Strategy Tester Report
Crescendo_v1dot4
AlpariUK-Micro-1 (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 1970.01.01 00:00 - 1970.01.01 00:00 (2009.01.15 - 2011.01.31)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersnote0="AUTHENTICATION OPTIONS"; username=""; password=""; note1="STRATEGY SETTINGS"; initial_balance=10000; order_step=60; daily_range_order_step=false; dros_days=20; dros_factor=3; target_profit=120; profit_trailing=false; trail_start=40; trail_step=40; frequency_note="0 - always; 1 - every hour; 2 - every 3 hours"; frequency_noteb="3 - every 6 hours; 4 - every 12 hours; 5 - every 24 hours"; frequency=3; dd_based_frequency=false; dd_step=1; use_mtf_trend=true; trend_threshold=3; trend_timeframe_1=60; trend_timeframe_2=60; trend_timeframe_3=60; trend_timeframe_4=60; trend_timeframe_5=60; trend_period_1=9; trend_period_2=36; trend_period_3=225; trend_period_4=1225; trend_period_5=4900; check_for_OBOS_first_trade=true; check_for_OBOS_additional_trade=false; use_stochastic1=false; use_stochastic3=false; use_rsi1=false; use_rsi3=true; OB_threshold=60; OS_threshold=40; filter_additional_entries=true; additional_entries_threshold=1; max_open_orders=3; close_on_counter_trend=false; counter_trend_threshold=5; manual_trend=false; trendnote="1 - long; -1 short"; trend_direction=0; trend_following=false; use_stop_loss=false; stop_loss=500; note2="MONEY MANAGEMENT"; compounding=false; compounding_factor=1.5; fine_compounding=true; lot_size=0.3; risk_percent=0; max_total_DD=30; slippage=5; linear_martingale=true; fibonacci_martingale=false; exponential_martingale=false; exponential_factor=2; logaritmic_martingale=false; log_multiplier=4; avoid_low_volume_periods=true; note3="EA SETTINGS"; GMT_time_shift=7; GBPUSD_Magic_Number=130907; GBPJPY_Magic_Number=300610; randomize_entry_minute=false; comment="Crescendo v1.4"; hide_comment=false; verbouse=false;
Bars in test12915Ticks modelled39533309Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit24429.93Gross profit35605.74Gross loss-11175.81
Profit factor3.19Expected payoff100.95
Absolute drawdown334.50Maximal drawdown4684.41 (17.50%)Relative drawdown19.06% (2514.06)
Total trades242Short positions (won %)100 (78.00%)Long positions (won %)142 (77.46%)
Profit trades (% of total)188 (77.69%)Loss trades (% of total)54 (22.31%)
Largestprofit trade1434.87loss trade-748.62
Averageprofit trade189.39loss trade-206.96
Maximumconsecutive wins (profit in money)18 (2378.19)consecutive losses (loss in money)2 (-1309.56)
Maximalconsecutive profit (count of wins)2378.19 (18)consecutive loss (count of losses)-1309.56 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.26 18:01buy10.301.396650.000000.00000
22009.01.26 23:13close10.301.401150.000000.00000135.0010135.00
32009.01.27 00:00buy20.301.401050.000000.00000
42009.01.27 04:05close20.301.405150.000000.00000123.0010258.00
52009.01.27 12:00buy30.301.415900.000000.00000
62009.01.27 12:10close30.301.419900.000000.00000120.0010378.00
72009.01.30 18:00buy40.301.442150.000000.00000
82009.01.30 18:59close40.301.446150.000000.00000120.0010498.00
92009.02.05 18:00buy50.301.463100.000000.00000
102009.02.05 18:08close50.301.467100.000000.00000120.0010618.00
112009.02.06 18:00buy60.301.477500.000000.00000
122009.02.06 19:30close60.301.481500.000000.00000120.0010738.00
132009.02.09 00:00buy70.301.481350.000000.00000
142009.02.09 00:07close70.301.485750.000000.00000132.0010870.00
152009.02.09 12:00buy80.301.486600.000000.00000
162009.02.09 12:12close80.301.490600.000000.00000120.0010990.00
172009.02.09 18:00buy90.301.493550.000000.00000
182009.02.10 06:00buy100.601.483100.000000.00000
192009.02.10 09:14close100.601.487950.000000.00000291.0011281.00
