Strategy Tester Report
FXChoice-MetaTrader 5 Pro (Build 1545)
Settings
Expert: Vates
Symbol: EURUSD
Period: H1 (2016.12.24 - 2017.03.25)
Inputs: Magic=236789
Max_Spread=10
Inp_Slippage=3
Lot=1
Fixed_Lot=0.01
Lot_Percent=10
Mode=0
Applied_Price=4
X_Factor=37
Y_Factor=23
Z_Factor=21
Add_Order=2
Drawdown_Percent=2
Stop_Loss=0
Use_Trailing=false
Trailing_Start=10
Trailing_Stop=3
Filling_Type=0
Broker: FX Choice Limited
Currency: USD
Initial Deposit: 1 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 1557 Ticks: 370658 Symbols: 1
Total Net Profit: 6 614.81 Balance Drawdown Absolute: 0.73 Equity Drawdown Absolute: 189.00
Gross Profit: 7 313.71 Balance Drawdown Maximal: 350.06 (5.19%) Equity Drawdown Maximal: 2 197.97 (30.26%)
Gross Loss: -698.90 Balance Drawdown Relative: 16.35% (211.83) Equity Drawdown Relative: 44.60% (652.99)
Profit Factor: 10.46 Expected Payoff: 213.38 Margin Level: 197.80%
Recovery Factor: 3.01 Sharpe Ratio: 0.69 Z-Score: -0.40 (31.08%)
AHPR: 1.0727 (7.27%) LR Correlation: 0.96 OnTester result: 0
GHPR: 1.0677 (6.77%) LR Standard Error: 646.92
Total Trades: 31 Short Trades (won %): 15 (86.67%) Long Trades (won %): 16 (87.50%)
Total Deals: 81 Profit Trades (% of total): 27 (87.10%) Loss Trades (% of total): 4 (12.90%)
Largest profit trade: 1 350.74 Largest loss trade: -340.19
Average profit trade: 270.88 Average loss trade: -174.73
Maximum consecutive wins ($): 12 (1 968.18) Maximum consecutive losses ($): 2 (-209.04)
Maximal consecutive profit (count): 3 818.14 (8) Maximal consecutive loss (count): -340.19 (1)
Average consecutive wins: 7 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): 0.18 Correlation (MFE,MAE): -0.1098
Graph
Minimal position holding time: 14:59:41 Maximal position holding time: 102:00:01 Average position holding time: 48:21:11
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2016.12.28 12:00:082EURUSDbuy0.10 / 0.101.044032016.12.28 12:00:08filled
2016.12.28 15:30:013EURUSDbuy0.10 / 0.101.039912016.12.28 15:30:01filled
2016.12.30 04:30:014EURUSDsell0.20 / 0.201.053842016.12.30 04:30:01filled
2016.12.30 04:30:025EURUSDsell0.12 / 0.121.053842016.12.30 04:30:02filled
2017.01.02 12:00:026EURUSDbuy0.12 / 0.121.048732017.01.02 12:00:02filled
2017.01.02 12:00:117EURUSDbuy0.13 / 0.131.048732017.01.02 12:00:11filled
2017.01.03 14:00:018EURUSDbuy0.13 / 0.131.039452017.01.03 14:00:01filled
2017.01.04 12:30:059EURUSDsell0.26 / 0.261.043512017.01.04 12:30:05filled
2017.01.04 12:30:1310EURUSDsell0.13 / 0.131.043512017.01.04 12:30:13filled
2017.01.04 19:00:0211EURUSDsell0.13 / 0.131.047522017.01.04 19:00:02filled
2017.01.05 20:00:1412EURUSDsell0.13 / 0.131.059822017.01.05 20:00:14filled
2017.01.06 17:30:0113EURUSDbuy0.39 / 0.391.055202017.01.06 17:30:01filled
