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=1 | ||||||||||||
| SetOrderExpiration=1 | ||||||||||||
| MagicNumber=33 | ||||||||||||
| CustomComment=Thor | ||||||||||||
| = | ||||||||||||
| Strategy=5 | ||||||||||||
| 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: | 961.56 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 59.20 | |||||||
| Gross Profit: | 1 408.96 | Balance Drawdown Maximal: | 447.40 (8.07%) | Equity Drawdown Maximal: | 536.00 (9.54%) | |||||||
| Gross Loss: | -447.40 | Balance Drawdown Relative: | 8.07% (447.40) | Equity Drawdown Relative: | 9.54% (536.00) | |||||||
| Profit Factor: | 3.15 | Expected Payoff: | 53.42 | Margin Level: | 1245.44% | |||||||
| Recovery Factor: | 1.79 | Sharpe Ratio: | 4.49 | Z-Score: | 1.94 (94.76%) | |||||||
| AHPR: | 1.0101 (1.01%) | LR Correlation: | 0.89 | OnTester result: | 0 | |||||||
| GHPR: | 1.0098 (0.98%) | LR Standard Error: | 128.66 | |||||||||
| Total Trades: | 18 | Short Trades (won %): | 18 (94.44%) | Long Trades (won %): | 0 (0.00%) | |||||||
| Total Deals: | 36 | Profit Trades (% of total): | 17 (94.44%) | Loss Trades (% of total): | 1 (5.56%) | |||||||
| Largest profit trade: | 186.40 | Largest loss trade: | -447.40 | |||||||||
| Average profit trade: | 82.88 | Average loss trade: | -447.40 | |||||||||
| Maximum consecutive wins ($): | 13 (862.48) | Maximum consecutive losses ($): | 1 (-447.40) | |||||||||
| Maximal consecutive profit (count): | 862.48 (13) | Maximal consecutive loss (count): | -447.40 (1) | |||||||||
| Average consecutive wins: | 9 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.53 | Correlation (Profits,MAE): | 0.78 | Correlation (MFE,MAE): | 0.0723 | |||||||
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| Minimal position holding time: | 0:59:59 | Maximal position holding time: | 25:00:01 | Average position holding time: | 7:56:40 | |||||||
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Orders |
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| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2023.01.17 22:00:00 | 2 | XAUUSD | sell stop | 0.2 / 0.2 | 1907.96 | 1938.96 | 1899.18 | 2023.01.17 22:59:57 | filled | Thor | ||
| 2023.01.18 06:59:58 | 3 | XAUUSD | buy | 0.2 / 0.2 | 1899.18 | 2023.01.18 06:59:58 | filled | tp 1899.18 | ||||
| 2023.01.23 13:00:00 | 4 | XAUUSD | sell stop | 0.2 / 0.2 | 1926.41 | 1952.30 | 1919.08 | 2023.01.23 13:59:58 | filled | Thor | ||
| 2023.01.23 15:59:58 | 5 | XAUUSD | buy | 0.2 / 0.2 | 1919.08 | 2023.01.23 15:59:58 | filled | tp 1919.08 | ||||
| 2023.02.10 02:00:00 | 6 | XAUUSD | sell stop | 0.2 / 0.2 | 1862.34 | 1895.22 | 1853.02 | 2023.02.10 02:59:57 | filled | Thor | ||
