Strategy Tester Report
Harmonic Patterns
MetaQuotes-Demo (Build 784)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2014.03.27 00:00 - 2015.03.26 22:59 (2014.05.01 - 2015.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | AutoDigits=true; BalanceRisk=5; Lots=0.1; TakeProfit=1000; StopLoss=35; Magic=12345; MaxSpread=50; BuyColor=Red; SellColor=Blue; A_="AntiRequotes settings"; MaxAttempts=3; DelaySeconds=3; Slippage=3; B_="Signal settings"; ZigZag=5; Depth=16; Deviation=10; Backstep=4; X1=1.6; X2=0.7; XB=61.8; XD=78.6; AC=78.6; BD=127.2; C_="Color settings"; ShowPatterns=true; UPBorderClr=MidnightBlue; UPBodyClr=RoyalBlue; UPFiboClr=Gray; UPTextClr=White; DNBorderClr=Maroon; DNBodyClr=FireBrick; DNFiboClr=Gray; DNTextClr=White; D_="Breakeven settings"; Breakeven=true; StartBreakeven_1=30; StepBreakeven_1=9; StartBreakeven_2=50; StepBreakeven_2=20; E_="Trailing settings"; Trailing=true; TrailingStart=100; TrailingStop=75; TrailingStep=50; F_="Info settings"; ShowInfo=false; TextColor=White; Com="Harmonic Patterns"; | ||||
| Bars in test | 6226 | Ticks modelled | 19086614 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (16) | ||
| Total net profit | 2064.83 | Gross profit | 3075.54 | Gross loss | -1010.71 |
| Profit factor | 3.04 | Expected payoff | 137.66 | ||
| Absolute drawdown | 66.26 | Maximal drawdown | 797.98 (26.81%) | Relative drawdown | 26.81% (797.98) |
| Total trades | 15 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 9 (60.00%) | Loss trades (% of total) | 6 (40.00%) | ||
| Largest | profit trade | 872.36 | loss trade | -241.56 | |
| Average | profit trade | 341.73 | loss trade | -168.45 | |
| Maximum | consecutive wins (profit in money) | 2 (1104.79) | consecutive losses (loss in money) | 2 (-461.71) | |
| Maximal | consecutive profit (count of wins) | 1104.79 (2) | consecutive loss (count of losses) | -461.71 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.05.20 12:00 | buy | 1 | 0.25 | 1.36864 | 0.00000 | 0.00000 | ||
| 2 | 2014.05.20 12:00 | modify | 1 | 0.25 | 1.36864 | 1.36498 | 1.46848 | ||
| 3 | 2014.05.21 09:51 | modify | 1 | 0.25 | 1.36864 | 1.36954 | 1.46848 | ||
| 4 | 2014.05.21 13:36 | s/l | 1 | 0.25 | 1.36954 | 1.36954 | 1.46848 | 22.27 | 1022.27 |
| 5 | 2014.06.04 21:00 | buy | 2 | 0.25 | 1.36054 | 0.00000 | 0.00000 | ||
| 6 | 2014.06.04 21:00 | modify | 2 | 0.25 | 1.36054 | 1.35688 | 1.46038 | ||
| 7 | 2014.06.05 14:45 | modify | 2 | 0.25 | 1.36054 | 1.36144 | 1.46038 | ||
| 8 | 2014.06.05 14:45 | s/l | 2 | 0.25 | 1.36144 | 1.36144 | 1.46038 | 21.81 | 1044.08 |
| 9 | 2014.06.05 15:00 | buy | 3 | 0.26 | 1.35707 | 0.00000 | 0.00000 | ||
| 10 | 2014.06.05 15:00 | modify | 3 | 0.26 | 1.35707 | 1.35341 | 1.45691 | ||
| 11 | 2014.06.05 15:31 | s/l | 3 | 0.26 | 1.35341 | 1.35341 | 1.45691 | -95.16 | 948.92 |
| 12 | 2014.06.24 12:00 | sell | 4 | 0.23 | 1.36227 | 0.00000 | 0.00000 | ||
