Strategy Tester Report
MetaQuotes-Demo (Build 778)
Settings
Expert: ASCTrendND
Symbol: EURUSD
Period: H4 (2010.12.06 - 2013.03.06)
Inputs: Magic=1928676
Slippage=3.00000000
tsSettings= Trailing stop settings:
tsValue=50
ascSettings= Asctrend Main Signal settings:
ascIndicatorName=Asctrend
ascRisk=12
ascUseAsStoploss=true
nrtrSettings= NRTR Filter settings:
nrtrIndicatorName=NRTR_color_line
nrtrATRPeriod=14
nrtrCoefficient=4.00000000
nrtrEnabled=true
lotsSettings= MoneyManagement:
lotsFixed=0.10000000
debugMode=true
Broker: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 2 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 3505 Ticks: 43568578 Symbols: 1
Total Net Profit: 1 043.27 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 45.37
Gross Profit: 1 386.04 Balance Drawdown Maximal: 157.20 (4.91%) Equity Drawdown Maximal: 222.01 (10.15%)
Gross Loss: -342.77 Balance Drawdown Relative: 4.91% (157.20) Equity Drawdown Relative: 10.15% (222.01)
Profit Factor: 4.04 Expected Payoff: 33.65 Margin Level: 7020.89%
Recovery Factor: 4.70 Sharpe Ratio: 0.57 Z-Score: -1.25 (78.87%)
AHPR: 1.0139 (1.39%) LR Correlation: 0.98 OnTester result: 0
GHPR: 1.0136 (1.36%) LR Standard Error: 68.35
Total Trades: 31 Short Trades (won %): 14 (92.86%) Long Trades (won %): 17 (82.35%)
Total Deals: 62 Profit Trades (% of total): 27 (87.10%) Loss Trades (% of total): 4 (12.90%)
Largest profit trade: 172.91 Largest loss trade: -129.70
Average profit trade: 51.33 Average loss trade: -85.69
Maximum consecutive wins ($): 21 (982.67) Maximum consecutive losses ($): 2 (-157.20)
Maximal consecutive profit (count): 982.67 (21) Maximal consecutive loss (count): -157.20 (2)
Average consecutive wins: 9 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): 0.56 Correlation (MFE,MAE): 0.3915
Graph
Minimal position holding time: 0:24:26 Maximal position holding time: 116:30:29 Average position holding time: 26:28:33
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2010.12.13 20:002EURUSDbuy0.10 / 0.101.341761.329182010.12.13 20:00filledASCTrendND buy
2010.12.14 10:233EURUSDsell0.10 / 0.101.342432010.12.14 10:23filledsl 1.34243
2011.02.01 08:004EURUSDbuy0.10 / 0.101.373871.368412011.02.01 08:00filledASCTrendND buy
2011.02.02 12:485EURUSDsell0.10 / 0.101.381072011.02.02 12:48filledsl 1.38107
2011.02.03 20:006EURUSDsell0.10 / 0.101.361601.368422011.02.03 20:00filledASCTrendND sell
2011.02.04 18:457EURUSDbuy0.10 / 0.101.359472011.02.04 18:45filledsl 1.35947
2011.02.11 12:008EURUSDsell0.10 / 0.101.351721.360032011.02.11 12:00filledASCTrendND sell
2011.02.14 16:039EURUSDbuy0.10 / 0.101.347902011.02.14 16:03filledsl 1.34790
2011.03.31 12:0010EURUSDbuy0.10 / 0.101.422131.411802011.03.31 12:00filledASCTrendND buy
2011.04.01 14:3011EURUSDsell0.10 / 0.101.411802011.04.01 14:30filledsl 1.41180
2011.04.01 20:0012EURUSDbuy0.10 / 0.101.421961.403042011.04.01 20:00filledASCTrendND buy
2011.04.07 06:3813EURUSDsell0.10 / 0.101.429832011.04.07 06:38filledsl 1.42983
2011.04.20 12:0014EURUSDbuy0.10 / 0.101.449471.436402011.04.20 12:00filledASCTrendND buy
