Strategy Tester Report
GENUENE FX V2 EA
FXOpen-Real1 (Build 1260)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2020.02.12 00:00 - 2020.03.10 23:30 (2020.02.12 - 2020.03.11) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | useTimeFilter=true; HourBegin=13; HourEnd=22; StopLoss=350; TakeProfit=600; Lots=0.01; TrailingStop=300; MaximumRisk=95; Step=0.248; adxPeriod=6; | ||||
| Bars in test | 1961 | Ticks modelled | 1299227 | Modelling quality | 90.00% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 150.00 | Spread | Current (17) | ||
| Total net profit | 1779519.18 | Gross profit | 2102590.36 | Gross loss | -323071.18 |
| Profit factor | 6.51 | Expected payoff | 98862.18 | ||
| Absolute drawdown | 97.99 | Maximal drawdown | 737000.00 (68.83%) | Relative drawdown | 71.99% (259.63) |
| Total trades | 18 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
| Largest | profit trade | 600900.00 | loss trade | -209000.00 | |
| Average | profit trade | 150185.03 | loss trade | -80767.79 | |
| Maximum | consecutive wins (profit in money) | 10 (472416.63) | consecutive losses (loss in money) | 1 (-209000.00) | |
| Maximal | consecutive profit (count of wins) | 600900.00 (1) | consecutive loss (count of losses) | -209000.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2020.02.14 13:00 | sell | 1 | 0.41 | 1.08383 | 1.08750 | 1.07783 | ||
| 2 | 2020.02.14 13:30 | modify | 1 | 0.41 | 1.08383 | 1.08726 | 1.07783 | ||
| 3 | 2020.02.14 14:00 | modify | 1 | 0.41 | 1.08383 | 1.08682 | 1.07783 | ||
| 4 | 2020.02.14 19:30 | modify | 1 | 0.41 | 1.08383 | 1.08671 | 1.07783 | ||
| 5 | 2020.02.14 23:30 | modify | 1 | 0.41 | 1.08383 | 1.08651 | 1.07783 | ||
| 6 | 2020.02.17 18:00 | modify | 1 | 0.41 | 1.08383 | 1.08607 | 1.07783 | ||
| 7 | 2020.02.18 03:00 | modify | 1 | 0.41 | 1.08383 | 1.08570 | 1.07783 | ||
| 8 | 2020.02.18 04:30 | modify | 1 | 0.41 | 1.08383 | 1.08557 | 1.07783 | ||
| 9 | 2020.02.18 12:30 | modify | 1 | 0.41 | 1.08383 | 1.08550 | 1.07783 | ||
| 10 | 2020.02.18 14:30 | modify | 1 | 0.41 | 1.08383 | 1.08492 | 1.07783 | ||
| 11 | 2020.02.18 15:00 | modify | 1 | 0.41 | 1.08383 | 1.08451 | 1.07783 | ||
| 12 | 2020.02.18 15:30 | modify | 1 | 0.41 | 1.08383 | 1.08436 | 1.07783 | ||
| 13 | 2020.02.18 16:00 | modify | 1 | 0.41 | 1.08383 | 1.08335 | 1.07783 | ||
| 14 | 2020.02.18 16:30 | modify | 1 | 0.41 | 1.08383 | 1.08244 | 1.07783 | ||
