Strategy Tester: TripleTacForex3

Strategy Tester Report

TripleTacForex3

FXDD-MT4 Demo Server (Build 830)

Symbol		EURUSD (Euro vs. United States Dollar)
Period		15 Minutes (M15) 2011.01.02 23:45 - 2015.05.29 23:30 (2011.01.01 - 2015.06.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MaxPos=3; Set1="*** EURUSD Setting *"; EURUSD_Magic=20141101; EURUSD_MM=true; EURUSD_Risk=10; EURUSD_FixLot=0.1; EURUSD_SPLimit=3; EURUSD_TP=7; EURUSD_SL=100; EURUSD_MA1=11; EURUSD_MA2=10; EURUSD_MA3=18; EURUSD_MA4=62; EURUSD_MA5=150; EURUSD_WPR_Period=14; EURUSD_WPR_Level=-21; Set2="* GBPUSD Setting *"; GBPUSD_Magic=20141102; GBPUSD_MM=true; GBPUSD_Risk=10; GBPUSD_FixLot=0.1; GBPUSD_SPLimit=3.5; GBPUSD_TP=9; GBPUSD_SL=150; GBPUSD_MA1=12; GBPUSD_MA2=12; GBPUSD_MA3=20; GBPUSD_MA4=70; GBPUSD_MA5=100; GBPUSD_WPR_Period=15; GBPUSD_WPR_Level=-18; Set3="* USDJPY Setting ***"; USDJPY_Magic=20141102; USDJPY_MM=true; USDJPY_Risk=10; USDJPY_FixLot=0.1; USDJPY_SPLimit=3; USDJPY_TP=7; USDJPY_SL=120; USDJPY_MA1=9; USDJPY_MA2=18; USDJPY_MA3=26; USDJPY_MA4=70; USDJPY_MA5=110; USDJPY_WPR_Period=10; USDJPY_WPR_Level=-28;

Bars in test	109416	Ticks modelled	74151141	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	10000.00			Spread	18
Total net profit	84813.58	Gross profit	155871.93	Gross loss	-71058.35
Profit factor	2.19	Expected payoff	146.74
Absolute drawdown	218.38	Maximal drawdown	18074.92 (19.85%)	Relative drawdown	25.68% (17570.45)

Total trades	578	Short positions (won %)	265 (93.21%)	Long positions (won %)	313 (88.18%)
		Profit trades (% of total)	523 (90.48%)	Loss trades (% of total)	55 (9.52%)
Largest		profit trade	654.50	loss trade	-4374.04
Average		profit trade	298.03	loss trade	-1291.97
Maximum		consecutive wins (profit in money)	63 (7779.39)	consecutive losses (loss in money)	4 (-4463.57)
Maximal		consecutive profit (count of wins)	15202.49 (38)	consecutive loss (count of losses)	-8134.71 (2)
Average		consecutive wins	14	consecutive losses	2

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Strategy Tester Report

TripleTacForex3

FXDD-MT4 Demo Server (Build 830)

Symbol		GBPUSD (Great Britain Pound vs. United States Dollar)
Period		15 Minutes (M15) 2011.01.02 23:45 - 2015.05.29 23:30 (2011.01.01 - 2015.06.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MaxPos=3; Set1="*** EURUSD Setting *"; EURUSD_Magic=20141101; EURUSD_MM=true; EURUSD_Risk=10; EURUSD_FixLot=0.1; EURUSD_SPLimit=3; EURUSD_TP=7; EURUSD_SL=100; EURUSD_MA1=11; EURUSD_MA2=10; EURUSD_MA3=18; EURUSD_MA4=62; EURUSD_MA5=150; EURUSD_WPR_Period=14; EURUSD_WPR_Level=-21; Set2="* GBPUSD Setting *"; GBPUSD_Magic=20141102; GBPUSD_MM=true; GBPUSD_Risk=10; GBPUSD_FixLot=0.1; GBPUSD_SPLimit=3.5; GBPUSD_TP=9; GBPUSD_SL=150; GBPUSD_MA1=12; GBPUSD_MA2=12; GBPUSD_MA3=20; GBPUSD_MA4=70; GBPUSD_MA5=100; GBPUSD_WPR_Period=15; GBPUSD_WPR_Level=-18; Set3="* USDJPY Setting ***"; USDJPY_Magic=20141102; USDJPY_MM=true; USDJPY_Risk=10; USDJPY_FixLot=0.1; USDJPY_SPLimit=3; USDJPY_TP=7; USDJPY_SL=120; USDJPY_MA1=9; USDJPY_MA2=18; USDJPY_MA3=26; USDJPY_MA4=70; USDJPY_MA5=110; USDJPY_WPR_Period=10; USDJPY_WPR_Level=-28;

