Strategy Tester Report |
||||||||||||
MetaQuotes-Demo (Build 4297) |
||||||||||||
Settings |
||||||||||||
| 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=0 | ||||||||||||
| SetOrderExpiration=1 | ||||||||||||
| MagicNumber=33 | ||||||||||||
| CustomComment=Thor | ||||||||||||
| = | ||||||||||||
| Strategy=2 | ||||||||||||
| Company: | MetaQuotes Software Corp. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 5 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
||||||||||||
| History Quality: | 99% | |||||||||||
| Bars: | 8028 | Ticks: | 31785 | Symbols: | 1 | |||||||
| Total Net Profit: | 1 747.56 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 55.80 | |||||||
| Gross Profit: | 1 762.48 | Balance Drawdown Maximal: | 14.92 (0.22%) | Equity Drawdown Maximal: | 795.52 (11.79%) | |||||||
| Gross Loss: | -14.92 | Balance Drawdown Relative: | 0.22% (14.92) | Equity Drawdown Relative: | 11.79% (795.52) | |||||||
| Profit Factor: | 118.13 | Expected Payoff: | 75.98 | Margin Level: | 1281.78% | |||||||
| Recovery Factor: | 2.20 | Sharpe Ratio: | 3.78 | Z-Score: | -1.47 (85.84%) | |||||||
| AHPR: | 1.0131 (1.31%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.0131 (1.31%) | LR Standard Error: | 137.14 | |||||||||
| Total Trades: | 23 | Short Trades (won %): | 8 (87.50%) | Long Trades (won %): | 15 (100.00%) | |||||||
| Total Deals: | 46 | Profit Trades (% of total): | 22 (95.65%) | Loss Trades (% of total): | 1 (4.35%) | |||||||
| Largest profit trade: | 207.04 | Largest loss trade: | -14.92 | |||||||||
| Average profit trade: | 80.11 | Average loss trade: | -14.92 | |||||||||
| Maximum consecutive wins ($): | 22 (1 762.48) | Maximum consecutive losses ($): | 1 (-14.92) | |||||||||
| Maximal consecutive profit (count): | 1 762.48 (22) | Maximal consecutive loss (count): | -14.92 (1) | |||||||||
| Average consecutive wins: | 22 | Average consecutive losses: | 1 | |||||||||
![]() |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
| Correlation (Profits,MFE): | 0.66 | Correlation (Profits,MAE): | -0.61 | Correlation (MFE,MAE): | -0.4264 | |||||||
![]() |
||||||||||||
| Minimal position holding time: | 0:59:58 | Maximal position holding time: | 93:59:58 | Average position holding time: | 15:52:08 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2023.01.10 01:00:00 | 2 | XAUUSD | buy | 0.2 / 0.2 | 1870.51 | 1841.65 | 1878.69 | 2023.01.10 01:00:00 | filled | Thor | ||
| 2023.01.10 04:59:58 | 3 | XAUUSD | sell | 0.2 / 0.2 | 1872.95 | 2023.01.10 04:59:58 | filled | sl 1872.95 | ||||
| 2023.02.27 18:00:00 | 4 | XAUUSD | sell | 0.2 / 0.2 | 1815.42 | 1840.63 | 1808.28 | 2023.02.27 18:00:00 | filled | Thor | ||
