Strategy Tester Report
QQE histo+DPO 11+VIR+QQExit 16
OANDA-Demo-2 (Build 1320)
| Symbol | EURNZD (EUR/NZD) | ||||
| 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 | 1811 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | -38.44 | Gross profit | 928.50 | Gross loss | -966.94 |
| Profit factor | 0.96 | Expected payoff | -1.92 | ||
| Absolute drawdown | 441.80 | Maximal drawdown | 531.66 (5.18%) | Relative drawdown | 5.18% (531.66) |
| Total trades | 20 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) | ||
| Largest | profit trade | 205.06 | loss trade | -113.09 | |
| Average | profit trade | 92.85 | loss trade | -96.69 | |
| Maximum | consecutive wins (profit in money) | 4 (394.98) | consecutive losses (loss in money) | 4 (-338.64) | |
| Maximal | consecutive profit (count of wins) | 394.98 (4) | consecutive loss (count of losses) | -338.64 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.04.19 00:00 | sell | 1 | 0.09 | 1.68865 | 1.70455 | 1.67805 | ||
| 2 | 2018.04.19 00:00 | sell | 2 | 0.09 | 1.68865 | 1.70455 | 0.00000 | ||
| 3 | 2018.04.23 00:00 | s/l | 1 | 0.09 | 1.70455 | 1.70455 | 1.67805 | -102.17 | 9897.83 |
| 4 | 2018.04.23 00:00 | s/l | 2 | 0.09 | 1.70455 | 1.70455 | 0.00000 | -102.17 | 9795.66 |
| 5 | 2018.06.12 00:00 | sell | 3 | 0.08 | 1.67659 | 1.69474 | 1.66449 | ||
| 6 | 2018.06.12 00:00 | sell | 4 | 0.08 | 1.67659 | 1.69474 | 0.00000 | ||
| 7 | 2018.06.15 00:00 | t/p | 3 | 0.08 | 1.66449 | 1.69474 | 1.66449 | 69.12 | 9864.78 |
| 8 | 2018.06.15 00:00 | modify | 4 | 0.08 | 1.67659 | 1.67589 | 0.00000 | ||
| 9 | 2018.06.15 00:00 | modify | 4 | 0.08 | 1.67659 | 1.67027 | 0.00000 | ||
| 10 | 2018.06.18 00:00 | s/l | 4 | 0.08 | 1.67027 | 1.67027 | 0.00000 | 36.10 | 9900.88 |
| 11 | 2018.09.19 00:00 | buy | 5 | 0.10 | 1.77059 | 1.75604 | 1.78029 | ||
| 12 | 2018.09.19 00:00 | buy | 6 | 0.10 | 1.77059 | 1.75604 | 0.00000 | ||
| 13 | 2018.09.21 00:00 | s/l | 5 | 0.10 | 1.75604 | 1.75604 | 1.78029 | -103.60 | 9797.28 |
| 14 | 2018.09.21 00:00 | s/l | 6 | 0.10 | 1.75604 | 1.75604 | 0.00000 | -103.60 | 9693.68 |
| 15 | 2018.11.22 00:00 | sell | 7 | 0.08 | 1.66492 | 1.68397 | 1.65222 | ||
| 16 | 2018.11.22 00:00 | sell | 8 | 0.08 | 1.66492 | 1.68397 | 0.00000 | ||
| 17 | 2018.11.29 00:00 | t/p | 7 | 0.08 | 1.65222 | 1.68397 | 1.65222 | 72.55 | 9766.23 |
| 18 | 2018.11.29 00:00 | close | 8 | 0.08 | 1.65367 | 1.68397 | 0.00000 | 64.26 | 9830.49 |