2017.01.06 17:30:0114EURUSDbuy0.11 / 0.111.055202017.01.06 17:30:01filled
2017.01.09 20:00:0515EURUSDsell0.11 / 0.111.057042017.01.09 20:00:05filled
2017.01.09 20:00:0916EURUSDsell0.11 / 0.111.057042017.01.09 20:00:09filled
2017.01.11 16:00:1417EURUSDbuy0.11 / 0.111.051352017.01.11 16:00:14filled
2017.01.11 16:00:3018EURUSDbuy0.12 / 0.121.051352017.01.11 16:00:30filled
2017.01.11 18:00:0419EURUSDbuy0.12 / 0.121.047452017.01.11 18:00:04filled
2017.01.17 09:30:0720EURUSDsell0.24 / 0.241.064562017.01.17 09:30:07filled
2017.01.17 09:30:1421EURUSDsell0.15 / 0.151.064562017.01.17 09:30:14filled
2017.01.19 00:00:0522EURUSDbuy0.15 / 0.151.063152017.01.19 00:00:05filled
2017.01.19 00:00:0923EURUSDbuy0.15 / 0.151.063152017.01.19 00:00:09filled
2017.01.19 17:30:0524EURUSDbuy0.15 / 0.151.060052017.01.19 17:30:05filled
2017.01.24 02:00:0325EURUSDsell0.30 / 0.301.075882017.01.24 02:00:03filled
2017.01.24 02:00:0626EURUSDsell0.20 / 0.201.075882017.01.24 02:00:06filled
2017.01.26 16:00:0727EURUSDbuy0.20 / 0.201.069722017.01.26 16:00:07filled
2017.01.26 16:00:1028EURUSDbuy0.21 / 0.211.069722017.01.26 16:00:10filled
2017.01.27 17:30:0329EURUSDsell0.21 / 0.211.070962017.01.27 17:30:03filled
2017.01.27 17:30:0830EURUSDsell0.21 / 0.211.070962017.01.27 17:30:08filled
2017.01.30 16:00:1031EURUSDbuy0.21 / 0.211.064492017.01.30 16:00:10filled
2017.01.30 16:00:1632EURUSDbuy0.23 / 0.231.064492017.01.30 16:00:16filled
2017.01.31 18:30:0233EURUSDsell0.23 / 0.231.079042017.01.31 18:30:02filled
2017.01.31 18:30:0734EURUSDsell0.26 / 0.261.079042017.01.31 18:30:07filled
2017.02.01 18:30:0835EURUSDbuy0.26 / 0.261.075262017.02.01 18:30:08filled
2017.02.01 18:30:1136EURUSDbuy0.27 / 0.271.075262017.02.01 18:30:11filled
2017.02.03 18:30:0237EURUSDsell0.27 / 0.271.077922017.02.03 18:30:02filled
2017.02.03 18:30:0938EURUSDsell0.28 / 0.281.077922017.02.03 18:30:09filled
2017.02.07 11:00:0239EURUSDbuy0.28 / 0.281.067452017.02.07 11:00:02filled
2017.02.07 11:00:0240EURUSDbuy0.30 / 0.301.067452017.02.07 11:00:02filled
2017.02.08 12:00:0541EURUSDbuy0.30 / 0.301.064482017.02.08 12:00:05filled
2017.02.10 17:00:1742EURUSDbuy0.30 / 0.301.062252017.02.10 17:00:17filled
2017.02.13 11:30:0543EURUSDsell0.90 / 0.901.063892017.02.13 11:30:05filled
2017.02.13 11:30:1144EURUSDsell0.30 / 0.301.063892017.02.13 11:30:11filled
2017.02.14 19:00:0745EURUSDbuy0.30 / 0.301.057692017.02.14 19:00:07filled
2017.02.14 19:00:1146EURUSDbuy0.31 / 0.311.057692017.02.14 19:00:11filled
2017.02.15 13:30:0247EURUSDbuy0.31 / 0.311.055332017.02.15 13:30:02filled
2017.02.15 16:30:0848EURUSDbuy0.31 / 0.311.054232017.02.15 16:30:08filled
2017.02.16 18:00:0549EURUSDsell0.93 / 0.931.066782017.02.16 18:00:05filled
