Strategy Tester Report |
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MetaQuotes-Demo (Build 821) |
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Settings |
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| Expert: | Exp - TEST | |||||||||||
| Symbol: | EURUSD | |||||||||||
| Period: | H1 (2013.06.01 - 2013.07.15) | |||||||||||
| Inputs: | Signal========== Signal options ========= | |||||||||||
| shift=0 | ||||||||||||
| IndSigToTrade=1 | ||||||||||||
| IndSigToTrade2=0 | ||||||||||||
| IndSigToTrade3=0 | ||||||||||||
| ReverseSignal=1 | ||||||||||||
| ONlyOnePosbySignal=1 | ||||||||||||
| ClosePosifChange=0 | ||||||||||||
| averagerset========== Averager options ========= | ||||||||||||
| UseAverage=1 | ||||||||||||
| OnlyModify=false | ||||||||||||
| TakeProfitALL=800 | ||||||||||||
| Distance=600 | ||||||||||||
| MaxOrders=0 | ||||||||||||
| LotsMartinAverager=1.5 | ||||||||||||
| lotsset========== Lots options ========= | ||||||||||||
| lot=0.01000000 | ||||||||||||
| DynamicLot=true | ||||||||||||
| LotBalancePcnt=14.610 | ||||||||||||
| MaxLot=999.00000000 | ||||||||||||
| Martin=1.00000000 | ||||||||||||
| trade========== Stops options ========= | ||||||||||||
| StopLoss=1000 | ||||||||||||
| TakeProfit=0 | ||||||||||||
| timetrade_========== Times options ========= | ||||||||||||
| OpenHour=0 | ||||||||||||
| OpenMinute=0 | ||||||||||||
| CloseHour=23 | ||||||||||||
| CloseMinute=59 | ||||||||||||
| Trailing_========== Trailing options ========= | ||||||||||||
| TrailingStopUSE=0 | ||||||||||||
| IfProfTrail=true | ||||||||||||
| TrailingStop=1000 | ||||||||||||
| TrailingStep=1 | ||||||||||||
| MovingInWLUSE_========== WithoutLOSS options ========= | ||||||||||||
| MovingInWLUSE=false | ||||||||||||
| LevelWLoss=0 | ||||||||||||
| LevelProfit=0 | ||||||||||||
| CloseProfitLoss========== CloseALL when Profit or LOSS options ========= | ||||||||||||
| TypeofClose=1 | ||||||||||||
| CloseProfit=false | ||||||||||||
| prifitessss=10.00000000 | ||||||||||||
| CloseLoss=false | ||||||||||||
| lossss=-10.00000000 | ||||||||||||
| OFFAllEaAfterClosePROF=false | ||||||||||||
| OFFAllEaAfterCloseLOSS=false | ||||||||||||
| pair========== Symbols options ========= | ||||||||||||
| PAIR1=EURUSD | ||||||||||||
| PAIR2=EURCHF | ||||||||||||
| PAIR3=GBPUSD | ||||||||||||
| PAIR4=USDCHF | ||||||||||||
| PAIR5=USDJPY | ||||||||||||
| PAIR6=EURGBP | ||||||||||||
| PAIR7= | ||||||||||||
| PAIR8= | ||||||||||||
| PAIR9= | ||||||||||||
| PAIR10= | ||||||||||||
| PAIR11= | ||||||||||||
| PAIR12= | ||||||||||||
| ind========== Indicators options ========= | ||||||||||||
| Moving_Average_input_parameters=------------------------ | ||||||||||||
| periodma1=8 | ||||||||||||
| periodma2=16 | ||||||||||||
| MAmethod=0 | ||||||||||||
| MAprice=1 | ||||||||||||
| MACD_input_parameters=------------------------ | ||||||||||||
| FastMACD=110 | ||||||||||||
| SlowMACD=136 | ||||||||||||
| MACDSMA=14 | ||||||||||||