| 19 | 2019.04.29 00:00 | buy | 9 | 0.10 | 1.67444 | 1.66019 | 1.68394 | ||
| 20 | 2019.04.29 00:00 | buy | 10 | 0.10 | 1.67444 | 1.66019 | 0.00000 | ||
| 21 | 2019.05.02 00:00 | t/p | 9 | 0.10 | 1.68394 | 1.66019 | 1.68394 | 67.64 | 9898.13 |
| 22 | 2019.05.02 00:00 | modify | 10 | 0.10 | 1.67444 | 1.67514 | 0.00000 | ||
| 23 | 2019.05.08 00:00 | modify | 10 | 0.10 | 1.67444 | 1.68035 | 0.00000 | ||
| 24 | 2019.05.09 00:00 | close | 10 | 0.10 | 1.70120 | 1.68035 | 0.00000 | 190.53 | 10088.66 |
| 25 | 2019.07.29 00:00 | sell | 11 | 0.11 | 1.67636 | 1.69016 | 1.66716 | ||
| 26 | 2019.07.29 00:00 | sell | 12 | 0.11 | 1.67636 | 1.69016 | 0.00000 | ||
| 27 | 2019.08.01 00:00 | s/l | 11 | 0.11 | 1.69016 | 1.69016 | 1.66716 | -108.38 | 9980.28 |
| 28 | 2019.08.01 00:00 | s/l | 12 | 0.11 | 1.69016 | 1.69016 | 0.00000 | -108.38 | 9871.90 |
| 29 | 2019.12.18 00:00 | sell | 13 | 0.09 | 1.69492 | 1.71127 | 1.68402 | ||
| 30 | 2019.12.18 00:00 | sell | 14 | 0.09 | 1.69492 | 1.71127 | 0.00000 | ||
| 31 | 2019.12.19 00:00 | t/p | 13 | 0.09 | 1.68402 | 1.71127 | 1.68402 | 70.05 | 9941.95 |
| 32 | 2019.12.19 00:00 | modify | 14 | 0.09 | 1.69492 | 1.69422 | 0.00000 | ||
| 33 | 2019.12.24 00:00 | modify | 14 | 0.09 | 1.69492 | 1.68755 | 0.00000 | ||
| 34 | 2019.12.26 00:00 | modify | 14 | 0.09 | 1.69492 | 1.68674 | 0.00000 | ||
| 35 | 2019.12.27 00:00 | close | 14 | 0.09 | 1.66301 | 1.68674 | 0.00000 | 205.06 | 10147.01 |
| 36 | 2020.01.07 00:00 | sell | 15 | 0.11 | 1.67691 | 1.69131 | 1.66731 | ||
| 37 | 2020.01.07 00:00 | sell | 16 | 0.11 | 1.67691 | 1.69131 | 0.00000 | ||
| 38 | 2020.01.16 00:00 | s/l | 15 | 0.11 | 1.69131 | 1.69131 | 1.66731 | -113.09 | 10033.92 |
| 39 | 2020.01.16 00:00 | s/l | 16 | 0.11 | 1.69131 | 1.69131 | 0.00000 | -113.09 | 9920.83 |
| 40 | 2020.03.26 00:00 | buy | 17 | 0.02 | 1.85905 | 1.77715 | 1.91365 | ||
| 41 | 2020.03.26 00:00 | buy | 18 | 0.02 | 1.85905 | 1.77715 | 0.00000 | ||
| 42 | 2020.04.16 00:00 | close | 18 | 0.02 | 1.81956 | 1.77715 | 0.00000 | -56.23 | 9864.60 |
| 43 | 2020.04.16 00:00 | close | 17 | 0.02 | 1.81956 | 1.77715 | 1.91365 | -56.23 | 9808.37 |
| 44 | 2020.06.16 00:00 | sell | 19 | 0.05 | 1.74874 | 1.77844 | 1.72894 | ||
| 45 | 2020.06.16 00:00 | sell | 20 | 0.05 | 1.74874 | 1.77844 | 0.00000 | ||
| 46 | 2020.07.03 00:00 | t/p | 19 | 0.05 | 1.72894 | 1.77844 | 1.72894 | 70.69 | 9879.06 |
| 47 | 2020.07.03 00:00 | close | 20 | 0.05 | 1.72563 | 1.77844 | 0.00000 | 82.50 | 9961.56 |