| 2023.02.10 07:59:57 | 7 | XAUUSD | buy | 0.2 / 0.2 | 1853.02 | 2023.02.10 07:59:57 | filled | tp 1853.02 | ||||
| 2023.03.02 14:00:00 | 8 | XAUUSD | sell stop | 0.2 / 0.2 | 1836.70 | 1858.43 | 1830.54 | 2023.03.02 14:59:58 | filled | Thor | ||
| 2023.03.02 15:59:57 | 9 | XAUUSD | buy | 0.2 / 0.2 | 1834.76 | 2023.03.02 15:59:57 | filled | sl 1834.76 | ||||
| 2023.05.02 04:00:00 | 10 | XAUUSD | sell stop | 0.2 / 0.2 | 1982.21 | 2004.58 | 1975.87 | 2023.05.02 04:59:57 | filled | Thor | ||
| 2023.05.02 17:59:57 | 11 | XAUUSD | buy | 0.2 / 0.2 | 2004.58 | 2023.05.02 17:59:57 | filled | sl 2004.58 | ||||
| 2023.06.28 04:00:00 | 12 | XAUUSD | sell stop | 0.2 / 0.2 | 1916.14 | 1934.49 | 1910.94 | 2023.06.28 04:59:57 | filled | Thor | ||
| 2023.06.28 09:59:58 | 13 | XAUUSD | buy | 0.2 / 0.2 | 1910.94 | 2023.06.28 09:59:58 | filled | tp 1910.94 | ||||
| 2023.07.20 23:00:00 | 14 | XAUUSD | sell stop | 0.2 / 0.2 | 1968.81 | 1994.20 | 1961.62 | 2023.07.20 23:59:57 | filled | Thor | ||
| 2023.07.21 11:59:58 | 15 | XAUUSD | buy | 0.2 / 0.2 | 1961.62 | 2023.07.21 11:59:58 | filled | tp 1961.62 | ||||
| 2023.09.04 03:00:00 | 16 | XAUUSD | sell stop | 0.2 / 0.2 | 1940.53 | 1955.55 | 1936.27 | 2023.09.04 03:59:57 | filled | Thor | ||
| 2023.09.05 04:59:58 | 17 | XAUUSD | buy | 0.2 / 0.2 | 1936.27 | 2023.09.05 04:59:58 | filled | tp 1936.27 | ||||
| 2023.09.08 21:00:00 | 18 | XAUUSD | sell stop | 0.2 / 0.2 | 1920.46 | 1941.54 | 1914.49 | 2023.09.08 21:59:58 | filled | Thor | ||
| 2023.09.08 22:59:58 | 19 | XAUUSD | buy | 0.2 / 0.2 | 1919.03 | 2023.09.08 22:59:58 | filled | sl 1919.03 | ||||
| 2023.09.21 03:00:00 | 20 | XAUUSD | sell stop | 0.2 / 0.2 | 1929.46 | 1953.85 | 1922.55 | 2023.09.21 03:59:58 | filled | Thor | ||
| 2023.09.21 06:59:58 | 21 | XAUUSD | buy | 0.2 / 0.2 | 1927.83 | 2023.09.21 06:59:58 | filled | sl 1927.83 | ||||
| 2023.10.31 11:00:00 | 22 | XAUUSD | sell stop | 0.2 / 0.2 | 1997.00 | 2015.68 | 1991.71 | 2023.10.31 11:59:57 | filled | Thor | ||
| 2023.10.31 18:59:57 | 23 | XAUUSD | buy | 0.2 / 0.2 | 1994.76 | 2023.10.31 18:59:57 | filled | sl 1994.76 | ||||
| 2024.01.02 18:00:00 | 24 | XAUUSD | sell stop | 0.2 / 0.2 | 2059.35 | 2102.58 | 2047.10 | 2024.01.02 18:59:57 | filled | Thor | ||
| 2024.01.03 12:59:57 | 25 | XAUUSD | buy | 0.2 / 0.2 | 2057.20 | 2024.01.03 12:59:57 | filled | sl 2057.20 | ||||
| 2024.01.24 09:00:00 | 26 | XAUUSD | sell stop | 0.2 / 0.2 | 2025.87 | 2044.86 | 2020.49 | 2024.01.24 09:59:57 | filled | Thor | ||
| 2024.01.24 17:59:58 | 27 | XAUUSD | buy | 0.2 / 0.2 | 2020.49 | 2024.01.24 17:59:58 | filled | tp 2020.49 | ||||
| 2024.02.05 21:00:00 | 28 | XAUUSD | sell stop | 0.2 / 0.2 | 2025.90 | 2056.85 | 2017.13 | 2024.02.05 21:59:57 | filled | Thor | ||
