Strategy Tester: ADDD

Strategy Tester Report

ADDD

AM-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.25 06:00 - 2010.08.19 23:01 (2009.08.20 - 2010.08.20)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		BuyLots18=0.1; BuyStoploss18=20000; BuyTakeprofit18=20000; SellLots10=0.1; SellStoploss10=20000; SellTakeprofit10=20000;

Bars in test	4610	Ticks modelled	3378209	Modelling quality	49.15%
Mismatched charts errors	2

Initial deposit	100.00
Total net profit	2312.50	Gross profit	3830.54	Gross loss	-1518.04
Profit factor	2.52	Expected payoff	43.63
Absolute drawdown	77.10	Maximal drawdown	1432.38 (42.63%)	Relative drawdown	92.03% (311.94)

Total trades	53	Short positions (won %)	27 (66.67%)	Long positions (won %)	26 (46.15%)
		Profit trades (% of total)	30 (56.60%)	Loss trades (% of total)	23 (43.40%)
Largest		profit trade	686.15	loss trade	-686.58
Average		profit trade	127.68	loss trade	-66.00
Maximum		consecutive wins (profit in money)	4 (312.27)	consecutive losses (loss in money)	3 (-169.96)
Maximal		consecutive profit (count of wins)	807.17 (3)	consecutive loss (count of losses)	-690.58 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.25 13:00	sell	1	0.10	1.50679	0.0000	0.0000
2	2009.12.18 03:00	buy	2	0.10	1.4382	0.0000	0.0000
3	2009.12.18 03:00	close	1	0.10	1.4382	0.0000	0.0000	686.15	786.15
4	2009.12.18 04:00	sell	3	0.10	1.4390	0.0000	0.0000
5	2009.12.18 04:00	close	2	0.10	1.4390	0.0000	0.0000	8.00	794.15
6	2009.12.22 18:00	buy	4	0.10	1.4277	0.0000	0.0000
7	2009.12.22 18:00	close	3	0.10	1.4277	0.0000	0.0000	113.02	907.17
8	2009.12.22 19:00	sell	5	0.10	1.4270	0.0000	0.0000
9	2009.12.22 19:00	close	4	0.10	1.4270	0.0000	0.0000	-7.00	900.17
10	2009.12.23 01:00	buy	6	0.10	1.4259	0.0000	0.0000
11	2009.12.23 01:00	close	5	0.10	1.4259	0.0000	0.0000	11.01	911.18
12	2009.12.23 02:00	sell	7	0.10	1.4273	0.0000	0.0000
13	2009.12.23 02:00	close	6	0.10	1.4273	0.0000	0.0000	14.00	925.18
14	2009.12.23 04:00	buy	8	0.10	1.4261	0.0000	0.0000
15	2009.12.23 04:00	close	7	0.10	1.4261	0.0000	0.0000	12.00	937.18
16	2009.12.23 05:00	sell	9	0.10	1.4248	0.0000	0.0000
17	2009.12.23 05:00	close	8	0.10	1.4248	0.0000	0.0000	-13.00	924.18
18	2009.12.27 22:15	buy	10	0.10	1.4387	0.0000	0.0000
19	2009.12.27 22:15	close	9	0.10	1.4387	0.0000	0.0000	-138.96	785.22
20	2009.12.27 23:15	sell	11	0.10	1.4369	0.0000	0.0000
21	2009.12.27 23:15	close	10	0.10	1.4369	0.0000	0.0000	-18.00	767.22
22	2010.01.06 09:00	buy	12	0.10	1.4354	0.0000	0.0000
23	2010.01.06 09:00	close	11	0.10	1.4354	0.0000	0.0000	15.10	782.32
