Strategy Tester Report
THV EA v1.11
(Build 226)

SimboloEURUSD (Euro vs US Dollar)
Periodo5 Minuti (M5) 2010.01.04 00:00 - 2010.05.28 22:00 (2010.01.01 - 2010.05.29)
ModelloOgni tick (il metodo precissimo sulla base di tutti gli intervalli di tempo minimi)
ParametriEntry_and_exit_conditions="----------------------------------------------------------------------"; PriceCrossCoral="100M15"; MinCrossCoralPips=40; MaxCrossCoralPips=0; PriceCrossIchimoku="100M15"; MinCrossIchimokuPips=20; MaxCrossIchimokuPips=30; iMaxCross="100M15"; FastSlowTrixCross="100M15"; FastTrixDirection="100M15"; SlowTrixDirection="100M15"; FastTrixZeroLevel="100M15"; TrixOverboughtOversold="0000"; TrixOverboughtLevel=0.00009; TrixOversoldLevel=-0.00009; MTFTrixDot1="0000"; MTFTrixDot2="0000"; MTFTrixDot3="0000"; MTFTrixDot4="0000"; MTFTrixDot5="0000"; MTFTrixDot6="0000"; MTFTrixDot7="0000"; MTFTrixDot8="0000"; MTFIchimokuDot1="0000"; MTFIchimokuDot2="0000"; MTFIchimokuDot3="0000"; MTFIchimokuDot4="0000"; ADXLevel=0; PrevCandleSameDirection=true; EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=0; PriceTouchSRLevel=0; MidPivots=false; PriceTouchDailyPivot=false; DailyPivotTouchPips=0; PriceTouchPsychLevel=0; MinLevelDistance=0; MinCloseDistance=0; IndicatorsExitPriority=0; LevelsExitPriority=0; TrailingStopDisablesExits=false; OppositeSignalExit=false; ReverseSignal=false; Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrixDivergence=0; Harmonics=0; TrendlineBreak=0; OutsideBar=0; PreviousBars=3; Order_settings="----------------------------------------------------------------------"; MaxOrders=1; TradesPerSession=0; MagicNumber=605040; TradeComment="THV"; HighLowSL=false; BarsBack=0; MinimumSLPips=0; StopLoss=0; StopLossType=0; VisibleSL=0; TakeProfit1=1; TakeProfit1Type=0; TakeProfit2=0; TakeProfit2Type=0; TakeProfit3=0; TakeProfit3Type=0; TakeProfit4=0; TakeProfit4Type=0; VisibleTP=0; BreakEven=0; BreakEvenType=0; LockProfit=0; LockProfitType=0; TrailingStop=5; TrailingStopType=1; TrailingStart=3; TrailingStartType=1; TrailingStep=0; TrailingStepType=0; ADXMultiplier=1.2; Slippage=3; MaxSpread=0; CloseIfProfit=false; Hedge=false; MinOrdersDistance=0; NewHighLow=0; CandleTimeFrame="0"; ScreenShots=false; Alerts=0; AlertSound="alert.wav"; LongColour=MediumSeaGreen; ShortColour=IndianRed; Trading_hours_settings="----------------------------------------------------------------------"; AutoGMTOffset=true; ManualGMTOffset=1; DSTOffset=true; TradingSession1="00002400"; TradingSession2="00000000"; TradingSession3="00000000"; MondayOpenHour=""; FridayCloseHour=""; DailyCloseHour=""; DailyCloseTrades=3; NewsFilter=false; MinutesBeforeNews=10; MinutesAfterNews=10; Money_management_settings="----------------------------------------------------------------------"; Lots=0.1; PartialClose1=100; PartialClose2=0; PartialClose3=0; BreakEvenPartialClose=0; StartTrailingPartialClose=0; IndicatorTotalClose=false; MoneyManagement=true; LeveragePercent=30; LotPercent=5; StartProgression=0; MaxProgression=0; CloseAllProfit=0; CloseAllLoss=0; CloseOneDirection=true; ATR_settings="----------------------------------------------------------------------"; ATRPeriod=14; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=14; Trix_settings