Strategy Tester Report
Equalizer
Varengold-Demo Server (Build 226)
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 4 Hours (H4) 2010.01.04 00:00 - 2010.07.16 20:00 (2010.01.03 - 2010.07.18) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | SendAlerts=false; StopLoss=100; | ||||
| Bars in test | 1850 | Ticks modelled | 1728381 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4910.60 | Gross profit | 9950.40 | Gross loss | -5039.80 |
| Profit factor | 1.97 | Expected payoff | 158.41 | ||
| Absolute drawdown | 2133.00 | Maximal drawdown | 3477.80 (30.66%) | Relative drawdown | 30.66% (3477.80) |
| Total trades | 31 | Short positions (won %) | 24 (79.17%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 25 (80.65%) | Loss trades (% of total) | 6 (19.35%) | ||
| Largest | profit trade | 953.60 | loss trade | -1124.80 | |
| Average | profit trade | 398.02 | loss trade | -839.97 | |
| Maximum | consecutive wins (profit in money) | 8 (3158.80) | consecutive losses (loss in money) | 1 (-1124.80) | |
| Maximal | consecutive profit (count of wins) | 3158.80 (8) | consecutive loss (count of losses) | -1124.80 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.06 17:22 | buy | 1 | 1.00 | 0.9198 | 0.0000 | 0.0000 | ||
| 2 | 2010.01.06 17:23 | modify | 1 | 1.00 | 0.9198 | 0.9095 | 0.9636 | ||
| 3 | 2010.01.06 17:23 | modify | 1 | 1.00 | 0.9198 | 0.9096 | 0.9636 | ||
| 4 | 2010.01.20 03:02 | sell | 2 | 1.00 | 0.9160 | 0.0000 | 0.0000 | ||
| 5 | 2010.01.20 03:02 | modify | 2 | 1.00 | 0.9160 | 0.9260 | 0.9042 | ||
| 6 | 2010.01.20 03:03 | modify | 2 | 1.00 | 0.9160 | 0.9256 | 0.9042 | ||
| 7 | 2010.01.20 08:41 | modify | 2 | 1.00 | 0.9160 | 0.9160 | 0.9129 | ||
| 8 | 2010.01.20 09:43 | s/l | 2 | 1.00 | 0.9160 | 0.9160 | 0.9129 | 0.00 | 10000.00 |
| 9 | 2010.01.20 16:31 | s/l | 1 | 1.00 | 0.9096 | 0.9096 | 0.9636 | -906.60 | 9093.40 |
| 10 | 2010.01.21 11:52 | sell | 3 | 1.00 | 0.9060 | 0.0000 | 0.0000 | ||
| 11 | 2010.01.21 11:52 | modify | 3 | 1.00 | 0.9060 | 0.9160 | 0.8973 | ||
| 12 | 2010.01.21 11:52 | modify | 3 | 1.00 | 0.9060 | 0.9159 | 0.8973 | ||
| 13 | 2010.01.21 22:05 | modify | 3 | 1.00 | 0.9060 | 0.9060 | 0.8977 | ||
| 14 | 2010.01.21 23:02 | modify | 3 | 1.00 | 0.9060 | 0.9010 | 0.8944 | ||