2017.02.16 18:00:1150EURUSDsell0.42 / 0.421.066782017.02.16 18:00:11filled
2017.02.21 05:30:0151EURUSDbuy0.42 / 0.421.058252017.02.21 05:30:01filled
2017.02.21 05:30:0152EURUSDbuy0.45 / 0.451.058252017.02.21 05:30:01filled
2017.02.22 11:30:1753EURUSDbuy0.45 / 0.451.051962017.02.22 11:30:17filled
2017.02.24 11:00:0754EURUSDsell0.90 / 0.901.057612017.02.24 11:00:07filled
2017.02.24 11:00:0755EURUSDsell0.47 / 0.471.057612017.02.24 11:00:07filled
2017.02.24 16:00:0256EURUSDsell0.47 / 0.471.061362017.02.24 16:00:02filled
2017.02.27 19:30:0157EURUSDsell0.47 / 0.471.061472017.02.27 19:30:01filled
2017.03.02 17:00:0858EURUSDbuy1.41 / 1.411.050552017.03.02 17:00:08filled
2017.03.02 17:00:1859EURUSDbuy0.61 / 0.611.050552017.03.02 17:00:18filled
2017.03.03 17:00:0060EURUSDsell0.61 / 0.611.055602017.03.03 17:00:00filled
2017.03.03 17:00:0761EURUSDsell0.64 / 0.641.055602017.03.03 17:00:07filled
2017.03.03 22:30:0562EURUSDsell0.64 / 0.641.060232017.03.03 22:30:05filled
2017.03.06 00:00:0063EURUSDsell0.64 / 0.641.060982017.03.06 00:00:00filled
2017.03.07 13:00:0864EURUSDbuy1.92 / 1.921.057602017.03.07 13:00:08filled
2017.03.07 13:00:0965EURUSDbuy0.66 / 0.661.057602017.03.07 13:00:09filled
2017.03.08 11:00:0066EURUSDbuy0.66 / 0.661.055632017.03.08 11:00:00filled
2017.03.09 17:30:0867EURUSDsell1.32 / 1.321.057652017.03.09 17:30:08filled
2017.03.09 17:30:1568EURUSDsell0.67 / 0.671.057652017.03.09 17:30:15filled
2017.03.10 17:00:0169EURUSDsell0.67 / 0.671.063402017.03.10 17:00:01filled
2017.03.10 21:30:0170EURUSDsell0.67 / 0.671.068332017.03.10 21:30:01filled
2017.03.14 11:00:0871EURUSDbuy2.01 / 2.011.064792017.03.14 11:00:08filled
2017.03.14 11:00:1472EURUSDbuy0.64 / 0.641.064792017.03.14 11:00:14filled
2017.03.16 01:00:0473EURUSDsell0.64 / 0.641.073032017.03.16 01:00:04filled
2017.03.16 01:00:1474EURUSDsell0.69 / 0.691.073032017.03.16 01:00:14filled
2017.03.17 00:30:0575EURUSDsell0.69 / 0.691.076992017.03.17 00:30:05filled
2017.03.20 20:30:0576EURUSDbuy1.38 / 1.381.073482017.03.20 20:30:05filled
2017.03.20 20:30:2077EURUSDbuy0.71 / 0.711.073482017.03.20 20:30:20filled
2017.03.21 11:30:0178EURUSDsell0.71 / 0.711.078992017.03.21 11:30:01filled
2017.03.21 11:30:1379EURUSDsell0.75 / 0.751.078992017.03.21 11:30:13filled
2017.03.22 12:00:1080EURUSDbuy0.75 / 0.751.078572017.03.22 12:00:10filled
2017.03.22 12:00:2681EURUSDbuy0.75 / 0.751.078522017.03.22 12:00:26filled
2017.03.24 22:59:5982EURUSDsell0.75 / 0.751.079692017.03.24 22:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2016.12.24 00:00:001balance0.000.001 000.001 000.00
2016.12.28 12:00:082EURUSDbuyin0.101.044032-0.370.000.00999.63
2016.12.28 15:30:013EURUSDbuyin0.101.039913-0.360.000.00999.27
2016.12.30 04:30:014EURUSDsellout0.201.053844-0.74-0.48237.401 235.45
