Strategy Tester Report
THV EA v1.0
SIG-Lite.com (Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2010.03.01 01:00 - 2010.04.06 23:45 (2010.02.28 - 2010.04.07)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersEntry_and_exit_conditions="----M15-GBPUSD--------------------------------------------------------"; PriceCrossCoral="110"; CrossCoralPips=5; PriceCrossIchimoku="110"; MinCrossIchimokuPips=4; MaxCrossIchimokuPips=17; FastSlowTrixCross="110"; FastTrixDirection="110"; SlowTrixDirection="110"; FastTrixZeroLevel="110"; iMaxCross="000"; TrixOverboughtOversold=false; TrixOverboughtLevel=0.00049; TrixOversoldLevel=-0.00049; TrixTimeframe=0; MTFTrixDot1="000"; MTFTrixDot2="000"; MTFTrixDot3="000"; MTFTrixDot4="000"; MTFIchimokuDot1="000"; MTFIchimokuDot2="000"; ADXLevel=0; PrevCandleSameDirection=false; EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=0; PriceTouchSRLevel=0; PriceTouchDailyPivot=false; DailyPivotTouchPips=4; MidPivots=false; PriceTouchPsychLevel=0; MinLevelDistance=0; OppositeSignalExit=true; IndicatorsExitPriority=0; LevelsExitPriority=0; TrailingStopDisablesExits=true; FreshSignal=true; MaxSpread=0; Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrixDivergence=0; Harmonics=0; TrendlineBreak=0; OutsideBar=0; PreviousBars=3; Order_settings="----------------------------------------------------------------------"; BaseMagicNumber=600000; TradeComment="THV"; ClassicSL=true; HighLowSL=false; BarsBack=7; MinimumSLPips=5; StopLossPips=30; StopLossAtrMultiplier=3.5; VisibleSL=25; TakeProfitPips1=0; TakeProfitPips2=0; TakeProfitAtrMultiplier1=0; TakeProfitAtrMultiplier2=0; VisibleTP=150; BreakEvenPips=0; BreakEvenAtrMultiplier=2; LockPips=0; LockAtrMultiplier=1.55; PSARTrailingStop=false; ClassicTrailingStop=true; TrailingStopPips=15; TrailingStopAtrMultiplier=0; TrailingStopStartPips=1; TrailingStepPips=1; ADXMultiplier=0; Slippage=3; CloseIfProfit=true; Hedge=false; ScreenShots=false; LongColour=Chartreuse; ShortColour=OrangeRed; Alerts=0; AlertSound="alert.wav"; Trading_hours_settings="----------------------------------------------------------------------"; TradingSession1="00302330"; TradingSession2="00000000"; TradingSession3="00000000"; NewsFilter=false; MinutesBeforeNews=0; MinutesAfterNews=0; MondayOpen=false; MondayOpenHour="0100"; DailyClose=false; DailyCloseHour="2250"; DailyCloseInProfit=false; FridayClose=false; FridayCloseHour="2030"; Money_management_settings="----------------------------------------------------------------------"; Lots=1; PartialClose1=50; PartialClose2=30; PartialClose3=20; BreakEvenPartialClose=1; StartTrailingPartialClose=1; MinCloseDistance=0; MoneyManagement=true; LeveragePercent=2; Martingale=true; LotMultiplier=1.5; StartProgression=2; MaxProgression=4; ATR_settings="----------------------------------------------------------------------"; AtrPeriod=20; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=20; PSAR_settings="----------------------------------------------------------------------"; Step=0.02; Maximum=0.2; Trix_settings="----------------------------------------------------------------------"; Trix_A_t3_period=15; Trix_B_t3_period_ac=29; Ichimoku_settings="----------------------------------------------------------------------"; Tenkan_sen=10; Kijun_sen=9; Senkou_span_b=12; MTF_TrixHisto_settings="----------------------------------------------------------------------"; MTF_A_t3_period=21; MTF_B_t3_period_ac=34; ePeriod1=30; ePeriod1Type=1; ePeriod2=30; ePeriod2Type=0; ePeriod3=60; ePeriod3Type=1; ePeriod4=60; ePeriod4Type=0; MTF_IchimokuHisto_settings="----------------------------------------------------------------------"; MaPeriod1=2; MaPeriod2=3; MaPeriod3=5; Shortperiod=5; Longperiod=15; THV3_SDX_TzPivots_v4_settings="----------------------------------------------------------------------"; Local__HrsServerTZFromGMT=2; Destination__HrsNewTzfromGMT=0; Show_1Daily_2FibonacciPivots=2; iMax_settings="----------------------------------------------------------------------"; Ph2shiftRed=1; PsychLevel1="00"; PsychLevel2="50"; IncludeHigh=true; IncludeMedium=true;
Bars in test3553Ticks modelled230099Modelling qualityn/a
Mismatched charts errors202
Initial deposit1000.00
Total net profit171.63Gross profit1205.65Gross loss-1034.01
Profit factor1.17Expected payoff2.02
Absolute drawdown130.00Maximal drawdown239.00 (21.55%)Relative drawdown21.55% (239.00)
Total trades85Short positions (won %)43 (67.44%)Long positions (won %)42 (40.48%)
Profit trades (% of total)46 (54.12%)Loss trades (% of total)39 (45.88%)
Largestprofit trade114.61loss trade-57.50
Averageprofit trade26.21loss trade-26.51
Maximumconsecutive wins (profit in money)4 (69.00)consecutive losses (loss in money)4 (-145.00)
Maximalconsecutive profit (count of wins)146.62 (3)consecutive loss (count of losses)-145.00 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.03.01 02:00buy10.101.36410.00000.0000
22010.03.01 02:00modify10.101.36411.36161.3791
32010.03.01 03:28s/l10.101.36161.36161.3791-25.00975.00
42010.03.01 09:15sell20.101.35880.00000.0000
52010.03.01 09:15modify20.101.35881.36131.3438
62010.03.01 09:32s/l20.101.36131.36131.3438-25.00950.00
72010.03.01 10:00buy30.151.36240.00000.0000
82010.03.01 10:00modify30.151.36241.35991.3774
92010.03.01 11:30close30.151.36421.35991.377427.00977.00
102010.03.01 13:00sell40.101.35940.00000.0000
112010.03.01 13:00modify40.101.35941.36191.3444
122010.03.01 20:50close40.101.35531.36191.344441.001018.00
132010.03.02 09:00sell50.101.35160.00000.0000
142010.03.02 09:00modify50.101.35161.35411.3366
152010.03.02 09:46s/l50.101.35411.35411.3366-25.00993.00
162010.03.02 10:30sell60.101.35200.00000.0000
172010.03.02 10:30modify60.101.35201.35451.3370
182010.03.02 11:44close60.101.34941.35451.337026.001019.00
192010.03.02 13:38buy70.101.35300.00000.0000
202010.03.02 13:38modify70.101.35301.35051.3680
212010.03.02 15:05close70.101.35591.35051.368029.001048.00
222010.03.02 17:15sell80.101.35210.00000.0000
232010.03.02 17:15modify80.101.35211.35461.3371
