Strategy Tester Report
QQE histo+DPO 11+VIR+QQExit 16
T4TCapitalFunds-Demo 2 (Build 1320)
| Symbol | AUDJPY. (Australian Dollar vs Japanese Yen) | ||||
| Period | Daily (D1) 2018.01.01 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 | 1209 | Ticks modelled | 2139 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | -358.19 | Gross profit | 686.41 | Gross loss | -1044.59 |
| Profit factor | 0.66 | Expected payoff | -16.28 | ||
| Absolute drawdown | 675.79 | Maximal drawdown | 894.11 (8.75%) | Relative drawdown | 8.75% (894.11) |
| Total trades | 22 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
| Largest | profit trade | 92.96 | loss trade | -152.87 | |
| Average | profit trade | 62.40 | loss trade | -94.96 | |
| Maximum | consecutive wins (profit in money) | 6 (347.90) | consecutive losses (loss in money) | 5 (-354.53) | |
| Maximal | consecutive profit (count of wins) | 347.90 (6) | consecutive loss (count of losses) | -384.31 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.03.08 00:00 | sell | 1 | 0.13 | 83.085 | 84.285 | 82.285 | ||
| 2 | 2018.03.08 00:00 | sell | 2 | 0.13 | 83.085 | 84.285 | 0.000 | ||
| 3 | 2018.03.14 00:00 | s/l | 1 | 0.13 | 84.285 | 84.285 | 82.285 | -152.87 | 9847.13 |
| 4 | 2018.03.14 00:00 | s/l | 2 | 0.13 | 84.285 | 84.285 | 0.000 | -152.87 | 9694.25 |
| 5 | 2018.03.30 00:00 | sell | 3 | 0.11 | 81.833 | 83.168 | 80.943 | ||
| 6 | 2018.03.30 00:00 | sell | 4 | 0.11 | 81.833 | 83.168 | 0.000 | ||
| 7 | 2018.04.03 00:00 | t/p | 3 | 0.11 | 80.943 | 83.168 | 80.943 | 92.75 | 9787.01 |
| 8 | 2018.04.03 00:00 | modify | 4 | 0.11 | 81.833 | 81.832 | 0.000 | ||
| 9 | 2018.04.03 00:00 | modify | 4 | 0.11 | 81.833 | 81.764 | 0.000 | ||
| 10 | 2018.04.04 00:00 | s/l | 4 | 0.11 | 81.764 | 81.764 | 0.000 | 5.42 | 9792.42 |
| 11 | 2018.07.23 00:00 | buy | 5 | 0.15 | 82.548 | 81.573 | 83.198 | ||
| 12 | 2018.07.23 00:00 | buy | 6 | 0.15 | 82.548 | 81.573 | 0.000 | ||
| 13 | 2018.08.01 00:00 | t/p | 5 | 0.15 | 83.198 | 81.573 | 83.198 | 89.95 | 9882.37 |
| 14 | 2018.08.01 00:00 | close | 6 | 0.15 | 82.962 | 81.573 | 0.000 | 55.87 | 9938.25 |
| 15 | 2018.08.22 00:00 | sell | 7 | 0.14 | 81.059 | 82.124 | 80.349 | ||
| 16 | 2018.08.22 00:00 | sell | 8 | 0.14 | 81.059 | 82.124 | 0.000 | ||
| 17 | 2018.08.31 00:00 | close | 8 | 0.14 | 80.625 | 82.124 | 0.000 | 51.96 | 9990.20 |
| 18 | 2018.08.31 00:00 | close | 7 | 0.14 | 80.625 | 82.124 | 80.349 | 51.96 | 10042.16 |
