EA Analyzer Report

NZDUSD-M5

Source: MetaTrader4 Backtest Resuts
Symbol NZDUSD Period M5 : 15.01.2008 - 20.01.2016
Initial deposit 10000.0 Model Open prices only - Modelling quality: n/a
Parameters hour=-1; msg01="-- START TRADE HOUR -- at this hour (included) begins the period for open new orders. This hour is related to the mt4 server (value between 0 and 23)."; Start_Trade_Hour=0; msg02="-- END TRADE HOUR -- at this hour (included) ends the period for open new orders. This hour is related to the mt4 server (value between 0 and 23)."; End_Trade_Hour=23; msg11="-------- FIXED ORDER SIZE --------"; msg12="Order size in lots (If no Autolot option applied)."; msg13="The recommendation is a size of 0.01 lots for every 500$ of balance for moderate risk or 0.01 for every 800$ of balance for low risk"; Fixed_Order_Size=0.1; msg21="-------- AUTOLOT OPTIONS --------"; msg22="Set the next value to 1 to apply Autolot (only applies to the EURUSD pair)"; msg23="IMPORTANT: Check the calculated value when you load the expert, in the expert's tab, to assure that all is fine with the lot size."; Autolot_Enabled=0; msg24="Select the risk level if autolot is enabled."; msg25="This is the percentage of the total balance of your account that you want to assign to this expert (value between 0.0 and 100.0)"; Balance_Percent=100; msg31="-------- FIFO OPTION --------"; msg32="set this value to 1 if you want to be compatible with FIFO restrictions"; FIFO_enabled=0; msg41="-------- GENERAL INFORMATION --------"; msg42="The recomended pair is EURUSD on the M5/M15/M30/H1 timeframes"; msg43="Follow the signal page to see other recommended pairs on certain moment."; msg44="This expert has reserved some Magic Numbers between 500051 and 500305 range"; msg45="If you want to disable the running message put this value in 1"; disable_msg=0;
Total Profit $ 1355.36
Profit in pips 1423.31 pips
Yearly Avg profit $ 169.42
# of trades 110
Sharpe ratio 0.38
Profit factor 3.47
Return / DD ratio 10.76
Winning % 41.82 %
Drawdown $ 125.96
% Drawdown 1.18 %
Daily Avg profit $ 0.46
Monthly Avg profit $ 14.12
Average trade $ 22.3

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2016 47.15 0 0 0 0 0 0 0 0 0 0 0 47.15
2015 122.91 0 63.86 0 -26.44 0 0 0 -1.68 0 -15.85 80.36 223.16
2014 27.62 0 0 0 -18.35 32 13.19 0 0 19.66 31.62 95.96 201.7
2013 -20.79 -17.54 -1.37 0 0 0 267.78 0 8.33 0 -8.21 -12.54 215.66
2012 18.17 0 -31.46 0 0 0 0 0 0 -1.37 5.28 0 -9.38
2011 0 -10.84 -12.24 -35.07 0 32.86 0 0 0 26.86 0 0 1.57
2010 130.53 66.79 0 0 0 0 -5.21 0 -7.14 0 -2.07 -53.39 129.51
2009 0 0 282.44 57.66 0 0 -4.04 0 0 -49.8 0 0 286.26
2008 120.26 0 0 0 0 223.27 -11.96 0 -20.44 -51.4 0 0 259.73

Stats

Strategy

Wins/Losses Ratio0.72 Payout Ratio (Avg Win/Loss)4.83 Average # of Bars in Trade0
AHPR0.12 Z-Score-5.52 Z-Probability100 %
Expectancy12.32 Deviation $ 33.79 Exposure0 %
Stagnation in Days1239 Stagnation in %42.33 %

Trades

# of Wins46 # of Losses64
Gross Profit $ 1904.13 Gross Loss $ -548.77 Average Win $ 41.39 Average Loss $ -8.57
Largest Win $ 121.63 Largest Loss $ -50.97 Max Consec Wins7 Max Consec Losses14
Avg Consec Wins3.29 Avg Consec Loss4.92 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image
P/L by hour P/L by weekday P/L by month
Long vs Short trades Long vs Short P/L Trades by month
P/L by trade duration Wins/Losses by hour Wins/Losses Profit by weekday