| 2023.02.28 08:59:58 | 5 | XAUUSD | buy | 0.2 / 0.2 | 1813.62 | 2023.02.28 08:59:58 | filled | sl 1813.62 | ||||
| 2023.03.02 04:00:00 | 6 | XAUUSD | buy | 0.2 / 0.2 | 1833.20 | 1811.53 | 1839.34 | 2023.03.02 04:00:00 | filled | Thor | ||
| 2023.03.02 14:59:58 | 7 | XAUUSD | sell | 0.2 / 0.2 | 1835.11 | 2023.03.02 14:59:58 | filled | sl 1835.11 | ||||
| 2023.03.07 09:00:00 | 8 | XAUUSD | buy | 0.2 / 0.2 | 1846.96 | 1832.39 | 1851.09 | 2023.03.07 09:00:00 | filled | Thor | ||
| 2023.03.07 09:59:58 | 9 | XAUUSD | sell | 0.2 / 0.2 | 1851.09 | 2023.03.07 09:59:58 | filled | tp 1851.09 | ||||
| 2023.03.22 21:00:00 | 10 | XAUUSD | sell | 0.2 / 0.2 | 1970.99 | 2031.77 | 1953.77 | 2023.03.22 21:00:00 | filled | Thor | ||
| 2023.03.23 01:59:57 | 11 | XAUUSD | buy | 0.2 / 0.2 | 1967.43 | 2023.03.23 01:59:57 | filled | sl 1967.43 | ||||
| 2023.04.28 04:00:00 | 12 | XAUUSD | buy | 0.2 / 0.2 | 1985.98 | 1964.51 | 1992.06 | 2023.04.28 04:00:00 | filled | Thor | ||
| 2023.04.28 05:59:57 | 13 | XAUUSD | sell | 0.2 / 0.2 | 1988.57 | 2023.04.28 05:59:57 | filled | sl 1988.57 | ||||
| 2023.08.02 04:00:00 | 14 | XAUUSD | buy | 0.2 / 0.2 | 1949.39 | 1927.17 | 1955.68 | 2023.08.02 04:00:00 | filled | Thor | ||
| 2023.08.02 14:59:58 | 15 | XAUUSD | sell | 0.2 / 0.2 | 1951.25 | 2023.08.02 14:59:58 | filled | sl 1951.25 | ||||
| 2023.08.31 21:00:00 | 16 | XAUUSD | buy | 0.2 / 0.2 | 1940.55 | 1922.32 | 1945.71 | 2023.08.31 21:00:00 | filled | Thor | ||
| 2023.09.01 05:59:58 | 17 | XAUUSD | sell | 0.2 / 0.2 | 1941.84 | 2023.09.01 05:59:58 | filled | sl 1941.84 | ||||
| 2023.09.07 09:00:00 | 18 | XAUUSD | buy | 0.2 / 0.2 | 1917.64 | 1904.72 | 1921.30 | 2023.09.07 09:00:00 | filled | Thor | ||
| 2023.09.07 14:59:58 | 19 | XAUUSD | sell | 0.2 / 0.2 | 1921.30 | 2023.09.07 14:59:58 | filled | tp 1921.30 | ||||
| 2023.09.20 04:00:00 | 20 | XAUUSD | buy | 0.2 / 0.2 | 1930.79 | 1920.58 | 1933.68 | 2023.09.20 04:00:00 | filled | Thor | ||
| 2023.09.20 14:59:58 | 21 | XAUUSD | sell | 0.2 / 0.2 | 1931.95 | 2023.09.20 14:59:58 | filled | sl 1931.95 | ||||
| 2023.10.06 05:00:00 | 22 | XAUUSD | sell | 0.2 / 0.2 | 1822.80 | 1839.54 | 1818.06 | 2023.10.06 05:00:00 | filled | Thor | ||
| 2023.10.06 10:59:58 | 23 | XAUUSD | buy | 0.2 / 0.2 | 1820.98 | 2023.10.06 10:59:58 | filled | sl 1820.98 | ||||
| 2023.11.20 11:00:00 | 24 | XAUUSD | buy | 0.2 / 0.2 | 1977.02 | 1955.14 | 1983.22 | 2023.11.20 11:00:00 | filled | Thor | ||
| 2023.11.20 12:59:58 | 25 | XAUUSD | sell | 0.2 / 0.2 | 1978.85 | 2023.11.20 12:59:58 | filled | sl 1978.85 | ||||
| 2023.12.05 15:00:00 | 26 | XAUUSD | buy | 0.2 / 0.2 | 2024.77 | 1991.80 | 2034.11 | 2023.12.05 15:00:00 | filled | Thor | ||
