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votes: 3
2008.12.02 08:03
2014.04.21 14:53

Strategy Tester Report

Bull vs Medved

DeltaBank-Server (Build 218)

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 4 Hours (H4) 2008.01.01 20:00 - 2008.09.30 20:00 (2008.01.01 - 2008.10.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0.1; CandleSize=75; k_sl=0.8; k_tp=0.8; popravka_up=16; popravka_down=20; flag=true; StartTime="0:10"; StartTime1="4:05"; StartTime2="8:05"; StartTime3="12:05"; StartTime4="16:05"; StartTime5="20:05";

Bars in test
2038 Ticks modelled
1748343 Modelling quality
Missmatched charts errors 465

Initial deposit

Total net profit
1774.25 Gross profit
3467.50 Gross loss
Profit factor
2.05 Expected payoff

Absolute drawdown
186.00 Maximum drawdown
288.00 (13.53%) Relative drawdown
20.43% (209.00)

Total trades
89 Short positions (% won) 64 (59.38%) Long positions (% won) 25 (52.00%)

Profit trades (% of total) 51 (57.30%) Loss trades (% of total) 38 (42.70%)
Largest profit trade
228.00 loss trade
Average profit trade
67.99 loss trade
Maximum consecutive wins (profit in money) 6 (386.00) consecutive losses (loss in money) 3 (-163.00)
Maximum consecutive profit (count of wins) 467.00 (4) consecutive loss (count of losses) -163.00 (3)
Average consecutive wins 2 consecutive losses 2

Translated from Russian by MetaQuotes Software Corp.
Original code:

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