="----------------------------------------------------------------------"; Trix_A_t3_period=20; Trix_B_t3_period_ac=35; Trix_hot=1.2; MTF_TrixHisto_settings="----------------------------------------------------------------------"; MTF_A_t3_period=20; MTF_B_t3_period_ac=35; MTF_hot=1.2; ePeriod1Type=1; ePeriod2Type=1; ePeriod3Type=1; ePeriod4Type=1; ePeriod5Type=1; ePeriod6Type=1; ePeriod7Type=1; ePeriod8Type=1; Ichimoku_settings="----------------------------------------------------------------------"; Tenkan_sen=2; Kijun_sen=5; Senkou_span_b=8; MTF_IchimokuHisto_settings="----------------------------------------------------------------------"; MaPeriod1=2; MaPeriod2=3; MaPeriod3=5; iMax_settings="----------------------------------------------------------------------"; Ph2shiftRed=1; THV3_SDX_TzPivots_v4_settings="----------------------------------------------------------------------"; PsychLevel1="00";
Barre sotto esame30758Ticks adoperati per il modello450677Qualita' del modello90.00%
Errori di grafici0
Deposito iniziale5000.00
Profitto totale netto-5208.91Profitto lordo6283.43Perdita lorda-11492.34
Fattore di profitto (profit factor)0.55Ricompensa attesa-53.70
Drawdown assoluto5208.91Drawdown massimo11495.74 (101.85%)Drawdown relativo101.85% (11495.74)
Operazioni totali97Posizioni al ribasso (vincite %)67 (98.51%)Posizioni al rialzo (vincite %)30 (100.00%)
Operazioni con profitto (% del totale)96 (98.97%)Operazioni in perdita (% del totale)1 (1.03%)
Il piu' grandeoperazione con profito1075.90operazione in perdita-11492.34
Mediaoperazione con profito65.45operazione in perdita-11492.34
Massimovincite consecutive (profitto in denaro)96 (6283.43)perdite consecutive (perdita in denaro)1 (-11492.34)
Massimaleprofitto consecutivo (numero delle vincite)6283.43 (96)perdita consecutiva (numero delle perdite)-11492.34 (1)
Mediavincite consecutive96perdite consecutive1
Graph
#Data/OrarioTipoOrdineLottiPrezzoStop LossTake profitProfittoSaldo
12010.01.05 18:30sell11.501.438400.000000.00000
22010.01.05 19:08close11.501.438260.000000.0000021.005021.00
32010.01.05 19:20sell21.501.437800.000000.00000
42010.01.05 19:25close21.501.437490.000000.0000046.505067.50
52010.01.06 01:50sell31.501.433500.000000.00000
62010.01.06 07:46close31.501.432890.000000.0000091.505159.00
72010.01.07 11:30sell41.501.434700.000000.00000
82010.01.07 11:49close41.501.434590.000000.0000016.505175.50
92010.01.07 11:50sell51.601.434200.000000.00000
102010.01.07 12:06close51.601.433990.000000.0000033.605209.10
112010.01.08 14:20sell61.601.426800.000000.00000
122010.01.08 14:21close61.601.426690.000000.0000017.605226.70
132010.01.11 10:15buy71.601.452490.000000.00000
142010.01.11 10:18close71.601.452800.000000.0000049.605276.30
152010.01.11 12:15buy81.601.454090.000000.00000
162010.01.11 12:34close81.601.454200.000000.0000017.605293.90
172010.01.12 02:20sell91.601.447900.000000.00000
182010.01.12 03:09close91.601.447790.000000.0000017.605311.50
192010.01.12 03:40sell101.601.446200.000000.00000
202010.01.12 03:45close101.601.445790.000000.0000065.605377.10
212010.01.13 12:05buy111.601.453190.000000.00000
222010.01.13 12:15close111.601.453600.000000.0000065.605442.70
232010.01.14 17:15sell121.601.445900.000000.00000