| 2023.12.05 16:59:58 | 27 | XAUUSD | sell | 0.2 / 0.2 | 2028.12 | 2023.12.05 16:59:58 | filled | sl 2028.12 | ||||
| 2023.12.12 10:00:00 | 28 | XAUUSD | sell | 0.2 / 0.2 | 1988.09 | 2007.15 | 1982.69 | 2023.12.12 10:00:00 | filled | Thor | ||
| 2023.12.12 11:59:58 | 29 | XAUUSD | buy | 0.2 / 0.2 | 1985.69 | 2023.12.12 11:59:58 | filled | sl 1985.69 | ||||
| 2023.12.20 16:00:00 | 30 | XAUUSD | buy | 0.2 / 0.2 | 2036.65 | 2012.95 | 2043.36 | 2023.12.20 16:00:00 | filled | Thor | ||
| 2023.12.21 15:59:58 | 31 | XAUUSD | sell | 0.2 / 0.2 | 2043.36 | 2023.12.21 15:59:58 | filled | tp 2043.36 | ||||
| 2024.01.09 13:00:00 | 32 | XAUUSD | sell | 0.2 / 0.2 | 2035.41 | 2061.62 | 2027.98 | 2024.01.09 13:00:00 | filled | Thor | ||
| 2024.01.09 18:59:57 | 33 | XAUUSD | buy | 0.2 / 0.2 | 2027.98 | 2024.01.09 18:59:57 | filled | tp 2027.98 | ||||
| 2024.01.18 21:00:00 | 34 | XAUUSD | sell | 0.2 / 0.2 | 2020.49 | 2047.86 | 2012.74 | 2024.01.18 21:00:00 | filled | Thor | ||
| 2024.01.24 18:59:58 | 35 | XAUUSD | buy | 0.2 / 0.2 | 2012.74 | 2024.01.24 18:59:58 | filled | tp 2012.74 | ||||
| 2024.02.01 12:00:00 | 36 | XAUUSD | buy | 0.2 / 0.2 | 2041.12 | 2018.62 | 2047.50 | 2024.02.01 12:00:00 | filled | Thor | ||
| 2024.02.01 16:59:58 | 37 | XAUUSD | sell | 0.2 / 0.2 | 2047.50 | 2024.02.01 16:59:58 | filled | tp 2047.50 | ||||
| 2024.02.27 20:00:00 | 38 | XAUUSD | buy | 0.2 / 0.2 | 2032.44 | 2013.51 | 2037.80 | 2024.02.27 20:00:00 | filled | Thor | ||
| 2024.02.28 16:59:57 | 39 | XAUUSD | sell | 0.2 / 0.2 | 2037.80 | 2024.02.28 16:59:57 | filled | tp 2037.80 | ||||
| 2024.03.14 15:00:00 | 40 | XAUUSD | buy | 0.2 / 0.2 | 2162.80 | 2137.83 | 2169.87 | 2024.03.14 15:00:00 | filled | Thor | ||
| 2024.03.15 08:59:57 | 41 | XAUUSD | sell | 0.2 / 0.2 | 2169.87 | 2024.03.15 08:59:57 | filled | tp 2169.87 | ||||
| 2024.04.17 15:00:00 | 42 | XAUUSD | buy | 0.2 / 0.2 | 2387.52 | 2347.30 | 2398.92 | 2024.04.17 15:00:00 | filled | Thor | ||
| 2024.04.17 17:59:57 | 43 | XAUUSD | sell | 0.2 / 0.2 | 2392.26 | 2024.04.17 17:59:57 | filled | sl 2392.26 | ||||
| 2024.04.25 10:00:00 | 44 | XAUUSD | sell | 0.2 / 0.2 | 2322.59 | 2359.60 | 2312.10 | 2024.04.25 10:00:00 | filled | Thor | ||
| 2024.04.30 11:59:58 | 45 | XAUUSD | buy | 0.2 / 0.2 | 2312.10 | 2024.04.30 11:59:58 | filled | tp 2312.10 | ||||
| 2024.05.06 09:00:00 | 46 | XAUUSD | sell | 0.2 / 0.2 | 2313.56 | 2352.66 | 2302.48 | 2024.05.06 09:00:00 | filled | Thor | ||
| 2024.05.07 18:00:00 | 47 | XAUUSD | buy | 0.2 / 0.2 | 2314.26 | 2024.05.07 18:00:00 | filled | Thor | ||||
Deals |
||||||||||||
| 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 | ||||||
