Strategy Tester Report
THV EA v1.134
Alpari-Demo (Build 229)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2011.01.05 00:00 - 2011.02.17 23:45 (2011.01.05 - 2011.02.18)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersEntry_and_exit_conditions="----------------------------------------------------------------------"; PriceCrossMA="0000"; MinCrossMAPips=0; MaxCrossMAPips=0; PriceCrossIchimoku="2010"; MinCrossIchimokuPips=3; MaxCrossIchimokuPips=0; iMaxCross="0000"; FastSlowTrixCross="1020"; FastTrixDirection="0000"; SlowTrixDirection="0000"; FastTrixZeroLevel="0000"; TrixOverboughtOversold="0000"; TrixOverboughtLevel=0.00009; TrixOversoldLevel=-0.00009; MTFTrixDot1="0000"; MTFTrixDot2="0000"; MTFTrixDot3="0000"; MTFTrixDot4="0000"; MTFTrixDot5="0000"; MTFTrixDot6="0000"; MTFTrixDot7="0000"; MTFTrixDot8="0000"; MTFIchimokuDot1="211M30"; MTFIchimokuDot2="201H1"; MTFIchimokuDot3="0000"; MTFIchimokuDot4="0000"; ADXLevel=0; PrevCandleSameDirection=false; EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=10; PriceTouchSRLevel=0; MidPivots=false; PriceTouchDailyPivot=false; DailyPivotTouchPips=0; PriceTouchPsychLevel=0; MinLevelDistance=0; MinCloseDistance=0; IndicatorsExitPriority=0; LevelsExitPriority=0; TrailingStopDisablesExits=false; OppositeSignalExit=false; ReverseSignal=false; Filters="----------------------------------------------------------------------"; Damiani_Volatmeter=false; ADX_3=false; MA_Trend=false; Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrendlineBreak=0; PreviousBars=0; Order_settings="----------------------------------------------------------------------"; MaxOrders=5; TradesPerSession=0; MagicNumber=605040; TradeComment="THV_v1.131"; HighLowSL=false; BarsBack=0; MinimumSLPips=0; StopLoss=60; StopLossType=0; VisibleSL=0; TakeProfit1=400; TakeProfit1Type=0; TakeProfit2=0; TakeProfit2Type=0; TakeProfit3=0; TakeProfit3Type=0; TakeProfit4=0; TakeProfit4Type=0; VisibleTP=0; BreakEven=0; BreakEvenType=0; LockProfit=0; LockProfitType=0; TrailingStop=0; TrailingStopType=0; TrailingStart=0; TrailingStartType=0; TrailingStep=0; TrailingStepType=0; ADXMultiplier=0; Slippage=2; MaxSpread=0; CloseIfProfit=false; Hedge=true; MinOrdersDistance=0; NewHighLow=0; CandleTimeFrame="0"; ScreenShots=true; Alerts=0; AlertSound="alert.wav"; LongColour=MediumSeaGreen; ShortColour=IndianRed; Trading_hours_settings="----------------------------------------------------------------------"; AutoGMTOffset=true; ManualGMTOffset=1; DSTOffset=true; TradingSession1="00002400"; TradingSession2="00000000"; TradingSession3="00000000"; MondayOpenHour=""; FridayCloseHour=""; DailyCloseHour=""; DailyCloseTrades=0; NewsFilter=false; MinutesBeforeNews=10; MinutesAfterNews=10; Money_management_settings="----------------------------------------------------------------------"; Lots=0.1; PartialClose1=100; PartialClose2=0; PartialClose3=0; BreakEvenPartialClose=0; StartTrailingPartialClose=0; IndicatorTotalClose=false; MoneyManagement=false; LeveragePercent=0; LotPercent=0; StartProgression=0; MaxProgression=0; CloseAllProfit=0; CloseAllLoss=0; CloseOneDirection=false; ATR_settings="----------------------------------------------------------------------"; ATRPeriod=20; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=14; Trix_settings="----------------------------------------------------------------------"; Trix_A_t3_period=20; Trix_B_t3_period_ac=35; Trix_hot=1.2; MTF_TrixHisto_settings="----------------------------------------------------------------------"; MTF_A_t3_period=20; MTF_B_t3_period_ac=35; MTF_hot=1.2; ePeriod1Type=1; ePeriod2Type=1; ePeriod3Type=1; ePeriod4Type=1; ePeriod5Type=1; ePeriod6Type=1; ePeriod7Type=1; ePeriod8Type=1; Damiani_settings="----------------------------------------------------------------------"; Vis_atr=13; Vis_std=20; Sed_atr=40; Sed_std=100; Threshold_level=1.4; DVePeriod=5; ADX_3_Setting="----------------------------------------------------------------------"; ePeriod1=1; ePeriod2=5; ePeriod3=15; MA_Setting_Current_Period="----------------------------------------------------------------------"; MA1Period1=34; Tenkan_sen=9;
