Pivots_Test

Author: zerkmax (2008.11.21 08:16)


The pivots indicator is used. download1
download2
Open the pending orders:

Buy start from the pivot with profit up to r2 and stop up to s2

Sell start form the pivot with profit up to s2 and stop up to r2

Strategy Tester Report
Pivots_test
Alpari-Classic (Build 218)

Symbol EURJPY (Euro vs Japanese Yen)
Period Day (D1) 2008.08.01 00:00 - 2008.11.07 00:00 (2008.08.01 - 2008.11.08)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0.1; TrailingStop=25; magicnumber=777;

Bars in test
1071 Ticks modelled
1988820 Modelling quality
65.43%
Missmatched charts errors 40




Initial deposit
1000.00



Total net profit
507.40 Gross profit
782.95 Gross loss
-275.55
Profit factor
2.84 Expected payoff
16.91

Absolute drawdown
129.59 Maximum drawdown
219.97 (20.17%) Relative drawdown
20.17% (219.97)

Total trades
30 Short positions (% won) 15 (100.00%) Long positions (% won) 15 (86.67%)

Profit trades (% of total) 28 (93.33%) Loss trades (% of total) 2 (6.67%)
Largest profit trade
79.39 loss trade
-174.52
Average profit trades
27.96 loss trade
-137.77
Maximum consecutive wins (profit in money) 20 (520.12) consecutive losses (loss in money) 1 (-174.52)
Maximum consecutive profit (count of wins) 520.12 (20) consecutive loss (count of losses) -174.52 (1)
Average consecutive wins 9 consecutive losses 1