Strategy Tester Report |
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MetaQuotes-Demo (Build 4297) |
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Settings |
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| Expert: | Thor | |||||||||||
| Symbol: | XAUUSD | |||||||||||
| Period: | H1 (2023.01.01 - 2024.05.11) | |||||||||||
| Inputs: | = | |||||||||||
| mLots=0.2 | ||||||||||||
| = | ||||||||||||
| ProfitTargetCoef=1.7 | ||||||||||||
| StopLossCoef=6.0 | ||||||||||||
| = | ||||||||||||
| TrailingStopCoef=1.0 | ||||||||||||
| TrailingActCef=1.0 | ||||||||||||
| = | ||||||||||||
| MoveSL2BECoef=0.5 | ||||||||||||
| SL2BEAddPipsCoef=0.5 | ||||||||||||
| = | ||||||||||||
| TradeMode=2 | ||||||||||||
| OrdType=2 | ||||||||||||
| SetOrderExpiration=1 | ||||||||||||
| MagicNumber=33 | ||||||||||||
| CustomComment=Thor | ||||||||||||
| = | ||||||||||||
| Strategy=2 | ||||||||||||
| Company: | MetaQuotes Software Corp. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 5 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 99% | |||||||||||
| Bars: | 8028 | Ticks: | 31785 | Symbols: | 1 | |||||||
| Total Net Profit: | 1 583.76 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 96.80 | |||||||
| Gross Profit: | 1 598.68 | Balance Drawdown Maximal: | 14.92 (0.23%) | Equity Drawdown Maximal: | 795.52 (12.08%) | |||||||
| Gross Loss: | -14.92 | Balance Drawdown Relative: | 0.23% (14.92) | Equity Drawdown Relative: | 12.08% (795.52) | |||||||
| Profit Factor: | 107.15 | Expected Payoff: | 75.42 | Margin Level: | 1246.52% | |||||||
| Recovery Factor: | 1.99 | Sharpe Ratio: | 3.52 | Z-Score: | -1.38 (83.24%) | |||||||
| AHPR: | 1.0132 (1.32%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
| GHPR: | 1.0132 (1.32%) | LR Standard Error: | 140.29 | |||||||||
| Total Trades: | 21 | Short Trades (won %): | 8 (87.50%) | Long Trades (won %): | 13 (100.00%) | |||||||
| Total Deals: | 42 | Profit Trades (% of total): | 20 (95.24%) | Loss Trades (% of total): | 1 (4.76%) | |||||||
| Largest profit trade: | 207.04 | Largest loss trade: | -14.92 | |||||||||
| Average profit trade: | 79.93 | Average loss trade: | -14.92 | |||||||||
| Maximum consecutive wins ($): | 20 (1 598.68) | Maximum consecutive losses ($): | 1 (-14.92) | |||||||||
| Maximal consecutive profit (count): | 1 598.68 (20) | Maximal consecutive loss (count): | -14.92 (1) | |||||||||
| Average consecutive wins: | 20 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.91 | Correlation (Profits,MAE): | -0.62 | Correlation (MFE,MAE): | -0.6258 | |||||||
