EA review - Momentum Capture EA
| Rating total: | |
| Backtests: | |
| Live performance: | |
| Risk control: | |
| Customizability: | |
| Price: |
| Vendor link | Price: | $1800 (2023.11.10) |
| Trading strategy: | Trend, Momentum |
| Vendor live account: | Yes |
| Own live account: | No |
| Latest tested version: | 2.9 |
| Latest tested date: | 2020.02.01 |
| Risk factors: | False breakouts, zig zag movements |
Momentum Capture EA follows a typical impulse/momentum strategy that enters into trend direction after a strong initial price movement. However, it uses a specific time filter, which is based on fundamental reasons. It only enters during times of central bank activity, like rate decisions or speeches, and high impact events like CPI releases.
Because of the time filter it has a higher profit factor in backtests compared to a simple momentum system. However, from mid 2018 to mid 2019 it had a long drawdown phase because there was not much activitiy from central banks during that period. It recovered well afterwards and with version 2.9 the size and duration of the drawdown would have also been shorter because of optimized trading periods.
Our opinion
Momentum Capture EA had a long drawdown period in 2018-2019. However, compared to other momentum systems, which also struggled during that period, or even crashed accounts, it handled the false breakouts relatively well with a maximum drawdown of 14%. For patient traders with long-term goals, it could therefore be a good addition to an EA portfolio.Live performance
Fixed lot size backtests
Why do we use fixed lot size (0.1 lots)? Check our educational page.
Dukascopy| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 756021 | Ticks modelled | 236648729 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 24102.20 | Gross profit | 30621.70 | Gross loss | -6519.50 |
| Profit factor | 4.70 | Expected payoff | 31.34 | ||
| Absolute drawdown | 131.70 | Maximal drawdown | 621.40 (3.41%) | Relative drawdown | 22.45% (436.90) |
| Total trades | 769 | Short positions (won %) | 378 (63.76%) | Long positions (won %) | 391 (57.29%) |
| Profit trades (% of total) | 465 (60.47%) | Loss trades (% of total) | 304 (39.53%) | ||
| Largest | profit trade | 277.60 | loss trade | -40.60 | |
| Average | profit trade | 65.85 | loss trade | -21.45 | |
| Maximum | consecutive wins (profit in money) | 19 (1369.60) | consecutive losses (loss in money) | 11 (-262.20) | |
| Maximal | consecutive profit (count of wins) | 2368.80 (16) | consecutive loss (count of losses) | -262.20 (11) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| Symbol | EURAUD (Euro vs Australian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755340 | Ticks modelled | 302927346 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 16725.14 | Gross profit | 22461.46 | Gross loss | -5736.32 |
| Profit factor | 3.92 | Expected payoff | 17.55 | ||
| Absolute drawdown | 106.15 | Maximal drawdown | 514.03 (5.20%) | Relative drawdown | 16.67% (216.10) |
| Total trades | 953 | Short positions (won %) | 488 (53.28%) | Long positions (won %) | 465 (58.06%) |
| Profit trades (% of total) | 530 (55.61%) | Loss trades (% of total) | 423 (44.39%) | ||
| Largest | profit trade | 267.59 | loss trade | -47.57 | |
| Average | profit trade | 42.38 | loss trade | -13.56 | |
| Maximum | consecutive wins (profit in money) | 22 (1149.21) | consecutive losses (loss in money) | 15 (-107.12) | |
| Maximal | consecutive profit (count of wins) | 2137.14 (8) | consecutive loss (count of losses) | -210.50 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| Symbol | EURCAD (Euro vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755386 | Ticks modelled | 278618584 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 15626.40 | Gross profit | 21644.85 | Gross loss | -6018.45 |
| Profit factor | 3.60 | Expected payoff | 21.12 | ||
| Absolute drawdown | 22.03 | Maximal drawdown | 631.98 (4.61%) | Relative drawdown | 18.18% (315.37) |
| Total trades | 740 | Short positions (won %) | 379 (56.99%) | Long positions (won %) | 361 (56.79%) |
