Strategy Tester Report |
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MetaQuotes-Demo (Build 712) |
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Settings |
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| Expert: | MTB_E__2 | |||||||||||
| Symbol: | USDCAD | |||||||||||
| Period: | H1 (2012.01.01 - 2012.10.29) | |||||||||||
| Inputs: | Range=0.00080000 | |||||||||||
| Pips=0.00080000 | ||||||||||||
| Pips1=0.00080000 | ||||||||||||
| Profit=0.00300000 | ||||||||||||
| Stop=0.00300000 | ||||||||||||
| MStop=0.00100000 | ||||||||||||
| Lot=0.10000000 | ||||||||||||
| Broker: | MetaQuotes Software Corp. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 78 | Ticks: | 151648 | Symbols: | 1 | |||||||
| Total Net Profit: | -112.58 | Balance Drawdown Absolute: | 116.28 | Equity Drawdown Absolute: | 135.87 | |||||||
| Gross Profit: | 3.70 | Balance Drawdown Maximal: | 116.28 (1.16%) | Equity Drawdown Maximal: | 135.87 (1.36%) | |||||||
| Gross Loss: | -116.28 | Balance Drawdown Relative: | 1.16% (116.28) | Equity Drawdown Relative: | 1.36% (135.87) | |||||||
| Profit Factor: | 0.03 | Expected Payoff: | -16.08 | Margin Level: | 9864.13% | |||||||
| Recovery Factor: | -0.83 | Sharpe Ratio: | -1.07 | Z-Score: | -1.44 (85.01%) | |||||||
| AHPR: | 1.00 (-0.16%) | LR Correlation: | -0.91 | OnTester result: | 0 | |||||||
| GHPR: | 1.00 (-0.16%) | LR Standard Error: | 15.68 | |||||||||
| Total Trades: | 7 | Short Trades (won %): | 2 (50.00%) | Long Trades (won %): | 5 (20.00%) | |||||||
| Total Deals: | 14 | Profit Trades (% of total): | 2 (28.57%) | Loss Trades (% of total): | 5 (71.43%) | |||||||
| Largest profit trade: | 1.87 | Largest loss trade: | -29.86 | |||||||||
| Average profit trade: | 1.85 | Average loss trade: | -23.26 | |||||||||
| Maximum consecutive wins ($): | 2 (3.70) | Maximum consecutive losses ($): | 5 (-116.28) | |||||||||
| Maximal consecutive profit (count): | 3.70 (2) | Maximal consecutive loss (count): | -116.28 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 5 | |||||||||
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| Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.87 | Correlation (MFE,MAE): | 0.8198 | |||||||
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| Minimal position holding time: | 0:04:19 | Maximal position holding time: | 8:06:08 | Average position holding time: | 3:14:01 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2012.01.02 00:01 | 2 | USDCAD | buy | 0.10 / 0.10 | 1.02180 | 1.01880 | 1.02480 | 2012.01.02 00:01 | filled | |||
| 2012.01.02 00:05 | 3 | USDCAD | sell | 0.10 / 0.10 | 1.01900 | 2012.01.02 00:05 | filled | sl 1.01900 | ||||
| 2012.01.02 00:05 | 4 | USDCAD | sell | 0.10 / 0.10 | 1.01845 | 1.02150 | 1.01550 | 2012.01.02 00:05 | filled | |||
| 2012.01.02 01:35 | 5 | USDCAD | buy | 0.10 / 0.10 | 1.02150 | 2012.01.02 01:35 | filled | sl 1.02150 | ||||
