Strategy Tester Report
MetaQuotes-Demo (Build 778)
Settings
Expert:			ASCTrendND
Symbol:			EURUSD
Period:			M15 (2011.03.08 - 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:			49526	Ticks:			38815863	Symbols:			1
Total Net Profit:			1 238.54	Balance Drawdown Absolute:			0.00	Equity Drawdown Absolute:			418.42
Gross Profit:			1 664.50	Balance Drawdown Maximal:			425.96 (11.62%)	Equity Drawdown Maximal:			1 589.97 (43.97%)
Gross Loss:			-425.96	Balance Drawdown Relative:			11.62% (425.96)	Equity Drawdown Relative:			43.97% (1 589.97)
Profit Factor:			3.91	Expected Payoff:			47.64	Margin Level:			5648.50%
Recovery Factor:			0.78	Sharpe Ratio:			0.56	Z-Score:			-1.59 (88.82%)
AHPR:			1.0193 (1.93%)	LR Correlation:			0.97	OnTester result:			0
GHPR:			1.0187 (1.87%)	LR Standard Error:			111.17
Total Trades:			26	Short Trades (won %):			14 (100.00%)	Long Trades (won %):			12 (91.67%)
Total Deals:			52	Profit Trades (% of total):			25 (96.15%)	Loss Trades (% of total):			1 (3.85%)
				Largest profit trade:			225.52	Largest loss trade:			-425.96
				Average profit trade:			66.58	Average loss trade:			-425.96
				Maximum consecutive wins ($):			25 (1 664.50)	Maximum consecutive losses ($):			1 (-425.96)
				Maximal consecutive profit (count):			1 664.50 (25)	Maximal consecutive loss (count):			-425.96 (1)
				Average consecutive wins:			25	Average consecutive losses:			1
Correlation (Profits,MFE):			0.76	Correlation (Profits,MAE):			0.21	Correlation (MFE,MAE):			0.1615
Minimal position holding time:			5:27:12	Maximal position holding time:			7614:05:34	Average position holding time:			461:51:23

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2011.03.09 09:15	2	EURUSD	sell	0.10 / 0.10		1.38759			2011.03.09 09:15		filled	ASCTrendND sell
2011.03.11 16:20	3	EURUSD	buy	0.10 / 0.10		1.38384			2011.03.11 16:20		filled	sl 1.38384
2011.03.11 16:30	4	EURUSD	buy	0.10 / 0.10		1.38273			2011.03.11 16:30		filled	ASCTrendND buy
2011.03.15 05:01	5	EURUSD	sell	0.10 / 0.10		1.39176			2011.03.15 05:01		filled	sl 1.39176
2011.03.17 06:45	6	EURUSD	buy	0.10 / 0.10		1.39371			2011.03.17 06:45		filled	ASCTrendND buy
2011.03.23 00:50	7	EURUSD	sell	0.10 / 0.10		1.41629			2011.03.23 00:50		filled	sl 1.41629
2011.03.23 08:45	8	EURUSD	sell	0.10 / 0.10		1.41577			2011.03.23 08:45		filled	ASCTrendND sell
2011.03.24 12:32	9	EURUSD	buy	0.10 / 0.10		1.41396			2011.03.24 12:32		filled	sl 1.41396
2011.03.24 23:00	10	EURUSD	sell	0.10 / 0.10		1.41717			2011.03.24 23:00		filled	ASCTrendND sell
2011.03.28 16:32	11	EURUSD	buy	0.10 / 0.10		1.41072			2011.03.28 16:32		filled	sl 1.41072
2011.03.29 12:45	12	EURUSD	sell	0.10 / 0.10		1.40906			2011.03.29 12:45		filled	ASCTrendND sell
2011.05.23 19:57	13	EURUSD	buy	0.10 / 0.10		1.40550			2011.05.23 19:57		filled	sl 1.40550
2011.05.24 01:30	14	EURUSD	sell	0.10 / 0.10		1.40095			2011.05.24 01:30		filled	ASCTrendND sell
