Strategy Tester Report
QQE histo+DPO 11+VIR+QQExit 16
OANDA-Demo-2 (Build 1320)
| Symbol | EURCAD (EUR/CAD) | ||||
| Period | Daily (D1) 2018.01.02 00:00 - 2020.12.31 23:59 (2018.01.01 - 2021.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | Can_Buy=true; Can_Sell=true; CountB=1; CountS=1; my_1CRB=1; risk_percentage=1; Bridge_2_Far=6; MagicNumber=753974506; OpenSlippage=5; CloseSlippage=5; AdjustSizeLong=true; AdjustSizeShort=true; | ||||
| Bars in test | 1032 | Ticks modelled | 1810 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | -236.60 | Gross profit | 783.62 | Gross loss | -1020.22 |
| Profit factor | 0.77 | Expected payoff | -11.83 | ||
| Absolute drawdown | 253.36 | Maximal drawdown | 594.50 (5.75%) | Relative drawdown | 5.75% (594.50) |
| Total trades | 20 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) | ||
| Largest | profit trade | 189.66 | loss trade | -121.05 | |
| Average | profit trade | 78.36 | loss trade | -102.02 | |
| Maximum | consecutive wins (profit in money) | 4 (489.70) | consecutive losses (loss in money) | 4 (-472.94) | |
| Maximal | consecutive profit (count of wins) | 489.70 (4) | consecutive loss (count of losses) | -472.94 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.03.12 00:00 | buy | 1 | 0.08 | 1.57707 | 1.55817 | 1.58967 | ||
| 2 | 2018.03.12 00:00 | buy | 2 | 0.08 | 1.57707 | 1.55817 | 0.00000 | ||
| 3 | 2018.03.14 00:00 | t/p | 1 | 0.08 | 1.58967 | 1.55817 | 1.58967 | 79.21 | 10079.21 |
| 4 | 2018.03.14 00:00 | modify | 2 | 0.08 | 1.57707 | 1.57777 | 0.00000 | ||
| 5 | 2018.03.14 00:00 | modify | 2 | 0.08 | 1.57707 | 1.59139 | 0.00000 | ||
| 6 | 2018.03.20 00:00 | modify | 2 | 0.08 | 1.57707 | 1.59194 | 0.00000 | ||
| 7 | 2018.03.22 00:00 | s/l | 2 | 0.08 | 1.59194 | 1.59194 | 0.00000 | 93.47 | 10172.68 |
| 8 | 2018.04.23 00:00 | sell | 3 | 0.08 | 1.56443 | 1.58258 | 1.55233 | ||
| 9 | 2018.04.23 00:00 | sell | 4 | 0.08 | 1.56443 | 1.58258 | 0.00000 | ||
| 10 | 2018.04.30 00:00 | close | 4 | 0.08 | 1.55572 | 1.58258 | 0.00000 | 54.71 | 10227.39 |
| 11 | 2018.04.30 00:00 | close | 3 | 0.08 | 1.55572 | 1.58258 | 1.55233 | 54.71 | 10282.10 |
| 12 | 2018.06.01 00:00 | sell | 5 | 0.08 | 1.51417 | 1.53232 | 1.50207 | ||
| 13 | 2018.06.01 00:00 | sell | 6 | 0.08 | 1.51417 | 1.53232 | 0.00000 | ||
| 14 | 2018.06.08 00:00 | s/l | 5 | 0.08 | 1.53232 | 1.53232 | 1.50207 | -114.01 | 10168.09 |
| 15 | 2018.06.08 00:00 | s/l | 6 | 0.08 | 1.53232 | 1.53232 | 0.00000 | -114.01 | 10054.08 |
| 16 | 2018.07.02 00:00 | buy | 7 | 0.08 | 1.53546 | 1.51566 | 1.54866 | ||
