Strategy Tester Report
Trust_BTCUSD_WolfWave_Trader
NetStockECN-Real1 (Build 988)

SymbolBTCUSD (BitCoin vs US Dollar)
Period15 Minutes (M15) 2016.06.18 21:30 - 2016.07.07 00:00 (2016.01.04 - 2016.07.07)
ModelControl points (a very crude method, the results must not be considered)
ParametersEntryLots=0.1; TakeProfit=4000; StopLoss=2000; trailingStep=500; trailingStop=1000; ExtDepth=12; ExtDeviation=3; ExtBackstep=2; MaxLot=0.1; OrderRisk=5; MaxLotSize=true; MaxLotDecrease=0.75; SpreadMax=250; AddOrderProfit=20; CloseOrderProfit=-50; OrderNotifySend=false; LoacalTimeZone=9; DayTradeClose=false; CloseHour=4; CloseMin=30; OpenHour=7; OpenMin=30; MagicNumber=195801;
Bars in test1839Ticks modelled53263Modelling qualityn/a
Mismatched charts errors0
Initial deposit500.00SpreadCurrent (201)
Total net profit313.97Gross profit404.72Gross loss-90.75
Profit factor4.46Expected payoff2.88
Absolute drawdown18.61Maximal drawdown92.44 (12.18%)Relative drawdown12.18% (92.44)
Total trades109Short positions (won %)25 (80.00%)Long positions (won %)84 (60.71%)
Profit trades (% of total)71 (65.14%)Loss trades (% of total)38 (34.86%)
Largestprofit trade119.83loss trade-72.25
Averageprofit trade5.70loss trade-2.39
Maximumconsecutive wins (profit in money)24 (140.56)consecutive losses (loss in money)21 (-15.66)
Maximalconsecutive profit (count of wins)140.56 (24)consecutive loss (count of losses)-72.34 (5)
Averageconsecutive wins12consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.06.18 21:30sell11.78737.022757.0220.000
22016.06.18 21:30modify11.78737.022942.8510.000
32016.06.18 21:30modify11.78737.022757.022696.851
42016.06.18 23:17sell20.31725.715757.022696.851
52016.06.18 23:18sell30.05720.414757.022696.851
62016.06.18 23:23sell40.01721.099757.022696.851
72016.06.19 07:26sell50.01719.828757.022696.851
82016.06.19 19:22close11.78724.571757.022696.85115.60515.60
92016.06.19 19:22close30.05724.571757.022696.851-0.39515.21
102016.06.19 19:22close50.01724.571757.022696.851-0.09515.12
112016.06.21 03:12t/p20.31696.851757.022696.8517.71522.83
122016.06.21 03:12t/p40.01696.851757.022696.8510.20523.02
132016.06.22 17:29sell62.37648.562668.5620.000
142016.06.22 17:30modify62.37648.562854.5610.000
152016.06.22 17:30modify62.37648.562668.562608.561
162016.06.22 18:48sell70.07643.017668.562608.561
172016.06.22 18:51sell80.05639.503668.562608.561
182016.06.22 18:52sell90.04637.097668.562608.561
192016.06.22 18:53sell100.04633.888668.562608.561
202016.06.22 19:16sell110.01632.802668.562608.561
212016.06.22 19:17sell120.03630.316668.562608.561
222016.06.22 19:18sell130.04627.002668.562608.561
232016.06.22 19:25sell140.02625.798668.562608.561
242016.06.22 19:27sell150.02623.819668.562608.561
252016.06.22 19:29sell160.04621.180668.562608.561
262016.06.22 19:33sell170.03619.000668.562608.561
272016.06.22 19:36sell180.01618.001668.562608.561
282016.06.22 19:53sell190.02616.616668.562608.561
292016.06.22 20:43sell200.02615.003668.562608.561
302016.06.22 21:06sell210.01614.513668.562608.561
312016.06.22 21:07sell220.02613.008668.562608.561
322016.06.22 21:08sell230.03611.002668.562608.561
332016.06.22 23:10sell240.01610.176668.562608.561
342016.06.22 23:55t/p62.37608.561668.562608.56187.11610.13
352016.06.22 23:55t/p70.07608.561668.562608.5612.18612.31
362016.06.22 23:55t/p80.05608.561668.562608.5611.39613.70
372016.06.22 23:55t/p90.04608.561668.562608.5611.01614.71
382016.06.22 23:55t/p100.04608.561668.562608.5610.88615.59
392016.06.22 23:55t/p110.01608.561668.562608.5610.21615.80
