Strategy Tester Report
MetaQuotes-Demo (Build 2307)
Settings
Expert:			Robonacci-Universal
Symbol:			GBPUSD
Period:			H2 (2019.01.14 - 2019.12.31)
Inputs:			ALLOW_TRADE=true
			MaxumumTrades=1
			BarsToProcess=100
			Trading_Start_Time=00:05
			Trading_Finish_Time=23:55
			Spread=10
			Slippage=10
			FixedLot=1
			UseAutoLot=true
			AutoLotRisks=0.01
			LotDecreaseFactorIfLossOccurs=0.01
			LotIncreaseFactorIfWinsOccurs=0.01
			FixedStopLoss=0
			FixedTakeProfit=0
			UseAutoStopLossTakeProfit=true
			StopLoss_Multiplier=3
			TakeProfit_Multiplier=5
			UseHiddenStopLossTakeProfit=false
			HiddenStopLossInMoney=10000
			HiddenTakeProfitInMoney=10000
			WithdrawTarget=1000000
			DailyLossLimit=10000
			CloseProfitTradesAtTradingFinishTime=false
			CloseAllTradesAtTradingFinishTime=false
			UseRetracementStrategy=true
			UseBreakOutStrategy=true
			UseReversalStrategy=true
			UseTrendFollowStrategy=true
			FibonacciTrailing=false
			UseExtraCaution=true
			PanelHeaderTextColor=2330219
			PanelBodyTextColor=14053594
			PanelHeaderBGColor=11788021
Broker:			MetaQuotes Software Corp.
Currency:			USD
Initial Deposit:			10 000.00
Leverage:			1:500
Results
History Quality:			100% real ticks
Bars:			2996	Ticks:			30772175	Symbols:			1
Total Net Profit:			17 407.12	Balance Drawdown Absolute:			0.00	Equity Drawdown Absolute:			11.31
Gross Profit:			24 298.38	Balance Drawdown Maximal:			3 609.78 (11.67%)	Equity Drawdown Maximal:			6 313.80 (20.00%)
Gross Loss:			-6 891.26	Balance Drawdown Relative:			11.67% (3 609.78)	Equity Drawdown Relative:			20.00% (6 313.80)
Profit Factor:			3.53	Expected Payoff:			791.23	Margin Level:			9257.51%
Recovery Factor:			2.76	Sharpe Ratio:			0.80	Z-Score:			-0.03 (2.39%)
AHPR:			1.0487 (4.87%)	LR Correlation:			0.93	OnTester result:			0
GHPR:			1.0469 (4.69%)	LR Standard Error:			2 441.22
Total Trades:			22	Short Trades (won %):			12 (75.00%)	Long Trades (won %):			10 (90.00%)
Total Deals:			44	Profit Trades (% of total):			18 (81.82%)	Loss Trades (% of total):			4 (18.18%)
				Largest profit trade:			2 827.24	Largest loss trade:			-2 295.82
				Average profit trade:			1 349.91	Average loss trade:			-1 722.82
				Maximum consecutive wins ($):			12 (17 408.84)	Maximum consecutive losses ($):			2 (-3 609.78)
				Maximal consecutive profit (count):			17 408.84 (12)	Maximal consecutive loss (count):			-3 609.78 (2)
				Average consecutive wins:			5	Average consecutive losses:			1
Correlation (Profits,MFE):			0.51	Correlation (Profits,MAE):			0.85	Correlation (MFE,MAE):			0.3425
Minimal position holding time:			15:59:07	Maximal position holding time:			909:18:52	Average position holding time:			240:03:37

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2019.01.15 20:57:13	2	GBPUSD	buy	0.39 / 0.39		1.26974	1.24893	1.30443	2019.01.15 20:57:13		filled
2019.01.23 16:24:18	3	GBPUSD	sell	0.39 / 0.39		1.30443			2019.01.23 16:24:18		filled	tp 1.30443
2019.01.23 17:09:52	4	GBPUSD	sell	0.43 / 0.43		1.30628	1.32308	1.27828	2019.01.23 17:09:52		filled