Trades

Order Type Open time Open price Size Close time Close price Profit/Loss Comment
1 SHORT 15.01.2008 22:05:00 0.7771 0.1 16.01.2008 00:05:00 0.7764 $ 6.28 Exit rule
2 SHORT 15.01.2008 22:10:00 0.7776 0.1 16.01.2008 00:05:00 0.7661 $ 113.98 PT
3 SHORT 04.06.2008 23:05:00 0.7724 0.1 05.06.2008 22:10:00 0.7675 $ 47.69 Exit rule
4 SHORT 04.06.2008 23:10:00 0.7717 0.1 05.06.2008 14:45:00 0.7617 $ 98.89 PT
5 SHORT 04.06.2008 23:15:00 0.7713 0.1 05.06.2008 14:10:00 0.7635 $ 76.69 Exit rule
6 SHORT 23.07.2008 23:05:00 0.743 0.1 24.07.2008 00:05:00 0.7434 $ -5.32 Exit rule
7 SHORT 23.07.2008 23:10:00 0.7435 0.1 24.07.2008 01:40:00 0.7439 $ -5.32 Exit rule
8 SHORT 23.07.2008 23:15:00 0.7443 0.1 24.07.2008 02:45:00 0.7443 $ -1.32 Exit rule
9 SHORT 04.09.2008 23:30:00 0.666 0.1 05.09.2008 01:05:00 0.6668 $ -8.72 Exit rule
10 SHORT 04.09.2008 23:35:00 0.6675 0.1 05.09.2008 10:00:00 0.6686 $ -11.72 Exit rule
11 LONG 22.10.2008 22:15:00 0.5929 0.1 23.10.2008 01:50:00 0.5878 $ -50.97 Exit rule
12 LONG 22.10.2008 22:20:00 0.5937 0.1 22.10.2008 23:10:00 0.5937 $ -0.43 Exit rule
13 SHORT 31.03.2009 22:15:00 0.564 0.1 01.04.2009 07:55:00 0.5532 $ 107.28 Exit rule
14 SHORT 31.03.2009 22:20:00 0.563 0.1 01.04.2009 07:55:00 0.5531 $ 97.88 PT
15 SHORT 31.03.2009 22:25:00 0.5623 0.1 01.04.2009 07:20:00 0.5544 $ 77.28 Exit rule
16 SHORT 29.04.2009 23:05:00 0.567 0.1 30.04.2009 00:35:00 0.5633 $ 35.98 Exit rule
17 SHORT 29.04.2009 23:10:00 0.5656 0.1 30.04.2009 00:35:00 0.5633 $ 21.68 Exit rule
18 SHORT 23.07.2009 22:25:00 0.6526 0.1 23.07.2009 23:50:00 0.654 $ -14.23 Exit rule
19 SHORT 23.07.2009 22:30:00 0.6532 0.1 23.07.2009 23:50:00 0.654 $ -9.13 Exit rule
20 SHORT 29.07.2009 23:05:00 0.6514 0.1 30.07.2009 05:20:00 0.6489 $ 23.38 Exit rule
21 SHORT 29.07.2009 23:10:00 0.6505 0.1 29.07.2009 23:35:00 0.6504 $ 0.37 Exit rule
22 SHORT 29.07.2009 23:15:00 0.65 0.1 29.07.2009 23:35:00 0.6504 $ -4.43 Exit rule
23 LONG 13.10.2009 22:40:00 0.738 0.1 14.10.2009 03:20:00 0.7367 $ -12.88 Exit rule
24 LONG 13.10.2009 22:45:00 0.7388 0.1 14.10.2009 02:00:00 0.7382 $ -6.78 Exit rule
25 LONG 14.10.2009 23:50:00 0.7447 0.1 15.10.2009 00:45:00 0.7429 $ -18.37 Exit rule
26 LONG 14.10.2009 23:55:00 0.744 0.1 15.10.2009 00:45:00 0.7429 $ -11.77 Exit rule
27 SHORT 19.01.2010 22:50:00 0.7363 0.1 20.01.2010 03:05:00 0.7288 $ 74.08 PT