| 17 | 2018.07.02 00:00 | buy | 8 | 0.08 | 1.53546 | 1.51566 | 0.00000 | ||
| 18 | 2018.07.09 00:00 | close | 8 | 0.08 | 1.53640 | 1.51566 | 0.00000 | 5.91 | 10059.99 |
| 19 | 2018.07.09 00:00 | close | 7 | 0.08 | 1.53640 | 1.51566 | 1.54866 | 5.91 | 10065.90 |
| 20 | 2018.08.22 00:00 | sell | 9 | 0.10 | 1.50809 | 1.52384 | 1.49759 | ||
| 21 | 2018.08.22 00:00 | sell | 10 | 0.10 | 1.50809 | 1.52384 | 0.00000 | ||
| 22 | 2018.08.31 00:00 | close | 10 | 0.10 | 1.51392 | 1.52384 | 0.00000 | -45.77 | 10020.13 |
| 23 | 2018.08.31 00:00 | close | 9 | 0.10 | 1.51392 | 1.52384 | 1.49759 | -45.77 | 9974.36 |
| 24 | 2019.01.04 00:00 | buy | 11 | 0.07 | 1.53579 | 1.51509 | 1.54959 | ||
| 25 | 2019.01.04 00:00 | buy | 12 | 0.07 | 1.53579 | 1.51509 | 0.00000 | ||
| 26 | 2019.01.10 00:00 | s/l | 11 | 0.07 | 1.51509 | 1.51509 | 1.54959 | -113.86 | 9860.50 |
| 27 | 2019.01.10 00:00 | s/l | 12 | 0.07 | 1.51509 | 1.51509 | 0.00000 | -113.86 | 9746.64 |
| 28 | 2019.06.25 00:00 | sell | 13 | 0.12 | 1.50190 | 1.51375 | 1.49400 | ||
| 29 | 2019.06.25 00:00 | sell | 14 | 0.12 | 1.50190 | 1.51375 | 0.00000 | ||
| 30 | 2019.06.27 00:00 | t/p | 13 | 0.12 | 1.49400 | 1.51375 | 1.49400 | 74.43 | 9821.07 |
| 31 | 2019.06.27 00:00 | modify | 14 | 0.12 | 1.50190 | 1.50120 | 0.00000 | ||
| 32 | 2019.07.01 00:00 | modify | 14 | 0.12 | 1.50190 | 1.49715 | 0.00000 | ||
| 33 | 2019.07.02 00:00 | close | 14 | 0.12 | 1.48177 | 1.49715 | 0.00000 | 189.66 | 10010.73 |
| 34 | 2019.11.29 00:00 | buy | 15 | 0.17 | 1.46150 | 1.45265 | 1.46740 | ||
| 35 | 2019.11.29 00:00 | buy | 16 | 0.17 | 1.46150 | 1.45265 | 0.00000 | ||
| 36 | 2019.12.03 00:00 | t/p | 15 | 0.17 | 1.46740 | 1.45265 | 1.46740 | 78.81 | 10089.54 |
| 37 | 2019.12.03 00:00 | modify | 16 | 0.17 | 1.46150 | 1.46220 | 0.00000 | ||
| 38 | 2019.12.04 00:00 | close | 16 | 0.17 | 1.47249 | 1.46220 | 0.00000 | 146.80 | 10236.34 |
| 39 | 2020.02.11 00:00 | buy | 17 | 0.13 | 1.45291 | 1.44106 | 1.46081 | ||
| 40 | 2020.02.11 00:00 | buy | 18 | 0.13 | 1.45291 | 1.44106 | 0.00000 | ||
| 41 | 2020.02.13 00:00 | s/l | 17 | 0.13 | 1.44106 | 1.44106 | 1.46081 | -121.05 | 10115.29 |
| 42 | 2020.02.13 00:00 | s/l | 18 | 0.13 | 1.44106 | 1.44106 | 0.00000 | -121.05 | 9994.24 |
| 43 | 2020.02.26 00:00 | sell | 19 | 0.14 | 1.44456 | 1.45506 | 1.43756 | ||
| 44 | 2020.02.26 00:00 | sell | 20 | 0.14 | 1.44456 | 1.45506 | 0.00000 | ||
| 45 | 2020.02.28 00:00 | s/l | 19 | 0.14 | 1.45506 | 1.45506 | 1.43756 | -115.42 | 9878.82 |
| 46 | 2020.02.28 00:00 | s/l | 20 | 0.14 | 1.45506 | 1.45506 | 0.00000 | -115.42 | 9763.40 |