| 2024.02.06 12:59:57 | 29 | XAUUSD | buy | 0.2 / 0.2 | 2023.84 | 2024.02.06 12:59:57 | filled | sl 2023.84 | ||||
| 2024.02.26 06:00:00 | 30 | XAUUSD | sell stop | 0.2 / 0.2 | 2032.43 | 2051.31 | 2027.08 | 2024.02.26 06:59:57 | filled | Thor | ||
| 2024.02.26 16:59:58 | 31 | XAUUSD | buy | 0.2 / 0.2 | 2027.08 | 2024.02.26 16:59:58 | filled | tp 2027.08 | ||||
| 2024.03.15 21:00:00 | 32 | XAUUSD | sell stop | 0.2 / 0.2 | 2159.30 | 2190.53 | 2150.45 | 2024.03.15 21:59:58 | filled | Thor | ||
| 2024.03.18 02:59:58 | 33 | XAUUSD | buy | 0.2 / 0.2 | 2157.12 | 2024.03.18 02:59:58 | filled | sl 2157.12 | ||||
| 2024.03.19 10:00:00 | 34 | XAUUSD | sell stop | 0.2 / 0.2 | 2155.82 | 2173.97 | 2150.68 | 2024.03.19 10:59:58 | filled | Thor | ||
| 2024.03.19 11:59:58 | 35 | XAUUSD | buy | 0.2 / 0.2 | 2153.95 | 2024.03.19 11:59:58 | filled | sl 2153.95 | ||||
| 2024.05.09 07:00:00 | 36 | XAUUSD | sell stop | 0.2 / 0.2 | 2312.12 | 2333.97 | 2305.93 | 2024.05.09 07:59:57 | filled | Thor | ||
| 2024.05.09 11:59:58 | 37 | XAUUSD | buy | 0.2 / 0.2 | 2309.66 | 2024.05.09 11:59:58 | filled | sl 2309.66 | ||||
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 | ||||||
| 2023.01.17 22:59:57 | 2 | XAUUSD | sell | in | 0.2 | 1907.96 | 2 | 0.00 | 0.00 | 0.00 | 5 000.00 | Thor |
| 2023.01.18 06:59:58 | 3 | XAUUSD | buy | out | 0.2 | 1899.18 | 3 | 0.00 | -0.92 | 175.60 | 5 174.68 | tp 1899.18 |
| 2023.01.23 13:59:58 | 4 | XAUUSD | sell | in | 0.2 | 1926.41 | 4 | 0.00 | 0.00 | 0.00 | 5 174.68 | Thor |
| 2023.01.23 15:59:58 | 5 | XAUUSD | buy | out | 0.2 | 1919.08 | 5 | 0.00 | 0.00 | 146.60 | 5 321.28 | tp 1919.08 |
| 2023.02.10 02:59:57 | 6 | XAUUSD | sell | in | 0.2 | 1862.34 | 6 | 0.00 | 0.00 | 0.00 | 5 321.28 | Thor |
| 2023.02.10 07:59:57 | 7 | XAUUSD | buy | out | 0.2 | 1853.02 | 7 | 0.00 | 0.00 | 186.40 | 5 507.68 | tp 1853.02 |
| 2023.03.02 14:59:58 | 8 | XAUUSD | sell | in | 0.2 | 1836.70 | 8 | 0.00 | 0.00 | 0.00 | 5 507.68 | Thor |
| 2023.03.02 15:59:57 | 9 | XAUUSD | buy | out | 0.2 | 1834.76 | 9 | 0.00 | 0.00 | 38.80 | 5 546.48 | sl 1834.76 |
| 2023.05.02 04:59:57 | 10 | XAUUSD | sell | in | 0.2 | 1982.21 | 10 | 0.00 | 0.00 | 0.00 | 5 546.48 | Thor |
| 2023.05.02 17:59:57 | 11 | XAUUSD | buy | out | 0.2 | 2004.58 | 11 | 0.00 | 0.00 | -447.40 | 5 099.08 | sl 2004.58 |
| 2023.06.28 04:59:57 | 12 | XAUUSD | sell | in | 0.2 | 1916.14 | 12 | 0.00 | 0.00 | 0.00 | 5 099.08 | Thor |
| 2023.06.28 09:59:58 | 13 | XAUUSD | buy | out | 0.2 | 1910.94 | 13 | 0.00 | 0.00 | 104.00 | 5 203.08 | tp 1910.94 |
| 2023.07.20 23:59:57 | 14 | XAUUSD | sell | in | 0.2 | 1968.81 | 14 | 0.00 | 0.00 | 0.00 | 5 203.08 | Thor |