28 SHORT 19.01.2010 22:55:00 0.7357 0.1 20.01.2010 00:20:00 0.7325 $ 30.57 Exit rule
29 SHORT 19.01.2010 23:00:00 0.7352 0.1 20.01.2010 00:20:00 0.7325 $ 25.88 Exit rule
30 SHORT 03.02.2010 22:50:00 0.7015 0.1 03.02.2010 23:10:00 0.7018 $ -3.53 Exit rule
31 SHORT 03.02.2010 22:55:00 0.701 0.1 03.02.2010 23:15:00 0.7011 $ -2.33 Exit rule
32 SHORT 18.02.2010 22:40:00 0.7011 0.1 19.02.2010 20:00:00 0.6971 $ 38.98 Exit rule
33 SHORT 18.02.2010 22:50:00 0.6993 0.1 19.02.2010 18:50:00 0.6958 $ 33.67 Exit rule
34 SHORT 28.07.2010 23:05:00 0.7219 0.1 29.07.2010 01:10:00 0.7223 $ -5.21 Exit rule
35 SHORT 15.09.2010 23:05:00 0.7264 0.1 15.09.2010 23:30:00 0.7267 $ -3.93 Exit rule
36 SHORT 15.09.2010 23:10:00 0.7276 0.1 16.09.2010 02:05:00 0.7278 $ -3.21 Exit rule
37 LONG 03.11.2010 22:50:00 0.7853 0.1 04.11.2010 02:05:00 0.7851 $ -2.07 Exit rule
38 SHORT 13.12.2010 22:50:00 0.7507 0.1 13.12.2010 23:10:00 0.7509 $ -2.93 Exit rule
39 LONG 28.12.2010 22:00:00 0.7583 0.1 28.12.2010 22:40:00 0.7556 $ -27.63 SL
40 LONG 28.12.2010 22:05:00 0.7578 0.1 28.12.2010 22:40:00 0.7556 $ -22.83 SL
41 SHORT 02.02.2011 22:50:00 0.7737 0.1 03.02.2011 01:40:00 0.7739 $ -3.02 Exit rule
42 SHORT 02.02.2011 23:00:00 0.7731 0.1 03.02.2011 00:55:00 0.7737 $ -7.82 Exit rule
43 SHORT 16.03.2011 22:15:00 0.7201 0.1 17.03.2011 01:50:00 0.7204 $ -4.32 Exit rule
44 SHORT 16.03.2011 22:20:00 0.7186 0.1 17.03.2011 00:05:00 0.7193 $ -7.92 Exit rule
45 SHORT 27.04.2011 23:10:00 0.8031 0.1 28.04.2011 02:45:00 0.8052 $ -22.42 Exit rule
46 SHORT 27.04.2011 23:15:00 0.8024 0.1 28.04.2011 00:35:00 0.8028 $ -4.82 Exit rule
47 SHORT 27.04.2011 23:20:00 0.801 0.1 27.04.2011 23:40:00 0.8018 $ -7.83 Exit rule
48 LONG 08.06.2011 23:05:00 0.819 0.1 09.06.2011 00:25:00 0.8214 $ 23.33 Exit rule
49 LONG 08.06.2011 23:10:00 0.8204 0.1 09.06.2011 00:25:00 0.8214 $ 9.53 Exit rule
50 LONG 26.10.2011 22:10:00 0.7994 0.1 27.10.2011 00:15:00 0.8001 $ 7.93 Exit rule
51 LONG 26.10.2011 22:15:00 0.7983 0.1 27.10.2011 00:15:00 0.8001 $ 18.93 Exit rule
52 SHORT 18.01.2012 22:55:00 0.8032 0.1 19.01.2012 05:10:00 0.8026 $ 4.68 Exit rule
53 SHORT 18.01.2012 23:00:00 0.804 0.1 19.01.2012 05:10:00 0.8026 $ 13.49 Exit rule
54 SHORT 21.03.2012 22:50:00 0.8103 0.1 21.03.2012 23:35:00 0.8123 $ -20.13 Exit rule
55 SHORT 21.03.2012 22:55:00 0.8112 0.1 21.03.2012 23:35:00 0.8123 $ -11.33 Exit rule