24	2010.01.06 10:00	sell	13	0.10	1.4379	0.0000	0.0000
25	2010.01.06 10:00	close	12	0.10	1.4379	0.0000	0.0000	25.00	807.32
26	2010.01.21 00:00	buy	14	0.10	1.4113	0.0000	0.0000
27	2010.01.21 00:00	close	13	0.10	1.4113	0.0000	0.0000	266.17	1073.49
28	2010.01.21 01:00	sell	15	0.10	1.4119	0.0000	0.0000
29	2010.01.21 01:00	close	14	0.10	1.4119	0.0000	0.0000	6.00	1079.49
30	2010.01.24 22:15	buy	16	0.10	1.4147	0.0000	0.0000
31	2010.01.24 22:15	close	15	0.10	1.4147	0.0000	0.0000	-27.99	1051.50
32	2010.01.24 23:15	sell	17	0.10	1.4157	0.0000	0.0000
33	2010.01.24 23:15	close	16	0.10	1.4157	0.0000	0.0000	10.00	1061.50
34	2010.01.27 00:00	buy	18	0.10	1.4083	0.0000	0.0000
35	2010.01.27 00:00	close	17	0.10	1.4083	0.0000	0.0000	74.03	1135.53
36	2010.01.27 01:00	sell	19	0.10	1.4070	0.0000	0.0000
37	2010.01.27 01:00	close	18	0.10	1.4070	0.0000	0.0000	-13.00	1122.53
38	2010.02.18 18:00	buy	20	0.10	1.3595	0.0000	0.0000
39	2010.02.18 18:00	close	19	0.10	1.3595	0.0000	0.0000	475.24	1597.77
40	2010.02.18 19:00	sell	21	0.10	1.3617	0.0000	0.0000
41	2010.02.18 19:00	close	20	0.10	1.3617	0.0000	0.0000	22.00	1619.77
42	2010.02.23 00:00	buy	22	0.10	1.3607	0.0000	0.0000
43	2010.02.23 00:00	close	21	0.10	1.3607	0.0000	0.0000	10.03	1629.80
44	2010.02.23 01:00	sell	23	0.10	1.3603	0.0000	0.0000
45	2010.02.23 01:00	close	22	0.10	1.3603	0.0000	0.0000	-4.00	1625.80
46	2010.02.25 18:00	buy	24	0.10	1.3526	0.0000	0.0000
47	2010.02.25 18:00	close	23	0.10	1.3526	0.0000	0.0000	77.04	1702.84
48	2010.02.25 19:00	sell	25	0.10	1.3565	0.0000	0.0000
49	2010.02.25 19:00	close	24	0.10	1.3565	0.0000	0.0000	39.00	1741.84
50	2010.03.11 09:00	buy	26	0.10	1.3657	0.0000	0.0000
51	2010.03.11 09:00	close	25	0.10	1.3657	0.0000	0.0000	-91.86	1649.98
52	2010.03.11 10:00	sell	27	0.10	1.3656	0.0000	0.0000
53	2010.03.11 10:00	close	26	0.10	1.3656	0.0000	0.0000	-1.00	1648.98
54	2010.03.31 06:00	buy	28	0.10	1.3413	0.0000	0.0000
55	2010.03.31 06:00	close	27	0.10	1.3413	0.0000	0.0000	243.18	1892.16
56	2010.03.31 07:00	sell	29	0.10	1.3408	0.0000	0.0000
57	2010.03.31 07:00	close	28	0.10	1.3408	0.0000	0.0000	-5.00	1887.16
58	2010.04.04 22:15	buy	30	0.10	1.3491	0.0000	0.0000
59	2010.04.04 22:15	close	29	0.10	1.3491	0.0000	0.0000	-82.96	1804.20
60	2010.04.04 23:15	sell	31	0.10	1.3493	0.0000	0.0000
61	2010.04.04 23:15	close	30	0.10	1.3493	0.0000	0.0000	2.00	1806.20
62	2010.04.18 23:15	buy	32	0.10	1.3482	0.0000	0.0000
63	2010.04.18 23:15	close	31	0.10	1.3482	0.0000	0.0000	11.14	1817.34
64	2010.04.19 00:00	sell	33	0.10	1.3489	0.0000	0.0000
65	2010.04.19 00:00	close	32	0.10	1.3489	0.0000	0.0000	6.92	1824.26
