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 - 2011.02.06)
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=true; compounding_factor=0.5; 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 profit47596.36Gross profit69161.80Gross loss-21565.44
Profit factor3.21Expected payoff196.68
Absolute drawdown334.50Maximal drawdown11908.91 (24.42%)Relative drawdown29.81% (10774.14)
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 trade3300.20loss trade-1721.83
Averageprofit trade367.88loss trade-399.36
Maximumconsecutive wins (profit in money)18 (3145.20)consecutive losses (loss in money)2 (-3011.99)
Maximalconsecutive profit (count of wins)3663.55 (10)consecutive loss (count of losses)-3011.99 (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 12:00sell110.331.419100.000000.00000
222009.02.13 18:00sell120.661.441950.000000.00000
232009.02.15 23:02close120.661.420900.000000.000001389.3012502.09
242009.02.15 23:02close110.331.420900.000000.00000-60.3212441.77
252009.02.16 00:00sell130.331.421150.000000.00000
262009.02.16 07:41close130.331.417150.000000.00000132.0012573.77
272009.02.23 06:00buy140.331.452950.000000.00000
282009.02.23 08:01close140.331.456950.000000.00000132.0012705.77
292009.02.23 12:00buy150.331.461550.000000.00000
302009.02.23 12:36close150.331.465700.000000.00000136.9512842.72
312009.03.02 18:00sell160.331.398550.000000.00000
322009.03.03 12:00sell170.661.405650.000000.00000
332009.03.03 12:36close170.661.401850.000000.00000250.8013093.52
342009.03.03 12:36close160.331.401850.000000.00000-109.8212983.69
352009.03.09 12:00sell180.331.388750.000000.00000
362009.03.09 13:01close180.331.384750.000000.00000132.0013115.69
372009.03.10 00:00sell190.361.377150.000000.00000
382009.03.10 19:08close190.361.372550.000000.00000165.6013281.29
392009.03.11 06:00sell200.361.368200.000000.00000
402009.03.11 12:00sell210.721.376600.000000.00000
412009.03.12 00:00sell221.081.384750.000000.00000
422009.03.12 09:25close221.081.378550.000000.00000669.6013950.89
432009.03.12 09:25close210.721.378550.000000.00000-146.4513804.44
442009.03.12 09:25close200.361.378550.000000.00000-375.6213428.82
452009.03.16 12:00buy230.361.420850.000000.00000
462009.03.16 18:00buy240.721.413000.000000.00000
472009.03.17 00:00buy251.081.407250.000000.00000
482009.03.17 04:16close251.081.412200.000000.00000534.6013963.42
492009.03.17 04:16close240.721.412200.000000.00000-58.1013905.32
502009.03.17 04:16close230.361.412200.000000.00000-311.6513593.66
512009.03.19 00:00buy260.361.428050.000000.00000
522009.03.19 06:00buy270.721.422050.000000.00000
532009.03.19 08:44close270.721.425400.000000.00000241.2013834.86
542009.03.19 08:44close260.361.425400.000000.00000-95.4013739.46
552009.03.19 12:00buy280.361.434300.000000.00000
562009.03.19 12:40close280.361.438400.000000.00000147.6013887.06
572009.03.19 18:00buy290.361.454900.000000.00000
582009.03.20 06:00buy300.721.446500.000000.00000
592009.03.20 08:33close300.721.450650.000000.00000298.8014185.86
602009.03.20 08:33close290.361.450650.000000.00000-153.2514032.61
612009.03.24 06:00buy310.361.467550.000000.00000
622009.03.24 06:42close310.361.471550.000000.00000144.0014176.61
632009.04.02 12:00buy320.361.467950.000000.00000
642009.04.02 15:48close320.361.472100.000000.00000149.4014326.01
652009.04.02 18:00buy330.361.472550.000000.00000
662009.04.03 01:19close330.361.476600.000000.00000145.5514471.56
672009.04.03 18:00buy340.361.482400.000000.00000
682009.04.05 23:05close340.361.486400.000000.00000144.0014615.56
692009.04.06 00:00buy350.361.488650.000000.00000
702009.04.06 02:24close350.361.492650.000000.00000144.0014759.56
712009.04.06 06:00buy360.361.493500.000000.00000
722009.04.06 18:00buy370.721.471500.000000.00000
732009.04.07 12:00buy381.081.462150.000000.00000
742009.04.07 13:56close381.081.471250.000000.00000982.8015742.36