| MACDprice=4 | ||||||||||||
| Stochastic_Oscillator_input_parameters=------------------------ | ||||||||||||
| SOPeriodK=5 | ||||||||||||
| SOPeriodD=3 | ||||||||||||
| SOslowing=3 | ||||||||||||
| SOmethod=0 | ||||||||||||
| SOpricefield=0 | ||||||||||||
| RSI_input_parameters=------------------------ | ||||||||||||
| RSIPeriod=14 | ||||||||||||
| RSIprice=1 | ||||||||||||
| CCI_input_parameters=------------------------ | ||||||||||||
| CCIPeriod=14 | ||||||||||||
| CCIprice=6 | ||||||||||||
| WPR_input_parameters=------------------------ | ||||||||||||
| WPRPeriod=14 | ||||||||||||
| Bollinger_Bands_input_parameters=------------------------ | ||||||||||||
| BBPeriod=20 | ||||||||||||
| BBdeviation=2.00000000 | ||||||||||||
| BBprice=1 | ||||||||||||
| Alligator_input_parameters=------------------------ | ||||||||||||
| ALjawperiod=13 | ||||||||||||
| ALteethperiod=8 | ||||||||||||
| ALlipsperiod=5 | ||||||||||||
| ALmethod=2 | ||||||||||||
| ALprice=5 | ||||||||||||
| Ichimoku_Kinko_Hyo_input_parameters=------------------------ | ||||||||||||
| IKHtenkansen=9 | ||||||||||||
| IKHkijunsen=26 | ||||||||||||
| IKHsenkouspanb=52 | ||||||||||||
| Envelopes_input_parameters=------------------------ | ||||||||||||
| ENVPeriod=14 | ||||||||||||
| ENVdeviation=0.10000000 | ||||||||||||
| ENVprice=1 | ||||||||||||
| ENVmethod=0 | ||||||||||||
| OsMA_input_parameters=------------------------ | ||||||||||||
| OsMAperiod=9 | ||||||||||||
| OsMAfastperiod=2 | ||||||||||||
| OsMAslowperiod=30 | ||||||||||||
| OsMAprice=1 | ||||||||||||
| Broker: | MetaQuotes Software Corp. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 1 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 281 | Ticks: | 732398 | Symbols: | 6 | |||||||
| Total Net Profit: | -581.83 | Balance Drawdown Absolute: | 8 041.62 | Equity Drawdown Absolute: | 1 000.38 | |||||||
| Gross Profit: | 8 961.66 | Balance Drawdown Maximal: | 9 226.78 (422.25%) | Equity Drawdown Maximal: | 6 091.18 (100.01%) | |||||||
| Gross Loss: | -9 543.49 | Balance Drawdown Relative: | 422.25% (9 226.78) | Equity Drawdown Relative: | 100.01% (6 091.18) | |||||||
| Profit Factor: | 0.94 | Expected Payoff: | -96.97 | Margin Level: | 3.94% | |||||||
| Recovery Factor: | -0.10 | Sharpe Ratio: | -0.39 | Z-Score: | 0.46 (35.45%) | |||||||
| AHPR: | 0.1945 (-80.55%) | LR Correlation: | -0.43 | OnTester result: | 0 | |||||||
| GHPR: | 0.8648 (-13.52%) | LR Standard Error: | 3 287.42 | |||||||||
| Total Trades: | 6 | Short Trades (won %): | 4 (50.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
| Total Deals: | 23 | Profit Trades (% of total): | 3 (50.00%) | Loss Trades (% of total): | 3 (50.00%) | |||||||
| Largest profit trade: | 4 106.33 | Largest loss trade: | -8 880.18 | |||||||||
| Average profit trade: | 2 987.22 | Average loss trade: | -3 181.16 | |||||||||
| Maximum consecutive wins ($): | 2 (7 459.79) | Maximum consecutive losses ($): | 2 (-9 226.78) | |||||||||