242010.01.15 02:54close121.601.444990.000000.00000143.845586.54
252010.01.15 09:45sell131.701.439900.000000.00000
262010.01.15 11:10close131.701.439590.000000.0000052.705639.24
272010.01.20 11:55sell141.701.417100.000000.00000
282010.01.20 12:03close141.701.416990.000000.0000018.705657.94
292010.01.20 12:05sell151.701.417000.000000.00000
302010.01.20 12:10close151.701.416890.000000.0000018.705676.64
312010.01.20 17:45sell161.701.409800.000000.00000
322010.01.20 17:50close161.701.409690.000000.0000018.705695.34
332010.01.20 18:00sell171.701.409200.000000.00000
342010.01.20 18:02close171.701.409090.000000.0000018.705714.04
352010.01.20 18:25sell181.701.409200.000000.00000
362010.01.21 03:01close181.701.407590.000000.00000268.095982.13
372010.01.21 11:25sell191.801.405400.000000.00000
382010.01.21 11:31close191.801.405290.000000.0000019.806001.93
392010.01.26 13:05sell201.801.407000.000000.00000
402010.01.26 15:02close201.801.406690.000000.0000055.806057.73
412010.01.26 15:15sell211.801.405800.000000.00000
422010.01.26 15:34close211.801.405590.000000.0000037.806095.53
432010.01.26 15:35sell221.801.405500.000000.00000
442010.01.26 16:35close221.801.405190.000000.0000055.806151.33
452010.01.27 09:30sell231.801.402900.000000.00000
462010.01.27 09:48close231.801.402490.000000.0000073.806225.13
472010.01.27 09:50sell241.901.402200.000000.00000
482010.01.27 20:18close241.901.401990.000000.0000039.906265.03
492010.01.29 17:10sell251.901.390100.000000.00000
502010.01.29 17:17close251.901.389390.000000.00000134.906399.93
512010.02.01 14:50buy261.901.393590.000000.00000
522010.02.02 08:32close261.901.393700.000000.0000019.766419.69
532010.02.04 02:10sell271.901.386700.000000.00000
542010.02.04 08:42close271.901.386390.000000.0000058.906478.59
552010.02.04 09:35sell281.901.384500.000000.00000
562010.02.04 10:04close281.901.384290.000000.0000039.906518.49
572010.02.04 10:05sell292.001.383700.000000.00000
582010.02.04 10:07close292.001.383590.000000.0000022.006540.49
592010.02.04 15:15sell302.001.381300.000000.00000
602010.02.04 15:48close302.001.381190.000000.0000022.006562.49
612010.02.04 23:00sell312.001.372300.000000.00000
622010.02.04 23:13close312.001.371890.000000.0000082.006644.49
632010.02.04 23:15sell322.001.371700.000000.00000
642010.02.05 01:58close322.001.371420.000000.0000053.806698.29
652010.02.12 10:10sell332.001.362700.000000.00000
662010.02.12 10:21close332.001.362560.000000.0000028.006726.29
672010.02.12 10:25sell342.001.362000.000000.00000
682010.02.12 10:28close342.001.361890.000000.0000022.006748.29
692010.02.16 06:45buy352.001.365290.000000.00000
702010.02.16 07:52close352.001.365500.000000.0000042.006790.29
712010.02.16 09:30buy362.001.367690.000000.00000
722010.02.16 09:31close362.001.368000.000000.0000062.006852.29
732010.02.16 09:35buy372.101.367790.000000.00000
742010.02.16 16:34close372.101.368500.000000.00000149.107001.39
752010.02.17 16:25sell382.101.369200.000000.00000
762010.02.17 16:29close382.101.369090.000000.0000023.107024.49
772010.02.18 03:00sell392.101.356300.000000.00000
782010.02.18 03:04close392.101.356190.000000.0000023.107047.59
792010.02.18 03:05sell402.101.355800.000000.00000
802010.02.18 08:37close402.101.355390.000000.0000086.107133.69
812010.02.19 07:20sell412.101.346000.000000.00000