Bars in test4049Ticks modelled2178739Modelling qualityn/a
Mismatched charts errors453
Initial deposit10000.00
Total net profit2577.74Gross profit3607.71Gross loss-1029.97
Profit factor3.50Expected payoff49.57
Absolute drawdown43.00Maximal drawdown729.84 (5.57%)Relative drawdown5.57% (729.84)
Total trades52Short positions (won %)21 (61.90%)Long positions (won %)31 (41.94%)
Profit trades (% of total)26 (50.00%)Loss trades (% of total)26 (50.00%)
Largestprofit trade399.98loss trade-60.30
Averageprofit trade138.76loss trade-39.61
Maximumconsecutive wins (profit in money)5 (205.25)consecutive losses (loss in money)10 (-332.25)
Maximalconsecutive profit (count of wins)1199.84 (3)consecutive loss (count of losses)-332.25 (10)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.05 01:33sell10.101.329000.000000.00000
22011.01.05 07:15sell20.101.327310.000000.00000
32011.01.05 09:45sell30.101.323990.000000.00000
42011.01.05 14:30sell40.101.316870.000000.00000
52011.01.05 20:30sell50.101.314930.000000.00000
62011.01.10 00:54close10.101.288960.000000.00000399.1510399.15
72011.01.10 13:30sell60.101.288880.000000.00000
82011.01.10 16:33close60.101.294880.000000.00000-60.0010339.15
92011.01.10 18:30close50.101.295500.000000.00000193.0510532.20
102011.01.10 18:30close40.101.295500.000000.00000212.4510744.65
112011.01.10 18:30close30.101.295500.000000.00000283.6511028.30
122011.01.10 18:30close20.101.295500.000000.00000316.8511345.15
132011.01.11 09:02sell70.101.291640.000000.00000
142011.01.11 09:15close70.101.293090.000000.00000-14.5011330.65
152011.01.12 01:15buy80.101.299060.000000.00000
162011.01.12 08:01buy90.101.299180.000000.00000
172011.01.12 14:46buy100.101.301200.000000.00000
182011.01.13 02:00buy110.101.313050.000000.00000
192011.01.13 14:20buy120.101.321200.000000.00000
202011.01.14 08:44close80.101.339060.000000.00000399.8811730.53
212011.01.14 08:44close90.101.339190.000000.00000399.9812130.51
222011.01.14 09:09close100.101.341210.000000.00000399.9812530.49
232011.01.14 14:52buy130.101.336150.000000.00000
242011.01.17 06:15close130.101.333080.000000.00000-30.7312499.76
252011.01.17 06:15close120.101.333080.000000.00000118.7412618.50
262011.01.17 06:15close110.101.333080.000000.00000200.2412818.74
272011.01.18 10:35buy140.101.341200.000000.00000
282011.01.18 15:45buy150.101.344170.000000.00000
292011.01.18 16:55close150.101.338150.000000.00000-60.2012758.54
302011.01.19 11:45buy160.101.347350.000000.00000
312011.01.19 19:45buy170.101.348660.000000.00000
322011.01.20 02:45close170.101.343830.000000.00000-48.3912710.15
332011.01.20 02:45close160.101.343830.000000.00000-35.2912674.86
342011.01.20 02:45close140.101.343830.000000.0000026.1812701.04
352011.01.21 08:31buy180.101.351200.000000.00000
362011.01.21 15:00buy190.101.354730.000000.00000
372011.01.24 03:30buy200.101.361700.000000.00000
382011.01.24 10:26close200.101.355700.000000.00000-60.0012641.04
392011.01.24 22:15buy210.101.364520.000000.00000
402011.01.25 08:45buy220.101.367990.000000.00000
412011.01.25 10:11close220.101.361970.000000.00000-60.2012580.84