2011.07.12 11:03	15	EURUSD	buy	0.10 / 0.10		1.39238			2011.07.12 11:03		filled	sl 1.39238
2011.07.13 09:15	16	EURUSD	buy	0.10 / 0.10		1.40309			2011.07.13 09:15		filled	ASCTrendND buy
2011.07.14 07:34	17	EURUSD	sell	0.10 / 0.10		1.41958			2011.07.14 07:34		filled	sl 1.41958
2011.07.14 12:45	18	EURUSD	sell	0.10 / 0.10		1.41722			2011.07.14 12:45		filled	ASCTrendND sell
2011.07.18 21:37	19	EURUSD	buy	0.10 / 0.10		1.41000			2011.07.18 21:37		filled	sl 1.41000
2011.07.20 00:45	20	EURUSD	buy	0.10 / 0.10		1.41715			2011.07.20 00:45		filled	ASCTrendND buy
2011.07.21 11:04	21	EURUSD	sell	0.10 / 0.10		1.42082			2011.07.21 11:04		filled	sl 1.42082
2011.07.21 14:45	22	EURUSD	buy	0.10 / 0.10		1.42878			2011.07.21 14:45		filled	ASCTrendND buy
2011.07.22 15:01	23	EURUSD	sell	0.10 / 0.10		1.43525			2011.07.22 15:01		filled	sl 1.43525
2011.07.25 03:30	24	EURUSD	buy	0.10 / 0.10		1.43934			2011.07.25 03:30		filled	ASCTrendND buy
2011.07.27 13:44	25	EURUSD	sell	0.10 / 0.10		1.44500			2011.07.27 13:44		filled	sl 1.44500
2011.07.28 04:00	26	EURUSD	sell	0.10 / 0.10		1.43506			2011.07.28 04:00		filled	ASCTrendND sell
2011.07.28 23:02	27	EURUSD	buy	0.10 / 0.10		1.43403			2011.07.28 23:02		filled	sl 1.43403
2011.07.29 05:15	28	EURUSD	buy	0.10 / 0.10		1.43511			2011.07.29 05:15		filled	ASCTrendND buy
2011.08.01 15:35	29	EURUSD	sell	0.10 / 0.10		1.43676			2011.08.01 15:35		filled	sl 1.43676
2011.08.01 15:35	30	EURUSD	sell	0.10 / 0.10		1.43676			2011.08.01 15:35		filled	ASCTrendND sell
2011.08.01 21:02	31	EURUSD	buy	0.10 / 0.10		1.42704			2011.08.01 21:02		filled	sl 1.42704
2011.08.01 23:45	32	EURUSD	buy	0.10 / 0.10		1.42705			2011.08.01 23:45		filled	ASCTrendND buy
2011.08.04 06:44	33	EURUSD	sell	0.10 / 0.10		1.42821			2011.08.04 06:44		filled	sl 1.42821
2011.08.09 21:30	34	EURUSD	buy	0.10 / 0.10		1.42980			2011.08.09 21:30		filled	ASCTrendND buy
2011.08.10 08:39	35	EURUSD	sell	0.10 / 0.10		1.43117			2011.08.10 08:39		filled	sl 1.43117
2011.08.10 14:45	36	EURUSD	sell	0.10 / 0.10		1.43230			2011.08.10 14:45		filled	ASCTrendND sell
2011.08.11 03:48	37	EURUSD	buy	0.10 / 0.10		1.42090			2011.08.11 03:48		filled	sl 1.42090
2011.08.12 03:00	38	EURUSD	sell	0.10 / 0.10		1.41957			2011.08.12 03:00		filled	ASCTrendND sell
2011.09.06 09:02	39	EURUSD	buy	0.10 / 0.10		1.41248			2011.09.06 09:02		filled	sl 1.41248
2011.09.06 13:30	40	EURUSD	sell	0.10 / 0.10		1.40670			2011.09.06 13:30		filled	ASCTrendND sell
2011.09.07 04:26	41	EURUSD	buy	0.10 / 0.10		1.40593			2011.09.07 04:26		filled	sl 1.40593
2011.09.07 19:15	42	EURUSD	buy	0.10 / 0.10		1.40957			2011.09.07 19:15		filled	ASCTrendND buy
2011.10.28 05:35	43	EURUSD	sell	0.10 / 0.10		1.41610			2011.10.28 05:35		filled	sl 1.41610
2011.11.02 01:00	44	EURUSD	sell	0.10 / 0.10		1.36615			2011.11.02 01:00		filled	ASCTrendND sell