56 LONG 24.10.2012 22:10:00 0.8195 0.1 25.10.2012 00:10:00 0.8194 $ -1.37 Exit rule
57 SHORT 07.11.2012 22:50:00 0.8199 0.1 08.11.2012 02:55:00 0.8171 $ 26.58 Exit rule
58 SHORT 07.11.2012 22:55:00 0.8186 0.1 08.11.2012 00:20:00 0.8189 $ -4.52 Exit rule
59 SHORT 07.11.2012 23:00:00 0.8182 0.1 08.11.2012 00:20:00 0.8189 $ -8.52 Exit rule
60 SHORT 13.11.2012 22:50:00 0.8159 0.1 13.11.2012 23:45:00 0.8162 $ -3.03 Exit rule
61 SHORT 13.11.2012 22:55:00 0.8157 0.1 13.11.2012 23:45:00 0.8162 $ -5.23 Exit rule
62 LONG 14.01.2013 22:25:00 0.8436 0.1 14.01.2013 23:00:00 0.8428 $ -8.23 Exit rule
63 SHORT 17.01.2013 22:50:00 0.8364 0.1 18.01.2013 01:40:00 0.8371 $ -8.03 Exit rule
64 SHORT 17.01.2013 22:55:00 0.8357 0.1 18.01.2013 00:00:00 0.8361 $ -4.53 Exit rule
65 SHORT 06.02.2013 22:55:00 0.8388 0.1 06.02.2013 23:30:00 0.8394 $ -7.13 Exit rule
66 SHORT 06.02.2013 23:00:00 0.8393 0.1 06.02.2013 23:30:00 0.8394 $ -1.93 Exit rule
67 LONG 14.02.2013 22:50:00 0.8514 0.1 15.02.2013 01:25:00 0.8505 $ -8.48 Exit rule
68 LONG 20.03.2013 22:50:00 0.8261 0.1 21.03.2013 00:20:00 0.826 $ -1.37 Exit rule
69 LONG 10.07.2013 23:10:00 0.7859 0.1 11.07.2013 03:05:00 0.7915 $ 55.83 Exit rule
70 LONG 10.07.2013 23:15:00 0.7852 0.1 11.07.2013 03:05:00 0.7915 $ 62.93 Exit rule
71 LONG 10.07.2013 23:20:00 0.7846 0.1 11.07.2013 07:05:00 0.7968 $ 121.63 PT
72 LONG 24.07.2013 23:15:00 0.7965 0.1 25.07.2013 08:15:00 0.7999 $ 33.73 Exit rule
73 LONG 24.07.2013 23:20:00 0.7971 0.1 25.07.2013 02:30:00 0.7968 $ -2.77 Exit rule
74 LONG 24.07.2013 23:25:00 0.7976 0.1 25.07.2013 00:50:00 0.7973 $ -3.57 Exit rule
75 LONG 11.09.2013 23:05:00 0.8123 0.1 12.09.2013 01:05:00 0.8131 $ 8.33 Exit rule
76 LONG 05.11.2013 22:50:00 0.8364 0.1 05.11.2013 23:45:00 0.8358 $ -6.83 Exit rule
77 LONG 05.11.2013 22:55:00 0.8357 0.1 06.11.2013 00:50:00 0.8356 $ -1.38 Exit rule
78 SHORT 18.12.2013 23:35:00 0.8192 0.1 18.12.2013 23:55:00 0.8195 $ -3.13 Exit rule
79 SHORT 18.12.2013 23:40:00 0.8201 0.1 19.12.2013 00:50:00 0.8209 $ -9.41 Exit rule
80 SHORT 01.01.2014 23:05:00 0.8189 0.1 02.01.2014 00:30:00 0.8196 $ -8.02 Exit rule
81 SHORT 01.01.2014 23:10:00 0.8193 0.1 02.01.2014 00:30:00 0.8196 $ -3.92 Exit rule
82 LONG 20.01.2014 22:50:00 0.8296 0.1 21.01.2014 01:50:00 0.8329 $ 32.82 Exit rule
83 LONG 20.01.2014 22:55:00 0.8311 0.1 21.01.2014 01:50:00 0.8329 $ 17.52 Exit rule