752009.04.07 13:56close370.721.471250.000000.00000-18.5015723.86
762009.04.07 13:56close360.361.471250.000000.00000-801.2514922.60
772009.04.13 18:00buy390.361.483250.000000.00000
782009.04.14 05:18close390.361.487350.000000.00000147.3515069.95
792009.04.14 06:00buy400.391.489200.000000.00000
802009.04.14 20:00close400.391.493200.000000.00000156.0015225.95
812009.04.15 12:00buy410.391.501650.000000.00000
822009.04.16 01:49close410.391.506100.000000.00000172.7315398.68
832009.04.21 00:00sell420.391.453600.000000.00000
842009.04.21 00:57close420.391.449500.000000.00000159.9015558.58
852009.04.29 12:00buy430.391.477450.000000.00000
862009.04.30 01:16close430.391.481600.000000.00000161.0315719.61
872009.05.01 12:00buy440.391.492850.000000.00000
882009.05.04 03:00close440.391.496900.000000.00000157.6815877.29
892009.05.05 00:00buy450.391.503000.000000.00000
902009.05.05 09:40close450.391.507050.000000.00000157.9516035.24
912009.05.05 12:00buy460.391.508700.000000.00000
922009.05.05 12:11close460.391.512700.000000.00000156.0016191.24
932009.05.12 12:00buy470.391.528250.000000.00000
942009.05.12 12:55close470.391.532400.000000.00000161.8516353.09
952009.05.18 18:00buy480.391.532800.000000.00000
962009.05.19 07:32close480.391.536950.000000.00000161.5816514.67
972009.05.19 12:00buy490.391.549950.000000.00000
982009.05.20 12:53close490.391.554000.000000.00000157.6816672.34
992009.05.20 18:00buy500.391.567750.000000.00000
1002009.05.20 19:00close500.391.571800.000000.00000157.9516830.29
1012009.05.21 00:00buy510.391.574900.000000.00000
1022009.05.21 03:35close510.391.578950.000000.00000157.9516988.24
1032009.05.21 06:00buy520.391.576650.000000.00000
1042009.05.21 07:33close520.391.580700.000000.00000157.9517146.20
1052009.05.21 18:00buy530.421.587600.000000.00000
1062009.05.22 12:54close530.421.592000.000000.00000184.5117330.70
1072009.05.27 06:00buy540.421.597900.000000.00000
1082009.05.27 10:18close540.421.601900.000000.00000168.0017498.70
1092009.05.27 12:00buy550.421.602050.000000.00000
1102009.05.27 16:39close550.421.606200.000000.00000174.3017673.00
1112009.05.27 18:00buy560.421.605950.000000.00000
1122009.05.28 00:00buy570.841.595900.000000.00000
1132009.05.28 16:09close570.841.600600.000000.00000394.8018067.80
1142009.05.28 16:09close560.421.600600.000000.00000-225.5817842.22
1152009.05.29 12:00buy580.421.615550.000000.00000
1162009.05.29 17:17close580.421.619600.000000.00000170.1018012.32
1172009.05.29 18:00buy590.421.615550.000000.00000
1182009.06.01 02:03close590.421.619600.000000.00000169.8118182.12
1192009.06.01 06:00buy600.421.623500.000000.00000
1202009.06.01 07:53close600.421.627600.000000.00000172.2018354.32
1212009.06.01 12:00buy610.421.638550.000000.00000
1222009.06.01 15:01close610.421.642550.000000.00000168.0018522.32
1232009.06.01 18:00buy620.421.645100.000000.00000
1242009.06.01 19:01close620.421.649150.000000.00000170.1018692.42
1252009.06.02 00:00buy630.421.644450.000000.00000
1262009.06.02 12:49close630.421.648600.000000.00000174.3018866.72
1272009.06.02 18:00buy640.421.656900.000000.00000
1282009.06.03 05:24close640.421.660950.000000.00000169.8119036.53
1292009.06.03 06:00buy650.451.662000.000000.00000
1302009.06.03 07:49close650.451.666050.000000.00000182.2519218.78
1312009.06.09 18:00buy660.451.628200.000000.00000
1322009.06.09 19:26close660.451.632200.000000.00000180.0019398.78
1332009.06.10 00:00buy670.451.630800.000000.00000
1342009.06.10 06:37close670.451.634850.000000.00000182.2519581.03
1352009.06.11 18:00buy680.451.655300.000000.00000
1362009.06.11 18:23close680.451.659350.000000.00000182.2519763.28
1372009.06.12 00:00buy690.451.658400.000000.00000
1382009.06.12 12:00buy700.901.647050.000000.00000
1392009.06.12 16:58close700.901.652350.000000.00000477.0020240.28
1402009.06.12 16:58close690.451.652350.000000.00000-272.2519968.03