2016.12.30 04:30:025EURUSDsellin0.121.053845-0.440.000.001 235.01
2017.01.02 12:00:026EURUSDbuyout0.121.048736-0.440.0461.321 295.93
2017.01.02 12:00:117EURUSDbuyin0.131.048737-0.480.000.001 295.45
2017.01.03 14:00:018EURUSDbuyin0.131.039458-0.470.000.001 294.98
2017.01.04 12:30:059EURUSDsellout0.261.043519-0.95-0.23-15.081 278.72
2017.01.04 12:30:1310EURUSDsellin0.131.0435110-0.470.000.001 278.25
2017.01.04 19:00:0211EURUSDsellin0.131.0475211-0.480.000.001 277.77
2017.01.05 20:00:1412EURUSDsellin0.131.0598212-0.480.000.001 277.29
2017.01.06 17:30:0113EURUSDbuyout0.391.0552013-1.440.41-191.751 084.51
2017.01.06 17:30:0114EURUSDbuyin0.111.0552014-0.410.000.001 084.10
2017.01.09 20:00:0515EURUSDsellout0.111.0570415-0.41-0.0720.241 103.86
2017.01.09 20:00:0916EURUSDsellin0.111.0570416-0.410.000.001 103.45
2017.01.11 16:00:1417EURUSDbuyout0.111.0513517-0.400.0862.591 165.72
2017.01.11 16:00:3018EURUSDbuyin0.121.0513518-0.440.000.001 165.28
2017.01.11 18:00:0419EURUSDbuyin0.121.0474519-0.440.000.001 164.84
2017.01.17 09:30:0720EURUSDsellout0.241.0645620-0.89-0.85363.841 526.94
2017.01.17 09:30:1421EURUSDsellin0.151.0645621-0.560.000.001 526.38
2017.01.19 00:00:0522EURUSDbuyout0.151.0631522-0.560.2121.151 547.18
2017.01.19 00:00:0923EURUSDbuyin0.151.0631523-0.560.000.001 546.62
2017.01.19 17:30:0524EURUSDbuyin0.151.0600524-0.560.000.001 546.06
2017.01.24 02:00:0325EURUSDsellout0.301.0758825-1.13-0.54428.401 972.79
2017.01.24 02:00:0626EURUSDsellin0.201.0758826-0.750.000.001 972.04
2017.01.26 16:00:0727EURUSDbuyout0.201.0697227-0.750.28123.202 094.77
2017.01.26 16:00:1028EURUSDbuyin0.211.0697228-0.790.000.002 093.98
2017.01.27 17:30:0329EURUSDsellout0.211.0709629-0.79-0.1226.042 119.11
2017.01.27 17:30:0830EURUSDsellin0.211.0709630-0.790.000.002 118.32
2017.01.30 16:00:1031EURUSDbuyout0.211.0644931-0.780.07135.872 253.48
2017.01.30 16:00:1632EURUSDbuyin0.231.0644932-0.860.000.002 252.62
2017.01.31 18:30:0233EURUSDsellout0.231.0790433-0.87-0.14334.652 586.26
2017.01.31 18:30:0734EURUSDsellin0.261.0790434-0.980.000.002 585.28
2017.02.01 18:30:0835EURUSDbuyout0.261.0752635-0.980.0998.282 682.67
2017.02.01 18:30:1136EURUSDbuyin0.271.0752636-1.020.000.002 681.65
2017.02.03 18:30:0237EURUSDsellout0.271.0779237-1.02-0.6471.822 751.81
2017.02.03 18:30:0938EURUSDsellin0.281.0779238-1.060.000.002 750.75
2017.02.07 11:00:0239EURUSDbuyout0.281.0674539-1.050.20293.163 043.06
2017.02.07 11:00:0240EURUSDbuyin0.301.0674540-1.120.000.003 041.94
2017.02.08 12:00:0541EURUSDbuyin0.301.0644841-1.120.000.003 040.82
2017.02.10 17:00:1742EURUSDbuyin0.301.0622542-1.120.000.003 039.70
2017.02.13 11:30:0543EURUSDsellout0.901.0638943-3.35-2.15-75.302 958.90