| Maximal consecutive profit (count): | 7 459.79 (2) | Maximal consecutive loss (count): | -9 226.78 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.78 | Correlation (Profits,MAE): | 0.94 | Correlation (MFE,MAE): | 0.5209 | |||||||
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| Minimal position holding time: | 266:10:33 | Maximal position holding time: | 281:36:37 | Average position holding time: | 277:17:35 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2013.06.03 00:23 | 2 | EURGBP | sell | 0.56 / 0.56 | 0.85460 | 0.86475 | 2013.06.03 00:23 | filled | ||||
| 2013.06.03 01:01 | 3 | USDJPY | sell | 0.60 / 0.60 | 100.537 | 101.544 | 2013.06.03 01:01 | filled | ||||
| 2013.06.03 03:00 | 4 | GBPUSD | buy | 0.37 / 0.37 | 1.52171 | 1.51157 | 2013.06.03 03:00 | filled | ||||
| 2013.06.03 03:00 | 5 | USDCHF | sell | 0.47 / 0.47 | 0.95606 | 0.96620 | 2013.06.03 03:00 | filled | ||||
| 2013.06.03 05:00 | 6 | EURCHF | buy | 0.17 / 0.17 | 1.24534 | 1.23512 | 2013.06.03 05:00 | filled | ||||
| 2013.06.03 15:21 | 7 | USDCHF | sell | 0.47 / 0.47 | 0.96209 | 0.97222 | 0.95422 | 2013.06.03 15:21 | filled | Averager | ||
| 2013.06.03 15:49 | 8 | EURUSD | sell | 0.47 / 0.47 | 1.29609 | 1.30615 | 2013.06.03 15:49 | filled | Averager | |||
| 2013.06.03 16:15 | 9 | EURUSD | sell | 0.47 / 0.47 | 1.30210 | 1.31216 | 1.29416 | 2013.06.03 16:15 | filled | Averager | ||
| 2013.06.03 17:11 | 10 | EURCHF | buy | 0.17 / 0.17 | 1.23927 | 1.22911 | 1.24711 | 2013.06.03 17:11 | filled | Averager | ||
| 2013.06.03 17:15 | 11 | EURUSD | sell | 0.47 / 0.47 | 1.30815 | 1.31820 | 1.30020 | 2013.06.03 17:15 | filled | Averager | ||
| 2013.06.05 17:06 | 12 | EURCHF | buy | 0.17 / 0.17 | 1.23327 | 1.22313 | 1.24113 | 2013.06.05 17:06 | filled | Averager | ||
| 2013.06.06 14:45 | 13 | EURUSD | sell | 0.47 / 0.47 | 1.31421 | 1.32430 | 1.30630 | 2013.06.06 14:45 | filled | Averager | ||
| 2013.06.06 17:40 | 14 | EURUSD | sell | 0.47 / 0.47 | 1.32022 | 1.33028 | 1.31228 | 2013.06.06 17:40 | filled | Averager | ||
| 2013.06.06 17:56 | 15 | EURUSD | sell | 0.47 / 0.47 | 1.32622 | 1.33636 | 1.31836 | 2013.06.06 17:56 | filled | Averager | ||
| 2013.06.07 12:24 | 16 | EURCHF | buy | 0.17 / 0.17 | 1.22726 | 1.21713 | 1.23513 | 2013.06.07 12:24 | filled | Averager | ||
| 2013.06.12 09:03 | 17 | EURUSD | sell | 0.47 / 0.47 | 1.33225 | 1.34231 | 1.32431 | 2013.06.12 09:03 | filled | Averager | ||
| 2013.06.13 08:10 | 18 | EURUSD | sell | 0.47 / 0.47 | 1.33826 | 1.34834 | 1.33034 | 2013.06.13 08:10 | filled | Averager | ||
| 2013.06.18 18:00 | 19 | EURGBP | buy | 0.56 / 0.56 | 0.85816 | 2013.06.18 18:00 | filled | so 24.15% | ||||
| 2013.06.18 18:00 | 20 | GBPUSD | sell | 0.37 / 0.37 | 1.56233 | 2013.06.18 18:00 | filled | so 24.15% | ||||
| 2013.06.18 18:00 | 21 | EURCHF | sell | 0.68 / 0.68 | 1.23159 | 2013.06.18 18:00 | filled | so 24.15% | ||||
| 2013.06.18 18:00 | 22 | EURUSD | buy | 3.76 / 3.76 | 1.34070 | 2013.06.18 18:00 | filled | end of test | ||||