1412009.06.19 12:00buy710.451.644300.000000.00000
1422009.06.19 16:46close710.451.648300.000000.00000180.0020148.03
1432009.06.24 12:00buy720.451.657600.000000.00000
1442009.06.24 18:00buy730.901.645000.000000.00000
1452009.06.26 10:48close730.901.650650.000000.00000505.9820654.01
1462009.06.26 10:48close720.451.650650.000000.00000-314.0120340.00
1472009.06.26 18:00buy740.451.654400.000000.00000
1482009.06.29 06:00buy750.901.648000.000000.00000
1492009.06.29 08:19close750.901.651500.000000.00000315.0020655.00
1502009.06.29 08:19close740.451.651500.000000.00000-130.8220524.19
1512009.07.06 00:01sell760.451.628000.000000.00000
1522009.07.06 07:40close760.451.623750.000000.00000191.2520715.44
1532009.07.06 12:00sell770.451.611550.000000.00000
1542009.07.06 18:00sell780.901.621800.000000.00000
1552009.07.07 09:09close780.901.616950.000000.00000433.9821149.42
1562009.07.07 09:09close770.451.616950.000000.00000-244.2620905.16
1572009.07.07 18:00sell790.451.614400.000000.00000
1582009.07.08 00:37close790.451.610350.000000.00000180.9921086.15
1592009.07.08 12:00sell800.481.605800.000000.00000
1602009.07.08 17:00close800.481.601750.000000.00000194.4021280.55
1612009.07.08 18:00sell810.481.599700.000000.00000
1622009.07.10 12:00sell820.961.619700.000000.00000
1632009.07.13 05:33close820.961.611550.000000.00000779.7122060.26
1642009.07.13 05:33close810.481.611550.000000.00000-575.5221484.74
1652009.07.20 12:00buy830.481.652050.000000.00000
1662009.07.21 12:00buy840.961.640550.000000.00000
1672009.07.21 13:26close840.961.645750.000000.00000499.2021983.94
1682009.07.21 13:26close830.481.645750.000000.00000-302.7421681.20
1692009.09.08 12:00buy850.481.655700.000000.00000
1702009.09.10 12:03close850.481.659750.000000.00000193.0621874.26
1712009.09.10 18:00buy860.481.665450.000000.00000
1722009.09.11 03:17close860.481.669500.000000.00000194.0622068.32
1732009.09.11 06:00buy870.481.670850.000000.00000
1742009.09.14 06:00buy880.961.662000.000000.00000
1752009.09.15 18:00buy891.441.647050.000000.00000
1762009.09.17 09:00close891.441.656750.000000.000001392.7723461.09
1772009.09.17 09:00close880.961.656750.000000.00000-507.3622953.73
1782009.09.17 09:00close870.481.656750.000000.00000-678.8222274.91
1792009.09.18 18:00sell900.481.626700.000000.00000
1802009.09.20 22:02close900.481.622050.000000.00000223.2022498.11
1812009.09.21 06:00sell910.481.622050.000000.00000
1822009.09.21 06:56close910.481.618000.000000.00000194.4022692.51
1832009.09.24 18:00sell920.481.606000.000000.00000
1842009.09.25 00:30close920.481.601950.000000.00000193.0622885.57
1852009.09.25 18:00sell930.481.595300.000000.00000
1862009.09.27 23:21close930.481.591300.000000.00000192.0023077.57
1872009.09.28 00:00sell940.511.586100.000000.00000
1882009.09.28 00:07close940.511.582050.000000.00000206.5523284.12
1892009.09.28 06:00sell950.511.581550.000000.00000
1902009.09.29 00:00sell961.021.588700.000000.00000
1912009.09.29 08:49close961.021.584950.000000.00000382.5023666.62
1922009.09.29 08:49close950.511.584950.000000.00000-174.8323491.79
1932009.10.01 06:00sell970.511.593150.000000.00000
1942009.10.02 00:48close970.511.589100.000000.00000205.1223696.91
1952009.10.02 12:00sell980.511.584600.000000.00000
1962009.10.02 13:34close980.511.580550.000000.00000206.5523903.46
1972009.10.09 18:00sell990.511.586900.000000.00000
1982009.10.09 19:41close990.511.582750.000000.00000211.6524115.11
1992009.10.16 00:00buy1000.511.628850.000000.00000
2002009.10.16 00:38close1000.511.632900.000000.00000206.5524321.66
2012009.10.16 06:00buy1010.511.635750.000000.00000
2022009.10.19 12:00buy1021.021.628800.000000.00000
2032009.10.19 12:29close1021.021.632500.000000.00000377.4024699.06
2042009.10.19 12:29close1010.511.632500.000000.00000-166.1124532.96
2052009.10.19 18:00buy1030.511.640850.000000.00000