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| Minimal position holding time: | 0:00:01 | Maximal position holding time: | 93:00:00 | Average position holding time: | 16:02:51 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2023.02.27 18:00:00 | 2 | XAUUSD | sell limit | 0.2 / 0.2 | 1815.42 | 1840.63 | 1808.28 | 2023.02.27 18:59:58 | filled | Thor | ||
| 2023.02.28 08:59:58 | 3 | XAUUSD | buy | 0.2 / 0.2 | 1813.62 | 2023.02.28 08:59:58 | filled | sl 1813.62 | ||||
| 2023.03.02 04:00:00 | 4 | XAUUSD | buy limit | 0.2 / 0.2 | 1833.12 | 1811.45 | 1839.26 | 2023.03.02 04:59:57 | filled | Thor | ||
| 2023.03.02 14:59:58 | 5 | XAUUSD | sell | 0.2 / 0.2 | 1835.03 | 2023.03.02 14:59:58 | filled | sl 1835.03 | ||||
| 2023.03.07 09:00:00 | 6 | XAUUSD | buy limit | 0.2 / 0.2 | 1846.88 | 1832.31 | 1851.01 | 2023.03.07 09:59:57 | filled | Thor | ||
| 2023.03.07 09:59:58 | 7 | XAUUSD | sell | 0.2 / 0.2 | 1851.01 | 2023.03.07 09:59:58 | filled | tp 1851.01 | ||||
| 2023.03.22 21:00:00 | 8 | XAUUSD | sell limit | 0.2 / 0.2 | 1970.99 | 2031.77 | 1953.77 | 2023.03.22 21:59:58 | filled | Thor | ||
| 2023.03.23 01:59:57 | 9 | XAUUSD | buy | 0.2 / 0.2 | 1967.43 | 2023.03.23 01:59:57 | filled | sl 1967.43 | ||||
| 2023.04.28 04:00:00 | 10 | XAUUSD | buy limit | 0.2 / 0.2 | 1985.90 | 1964.43 | 1991.98 | 2023.04.28 04:59:57 | filled | Thor | ||
| 2023.04.28 06:59:58 | 11 | XAUUSD | sell | 0.2 / 0.2 | 1988.49 | 2023.04.28 06:59:58 | filled | sl 1988.49 | ||||
| 2023.08.02 04:00:00 | 12 | XAUUSD | buy limit | 0.2 / 0.2 | 1949.31 | 1927.09 | 1955.60 | 2023.08.02 04:59:58 | filled | Thor | ||
| 2023.08.02 14:59:58 | 13 | XAUUSD | sell | 0.2 / 0.2 | 1951.17 | 2023.08.02 14:59:58 | filled | sl 1951.17 | ||||
| 2023.08.31 21:00:00 | 14 | XAUUSD | buy limit | 0.2 / 0.2 | 1940.49 | 1922.26 | 1945.65 | 2023.08.31 21:59:57 | filled | Thor | ||
| 2023.09.01 05:59:58 | 15 | XAUUSD | sell | 0.2 / 0.2 | 1941.78 | 2023.09.01 05:59:58 | filled | sl 1941.78 | ||||
| 2023.09.07 09:00:00 | 16 | XAUUSD | buy limit | 0.2 / 0.2 | 1917.58 | 1904.66 | 1921.24 | 2023.09.07 09:59:57 | filled | Thor | ||
| 2023.09.07 12:59:57 | 17 | XAUUSD | sell | 0.2 / 0.2 | 1918.84 | 2023.09.07 12:59:57 | filled | sl 1918.84 | ||||
| 2023.09.20 04:00:00 | 18 | XAUUSD | buy limit | 0.2 / 0.2 | 1930.72 | 1920.51 | 1933.61 | 2023.09.20 04:59:58 | filled | Thor | ||
| 2023.09.20 14:59:58 | 19 | XAUUSD | sell | 0.2 / 0.2 | 1931.88 | 2023.09.20 14:59:58 | filled | sl 1931.88 | ||||
| 2023.10.06 05:00:00 | 20 | XAUUSD | sell limit | 0.2 / 0.2 | 1822.80 | 1839.54 | 1818.06 | 2023.10.06 05:59:58 | filled | Thor | ||
| 2023.10.06 10:59:58 | 21 | XAUUSD | buy | 0.2 / 0.2 | 1820.98 | 2023.10.06 10:59:58 | filled | sl 1820.98 | ||||