822010.02.25 05:24close412.101.345690.000000.0000051.247184.93
832010.02.25 19:45buy422.201.353190.000000.00000
842010.02.25 19:48close422.201.353300.000000.0000024.207209.13
852010.02.26 02:30buy432.201.357290.000000.00000
862010.02.26 02:37close432.201.357400.000000.0000024.207233.33
872010.02.26 03:40buy442.201.358390.000000.00000
882010.02.26 03:49close442.201.358500.000000.0000024.207257.53
892010.03.02 18:55buy452.201.357590.000000.00000
902010.03.02 18:58close452.201.357800.000000.0000046.207303.73
912010.03.03 01:20buy462.201.363390.000000.00000
922010.03.03 01:30close462.201.363530.000000.0000030.807334.53
932010.03.04 08:00sell472.201.365100.000000.00000
942010.03.04 08:47close472.201.364890.000000.0000046.207380.73
952010.03.04 09:00sell482.201.363700.000000.00000
962010.03.04 15:48close482.201.363390.000000.0000068.207448.93
972010.03.08 01:20buy492.201.365690.000000.00000
982010.03.08 01:20close492.201.365900.000000.0000046.207495.13
992010.03.08 01:25buy502.201.366090.000000.00000
1002010.03.08 01:31close502.201.366400.000000.0000068.207563.33
1012010.03.08 01:50buy512.301.365890.000000.00000
1022010.03.08 02:32close512.301.366000.000000.0000025.307588.63
1032010.03.09 12:10sell522.301.356400.000000.00000
1042010.03.09 12:38close522.301.355990.000000.0000094.307682.93
1052010.03.10 17:55buy532.301.365190.000000.00000
1062010.03.10 17:58close532.301.365300.000000.0000025.307708.23
1072010.03.12 10:25buy542.301.373190.000000.00000
1082010.03.12 10:26close542.301.373370.000000.0000041.407749.63
1092010.03.12 10:45buy552.301.373090.000000.00000
1102010.03.12 10:49close552.301.373200.000000.0000025.307774.93
1112010.03.15 12:00sell562.301.370100.000000.00000
1122010.03.15 15:01close562.301.369590.000000.00000117.307892.23
1132010.03.16 16:30buy572.401.375690.000000.00000
1142010.03.16 16:57close572.401.375800.000000.0000026.407918.63
1152010.03.16 20:50buy582.401.377890.000000.00000
1162010.03.16 20:54close582.401.378000.000000.0000026.407945.03
1172010.03.18 06:15sell592.401.368700.000000.00000
1182010.03.18 06:16close592.401.368490.000000.0000050.407995.43
1192010.03.23 12:30sell602.401.349200.000000.00000
1202010.03.23 12:37close602.401.348990.000000.0000050.408045.83
1212010.03.24 00:50sell612.401.346600.000000.00000
1222010.03.24 00:51close612.401.346190.000000.0000098.408144.23
1232010.03.24 07:25sell622.401.341200.000000.00000
1242010.03.24 08:33close622.401.341090.000000.0000026.408170.63
1252010.03.24 18:20sell632.501.332400.000000.00000
1262010.03.24 21:08close632.501.332290.000000.0000027.508198.13
1272010.03.24 21:25sell642.501.331200.000000.00000
1282010.03.24 22:04close642.501.330990.000000.0000052.508250.63
1292010.03.24 22:05sell652.501.330600.000000.00000
1302010.03.25 06:23close652.501.330390.000000.0000044.258294.88
1312010.03.25 12:15buy662.501.336790.000000.00000
1322010.03.25 17:07close662.501.337400.000000.00000152.508447.38
1332010.03.26 09:45buy672.501.337090.000000.00000
1342010.03.26 09:47close672.501.337400.000000.0000077.508524.88
1352010.03.26 10:25buy682.601.337490.000000.00000
1362010.03.26 11:00close682.601.337600.000000.0000028.608553.48
1372010.03.26 11:20buy692.601.339290.000000.00000
1382010.03.26 12:10close692.601.339800.000000.00000132.608686.08