402016.06.22 23:55t/p120.03608.561668.562608.5610.56616.36
412016.06.22 23:55t/p130.04608.561668.562608.5610.61616.97
422016.06.22 23:55t/p140.02608.561668.562608.5610.28617.25
432016.06.22 23:55t/p150.02608.561668.562608.5610.25617.50
442016.06.22 23:55t/p160.04608.561668.562608.5610.38617.88
452016.06.22 23:55t/p170.03608.561668.562608.5610.22618.10
462016.06.22 23:55t/p180.01608.561668.562608.5610.06618.16
472016.06.22 23:55t/p190.02608.561668.562608.5610.10618.26
482016.06.22 23:55t/p200.02608.561668.562608.5610.07618.33
492016.06.22 23:55t/p210.01608.561668.562608.5610.03618.36
502016.06.22 23:55t/p220.02608.561668.562608.5610.03618.39
512016.06.22 23:55t/p230.03608.561668.562608.561-0.02618.37
522016.06.22 23:55t/p240.01608.561668.562608.561-0.01618.36
532016.06.23 09:12buy253.16539.475519.4750.000
542016.06.23 09:12modify253.16539.475519.475580.092
552016.06.23 09:20buy260.31544.777519.475580.092
562016.06.23 09:27buy270.05546.358519.475580.092
572016.06.23 09:28buy280.05548.949519.475580.092
582016.06.23 09:29buy290.05551.539519.475580.092
592016.06.23 09:30buy300.01551.539519.475580.092
602016.06.23 09:33buy310.01552.178519.475580.092
612016.06.23 09:40buy320.01552.655519.475580.092
622016.06.23 09:40buy330.01553.166519.475580.092
632016.06.23 09:41buy340.03554.697519.475580.092
642016.06.23 09:42buy350.03556.228519.475580.092
652016.06.23 09:43buy360.03557.759519.475580.092
662016.06.23 09:45buy370.01558.095519.475580.092
672016.06.23 09:46buy380.03559.350519.475580.092
682016.06.23 09:47buy390.02560.605519.475580.092
692016.06.23 09:48buy400.03561.860519.475580.092
702016.06.23 09:50buy410.01562.511519.475580.092
712016.06.23 09:51buy420.07565.741519.475580.092
722016.06.23 09:52buy430.05568.972519.475580.092
732016.06.23 09:53buy440.07572.203519.475580.092
742016.06.23 10:22buy450.01572.125519.475580.092
752016.06.23 10:23buy460.03573.886519.475580.092
762016.06.23 10:25buy470.04575.647519.475580.092
772016.06.23 10:25buy480.03577.035519.475580.092
782016.06.23 10:26buy490.02577.867519.475580.092
792016.06.23 10:27buy500.02578.700519.475580.092
802016.06.23 10:30buy510.01579.194519.475580.092
812016.06.23 10:31buy520.01579.591519.475580.092
822016.06.23 12:39t/p253.16580.092519.475580.092119.83738.19
832016.06.23 12:39t/p260.31580.092519.475580.09210.11748.30
842016.06.23 12:39t/p270.05580.092519.475580.0921.55749.85
852016.06.23 12:39t/p280.05580.092519.475580.0921.42751.27
862016.06.23 12:39t/p290.05580.092519.475580.0921.29752.56
872016.06.23 12:39t/p300.01580.092519.475580.0920.26752.82
882016.06.23 12:39t/p310.01580.092519.475580.0920.25753.07
892016.06.23 12:39t/p320.01580.092519.475580.0920.24753.31
902016.06.23 12:39t/p330.01580.092519.475580.0920.24753.55
912016.06.23 12:39t/p340.03580.092519.475580.0920.68754.23
922016.06.23 12:39t/p350.03580.092519.475580.0920.64754.87
932016.06.23 12:39t/p360.03580.092519.475580.0920.59755.46
942016.06.23 12:39t/p370.01580.092519.475580.0920.19755.65
952016.06.23 12:39t/p380.03580.092519.475580.0920.54756.19
962016.06.23 12:39t/p390.02580.092519.475580.0920.33756.52
972016.06.23 12:39t/p400.03580.092519.475580.0920.47756.99
982016.06.23 12:39t/p410.01580.092519.475580.0920.15757.14
992016.06.23 12:39t/p420.07580.092519.475580.0920.80757.94
1002016.06.23 12:39t/p430.05580.092519.475580.0920.42758.36
1012016.06.23 12:39t/p440.07580.092519.475580.0920.35758.71
1022016.06.23 12:39t/p450.01580.092519.475580.0920.05758.76
1032016.06.23 12:39t/p460.03580.092519.475580.0920.10758.86