2011.04.21 14:0515EURUSDsell0.10 / 0.101.459782011.04.21 14:05filledsl 1.45978
2011.06.29 08:0016EURUSDbuy0.10 / 0.101.437091.431972011.06.29 08:00filledASCTrendND buy
2011.06.29 14:4617EURUSDsell0.10 / 0.101.439662011.06.29 14:46filledsl 1.43966
2011.07.20 20:0018EURUSDbuy0.10 / 0.101.421911.413452011.07.20 20:00filledASCTrendND buy
2011.07.21 09:4419EURUSDsell0.10 / 0.101.424322011.07.21 09:44filledsl 1.42432
2011.08.26 20:0020EURUSDbuy0.10 / 0.101.448401.432482011.08.26 20:00filledASCTrendND buy
2011.08.29 11:3221EURUSDsell0.10 / 0.101.449822011.08.29 11:32filledsl 1.44982
2011.10.03 00:0022EURUSDsell0.10 / 0.101.334471.349502011.10.03 00:00filledASCTrendND sell
2011.10.04 03:3623EURUSDbuy0.10 / 0.101.321482011.10.04 03:36filledsl 1.32148
2011.10.21 16:0024EURUSDbuy0.10 / 0.101.388771.370602011.10.21 16:00filledASCTrendND buy
2011.10.24 09:0725EURUSDsell0.10 / 0.101.390282011.10.24 09:07filledsl 1.39028
2011.11.01 00:0026EURUSDsell0.10 / 0.101.385921.398612011.11.01 00:00filledASCTrendND sell
2011.11.01 11:1927EURUSDbuy0.10 / 0.101.372662011.11.01 11:19filledsl 1.37266
2011.11.09 12:0028EURUSDsell0.10 / 0.101.368071.385422011.11.09 12:00filledASCTrendND sell
2011.11.09 17:1829EURUSDbuy0.10 / 0.101.360452011.11.09 17:18filledsl 1.36045
2011.12.28 16:0030EURUSDsell0.10 / 0.101.298411.308762011.12.28 16:00filledASCTrendND sell
2011.12.29 08:1131EURUSDbuy0.10 / 0.101.293852011.12.29 08:11filledsl 1.29385
2012.01.13 16:0032EURUSDsell0.10 / 0.101.267741.283462012.01.13 16:00filledASCTrendND sell
2012.01.13 16:5833EURUSDbuy0.10 / 0.101.267522012.01.13 16:58filledsl 1.26752
2012.02.07 16:0034EURUSDbuy0.10 / 0.101.319191.306872012.02.07 16:00filledASCTrendND buy
2012.02.08 16:4135EURUSDsell0.10 / 0.101.323782012.02.08 16:41filledsl 1.32378
2012.02.20 04:0036EURUSDbuy0.10 / 0.101.320921.317782012.02.20 04:00filledASCTrendND buy
2012.02.21 00:1237EURUSDsell0.10 / 0.101.322622012.02.21 00:12filledsl 1.32262
2012.03.09 16:0038EURUSDsell0.10 / 0.101.311251.325382012.03.09 16:00filledASCTrendND sell
2012.03.13 16:1539EURUSDbuy0.10 / 0.101.310282012.03.13 16:15filledsl 1.31028
2012.04.13 20:0040EURUSDsell0.10 / 0.101.307651.312992012.04.13 20:00filledASCTrendND sell
2012.04.16 14:3841EURUSDbuy0.10 / 0.101.304612012.04.16 14:38filledsl 1.30461
2012.05.23 04:0042EURUSDsell0.10 / 0.101.267431.270972012.05.23 04:00filledASCTrendND sell
2012.05.23 13:5643EURUSDbuy0.10 / 0.101.266622012.05.23 13:56filledsl 1.26662
2012.06.15 00:0044EURUSDbuy0.10 / 0.101.262951.256372012.06.15 00:00filledASCTrendND buy
2012.06.18 03:2345EURUSDsell0.10 / 0.101.269682012.06.18 03:23filledsl 1.26968
2012.07.05 16:0046EURUSDsell0.10 / 0.101.237721.254732012.07.05 16:00filledASCTrendND sell
2012.07.09 09:3247EURUSDbuy0.10 / 0.101.230722012.07.09 09:32filledsl 1.23072
2012.07.20 16:0048EURUSDsell0.10 / 0.101.215791.226472012.07.20 16:00filledASCTrendND sell
2012.07.23 13:0049EURUSDbuy0.10 / 0.101.213372012.07.23 13:00filledsl 1.21337
2012.07.26 16:0050EURUSDbuy0.10 / 0.101.229491.209692012.07.26 16:00filledASCTrendND buy