Bars in test	109421	Ticks modelled	68761149	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	10000.00			Spread	25
Total net profit	75845.14	Gross profit	115628.53	Gross loss	-39783.39
Profit factor	2.91	Expected payoff	173.56
Absolute drawdown	2253.24	Maximal drawdown	16070.67 (23.15%)	Relative drawdown	39.50% (5057.64)

Total trades	437	Short positions (won %)	207 (84.06%)	Long positions (won %)	230 (89.57%)
		Profit trades (% of total)	380 (86.96%)	Loss trades (% of total)	57 (13.04%)
Largest		profit trade	765.90	loss trade	-2041.57
Average		profit trade	304.29	loss trade	-697.95
Maximum		consecutive wins (profit in money)	54 (7255.55)	consecutive losses (loss in money)	5 (-4354.98)
Maximal		consecutive profit (count of wins)	22935.71 (35)	consecutive loss (count of losses)	-4354.98 (5)
Average		consecutive wins	10	consecutive losses	2

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Strategy Tester Report

TripleTacForex3

FXDD-MT4 Demo Server (Build 830)

Symbol		USDJPY (United States Dollar vs. Japanese Yen)
Period		15 Minutes (M15) 2011.01.02 23:45 - 2015.05.29 23:30 (2011.01.01 - 2015.06.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MaxPos=3; Set1="*** EURUSD Setting *"; EURUSD_Magic=20141101; EURUSD_MM=true; EURUSD_Risk=10; EURUSD_FixLot=0.1; EURUSD_SPLimit=3; EURUSD_TP=7; EURUSD_SL=100; EURUSD_MA1=11; EURUSD_MA2=10; EURUSD_MA3=18; EURUSD_MA4=62; EURUSD_MA5=150; EURUSD_WPR_Period=14; EURUSD_WPR_Level=-21; Set2="* GBPUSD Setting *"; GBPUSD_Magic=20141102; GBPUSD_MM=true; GBPUSD_Risk=10; GBPUSD_FixLot=0.1; GBPUSD_SPLimit=3.5; GBPUSD_TP=9; GBPUSD_SL=150; GBPUSD_MA1=12; GBPUSD_MA2=12; GBPUSD_MA3=20; GBPUSD_MA4=70; GBPUSD_MA5=100; GBPUSD_WPR_Period=15; GBPUSD_WPR_Level=-18; Set3="* USDJPY Setting ***"; USDJPY_Magic=20141102; USDJPY_MM=true; USDJPY_Risk=10; USDJPY_FixLot=0.1; USDJPY_SPLimit=3; USDJPY_TP=7; USDJPY_SL=120; USDJPY_MA1=9; USDJPY_MA2=18; USDJPY_MA3=26; USDJPY_MA4=70; USDJPY_MA5=110; USDJPY_WPR_Period=10; USDJPY_WPR_Level=-28;

Bars in test	109413	Ticks modelled	57746550	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	10000.00			Spread	20
Total net profit	75228.91	Gross profit	113516.47	Gross loss	-38287.56
Profit factor	2.96	Expected payoff	162.83
Absolute drawdown	2481.51	Maximal drawdown	21635.85 (34.09%)	Relative drawdown	42.79% (5623.70)

Total trades	462	Short positions (won %)	168 (86.90%)	Long positions (won %)	294 (94.22%)
		Profit trades (% of total)	423 (91.56%)	Loss trades (% of total)	39 (8.44%)
Largest		profit trade	497.12	loss trade	-4260.73
Average		profit trade	268.36	loss trade	-981.73
Maximum		consecutive wins (profit in money)	73 (19171.44)	consecutive losses (loss in money)	2 (-4162.50)
Maximal		consecutive profit (count of wins)	19171.44 (73)	consecutive loss (count of losses)	-4260.73 (1)
Average		consecutive wins	15	consecutive losses	1

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