| 2023.11.20 11:00:00 | 22 | XAUUSD | buy limit | 0.2 / 0.2 | 1976.92 | 1955.04 | 1983.12 | 2023.11.20 11:59:57 | filled | Thor | ||
| 2023.11.20 12:59:58 | 23 | XAUUSD | sell | 0.2 / 0.2 | 1978.75 | 2023.11.20 12:59:58 | filled | sl 1978.75 | ||||
| 2023.12.05 15:00:00 | 24 | XAUUSD | buy limit | 0.2 / 0 | 2024.68 | 1991.71 | 2034.02 | 2023.12.05 16:00:00 | canceled | Thor | ||
| 2023.12.12 10:00:00 | 25 | XAUUSD | sell limit | 0.2 / 0.2 | 1988.09 | 2007.15 | 1982.69 | 2023.12.12 10:59:57 | filled | Thor | ||
| 2023.12.12 11:59:58 | 26 | XAUUSD | buy | 0.2 / 0.2 | 1985.69 | 2023.12.12 11:59:58 | filled | sl 1985.69 | ||||
| 2023.12.20 16:00:00 | 27 | XAUUSD | buy limit | 0.2 / 0.2 | 2036.49 | 2012.79 | 2043.20 | 2023.12.20 16:59:58 | filled | Thor | ||
| 2023.12.21 15:59:58 | 28 | XAUUSD | sell | 0.2 / 0.2 | 2043.20 | 2023.12.21 15:59:58 | filled | tp 2043.20 | ||||
| 2024.01.09 13:00:00 | 29 | XAUUSD | sell limit | 0.2 / 0.2 | 2035.41 | 2061.62 | 2027.98 | 2024.01.09 13:59:57 | filled | Thor | ||
| 2024.01.09 18:59:57 | 30 | XAUUSD | buy | 0.2 / 0.2 | 2027.98 | 2024.01.09 18:59:57 | filled | tp 2027.98 | ||||
| 2024.01.18 21:00:00 | 31 | XAUUSD | sell limit | 0.2 / 0.2 | 2020.49 | 2047.86 | 2012.74 | 2024.01.18 21:59:58 | filled | Thor | ||
| 2024.01.24 18:59:58 | 32 | XAUUSD | buy | 0.2 / 0.2 | 2012.74 | 2024.01.24 18:59:58 | filled | tp 2012.74 | ||||
| 2024.02.01 12:00:00 | 33 | XAUUSD | buy limit | 0.2 / 0.2 | 2040.96 | 2018.46 | 2047.34 | 2024.02.01 12:59:58 | filled | Thor | ||
| 2024.02.01 16:59:58 | 34 | XAUUSD | sell | 0.2 / 0.2 | 2047.34 | 2024.02.01 16:59:58 | filled | tp 2047.34 | ||||
| 2024.02.27 20:00:00 | 35 | XAUUSD | buy limit | 0.2 / 0.2 | 2032.26 | 2013.33 | 2037.62 | 2024.02.27 20:59:58 | filled | Thor | ||
| 2024.02.28 16:59:57 | 36 | XAUUSD | sell | 0.2 / 0.2 | 2037.62 | 2024.02.28 16:59:57 | filled | tp 2037.62 | ||||
| 2024.03.14 15:00:00 | 37 | XAUUSD | buy limit | 0.2 / 0.2 | 2162.74 | 2137.77 | 2169.81 | 2024.03.14 15:59:58 | filled | Thor | ||
| 2024.03.15 08:59:57 | 38 | XAUUSD | sell | 0.2 / 0.2 | 2169.81 | 2024.03.15 08:59:57 | filled | tp 2169.81 | ||||
| 2024.04.17 15:00:00 | 39 | XAUUSD | buy limit | 0.2 / 0.2 | 2387.43 | 2347.21 | 2398.83 | 2024.04.17 15:59:58 | filled | Thor | ||
| 2024.04.17 17:59:57 | 40 | XAUUSD | sell | 0.2 / 0.2 | 2392.17 | 2024.04.17 17:59:57 | filled | sl 2392.17 | ||||
| 2024.04.25 10:00:00 | 41 | XAUUSD | sell limit | 0.2 / 0.2 | 2322.59 | 2359.60 | 2312.10 | 2024.04.25 10:59:58 | filled | Thor | ||
| 2024.04.30 11:59:58 | 42 | XAUUSD | buy | 0.2 / 0.2 | 2312.10 | 2024.04.30 11:59:58 | filled | tp 2312.10 | ||||