| 2023.07.21 11:59:58 | 15 | XAUUSD | buy | out | 0.2 | 1961.62 | 15 | 0.00 | -0.92 | 143.80 | 5 345.96 | tp 1961.62 |
| 2023.09.04 03:59:57 | 16 | XAUUSD | sell | in | 0.2 | 1940.53 | 16 | 0.00 | 0.00 | 0.00 | 5 345.96 | Thor |
| 2023.09.05 04:59:58 | 17 | XAUUSD | buy | out | 0.2 | 1936.27 | 17 | 0.00 | -0.92 | 85.20 | 5 430.24 | tp 1936.27 |
| 2023.09.08 21:59:58 | 18 | XAUUSD | sell | in | 0.2 | 1920.46 | 18 | 0.00 | 0.00 | 0.00 | 5 430.24 | Thor |
| 2023.09.08 22:59:58 | 19 | XAUUSD | buy | out | 0.2 | 1919.03 | 19 | 0.00 | 0.00 | 28.60 | 5 458.84 | sl 1919.03 |
| 2023.09.21 03:59:58 | 20 | XAUUSD | sell | in | 0.2 | 1929.46 | 20 | 0.00 | 0.00 | 0.00 | 5 458.84 | Thor |
| 2023.09.21 06:59:58 | 21 | XAUUSD | buy | out | 0.2 | 1927.83 | 21 | 0.00 | 0.00 | 32.60 | 5 491.44 | sl 1927.83 |
| 2023.10.31 11:59:57 | 22 | XAUUSD | sell | in | 0.2 | 1997.00 | 22 | 0.00 | 0.00 | 0.00 | 5 491.44 | Thor |
| 2023.10.31 18:59:57 | 23 | XAUUSD | buy | out | 0.2 | 1994.76 | 23 | 0.00 | 0.00 | 44.80 | 5 536.24 | sl 1994.76 |
| 2024.01.02 18:59:57 | 24 | XAUUSD | sell | in | 0.2 | 2059.35 | 24 | 0.00 | 0.00 | 0.00 | 5 536.24 | Thor |
| 2024.01.03 12:59:57 | 25 | XAUUSD | buy | out | 0.2 | 2057.20 | 25 | 0.00 | -1.84 | 43.00 | 5 577.40 | sl 2057.20 |
| 2024.01.24 09:59:57 | 26 | XAUUSD | sell | in | 0.2 | 2025.87 | 26 | 0.00 | 0.00 | 0.00 | 5 577.40 | Thor |
| 2024.01.24 17:59:58 | 27 | XAUUSD | buy | out | 0.2 | 2020.49 | 27 | 0.00 | 0.00 | 107.60 | 5 685.00 | tp 2020.49 |
| 2024.02.05 21:59:57 | 28 | XAUUSD | sell | in | 0.2 | 2025.90 | 28 | 0.00 | 0.00 | 0.00 | 5 685.00 | Thor |
| 2024.02.06 12:59:57 | 29 | XAUUSD | buy | out | 0.2 | 2023.84 | 29 | 0.00 | -0.92 | 41.20 | 5 725.28 | sl 2023.84 |
| 2024.02.26 06:59:57 | 30 | XAUUSD | sell | in | 0.2 | 2032.43 | 30 | 0.00 | 0.00 | 0.00 | 5 725.28 | Thor |
| 2024.02.26 16:59:58 | 31 | XAUUSD | buy | out | 0.2 | 2027.08 | 31 | 0.00 | 0.00 | 107.00 | 5 832.28 | tp 2027.08 |
| 2024.03.15 21:59:58 | 32 | XAUUSD | sell | in | 0.2 | 2159.30 | 32 | 0.00 | 0.00 | 0.00 | 5 832.28 | Thor |
| 2024.03.18 02:59:58 | 33 | XAUUSD | buy | out | 0.2 | 2157.12 | 33 | 0.00 | -0.92 | 43.60 | 5 874.96 | sl 2157.12 |
| 2024.03.19 10:59:58 | 34 | XAUUSD | sell | in | 0.2 | 2155.82 | 34 | 0.00 | 0.00 | 0.00 | 5 874.96 | Thor |
| 2024.03.19 11:59:58 | 35 | XAUUSD | buy | out | 0.2 | 2153.95 | 35 | 0.00 | 0.00 | 37.40 | 5 912.36 | sl 2153.95 |
| 2024.05.09 07:59:57 | 36 | XAUUSD | sell | in | 0.2 | 2312.12 | 36 | 0.00 | 0.00 | 0.00 | 5 912.36 | Thor |
| 2024.05.09 11:59:58 | 37 | XAUUSD | buy | out | 0.2 | 2309.66 | 37 | 0.00 | 0.00 | 49.20 | 5 961.56 | sl 2309.66 |
| 0.00 | -6.44 | 968.00 | 5 961.56 | |||||||||