1042016.06.23 12:39t/p470.04580.092519.475580.0920.06758.92
1052016.06.23 12:39t/p480.03580.092519.475580.0920.00758.92
1062016.06.23 12:39t/p490.02580.092519.475580.092-0.02758.90
1072016.06.23 12:39t/p500.02580.092519.475580.092-0.03758.87
1082016.06.23 12:39t/p510.01580.092519.475580.092-0.02758.85
1092016.06.23 12:39t/p520.01580.092519.475580.092-0.02758.83
1102016.06.23 19:59sell533.16573.010593.0100.000
1112016.06.23 20:00modify533.16573.010778.0700.000
1122016.06.23 20:00modify533.16573.010593.010532.070
1132016.06.23 21:36s/l533.16593.010593.010532.070-72.25686.58
1142016.06.24 23:07buy543.16623.604603.6040.000
1152016.06.24 23:07modify543.16623.604603.604664.171
1162016.06.24 23:14buy550.17627.072603.604664.171
1172016.06.24 23:28buy560.05629.962603.604664.171
1182016.06.25 00:16buy570.01630.607603.604664.171
1192016.06.25 00:44buy580.01631.351603.604664.171
1202016.06.25 00:57buy590.01632.385603.604664.171
1212016.06.25 00:58buy600.03633.895603.604664.171
1222016.06.25 01:04buy610.02635.198603.604664.171
1232016.06.25 01:15buy620.01636.120603.604664.171
1242016.06.25 01:16buy630.01636.661603.604664.171
1252016.06.25 01:17buy640.01637.202603.604664.171
1262016.06.25 01:30buy650.01637.748603.604664.171
1272016.06.25 01:31buy660.01638.104603.604664.171
1282016.06.25 04:11buy670.02639.291603.604664.171
1292016.06.25 04:12buy680.03641.024603.604664.171
1302016.06.25 04:17buy690.01642.201603.604664.171
1312016.06.25 04:25buy700.05644.935603.604664.171
1322016.06.25 04:27buy710.03646.568603.604664.171
1332016.06.25 04:29buy720.02648.201603.604664.171
1342016.06.25 04:32buy730.01648.487603.604664.171
1352016.06.25 04:33buy740.02649.502603.604664.171
1362016.06.25 04:43buy750.03651.776603.604664.171
1372016.06.25 04:44buy760.04653.917603.604664.171
1382016.06.25 04:45buy770.02654.830603.604664.171
1392016.06.25 04:51buy780.01655.629603.604664.171
1402016.06.25 04:52buy790.03657.153603.604664.171
1412016.06.25 04:53buy800.02658.677603.604664.171
1422016.06.25 04:58buy810.01658.873603.604664.171
1432016.06.25 05:01buy820.01659.532603.604664.171
1442016.06.25 15:30close543.16647.790603.604664.17166.58753.16
1452016.06.25 15:30close560.05647.790603.604664.1710.73753.89
1462016.06.25 15:30close580.01647.790603.604664.1710.13754.02
1472016.06.25 15:30close600.03647.790603.604664.1710.32754.34
1482016.06.25 15:30close620.01647.790603.604664.1710.09754.43
1492016.06.25 15:30close640.01647.790603.604664.1710.08754.51
1502016.06.25 15:30close660.01647.790603.604664.1710.07754.58
1512016.06.25 15:30close680.03647.790603.604664.1710.10754.68
1522016.06.25 15:30close700.05647.790603.604664.171-0.02754.66
1532016.06.25 15:30close720.02647.790603.604664.171-0.07754.59
1542016.06.25 15:30close740.02647.790603.604664.171-0.09754.50
1552016.06.25 15:30close760.04647.790603.604664.171-0.38754.12
1562016.06.25 15:30close780.01647.790603.604664.171-0.11754.01
1572016.06.25 15:30close800.02647.790603.604664.171-0.29753.72
1582016.06.25 15:30close820.01647.790603.604664.171-0.15753.57
1592016.06.26 22:26s/l550.17603.604603.604664.171-4.52749.05
1602016.06.26 22:26s/l570.01603.604603.604664.171-0.30748.75
1612016.06.26 22:26s/l590.01603.604603.604664.171-0.32748.43
1622016.06.26 22:26s/l610.02603.604603.604664.171-0.69747.74
1632016.06.26 22:26s/l630.01603.604603.604664.171-0.36747.38
1642016.06.26 22:26s/l650.01603.604603.604664.171-0.37747.01
1652016.06.26 22:26s/l670.02603.604603.604664.171-0.77746.24
1662016.06.26 22:26s/l690.01603.604603.604664.171-0.42745.82
