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2008.08.22 07:47
Experts

Sidus_v.1 - expert for MetaTrader 4

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7993
Rating:
votes: 2
Sidus_v1.mq4 (3.27 KB)view
Strategy Tester Report
Sidus v1
Alpari-Demo (Build 217)


Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2001.01.01 00:00 - 2008.08.19 23:00 (2001.01.01 - 2008.08.20)
Model Every tick (the most precise method based on all available least timeframes)
Parameters FastEMA=23; SlowEMA=62; FastEMA2=18; SlowEMA2=54; RSIPeriod=67; RSIPeriod2=97; b1=63; c1=59; b12=-57; c12=60; pipdiffCurrent2=24; rsi_sig2=-97; tp=95; st=100; tp2=17; st2=69; Lots=0.5;

Bars in test
48521 Ticks modelled
15207623 Modelling quality
90.00%
Missmatched charts errors 3




Initial deposit
10000.00



Total net profit
31865.70 Gross profit
250274.20 Gross loss
-218408.50
Profit factor
1.15 Expected payoff
27.66

Absolute drawdown
5595.20 Maximal drawdown
9036.70 (24.65%) Relative drawdown
61.24% (6958.40)

Total trades
1152 Short positions (% won) 266 (83.46%) Long positions (% won) 886 (54.63%)

Profit trades (% of total) 706 (61.28%) Loss trades (% of total) 446 (38.72%)
Largest profit trade 525.70 loss trade -510.00
Average profit trade 354.50 loss trade -489.71
Maximum
consecutive wins (profit in money) 15 (4421.50) consecutive losses (loss in money) 9 (-4535.40)
Maximum consecutive profit (count of wins) 4421.50 (15) consecutive loss (count of losses) -4535.40 (9)
Average consecutive wins 3 consecutive losses 2

Time Type Order Volume Price S / L T / P Profit Balance
1 2001.01.01 00:01 sell 1 0.50 0.9421 0.9490 0.9404
2 2001.01.01 18:45 t/p 1 0.50 0.9404 0.9490 0.9404 85.00 10085.00
3 2001.01.01 18:45 sell 2 0.50 0.9397 0.9466 0.9380
4 2001.01.02 02:00 buy 3 0.50 0.9390 0.9288 0.9485
5 2001.01.02 02:03 t/p 2 0.50 0.9380 0.9466 0.9380 79.00 10164.00
6 2001.01.02 10:00 sell 4 0.50 0.9455 0.9524 0.9438
7 2001.01.02 13:39 t/p 4 0.50 0.9438 0.9524 0.9438 85.00 10249.00
8 2001.01.02 16:47 t/p 3 0.50 0.9485 0.9288 0.9485 475.00 10724.00
9 2001.01.02 17:00 sell 5 0.50 0.9474 0.9543 0.9457
10 2001.01.02 17:38 t/p 5 0.50 0.9457 0.9543 0.9457 85.00 10809.00

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/8324

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