| Profit trades (% of total) | 421 (56.89%) | Loss trades (% of total) | 319 (43.11%) | ||
| Largest | profit trade | 317.73 | loss trade | -77.93 | |
| Average | profit trade | 51.41 | loss trade | -18.87 | |
| Maximum | consecutive wins (profit in money) | 16 (1728.53) | consecutive losses (loss in money) | 16 (-242.75) | |
| Maximal | consecutive profit (count of wins) | 2219.15 (8) | consecutive loss (count of losses) | -406.28 (13) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755399 | Ticks modelled | 316891697 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 11400.39 | Gross profit | 16054.62 | Gross loss | -4654.23 |
| Profit factor | 3.45 | Expected payoff | 26.15 | ||
| Absolute drawdown | 137.42 | Maximal drawdown | 728.86 (8.06%) | Relative drawdown | 18.60% (269.79) |
| Total trades | 436 | Short positions (won %) | 230 (58.70%) | Long positions (won %) | 206 (56.31%) |
| Profit trades (% of total) | 251 (57.57%) | Loss trades (% of total) | 185 (42.43%) | ||
| Largest | profit trade | 238.06 | loss trade | -55.59 | |
| Average | profit trade | 63.96 | loss trade | -25.16 | |
| Maximum | consecutive wins (profit in money) | 18 (874.54) | consecutive losses (loss in money) | 8 (-278.82) | |
| Maximal | consecutive profit (count of wins) | 1702.95 (14) | consecutive loss (count of losses) | -278.82 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 756021 | Ticks modelled | 233644057 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 12393.20 | Gross profit | 18788.40 | Gross loss | -6395.20 |
| Profit factor | 2.94 | Expected payoff | 18.12 | ||
| Absolute drawdown | 337.00 | Maximal drawdown | 697.50 (51.27%) | Relative drawdown | 51.27% (697.50) |
| Total trades | 684 | Short positions (won %) | 313 (49.52%) | Long positions (won %) | 371 (56.60%) |
| Profit trades (% of total) | 365 (53.36%) | Loss trades (% of total) | 319 (46.64%) | ||
| Largest | profit trade | 356.20 | loss trade | -69.00 | |
| Average | profit trade | 51.48 | loss trade | -20.05 | |
| Maximum | consecutive wins (profit in money) | 18 (462.40) | consecutive losses (loss in money) | 15 (-212.70) | |
| Maximal | consecutive profit (count of wins) | 1514.50 (10) | consecutive loss (count of losses) | -260.80 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755965 | Ticks modelled | 182331859 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 7050.39 | Gross profit | 10286.82 | Gross loss | -3236.43 |
| Profit factor | 3.18 | Expected payoff | 16.59 | ||
| Absolute drawdown | 221.86 | Maximal drawdown | 590.27 (11.18%) | Relative drawdown | 23.19% (234.89) |
| Total trades | 425 | Short positions (won %) | 224 (62.95%) | Long positions (won %) | 201 (66.67%) |
| Profit trades (% of total) | 275 (64.71%) | Loss trades (% of total) | 150 (35.29%) | ||
| Largest | profit trade | 180.76 | loss trade | -36.98 | |
| Average | profit trade | 37.41 | loss trade | -21.58 | |
| Maximum | consecutive wins (profit in money) | 32 (1361.29) | consecutive losses (loss in money) | 14 (-386.69) | |
| Maximal | consecutive profit (count of wins) | 1361.29 (32) | consecutive loss (count of losses) | -386.69 (14) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 756080 | Ticks modelled | 168608776 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 6380.80 | Gross profit | 9779.22 | Gross loss | -3398.42 |
| Profit factor | 2.88 | Expected payoff | 15.99 | ||
| Absolute drawdown | 94.12 | Maximal drawdown | 511.62 (7.42%) | Relative drawdown | 16.52% (287.20) |
| Total trades | 399 | Short positions (won %) | 213 (58.22%) | Long positions (won %) | 186 (55.38%) |
| Profit trades (% of total) | 227 (56.89%) | Loss trades (% of total) | 172 (43.11%) | ||
| Largest | profit trade | 234.18 | loss trade | -53.44 | |
| Average | profit trade | 43.08 | loss trade | -19.76 | |
| Maximum | consecutive wins (profit in money) | 14 (393.77) | consecutive losses (loss in money) | 8 (-92.86) | |
| Maximal | consecutive profit (count of wins) | 902.54 (8) | consecutive loss (count of losses) | -175.94 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755997 | Ticks modelled | 311892202 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 10421.44 | Gross profit | 16045.60 | Gross loss | -5624.16 |