1392010.03.26 12:30buy702.601.339790.000000.00000
1402010.03.26 12:31close702.601.339900.000000.0000028.608714.68
1412010.03.26 15:45buy712.601.340490.000000.00000
1422010.03.26 15:46close712.601.340600.000000.0000028.608743.28
1432010.03.26 16:05buy722.601.340190.000000.00000
1442010.03.26 16:19close722.601.340370.000000.0000046.808790.08
1452010.03.30 16:10sell732.601.344300.000000.00000
1462010.03.30 16:11close732.601.343790.000000.00000132.608922.68
1472010.04.06 14:25sell742.701.338500.000000.00000
1482010.04.06 14:31close742.701.338020.000000.00000129.609052.28
1492010.04.07 14:15sell752.701.333700.000000.00000
1502010.04.07 14:18close752.701.333590.000000.0000029.709081.98
1512010.04.08 09:50sell762.701.329100.000000.00000
1522010.04.08 09:54close762.701.328890.000000.0000056.709138.68
1532010.04.08 10:10sell772.701.328900.000000.00000
1542010.04.08 10:17close772.701.328690.000000.0000056.709195.38
1552010.04.12 07:20buy782.801.367490.000000.00000
1562010.04.12 07:25close782.801.367600.000000.0000030.809226.18
1572010.04.12 19:00sell792.801.357200.000000.00000
1582010.04.13 11:37close792.801.356790.000000.00000111.729337.90
1592010.04.16 18:35sell802.801.348500.000000.00000
1602010.04.16 18:38close802.801.348390.000000.0000030.809368.70
1612010.04.16 18:40sell812.801.348100.000000.00000
1622010.04.19 00:01close812.801.347990.000000.0000027.729396.42
1632010.04.19 03:30sell822.801.346200.000000.00000
1642010.04.19 04:07close822.801.346090.000000.0000030.809427.22
1652010.04.19 04:10sell832.801.345500.000000.00000
1662010.04.19 04:25close832.801.345390.000000.0000030.809458.02
1672010.04.19 12:25sell842.801.342100.000000.00000
1682010.04.19 14:26close842.801.341990.000000.0000030.809488.82
1692010.04.21 02:35sell852.801.340500.000000.00000
1702010.04.21 07:01close852.801.340190.000000.0000086.809575.62
1712010.04.22 23:45sell862.901.327800.000000.00000
1722010.04.23 00:37close862.901.327490.000000.0000086.719662.33
1732010.04.23 00:45sell872.901.326500.000000.00000
1742010.04.23 01:07close872.901.322790.000000.000001075.9010738.23
1752010.04.26 02:50buy883.201.339690.000000.00000
1762010.04.26 23:18close883.201.339970.000000.0000089.6010827.83
1772010.04.28 14:40buy893.201.323490.000000.00000
1782010.04.28 14:44close893.201.323800.000000.0000099.2010927.03
1792010.05.04 14:50sell903.301.309100.000000.00000
1802010.05.04 14:52close903.301.308890.000000.0000069.3010996.33
1812010.05.04 22:50sell913.301.298400.000000.00000
1822010.05.04 23:05close913.301.298190.000000.0000069.3011065.63
1832010.05.04 23:10sell923.301.297800.000000.00000
1842010.05.04 23:28close923.301.297690.000000.0000036.3011101.93
1852010.05.05 00:00sell933.301.296900.000000.00000
1862010.05.05 00:54close933.301.296690.000000.0000069.3011171.23
1872010.05.05 03:15sell943.401.294500.000000.00000
1882010.05.05 03:28close943.401.294390.000000.0000037.4011208.63
1892010.05.05 14:20sell953.401.291500.000000.00000
1902010.05.05 14:26close953.401.291390.000000.0000037.4011246.03
1912010.05.06 13:30sell963.401.275800.000000.00000
1922010.05.06 13:36close963.401.275690.000000.0000037.4011283.43
1932010.05.07 02:55sell973.401.260900.000000.00000
1942010.05.10 00:00close at stop973.401.294690.000000.00000-11492.34-208.91