| 2023.01.10 01:00:00 | 2 | XAUUSD | buy | in | 0.2 | 1870.51 | 2 | 0.00 | 0.00 | 0.00 | 5 000.00 | Thor |
| 2023.01.10 04:59:58 | 3 | XAUUSD | sell | out | 0.2 | 1872.95 | 3 | 0.00 | 0.00 | 48.80 | 5 048.80 | sl 1872.95 |
| 2023.02.27 18:00:00 | 4 | XAUUSD | sell | in | 0.2 | 1815.42 | 4 | 0.00 | 0.00 | 0.00 | 5 048.80 | Thor |
| 2023.02.28 08:59:58 | 5 | XAUUSD | buy | out | 0.2 | 1813.62 | 5 | 0.00 | -0.92 | 36.00 | 5 083.88 | sl 1813.62 |
| 2023.03.02 04:00:00 | 6 | XAUUSD | buy | in | 0.2 | 1833.20 | 6 | 0.00 | 0.00 | 0.00 | 5 083.88 | Thor |
| 2023.03.02 14:59:58 | 7 | XAUUSD | sell | out | 0.2 | 1835.11 | 7 | 0.00 | 0.00 | 38.20 | 5 122.08 | sl 1835.11 |
| 2023.03.07 09:00:00 | 8 | XAUUSD | buy | in | 0.2 | 1846.96 | 8 | 0.00 | 0.00 | 0.00 | 5 122.08 | Thor |
| 2023.03.07 09:59:58 | 9 | XAUUSD | sell | out | 0.2 | 1851.09 | 9 | 0.00 | 0.00 | 82.60 | 5 204.68 | tp 1851.09 |
| 2023.03.22 21:00:00 | 10 | XAUUSD | sell | in | 0.2 | 1970.99 | 10 | 0.00 | 0.00 | 0.00 | 5 204.68 | Thor |
| 2023.03.23 01:59:57 | 11 | XAUUSD | buy | out | 0.2 | 1967.43 | 11 | 0.00 | -4.60 | 71.20 | 5 271.28 | sl 1967.43 |
| 2023.04.28 04:00:00 | 12 | XAUUSD | buy | in | 0.2 | 1985.98 | 12 | 0.00 | 0.00 | 0.00 | 5 271.28 | Thor |
| 2023.04.28 05:59:57 | 13 | XAUUSD | sell | out | 0.2 | 1988.57 | 13 | 0.00 | 0.00 | 51.80 | 5 323.08 | sl 1988.57 |
| 2023.08.02 04:00:00 | 14 | XAUUSD | buy | in | 0.2 | 1949.39 | 14 | 0.00 | 0.00 | 0.00 | 5 323.08 | Thor |
| 2023.08.02 14:59:58 | 15 | XAUUSD | sell | out | 0.2 | 1951.25 | 15 | 0.00 | 0.00 | 37.20 | 5 360.28 | sl 1951.25 |
| 2023.08.31 21:00:00 | 16 | XAUUSD | buy | in | 0.2 | 1940.55 | 16 | 0.00 | 0.00 | 0.00 | 5 360.28 | Thor |
| 2023.09.01 05:59:58 | 17 | XAUUSD | sell | out | 0.2 | 1941.84 | 17 | 0.00 | -2.52 | 25.80 | 5 383.56 | sl 1941.84 |
| 2023.09.07 09:00:00 | 18 | XAUUSD | buy | in | 0.2 | 1917.64 | 18 | 0.00 | 0.00 | 0.00 | 5 383.56 | Thor |
| 2023.09.07 14:59:58 | 19 | XAUUSD | sell | out | 0.2 | 1921.30 | 19 | 0.00 | 0.00 | 73.20 | 5 456.76 | tp 1921.30 |
| 2023.09.20 04:00:00 | 20 | XAUUSD | buy | in | 0.2 | 1930.79 | 20 | 0.00 | 0.00 | 0.00 | 5 456.76 | Thor |
| 2023.09.20 14:59:58 | 21 | XAUUSD | sell | out | 0.2 | 1931.95 | 21 | 0.00 | 0.00 | 23.20 | 5 479.96 | sl 1931.95 |
| 2023.10.06 05:00:00 | 22 | XAUUSD | sell | in | 0.2 | 1822.80 | 22 | 0.00 | 0.00 | 0.00 | 5 479.96 | Thor |
| 2023.10.06 10:59:58 | 23 | XAUUSD | buy | out | 0.2 | 1820.98 | 23 | 0.00 | 0.00 | 36.40 | 5 516.36 | sl 1820.98 |
| 2023.11.20 11:00:00 | 24 | XAUUSD | buy | in | 0.2 | 1977.02 | 24 | 0.00 | 0.00 | 0.00 | 5 516.36 | Thor |