202009.02.10 09:14close90.301.487950.000000.00000-168.2111112.79
212009.02.12 12:00sell110.301.419100.000000.00000
222009.02.13 18:00sell120.601.441950.000000.00000
232009.02.15 23:02close120.601.420900.000000.000001263.0012375.79
242009.02.15 23:02close110.301.420900.000000.00000-54.8412320.95
252009.02.16 00:00sell130.301.421150.000000.00000
262009.02.16 07:41close130.301.417150.000000.00000120.0012440.95
272009.02.23 06:00buy140.301.452950.000000.00000
282009.02.23 08:01close140.301.456950.000000.00000120.0012560.95
292009.02.23 12:00buy150.301.461550.000000.00000
302009.02.23 12:36close150.301.465700.000000.00000124.5012685.45
312009.03.02 18:00sell160.301.398550.000000.00000
322009.03.03 12:00sell170.601.405650.000000.00000
332009.03.03 12:36close170.601.401850.000000.00000228.0012913.45
342009.03.03 12:36close160.301.401850.000000.00000-99.8412813.61
352009.03.09 12:00sell180.301.388750.000000.00000
362009.03.09 13:01close180.301.384750.000000.00000120.0012933.61
372009.03.10 00:00sell190.301.377150.000000.00000
382009.03.10 19:08close190.301.372550.000000.00000138.0013071.61
392009.03.11 06:00sell200.301.368200.000000.00000
402009.03.11 12:00sell210.601.376600.000000.00000
412009.03.12 00:00sell220.901.384750.000000.00000
422009.03.12 09:25close220.901.378550.000000.00000558.0013629.61
432009.03.12 09:25close210.601.378550.000000.00000-122.0413507.57
442009.03.12 09:25close200.301.378550.000000.00000-313.0213194.55
452009.03.16 12:00buy230.301.420850.000000.00000
462009.03.16 18:00buy240.601.413000.000000.00000
472009.03.17 00:00buy250.901.407250.000000.00000
482009.03.17 04:16close250.901.412200.000000.00000445.5013640.05
492009.03.17 04:16close240.601.412200.000000.00000-48.4213591.63
502009.03.17 04:16close230.301.412200.000000.00000-259.7113331.92
512009.03.19 00:00buy260.301.428050.000000.00000
522009.03.19 06:00buy270.601.422050.000000.00000
532009.03.19 08:44close270.601.425400.000000.00000201.0013532.92
542009.03.19 08:44close260.301.425400.000000.00000-79.5013453.42
552009.03.19 12:00buy280.301.434300.000000.00000
562009.03.19 12:40close280.301.438400.000000.00000123.0013576.42
572009.03.19 18:00buy290.301.454900.000000.00000
582009.03.20 06:00buy300.601.446500.000000.00000
592009.03.20 08:33close300.601.450650.000000.00000249.0013825.42
602009.03.20 08:33close290.301.450650.000000.00000-127.7113697.71
612009.03.24 06:00buy310.301.467550.000000.00000
622009.03.24 06:42close310.301.471550.000000.00000120.0013817.71
632009.04.02 12:00buy320.301.467950.000000.00000
642009.04.02 15:48close320.301.472100.000000.00000124.5013942.21
652009.04.02 18:00buy330.301.472550.000000.00000
662009.04.03 01:19close330.301.476600.000000.00000121.2914063.50
672009.04.03 18:00buy340.301.482400.000000.00000
682009.04.05 23:05close340.301.486400.000000.00000120.0014183.50
692009.04.06 00:00buy350.301.488650.000000.00000
702009.04.06 02:24close350.301.492650.000000.00000120.0014303.50
712009.04.06 06:00buy360.301.493500.000000.00000
722009.04.06 18:00buy370.601.471500.000000.00000
732009.04.07 12:00buy380.901.462150.000000.00000
742009.04.07 13:56close380.901.471250.000000.00000819.0015122.50
752009.04.07 13:56close370.601.471250.000000.00000-15.4215107.08
762009.04.07 13:56close360.301.471250.000000.00000-667.7114439.37
772009.04.13 18:00buy390.301.483250.000000.00000
782009.04.14 05:18close390.301.487350.000000.00000122.7914562.16
792009.04.14 06:00buy400.301.489200.000000.00000
802009.04.14 20:00close400.301.493200.000000.00000120.0014682.16
812009.04.15 12:00buy410.301.501650.000000.00000
822009.04.16 01:49close410.301.506100.000000.00000132.8714815.03
832009.04.21 00:00sell420.301.453600.000000.00000