| 15 | 2020.02.18 17:57 | s/l | 1 | 0.41 | 1.08244 | 1.08244 | 1.07783 | 57.73 | 207.73 |
| 16 | 2020.02.20 18:00 | sell | 2 | 0.56 | 1.08016 | 1.08383 | 1.07416 | ||
| 17 | 2020.02.20 18:30 | modify | 2 | 0.56 | 1.08016 | 1.08184 | 1.07416 | ||
| 18 | 2020.02.20 22:30 | modify | 2 | 0.56 | 1.08016 | 1.08178 | 1.07416 | ||
| 19 | 2020.02.20 23:30 | modify | 2 | 0.56 | 1.08016 | 1.08168 | 1.07416 | ||
| 20 | 2020.02.21 00:00 | modify | 2 | 0.56 | 1.08016 | 1.08144 | 1.07416 | ||
| 21 | 2020.02.21 10:31 | s/l | 2 | 0.56 | 1.08144 | 1.08144 | 1.07416 | -71.18 | 136.55 |
| 22 | 2020.02.21 16:00 | buy | 3 | 0.37 | 1.08101 | 1.07734 | 1.08701 | ||
| 23 | 2020.02.21 16:30 | modify | 3 | 0.37 | 1.08101 | 1.07773 | 1.08701 | ||
| 24 | 2020.02.21 17:00 | modify | 3 | 0.37 | 1.08101 | 1.08064 | 1.08701 | ||
| 25 | 2020.02.21 17:30 | modify | 3 | 0.37 | 1.08101 | 1.08271 | 1.08701 | ||
| 26 | 2020.02.21 19:30 | modify | 3 | 0.37 | 1.08101 | 1.08282 | 1.08701 | ||
| 27 | 2020.02.24 00:00 | s/l | 3 | 0.37 | 1.08282 | 1.08282 | 1.08701 | 63.68 | 200.23 |
| 28 | 2020.02.24 16:30 | buy | 4 | 0.54 | 1.08346 | 1.07979 | 1.08946 | ||
| 29 | 2020.02.24 17:00 | modify | 4 | 0.54 | 1.08346 | 1.08184 | 1.08946 | ||
| 30 | 2020.02.24 17:30 | modify | 4 | 0.54 | 1.08346 | 1.08272 | 1.08946 | ||
| 31 | 2020.02.24 18:30 | modify | 4 | 0.54 | 1.08346 | 1.08297 | 1.08946 | ||
| 32 | 2020.02.24 19:30 | modify | 4 | 0.54 | 1.08346 | 1.08310 | 1.08946 | ||
| 33 | 2020.02.24 20:00 | modify | 4 | 0.54 | 1.08346 | 1.08402 | 1.08946 | ||
| 34 | 2020.02.25 12:24 | s/l | 4 | 0.54 | 1.08402 | 1.08402 | 1.08946 | 25.43 | 225.66 |
| 35 | 2020.02.25 15:30 | buy | 5 | 0.61 | 1.08478 | 1.08111 | 1.09078 | ||
| 36 | 2020.02.25 16:30 | modify | 5 | 0.61 | 1.08478 | 1.08118 | 1.09078 | ||
| 37 | 2020.02.25 17:30 | modify | 5 | 0.61 | 1.08478 | 1.08177 | 1.09078 | ||
| 38 | 2020.02.25 18:00 | modify | 5 | 0.61 | 1.08478 | 1.08340 | 1.09078 | ||
| 39 | 2020.02.25 18:30 | modify | 5 | 0.61 | 1.08478 | 1.08483 | 1.09078 | ||
| 40 | 2020.02.25 20:00 | modify | 5 | 0.61 | 1.08478 | 1.08519 | 1.09078 | ||
| 41 | 2020.02.25 22:30 | modify | 5 | 0.61 | 1.08478 | 1.08532 | 1.09078 | ||
| 42 | 2020.02.25 23:30 | modify | 5 | 0.61 | 1.08478 | 1.08547 | 1.09078 | ||
| 43 | 2020.02.26 11:00 | modify | 5 | 0.61 | 1.08478 | 1.08612 | 1.09078 | ||
| 44 | 2020.02.26 14:12 | t/p | 5 | 0.61 | 1.09078 | 1.08612 | 1.09078 | 360.57 | 586.23 |
| 45 | 2020.02.26 21:00 | buy | 6 | 1.59 | 1.08825 | 1.08458 | 1.09425 | ||