2019.02.14 15:32:48	5	GBPUSD	buy	0.43 / 0.43		1.28388			2019.02.14 15:32:48		filled	sl 1.28388
2019.02.14 16:39:20	6	GBPUSD	buy	0.48 / 0.48		1.27830	1.26374	1.30256	2019.02.14 16:39:20		filled
2019.02.19 17:54:47	7	GBPUSD	sell	0.48 / 0.48		1.30256			2019.02.19 17:54:47		filled	tp 1.30256
2019.02.19 17:54:48	8	GBPUSD	buy	0.52 / 0.52		1.30277	1.28796	1.32746	2019.02.19 17:54:48		filled
2019.02.26 18:14:44	9	GBPUSD	sell	0.52 / 0.52		1.32746			2019.02.26 18:14:44		filled	tp 1.32746
2019.02.26 18:14:44	10	GBPUSD	sell	0.56 / 0.56		1.32750	1.34670	1.29549	2019.02.26 18:14:44		filled
2019.03.11 10:00:33	11	GBPUSD	buy	0.56 / 0.56		1.30189			2019.03.11 10:00:33		filled	sl 1.30189
2019.03.12 00:36:20	12	GBPUSD	sell	0.61 / 0.61		1.31999	1.33967	1.28719	2019.03.12 00:36:20		filled
2019.03.21 18:19:16	13	GBPUSD	buy	0.61 / 0.61		1.30526			2019.03.21 18:19:16		filled
2019.03.25 13:01:51	14	GBPUSD	sell	0.65 / 0.65		1.31918	1.34117	1.28253	2019.03.25 13:01:51		filled
2019.05.16 10:20:43	15	GBPUSD	buy	0.65 / 0.65		1.28253			2019.05.16 10:20:43		filled	tp 1.28253
2019.05.21 19:17:35	16	GBPUSD	sell	0.76 / 0.76		1.27321	1.28488	1.25377	2019.05.21 19:17:35		filled
2019.06.17 21:14:02	17	GBPUSD	buy	0.76 / 0.76		1.25377			2019.06.17 21:14:02		filled	tp 1.25377
2019.06.17 23:49:27	18	GBPUSD	buy	0.83 / 0.83		1.25333	1.24265	1.27114	2019.06.17 23:49:27		filled
2019.06.20 09:19:55	19	GBPUSD	sell	0.83 / 0.83		1.27022			2019.06.20 09:19:55		filled
2019.06.21 12:44:39	20	GBPUSD	sell	0.88 / 0.88		1.26609	1.27929	1.24409	2019.06.21 12:44:39		filled
2019.07.09 14:47:26	21	GBPUSD	buy	0.88 / 0.88		1.24409			2019.07.09 14:47:26		filled	tp 1.24409
2019.07.12 08:10:05	22	GBPUSD	sell	0.96 / 0.96		1.25429	1.26560	1.23544	2019.07.12 08:10:05		filled
2019.07.26 15:31:00	23	GBPUSD	buy	0.96 / 0.96		1.24209			2019.07.26 15:31:00		filled
2019.07.26 18:43:01	24	GBPUSD	sell	1.02 / 1.02		1.23814	1.25095	1.21678	2019.07.26 18:43:01		filled
2019.07.30 04:33:54	25	GBPUSD	buy	1.02 / 1.02		1.21678			2019.07.30 04:33:54		filled	tp 1.21678
2019.08.07 17:04:17	26	GBPUSD	sell	1.13 / 1.13		1.21535	1.23439	1.18362	2019.08.07 17:04:17		filled
2019.09.05 04:57:46	27	GBPUSD	buy	1.13 / 1.13		1.22339			2019.09.05 04:57:46		filled
2019.09.05 13:03:33	28	GBPUSD	buy	1.07 / 1.07		1.23105	1.21085	1.26472	2019.09.05 13:03:33		filled
2019.10.10 18:43:26	29	GBPUSD	sell	1.07 / 1.07		1.23641			2019.10.10 18:43:26		filled
2019.10.10 20:04:32	30	GBPUSD	buy	1.09 / 1.09		1.24140	1.22585	1.26732	2019.10.10 20:04:32		filled
2019.10.11 14:25:41	31	GBPUSD	sell	1.09 / 1.09		1.26732			2019.10.11 14:25:41		filled	tp 1.26732
2019.10.11 14:25:41	32	GBPUSD	sell	1.18 / 1.18		1.26734	1.28661	1.23523	2019.10.11 14:25:41		filled
2019.10.16 18:49:58	33	GBPUSD	buy	1.18 / 1.18		1.28661			2019.10.16 18:49:58		filled	sl 1.28661
2019.10.17 15:11:40	34	GBPUSD	buy	1.08 / 1.08		1.27874	1.24473	1.33543	2019.10.17 15:11:40		filled
2019.10.31 13:42:12	35	GBPUSD	sell	1.08 / 1.08		1.29632			2019.10.31 13:42:12		filled