842009.04.21 00:57close420.301.449500.000000.00000123.0014938.03
852009.04.29 12:00buy430.301.477450.000000.00000
862009.04.30 01:16close430.301.481600.000000.00000123.8715061.90
872009.05.01 12:00buy440.301.492850.000000.00000
882009.05.04 03:00close440.301.496900.000000.00000121.2915183.19
892009.05.05 00:00buy450.301.503000.000000.00000
902009.05.05 09:40close450.301.507050.000000.00000121.5015304.69
912009.05.05 12:00buy460.301.508700.000000.00000
922009.05.05 12:11close460.301.512700.000000.00000120.0015424.69
932009.05.12 12:00buy470.301.528250.000000.00000
942009.05.12 12:55close470.301.532400.000000.00000124.5015549.19
952009.05.18 18:00buy480.301.532800.000000.00000
962009.05.19 07:32close480.301.536950.000000.00000124.2915673.48
972009.05.19 12:00buy490.301.549950.000000.00000
982009.05.20 12:53close490.301.554000.000000.00000121.2915794.77
992009.05.20 18:00buy500.301.567750.000000.00000
1002009.05.20 19:00close500.301.571800.000000.00000121.5015916.27
1012009.05.21 00:00buy510.301.574900.000000.00000
1022009.05.21 03:35close510.301.578950.000000.00000121.5016037.77
1032009.05.21 06:00buy520.301.576650.000000.00000
1042009.05.21 07:33close520.301.580700.000000.00000121.5016159.27
1052009.05.21 18:00buy530.301.587600.000000.00000
1062009.05.22 12:54close530.301.592000.000000.00000131.7916291.06
1072009.05.27 06:00buy540.301.597900.000000.00000
1082009.05.27 10:18close540.301.601900.000000.00000120.0016411.06
1092009.05.27 12:00buy550.301.602050.000000.00000
1102009.05.27 16:39close550.301.606200.000000.00000124.5016535.56
1112009.05.27 18:00buy560.301.605950.000000.00000
1122009.05.28 00:00buy570.601.595900.000000.00000
1132009.05.28 16:09close570.601.600600.000000.00000282.0016817.56
1142009.05.28 16:09close560.301.600600.000000.00000-161.1316656.43
1152009.05.29 12:00buy580.301.615550.000000.00000
1162009.05.29 17:17close580.301.619600.000000.00000121.5016777.93
1172009.05.29 18:00buy590.301.615550.000000.00000
1182009.06.01 02:03close590.301.619600.000000.00000121.2916899.22
1192009.06.01 06:00buy600.301.623500.000000.00000
1202009.06.01 07:53close600.301.627600.000000.00000123.0017022.22
1212009.06.01 12:00buy610.301.638550.000000.00000
1222009.06.01 15:01close610.301.642550.000000.00000120.0017142.22
1232009.06.01 18:00buy620.301.645100.000000.00000
1242009.06.01 19:01close620.301.649150.000000.00000121.5017263.72
1252009.06.02 00:00buy630.301.644450.000000.00000
1262009.06.02 12:49close630.301.648600.000000.00000124.5017388.22
1272009.06.02 18:00buy640.301.656900.000000.00000
1282009.06.03 05:24close640.301.660950.000000.00000121.2917509.51
1292009.06.03 06:00buy650.301.662000.000000.00000
1302009.06.03 07:49close650.301.666050.000000.00000121.5017631.01
1312009.06.09 18:00buy660.301.628200.000000.00000
1322009.06.09 19:26close660.301.632200.000000.00000120.0017751.01
1332009.06.10 00:00buy670.301.630800.000000.00000
1342009.06.10 06:37close670.301.634850.000000.00000121.5017872.51
1352009.06.11 18:00buy680.301.655300.000000.00000
1362009.06.11 18:23close680.301.659350.000000.00000121.5017994.01
1372009.06.12 00:00buy690.301.658400.000000.00000
1382009.06.12 12:00buy700.601.647050.000000.00000
1392009.06.12 16:58close700.601.652350.000000.00000318.0018312.01
1402009.06.12 16:58close690.301.652350.000000.00000-181.5018130.51
1412009.06.19 12:00buy710.301.644300.000000.00000
1422009.06.19 16:46close710.301.648300.000000.00000120.0018250.51
1432009.06.24 12:00buy720.301.657600.000000.00000
1442009.06.24 18:00buy730.601.645000.000000.00000
1452009.06.26 10:48close730.601.650650.000000.00000337.3218587.83
1462009.06.26 10:48close720.301.650650.000000.00000-209.3418378.49
1472009.06.26 18:00buy740.301.654400.000000.00000