| 2013.06.18 18:00 | 23 | USDCHF | buy | 0.94 / 0.94 | 0.91879 | 2013.06.18 18:00 | filled | end of test | ||||
| 2013.06.18 18:00 | 24 | USDJPY | buy | 0.60 / 0.60 | 95.207 | 2013.06.18 18:00 | filled | end of test | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2013.06.01 00:00 | 1 | balance | 0.00 | 0.00 | 1 000.00 | 1 000.00 | ||||||
| 2013.06.03 00:23 | 2 | EURGBP | sell | in | 0.56 | 0.85460 | 2 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2013.06.03 01:01 | 3 | USDJPY | sell | in | 0.60 | 100.537 | 3 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2013.06.03 03:00 | 4 | GBPUSD | buy | in | 0.37 | 1.52171 | 4 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2013.06.03 03:00 | 5 | USDCHF | sell | in | 0.47 | 0.95606 | 5 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2013.06.03 05:00 | 6 | EURCHF | buy | in | 0.17 | 1.24534 | 6 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2013.06.03 15:21 | 7 | USDCHF | sell | in | 0.47 | 0.96209 | 7 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.03 15:49 | 8 | EURUSD | sell | in | 0.47 | 1.29609 | 8 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.03 16:15 | 9 | EURUSD | sell | in | 0.47 | 1.30210 | 9 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.03 17:11 | 10 | EURCHF | buy | in | 0.17 | 1.23927 | 10 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.03 17:15 | 11 | EURUSD | sell | in | 0.47 | 1.30815 | 11 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.05 17:06 | 12 | EURCHF | buy | in | 0.17 | 1.23327 | 12 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.06 14:45 | 13 | EURUSD | sell | in | 0.47 | 1.31421 | 13 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.06 17:40 | 14 | EURUSD | sell | in | 0.47 | 1.32022 | 14 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.06 17:56 | 15 | EURUSD | sell | in | 0.47 | 1.32622 | 15 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.07 12:24 | 16 | EURCHF | buy | in | 0.17 | 1.22726 | 16 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.12 09:03 | 17 | EURUSD | sell | in | 0.47 | 1.33225 | 17 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.13 08:10 | 18 | EURUSD | sell | in | 0.47 | 1.33826 | 18 | 0.00 | 0.00 | 0.00 | 1 000.00 | Averager |
| 2013.06.18 18:00 | 19 | EURGBP | buy | out | 0.56 | 0.85816 | 19 | 0.00 | -5.22 | -311.49 | 683.29 | so 24.15% |
| 2013.06.18 18:00 | 20 | GBPUSD | sell | out | 0.37 | 1.56233 | 20 | 0.00 | -1.07 | 1 502.94 | 2 185.16 | so 24.15% |
| 2013.06.18 18:00 | 21 | EURCHF | sell | out | 0.68 | 1.23159 | 21 | 0.00 | 0.93 | -347.53 | 1 838.56 | so 24.15% |
| 2013.06.18 18:00 | 22 | EURUSD | buy | out | 3.76 | 1.34070 | 22 | 0.00 | -39.48 | -8 840.70 | -7 041.62 | end of test |
| 2013.06.18 18:00 | 23 | USDCHF | buy | out | 0.94 | 0.91879 | 23 | 0.00 | -15.17 | 4 121.50 | -2 935.29 | end of test |
| 2013.06.18 18:00 | 24 | USDJPY | buy | out | 0.60 | 95.207 | 24 | 0.00 | -5.54 | 3 359.00 | 418.17 | end of test |
| 0.00 | -65.55 | -516.28 | 418.17 | |||||||||