| 15 | 2010.01.21 23:37 | s/l | 3 | 1.00 | 0.9010 | 0.9010 | 0.8944 | 500.00 | 9593.40 |
| 16 | 2010.01.26 04:39 | sell | 4 | 1.00 | 0.9013 | 0.0000 | 0.0000 | ||
| 17 | 2010.01.26 04:39 | modify | 4 | 1.00 | 0.9013 | 0.9113 | 0.8932 | ||
| 18 | 2010.01.26 04:40 | modify | 4 | 1.00 | 0.9013 | 0.9112 | 0.8932 | ||
| 19 | 2010.01.26 07:36 | modify | 4 | 1.00 | 0.9013 | 0.9013 | 0.8932 | ||
| 20 | 2010.01.26 17:31 | s/l | 4 | 1.00 | 0.9013 | 0.9013 | 0.8932 | 0.00 | 9593.40 |
| 21 | 2010.01.27 20:18 | sell | 5 | 1.00 | 0.8920 | 0.0000 | 0.0000 | ||
| 22 | 2010.01.27 20:18 | modify | 5 | 1.00 | 0.8920 | 0.9020 | 0.8866 | ||
| 23 | 2010.01.27 21:11 | modify | 5 | 1.00 | 0.8920 | 0.9018 | 0.8863 | ||
| 24 | 2010.01.28 04:54 | s/l | 5 | 1.00 | 0.9018 | 0.9018 | 0.8863 | -996.40 | 8597.00 |
| 25 | 2010.01.29 01:29 | sell | 6 | 1.00 | 0.8889 | 0.0000 | 0.0000 | ||
| 26 | 2010.01.29 01:29 | modify | 6 | 1.00 | 0.8889 | 0.8989 | 0.8741 | ||
| 27 | 2010.01.29 01:30 | modify | 6 | 1.00 | 0.8889 | 0.8993 | 0.8741 | ||
| 28 | 2010.02.01 00:00 | modify | 6 | 1.00 | 0.8889 | 0.8889 | 0.8812 | ||
| 29 | 2010.02.01 04:14 | t/p | 6 | 1.00 | 0.8812 | 0.8889 | 0.8812 | 720.80 | 9317.80 |
| 30 | 2010.02.16 05:50 | buy | 7 | 1.00 | 0.8935 | 0.0000 | 0.0000 | ||
| 31 | 2010.02.16 05:50 | modify | 7 | 1.00 | 0.8935 | 0.8832 | 0.9271 | ||
| 32 | 2010.02.16 05:50 | modify | 7 | 1.00 | 0.8935 | 0.8833 | 0.9271 | ||
| 33 | 2010.02.16 16:40 | modify | 7 | 1.00 | 0.8935 | 0.8985 | 0.9059 | ||
| 34 | 2010.02.16 17:00 | s/l | 7 | 1.00 | 0.8985 | 0.8985 | 0.9059 | 500.00 | 9817.80 |
| 35 | 2010.02.18 22:54 | sell | 8 | 1.00 | 0.8936 | 0.0000 | 0.0000 | ||
| 36 | 2010.02.18 22:54 | modify | 8 | 1.00 | 0.8936 | 0.9036 | 0.8835 | ||
| 37 | 2010.02.18 22:55 | modify | 8 | 1.00 | 0.8936 | 0.9029 | 0.8835 | ||
| 38 | 2010.02.19 07:17 | modify | 8 | 1.00 | 0.8936 | 0.8936 | 0.8857 | ||
| 39 | 2010.02.19 08:22 | modify | 8 | 1.00 | 0.8936 | 0.8886 | 0.8834 | ||
| 40 | 2010.02.19 08:27 | s/l | 8 | 1.00 | 0.8886 | 0.8886 | 0.8834 | 483.60 | 10301.40 |
| 41 | 2010.02.24 10:01 | sell | 9 | 1.00 | 0.8862 | 0.0000 | 0.0000 | ||
| 42 | 2010.02.24 10:01 | modify | 9 | 1.00 | 0.8862 | 0.8962 | 0.8654 | ||