| 46 | 2020.02.26 21:30 | modify | 6 | 1.59 | 1.08825 | 1.08597 | 1.09425 | ||
| 47 | 2020.02.26 22:00 | modify | 6 | 1.59 | 1.08825 | 1.08688 | 1.09425 | ||
| 48 | 2020.02.27 02:30 | modify | 6 | 1.59 | 1.08825 | 1.08704 | 1.09425 | ||
| 49 | 2020.02.27 04:30 | modify | 6 | 1.59 | 1.08825 | 1.08766 | 1.09425 | ||
| 50 | 2020.02.27 05:00 | modify | 6 | 1.59 | 1.08825 | 1.08795 | 1.09425 | ||
| 51 | 2020.02.27 07:00 | modify | 6 | 1.59 | 1.08825 | 1.08816 | 1.09425 | ||
| 52 | 2020.02.27 09:30 | modify | 6 | 1.59 | 1.08825 | 1.08849 | 1.09425 | ||
| 53 | 2020.02.27 10:00 | modify | 6 | 1.59 | 1.08825 | 1.08906 | 1.09425 | ||
| 54 | 2020.02.27 10:30 | modify | 6 | 1.59 | 1.08825 | 1.09067 | 1.09425 | ||
| 55 | 2020.02.27 10:36 | t/p | 6 | 1.59 | 1.09425 | 1.09067 | 1.09425 | 911.55 | 1497.78 |
| 56 | 2020.02.27 20:30 | buy | 7 | 4.07 | 1.09870 | 1.09503 | 1.10470 | ||
| 57 | 2020.02.27 21:00 | modify | 7 | 4.07 | 1.09870 | 1.09581 | 1.10470 | ||
| 58 | 2020.02.27 23:00 | modify | 7 | 4.07 | 1.09870 | 1.09620 | 1.10470 | ||
| 59 | 2020.02.28 00:00 | modify | 7 | 4.07 | 1.09870 | 1.09688 | 1.10470 | ||
| 60 | 2020.02.28 00:30 | modify | 7 | 4.07 | 1.09870 | 1.09702 | 1.10470 | ||
| 61 | 2020.02.28 01:00 | modify | 7 | 4.07 | 1.09870 | 1.09716 | 1.10470 | ||
| 62 | 2020.02.28 08:30 | modify | 7 | 4.07 | 1.09870 | 1.09725 | 1.10470 | ||
| 63 | 2020.02.28 10:30 | modify | 7 | 4.07 | 1.09870 | 1.09939 | 1.10470 | ||
| 64 | 2020.02.28 11:00 | modify | 7 | 4.07 | 1.09870 | 1.10031 | 1.10470 | ||
| 65 | 2020.02.28 11:15 | t/p | 7 | 4.07 | 1.10470 | 1.10031 | 1.10470 | 2405.78 | 3903.56 |
| 66 | 2020.02.28 13:30 | sell | 8 | 10.60 | 1.10129 | 1.10496 | 1.09529 | ||
| 67 | 2020.02.28 14:00 | modify | 8 | 10.60 | 1.10129 | 1.10246 | 1.09529 | ||
| 68 | 2020.02.28 14:30 | modify | 8 | 10.60 | 1.10129 | 1.10176 | 1.09529 | ||
| 69 | 2020.02.28 15:30 | modify | 8 | 10.60 | 1.10129 | 1.10014 | 1.09529 | ||
| 70 | 2020.02.28 16:44 | t/p | 8 | 10.60 | 1.09529 | 1.10014 | 1.09529 | 6360.00 | 10263.56 |
| 71 | 2020.03.02 21:30 | sell | 9 | 27.86 | 1.11631 | 1.11998 | 1.11031 | ||
| 72 | 2020.03.02 22:00 | modify | 9 | 27.86 | 1.11631 | 1.11945 | 1.11031 | ||
| 73 | 2020.03.02 22:30 | modify | 9 | 27.86 | 1.11631 | 1.11833 | 1.11031 | ||
| 74 | 2020.03.02 23:00 | modify | 9 | 27.86 | 1.11631 | 1.11663 | 1.11031 | ||
| 75 | 2020.03.02 23:30 | modify | 9 | 27.86 | 1.11631 | 1.11619 | 1.11031 | ||