2012.07.27 19:4951EURUSDsell0.10 / 0.101.233892012.07.27 19:49filledsl 1.23389
2012.08.03 20:0052EURUSDbuy0.10 / 0.101.237121.227302012.08.03 20:00filledASCTrendND buy
2012.08.06 03:2053EURUSDsell0.10 / 0.101.239222012.08.06 03:20filledsl 1.23922
2012.10.09 20:0054EURUSDsell0.10 / 0.101.286381.294562012.10.09 20:00filledASCTrendND sell
2012.10.11 15:3055EURUSDbuy0.10 / 0.101.294562012.10.11 15:30filledsl 1.29456
2012.11.02 08:0056EURUSDsell0.10 / 0.101.290781.295122012.11.02 08:00filledASCTrendND sell
2012.11.06 15:1357EURUSDbuy0.10 / 0.101.281502012.11.06 15:13filledsl 1.28150
2012.12.12 20:0058EURUSDbuy0.10 / 0.101.308421.301612012.12.12 20:00filledASCTrendND buy
2012.12.19 16:3059EURUSDsell0.10 / 0.101.325762012.12.19 16:30filledsl 1.32576
2012.12.27 16:0060EURUSDbuy0.10 / 0.101.326891.324142012.12.27 16:00filledASCTrendND buy
2012.12.27 16:2461EURUSDsell0.10 / 0.101.324142012.12.27 16:24filledsl 1.32414
2013.01.02 04:0062EURUSDbuy0.10 / 0.101.329521.316552013.01.02 04:00filledASCTrendND buy
2013.01.02 18:2463EURUSDsell0.10 / 0.101.316552013.01.02 18:24filledsl 1.31655
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2010.12.06 00:001balance0.000.002 000.002 000.00
2010.12.13 20:002EURUSDbuyin0.101.3417620.000.000.002 000.00ASCTrendND buy
2010.12.14 10:233EURUSDsellout0.101.3424330.00-0.076.702 006.63sl 1.34243
2011.02.01 08:004EURUSDbuyin0.101.3738740.000.000.002 006.63ASCTrendND buy
2011.02.02 12:485EURUSDsellout0.101.3810750.00-0.0772.002 078.56sl 1.38107
2011.02.03 20:006EURUSDsellin0.101.3616060.000.000.002 078.56ASCTrendND sell
2011.02.04 18:457EURUSDbuyout0.101.3594770.00-0.1021.302 099.76sl 1.35947
2011.02.11 12:008EURUSDsellin0.101.3517280.000.000.002 099.76ASCTrendND sell
2011.02.14 16:039EURUSDbuyout0.101.3479090.00-0.1038.202 137.86sl 1.34790
2011.03.31 12:0010EURUSDbuyin0.101.42213100.000.000.002 137.86ASCTrendND buy
2011.04.01 14:3011EURUSDsellout0.101.41180110.00-0.07-103.302 034.49sl 1.41180
2011.04.01 20:0012EURUSDbuyin0.101.42196120.000.000.002 034.49ASCTrendND buy
2011.04.07 06:3813EURUSDsellout0.101.42983130.00-0.4278.702 112.77sl 1.42983
2011.04.20 12:0014EURUSDbuyin0.101.44947140.000.000.002 112.77ASCTrendND buy
2011.04.21 14:0515EURUSDsellout0.101.45978150.00-0.21103.102 215.66sl 1.45978
2011.06.29 08:0016EURUSDbuyin0.101.43709160.000.000.002 215.66ASCTrendND buy
2011.06.29 14:4617EURUSDsellout0.101.43966170.000.0025.702 241.36sl 1.43966
2011.07.20 20:0018EURUSDbuyin0.101.42191180.000.000.002 241.36ASCTrendND buy
2011.07.21 09:4419EURUSDsellout0.101.42432190.00-0.2124.102 265.25sl 1.42432
2011.08.26 20:0020EURUSDbuyin0.101.44840200.000.000.002 265.25ASCTrendND buy
2011.08.29 11:3221EURUSDsellout0.101.44982210.00-0.0714.202 279.38sl 1.44982
2011.10.03 00:0022EURUSDsellin0.101.33447220.000.000.002 279.38ASCTrendND sell
2011.10.04 03:3623EURUSDbuyout0.101.32148230.00-0.10129.902 409.18sl 1.32148
2011.10.21 16:0024EURUSDbuyin0.101.38877240.000.000.002 409.18ASCTrendND buy
2011.10.24 09:0725EURUSDsellout0.101.39028250.00-0.0715.102 424.21sl 1.39028