242010.03.02 17:41s/l80.101.35461.35461.3371-25.001023.00
252010.03.02 19:15buy90.101.35710.00000.0000
262010.03.02 19:15modify90.101.35711.35461.3721
272010.03.02 21:11close90.101.36051.35461.372134.001057.00
282010.03.03 07:30buy100.101.36520.00000.0000
292010.03.03 07:30modify100.101.36521.36271.3802
302010.03.03 08:45s/l100.101.36271.36271.3802-25.001032.00
312010.03.03 09:47sell110.101.36190.00000.0000
322010.03.03 09:47modify110.101.36191.36441.3469
332010.03.03 10:22close110.101.36021.36441.346917.001049.00
342010.03.03 11:30buy120.101.36510.00000.0000
352010.03.03 11:30modify120.101.36511.36261.3801
362010.03.03 11:43s/l120.101.36261.36261.3801-25.001024.00
372010.03.03 15:00sell130.101.36210.00000.0000
382010.03.03 15:00modify130.101.36211.36461.3471
392010.03.03 15:09s/l130.101.36461.36461.3471-25.00999.00
402010.03.03 15:45buy140.151.36560.00000.0000
412010.03.03 15:45modify140.151.36561.36311.3806
422010.03.03 16:37s/l140.151.36311.36311.3806-37.50961.50
432010.03.04 03:30buy150.231.37060.00000.0000
442010.03.04 03:30modify150.231.37061.36811.3856
452010.03.04 05:23s/l150.231.36811.36811.3856-57.50904.00
462010.03.04 05:23sell160.341.36820.00000.0000
472010.03.04 05:23modify160.341.36821.37071.3532
482010.03.04 08:34close160.341.36701.37071.353240.80944.80
492010.03.04 13:30buy170.101.36770.00000.0000
502010.03.04 13:30modify170.101.36771.36521.3827
512010.03.04 15:35s/l170.101.36521.36521.3827-25.00919.80
522010.03.04 15:35sell180.101.36520.00000.0000
532010.03.04 15:35modify180.101.36521.36771.3502
542010.03.04 15:40s/l180.101.36771.36771.3502-25.00894.80
552010.03.04 16:23sell190.151.36530.00000.0000
562010.03.04 16:23modify190.151.36531.36781.3503
572010.03.05 05:00close190.151.35951.36781.350386.11980.91
582010.03.05 05:00buy200.101.35940.00000.0000
592010.03.05 05:01modify200.101.35941.35691.3744
602010.03.05 08:21s/l200.101.35691.35691.3744-25.00955.91
612010.03.05 08:22sell210.101.35700.00000.0000
622010.03.05 08:22modify210.101.35701.35951.3420
632010.03.05 10:00s/l210.101.35951.35951.3420-25.00930.91
642010.03.05 10:45buy220.151.35980.00000.0000
652010.03.05 10:45modify220.151.35981.35731.3748
662010.03.05 15:30s/l220.151.35731.35731.3748-37.50893.41
672010.03.05 15:51sell230.231.35730.00000.0000
682010.03.05 15:51modify230.231.35731.35981.3423
692010.03.05 16:16close230.231.35551.35981.342341.40934.81
702010.03.05 17:30buy240.101.35990.00000.0000
712010.03.05 17:30modify240.101.35991.35741.3749
722010.03.05 22:12close240.101.36181.35741.374919.00953.81
732010.03.08 09:30buy250.101.36900.00000.0000
742010.03.08 09:30modify250.101.36901.36651.3840
752010.03.08 10:17s/l250.101.36651.36651.3840-25.00928.81
762010.03.08 17:45sell260.101.36380.00000.0000
772010.03.08 17:45modify260.101.36381.36631.3488
782010.03.08 19:03close260.101.36151.36631.348823.00951.81
792010.03.09 01:00sell270.101.36270.00000.0000
802010.03.09 01:00modify270.101.36271.36521.3477
812010.03.09 01:42close270.101.36171.36521.347710.00961.81
822010.03.09 03:15sell280.101.36150.00000.0000