| 76 | 2020.03.03 03:30 | modify | 9 | 27.86 | 1.11631 | 1.11596 | 1.11031 | ||
| 77 | 2020.03.03 10:00 | modify | 9 | 27.86 | 1.11631 | 1.11509 | 1.11031 | ||
| 78 | 2020.03.03 11:00 | modify | 9 | 27.86 | 1.11631 | 1.11411 | 1.11031 | ||
| 79 | 2020.03.03 11:11 | t/p | 9 | 27.86 | 1.11031 | 1.11411 | 1.11031 | 16741.07 | 27004.63 |
| 80 | 2020.03.03 15:00 | buy | 10 | 73.30 | 1.11188 | 1.10821 | 1.11788 | ||
| 81 | 2020.03.03 16:00 | modify | 10 | 73.30 | 1.11188 | 1.10884 | 1.11788 | ||
| 82 | 2020.03.03 16:30 | modify | 10 | 73.30 | 1.11188 | 1.10928 | 1.11788 | ||
| 83 | 2020.03.03 17:00 | modify | 10 | 73.30 | 1.11188 | 1.10948 | 1.11788 | ||
| 84 | 2020.03.03 17:00 | t/p | 10 | 73.30 | 1.11788 | 1.10948 | 1.11788 | 43980.00 | 70984.63 |
| 85 | 2020.03.04 18:00 | buy | 11 | 192.67 | 1.11405 | 1.11038 | 1.12005 | ||
| 86 | 2020.03.04 20:30 | modify | 11 | 192.67 | 1.11405 | 1.11054 | 1.12005 | ||
| 87 | 2020.03.04 22:00 | modify | 11 | 192.67 | 1.11405 | 1.11082 | 1.12005 | ||
| 88 | 2020.03.05 04:30 | modify | 11 | 192.67 | 1.11405 | 1.11103 | 1.12005 | ||
| 89 | 2020.03.05 05:00 | modify | 11 | 192.67 | 1.11405 | 1.11112 | 1.12005 | ||
| 90 | 2020.03.05 11:30 | modify | 11 | 192.67 | 1.11405 | 1.11265 | 1.12005 | ||
| 91 | 2020.03.05 12:00 | modify | 11 | 192.67 | 1.11405 | 1.11427 | 1.12005 | ||
| 92 | 2020.03.05 14:00 | modify | 11 | 192.67 | 1.11405 | 1.11522 | 1.12005 | ||
| 93 | 2020.03.05 14:30 | modify | 11 | 192.67 | 1.11405 | 1.11566 | 1.12005 | ||
| 94 | 2020.03.05 15:00 | modify | 11 | 192.67 | 1.11405 | 1.11577 | 1.12005 | ||
| 95 | 2020.03.05 15:30 | modify | 11 | 192.67 | 1.11405 | 1.11638 | 1.12005 | ||
| 96 | 2020.03.05 16:28 | t/p | 11 | 192.67 | 1.12005 | 1.11638 | 1.12005 | 110457.71 | 181442.34 |
| 97 | 2020.03.05 19:00 | buy | 12 | 492.49 | 1.12028 | 1.11661 | 1.12628 | ||
| 98 | 2020.03.05 20:00 | modify | 12 | 492.49 | 1.12028 | 1.11834 | 1.12628 | ||
| 99 | 2020.03.05 20:30 | modify | 12 | 492.49 | 1.12028 | 1.11841 | 1.12628 | ||
| 100 | 2020.03.05 22:30 | modify | 12 | 492.49 | 1.12028 | 1.11887 | 1.12628 | ||
| 101 | 2020.03.05 23:00 | modify | 12 | 492.49 | 1.12028 | 1.11975 | 1.12628 | ||
| 102 | 2020.03.05 23:30 | modify | 12 | 492.49 | 1.12028 | 1.12060 | 1.12628 | ||
| 103 | 2020.03.06 04:00 | modify | 12 | 492.49 | 1.12028 | 1.12148 | 1.12628 | ||
| 104 | 2020.03.06 10:30 | modify | 12 | 492.49 | 1.12028 | 1.12222 | 1.12628 | ||