2011.11.10 09:51	45	EURUSD	buy	0.10 / 0.10		1.35697			2011.11.10 09:51		filled	sl 1.35697
2011.11.15 04:15	46	EURUSD	sell	0.10 / 0.10		1.36149			2011.11.15 04:15		filled	ASCTrendND sell
2011.11.16 09:36	47	EURUSD	buy	0.10 / 0.10		1.35147			2011.11.16 09:36		filled	sl 1.35147
2011.11.16 09:45	48	EURUSD	buy	0.10 / 0.10		1.35292			2011.11.16 09:45		filled	ASCTrendND buy
2013.02.01 15:50	49	EURUSD	sell	0.10 / 0.10		1.35895			2013.02.01 15:50		filled	sl 1.35895
2013.02.04 00:45	50	EURUSD	sell	0.10 / 0.10		1.36488			2013.02.04 00:45		filled	ASCTrendND sell
2013.02.05 10:32	51	EURUSD	buy	0.10 / 0.10		1.35446			2013.02.05 10:32		filled	sl 1.35446
2013.02.07 07:00	52	EURUSD	buy	0.10 / 0.10		1.35282			2013.02.07 07:00		filled	ASCTrendND buy
2013.03.07 23:59	53	EURUSD	sell	0.10 / 0.10		1.31042			2013.03.07 23:59		filled	end of test
Deals
Time	Deal	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit	Balance	Comment
2011.03.08 00:00	1		balance					0.00	0.00	2 000.00	2 000.00
2011.03.09 09:15	2	EURUSD	sell	in	0.10	1.38759	2	0.00	0.00	0.00	2 000.00	ASCTrendND sell
2011.03.11 16:20	3	EURUSD	buy	out	0.10	1.38384	3	0.00	-0.40	37.50	2 037.10	sl 1.38384
2011.03.11 16:30	4	EURUSD	buy	in	0.10	1.38273	4	0.00	0.00	0.00	2 037.10	ASCTrendND buy
2011.03.15 05:01	5	EURUSD	sell	out	0.10	1.39176	5	0.00	-0.14	90.30	2 127.26	sl 1.39176
2011.03.17 06:45	6	EURUSD	buy	in	0.10	1.39371	6	0.00	0.00	0.00	2 127.26	ASCTrendND buy
2011.03.23 00:50	7	EURUSD	sell	out	0.10	1.41629	7	0.00	-0.28	225.80	2 352.78	sl 1.41629
2011.03.23 08:45	8	EURUSD	sell	in	0.10	1.41577	8	0.00	0.00	0.00	2 352.78	ASCTrendND sell
2011.03.24 12:32	9	EURUSD	buy	out	0.10	1.41396	9	0.00	-0.30	18.10	2 370.58	sl 1.41396
2011.03.24 23:00	10	EURUSD	sell	in	0.10	1.41717	10	0.00	0.00	0.00	2 370.58	ASCTrendND sell
2011.03.28 16:32	11	EURUSD	buy	out	0.10	1.41072	11	0.00	-0.20	64.50	2 434.88	sl 1.41072
2011.03.29 12:45	12	EURUSD	sell	in	0.10	1.40906	12	0.00	0.00	0.00	2 434.88	ASCTrendND sell
2011.05.23 19:57	13	EURUSD	buy	out	0.10	1.40550	13	0.00	-5.50	35.60	2 464.98	sl 1.40550
2011.05.24 01:30	14	EURUSD	sell	in	0.10	1.40095	14	0.00	0.00	0.00	2 464.98	ASCTrendND sell
2011.07.12 11:03	15	EURUSD	buy	out	0.10	1.39238	15	0.00	-4.90	85.70	2 545.78	sl 1.39238
2011.07.13 09:15	16	EURUSD	buy	in	0.10	1.40309	16	0.00	0.00	0.00	2 545.78	ASCTrendND buy
2011.07.14 07:34	17	EURUSD	sell	out	0.10	1.41958	17	0.00	-0.21	164.90	2 710.47	sl 1.41958
2011.07.14 12:45	18	EURUSD	sell	in	0.10	1.41722	18	0.00	0.00	0.00	2 710.47	ASCTrendND sell
2011.07.18 21:37	19	EURUSD	buy	out	0.10	1.41000	19	0.00	-0.20	72.20	2 782.47	sl 1.41000
2011.07.20 00:45	20	EURUSD	buy	in	0.10	1.41715	20	0.00	0.00	0.00	2 782.47	ASCTrendND buy
2011.07.21 11:04	21	EURUSD	sell	out	0.10	1.42082	21	0.00	-0.21	36.70	2 818.96	sl 1.42082
2011.07.21 14:45	22	EURUSD	buy	in	0.10	1.42878	22	0.00	0.00	0.00	2 818.96	ASCTrendND buy