| 2024.05.06 09:00:00 | 43 | XAUUSD | sell limit | 0.2 / 0.2 | 2313.56 | 2352.66 | 2302.48 | 2024.05.06 09:59:58 | filled | Thor | ||
| 2024.05.07 18:00:00 | 44 | XAUUSD | buy | 0.2 / 0.2 | 2314.26 | 2024.05.07 18:00:00 | filled | Thor | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2023.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 5 000.00 | 5 000.00 | ||||||
| 2023.02.27 18:59:58 | 2 | XAUUSD | sell | in | 0.2 | 1815.42 | 2 | 0.00 | 0.00 | 0.00 | 5 000.00 | Thor |
| 2023.02.28 08:59:58 | 3 | XAUUSD | buy | out | 0.2 | 1813.62 | 3 | 0.00 | -0.92 | 36.00 | 5 035.08 | sl 1813.62 |
| 2023.03.02 04:59:57 | 4 | XAUUSD | buy | in | 0.2 | 1833.12 | 4 | 0.00 | 0.00 | 0.00 | 5 035.08 | Thor |
| 2023.03.02 14:59:58 | 5 | XAUUSD | sell | out | 0.2 | 1835.03 | 5 | 0.00 | 0.00 | 38.20 | 5 073.28 | sl 1835.03 |
| 2023.03.07 09:59:57 | 6 | XAUUSD | buy | in | 0.2 | 1846.88 | 6 | 0.00 | 0.00 | 0.00 | 5 073.28 | Thor |
| 2023.03.07 09:59:58 | 7 | XAUUSD | sell | out | 0.2 | 1851.01 | 7 | 0.00 | 0.00 | 82.60 | 5 155.88 | tp 1851.01 |
| 2023.03.22 21:59:58 | 8 | XAUUSD | sell | in | 0.2 | 1970.99 | 8 | 0.00 | 0.00 | 0.00 | 5 155.88 | Thor |
| 2023.03.23 01:59:57 | 9 | XAUUSD | buy | out | 0.2 | 1967.43 | 9 | 0.00 | -4.60 | 71.20 | 5 222.48 | sl 1967.43 |
| 2023.04.28 04:59:57 | 10 | XAUUSD | buy | in | 0.2 | 1985.90 | 10 | 0.00 | 0.00 | 0.00 | 5 222.48 | Thor |
| 2023.04.28 06:59:58 | 11 | XAUUSD | sell | out | 0.2 | 1988.49 | 11 | 0.00 | 0.00 | 51.80 | 5 274.28 | sl 1988.49 |
| 2023.08.02 04:59:58 | 12 | XAUUSD | buy | in | 0.2 | 1949.31 | 12 | 0.00 | 0.00 | 0.00 | 5 274.28 | Thor |
| 2023.08.02 14:59:58 | 13 | XAUUSD | sell | out | 0.2 | 1951.17 | 13 | 0.00 | 0.00 | 37.20 | 5 311.48 | sl 1951.17 |
| 2023.08.31 21:59:57 | 14 | XAUUSD | buy | in | 0.2 | 1940.49 | 14 | 0.00 | 0.00 | 0.00 | 5 311.48 | Thor |
| 2023.09.01 05:59:58 | 15 | XAUUSD | sell | out | 0.2 | 1941.78 | 15 | 0.00 | -2.52 | 25.80 | 5 334.76 | sl 1941.78 |
| 2023.09.07 09:59:57 | 16 | XAUUSD | buy | in | 0.2 | 1917.58 | 16 | 0.00 | 0.00 | 0.00 | 5 334.76 | Thor |
| 2023.09.07 12:59:57 | 17 | XAUUSD | sell | out | 0.2 | 1918.84 | 17 | 0.00 | 0.00 | 25.20 | 5 359.96 | sl 1918.84 |
| 2023.09.20 04:59:58 | 18 | XAUUSD | buy | in | 0.2 | 1930.72 | 18 | 0.00 | 0.00 | 0.00 | 5 359.96 | Thor |
| 2023.09.20 14:59:58 | 19 | XAUUSD | sell | out | 0.2 | 1931.88 | 19 | 0.00 | 0.00 | 23.20 | 5 383.16 | sl 1931.88 |
| 2023.10.06 05:59:58 | 20 | XAUUSD | sell | in | 0.2 | 1822.80 | 20 | 0.00 | 0.00 | 0.00 | 5 383.16 | Thor |