| 13 | 2014.06.24 12:00 | modify | 4 | 0.23 | 1.36227 | 1.36593 | 1.26243 | ||
| 14 | 2014.06.24 18:29 | modify | 4 | 0.23 | 1.36227 | 1.36137 | 1.26243 | ||
| 15 | 2014.06.24 20:56 | s/l | 4 | 0.23 | 1.36137 | 1.36137 | 1.26243 | 20.70 | 969.62 |
| 16 | 2014.07.14 11:00 | sell | 5 | 0.24 | 1.36357 | 0.00000 | 0.00000 | ||
| 17 | 2014.07.14 11:00 | modify | 5 | 0.24 | 1.36357 | 1.36723 | 1.26373 | ||
| 18 | 2014.07.15 11:33 | modify | 5 | 0.24 | 1.36357 | 1.36267 | 1.26373 | ||
| 19 | 2014.07.15 17:27 | modify | 5 | 0.24 | 1.36357 | 1.36157 | 1.26373 | ||
| 20 | 2014.07.16 12:57 | modify | 5 | 0.24 | 1.36357 | 1.35856 | 1.26373 | ||
| 21 | 2014.07.18 16:08 | modify | 5 | 0.24 | 1.36357 | 1.35605 | 1.26373 | ||
| 22 | 2014.07.22 11:30 | modify | 5 | 0.24 | 1.36357 | 1.35353 | 1.26373 | ||
| 23 | 2014.07.23 04:41 | modify | 5 | 0.24 | 1.36357 | 1.35102 | 1.26373 | ||
| 24 | 2014.07.25 15:18 | modify | 5 | 0.24 | 1.36357 | 1.34850 | 1.26373 | ||
| 25 | 2014.07.29 19:06 | modify | 5 | 0.24 | 1.36357 | 1.34599 | 1.26373 | ||
| 26 | 2014.07.30 15:30 | modify | 5 | 0.24 | 1.36357 | 1.34348 | 1.26373 | ||
| 27 | 2014.08.01 15:30 | s/l | 5 | 0.24 | 1.34348 | 1.34348 | 1.26373 | 479.66 | 1449.28 |
| 28 | 2014.08.08 10:00 | sell | 6 | 0.36 | 1.33943 | 0.00000 | 0.00000 | ||
| 29 | 2014.08.08 10:00 | modify | 6 | 0.36 | 1.33943 | 1.34309 | 1.23959 | ||
| 30 | 2014.08.08 17:35 | s/l | 6 | 0.36 | 1.34309 | 1.34309 | 1.23959 | -131.76 | 1317.52 |
| 31 | 2014.08.15 18:00 | sell | 7 | 0.32 | 1.33823 | 0.00000 | 0.00000 | ||
| 32 | 2014.08.15 18:00 | modify | 7 | 0.32 | 1.33823 | 1.34189 | 1.23839 | ||
| 33 | 2014.08.19 09:17 | modify | 7 | 0.32 | 1.33823 | 1.33733 | 1.23839 | ||
| 34 | 2014.08.19 15:33 | modify | 7 | 0.32 | 1.33823 | 1.33623 | 1.23839 | ||
| 35 | 2014.08.20 13:00 | modify | 7 | 0.32 | 1.33823 | 1.33322 | 1.23839 | ||
| 36 | 2014.08.20 22:46 | modify | 7 | 0.32 | 1.33823 | 1.33071 | 1.23839 | ||
| 37 | 2014.08.22 17:46 | modify | 7 | 0.32 | 1.33823 | 1.32817 | 1.23839 | ||
| 38 | 2014.08.25 00:00 | modify | 7 | 0.32 | 1.33823 | 1.32464 | 1.23839 | ||
| 39 | 2014.08.26 20:37 | modify | 7 | 0.32 | 1.33823 | 1.32211 | 1.23839 | ||
| 40 | 2014.08.28 10:09 | s/l | 7 | 0.32 | 1.32211 | 1.32211 | 1.23839 | 513.68 | 1831.20 |
| 41 | 2014.09.12 19:00 | sell | 8 | 0.45 | 1.29547 | 0.00000 | 0.00000 | ||
| 42 | 2014.09.12 19:00 | modify | 8 | 0.45 | 1.29547 | 1.29913 | 1.19563 | ||
| 43 | 2014.09.15 11:46 | modify | 8 | 0.45 | 1.29547 | 1.29457 | 1.19563 | ||
| 44 | 2014.09.15 16:51 | s/l | 8 | 0.45 | 1.29457 | 1.29457 | 1.19563 | 40.27 | 1871.47 |
| 45 | 2014.09.16 14:00 | sell | 9 | 0.46 | 1.29439 | 0.00000 | 0.00000 | ||
| 46 | 2014.09.16 14:00 | modify | 9 | 0.46 | 1.29439 | 1.29805 | 1.19455 | ||
| 47 | 2014.09.16 19:00 | s/l | 9 | 0.46 | 1.29805 | 1.29805 | 1.19455 | -168.36 | 1703.11 |
| 48 | 2014.09.17 19:00 | buy | 10 | 0.42 | 1.29591 | 0.00000 | 0.00000 | ||