| 43 | 2010.02.24 10:02 | modify | 9 | 1.00 | 0.8862 | 0.8960 | 0.8654 | ||
| 44 | 2010.02.25 16:03 | modify | 9 | 1.00 | 0.8862 | 0.8862 | 0.8796 | ||
| 45 | 2010.02.25 17:33 | modify | 9 | 1.00 | 0.8862 | 0.8812 | 0.8775 | ||
| 46 | 2010.02.25 17:35 | s/l | 9 | 1.00 | 0.8812 | 0.8812 | 0.8775 | 483.60 | 10785.00 |
| 47 | 2010.03.04 04:27 | sell | 10 | 1.00 | 0.9024 | 0.0000 | 0.0000 | ||
| 48 | 2010.03.04 04:27 | modify | 10 | 1.00 | 0.9024 | 0.9124 | 0.8966 | ||
| 49 | 2010.03.04 04:28 | modify | 10 | 1.00 | 0.9024 | 0.9126 | 0.8966 | ||
| 50 | 2010.03.04 07:43 | modify | 10 | 1.00 | 0.9024 | 0.9024 | 0.8966 | ||
| 51 | 2010.03.04 11:41 | s/l | 10 | 1.00 | 0.9024 | 0.9024 | 0.8966 | 0.00 | 10785.00 |
| 52 | 2010.03.12 07:18 | buy | 11 | 1.00 | 0.9171 | 0.0000 | 0.0000 | ||
| 53 | 2010.03.12 07:18 | modify | 11 | 1.00 | 0.9171 | 0.9068 | 0.9210 | ||
| 54 | 2010.03.12 07:19 | modify | 11 | 1.00 | 0.9171 | 0.9067 | 0.9210 | ||
| 55 | 2010.03.12 11:05 | modify | 11 | 1.00 | 0.9171 | 0.9171 | 0.9200 | ||
| 56 | 2010.03.12 12:05 | s/l | 11 | 1.00 | 0.9171 | 0.9171 | 0.9200 | 0.00 | 10785.00 |
| 57 | 2010.03.15 02:54 | sell | 12 | 1.00 | 0.9132 | 0.0000 | 0.0000 | ||
| 58 | 2010.03.15 02:55 | modify | 12 | 1.00 | 0.9132 | 0.9232 | 0.9071 | ||
| 59 | 2010.03.15 02:55 | modify | 12 | 1.00 | 0.9132 | 0.9233 | 0.9071 | ||
| 60 | 2010.03.15 16:10 | modify | 12 | 1.00 | 0.9132 | 0.9132 | 0.9099 | ||
| 61 | 2010.03.15 16:18 | t/p | 12 | 1.00 | 0.9099 | 0.9132 | 0.9099 | 330.00 | 11115.00 |
| 62 | 2010.03.19 14:47 | sell | 13 | 1.00 | 0.9184 | 0.0000 | 0.0000 | ||
| 63 | 2010.03.19 14:47 | modify | 13 | 1.00 | 0.9184 | 0.9284 | 0.9115 | ||
| 64 | 2010.03.19 14:55 | modify | 13 | 1.00 | 0.9184 | 0.9283 | 0.9115 | ||
| 65 | 2010.03.19 15:49 | modify | 13 | 1.00 | 0.9184 | 0.9184 | 0.9115 | ||
| 66 | 2010.03.22 08:13 | t/p | 13 | 1.00 | 0.9115 | 0.9184 | 0.9115 | 640.80 | 11755.80 |
| 67 | 2010.04.02 06:40 | sell | 14 | 1.00 | 0.9188 | 0.0000 | 0.0000 | ||
| 68 | 2010.04.02 06:40 | modify | 14 | 1.00 | 0.9188 | 0.9288 | 0.9158 | ||
| 69 | 2010.04.02 08:00 | modify | 14 | 1.00 | 0.9188 | 0.9284 | 0.9158 | ||
| 70 | 2010.04.06 21:13 | s/l | 14 | 1.00 | 0.9284 | 0.9284 | 0.9158 | -1025.60 | 10730.20 |
