The long position is opened if the open price of last 4 bars and their maximum value increase simulateneously. The selling is perfomed at the opposite conditions.
Strategy Tester Report
OpenTiks
Alpari-Classic (Build 218)
Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2008.09.01 00:00 – 2008.11.17 23:00 (2008.09.01 – 2008.11.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrailingStop=30; StopLoss=0; Lots=0.1; magicnumber=777; PolLots=true; MaxOrders=0; | ||||
Bars in test |
2334 | Ticks modelled |
1824694 | Modelling quality | 82.92% |
Missmathced charts errors |
40 | ||||
Initial deposit |
10000.00 | ||||
Total net profit |
5543.67 | Gross profit |
5659.70 | Gross loss |
-116.03 |
Profit factor |
48.78 | Expected payoff |
37.46 | ||
Absolute drawdown |
163.01 | Maximum drawdown | 913.99 (8.50%) | Relative drawdown | 8.50% (913.99) |
Total trades |
148 | Short positions (% won) | 146 (99.32%) | Long positions (% won) | 2 (100.00%) |
Profit trades (% of total) | 147 (99.32%) | Loss trades (% of total) | 1 (0.68%) | ||
Largest | profit trade |
268.34 | loss trade | -116.03 | |
Average | profit trade | 38.50 | loss trade | -116.03 | |
Maximum | consecutive wins (profit in money) | 147 (5659.70) | consecutive losses (loss in money) | 1 (-116.03) | |
Maximum | consecutive profit (count of wins) | 5659.70 (147) | consecutive loss (count of losses) | -116.03 (1) | |
Average | consecutive wins | 147 | consecutive losses |
1 |