84 LONG 20.01.2014 23:00:00 0.8324 0.1 21.01.2014 00:55:00 0.8314 $ -10.78 Exit rule
85 SHORT 06.05.2014 23:40:00 0.8715 0.1 07.05.2014 00:15:00 0.8717 $ -2.93 Exit rule
86 SHORT 06.05.2014 23:45:00 0.8702 0.1 07.05.2014 00:15:00 0.8717 $ -15.42 Exit rule
87 LONG 11.06.2014 23:05:00 0.8625 0.1 11.06.2014 23:35:00 0.8612 $ -13.33 Exit rule
88 LONG 11.06.2014 23:10:00 0.8604 0.1 12.06.2014 03:55:00 0.8649 $ 45.33 Exit rule
89 SHORT 23.07.2014 23:05:00 0.8631 0.1 24.07.2014 04:15:00 0.8616 $ 13.19 Exit rule
90 SHORT 22.10.2014 23:50:00 0.7874 0.1 23.10.2014 01:40:00 0.7861 $ 11.88 Exit rule
91 SHORT 22.10.2014 23:55:00 0.787 0.1 23.10.2014 01:40:00 0.7861 $ 7.78 Exit rule
92 LONG 04.11.2014 22:50:00 0.7806 0.1 05.11.2014 00:00:00 0.7837 $ 31.62 Exit rule
93 LONG 10.12.2014 22:05:00 0.7791 0.1 11.12.2014 02:15:00 0.7835 $ 44.03 Exit rule
94 LONG 10.12.2014 22:10:00 0.7783 0.1 11.12.2014 02:15:00 0.7835 $ 51.93 Exit rule
95 SHORT 20.01.2015 23:50:00 0.7635 0.1 21.01.2015 00:45:00 0.7643 $ -9.53 Exit rule
96 SHORT 20.01.2015 23:55:00 0.7631 0.1 21.01.2015 00:45:00 0.7643 $ -12.82 Exit rule
97 SHORT 28.01.2015 22:05:00 0.7382 0.1 29.01.2015 10:30:00 0.73 $ 80.89 Exit rule
98 SHORT 28.01.2015 22:10:00 0.7371 0.1 29.01.2015 05:15:00 0.7335 $ 34.89 Exit rule
99 SHORT 28.01.2015 22:15:00 0.7366 0.1 29.01.2015 05:15:00 0.7335 $ 29.48 Exit rule
100 LONG 11.03.2015 22:15:00 0.725 0.1 12.03.2015 00:50:00 0.7297 $ 47.43 Exit rule
101 LONG 11.03.2015 22:25:00 0.7281 0.1 12.03.2015 00:50:00 0.7297 $ 16.43 Exit rule
102 LONG 27.05.2015 23:40:00 0.7253 0.1 28.05.2015 03:15:00 0.7244 $ -9.57 Exit rule
103 LONG 27.05.2015 23:45:00 0.7261 0.1 28.05.2015 03:15:00 0.7244 $ -16.87 Exit rule
104 LONG 15.09.2015 22:30:00 0.6358 0.1 16.09.2015 00:20:00 0.6356 $ -1.68 Exit rule
105 SHORT 03.11.2015 23:50:00 0.666 0.1 04.11.2015 00:30:00 0.6666 $ -6.53 Exit rule
106 SHORT 03.11.2015 23:55:00 0.6657 0.1 04.11.2015 00:30:00 0.6666 $ -9.32 Exit rule
107 LONG 09.12.2015 22:05:00 0.669 0.1 10.12.2015 00:30:00 0.6734 $ 43.73 Exit rule
108 LONG 09.12.2015 22:10:00 0.6697 0.1 10.12.2015 00:30:00 0.6734 $ 36.63 Exit rule
109 SHORT 19.01.2016 23:50:00 0.6405 0.1 20.01.2016 21:05:00 0.6418 $ -13.92 Exit rule
110 SHORT 19.01.2016 23:55:00 0.6422 0.1 20.01.2016 10:00:00 0.636 $ 61.07 PT
Report generated by StrategyQuant EA Analyzer