Strategy Tester Report
MetaQuotes-Demo (Build 778)
Settings
Expert: ASCTrendND
Symbol: EURUSD
Period: M15 (2012.03.08 - 2013.03.08)
Inputs: Magic=1928676
Slippage=3.00000000
tsSettings= Trailing stop settings:
tsValue=85
ascSettings= Asctrend Main Signal settings:
ascIndicatorName=Asctrend
ascRisk=13
ascUseAsStoploss=0
nrtrSettings= NRTR Filter settings:
nrtrIndicatorName=NRTR_color_line
nrtrATRPeriod=21
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: 24612 Ticks: 16796763 Symbols: 1
Total Net Profit: 3 220.28 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 15.28
Gross Profit: 3 412.58 Balance Drawdown Maximal: 192.30 (3.55%) Equity Drawdown Maximal: 879.70 (16.00%)
Gross Loss: -192.30 Balance Drawdown Relative: 3.55% (192.30) Equity Drawdown Relative: 16.00% (879.70)
Profit Factor: 17.75 Expected Payoff: 111.04 Margin Level: 7392.59%
Recovery Factor: 3.66 Sharpe Ratio: 1.04 Z-Score: -1.70 (91.09%)
AHPR: 1.0342 (3.42%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0336 (3.36%) LR Standard Error: 118.00
Total Trades: 29 Short Trades (won %): 15 (93.33%) Long Trades (won %): 14 (100.00%)
Total Deals: 58 Profit Trades (% of total): 28 (96.55%) Loss Trades (% of total): 1 (3.45%)
Largest profit trade: 475.40 Largest loss trade: -192.30
Average profit trade: 121.88 Average loss trade: -192.30
Maximum consecutive wins ($): 28 (3 412.58) Maximum consecutive losses ($): 1 (-192.30)
Maximal consecutive profit (count): 3 412.58 (28) Maximal consecutive loss (count): -192.30 (1)
Average consecutive wins: 28 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.98 Correlation (Profits,MAE): 0.54 Correlation (MFE,MAE): 0.3636
Graph
Minimal position holding time: 30:53:35 Maximal position holding time: 1725:29:59 Average position holding time: 195:27:10
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.03.09 07:002EURUSDsell0.10 / 0.101.325642012.03.09 07:00filledASCTrendND sell
2012.03.13 00:373EURUSDbuy0.10 / 0.101.316472012.03.13 00:37filledsl 1.31647
2012.03.13 19:004EURUSDbuy0.10 / 0.101.310972012.03.13 19:00filledASCTrendND buy
2012.03.20 13:005EURUSDsell0.10 / 0.101.317922012.03.20 13:00filledsl 1.31792
2012.03.21 01:156EURUSDbuy0.10 / 0.101.324892012.03.21 01:15filledASCTrendND buy
2012.03.28 15:007EURUSDsell0.10 / 0.101.329982012.03.28 15:00filledsl 1.32998
2012.03.28 15:008EURUSDsell0.10 / 0.101.329982012.03.28 15:00filledASCTrendND sell
2012.04.09 18:459EURUSDbuy0.10 / 0.101.311992012.04.09 18:45filledsl 1.31199
2012.04.10 02:1510EURUSDsell0.10 / 0.101.310382012.04.10 02:15filledASCTrendND sell
2012.04.16 17:4111EURUSDbuy0.10 / 0.101.308112012.04.16 17:41filledsl 1.30811
2012.04.17 03:0012EURUSDsell0.10 / 0.101.311812012.04.17 03:00filledASCTrendND sell
2012.05.07 12:0613EURUSDbuy0.10 / 0.101.304232012.05.07 12:06filledsl 1.30423