| 19 | 2018.09.14 00:00 | sell | 9 | 0.13 | 80.517 | 81.642 | 79.767 | ||
| 20 | 2018.09.14 00:00 | sell | 10 | 0.13 | 80.517 | 81.642 | 0.000 | ||
| 21 | 2018.09.20 00:00 | s/l | 9 | 0.13 | 81.642 | 81.642 | 79.767 | -144.45 | 9897.71 |
| 22 | 2018.09.20 00:00 | s/l | 10 | 0.13 | 81.642 | 81.642 | 0.000 | -144.45 | 9753.26 |
| 23 | 2019.01.07 00:00 | sell | 11 | 0.08 | 77.325 | 79.245 | 76.045 | ||
| 24 | 2019.01.07 00:00 | sell | 12 | 0.08 | 77.325 | 79.245 | 0.000 | ||
| 25 | 2019.01.23 00:00 | close | 12 | 0.08 | 77.877 | 79.245 | 0.000 | -47.71 | 9705.55 |
| 26 | 2019.01.23 00:00 | close | 11 | 0.08 | 77.877 | 79.245 | 76.045 | -47.71 | 9657.84 |
| 27 | 2020.02.06 00:00 | sell | 13 | 0.14 | 74.141 | 75.191 | 73.441 | ||
| 28 | 2020.02.06 00:00 | sell | 14 | 0.14 | 74.141 | 75.191 | 0.000 | ||
| 29 | 2020.02.09 00:00 | t/p | 13 | 0.14 | 73.441 | 75.191 | 73.441 | 92.96 | 9750.80 |
| 30 | 2020.02.09 00:00 | modify | 14 | 0.14 | 74.141 | 74.140 | 0.000 | ||
| 31 | 2020.02.13 00:00 | s/l | 14 | 0.14 | 74.140 | 74.140 | 0.000 | -4.32 | 9746.47 |
| 32 | 2020.03.24 00:00 | sell | 15 | 0.04 | 65.097 | 68.862 | 62.587 | ||
| 33 | 2020.03.24 00:00 | sell | 16 | 0.04 | 65.097 | 68.862 | 0.000 | ||
| 34 | 2020.04.01 00:00 | close | 16 | 0.04 | 65.990 | 68.862 | 0.000 | -35.81 | 9710.67 |
| 35 | 2020.04.01 00:00 | close | 15 | 0.04 | 65.990 | 68.862 | 62.587 | -35.81 | 9674.86 |
| 36 | 2020.06.11 00:00 | buy | 17 | 0.08 | 74.560 | 72.760 | 75.760 | ||
| 37 | 2020.06.11 00:00 | buy | 18 | 0.08 | 74.560 | 72.760 | 0.000 | ||
| 38 | 2020.06.14 00:00 | s/l | 17 | 0.08 | 72.760 | 72.760 | 75.760 | -139.30 | 9535.56 |
| 39 | 2020.06.14 00:00 | s/l | 18 | 0.08 | 72.760 | 72.760 | 0.000 | -139.30 | 9396.27 |
| 40 | 2020.07.27 00:00 | buy | 19 | 0.15 | 75.221 | 74.306 | 75.831 | ||
| 41 | 2020.07.27 00:00 | buy | 20 | 0.15 | 75.221 | 74.306 | 0.000 | ||
| 42 | 2020.08.02 00:00 | t/p | 19 | 0.15 | 75.831 | 74.306 | 75.831 | 85.17 | 9481.44 |
| 43 | 2020.08.02 00:00 | modify | 20 | 0.15 | 75.221 | 75.222 | 0.000 | ||
| 44 | 2020.08.03 00:00 | close | 20 | 0.15 | 75.645 | 75.222 | 0.000 | 57.99 | 9539.42 |
| 45 | 2020.10.01 00:00 | sell | 21 | 0.13 | 75.552 | 76.632 | 74.832 | ||
| 46 | 2020.10.01 00:00 | sell | 22 | 0.13 | 75.552 | 76.632 | 0.000 | ||
| 47 | 2020.10.15 00:00 | close | 22 | 0.13 | 75.083 | 76.632 | 0.000 | 51.20 | 9590.62 |
| 48 | 2020.10.15 00:00 | close | 21 | 0.13 | 75.083 | 76.632 | 74.832 | 51.20 | 9641.81 |