66	2010.04.28 03:00	buy	34	0.10	1.3201	0.0000	0.0000
67	2010.04.28 03:00	close	33	0.10	1.3201	0.0000	0.0000	288.09	2112.35
68	2010.04.28 04:00	sell	35	0.10	1.3198	0.0000	0.0000
69	2010.04.28 04:00	close	34	0.10	1.3198	0.0000	0.0000	-3.00	2109.35
70	2010.05.03 09:00	buy	36	0.10	1.3238	0.0000	0.0000
71	2010.05.03 09:00	close	35	0.10	1.3238	0.0000	0.0000	-39.95	2069.40
72	2010.05.03 10:00	sell	37	0.10	1.3233	0.0000	0.0000
73	2010.05.03 10:00	close	36	0.10	1.3233	0.0000	0.0000	-5.00	2064.40
74	2010.05.03 18:00	buy	38	0.10	1.3201	0.0000	0.0000
75	2010.05.03 18:00	close	37	0.10	1.3201	0.0000	0.0000	32.00	2096.40
76	2010.05.03 19:00	sell	39	0.10	1.3194	0.0000	0.0000
77	2010.05.03 19:00	close	38	0.10	1.3194	0.0000	0.0000	-7.00	2089.40
78	2010.05.09 22:15	buy	40	0.10	1.2906	0.0000	0.0000
79	2010.05.09 22:15	close	39	0.10	1.2906	0.0000	0.0000	288.06	2377.46
80	2010.05.09 23:15	sell	41	0.10	1.2878	0.0000	0.0000
81	2010.05.09 23:15	close	40	0.10	1.2878	0.0000	0.0000	-28.00	2349.46
82	2010.05.31 18:00	buy	42	0.10	1.2296	0.0000	0.0000
83	2010.05.31 18:00	close	41	0.10	1.2296	0.0000	0.0000	582.22	2931.68
84	2010.05.31 19:00	sell	43	0.10	1.2300	0.0000	0.0000
85	2010.05.31 19:00	close	42	0.10	1.2300	0.0000	0.0000	4.00	2935.68
86	2010.06.17 14:00	buy	44	0.10	1.2382	0.0000	0.0000
87	2010.06.17 14:00	close	43	0.10	1.2382	0.0000	0.0000	-81.81	2853.87
88	2010.06.17 15:00	sell	45	0.10	1.2394	0.0000	0.0000
89	2010.06.17 15:00	close	44	0.10	1.2394	0.0000	0.0000	12.00	2865.87
90	2010.07.29 22:03	buy	46	0.10	1.3081	0.0000	0.0000
91	2010.07.29 22:03	close	45	0.10	1.3081	0.0000	0.0000	-686.58	2179.29
92	2010.07.29 23:01	sell	47	0.10	1.3077	0.0000	0.0000
93	2010.07.29 23:01	close	46	0.10	1.3077	0.0000	0.0000	-4.00	2175.29
94	2010.08.02 00:00	buy	48	0.10	1.3060	0.0000	0.0000
95	2010.08.02 00:00	close	47	0.10	1.3060	0.0000	0.0000	17.02	2192.31
96	2010.08.02 01:00	sell	49	0.10	1.3059	0.0000	0.0000
97	2010.08.02 01:00	close	48	0.10	1.3059	0.0000	0.0000	-1.00	2191.31
98	2010.08.05 17:00	buy	50	0.10	1.3157	0.0000	0.0000
99	2010.08.05 17:00	close	49	0.10	1.3157	0.0000	0.0000	-97.95	2093.36
100	2010.08.05 18:00	sell	51	0.10	1.3162	0.0000	0.0000
101	2010.08.05 18:00	close	50	0.10	1.3162	0.0000	0.0000	5.00	2098.36
102	2010.08.09 10:00	buy	52	0.10	1.3302	0.0000	0.0000
103	2010.08.09 10:00	close	51	0.10	1.3302	0.0000	0.0000	-139.98	1958.38
104	2010.08.09 11:00	sell	53	0.10	1.3281	0.0000	0.0000
105	2010.08.09 11:00	close	52	0.10	1.3281	0.0000	0.0000	-21.00	1937.38
106	2010.08.19 23:59	close at stop	53	0.10	1.2806	0.0000	0.0000	475.12	2412.50