2012.05.08 14:3014EURUSDsell0.10 / 0.101.299992012.05.08 14:30filledASCTrendND sell
2012.05.18 14:1515EURUSDbuy0.10 / 0.101.272842012.05.18 14:15filledsl 1.27284
2012.05.21 08:3016EURUSDsell0.10 / 0.101.276342012.05.21 08:30filledASCTrendND sell
2012.05.24 15:0017EURUSDbuy0.10 / 0.101.260242012.05.24 15:00filledsl 1.26024
2012.05.25 05:0018EURUSDsell0.10 / 0.101.252752012.05.25 05:00filledASCTrendND sell
2012.06.01 15:2219EURUSDbuy0.10 / 0.101.237742012.06.01 15:22filledsl 1.23774
2012.06.07 11:1520EURUSDbuy0.10 / 0.101.257642012.06.07 11:15filledASCTrendND buy
2012.06.11 11:3721EURUSDsell0.10 / 0.101.258272012.06.11 11:37filledsl 1.25827
2012.06.12 05:3022EURUSDbuy0.10 / 0.101.249532012.06.12 05:30filledASCTrendND buy
2012.06.18 10:0623EURUSDsell0.10 / 0.101.266182012.06.18 10:06filledsl 1.26618
2012.06.19 01:1524EURUSDbuy0.10 / 0.101.259002012.06.19 01:15filledASCTrendND buy
2012.06.20 18:3725EURUSDsell0.10 / 0.101.264472012.06.20 18:37filledsl 1.26447
2012.06.21 04:0026EURUSDsell0.10 / 0.101.265942012.06.21 04:00filledASCTrendND sell
2012.06.29 04:5327EURUSDbuy0.10 / 0.101.249382012.06.29 04:53filledsl 1.24938
2012.06.29 06:4528EURUSDbuy0.10 / 0.101.259012012.06.29 06:45filledASCTrendND buy
2012.07.02 13:3829EURUSDsell0.10 / 0.101.260682012.07.02 13:38filledsl 1.26068
2012.07.04 00:1530EURUSDsell0.10 / 0.101.260332012.07.04 00:15filledASCTrendND sell
2012.07.13 16:0631EURUSDbuy0.10 / 0.101.224862012.07.13 16:06filledsl 1.22486
2012.07.16 03:1532EURUSDsell0.10 / 0.101.223542012.07.16 03:15filledASCTrendND sell
2012.07.25 10:2033EURUSDbuy0.10 / 0.101.212862012.07.25 10:20filledsl 1.21286
2012.07.25 20:3034EURUSDbuy0.10 / 0.101.215942012.07.25 20:30filledASCTrendND buy
2012.07.27 10:5235EURUSDsell0.10 / 0.101.224262012.07.27 10:52filledsl 1.22426
2012.07.31 12:0036EURUSDbuy0.10 / 0.101.228282012.07.31 12:00filledASCTrendND buy
2012.08.02 14:3937EURUSDsell0.10 / 0.101.231612012.08.02 14:39filledsl 1.23161
2012.08.03 00:1538EURUSDbuy0.10 / 0.101.217872012.08.03 00:15filledASCTrendND buy
2012.08.06 09:2339EURUSDsell0.10 / 0.101.235722012.08.06 09:23filledsl 1.23572
2012.08.10 00:1540EURUSDbuy0.10 / 0.101.230552012.08.10 00:15filledASCTrendND buy
2012.08.24 13:2941EURUSDsell0.10 / 0.101.250352012.08.24 13:29filledsl 1.25035
2012.08.28 10:0042EURUSDbuy0.10 / 0.101.250692012.08.28 10:00filledASCTrendND buy
2012.09.05 01:3543EURUSDsell0.10 / 0.101.255102012.09.05 01:35filledsl 1.25510
2012.09.06 03:4544EURUSDbuy0.10 / 0.101.260952012.09.06 03:45filledASCTrendND buy
2012.09.18 08:2045EURUSDsell0.10 / 0.101.308562012.09.18 08:20filledsl 1.30856
2012.09.18 09:4546EURUSDsell0.10 / 0.101.307712012.09.18 09:45filledASCTrendND sell
2012.09.21 10:3847EURUSDbuy0.10 / 0.101.300692012.09.21 10:38filledsl 1.30069