1482009.06.29 06:00buy750.601.648000.000000.00000
1492009.06.29 08:19close750.601.651500.000000.00000210.0018588.49
1502009.06.29 08:19close740.301.651500.000000.00000-87.2118501.28
1512009.07.06 00:01sell760.301.628000.000000.00000
1522009.07.06 07:40close760.301.623750.000000.00000127.5018628.78
1532009.07.06 12:00sell770.301.611550.000000.00000
1542009.07.06 18:00sell780.601.621800.000000.00000
1552009.07.07 09:09close780.601.616950.000000.00000289.3218918.10
1562009.07.07 09:09close770.301.616950.000000.00000-162.8418755.26
1572009.07.07 18:00sell790.301.614400.000000.00000
1582009.07.08 00:37close790.301.610350.000000.00000120.6618875.92
1592009.07.08 12:00sell800.301.605800.000000.00000
1602009.07.08 17:00close800.301.601750.000000.00000121.5018997.42
1612009.07.08 18:00sell810.301.599700.000000.00000
1622009.07.10 12:00sell820.601.619700.000000.00000
1632009.07.13 05:33close820.601.611550.000000.00000487.3219484.74
1642009.07.13 05:33close810.301.611550.000000.00000-359.7019125.04
1652009.07.20 12:00buy830.301.652050.000000.00000
1662009.07.21 12:00buy840.601.640550.000000.00000
1672009.07.21 13:26close840.601.645750.000000.00000312.0019437.04
1682009.07.21 13:26close830.301.645750.000000.00000-189.2119247.83
1692009.09.08 12:00buy850.301.655700.000000.00000
1702009.09.10 12:03close850.301.659750.000000.00000120.6619368.49
1712009.09.10 18:00buy860.301.665450.000000.00000
1722009.09.11 03:17close860.301.669500.000000.00000121.2919489.78
1732009.09.11 06:00buy870.301.670850.000000.00000
1742009.09.14 06:00buy880.601.662000.000000.00000
1752009.09.15 18:00buy890.901.647050.000000.00000
1762009.09.17 09:00close890.901.656750.000000.00000870.4820360.26
1772009.09.17 09:00close880.601.656750.000000.00000-317.1020043.16
1782009.09.17 09:00close870.301.656750.000000.00000-424.2619618.90
1792009.09.18 18:00sell900.301.626700.000000.00000
1802009.09.20 22:02close900.301.622050.000000.00000139.5019758.40
1812009.09.21 06:00sell910.301.622050.000000.00000
1822009.09.21 06:56close910.301.618000.000000.00000121.5019879.90
1832009.09.24 18:00sell920.301.606000.000000.00000
1842009.09.25 00:30close920.301.601950.000000.00000120.6620000.56
1852009.09.25 18:00sell930.301.595300.000000.00000
1862009.09.27 23:21close930.301.591300.000000.00000120.0020120.56
1872009.09.28 00:00sell940.301.586100.000000.00000
1882009.09.28 00:07close940.301.582050.000000.00000121.5020242.06
1892009.09.28 06:00sell950.301.581550.000000.00000
1902009.09.29 00:00sell960.601.588700.000000.00000
1912009.09.29 08:49close960.601.584950.000000.00000225.0020467.06
1922009.09.29 08:49close950.301.584950.000000.00000-102.8420364.22
1932009.10.01 06:00sell970.301.593150.000000.00000
1942009.10.02 00:48close970.301.589100.000000.00000120.6620484.88
1952009.10.02 12:00sell980.301.584600.000000.00000
1962009.10.02 13:34close980.301.580550.000000.00000121.5020606.38
1972009.10.09 18:00sell990.301.586900.000000.00000
1982009.10.09 19:41close990.301.582900.000000.00000120.0020726.38
1992009.10.16 00:00buy1000.301.628850.000000.00000
2002009.10.16 00:38close1000.301.632850.000000.00000120.0020846.38
2012009.10.16 06:00buy1010.301.635750.000000.00000
2022009.10.19 12:00buy1020.601.628800.000000.00000
2032009.10.19 12:29close1020.601.632500.000000.00000222.0021068.38
2042009.10.19 12:29close1010.301.632500.000000.00000-97.7120970.67
2052009.10.19 18:00buy1030.301.640850.000000.00000
2062009.10.20 13:24close1030.301.644900.000000.00000121.2921091.96
2072009.10.21 12:00buy1040.301.657400.000000.00000
2082009.10.21 14:36close1040.301.661450.000000.00000121.5021213.46
2092009.10.23 06:01buy1050.301.665800.000000.00000
2102009.10.26 12:00buy1060.601.633050.000000.00000