| Profit factor | 2.85 | Expected payoff | 24.12 | ||
| Absolute drawdown | 156.17 | Maximal drawdown | 947.94 (41.64%) | Relative drawdown | 41.64% (947.94) |
| Total trades | 432 | Short positions (won %) | 214 (64.02%) | Long positions (won %) | 218 (53.67%) |
| Profit trades (% of total) | 254 (58.80%) | Loss trades (% of total) | 178 (41.20%) | ||
| Largest | profit trade | 578.31 | loss trade | -72.48 | |
| Average | profit trade | 63.17 | loss trade | -31.60 | |
| Maximum | consecutive wins (profit in money) | 18 (694.07) | consecutive losses (loss in money) | 14 (-509.75) | |
| Maximal | consecutive profit (count of wins) | 2345.58 (8) | consecutive loss (count of losses) | -521.32 (10) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| Symbol | GBPAUD (Great Britain Pound vs Australian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755734 | Ticks modelled | 304053012 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 7880.43 | Gross profit | 11870.05 | Gross loss | -3989.62 |
| Profit factor | 2.98 | Expected payoff | 15.39 | ||
| Absolute drawdown | 46.40 | Maximal drawdown | 600.49 (15.68%) | Relative drawdown | 23.85% (299.16) |
| Total trades | 512 | Short positions (won %) | 261 (65.13%) | Long positions (won %) | 251 (56.97%) |
| Profit trades (% of total) | 313 (61.13%) | Loss trades (% of total) | 199 (38.87%) | ||
| Largest | profit trade | 293.52 | loss trade | -54.92 | |
| Average | profit trade | 37.92 | loss trade | -20.05 | |
| Maximum | consecutive wins (profit in money) | 17 (275.02) | consecutive losses (loss in money) | 9 (-274.97) | |
| Maximal | consecutive profit (count of wins) | 1118.93 (16) | consecutive loss (count of losses) | -274.97 (9) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 756090 | Ticks modelled | 250553696 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 4219.83 | Gross profit | 5463.87 | Gross loss | -1244.04 |
| Profit factor | 4.39 | Expected payoff | 17.81 | ||
| Absolute drawdown | 120.12 | Maximal drawdown | 387.43 (8.96%) | Relative drawdown | 14.82% (168.94) |
| Total trades | 237 | Short positions (won %) | 131 (67.18%) | Long positions (won %) | 106 (68.87%) |
| Profit trades (% of total) | 161 (67.93%) | Loss trades (% of total) | 76 (32.07%) | ||
| Largest | profit trade | 206.57 | loss trade | -41.38 | |
| Average | profit trade | 33.94 | loss trade | -16.37 | |
| Maximum | consecutive wins (profit in money) | 25 (807.16) | consecutive losses (loss in money) | 5 (-7.47) | |
| Maximal | consecutive profit (count of wins) | 807.16 (25) | consecutive loss (count of losses) | -165.52 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755391 | Ticks modelled | 189274311 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 3334.26 | Gross profit | 4104.51 | Gross loss | -770.25 |
| Profit factor | 5.33 | Expected payoff | 32.37 | ||
| Absolute drawdown | 57.95 | Maximal drawdown | 416.43 (24.04%) | Relative drawdown | 24.04% (416.43) |
| Total trades | 103 | Short positions (won %) | 45 (71.11%) | Long positions (won %) | 58 (51.72%) |
| Profit trades (% of total) | 62 (60.19%) | Loss trades (% of total) | 41 (39.81%) | ||
| Largest | profit trade | 230.17 | loss trade | -32.30 | |
| Average | profit trade | 66.20 | loss trade | -18.79 | |
| Maximum | consecutive wins (profit in money) | 13 (603.36) | consecutive losses (loss in money) | 6 (-104.75) | |
| Maximal | consecutive profit (count of wins) | 984.46 (5) | consecutive loss (count of losses) | -104.75 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 754795 | Ticks modelled | 184191384 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 5234.90 | Gross profit | 6491.70 | Gross loss | -1256.80 |
| Profit factor | 5.17 | Expected payoff | 16.31 | ||
| Absolute drawdown | 70.80 | Maximal drawdown | 426.70 (10.14%) | Relative drawdown | 15.20% (170.70) |
| Total trades | 321 | Short positions (won %) | 154 (67.53%) | Long positions (won %) | 167 (72.46%) |