2012.09.21 10:4548EURUSDbuy0.10 / 0.101.302752012.09.21 10:45filledASCTrendND buy
2012.10.19 08:4249EURUSDsell0.10 / 0.101.305342012.10.19 08:42filledsl 1.30534
2012.10.19 08:4250EURUSDsell0.10 / 0.101.305342012.10.19 08:42filledASCTrendND sell
2012.10.25 08:0551EURUSDbuy0.10 / 0.101.300702012.10.25 08:05filledsl 1.30070
2012.10.26 07:0052EURUSDsell0.10 / 0.101.293442012.10.26 07:00filledASCTrendND sell
2012.11.07 05:0453EURUSDbuy0.10 / 0.101.285002012.11.07 05:04filledsl 1.28500
2012.11.07 12:1554EURUSDsell0.10 / 0.101.282562012.11.07 12:15filledASCTrendND sell
2012.11.14 10:4555EURUSDbuy0.10 / 0.101.274882012.11.14 10:45filledsl 1.27488
2012.11.14 19:3056EURUSDbuy0.10 / 0.101.275202012.11.14 19:30filledASCTrendND buy
2012.11.27 16:1557EURUSDsell0.10 / 0.101.292272012.11.27 16:15filledsl 1.29227
2012.11.28 02:3058EURUSDsell0.10 / 0.101.292432012.11.28 02:30filledASCTrendND sell
2013.03.07 23:5959EURUSDbuy0.10 / 0.101.310652013.03.07 23:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.03.08 00:001balance0.000.002 000.002 000.00
2012.03.09 07:002EURUSDsellin0.101.3256420.000.000.002 000.00ASCTrendND sell
2012.03.13 00:373EURUSDbuyout0.101.3164730.00-0.2091.702 091.50sl 1.31647
2012.03.13 19:004EURUSDbuyin0.101.3109740.000.000.002 091.50ASCTrendND buy
2012.03.20 13:005EURUSDsellout0.101.3179250.00-0.4969.502 160.51sl 1.31792
2012.03.21 01:156EURUSDbuyin0.101.3248960.000.000.002 160.51ASCTrendND buy
2012.03.28 15:007EURUSDsellout0.101.3299870.00-0.4950.902 210.92sl 1.32998
2012.03.28 15:008EURUSDsellin0.101.3299880.000.000.002 210.92ASCTrendND sell
2012.04.09 18:459EURUSDbuyout0.101.3119990.00-1.20179.902 389.62sl 1.31199
2012.04.10 02:1510EURUSDsellin0.101.31038100.000.000.002 389.62ASCTrendND sell
2012.04.16 17:4111EURUSDbuyout0.101.30811110.00-0.6022.702 411.72sl 1.30811
2012.04.17 03:0012EURUSDsellin0.101.31181120.000.000.002 411.72ASCTrendND sell
2012.05.07 12:0613EURUSDbuyout0.101.30423130.00-2.0075.802 485.52sl 1.30423
2012.05.08 14:3014EURUSDsellin0.101.29999140.000.000.002 485.52ASCTrendND sell
2012.05.18 14:1515EURUSDbuyout0.101.27284150.00-1.20271.502 755.82sl 1.27284
2012.05.21 08:3016EURUSDsellin0.101.27634160.000.000.002 755.82ASCTrendND sell
2012.05.24 15:0017EURUSDbuyout0.101.26024170.00-0.50161.002 916.32sl 1.26024
2012.05.25 05:0018EURUSDsellin0.101.25275180.000.000.002 916.32ASCTrendND sell
2012.06.01 15:2219EURUSDbuyout0.101.23774190.00-0.70150.103 065.72sl 1.23774
2012.06.07 11:1520EURUSDbuyin0.101.25764200.000.000.003 065.72ASCTrendND buy
2012.06.11 11:3721EURUSDsellout0.101.25827210.00-0.146.303 071.88sl 1.25827
2012.06.12 05:3022EURUSDbuyin0.101.24953220.000.000.003 071.88ASCTrendND buy
2012.06.18 10:0623EURUSDsellout0.101.26618230.00-0.42166.503 237.96sl 1.26618
2012.06.19 01:1524EURUSDbuyin0.101.25900240.000.000.003 237.96ASCTrendND buy
