Unleashing the Power of exp_Amstell-SL: A Comprehensive Strategy Review for MT4 Traders
Mike
2009.07.26 17:07
27
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Strategy Tester Report
Introducing exp_Amstell-SL
Forex.com-Demo(R) (Build 220)
| Symbol |
GBP/USD (Great British Pound vs US Dollar) |
| Period |
15 Minutes (M15) from 2009.06.25 to 2009.07.23 |
| Model |
Control points (keep in mind, this is a basic method, results should be taken with a grain of salt) |
| Parameters |
TakeProfit=460; StopLoss=610; Lots=0.1; |
|
| Bars in test |
2072 |
Ticks modeled |
55645 |
Modeling quality |
n/a |
| Mismatched chart errors |
28 |
|
|
|
|
|
| Initial deposit |
£10,000.00 |
|
|
|
|
| Total net profit |
£21,400.40 |
Gross profit |
£21,454.40 |
Gross loss |
-£54.00 |
| Profit factor |
397.30 |
Expected payoff |
£297.23 |
|
|
| Absolute drawdown |
£1,008.00 |
Maximum drawdown |
£11,099.20 (39.30%) |
Relative drawdown |
39.30% (11,099.20) |
|
| Total trades |
72 |
Short positions (won %) |
34 (94.12%) |
Long positions (won %) |
38 (100.00%) |
|
Profit trades (% of total) |
70 (97.22%) |
Loss trades (% of total) |
2 (2.78%) |
| Largest |
profit trade |
£468.20 |
loss trade |
-£33.50 |
| Average |
profit trade |
£306.49 |
loss trade |
-£27.00 |
| Maximum |
consecutive wins (profit in money) |
69 (£21,442.90) |
consecutive losses (loss in money) |
2 (-£54.00) |
| Maximal |
consecutive profit (count of wins) |
£21,442.90 (69) |
consecutive loss (count of losses) |
-£54.00 (2) |
| Average |
consecutive wins |
35 |
consecutive losses |
2 |
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