Strategy Tester Report |
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MetaQuotes-Demo (Build 814) |
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Settings |
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Expert: | 200mav1 | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | H1 (2012.06.06 - 2013.06.06) | |||||||||||
Inputs: | EAName=200mav1 | |||||||||||
IsMicroAccount=false | ||||||||||||
CompletedBars=true | ||||||||||||
TradeOrAlert=true | ||||||||||||
SendMailMode=false | ||||||||||||
PlaySounds=false | ||||||||||||
MySound=alert.wav | ||||||||||||
FiveDigits=true | ||||||||||||
UseTradingTime=false | ||||||||||||
TradingTimeStart=8 | ||||||||||||
TradingTimeEnd=17 | ||||||||||||
OrderIncludeTPSL=true | ||||||||||||
MaxVolumePosition=2.00000000 | ||||||||||||
MaxOrderRetry=10 | ||||||||||||
UseMaximumPercentageatRisk=false | ||||||||||||
MaximumPercentageatRisk=10.00000000 | ||||||||||||
UseLotManagement=false | ||||||||||||
LotManagementType=1 | ||||||||||||
ReductionFactor=1.00000000 | ||||||||||||
DecreaseLotAfterLoss=2.00000000 | ||||||||||||
Slippage=3 | ||||||||||||
B_Symbol_LS_0=1.00000000 | ||||||||||||
B_Symbol_TP_0=80 | ||||||||||||
B_Symbol_SL_0=140 | ||||||||||||
B_Symbol_TS_0=0 | ||||||||||||
S_Symbol_LS_0=1.00000000 | ||||||||||||
S_Symbol_TP_0=60 | ||||||||||||
S_Symbol_SL_0=140 | ||||||||||||
S_Symbol_TS_0=0 | ||||||||||||
MagicNumberLong=6658641 | ||||||||||||
MagicNumberShort=4167090 | ||||||||||||
ShowWarnings=true | ||||||||||||
Broker: | MetaQuotes Software Corp. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 3 000.00 | |||||||||||
Leverage: | 1:500 | |||||||||||
Results |
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History Quality: | 100% | |||||||||||
Bars: | 6169 | Ticks: | 12955 | Symbols: | 1 | |||||||
Total Net Profit: | 4 986.00 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 187.00 | |||||||
Gross Profit: | 4 986.00 | Balance Drawdown Maximal: | 0.00 (0.00%) | Equity Drawdown Maximal: | 1 946.00 (40.89%) | |||||||
Gross Loss: | 0.00 | Balance Drawdown Relative: | 0.00% (0.00) | Equity Drawdown Relative: | 40.89% (1 946.00) | |||||||
Profit Factor: | Expected Payoff: | 712.29 | Margin Level: | 1086.10% | ||||||||
Recovery Factor: | 2.56 | Sharpe Ratio: | 5.44 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.1505 (15.05%) | LR Correlation: | 1.00 | OnTester result: | 0 | |||||||
GHPR: | 1.1501 (15.01%) | LR Standard Error: | 132.34 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 3 (100.00%) | Long Trades (won %): | 4 (100.00%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 7 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 800.00 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 712.29 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 7 (4 986.00) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 4 986.00 (7) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 7 | Average consecutive losses: | 0 | |||||||||
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Correlation (Profits,MFE): | 0.67 | Correlation (Profits,MAE): | 0.20 | Correlation (MFE,MAE): | 0.3339 | |||||||
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Minimal position holding time: | 1:59:56 | Maximal position holding time: | 121:59:56 | Average position holding time: | 46:34:12 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2012.08.01 13:00 | 2 | EURUSD | sell | 1.00 / 1.00 | 1.23082 | 1.24482 | 1.22482 | 2012.08.01 13:00 | filled | Go short 4167090 | ||