1672016.06.26 22:26s/l710.03603.604603.604664.171-1.39744.43
1682016.06.26 22:26s/l730.01603.604603.604664.171-0.48743.95
1692016.06.26 22:26s/l750.03603.604603.604664.171-1.55742.40
1702016.06.26 22:26s/l770.02603.604603.604664.171-1.09741.31
1712016.06.26 22:26s/l790.03603.604603.604664.171-1.71739.60
1722016.06.26 22:26s/l810.01603.604603.604664.171-0.58739.02
1732016.06.27 07:40buy833.16612.201592.2010.000
1742016.06.27 07:40modify833.16612.201592.201653.648
1752016.06.27 07:42buy840.42615.827592.201653.648
1762016.06.27 08:56buy850.10618.502592.201653.648
1772016.06.27 08:57buy860.01618.352592.201653.648
1782016.06.27 08:57buy870.01618.952592.201653.648
1792016.06.27 09:02buy880.01619.656592.201653.648
1802016.06.27 09:03buy890.01620.202592.201653.648
1812016.06.27 09:05buy900.02621.000592.201653.648
1822016.06.27 09:29buy910.01621.438592.201653.648
1832016.06.27 10:01buy920.02622.505592.201653.648
1842016.06.27 10:02buy930.01623.541592.201653.648
1852016.06.27 10:03buy940.02624.577592.201653.648
1862016.06.27 10:06buy950.01624.902592.201653.648
1872016.06.27 22:32buy960.02626.202592.201653.648
1882016.06.27 22:40buy970.02627.007592.201653.648
1892016.06.27 22:50buy980.01627.921592.201653.648
1902016.06.27 22:51buy990.01628.352592.201653.648
1912016.06.27 22:52buy1000.01628.783592.201653.648
1922016.06.27 23:02buy1010.01629.201592.201653.648
1932016.06.27 23:32buy1020.01629.646592.201653.648
1942016.06.27 23:34buy1030.01630.188592.201653.648
1952016.06.28 02:32close833.16630.387592.201653.64847.25786.27
1962016.06.28 02:32close850.10630.387592.201653.6480.86787.13
1972016.06.28 02:32close870.01630.387592.201653.6480.08787.21
1982016.06.28 02:32close890.01630.387592.201653.6480.07787.28
1992016.06.28 02:32close910.01630.387592.201653.6480.06787.34
2002016.06.28 02:32close930.01630.387592.201653.6480.04787.38
2012016.06.28 02:32close950.01630.387592.201653.6480.02787.40
2022016.06.28 02:32close970.02630.387592.201653.6480.01787.40
2032016.06.28 02:32close990.01630.387592.201653.648-0.01787.39
2042016.06.28 02:32close1010.01630.387592.201653.648-0.02787.37
2052016.06.28 02:32close1030.01630.387592.201653.648-0.03787.34
2062016.06.30 16:07t/p840.42653.648592.201653.64814.22801.56
2072016.06.30 16:07t/p860.01653.648592.201653.6480.31801.87
2082016.06.30 16:07t/p880.01653.648592.201653.6480.30802.17
2092016.06.30 16:07t/p900.02653.648592.201653.6480.57802.75
2102016.06.30 16:07t/p920.02653.648592.201653.6480.54803.29
2112016.06.30 16:07t/p940.02653.648592.201653.6480.50803.79
2122016.06.30 16:07t/p960.02653.648592.201653.6480.47804.26
2132016.06.30 16:07t/p980.01653.648592.201653.6480.22804.49
2142016.06.30 16:07t/p1000.01653.648592.201653.6480.21804.70
2152016.06.30 16:07t/p1020.01653.648592.201653.6480.20804.90
2162016.06.30 16:07buy1043.16654.288634.2880.000
2172016.06.30 16:07modify1043.16654.288634.288693.826
2182016.06.30 16:20buy1050.56658.690634.288693.826
2192016.06.30 16:45buy1060.04660.608634.288693.826
2202016.06.30 16:46buy1070.01661.453634.288693.826
2212016.06.30 16:47buy1080.01662.298634.288693.826
2222016.06.30 17:08buy1090.02662.977634.288693.826
2232016.07.01 02:07close1043.16661.301634.288693.82611.25816.15
2242016.07.01 02:07close1060.04661.301634.288693.826-0.11816.04
2252016.07.01 02:07close1080.01661.301634.288693.826-0.04816.00
2262016.07.06 23:59close at stop1090.02659.464634.288693.826-0.15815.85
2272016.07.06 23:59close at stop1070.01659.464634.288693.826-0.06815.79
2282016.07.06 23:59close at stop1050.56659.464634.288693.826-1.82813.97