2011.07.22 15:01	23	EURUSD	sell	out	0.10	1.43525	23	0.00	-0.07	64.70	2 883.59	sl 1.43525
2011.07.25 03:30	24	EURUSD	buy	in	0.10	1.43934	24	0.00	0.00	0.00	2 883.59	ASCTrendND buy
2011.07.27 13:44	25	EURUSD	sell	out	0.10	1.44500	25	0.00	-0.14	56.60	2 940.05	sl 1.44500
2011.07.28 04:00	26	EURUSD	sell	in	0.10	1.43506	26	0.00	0.00	0.00	2 940.05	ASCTrendND sell
2011.07.28 23:02	27	EURUSD	buy	out	0.10	1.43403	27	0.00	0.00	10.30	2 950.35	sl 1.43403
2011.07.29 05:15	28	EURUSD	buy	in	0.10	1.43511	28	0.00	0.00	0.00	2 950.35	ASCTrendND buy
2011.08.01 15:35	29	EURUSD	sell	out	0.10	1.43676	29	0.00	-0.07	16.50	2 966.78	sl 1.43676
2011.08.01 15:35	30	EURUSD	sell	in	0.10	1.43676	30	0.00	0.00	0.00	2 966.78	ASCTrendND sell
2011.08.01 21:02	31	EURUSD	buy	out	0.10	1.42704	31	0.00	0.00	97.20	3 063.98	sl 1.42704
2011.08.01 23:45	32	EURUSD	buy	in	0.10	1.42705	32	0.00	0.00	0.00	3 063.98	ASCTrendND buy
2011.08.04 06:44	33	EURUSD	sell	out	0.10	1.42821	33	0.00	-0.35	11.60	3 075.23	sl 1.42821
2011.08.09 21:30	34	EURUSD	buy	in	0.10	1.42980	34	0.00	0.00	0.00	3 075.23	ASCTrendND buy
2011.08.10 08:39	35	EURUSD	sell	out	0.10	1.43117	35	0.00	-0.07	13.70	3 088.86	sl 1.43117
2011.08.10 14:45	36	EURUSD	sell	in	0.10	1.43230	36	0.00	0.00	0.00	3 088.86	ASCTrendND sell
2011.08.11 03:48	37	EURUSD	buy	out	0.10	1.42090	37	0.00	-0.30	114.00	3 202.56	sl 1.42090
2011.08.12 03:00	38	EURUSD	sell	in	0.10	1.41957	38	0.00	0.00	0.00	3 202.56	ASCTrendND sell
2011.09.06 09:02	39	EURUSD	buy	out	0.10	1.41248	39	0.00	-2.30	70.90	3 271.16	sl 1.41248
2011.09.06 13:30	40	EURUSD	sell	in	0.10	1.40670	40	0.00	0.00	0.00	3 271.16	ASCTrendND sell
2011.09.07 04:26	41	EURUSD	buy	out	0.10	1.40593	41	0.00	-0.10	7.70	3 278.76	sl 1.40593
2011.09.07 19:15	42	EURUSD	buy	in	0.10	1.40957	42	0.00	0.00	0.00	3 278.76	ASCTrendND buy
2011.10.28 05:35	43	EURUSD	sell	out	0.10	1.41610	43	0.00	-3.71	65.30	3 340.35	sl 1.41610
2011.11.02 01:00	44	EURUSD	sell	in	0.10	1.36615	44	0.00	0.00	0.00	3 340.35	ASCTrendND sell
2011.11.10 09:51	45	EURUSD	buy	out	0.10	1.35697	45	0.00	-1.00	91.80	3 431.15	sl 1.35697
2011.11.15 04:15	46	EURUSD	sell	in	0.10	1.36149	46	0.00	0.00	0.00	3 431.15	ASCTrendND sell
2011.11.16 09:36	47	EURUSD	buy	out	0.10	1.35147	47	0.00	-0.10	100.20	3 531.25	sl 1.35147
2011.11.16 09:45	48	EURUSD	buy	in	0.10	1.35292	48	0.00	0.00	0.00	3 531.25	ASCTrendND buy
2013.02.01 15:50	49	EURUSD	sell	out	0.10	1.35895	49	0.00	-31.15	60.30	3 560.40	sl 1.35895
2013.02.04 00:45	50	EURUSD	sell	in	0.10	1.36488	50	0.00	0.00	0.00	3 560.40	ASCTrendND sell
2013.02.05 10:32	51	EURUSD	buy	out	0.10	1.35446	51	0.00	-0.10	104.20	3 664.50	sl 1.35446
2013.02.07 07:00	52	EURUSD	buy	in	0.10	1.35282	52	0.00	0.00	0.00	3 664.50	ASCTrendND buy
2013.03.07 23:59	53	EURUSD	sell	out	0.10	1.31042	53	0.00	-1.96	-424.00	3 238.54	end of test
								0.00	-53.76	1 292.30	3 238.54
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