2112009.10.28 18:15close1060.601.645350.000000.00000737.1621950.62
2122009.10.28 18:15close1050.301.645350.000000.00000-614.1321336.49
2132009.10.29 12:00buy1070.301.646200.000000.00000
2142009.10.29 13:35close1070.301.650250.000000.00000121.5021457.99
2152009.10.29 18:00buy1080.301.655000.000000.00000
2162009.11.02 06:00buy1090.601.645050.000000.00000
2172009.11.03 18:00buy1100.901.638350.000000.00000
2182009.11.03 20:10close1100.901.644050.000000.00000513.0021970.99
2192009.11.03 20:10close1090.601.644050.000000.00000-60.4221910.57
2202009.11.03 20:10close1080.301.644050.000000.00000-329.1321581.44
2212009.11.04 12:00buy1110.301.653500.000000.00000
2222009.11.04 16:49close1110.301.657550.000000.00000121.5021702.94
2232009.11.04 18:00buy1120.301.657100.000000.00000
2242009.11.05 12:00buy1130.601.650800.000000.00000
2252009.11.05 13:00close1130.601.655050.000000.00000255.0021957.94
2262009.11.05 13:00close1120.301.655050.000000.00000-62.1321895.81
2272009.11.09 06:00buy1140.301.671950.000000.00000
2282009.11.09 08:26close1140.301.675950.000000.00000120.0022015.81
2292009.11.09 12:00buy1150.301.681950.000000.00000
2302009.11.09 18:00buy1160.601.672050.000000.00000
2312009.11.10 00:02close1160.601.676700.000000.00000278.5822294.39
2322009.11.10 00:02close1150.301.676700.000000.00000-157.7122136.68
2332009.11.16 18:00buy1170.301.679500.000000.00000
2342009.11.16 20:02close1170.301.683500.000000.00000120.0022256.68
2352009.11.17 00:00buy1180.301.682300.000000.00000
2362009.11.17 08:56close1180.301.686350.000000.00000121.5022378.18
2372009.11.23 00:00sell1190.301.647550.000000.00000
2382009.11.23 12:00sell1200.601.661450.000000.00000
2392009.11.24 06:52close1200.601.655400.000000.00000361.3222739.50
2402009.11.24 06:52close1190.301.655400.000000.00000-236.3422503.16
2412009.11.26 18:00sell1210.301.649500.000000.00000
2422009.11.27 00:27close1210.301.645450.000000.00000120.6622623.82
2432009.11.27 06:00sell1220.301.639400.000000.00000
2442009.11.27 08:07close1220.301.635300.000000.00000123.0022746.82
2452009.11.30 18:00sell1230.301.640650.000000.00000
2462009.12.01 12:00sell1240.601.656050.000000.00000
2472009.12.02 12:00sell1250.901.667150.000000.00000
2482009.12.03 14:54close1250.901.658250.000000.00000793.4423540.26
2492009.12.03 14:54close1240.601.658250.000000.00000-138.7223401.54
2502009.12.03 14:54close1230.301.658250.000000.00000-532.2022869.34
2512009.12.07 12:00sell1260.301.635600.000000.00000
2522009.12.07 13:19close1260.301.631600.000000.00000120.0022989.34
2532009.12.08 12:00sell1270.301.632750.000000.00000
2542009.12.08 12:59close1270.301.628750.000000.00000120.0023109.34
2552009.12.09 00:00sell1280.301.626800.000000.00000
2562009.12.09 00:31close1280.301.622750.000000.00000121.5023230.84
2572010.01.18 12:00buy1290.301.636000.000000.00000
2582010.01.19 01:53close1290.301.640050.000000.00000121.2923352.13
2592010.01.21 12:00sell1300.301.613650.000000.00000
2602010.01.21 18:00sell1310.601.621050.000000.00000
2612010.01.22 02:15close1310.601.617200.000000.00000229.3223581.45
2622010.01.22 02:15close1300.301.617200.000000.00000-107.3423474.11
2632010.01.26 12:00sell1320.301.611900.000000.00000
2642010.01.29 14:52close1320.301.607300.000000.00000133.8023607.91
2652010.01.29 18:00sell1330.301.600700.000000.00000
2662010.01.31 23:00close1330.301.594650.000000.00000181.5023789.41
2672010.02.01 00:00sell1340.301.594450.000000.00000
2682010.02.01 10:48close1340.301.590450.000000.00000120.0023909.41
2692010.02.01 12:00sell1350.301.586000.000000.00000
2702010.02.01 18:00sell1360.601.592200.000000.00000
2712010.02.03 06:00sell1370.901.599100.000000.00000
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