Strategy Tester Report
Synthetic_VIX EA
SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;
Bars in test1692Ticks modelled8301104Modelling quality48.56%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (14)
Total net profit-600.20Gross profit398.20Gross loss-998.40
Profit factor0.40Expected payoff-21.44
Absolute drawdown739.00Maximal drawdown803.90 (7.99%)Relative drawdown7.99% (803.90)
Total trades28Short positions (won %)14 (42.86%)Long positions (won %)14 (28.57%)
Profit trades (% of total)10 (35.71%)Loss trades (% of total)18 (64.29%)
Largestprofit trade105.90loss trade-274.20
Averageprofit trade39.82loss trade-55.47
Maximumconsecutive wins (profit in money)2 (119.70)consecutive losses (loss in money)6 (-157.30)
Maximalconsecutive profit (count of wins)119.70 (2)consecutive loss (count of losses)-312.30 (2)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 09:00sell10.101.318270.000000.00000
22024.10.03 10:00buy20.101.317050.000000.00000
32024.10.03 10:00close10.101.317050.000000.0000012.2010012.20
42024.10.03 11:00sell30.101.315350.000000.00000
52024.10.03 11:00close20.101.315350.000000.00000-17.009995.20
62024.10.04 03:00buy40.101.312910.000000.00000
72024.10.04 03:00close30.101.312910.000000.0000024.4010019.60
82024.10.31 19:00sell50.101.285490.000000.00000
92024.10.31 19:00close40.101.285490.000000.00000-274.209745.40
102024.10.31 23:00buy60.101.289300.000000.00000
112024.10.31 23:00close50.101.289300.000000.00000-38.109707.30
122024.11.06 05:00sell70.101.290570.000000.00000
132024.11.06 05:00close60.101.290570.000000.0000012.709720.00
142024.11.07 00:00buy80.101.287990.000000.00000
152024.11.07 00:00close70.101.287990.000000.0000025.809745.80
162024.11.12 19:00sell90.101.273180.000000.00000
172024.11.12 19:00close80.101.273180.000000.00000-148.109597.70
182024.11.13 00:00buy100.101.274810.000000.00000
192024.11.13 00:00close90.101.274810.000000.00000-16.309581.40
202024.11.13 01:00sell110.101.274690.000000.00000
212024.11.13 01:00close100.101.274690.000000.00000-1.209580.20
222024.11.13 02:00buy120.101.273750.000000.00000
232024.11.13 02:00close110.101.273750.000000.000009.409589.60
242024.11.14 13:00sell130.101.264160.000000.00000
252024.11.14 13:00close120.101.264160.000000.00000-95.909493.70
262024.11.14 14:00buy140.101.265940.000000.00000
272024.11.14 14:00close130.101.265940.000000.00000-17.809475.90
282024.11.22 12:00sell150.101.251130.000000.00000
292024.11.22 12:00close140.101.251130.000000.00000-148.109327.80
302024.11.22 16:00buy160.101.252130.000000.00000
312024.11.22 16:00close150.101.252130.000000.00000-10.009317.80
322024.12.02 18:00sell170.101.262720.000000.00000
332024.12.02 18:00close160.101.262720.000000.00000105.909423.70
342024.12.02 20:00buy180.101.264480.000000.00000
352024.12.02 20:00close170.101.264480.000000.00000-17.609406.10
362024.12.13 07:00sell190.101.266320.000000.00000
372024.12.13 07:00close180.101.266320.000000.0000018.409424.50
382024.12.13 08:00buy200.101.266460.000000.00000
392024.12.13 08:00close190.101.266460.000000.00000-1.409423.10
402024.12.13 10:00sell210.101.262590.000000.00000
412024.12.13 10:00close200.101.262590.000000.00000-38.709384.40
422024.12.13 12:00buy220.101.264050.000000.00000
432024.12.13 12:00close210.101.264050.000000.00000-14.609369.80
442024.12.18 22:00sell230.101.259360.000000.00000
452024.12.18 22:00close220.101.259360.000000.00000-46.909322.90
462024.12.19 10:00buy240.101.261440.000000.00000
472024.12.19 10:00close230.101.261440.000000.00000-20.809302.10
482024.12.19 17:00sell250.101.257950.000000.00000
492024.12.19 17:00close240.101.257950.000000.00000-34.909267.20
502024.12.20 13:00buy260.101.250980.000000.00000
512024.12.20 13:00close250.101.250980.000000.0000069.709336.90
522025.01.02 14:00sell270.101.245300.000000.00000
532025.01.02 14:00close260.101.245300.000000.00000-56.809280.10
542025.01.03 09:00buy280.101.240470.000000.00000
552025.01.03 09:00close270.101.240470.000000.0000048.309328.40
562025.01.07 23:59close at stop280.101.247610.000000.0000071.409399.80