | 1.3550 | ||
| 43 | 2007.06.29 19:59 | modify | 5 | 3.40 | 1.3470 | 1.3478 | 1.3550 | ||
| 44 | 2007.06.29 19:59 | modify | 5 | 3.40 | 1.3470 | 1.3479 | 1.3550 | ||
| 45 | 2007.06.29 20:04 | modify | 5 | 3.40 | 1.3470 | 1.3480 | 1.3550 | ||
| 46 | 2007.07.02 00:00 | modify | 5 | 3.40 | 1.3470 | 1.3481 | 1.3550 | ||
| 47 | 2007.07.02 00:07 | modify | 5 | 3.40 | 1.3470 | 1.3482 | 1.3550 | ||
| 48 | 2007.07.02 00:08 | modify | 5 | 3.40 | 1.3470 | 1.3483 | 1.3550 | ||
| 49 | 2007.07.02 00:24 | modify | 5 | 3.40 | 1.3470 | 1.3484 | 1.3550 | ||
| 50 | 2007.07.02 00:25 | modify | 5 | 3.40 | 1.3470 | 1.3485 | 1.3550 | ||
| 51 | 2007.07.02 00:33 | modify | 5 | 3.40 | 1.3470 | 1.3486 | 1.3550 | ||
| 52 | 2007.07.02 10:27 | modify | 5 | 3.40 | 1.3470 | 1.3487 | 1.3550 | ||
| 53 | 2007.07.02 10:28 | modify | 5 | 3.40 | 1.3470 | 1.3488 | 1.3550 | ||
| 54 | 2007.07.02 10:36 | modify | 5 | 3.40 | 1.3470 | 1.3489 | 1.3550 | ||
| 55 | 2007.07.02 10:36 | t/p | 5 | 3.40 | 1.3550 | 1.3489 | 1.3550 | 2553.60 | 12546.55 |
| 56 | 2007.08.20 00:00 | buy | 6 | 4.30 | 1.3483 | 1.3423 | 1.3563 | ||
| 57 | 2007.08.22 18:27 | modify | 6 | 4.30 | 1.3483 | 1.3483 | 1.3563 | ||
| 58 | 2007.08.22 18:28 | modify | 6 | 4.30 | 1.3483 | 1.3484 | 1.3563 | ||
| 59 | 2007.08.22 18:29 | modify | 6 | 4.30 | 1.3483 | 1.3486 | 1.3563 | ||
| 60 | 2007.08.22 18:29 | modify | 6 | 4.30 | 1.3483 | 1.3487 | 1.3563 | ||
| 61 | 2007.08.22 18:29 | modify | 6 | 4.30 | 1.3483 | 1.3489 | 1.3563 | ||
| 62 | 2007.08.22 18:29 | modify | 6 | 4.30 | 1.3483 | 1.3490 | 1.3563 | ||
| 63 | 2007.08.22 18:29 | modify | 6 | 4.30 | 1.3483 | 1.3491 | 1.3563 | ||
| 64 | 2007.08.23 01:00 | modify | 6 | 4.30 | 1.3483 | 1.3494 | 1.3563 | ||
| 65 | 2007.08.23 01:00 | modify | 6 | 4.30 | 1.3483 | 1.3496 | 1.3563 | ||
| 66 | 2007.08.23 01:00 | modify | 6 | 4.30 | 1.3483 | 1.3498 | 1.3563 | ||
| 67 | 2007.08.23 06:43 | modify | 6 | 4.30 | 1.3483 | 1.3499 | 1.3563 | ||
| 68 | 2007.08.23 06:55 | modify | 6 | 4.30 | 1.3483 | 1.3500 | 1.3563 | ||
| 69 | 2007.08.23 12:31 | t/p | 6 | 4.30 | 1.3563 | 1.3500 | 1.3563 | 3289.68 | 15836.23 |
| 70 | 2007.09.06 00:00 | buy | 7 | 5.50 | 1.3646 | 1.3586 | 1.3726 | ||
| 71 | 2007.09.06 18:03 | modify | 7 | 5.50 | 1.3646 | 1.3646 | 1.3726 | ||
| 72 | 2007.09.06 18:03 | modify | 7 | 5.50 | 1.3646 | 1.3647 | 1.3726 | ||
| 73 | 2007.09.06 18:08 | modify | 7 | 5.50 | 1.3646 | 1.3648 | 1.3726 | ||
| 74 | 2007.09.06 18:31 | modify | 7 | 5.50 | 1.3646 | 1.3649 | 1.3726 | ||
| 75 | 2007.09.07 15:30 | modify | 7 | 5.50 | 1.3646 | 1.3651 | 1.3726 | ||
| 76 | 2007.09.07 15:30 | modify | 7 | 5.50 | 1.3646 | 1.3653 | 1.3726 | ||
| 77 | 2007.09.07 15:30 | modify | 7 | 5.50 | 1.3646 | 1.3657 | 1.3726 | ||
| 78 | 2007.09.07 15:30 | modify | 7 | 5.50 | 1.3646 | 1.3660 | 1.3726 | ||
| 79 | 2007.09.07 15:30 | modify | 7 | 5.50 | 1.3646 | 1.3663 | 1.3726 | ||
| 80 | 2007.09.07 15:30 | modify | 7 | 5.50 | 1.3646 | 1.3665 | 1.3726 | ||
| 81 | 2007.09.07 15:30 | t/p | 7 | 5.50 | 1.3726 | 1.3665 | 1.3726 | 4361.55 | 20197.78 |