2012.06.20 18:3725EURUSDsellout0.101.26447250.00-0.0754.703 292.59sl 1.26447
2012.06.21 04:0026EURUSDsellin0.101.26594260.000.000.003 292.59ASCTrendND sell
2012.06.29 04:5327EURUSDbuyout0.101.24938270.00-0.80165.603 457.39sl 1.24938
2012.06.29 06:4528EURUSDbuyin0.101.25901280.000.000.003 457.39ASCTrendND buy
2012.07.02 13:3829EURUSDsellout0.101.26068290.00-0.0716.703 474.02sl 1.26068
2012.07.04 00:1530EURUSDsellin0.101.26033300.000.000.003 474.02ASCTrendND sell
2012.07.13 16:0631EURUSDbuyout0.101.22486310.00-1.10354.703 827.62sl 1.22486
2012.07.16 03:1532EURUSDsellin0.101.22354320.000.000.003 827.62ASCTrendND sell
2012.07.25 10:2033EURUSDbuyout0.101.21286330.00-0.90106.803 933.52sl 1.21286
2012.07.25 20:3034EURUSDbuyin0.101.21594340.000.000.003 933.52ASCTrendND buy
2012.07.27 10:5235EURUSDsellout0.101.22426350.00-0.2883.204 016.44sl 1.22426
2012.07.31 12:0036EURUSDbuyin0.101.22828360.000.000.004 016.44ASCTrendND buy
2012.08.02 14:3937EURUSDsellout0.101.23161370.00-0.2833.304 049.46sl 1.23161
2012.08.03 00:1538EURUSDbuyin0.101.21787380.000.000.004 049.46ASCTrendND buy
2012.08.06 09:2339EURUSDsellout0.101.23572390.00-0.07178.504 227.89sl 1.23572
2012.08.10 00:1540EURUSDbuyin0.101.23055400.000.000.004 227.89ASCTrendND buy
2012.08.24 13:2941EURUSDsellout0.101.25035410.00-0.98198.004 424.91sl 1.25035
2012.08.28 10:0042EURUSDbuyin0.101.25069420.000.000.004 424.91ASCTrendND buy
2012.09.05 01:3543EURUSDsellout0.101.25510430.00-0.5644.104 468.45sl 1.25510
2012.09.06 03:4544EURUSDbuyin0.101.26095440.000.000.004 468.45ASCTrendND buy
2012.09.18 08:2045EURUSDsellout0.101.30856450.00-0.70476.104 943.85sl 1.30856
2012.09.18 09:4546EURUSDsellin0.101.30771460.000.000.004 943.85ASCTrendND sell
2012.09.21 10:3847EURUSDbuyout0.101.30069470.00-0.5070.205 013.55sl 1.30069
2012.09.21 10:4548EURUSDbuyin0.101.30275480.000.000.005 013.55ASCTrendND buy
2012.10.19 08:4249EURUSDsellout0.101.30534490.00-1.9625.905 037.49sl 1.30534
2012.10.19 08:4250EURUSDsellin0.101.30534500.000.000.005 037.49ASCTrendND sell
2012.10.25 08:0551EURUSDbuyout0.101.30070510.00-0.6046.405 083.29sl 1.30070
2012.10.26 07:0052EURUSDsellin0.101.29344520.000.000.005 083.29ASCTrendND sell
2012.11.07 05:0453EURUSDbuyout0.101.28500530.00-1.0084.405 166.69sl 1.28500
2012.11.07 12:1554EURUSDsellin0.101.28256540.000.000.005 166.69ASCTrendND sell
2012.11.14 10:4555EURUSDbuyout0.101.27488550.00-0.7076.805 242.79sl 1.27488
2012.11.14 19:3056EURUSDbuyin0.101.27520560.000.000.005 242.79ASCTrendND buy
2012.11.27 16:1557EURUSDsellout0.101.29227570.00-0.91170.705 412.58sl 1.29227
2012.11.28 02:3058EURUSDsellin0.101.29243580.000.000.005 412.58ASCTrendND sell
2013.03.07 23:5959EURUSDbuyout0.101.31065590.00-10.10-182.205 220.28end of test
0.00 -29.52 3 249.80 5 220.28
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