832010.03.09 03:15modify280.101.36151.36401.3465
842010.03.09 09:01close280.101.36011.36401.346514.00975.81
852010.03.09 11:22sell290.101.35990.00000.0000
862010.03.09 11:22modify290.101.35991.36241.3449
872010.03.09 12:59close290.101.35771.36241.344922.00997.81
882010.03.10 01:45buy300.101.36110.00000.0000
892010.03.10 01:45modify300.101.36111.35861.3761
902010.03.10 04:37s/l300.101.35861.35861.3761-25.00972.81
912010.03.10 04:45sell310.101.35900.00000.0000
922010.03.10 04:45modify310.101.35901.36151.3440
932010.03.10 09:42close310.101.35771.36151.344013.00985.81
942010.03.11 03:03sell320.101.36340.00000.0000
952010.03.11 03:03modify320.101.36341.36591.3484
962010.03.11 11:00s/l320.101.36591.36591.3484-25.00960.81
972010.03.11 11:00buy330.101.36590.00000.0000
982010.03.11 11:00modify330.101.36591.36341.3809
992010.03.11 15:32close330.101.36761.36341.380917.00977.81
1002010.03.11 15:45sell340.101.36400.00000.0000
1012010.03.11 15:45modify340.101.36401.36651.3490
1022010.03.11 17:04s/l340.101.36651.36651.3490-25.00952.81
1032010.03.11 17:45buy350.101.36740.00000.0000
1042010.03.11 17:45modify350.101.36741.36491.3824
1052010.03.12 02:17close350.101.36841.36491.38249.99962.80
1062010.03.12 05:15buy360.101.36870.00000.0000
1072010.03.12 05:15modify360.101.36871.36621.3837
1082010.03.12 07:31close360.101.36971.36621.383710.00972.80
1092010.03.12 10:32buy370.101.37080.00000.0000
1102010.03.12 10:32modify370.101.37081.36831.3858
1112010.03.12 11:09close370.101.37231.36831.385815.00987.80
1122010.03.12 18:30buy380.101.37610.00000.0000
1132010.03.12 18:30modify380.101.37611.37361.3911
1142010.03.15 03:53s/l380.101.37361.37361.3911-25.01962.79
1152010.03.15 09:15buy390.101.37520.00000.0000
1162010.03.15 09:15modify390.101.37521.37271.3902
1172010.03.15 10:57s/l390.101.37271.37271.3902-25.00937.79
1182010.03.15 11:00sell400.151.37320.00000.0000
1192010.03.15 11:00modify400.151.37321.37571.3582
1202010.03.15 13:04close400.151.37121.37571.358230.00967.79
1212010.03.16 02:45sell410.101.36690.00000.0000
1222010.03.16 02:45modify410.101.36691.36941.3519
1232010.03.16 05:29close410.101.36911.36941.3519-22.00945.79
1242010.03.16 05:45buy420.101.36930.00000.0000
1252010.03.16 05:45modify420.101.36931.36681.3843
1262010.03.16 09:27close420.101.36701.36681.3843-23.00922.79
1272010.03.16 11:45buy430.151.36910.00000.0000
1282010.03.16 11:45modify430.151.36911.36661.3841
1292010.03.16 13:19close430.151.37091.36661.384127.00949.79
1302010.03.16 21:30buy440.101.37700.00000.0000
1312010.03.16 21:30modify440.101.37701.37451.3920
1322010.03.17 05:59close440.101.37801.37451.39209.99959.78
1332010.03.17 11:30sell450.101.37720.00000.0000
1342010.03.17 11:30modify450.101.37721.37971.3622
1352010.03.17 12:50s/l450.101.37971.37971.3622-25.00934.78
1362010.03.17 14:15sell460.101.37710.00000.0000
1372010.03.17 14:15modify460.101.37711.37961.3621
1382010.03.17 15:28close460.101.37531.37961.362118.00952.78
1392010.03.17 19:55buy470.101.37720.00000.0000
1402010.03.17 19:55modify470.101.37721.37471.3922