2011.11.01 00:0026EURUSDsellin0.101.38592260.000.000.002 424.21ASCTrendND sell
2011.11.01 11:1927EURUSDbuyout0.101.37266270.000.00132.602 556.81sl 1.37266
2011.11.09 12:0028EURUSDsellin0.101.36807280.000.000.002 556.81ASCTrendND sell
2011.11.09 17:1829EURUSDbuyout0.101.36045290.000.0076.202 633.01sl 1.36045
2011.12.28 16:0030EURUSDsellin0.101.29841300.000.000.002 633.01ASCTrendND sell
2011.12.29 08:1131EURUSDbuyout0.101.29385310.00-0.3045.602 678.31sl 1.29385
2012.01.13 16:0032EURUSDsellin0.101.26774320.000.000.002 678.31ASCTrendND sell
2012.01.13 16:5833EURUSDbuyout0.101.26752330.000.002.202 680.51sl 1.26752
2012.02.07 16:0034EURUSDbuyin0.101.31919340.000.000.002 680.51ASCTrendND buy
2012.02.08 16:4135EURUSDsellout0.101.32378350.00-0.0745.902 726.34sl 1.32378
2012.02.20 04:0036EURUSDbuyin0.101.32092360.000.000.002 726.34ASCTrendND buy
2012.02.21 00:1237EURUSDsellout0.101.32262370.00-0.0717.002 743.27sl 1.32262
2012.03.09 16:0038EURUSDsellin0.101.31125380.000.000.002 743.27ASCTrendND sell
2012.03.13 16:1539EURUSDbuyout0.101.31028390.00-0.209.702 752.77sl 1.31028
2012.04.13 20:0040EURUSDsellin0.101.30765400.000.000.002 752.77ASCTrendND sell
2012.04.16 14:3841EURUSDbuyout0.101.30461410.00-0.1030.402 783.07sl 1.30461
2012.05.23 04:0042EURUSDsellin0.101.26743420.000.000.002 783.07ASCTrendND sell
2012.05.23 13:5643EURUSDbuyout0.101.26662430.000.008.102 791.17sl 1.26662
2012.06.15 00:0044EURUSDbuyin0.101.26295440.000.000.002 791.17ASCTrendND buy
2012.06.18 03:2345EURUSDsellout0.101.26968450.00-0.0767.302 858.40sl 1.26968
2012.07.05 16:0046EURUSDsellin0.101.23772460.000.000.002 858.40ASCTrendND sell
2012.07.09 09:3247EURUSDbuyout0.101.23072470.00-0.2070.002 928.20sl 1.23072
2012.07.20 16:0048EURUSDsellin0.101.21579480.000.000.002 928.20ASCTrendND sell
2012.07.23 13:0049EURUSDbuyout0.101.21337490.00-0.1024.202 952.30sl 1.21337
2012.07.26 16:0050EURUSDbuyin0.101.22949500.000.000.002 952.30ASCTrendND buy
2012.07.27 19:4951EURUSDsellout0.101.23389510.00-0.0744.002 996.23sl 1.23389
2012.08.03 20:0052EURUSDbuyin0.101.23712520.000.000.002 996.23ASCTrendND buy
2012.08.06 03:2053EURUSDsellout0.101.23922530.00-0.0721.003 017.16sl 1.23922
2012.10.09 20:0054EURUSDsellin0.101.28638540.000.000.003 017.16ASCTrendND sell
2012.10.11 15:3055EURUSDbuyout0.101.29456550.00-0.40-81.802 934.96sl 1.29456
2012.11.02 08:0056EURUSDsellin0.101.29078560.000.000.002 934.96ASCTrendND sell
2012.11.06 15:1357EURUSDbuyout0.101.28150570.00-0.2092.803 027.56sl 1.28150
2012.12.12 20:0058EURUSDbuyin0.101.30842580.000.000.003 027.56ASCTrendND buy
2012.12.19 16:3059EURUSDsellout0.101.32576590.00-0.49173.403 200.47sl 1.32576
2012.12.27 16:0060EURUSDbuyin0.101.32689600.000.000.003 200.47ASCTrendND buy
2012.12.27 16:2461EURUSDsellout0.101.32414610.000.00-27.503 172.97sl 1.32414
2013.01.02 04:0062EURUSDbuyin0.101.32952620.000.000.003 172.97ASCTrendND buy
2013.01.02 18:2463EURUSDsellout0.101.31655630.000.00-129.703 043.27sl 1.31655
0.00 -3.83 1 047.10 3 043.27
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