2/19/2018 Strategy Tester: Voltrap_Diamond

Strategy Tester Report

Voltrap_Diamond
Mocaz.com-Live (Build 1090)

Symbol EURGBP_ (Euro vs British Pound )

Period 30 Minutes (M30) 2017.09.01 00:00 - 2018.02.16 23:30 (2017.09.01 - 2018.02.17)
Model Every tick (the most precise method based on all available least timeframes)
MagicNumber=100; Lots=0.01; Procent_ot_depo=false; Procent=1; TakeProfit=32; mult=5; StarterPips=55; MaxBuys=8; MaxSells=8; AllowiStopLoss=false;
Parameters iStopLoss=9999; BeginHour=0; BeginMinute=0; EndHour=23; EndMinute=55; slippage=3; StopLossPct=100; TakeProfitPct=100; PauseNewTrades=false;
StoppedOutPause=600; MassHedgeBooster=1.01; TradesDeep=5;

Bars in test 5802 Ticks modelled 16661092 Modelling quality n/a

Mismatched
charts 758
errors

Initial
1000.00 Spread Current (32)
deposit
Total net
1043.96 Gross profit 1426.87 Gross loss -382.91
profit
Profit factor 3.73 Expected payoff 4.72
Absolute
635.68 Maximal drawdown 716.16 (66.28%) Relative drawdown 66.28% (716.16)
drawdown

Total
221 Short positions (won %) 108 (64.81%) Long positions (won %) 113 (57.52%)
trades
Profit trades (% of total) 135 (61.09%) Loss trades (% of total) 86 (38.91%)
Largest profit trade 280.93 loss trade -41.78
Average profit trade 10.57 loss trade -4.45
Maximum consecutive wins (profit in money) 7 (58.87) consecutive losses (loss in money) 4 (-81.53)
Maximal consecutive profit (count of wins) 281.76 (3) consecutive loss (count of losses) -81.53 (4)
Average consecutive wins 3 consecutive losses 2

# Time Type Order Size Price S/L T/P Profit Balance

1 2017.09.01 00:05 buy 1 0.01 0.92142 0.00000 0.92462
2 2017.09.01 01:42 sell 2 0.01 0.92093 0.00000 0.91773
3 2017.09.01 15:48 t/p 2 0.01 0.91773 0.00000 0.91773 0.45 1000.45
4 2017.09.01 15:53 sell 3 0.01 0.91715 0.00000 0.91395
5 2017.09.01 16:23 buy 4 0.05 0.91592 0.00000 0.91912
6 2017.09.01 16:23 modify 1 0.01 0.92142 0.00000 0.91912
7 2017.09.04 10:53 t/p 1 0.01 0.91912 0.00000 0.91912 -0.32 1000.13
8 2017.09.04 10:53 t/p 4 0.05 0.91912 0.00000 0.91912 2.25 1002.38
9 2017.09.04 10:53 buy 5 0.01 0.91944 0.00000 0.92264
10 2017.09.05 21:17 t/p 3 0.01 0.91395 0.00000 0.91395 0.45 1002.83
11 2017.09.05 21:17 sell 6 0.01 0.91363 0.00000 0.91043
12 2017.09.05 21:18 buy 7 0.05 0.91386 0.00000 0.91706
13 2017.09.05 21:18 modify 5 0.01 0.91944 0.00000 0.91706
14 2017.09.07 15:31 t/p 5 0.01 0.91706 0.00000 0.91706 -0.34 1002.49
15 2017.09.07 15:31 t/p 7 0.05 0.91706 0.00000 0.91706 2.24 1004.73
16 2017.09.07 15:31 buy 8 0.01 0.91738 0.00000 0.92058
17 2017.09.07 15:48 sell 9 0.05 0.91914 0.00000 0.91594
18 2017.09.07 15:48 modify 6 0.01 0.91363 0.00000 0.91594
19 2017.09.07 18:02 t/p 6 0.01 0.91594 0.00000 0.91594 -0.32 1004.41
20 2017.09.07 18:02 t/p 9 0.05 0.91594 0.00000 0.91594 2.25 1006.66

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