| 2023.11.20 12:59:58 | 25 | XAUUSD | sell | out | 0.2 | 1978.85 | 25 | 0.00 | 0.00 | 36.60 | 5 552.96 | sl 1978.85 |
| 2023.12.05 15:00:00 | 26 | XAUUSD | buy | in | 0.2 | 2024.77 | 26 | 0.00 | 0.00 | 0.00 | 5 552.96 | Thor |
| 2023.12.05 16:59:58 | 27 | XAUUSD | sell | out | 0.2 | 2028.12 | 27 | 0.00 | 0.00 | 67.00 | 5 619.96 | sl 2028.12 |
| 2023.12.12 10:00:00 | 28 | XAUUSD | sell | in | 0.2 | 1988.09 | 28 | 0.00 | 0.00 | 0.00 | 5 619.96 | Thor |
| 2023.12.12 11:59:58 | 29 | XAUUSD | buy | out | 0.2 | 1985.69 | 29 | 0.00 | 0.00 | 48.00 | 5 667.96 | sl 1985.69 |
| 2023.12.20 16:00:00 | 30 | XAUUSD | buy | in | 0.2 | 2036.65 | 30 | 0.00 | 0.00 | 0.00 | 5 667.96 | Thor |
| 2023.12.21 15:59:58 | 31 | XAUUSD | sell | out | 0.2 | 2043.36 | 31 | 0.00 | -12.60 | 134.20 | 5 789.56 | tp 2043.36 |
| 2024.01.09 13:00:00 | 32 | XAUUSD | sell | in | 0.2 | 2035.41 | 32 | 0.00 | 0.00 | 0.00 | 5 789.56 | Thor |
| 2024.01.09 18:59:57 | 33 | XAUUSD | buy | out | 0.2 | 2027.98 | 33 | 0.00 | 0.00 | 148.60 | 5 938.16 | tp 2027.98 |
| 2024.01.18 21:00:00 | 34 | XAUUSD | sell | in | 0.2 | 2020.49 | 34 | 0.00 | 0.00 | 0.00 | 5 938.16 | Thor |
| 2024.01.24 18:59:58 | 35 | XAUUSD | buy | out | 0.2 | 2012.74 | 35 | 0.00 | -3.68 | 155.00 | 6 089.48 | tp 2012.74 |
| 2024.02.01 12:00:00 | 36 | XAUUSD | buy | in | 0.2 | 2041.12 | 36 | 0.00 | 0.00 | 0.00 | 6 089.48 | Thor |
| 2024.02.01 16:59:58 | 37 | XAUUSD | sell | out | 0.2 | 2047.50 | 37 | 0.00 | 0.00 | 127.60 | 6 217.08 | tp 2047.50 |
| 2024.02.27 20:00:00 | 38 | XAUUSD | buy | in | 0.2 | 2032.44 | 38 | 0.00 | 0.00 | 0.00 | 6 217.08 | Thor |
| 2024.02.28 16:59:57 | 39 | XAUUSD | sell | out | 0.2 | 2037.80 | 39 | 0.00 | -2.52 | 107.20 | 6 321.76 | tp 2037.80 |
| 2024.03.14 15:00:00 | 40 | XAUUSD | buy | in | 0.2 | 2162.80 | 40 | 0.00 | 0.00 | 0.00 | 6 321.76 | Thor |
| 2024.03.15 08:59:57 | 41 | XAUUSD | sell | out | 0.2 | 2169.87 | 41 | 0.00 | -2.52 | 141.40 | 6 460.64 | tp 2169.87 |
| 2024.04.17 15:00:00 | 42 | XAUUSD | buy | in | 0.2 | 2387.52 | 42 | 0.00 | 0.00 | 0.00 | 6 460.64 | Thor |
| 2024.04.17 17:59:57 | 43 | XAUUSD | sell | out | 0.2 | 2392.26 | 43 | 0.00 | 0.00 | 94.80 | 6 555.44 | sl 2392.26 |
| 2024.04.25 10:00:00 | 44 | XAUUSD | sell | in | 0.2 | 2322.59 | 44 | 0.00 | 0.00 | 0.00 | 6 555.44 | Thor |
| 2024.04.30 11:59:58 | 45 | XAUUSD | buy | out | 0.2 | 2312.10 | 45 | 0.00 | -2.76 | 209.80 | 6 762.48 | tp 2312.10 |
| 2024.05.06 09:00:00 | 46 | XAUUSD | sell | in | 0.2 | 2313.56 | 46 | 0.00 | 0.00 | 0.00 | 6 762.48 | Thor |
| 2024.05.07 18:00:00 | 47 | XAUUSD | buy | out | 0.2 | 2314.26 | 47 | 0.00 | -0.92 | -14.00 | 6 747.56 | Thor |
| 0.00 | -33.04 | 1 780.60 | 6 747.56 | |||||||||