1412010.03.17 21:04s/l470.101.37471.37471.3922-25.00927.78
1422010.03.17 21:30sell480.101.37380.00000.0000
1432010.03.17 21:30modify480.101.37381.37631.3588
1442010.03.18 02:36close480.101.37281.37631.35888.23936.01
1452010.03.18 03:00sell490.101.37240.00000.0000
1462010.03.18 03:00modify490.101.37241.37491.3574
1472010.03.18 16:15close490.101.36821.37491.357442.00978.01
1482010.03.18 16:15buy500.101.36810.00000.0000
1492010.03.18 16:15modify500.101.36811.36561.3831
1502010.03.18 16:49s/l500.101.36561.36561.3831-25.00953.01
1512010.03.18 17:00sell510.101.36620.00000.0000
1522010.03.18 17:00modify510.101.36621.36871.3512
1532010.03.19 05:45close510.101.36231.36871.351238.41991.42
1542010.03.19 05:45buy520.101.36250.00000.0000
1552010.03.19 05:45modify520.101.36251.36001.3775
1562010.03.19 08:31close520.101.36021.36001.3775-23.00968.42
1572010.03.19 10:30buy530.101.36240.00000.0000
1582010.03.19 10:30modify530.101.36241.35991.3774
1592010.03.19 10:43s/l530.101.35991.35991.3774-25.00943.42
1602010.03.19 10:45sell540.151.36000.00000.0000
1612010.03.19 10:45modify540.151.36001.36251.3450
1622010.03.22 10:30close540.151.35231.36251.3450114.611058.04
1632010.03.22 10:30buy550.101.35250.00000.0000
1642010.03.22 10:30modify550.101.35251.35001.3675
1652010.03.22 11:02close550.101.35381.35001.367513.001071.04
1662010.03.22 13:45sell560.101.35130.00000.0000
1672010.03.22 13:45modify560.101.35131.35381.3363
1682010.03.22 14:51close560.101.34941.35381.336319.001090.04
1692010.03.23 05:30buy570.101.35580.00000.0000
1702010.03.23 05:30modify570.101.35581.35331.3708
1712010.03.23 07:55s/l570.101.35331.35331.3708-25.001065.04
1722010.03.23 19:15sell580.101.35120.00000.0000
1732010.03.23 19:15modify580.101.35121.35371.3362
1742010.03.24 00:04close580.101.34951.35371.336216.411081.45
1752010.03.24 07:00sell590.101.34490.00000.0000
1762010.03.24 07:00modify590.101.34491.34741.3299
1772010.03.24 07:26close590.101.34311.34741.329918.001099.45
1782010.03.24 18:30sell600.101.33430.00000.0000
1792010.03.24 18:30modify600.101.33431.33681.3193
1802010.03.24 22:37close600.101.33251.33681.319318.001117.45
1812010.03.25 03:34buy610.101.33400.00000.0000
1822010.03.25 03:34modify610.101.33401.33151.3490
1832010.03.25 07:19s/l610.101.33151.33151.3490-25.001092.45
1842010.03.25 16:00sell620.101.33300.00000.0000
1852010.03.25 16:00modify620.101.33301.33551.3180
1862010.03.25 16:40s/l620.101.33551.33551.3180-25.001067.45
1872010.03.25 17:30buy630.151.33530.00000.0000
1882010.03.25 17:30modify630.151.33531.33281.3503
1892010.03.25 19:29s/l630.151.33281.33281.3503-37.501029.95
1902010.03.25 19:30sell640.231.33260.00000.0000
1912010.03.25 19:30modify640.231.33261.33511.3176
1922010.03.25 19:53close640.231.32951.33511.317671.301101.25
1932010.03.26 16:37buy650.101.34050.00000.0000
1942010.03.26 16:37modify650.101.34051.33801.3555
1952010.03.26 19:07s/l650.101.33801.33801.3555-25.001076.25
1962010.03.26 21:15buy660.101.34070.00000.0000
1972010.03.26 21:15modify660.101.34071.33821.3557
1982010.03.29 04:15close660.101.34281.33821.355720.991097.24