| 71 | 2010.04.16 02:35 | sell | 15 | 1.00 | 0.9312 | 0.0000 | 0.0000 | ||
| 72 | 2010.04.16 02:35 | modify | 15 | 1.00 | 0.9312 | 0.9412 | 0.9259 | ||
| 73 | 2010.04.16 02:35 | modify | 15 | 1.00 | 0.9312 | 0.9410 | 0.9259 | ||
| 74 | 2010.04.16 04:46 | modify | 15 | 1.00 | 0.9312 | 0.9312 | 0.9273 | ||
| 75 | 2010.04.16 05:35 | s/l | 15 | 1.00 | 0.9312 | 0.9312 | 0.9273 | 0.00 | 10730.20 |
| 76 | 2010.04.16 16:55 | sell | 16 | 1.00 | 0.9271 | 0.0000 | 0.0000 | ||
| 77 | 2010.04.16 16:55 | modify | 16 | 1.00 | 0.9271 | 0.9371 | 0.9189 | ||
| 78 | 2010.04.16 16:56 | modify | 16 | 1.00 | 0.9271 | 0.9374 | 0.9189 | ||
| 79 | 2010.04.19 00:00 | modify | 16 | 1.00 | 0.9271 | 0.9221 | 0.9162 | ||
| 80 | 2010.04.19 00:18 | s/l | 16 | 1.00 | 0.9221 | 0.9221 | 0.9162 | 450.80 | 11181.00 |
| 81 | 2010.04.23 05:12 | sell | 17 | 1.00 | 0.9218 | 0.0000 | 0.0000 | ||
| 82 | 2010.04.23 05:12 | modify | 17 | 1.00 | 0.9218 | 0.9318 | 0.9099 | ||
| 83 | 2010.04.23 05:13 | modify | 17 | 1.00 | 0.9218 | 0.9319 | 0.9099 | ||
| 84 | 2010.04.30 08:54 | s/l | 17 | 1.00 | 0.9319 | 0.9319 | 0.9099 | -1124.80 | 10056.20 |
| 85 | 2010.05.03 16:53 | sell | 18 | 1.00 | 0.9226 | 0.0000 | 0.0000 | ||
| 86 | 2010.05.03 16:53 | modify | 18 | 1.00 | 0.9226 | 0.9326 | 0.9129 | ||
| 87 | 2010.05.03 16:54 | modify | 18 | 1.00 | 0.9226 | 0.9327 | 0.9129 | ||
| 88 | 2010.05.04 15:37 | t/p | 18 | 1.00 | 0.9129 | 0.9327 | 0.9129 | 953.60 | 11009.80 |
| 89 | 2010.05.05 14:22 | sell | 19 | 1.00 | 0.9052 | 0.0000 | 0.0000 | ||
| 90 | 2010.05.05 14:22 | modify | 19 | 1.00 | 0.9052 | 0.9152 | 0.8992 | ||
| 91 | 2010.05.05 14:23 | modify | 19 | 1.00 | 0.9052 | 0.9154 | 0.8992 | ||
| 92 | 2010.05.06 16:30 | t/p | 19 | 1.00 | 0.8992 | 0.9154 | 0.8992 | 583.60 | 11593.40 |
| 93 | 2010.05.14 10:21 | sell | 20 | 1.00 | 0.8931 | 0.0000 | 0.0000 | ||
| 94 | 2010.05.14 10:21 | modify | 20 | 1.00 | 0.8931 | 0.9031 | 0.8835 | ||
| 95 | 2010.05.14 11:06 | modify | 20 | 1.00 | 0.8931 | 0.9030 | 0.8835 | ||
| 96 | 2010.05.14 17:06 | modify | 20 | 1.00 | 0.8931 | 0.8931 | 0.8857 | ||
| 97 | 2010.05.14 17:21 | modify | 20 | 1.00 | 0.8931 | 0.8881 | 0.8824 | ||
| 98 | 2010.05.14 17:32 | s/l | 20 | 1.00 | 0.8881 | 0.8881 | 0.8824 | 500.00 | 12093.40 |
| 99 | 2010.05.26 11:12 | buy | 21 | 1.00 | 0.8316 | 0.0000 | 0.0000 | ||