| Profit trades (% of total) | 225 (70.09%) | Loss trades (% of total) | 96 (29.91%) | ||
| Largest | profit trade | 237.80 | loss trade | -43.20 | |
| Average | profit trade | 28.85 | loss trade | -13.09 | |
| Maximum | consecutive wins (profit in money) | 19 (508.90) | consecutive losses (loss in money) | 6 (-75.60) | |
| Maximal | consecutive profit (count of wins) | 1048.60 (18) | consecutive loss (count of losses) | -96.30 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.01.11 22:40 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 678681 | Ticks modelled | 112892837 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 2293.60 | Gross profit | 3077.90 | Gross loss | -784.30 |
| Profit factor | 3.92 | Expected payoff | 15.09 | ||
| Absolute drawdown | 21.10 | Maximal drawdown | 366.40 (11.94%) | Relative drawdown | 22.75% (317.50) |
| Total trades | 152 | Short positions (won %) | 76 (72.37%) | Long positions (won %) | 76 (52.63%) |
| Profit trades (% of total) | 95 (62.50%) | Loss trades (% of total) | 57 (37.50%) | ||
| Largest | profit trade | 179.90 | loss trade | -37.30 | |
| Average | profit trade | 32.40 | loss trade | -13.76 | |
| Maximum | consecutive wins (profit in money) | 32 (1365.80) | consecutive losses (loss in money) | 7 (-154.90) | |
| Maximal | consecutive profit (count of wins) | 1365.80 (32) | consecutive loss (count of losses) | -154.90 (7) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755923 | Ticks modelled | 161236338 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 1013.95 | Gross profit | 1345.73 | Gross loss | -331.78 |
| Profit factor | 4.06 | Expected payoff | 22.04 | ||
| Absolute drawdown | 40.44 | Maximal drawdown | 298.64 (14.12%) | Relative drawdown | 17.06% (199.26) |
| Total trades | 46 | Short positions (won %) | 34 (61.76%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 28 (60.87%) | Loss trades (% of total) | 18 (39.13%) | ||
| Largest | profit trade | 139.01 | loss trade | -38.18 | |
| Average | profit trade | 48.06 | loss trade | -18.43 | |
| Maximum | consecutive wins (profit in money) | 7 (654.38) | consecutive losses (loss in money) | 7 (-156.91) | |
| Maximal | consecutive profit (count of wins) | 654.38 (7) | consecutive loss (count of losses) | -156.91 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| Symbol | EURNZD (Euro vs New Zealand Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755406 | Ticks modelled | 258029996 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 5382.87 | Gross profit | 7794.51 | Gross loss | -2411.64 |
| Profit factor | 3.23 | Expected payoff | 27.75 | ||
| Absolute drawdown | 41.28 | Maximal drawdown | 612.76 (11.59%) | Relative drawdown | 27.21% (499.17) |
| Total trades | 194 | Short positions (won %) | 90 (66.67%) | Long positions (won %) | 104 (64.42%) |
| Profit trades (% of total) | 127 (65.46%) | Loss trades (% of total) | 67 (34.54%) | ||
| Largest | profit trade | 163.06 | loss trade | -86.16 | |
| Average | profit trade | 61.37 | loss trade | -35.99 | |
| Maximum | consecutive wins (profit in money) | 17 (664.53) | consecutive losses (loss in money) | 8 (-328.65) | |
| Maximal | consecutive profit (count of wins) | 1450.73 (16) | consecutive loss (count of losses) | -328.65 (8) | |
| Average | consecutive wins | 7 | consecutive losses | 4 | |
| Symbol | CADJPY (Canadian Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | d1="#------------------------------ General Trade Settings ------------------------------#"; d2="Insert the symbols exactly as they are shown in your market watch (with prefix/suffix if applicable)."; d3="In strategy tester the EA will automatically use the tester symbol, no need to insert it."; symbolsNormal="EURUSD,EURAUD,EURCAD,EURJPY,GBPUSD,USDCAD,USDCHF,GBPJPY,GBPAUD,AUDJPY"; symbolsIgnoreUSDevents="USDJPY,AUDUSD,NZDUSD"; symbolsIgnoreEURevents="EURCHF,EURNZD"; symbolsIgnoreJPYevents="CADJPY"; symbolsIgnoreGBPevents="GBPCAD"; symbolsIgnoreCADevents=""; closeOnlyMode=false; tradeM5=true; magicM5=333; tradeM15=true; magicM15=334; tradeM30=true; magicM30=335; tradeH1=true; magicH1=336; lotType=0; fixLots=0.1; lotStep=0.01; equityPerStep=1500; equityHardStop=0; maxMarketOrdersAllSymbols=20; maxStopOrdersAllSymbols=32; pipInPoints=10; debugMode=false; usePipsScaledToADR=true; allowHedge=true; closePendingOrdersInSameDirection=false; baseComment="MomentumCaptureEA"; d4="#------------------------------ Auto Settings ------------------------------#"; d5="If true, the EA will load internally stored settings, which are different for each symbol."; d6="Check the expert tab to see whether auto settings have been found."; useAutoSettings=true; autoAllowCPIonSomeSymbols=true; autoScaleFactor=1; d7="#------------------------------ Overwritable Settings ------------------------------#"; d8="These settings will overwrite the auto settings if they are different from zero."; waitMinutesAfterNews=0; d9="momentum strength is usually in the range 1.3 - 2.0."; momentumStrengthMarket=0; momentumStrengthPending=0; stopLoss=0; takeProfit=0; trailingStart=0; trailingStop=0; trailingStep=0; breakEvenAt=0; breakEvenTo=0; d10="#------------------------------ Entry Settings ------------------------------#"; slippagePoints=25; maxSpreadPips=4.4; maxSpreadRelativeToAverage=4.4; maxStopOrderDistance=75; maxAllowedMovement=500; expirationHours=4; d11="#------------------------------ Time Settings ------------------------------#"; d12="If autoGMT=false (and in backtests) manual values are used."; autoGMT=true; manualGMToffsetWinter=2; manualGMToffsetSummer=3; closePartOfPositionsEarlier=false; minUpdateTimeMillis=500; minTradeIntervalMinutes=5; startHourGMT=0; endHourGMT=24; fridayEndHourGMT=18; closeAllPositionsOnFriday=true; fridayCloseHourGMT=20; skipWeekend=true; d13="#------------------------------ News Filter ------------------------------#"; useNewsFilter=true; tradeAfterCentralBankEvents=true; tradeAfterSpeechesAndTestimonies=true; tradeAfterCPI=false; tradeAfterGDP=false; tradeAfterNFP=false; d14="If true, only events from the file are used (without additional filter). Please double check the Expert log."; useCustomEventsFile=false; customEventFile="news_events.txt"; | ||||
| Bars in test | 755412 | Ticks modelled | 236788582 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 2879.94 | Gross profit | 3723.74 | Gross loss | -843.80 |
| Profit factor | 4.41 | Expected payoff | 17.04 | ||
| Absolute drawdown | 45.78 | Maximal drawdown | 317.54 (8.63%) | Relative drawdown | 13.04% (272.76) |
| Total trades | 169 | Short positions (won %) | 77 (62.34%) | Long positions (won %) | 92 (63.04%) |
| Profit trades (% of total) | 106 (62.72%) | Loss trades (% of total) | 63 (37.28%) | ||
| Largest | profit trade | 205.37 | loss trade | -40.46 | |
| Average | profit trade | 35.13 | loss trade | -13.39 | |
| Maximum | consecutive wins (profit in money) | 17 (631.39) | consecutive losses (loss in money) | 9 (-93.82) | |
| Maximal | consecutive profit (count of wins) | 631.39 (17) | consecutive loss (count of losses) | -93.82 (9) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2020.01.30 23:55 (2010.01.01 - 2020.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 754758 | Ticks modelled | 274613669 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Variable | ||
| Total net profit | 5017.06 | Gross profit | 6974.00 | Gross loss | -1956.94 |
| Profit factor | 3.56 | Expected payoff | 20.39 | ||
| Absolute drawdown | 104.67 | Maximal drawdown | 500.39 (8.50%) | Relative drawdown | 23.46% (312.77) |
| Total trades | 246 | Short positions (won %) | 127 (63.78%) | Long positions (won %) | 119 (60.50%) |
| Profit trades (% of total) | 153 (62.20%) | Loss trades (% of total) | 93 (37.80%) | ||
| Largest | profit trade | 147.73 | loss trade | -56.63 | |
| Average | profit trade | 45.58 | loss trade | -21.04 | |
| Maximum | consecutive wins (profit in money) | 16 (1379.38) | consecutive losses (loss in money) | 17 (-367.94) | |
| Maximal | consecutive profit (count of wins) | 1379.38 (16) | consecutive loss (count of losses) | -367.94 (17) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
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