1992010.03.29 07:00buy670.101.34420.00000.0000
2002010.03.29 07:01modify670.101.34421.34171.3592
2012010.03.29 11:59close670.101.34641.34171.359222.001119.24
2022010.03.29 18:15buy680.101.34740.00000.0000
2032010.03.29 18:15modify680.101.34741.34491.3624
2042010.03.29 19:18s/l680.101.34491.34491.3624-25.001094.24
2052010.03.29 20:05sell690.101.34430.00000.0000
2062010.03.29 20:05modify690.101.34431.34681.3293
2072010.03.29 21:14s/l690.101.34681.34681.3293-25.001069.24
2082010.03.29 21:15buy700.151.34670.00000.0000
2092010.03.29 21:15modify700.151.34671.34421.3617
2102010.03.30 01:32close700.151.34771.34421.361714.981084.22
2112010.03.30 06:30buy710.101.34830.00000.0000
2122010.03.30 06:30modify710.101.34831.34581.3633
2132010.03.30 08:56close710.101.34951.34581.363312.001096.22
2142010.03.30 16:30sell720.101.34660.00000.0000
2152010.03.30 16:30modify720.101.34661.34911.3316
2162010.03.30 17:12close720.101.34441.34911.331622.001118.22
2172010.03.31 03:00buy730.101.34320.00000.0000
2182010.03.31 03:00modify730.101.34321.34071.3582
2192010.03.31 03:35s/l730.101.34071.34071.3582-25.001093.22
2202010.03.31 04:15sell740.101.34070.00000.0000
2212010.03.31 04:15modify740.101.34071.34321.3257
2222010.03.31 10:04s/l740.101.34321.34321.3257-25.001068.22
2232010.04.01 02:45buy750.151.35250.00000.0000
2242010.04.01 02:45modify750.151.35251.35001.3675
2252010.04.01 03:08close750.151.35371.35001.367518.001086.22
2262010.04.01 05:00sell760.101.35070.00000.0000
2272010.04.01 05:00modify760.101.35071.35321.3357
2282010.04.01 09:43close760.101.34911.35321.335716.001102.22
2292010.04.01 14:15sell770.101.34950.00000.0000
2302010.04.01 14:15modify770.101.34951.35201.3345
2312010.04.01 15:33close770.101.34781.35201.334517.001119.22
2322010.04.01 17:00buy780.101.35160.00000.0000
2332010.04.01 17:00modify780.101.35161.34911.3666
2342010.04.01 17:02s/l780.101.34911.34911.3666-25.001094.22
2352010.04.02 08:30buy790.101.35800.00000.0000
2362010.04.02 08:30modify790.101.35801.35551.3730
2372010.04.02 09:10close790.101.35591.35551.3730-21.001073.22
2382010.04.02 09:30sell800.151.35600.00000.0000
2392010.04.02 09:30modify800.151.35601.35851.3410
2402010.04.02 13:04close800.151.35481.35851.341018.001091.22
2412010.04.05 09:00sell810.101.35000.00000.0000
2422010.04.05 09:00modify810.101.35001.35251.3350
2432010.04.05 09:22close810.101.34871.35251.335013.001104.22
2442010.04.05 16:15buy820.101.34990.00000.0000
2452010.04.05 16:15modify820.101.34991.34741.3649
2462010.04.05 17:00close820.101.35131.34741.364914.001118.22
2472010.04.05 18:45sell830.101.34840.00000.0000
2482010.04.05 18:45modify830.101.34841.35091.3334
2492010.04.05 19:40s/l830.101.35091.35091.3334-25.001093.22
2502010.04.05 20:54sell840.101.34840.00000.0000
2512010.04.05 20:54modify840.101.34841.35091.3334
2522010.04.06 02:56close840.101.34731.35091.333410.411103.64
2532010.04.06 03:00sell850.101.34660.00000.0000
2542010.04.06 03:00modify850.101.34661.34911.3316
2552010.04.06 23:59close at stop850.101.33981.34911.331668.001171.64