| 100 | 2010.05.26 11:13 | modify | 21 | 1.00 | 0.8316 | 0.8213 | 0.8483 | ||
| 101 | 2010.05.26 11:13 | modify | 21 | 1.00 | 0.8316 | 0.8214 | 0.8483 | ||
| 102 | 2010.05.26 16:39 | modify | 21 | 1.00 | 0.8316 | 0.8366 | 0.8461 | ||
| 103 | 2010.05.26 16:50 | s/l | 21 | 1.00 | 0.8366 | 0.8366 | 0.8461 | 500.00 | 12593.40 |
| 104 | 2010.06.02 07:10 | sell | 22 | 1.00 | 0.8281 | 0.0000 | 0.0000 | ||
| 105 | 2010.06.02 07:10 | modify | 22 | 1.00 | 0.8281 | 0.8381 | 0.8125 | ||
| 106 | 2010.06.02 07:10 | modify | 22 | 1.00 | 0.8281 | 0.8378 | 0.8125 | ||
| 107 | 2010.06.02 18:08 | s/l | 22 | 1.00 | 0.8378 | 0.8378 | 0.8125 | -970.00 | 11623.40 |
| 108 | 2010.06.10 05:33 | buy | 23 | 1.00 | 0.8370 | 0.0000 | 0.0000 | ||
| 109 | 2010.06.10 05:33 | modify | 23 | 1.00 | 0.8370 | 0.8267 | 0.8459 | ||
| 110 | 2010.06.10 05:34 | modify | 23 | 1.00 | 0.8370 | 0.8274 | 0.8459 | ||
| 111 | 2010.06.10 10:47 | modify | 23 | 1.00 | 0.8370 | 0.8370 | 0.8447 | ||
| 112 | 2010.06.10 11:34 | modify | 23 | 1.00 | 0.8370 | 0.8420 | 0.8485 | ||
| 113 | 2010.06.10 11:36 | s/l | 23 | 1.00 | 0.8420 | 0.8420 | 0.8485 | 500.00 | 12123.40 |
| 114 | 2010.06.24 13:35 | sell | 24 | 1.00 | 0.8654 | 0.0000 | 0.0000 | ||
| 115 | 2010.06.24 13:36 | modify | 24 | 1.00 | 0.8654 | 0.8754 | 0.8531 | ||
| 116 | 2010.06.24 13:36 | modify | 24 | 1.00 | 0.8654 | 0.8755 | 0.8531 | ||
| 117 | 2010.06.25 08:10 | modify | 24 | 1.00 | 0.8654 | 0.8654 | 0.8597 | ||
| 118 | 2010.06.25 09:34 | s/l | 24 | 1.00 | 0.8654 | 0.8654 | 0.8597 | -16.40 | 12107.00 |
| 119 | 2010.06.29 09:40 | sell | 25 | 1.00 | 0.8601 | 0.0000 | 0.0000 | ||
| 120 | 2010.06.29 09:40 | modify | 25 | 1.00 | 0.8601 | 0.8701 | 0.8424 | ||
| 121 | 2010.06.29 09:50 | modify | 25 | 1.00 | 0.8601 | 0.8700 | 0.8424 | ||
| 122 | 2010.06.29 12:01 | modify | 25 | 1.00 | 0.8601 | 0.8601 | 0.8560 | ||
| 123 | 2010.06.29 12:59 | t/p | 25 | 1.00 | 0.8560 | 0.8601 | 0.8560 | 410.00 | 12517.00 |
| 124 | 2010.06.30 15:16 | sell | 26 | 1.00 | 0.8442 | 0.0000 | 0.0000 | ||
| 125 | 2010.06.30 15:16 | modify | 26 | 1.00 | 0.8442 | 0.8542 | 0.8326 | ||
| 126 | 2010.06.30 15:17 | modify | 26 | 1.00 | 0.8442 | 0.8545 | 0.8326 | ||