2012.08.01 20:59 | 3 | EURUSD | buy | 1.00 / 1.00 | 1.22482 | 2012.08.01 20:59 | filled | tp 1.22482 | ||||
2012.09.06 14:00 | 4 | EURUSD | sell | 1.00 / 1.00 | 1.26375 | 1.27775 | 1.25775 | 2012.09.06 14:00 | filled | Go short 4167090 | ||
2012.09.06 15:59 | 5 | EURUSD | buy | 1.00 / 1.00 | 1.25775 | 2012.09.06 15:59 | filled | tp 1.25775 | ||||
2012.10.02 16:00 | 6 | EURUSD | sell | 1.00 / 1.00 | 1.29348 | 1.30748 | 1.28748 | 2012.10.02 16:00 | filled | Go short 4167090 | ||
2012.10.09 17:59 | 7 | EURUSD | buy | 1.00 / 1.00 | 1.28748 | 2012.10.09 17:59 | filled | tp 1.28748 | ||||
2013.03.01 18:00 | 8 | EURUSD | buy | 1.00 / 1.00 | 1.29882 | 1.28482 | 1.30682 | 2013.03.01 18:00 | filled | Go long 6658641 | ||
2013.03.05 10:59 | 9 | EURUSD | sell | 1.00 / 1.00 | 1.30682 | 2013.03.05 10:59 | filled | tp 1.30682 | ||||
2013.03.07 00:00 | 10 | EURUSD | buy | 1.00 / 1.00 | 1.29793 | 1.28393 | 1.30593 | 2013.03.07 00:00 | filled | Go long 6658641 | ||
2013.03.07 14:59 | 11 | EURUSD | sell | 1.00 / 1.00 | 1.30593 | 2013.03.07 14:59 | filled | tp 1.30593 | ||||
2013.03.11 00:00 | 12 | EURUSD | buy | 1.00 / 1.00 | 1.29904 | 1.28504 | 1.30704 | 2013.03.11 00:00 | filled | Go long 6658641 | ||
2013.03.12 14:59 | 13 | EURUSD | sell | 1.00 / 1.00 | 1.30704 | 2013.03.12 14:59 | filled | tp 1.30704 | ||||
2013.03.18 22:00 | 14 | EURUSD | buy | 1.00 / 1.00 | 1.29567 | 1.28167 | 1.30367 | 2013.03.18 22:00 | filled | Go long 6658641 | ||
2013.03.25 00:59 | 15 | EURUSD | sell | 1.00 / 1.00 | 1.30367 | 2013.03.25 00:59 | filled | tp 1.30367 | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2012.06.06 00:00 | 1 | balance | 0.00 | 0.00 | 3 000.00 | 3 000.00 | ||||||
2012.08.01 13:00 | 2 | EURUSD | sell | in | 1.00 | 1.23082 | 2 | 0.00 | 0.00 | 0.00 | 3 000.00 | Go short 4167090 |
2012.08.01 20:59 | 3 | EURUSD | buy | out | 1.00 | 1.22482 | 3 | 0.00 | 0.00 | 600.00 | 3 600.00 | tp 1.22482 |
2012.09.06 14:00 | 4 | EURUSD | sell | in | 1.00 | 1.26375 | 4 | 0.00 | 0.00 | 0.00 | 3 600.00 | Go short 4167090 |
2012.09.06 15:59 | 5 | EURUSD | buy | out | 1.00 | 1.25775 | 5 | 0.00 | 0.00 | 600.00 | 4 200.00 | tp 1.25775 |
2012.10.02 16:00 | 6 | EURUSD | sell | in | 1.00 | 1.29348 | 6 | 0.00 | 0.00 | 0.00 | 4 200.00 | Go short 4167090 |
2012.10.09 17:59 | 7 | EURUSD | buy | out | 1.00 | 1.28748 | 7 | 0.00 | -7.00 | 600.00 | 4 793.00 | tp 1.28748 |
2013.03.01 18:00 | 8 | EURUSD | buy | in | 1.00 | 1.29882 | 8 | 0.00 | 0.00 | 0.00 | 4 793.00 | Go long 6658641 |
2013.03.05 10:59 | 9 | EURUSD | sell | out | 1.00 | 1.30682 | 9 | 0.00 | -1.40 | 800.00 | 5 591.60 | tp 1.30682 |
2013.03.07 00:00 | 10 | EURUSD | buy | in | 1.00 | 1.29793 | 10 | 0.00 | 0.00 | 0.00 | 5 591.60 | Go long 6658641 |
2013.03.07 14:59 | 11 | EURUSD | sell | out | 1.00 | 1.30593 | 11 | 0.00 | 0.00 | 800.00 | 6 391.60 | tp 1.30593 |
2013.03.11 00:00 | 12 | EURUSD | buy | in | 1.00 | 1.29904 | 12 | 0.00 | 0.00 | 0.00 | 6 391.60 | Go long 6658641 |
2013.03.12 14:59 | 13 | EURUSD | sell | out | 1.00 | 1.30704 | 13 | 0.00 | -0.70 | 800.00 | 7 190.90 | tp 1.30704 |
2013.03.18 22:00 | 14 | EURUSD | buy | in | 1.00 | 1.29567 | 14 | 0.00 | 0.00 | 0.00 | 7 190.90 | Go long 6658641 |
2013.03.25 00:59 | 15 | EURUSD | sell | out | 1.00 | 1.30367 | 15 | 0.00 | -4.90 | 800.00 | 7 986.00 | tp 1.30367 |
0.00 | -14.00 | 5 000.00 | 7 986.00 | |||||||||