Strategy Tester Report
undular_v1.3
MetaQuotes-Demo (Build 971)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2016.05.27 00:00 - 2016.06.07 23:55 (2016.05.27 - 2016.06.08) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | undular="EA settings"; lotnom=0.001; Profit=0.3; lotstep=1.5; lotper=3; Step2=5; Step3=15; slippage=9; magic=1111; Indik="indicators settings"; Step5=50; Step6=50; per1=5; per1s=3; per5=7; per5s=5; per3=20; per3s=5; per2=20; per2s=5; per4=20; per4s=10; per6=70; | ||||
| Bars in test | 3281 | Ticks modelled | 632779 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | 73.93 | Gross profit | 110.53 | Gross loss | -36.60 |
| Profit factor | 3.02 | Expected payoff | 2.74 | ||
| Absolute drawdown | 10.78 | Maximal drawdown | 49.08 (0.49%) | Relative drawdown | 0.49% (49.08) |
| Total trades | 27 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 18 (66.67%) | Loss trades (% of total) | 9 (33.33%) | ||
| Largest | profit trade | 29.11 | loss trade | -12.43 | |
| Average | profit trade | 6.14 | loss trade | -4.07 | |
| Maximum | consecutive wins (profit in money) | 6 (56.11) | consecutive losses (loss in money) | 3 (-3.89) | |
| Maximal | consecutive profit (count of wins) | 56.11 (6) | consecutive loss (count of losses) | -22.79 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2016.05.27 03:01 | sell | 1 | 0.01 | 109.576 | 0.000 | 0.000 | ||
| 2 | 2016.05.27 18:11 | buy | 2 | 0.03 | 109.932 | 0.000 | 0.000 | ||
| 3 | 2016.05.27 18:12 | buy | 3 | 0.06 | 109.932 | 0.000 | 0.000 | ||
| 4 | 2016.05.27 20:36 | close | 3 | 0.06 | 109.992 | 0.000 | 0.000 | 3.27 | 10003.27 |
| 5 | 2016.05.27 20:36 | close | 2 | 0.03 | 109.992 | 0.000 | 0.000 | 1.64 | 10004.91 |
| 6 | 2016.05.27 20:36 | close | 1 | 0.01 | 110.012 | 0.000 | 0.000 | -3.96 | 10000.95 |
| 7 | 2016.05.27 20:36 | buy | 4 | 0.01 | 110.016 | 0.000 | 0.000 | ||
| 8 | 2016.05.27 20:36 | buy | 5 | 0.01 | 110.014 | 0.000 | 0.000 | ||
| 9 | 2016.05.30 18:02 | close | 5 | 0.01 | 111.042 | 0.000 | 0.000 | 9.26 | 10010.21 |
| 10 | 2016.05.30 18:02 | close | 4 | 0.01 | 111.042 | 0.000 | 0.000 | 9.24 | 10019.45 |
| 11 | 2016.05.31 02:53 | sell | 6 | 0.01 | 110.855 | 0.000 | 0.000 | ||
| 12 | 2016.05.31 17:01 | sell | 7 | 0.01 | 111.051 | 0.000 | 0.000 | ||
| 13 | 2016.06.01 04:33 | close | 7 | 0.01 | 110.690 | 0.000 | 0.000 | 3.25 | 10022.71 |
| 14 | 2016.06.01 04:33 | close | 6 | 0.01 | 110.690 | 0.000 | 0.000 | 1.48 | 10024.19 |
| 15 | 2016.06.01 05:12 | sell | 8 | 0.01 | 110.629 | 0.000 | 0.000 | ||
| 16 | 2016.06.01 17:02 | close | 8 | 0.01 | 109.370 | 0.000 | 0.000 | 11.51 | 10035.70 |
| 17 | 2016.06.02 12:00 | sell | 9 | 0.01 | 108.982 | 0.000 | 0.000 | ||
| 18 | 2016.06.02 21:02 | close | 9 | 0.01 | 108.836 | 0.000 | 0.000 | 1.34 | 10037.04 |
| 19 | 2016.06.03 04:00 | buy | 10 | 0.01 | 109.039 | 0.000 | 0.000 | ||