2017.02.13 11:30:1144EURUSDsellin0.301.0638944-1.120.000.002 957.78
2017.02.14 19:00:0745EURUSDbuyout0.301.0576945-1.110.11186.003 142.78
2017.02.14 19:00:1146EURUSDbuyin0.311.0576946-1.150.000.003 141.63
2017.02.15 13:30:0247EURUSDbuyin0.311.0553347-1.150.000.003 140.48
2017.02.15 16:30:0848EURUSDbuyin0.311.0542348-1.140.000.003 139.34
2017.02.16 18:00:0549EURUSDsellout0.931.0667849-3.47-1.841 025.794 159.82
2017.02.16 18:00:1150EURUSDsellin0.421.0667850-1.570.000.004 158.25
2017.02.21 05:30:0151EURUSDbuyout0.421.0582551-1.560.45358.264 515.40
2017.02.21 05:30:0152EURUSDbuyin0.451.0582552-1.670.000.004 513.73
2017.02.22 11:30:1753EURUSDbuyin0.451.0519653-1.660.000.004 512.07
2017.02.24 11:00:0754EURUSDsellout0.901.0576154-3.33-2.42225.454 731.77
2017.02.24 11:00:0755EURUSDsellin0.471.0576155-1.740.000.004 730.03
2017.02.24 16:00:0256EURUSDsellin0.471.0613656-1.750.000.004 728.28
2017.02.27 19:30:0157EURUSDsellin0.471.0614757-1.750.000.004 726.53
2017.03.02 17:00:0858EURUSDbuyout1.411.0505558-5.182.791 353.136 077.27
2017.03.02 17:00:1859EURUSDbuyin0.611.0505559-2.240.000.006 075.03
2017.03.03 17:00:0060EURUSDsellout0.611.0556060-2.25-0.36308.056 380.47
2017.03.03 17:00:0761EURUSDsellin0.641.0556061-2.360.000.006 378.11
2017.03.03 22:30:0562EURUSDsellin0.641.0602362-2.380.000.006 375.73
2017.03.06 00:00:0063EURUSDsellin0.641.0609863-2.380.000.006 373.35
2017.03.07 13:00:0864EURUSDbuyout1.921.0576064-7.111.12256.646 624.00
2017.03.07 13:00:0965EURUSDbuyin0.661.0576065-2.440.000.006 621.56
2017.03.08 11:00:0066EURUSDbuyin0.661.0556366-2.440.000.006 619.12
2017.03.09 17:30:0867EURUSDsellout1.321.0576567-4.89-2.75136.626 748.10
2017.03.09 17:30:1568EURUSDsellin0.671.0576568-2.480.000.006 745.62
2017.03.10 17:00:0169EURUSDsellin0.671.0634069-2.490.000.006 743.13
2017.03.10 21:30:0170EURUSDsellin0.671.0683370-2.510.000.006 740.62
2017.03.14 11:00:0871EURUSDbuyout2.011.0647971-7.491.63-334.336 400.43
2017.03.14 11:00:1472EURUSDbuyin0.641.0647972-2.390.000.006 398.04
2017.03.16 01:00:0473EURUSDsellout0.641.0730373-2.40-1.52527.366 921.48
2017.03.16 01:00:1474EURUSDsellin0.691.0730374-2.590.000.006 918.89
2017.03.17 00:30:0575EURUSDsellin0.691.0769975-2.600.000.006 916.29
2017.03.20 20:30:0576EURUSDbuyout1.381.0734876-5.180.72211.147 122.97
2017.03.20 20:30:2077EURUSDbuyin0.711.0734877-2.670.000.007 120.30
2017.03.21 11:30:0178EURUSDsellout0.711.0789978-2.68-0.42391.217 508.41
2017.03.21 11:30:1379EURUSDsellin0.751.0789979-2.830.000.007 505.58
2017.03.22 12:00:1080EURUSDbuyout0.751.0785780-2.830.2631.507 534.51
2017.03.22 12:00:2681EURUSDbuyin0.751.0785281-2.830.000.007 531.68
2017.03.24 22:59:5982EURUSDsellout0.751.0796982-2.83-1.7987.757 614.81end of test
-137.73 -7.86 6 760.40 7 614.81