| 127 | 2010.06.30 21:31 | modify | 26 | 1.00 | 0.8442 | 0.8442 | 0.8406 | ||
| 128 | 2010.06.30 22:45 | t/p | 26 | 1.00 | 0.8406 | 0.8442 | 0.8406 | 360.00 | 12877.00 |
| 129 | 2010.07.05 17:54 | sell | 27 | 1.00 | 0.8378 | 0.0000 | 0.0000 | ||
| 130 | 2010.07.05 17:54 | modify | 27 | 1.00 | 0.8378 | 0.8478 | 0.8245 | ||
| 131 | 2010.07.05 17:56 | modify | 27 | 1.00 | 0.8378 | 0.8477 | 0.8245 | ||
| 132 | 2010.07.06 02:36 | modify | 27 | 1.00 | 0.8378 | 0.8328 | 0.8255 | ||
| 133 | 2010.07.06 02:50 | s/l | 27 | 1.00 | 0.8328 | 0.8328 | 0.8255 | 483.60 | 13360.60 |
| 134 | 2010.07.06 09:51 | buy | 28 | 1.00 | 0.8464 | 0.0000 | 0.0000 | ||
| 135 | 2010.07.06 09:51 | modify | 28 | 1.00 | 0.8464 | 0.8361 | 0.8591 | ||
| 136 | 2010.07.06 09:52 | modify | 28 | 1.00 | 0.8464 | 0.8362 | 0.8591 | ||
| 137 | 2010.07.06 14:30 | modify | 28 | 1.00 | 0.8464 | 0.8464 | 0.8579 | ||
| 138 | 2010.07.06 16:13 | modify | 28 | 1.00 | 0.8464 | 0.8514 | 0.8619 | ||
| 139 | 2010.07.06 17:55 | s/l | 28 | 1.00 | 0.8514 | 0.8514 | 0.8619 | 500.00 | 13860.60 |
| 140 | 2010.07.07 17:08 | buy | 29 | 1.00 | 0.8555 | 0.0000 | 0.0000 | ||
| 141 | 2010.07.07 17:08 | modify | 29 | 1.00 | 0.8555 | 0.8452 | 0.8641 | ||
| 142 | 2010.07.07 17:09 | modify | 29 | 1.00 | 0.8555 | 0.8453 | 0.8641 | ||
| 143 | 2010.07.07 17:53 | modify | 29 | 1.00 | 0.8555 | 0.8555 | 0.8641 | ||
| 144 | 2010.07.07 18:28 | modify | 29 | 1.00 | 0.8555 | 0.8605 | 0.8680 | ||
| 145 | 2010.07.07 19:38 | s/l | 29 | 1.00 | 0.8605 | 0.8605 | 0.8680 | 500.00 | 14360.60 |
| 146 | 2010.07.12 02:37 | sell | 30 | 1.00 | 0.8736 | 0.0000 | 0.0000 | ||
| 147 | 2010.07.12 02:37 | modify | 30 | 1.00 | 0.8736 | 0.8836 | 0.8681 | ||
| 148 | 2010.07.12 04:00 | modify | 30 | 1.00 | 0.8736 | 0.8839 | 0.8695 | ||
| 149 | 2010.07.12 08:03 | modify | 30 | 1.00 | 0.8736 | 0.8736 | 0.8709 | ||
| 150 | 2010.07.12 08:14 | t/p | 30 | 1.00 | 0.8709 | 0.8736 | 0.8709 | 270.00 | 14630.60 |
| 151 | 2010.07.16 15:55 | sell | 31 | 1.00 | 0.8724 | 0.0000 | 0.0000 | ||
| 152 | 2010.07.16 15:55 | modify | 31 | 1.00 | 0.8724 | 0.8824 | 0.8576 | ||
| 153 | 2010.07.16 15:56 | modify | 31 | 1.00 | 0.8724 | 0.8823 | 0.8576 | ||
| 154 | 2010.07.16 21:59 | close at stop | 31 | 1.00 | 0.8696 | 0.8823 | 0.8576 | 280.00 | 14910.60 |