| 20 | 2016.06.03 10:13 | buy | 11 | 0.01 | 108.816 | 0.000 | 0.000 | ||
| 21 | 2016.06.03 15:36 | sell | 12 | 0.06 | 107.810 | 0.000 | 0.000 | ||
| 22 | 2016.06.03 15:36 | sell | 13 | 0.09 | 107.794 | 0.000 | 0.000 | ||
| 23 | 2016.06.03 15:43 | sell | 14 | 0.14 | 107.944 | 0.000 | 0.000 | ||
| 24 | 2016.06.03 15:51 | close | 11 | 0.01 | 107.700 | 0.000 | 0.000 | -10.36 | 10026.68 |
| 25 | 2016.06.03 15:51 | close | 10 | 0.01 | 107.700 | 0.000 | 0.000 | -12.43 | 10014.25 |
| 26 | 2016.06.03 15:51 | close | 14 | 0.14 | 107.720 | 0.000 | 0.000 | 29.11 | 10043.36 |
| 27 | 2016.06.03 15:51 | close | 13 | 0.09 | 107.720 | 0.000 | 0.000 | 6.18 | 10049.54 |
| 28 | 2016.06.03 15:51 | close | 12 | 0.06 | 107.720 | 0.000 | 0.000 | 5.01 | 10054.55 |
| 29 | 2016.06.03 15:51 | sell | 15 | 0.01 | 107.698 | 0.000 | 0.000 | ||
| 30 | 2016.06.03 15:51 | sell | 16 | 0.01 | 107.696 | 0.000 | 0.000 | ||
| 31 | 2016.06.06 05:50 | close | 16 | 0.01 | 106.889 | 0.000 | 0.000 | 7.54 | 10062.09 |
| 32 | 2016.06.06 05:50 | close | 15 | 0.01 | 106.889 | 0.000 | 0.000 | 7.56 | 10069.66 |
| 33 | 2016.06.06 10:18 | buy | 17 | 0.01 | 107.226 | 0.000 | 0.000 | ||
| 34 | 2016.06.06 11:31 | buy | 18 | 0.01 | 107.076 | 0.000 | 0.000 | ||
| 35 | 2016.06.06 20:48 | close | 18 | 0.01 | 107.151 | 0.000 | 0.000 | 0.70 | 10070.36 |
| 36 | 2016.06.06 20:48 | close | 17 | 0.01 | 107.151 | 0.000 | 0.000 | -0.70 | 10069.66 |
| 37 | 2016.06.07 04:27 | buy | 19 | 0.01 | 107.496 | 0.000 | 0.000 | ||
| 38 | 2016.06.07 09:00 | close | 19 | 0.01 | 107.647 | 0.000 | 0.000 | 1.40 | 10071.06 |
| 39 | 2016.06.07 12:00 | buy | 20 | 0.01 | 107.747 | 0.000 | 0.000 | ||
| 40 | 2016.06.07 16:35 | sell | 21 | 0.03 | 107.348 | 0.000 | 0.000 | ||
| 41 | 2016.06.07 16:35 | sell | 22 | 0.06 | 107.345 | 0.000 | 0.000 | ||
| 42 | 2016.06.07 17:07 | sell | 23 | 0.01 | 107.274 | 0.000 | 0.000 | ||
| 43 | 2016.06.07 17:53 | sell | 24 | 0.01 | 107.204 | 0.000 | 0.000 | ||
| 44 | 2016.06.07 17:57 | close | 20 | 0.01 | 107.190 | 0.000 | 0.000 | -5.20 | 10065.86 |
| 45 | 2016.06.07 17:57 | close | 24 | 0.01 | 107.210 | 0.000 | 0.000 | -0.06 | 10065.80 |
| 46 | 2016.06.07 17:57 | close | 23 | 0.01 | 107.210 | 0.000 | 0.000 | 0.60 | 10066.40 |
| 47 | 2016.06.07 17:57 | close | 22 | 0.06 | 107.210 | 0.000 | 0.000 | 7.56 | 10073.96 |
| 48 | 2016.06.07 17:57 | close | 21 | 0.03 | 107.210 | 0.000 | 0.000 | 3.86 | 10077.82 |
| 49 | 2016.06.07 17:57 | sell | 25 | 0.01 | 107.188 | 0.000 | 0.000 | ||
| 50 | 2016.06.07 17:57 | sell | 26 | 0.01 | 107.189 | 0.000 | 0.000 | ||
| 51 | 2016.06.07 18:41 | sell | 27 | 0.02 | 107.339 | 0.000 | 0.000 | ||
| 52 | 2016.06.07 23:59 | close at stop | 27 | 0.02 | 107.368 | 0.000 | 0.000 | -0.54 | 10077.28 |
| 53 | 2016.06.07 23:59 | close at stop | 26 | 0.01 | 107.368 | 0.000 | 0.000 | -1.67 | 10075.61 |
| 54 | 2016.06.07 23:59 | close at stop | 25 | 0.01 | 107.368 | 0.000 | 0.000 | -1.68 | 10073.93 |