2062009.10.20 13:24close1030.511.644900.000000.00000206.1924739.15
2072009.10.21 12:00buy1040.511.657400.000000.00000
2082009.10.21 14:36close1040.511.661450.000000.00000206.5524945.70
2092009.10.23 06:01buy1050.511.665800.000000.00000
2102009.10.26 12:00buy1061.021.633050.000000.00000
2112009.10.28 18:15close1061.021.645350.000000.000001253.1726198.87
2122009.10.28 18:15close1050.511.645350.000000.00000-1044.0225154.85
2132009.10.29 12:00buy1070.541.646200.000000.00000
2142009.10.29 13:35close1070.541.650250.000000.00000218.7025373.55
2152009.10.29 18:00buy1080.541.655000.000000.00000
2162009.11.02 06:00buy1091.081.645050.000000.00000
2172009.11.03 18:00buy1101.621.638350.000000.00000
2182009.11.03 20:10close1101.621.644050.000000.00000923.4026296.95
2192009.11.03 20:10close1091.081.644050.000000.00000-108.7626188.19
2202009.11.03 20:10close1080.541.644050.000000.00000-592.4325595.76
2212009.11.04 12:00buy1110.541.653500.000000.00000
2222009.11.04 16:49close1110.541.657550.000000.00000218.7025814.46
2232009.11.04 18:00buy1120.541.657100.000000.00000
2242009.11.05 12:00buy1131.081.650800.000000.00000
2252009.11.05 13:00close1131.081.655050.000000.00000459.0026273.46
2262009.11.05 13:00close1120.541.655050.000000.00000-111.8326161.63
2272009.11.09 06:00buy1140.541.671950.000000.00000
2282009.11.09 08:26close1140.541.676000.000000.00000218.7026380.33
2292009.11.09 12:00buy1150.541.681950.000000.00000
2302009.11.09 18:00buy1161.081.672050.000000.00000
2312009.11.10 00:02close1161.081.676700.000000.00000501.4426881.77
2322009.11.10 00:02close1150.541.676700.000000.00000-283.8826597.89
2332009.11.16 18:00buy1170.541.679500.000000.00000
2342009.11.16 20:02close1170.541.683550.000000.00000218.7026816.59
2352009.11.17 00:00buy1180.541.682300.000000.00000
2362009.11.17 08:56close1180.541.686350.000000.00000218.7027035.29
2372009.11.23 00:00sell1190.571.647550.000000.00000
2382009.11.23 12:00sell1201.141.661450.000000.00000
2392009.11.24 06:52close1201.141.655400.000000.00000686.5127721.80
2402009.11.24 06:52close1190.571.655400.000000.00000-449.0527272.76
2412009.11.26 18:00sell1210.571.649500.000000.00000
2422009.11.27 00:27close1210.571.645450.000000.00000229.2527502.01
2432009.11.27 06:00sell1220.571.639400.000000.00000
2442009.11.27 08:07close1220.571.635300.000000.00000233.7027735.71
2452009.11.30 18:00sell1230.571.640650.000000.00000
2462009.12.01 12:00sell1241.141.656050.000000.00000
2472009.12.02 12:00sell1251.711.667150.000000.00000
2482009.12.03 14:54close1251.711.658250.000000.000001507.5429243.24
2492009.12.03 14:54close1241.141.658250.000000.00000-263.5728979.68
2502009.12.03 14:54close1230.571.658250.000000.00000-1011.1827968.50
2512009.12.07 12:00sell1260.571.635600.000000.00000
2522009.12.07 13:19close1260.571.631500.000000.00000233.7028202.20
2532009.12.08 12:00sell1270.571.632750.000000.00000
2542009.12.08 13:01close1270.571.628700.000000.00000230.8528433.05
2552009.12.09 00:00sell1280.571.626800.000000.00000
2562009.12.09 00:31close1280.571.622750.000000.00000230.8528663.90
2572010.01.18 12:00buy1290.571.636000.000000.00000
2582010.01.19 01:53close1290.571.640050.000000.00000230.4528894.35
2592010.01.21 12:00sell1300.571.613650.000000.00000
2602010.01.21 18:00sell1311.141.621050.000000.00000
2612010.01.22 02:15close1311.141.617200.000000.00000435.7129330.06
2622010.01.22 02:15close1300.571.617200.000000.00000-203.9529126.11
2632010.01.26 12:00sell1320.601.611900.000000.00000
2642010.01.29 14:52close1320.601.607300.000000.00000267.6029393.71
2652010.01.29 18:00sell1330.601.600700.000000.00000
2662010.01.31 23:00close1330.601.594650.000000.00000363.0029756.71
2672010.02.01 00:00sell1340.601.594450.000000.00000
2682010.02.01 10:48close1340.601.590450.000000.00000240.0029996.71
2692010.02.01 12:00sell1350.601.586000.000000.00000
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