| 2023.10.06 10:59:58 | 21 | XAUUSD | buy | out | 0.2 | 1820.98 | 21 | 0.00 | 0.00 | 36.40 | 5 419.56 | sl 1820.98 |
| 2023.11.20 11:59:57 | 22 | XAUUSD | buy | in | 0.2 | 1976.92 | 22 | 0.00 | 0.00 | 0.00 | 5 419.56 | Thor |
| 2023.11.20 12:59:58 | 23 | XAUUSD | sell | out | 0.2 | 1978.75 | 23 | 0.00 | 0.00 | 36.60 | 5 456.16 | sl 1978.75 |
| 2023.12.12 10:59:57 | 24 | XAUUSD | sell | in | 0.2 | 1988.09 | 25 | 0.00 | 0.00 | 0.00 | 5 456.16 | Thor |
| 2023.12.12 11:59:58 | 25 | XAUUSD | buy | out | 0.2 | 1985.69 | 26 | 0.00 | 0.00 | 48.00 | 5 504.16 | sl 1985.69 |
| 2023.12.20 16:59:58 | 26 | XAUUSD | buy | in | 0.2 | 2036.49 | 27 | 0.00 | 0.00 | 0.00 | 5 504.16 | Thor |
| 2023.12.21 15:59:58 | 27 | XAUUSD | sell | out | 0.2 | 2043.20 | 28 | 0.00 | -12.60 | 134.20 | 5 625.76 | tp 2043.20 |
| 2024.01.09 13:59:57 | 28 | XAUUSD | sell | in | 0.2 | 2035.41 | 29 | 0.00 | 0.00 | 0.00 | 5 625.76 | Thor |
| 2024.01.09 18:59:57 | 29 | XAUUSD | buy | out | 0.2 | 2027.98 | 30 | 0.00 | 0.00 | 148.60 | 5 774.36 | tp 2027.98 |
| 2024.01.18 21:59:58 | 30 | XAUUSD | sell | in | 0.2 | 2020.49 | 31 | 0.00 | 0.00 | 0.00 | 5 774.36 | Thor |
| 2024.01.24 18:59:58 | 31 | XAUUSD | buy | out | 0.2 | 2012.74 | 32 | 0.00 | -3.68 | 155.00 | 5 925.68 | tp 2012.74 |
| 2024.02.01 12:59:58 | 32 | XAUUSD | buy | in | 0.2 | 2040.96 | 33 | 0.00 | 0.00 | 0.00 | 5 925.68 | Thor |
| 2024.02.01 16:59:58 | 33 | XAUUSD | sell | out | 0.2 | 2047.34 | 34 | 0.00 | 0.00 | 127.60 | 6 053.28 | tp 2047.34 |
| 2024.02.27 20:59:58 | 34 | XAUUSD | buy | in | 0.2 | 2032.26 | 35 | 0.00 | 0.00 | 0.00 | 6 053.28 | Thor |
| 2024.02.28 16:59:57 | 35 | XAUUSD | sell | out | 0.2 | 2037.62 | 36 | 0.00 | -2.52 | 107.20 | 6 157.96 | tp 2037.62 |
| 2024.03.14 15:59:58 | 36 | XAUUSD | buy | in | 0.2 | 2162.74 | 37 | 0.00 | 0.00 | 0.00 | 6 157.96 | Thor |
| 2024.03.15 08:59:57 | 37 | XAUUSD | sell | out | 0.2 | 2169.81 | 38 | 0.00 | -2.52 | 141.40 | 6 296.84 | tp 2169.81 |
| 2024.04.17 15:59:58 | 38 | XAUUSD | buy | in | 0.2 | 2387.43 | 39 | 0.00 | 0.00 | 0.00 | 6 296.84 | Thor |
| 2024.04.17 17:59:57 | 39 | XAUUSD | sell | out | 0.2 | 2392.17 | 40 | 0.00 | 0.00 | 94.80 | 6 391.64 | sl 2392.17 |
| 2024.04.25 10:59:58 | 40 | XAUUSD | sell | in | 0.2 | 2322.59 | 41 | 0.00 | 0.00 | 0.00 | 6 391.64 | Thor |
| 2024.04.30 11:59:58 | 41 | XAUUSD | buy | out | 0.2 | 2312.10 | 42 | 0.00 | -2.76 | 209.80 | 6 598.68 | tp 2312.10 |
| 2024.05.06 09:59:58 | 42 | XAUUSD | sell | in | 0.2 | 2313.56 | 43 | 0.00 | 0.00 | 0.00 | 6 598.68 | Thor |
| 2024.05.07 18:00:00 | 43 | XAUUSD | buy | out | 0.2 | 2314.26 | 44 | 0.00 | -0.92 | -14.00 | 6 583.76 | Thor |
| 0.00 | -33.04 | 1 616.80 | 6 583.76 | |||||||||