422011.01.25 10:45close210.101.360590.000000.00000-39.3312541.51
432011.01.25 10:45close190.101.360590.000000.0000058.5412600.05
442011.01.25 10:45close180.101.360590.000000.0000093.8412693.89
452011.01.25 21:32buy230.101.369160.000000.00000
462011.01.26 03:00buy240.101.368600.000000.00000
472011.01.26 09:45buy250.101.369180.000000.00000
482011.01.26 16:50buy260.101.369180.000000.00000
492011.01.27 09:00close260.101.366850.000000.00000-23.3912670.50
502011.01.27 09:00close250.101.366850.000000.00000-23.3912647.11
512011.01.27 09:00close240.101.366850.000000.00000-17.5912629.52
522011.01.27 09:00close230.101.366850.000000.00000-23.2212606.30
532011.01.27 19:45buy270.101.371400.000000.00000
542011.01.28 09:15close270.101.368680.000000.00000-27.2312579.07
552011.01.28 10:57buy280.101.372250.000000.00000
562011.01.28 15:00close280.101.369370.000000.00000-28.8012550.27
572011.01.31 00:30sell290.101.358200.000000.00000
582011.01.31 05:30sell300.101.361000.000000.00000
592011.01.31 10:45close290.101.364220.000000.00000-60.2012490.07
602011.01.31 12:24close300.101.367030.000000.00000-60.3012429.77
612011.01.31 21:00buy310.101.369180.000000.00000
622011.02.01 08:15buy320.101.373600.000000.00000
632011.02.01 11:15buy330.101.376790.000000.00000
642011.02.01 17:00buy340.101.379170.000000.00000
652011.02.02 01:15buy350.101.383340.000000.00000
662011.02.02 18:00close350.101.377850.000000.00000-54.9012374.87
672011.02.02 18:00close340.101.377850.000000.00000-13.2312361.64
682011.02.02 18:00close330.101.377850.000000.0000010.5712372.21
692011.02.02 18:00close320.101.377850.000000.0000042.4712414.68
702011.02.02 18:00close310.101.377850.000000.0000086.6412501.32
712011.02.03 14:48sell360.101.369000.000000.00000
722011.02.03 22:45sell370.101.363490.000000.00000
732011.02.04 12:00sell380.101.362400.000000.00000
742011.02.04 14:45sell390.101.358970.000000.00000
752011.02.04 21:30sell400.101.358140.000000.00000
762011.02.07 06:45close400.101.361520.000000.00000-34.0512467.27
772011.02.07 06:45close390.101.361520.000000.00000-25.7512441.52
782011.02.07 06:45close380.101.361520.000000.000008.5512450.07
792011.02.07 06:45close370.101.361520.000000.0000019.2012469.27
802011.02.07 06:45close360.101.361520.000000.0000074.3012543.57
812011.02.07 11:30sell410.101.357570.000000.00000
822011.02.08 03:45close410.101.360970.000000.00000-34.2512509.32
832011.02.08 16:50buy420.101.366420.000000.00000
842011.02.09 12:00close420.101.361560.000000.00000-48.6312460.69
852011.02.10 02:30buy430.101.371530.000000.00000
862011.02.10 08:30close430.101.367270.000000.00000-42.6012418.09
872011.02.10 14:48sell440.101.358980.000000.00000
882011.02.11 02:45sell450.101.356940.000000.00000
892011.02.11 07:00sell460.101.356260.000000.00000
902011.02.11 10:00sell470.101.353900.000000.00000
912011.02.11 18:00sell480.101.351870.000000.00000
922011.02.15 02:30close480.101.351430.000000.000003.9012421.99
932011.02.15 02:30close470.101.351430.000000.0000024.2012446.19
942011.02.15 02:30close460.101.351430.000000.0000047.8012493.99
952011.02.15 02:30close450.101.351430.000000.0000054.6012548.59
962011.02.15 02:30close440.101.351430.000000.0000074.7512623.34
972011.02.16 08:15buy490.101.356200.000000.00000
982011.02.16 13:31close490.101.350200.000000.00000-60.0012563.34
992011.02.16 15:00sell500.101.346850.000000.00000
1002011.02.16 16:45close500.101.351230.000000.00000-43.8012519.54
1012011.02.17 01:30buy510.101.357500.000000.00000
1022011.02.17 08:45buy520.101.357900.000000.00000
1032011.02.17 23:56close at stop520.101.360610.000000.0000027.1012546.64
1042011.02.17 23:56close at stop510.101.360610.000000.0000031.1012577.74