| 49 | 2014.09.17 19:00 | modify | 10 | 0.42 | 1.29591 | 1.29225 | 1.39575 | ||
| 50 | 2014.09.17 21:00 | s/l | 10 | 0.42 | 1.29225 | 1.29225 | 1.39575 | -153.72 | 1549.39 |
| 51 | 2014.10.21 11:00 | sell | 11 | 0.38 | 1.28272 | 0.00000 | 0.00000 | ||
| 52 | 2014.10.21 11:00 | modify | 11 | 0.38 | 1.28272 | 1.28638 | 1.18288 | ||
| 53 | 2014.10.21 12:30 | modify | 11 | 0.38 | 1.28272 | 1.28182 | 1.18288 | ||
| 54 | 2014.10.21 12:43 | modify | 11 | 0.38 | 1.28272 | 1.28072 | 1.18288 | ||
| 55 | 2014.10.21 17:05 | modify | 11 | 0.38 | 1.28272 | 1.27771 | 1.18288 | ||
| 56 | 2014.10.22 11:01 | modify | 11 | 0.38 | 1.28272 | 1.27521 | 1.18288 | ||
| 57 | 2014.10.22 15:31 | modify | 11 | 0.38 | 1.28272 | 1.27267 | 1.18288 | ||
| 58 | 2014.10.22 18:37 | modify | 11 | 0.38 | 1.28272 | 1.27016 | 1.18288 | ||
| 59 | 2014.10.23 10:01 | modify | 11 | 0.38 | 1.28272 | 1.26763 | 1.18288 | ||
| 60 | 2014.10.23 13:45 | s/l | 11 | 0.38 | 1.26763 | 1.26763 | 1.18288 | 572.63 | 2122.02 |
| 61 | 2014.11.14 16:00 | buy | 12 | 0.53 | 1.24160 | 0.00000 | 0.00000 | ||
| 62 | 2014.11.14 16:00 | modify | 12 | 0.53 | 1.24160 | 1.23794 | 1.34144 | ||
| 63 | 2014.11.14 17:05 | modify | 12 | 0.53 | 1.24160 | 1.24250 | 1.34144 | ||
| 64 | 2014.11.14 17:30 | modify | 12 | 0.53 | 1.24160 | 1.24360 | 1.34144 | ||
| 65 | 2014.11.14 19:03 | modify | 12 | 0.53 | 1.24160 | 1.24661 | 1.34144 | ||
| 66 | 2014.11.14 19:17 | modify | 12 | 0.53 | 1.24160 | 1.24913 | 1.34144 | ||
| 67 | 2014.11.17 04:32 | modify | 12 | 0.53 | 1.24160 | 1.25165 | 1.34144 | ||
| 68 | 2014.11.17 10:23 | s/l | 12 | 0.53 | 1.25165 | 1.25165 | 1.34144 | 532.16 | 2654.18 |
| 69 | 2014.11.21 12:00 | buy | 13 | 0.66 | 1.24401 | 0.00000 | 0.00000 | ||
| 70 | 2014.11.21 12:00 | modify | 13 | 0.66 | 1.24401 | 1.24035 | 1.34385 | ||
| 71 | 2014.11.21 18:24 | s/l | 13 | 0.66 | 1.24035 | 1.24035 | 1.34385 | -241.56 | 2412.62 |
| 72 | 2015.01.13 15:00 | buy | 14 | 0.60 | 1.17824 | 0.00000 | 0.00000 | ||
| 73 | 2015.01.13 15:00 | modify | 14 | 0.60 | 1.17824 | 1.17458 | 1.27808 | ||
| 74 | 2015.01.14 11:36 | s/l | 14 | 0.60 | 1.17458 | 1.17458 | 1.27808 | -220.15 | 2192.47 |
| 75 | 2015.02.26 13:00 | sell | 15 | 0.54 | 1.13602 | 0.00000 | 0.00000 | ||
| 76 | 2015.02.26 13:00 | modify | 15 | 0.54 | 1.13602 | 1.13968 | 1.03618 | ||
| 77 | 2015.02.26 14:30 | modify | 15 | 0.54 | 1.13602 | 1.13512 | 1.03618 | ||
| 78 | 2015.02.26 15:31 | modify | 15 | 0.54 | 1.13602 | 1.13402 | 1.03618 | ||
| 79 | 2015.02.26 15:50 | modify | 15 | 0.54 | 1.13602 | 1.13101 | 1.03618 | ||
| 80 | 2015.02.26 16:36 | modify | 15 | 0.54 | 1.13602 | 1.12848 | 1.03618 | ||
| 81 | 2015.02.26 17:18 | modify | 15 | 0.54 | 1.13602 | 1.12597 | 1.03618 | ||
| 82 | 2015.02.27 16:34 | modify | 15 | 0.54 | 1.13602 | 1.12346 | 1.03618 | ||
| 83 | 2015.02.27 23:59 | close at stop | 15 | 0.54 | 1.11986 | 1.12346 | 1.03618 | 872.36 | 3064.83 |