| 2012.01.02 02:57 | 6 | USDCAD | buy | 0.10 / 0.10 | 1.02078 | 1.01780 | 1.02380 | 2012.01.02 02:57 | filled | |||
| 2012.01.02 09:15 | 7 | USDCAD | sell | 0.10 / 0.10 | 1.01780 | 2012.01.02 09:15 | filled | sl 1.01780 | ||||
| 2012.01.02 10:01 | 8 | USDCAD | buy | 0.10 / 0.10 | 1.01981 | 1.01680 | 1.02280 | 2012.01.02 10:01 | filled | |||
| 2012.01.02 18:07 | 9 | USDCAD | sell | 0.10 / 0.10 | 1.01980 | 2012.01.02 18:07 | filled | sl 1.01980 | ||||
| 2012.01.02 18:18 | 10 | USDCAD | buy | 0.10 / 0.10 | 1.02111 | 1.01810 | 1.02410 | 2012.01.02 18:18 | filled | |||
| 2012.01.02 22:57 | 11 | USDCAD | sell | 0.10 / 0.10 | 1.01810 | 2012.01.02 22:57 | filled | sl 1.01810 | ||||
| 2012.01.02 23:05 | 12 | USDCAD | sell | 0.10 / 0.10 | 1.01869 | 1.02170 | 1.01570 | 2012.01.02 23:05 | filled | |||
| 2012.01.03 00:44 | 13 | USDCAD | buy | 0.10 / 0.10 | 1.01850 | 2012.01.03 00:44 | filled | sl 1.01850 | ||||
| 2012.01.04 12:25 | 14 | USDCAD | buy | 0.10 / 0.10 | 1.01361 | 1.01060 | 1.01660 | 2012.01.04 12:25 | filled | |||
| 2012.01.04 12:49 | 15 | USDCAD | sell | 0.10 / 0.10 | 1.01380 | 2012.01.04 12:49 | filled | sl 1.01380 | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2012.01.01 00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2012.01.02 00:01 | 2 | USDCAD | buy | in | 0.10 | 1.02180 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
| 2012.01.02 00:05 | 3 | USDCAD | sell | out | 0.10 | 1.01900 | 3 | 0.00 | 0.00 | -27.48 | 9 972.52 | sl 1.01900 |
| 2012.01.02 00:05 | 4 | USDCAD | sell | in | 0.10 | 1.01845 | 4 | 0.00 | 0.00 | 0.00 | 9 972.52 | |
| 2012.01.02 01:35 | 5 | USDCAD | buy | out | 0.10 | 1.02150 | 5 | 0.00 | 0.00 | -29.86 | 9 942.66 | sl 1.02150 |
| 2012.01.02 02:57 | 6 | USDCAD | buy | in | 0.10 | 1.02078 | 6 | 0.00 | 0.00 | 0.00 | 9 942.66 | |
| 2012.01.02 09:15 | 7 | USDCAD | sell | out | 0.10 | 1.01780 | 7 | 0.00 | 0.00 | -29.28 | 9 913.38 | sl 1.01780 |
| 2012.01.02 10:01 | 8 | USDCAD | buy | in | 0.10 | 1.01981 | 8 | 0.00 | 0.00 | 0.00 | 9 913.38 | |
| 2012.01.02 18:07 | 9 | USDCAD | sell | out | 0.10 | 1.01980 | 9 | 0.00 | 0.00 | -0.10 | 9 913.28 | sl 1.01980 |
| 2012.01.02 18:18 | 10 | USDCAD | buy | in | 0.10 | 1.02111 | 10 | 0.00 | 0.00 | 0.00 | 9 913.28 | |
| 2012.01.02 22:57 | 11 | USDCAD | sell | out | 0.10 | 1.01810 | 11 | 0.00 | 0.00 | -29.56 | 9 883.72 | sl 1.01810 |
| 2012.01.02 23:05 | 12 | USDCAD | sell | in | 0.10 | 1.01869 | 12 | 0.00 | 0.00 | 0.00 | 9 883.72 | |
| 2012.01.03 00:44 | 13 | USDCAD | buy | out | 0.10 | 1.01850 | 13 | 0.00 | -0.04 | 1.87 | 9 885.55 | sl 1.01850 |
| 2012.01.04 12:25 | 14 | USDCAD | buy | in | 0.10 | 1.01361 | 14 | 0.00 | 0.00 | 0.00 | 9 885.55 | |
| 2012.01.04 12:49 | 15 | USDCAD | sell | out | 0.10 | 1.01380 | 15 | 0.00 | 0.00 | 1.87 | 9 887.42 | sl 1.01380 |
| 0.00 | -0.04 | -112.54 | 9 887.42 | |||||||||
| Copyright 2001-2012, MetaQuotes Software Corp. | ||||||||||||