| 105 | 2020.03.06 10:32 | t/p | 12 | 492.49 | 1.12628 | 1.12222 | 1.12628 | 291110.84 | 472553.18 |
| 106 | 2020.03.06 17:30 | sell | 13 | 1000.00 | 1.13049 | 1.13416 | 1.12449 | ||
| 107 | 2020.03.06 18:00 | modify | 13 | 1000.00 | 1.13049 | 1.13412 | 1.12449 | ||
| 108 | 2020.03.06 20:00 | modify | 13 | 1000.00 | 1.13049 | 1.13366 | 1.12449 | ||
| 109 | 2020.03.06 20:30 | modify | 13 | 1000.00 | 1.13049 | 1.13258 | 1.12449 | ||
| 110 | 2020.03.06 22:14 | s/l | 13 | 1000.00 | 1.13258 | 1.13258 | 1.12449 | -209000.00 | 263553.18 |
| 111 | 2020.03.09 13:30 | buy | 14 | 715.36 | 1.14134 | 1.13767 | 1.14734 | ||
| 112 | 2020.03.09 14:00 | modify | 14 | 715.36 | 1.14134 | 1.13934 | 1.14734 | ||
| 113 | 2020.03.09 15:00 | modify | 14 | 715.36 | 1.14134 | 1.13945 | 1.14734 | ||
| 114 | 2020.03.09 16:00 | modify | 14 | 715.36 | 1.14134 | 1.14052 | 1.14734 | ||
| 115 | 2020.03.09 16:30 | modify | 14 | 715.36 | 1.14134 | 1.14273 | 1.14734 | ||
| 116 | 2020.03.09 16:36 | t/p | 14 | 715.36 | 1.14734 | 1.14273 | 1.14734 | 429216.00 | 692769.18 |
| 117 | 2020.03.09 19:30 | buy | 15 | 1000.00 | 1.14405 | 1.14038 | 1.15005 | ||
| 118 | 2020.03.09 20:00 | modify | 15 | 1000.00 | 1.14405 | 1.14401 | 1.15005 | ||
| 119 | 2020.03.09 21:16 | s/l | 15 | 1000.00 | 1.14401 | 1.14401 | 1.15005 | -4000.00 | 688769.18 |
| 120 | 2020.03.09 21:30 | sell | 16 | 1000.00 | 1.14385 | 1.14752 | 1.13785 | ||
| 121 | 2020.03.10 00:00 | modify | 16 | 1000.00 | 1.14385 | 1.14664 | 1.13785 | ||
| 122 | 2020.03.10 02:30 | modify | 16 | 1000.00 | 1.14385 | 1.14513 | 1.13785 | ||
| 123 | 2020.03.10 03:00 | modify | 16 | 1000.00 | 1.14385 | 1.14295 | 1.13785 | ||
| 124 | 2020.03.10 03:53 | t/p | 16 | 1000.00 | 1.13785 | 1.14295 | 1.13785 | 600900.00 | 1289669.18 |
| 125 | 2020.03.10 14:30 | buy | 17 | 1000.00 | 1.13640 | 1.13273 | 1.14240 | ||
| 126 | 2020.03.10 15:00 | modify | 17 | 1000.00 | 1.13640 | 1.13298 | 1.14240 | ||
| 127 | 2020.03.10 15:30 | modify | 17 | 1000.00 | 1.13640 | 1.13530 | 1.14240 | ||
| 128 | 2020.03.10 17:17 | s/l | 17 | 1000.00 | 1.13530 | 1.13530 | 1.14240 | -110000.00 | 1179669.18 |
| 129 | 2020.03.10 17:30 | sell | 18 | 1000.00 | 1.13585 | 1.13952 | 1.12985 | ||
| 130 | 2020.03.10 19:00 | modify | 18 | 1000.00 | 1.13585 | 1.13722 | 1.12985 | ||
| 131 | 2020.03.10 19:30 | modify | 18 | 1000.00 | 1.13585 | 1.13700 | 1.12985 | ||
| 132 | 2020.03.10 19:53 | t/p | 18 | 1000.00 | 1.12985 | 1.13700 | 1.12985 | 600000.00 | 1779669.18 |