2019.10.31 17:07:52	36	GBPUSD	sell	1.14 / 1.14		1.29264	1.30690	1.26888	2019.10.31 17:07:52		filled
2019.11.22 14:45:18	37	GBPUSD	buy	1.14 / 1.14		1.28524			2019.11.22 14:45:18		filled
2019.11.25 11:05:54	38	GBPUSD	buy	1.17 / 1.17		1.28853	1.27735	1.30717	2019.11.25 11:05:54		filled
2019.11.28 00:40:44	39	GBPUSD	sell	1.17 / 1.17		1.29476			2019.11.28 00:40:44		filled
2019.11.28 02:34:56	40	GBPUSD	sell	1.20 / 1.20		1.29229	1.30452	1.27190	2019.11.28 02:34:56		filled
2019.12.04 10:20:45	41	GBPUSD	buy	1.20 / 1.20		1.30452			2019.12.04 10:20:45		filled	sl 1.30452
2019.12.16 23:04:28	42	GBPUSD	buy	1.10 / 1.10		1.33422	1.30856	1.37698	2019.12.16 23:04:28		filled
2019.12.17 15:03:35	43	GBPUSD	sell	1.10 / 1.10		1.31492			2019.12.17 15:03:35		filled
2019.12.19 09:21:16	44	GBPUSD	buy	1.04 / 1.04		1.31034	1.28877	1.34630	2019.12.19 09:21:16		filled
2019.12.30 23:59:58	45	GBPUSD	sell	1.04 / 1.04		1.31117			2019.12.30 23:59:58		filled	end of test
Deals
Time	Deal	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit	Balance	Comment
2019.01.14 00:00:00	1		balance					0.00	0.00	10 000.00	10 000.00
2019.01.15 20:57:13	2	GBPUSD	buy	in	0.39	1.26974	2	0.00	0.00	0.00	10 000.00
2019.01.23 16:24:18	3	GBPUSD	sell	out	0.39	1.30443	3	0.00	-0.63	1 352.91	11 352.28	tp 1.30443
2019.01.23 17:09:52	4	GBPUSD	sell	in	0.43	1.30628	4	0.00	0.00	0.00	11 352.28
2019.02.14 15:32:48	5	GBPUSD	buy	out	0.43	1.28389	5	0.00	-22.76	962.77	12 292.29	sl 1.28388
2019.02.14 16:39:20	6	GBPUSD	buy	in	0.48	1.27830	6	0.00	0.00	0.00	12 292.29
2019.02.19 17:54:47	7	GBPUSD	sell	out	0.48	1.30257	7	0.00	-0.30	1 164.96	13 456.95	tp 1.30256
2019.02.19 17:54:48	8	GBPUSD	buy	in	0.52	1.30277	8	0.00	0.00	0.00	13 456.95
2019.02.26 18:14:44	9	GBPUSD	sell	out	0.52	1.32750	9	0.00	-0.71	1 285.96	14 742.20	tp 1.32746
2019.02.26 18:14:44	10	GBPUSD	sell	in	0.56	1.32750	10	0.00	0.00	0.00	14 742.20
2019.03.11 10:00:33	11	GBPUSD	buy	out	0.56	1.30189	11	0.00	-16.01	1 434.16	16 160.35	sl 1.30189
2019.03.12 00:36:20	12	GBPUSD	sell	in	0.61	1.31999	12	0.00	0.00	0.00	16 160.35
2019.03.21 18:19:16	13	GBPUSD	buy	out	0.61	1.30526	13	0.00	-14.76	898.53	17 044.12
2019.03.25 13:01:51	14	GBPUSD	sell	in	0.65	1.31918	14	0.00	0.00	0.00	17 044.12
2019.05.16 10:20:43	15	GBPUSD	buy	out	0.65	1.28252	15	0.00	-77.22	2 382.90	19 349.80	tp 1.28253
2019.05.21 19:17:35	16	GBPUSD	sell	in	0.76	1.27321	16	0.00	0.00	0.00	19 349.80
2019.06.17 21:14:02	17	GBPUSD	buy	out	0.76	1.25376	17	0.00	-45.13	1 478.20	20 782.87	tp 1.25377
2019.06.17 23:49:27	18	GBPUSD	buy	in	0.83	1.25333	18	0.00	0.00	0.00	20 782.87
2019.06.20 09:19:55	19	GBPUSD	sell	out	0.83	1.27022	19	0.00	-0.84	1 401.87	22 183.90
2019.06.21 12:44:39	20	GBPUSD	sell	in	0.88	1.26609	20	0.00	0.00	0.00	22 183.90
2019.07.09 14:47:26	21	GBPUSD	buy	out	0.88	1.24409	21	0.00	-31.02	1 936.00	24 088.88	tp 1.24409
2019.07.12 08:10:05	22	GBPUSD	sell	in	0.96	1.25429	22	0.00	0.00	0.00	24 088.88
2019.07.26 15:31:00	23	GBPUSD	buy	out	0.96	1.24209	23	0.00	-29.56	1 171.20	25 230.52
2019.07.26 18:43:01	24	GBPUSD	sell	in	1.02	1.23814	24	0.00	0.00	0.00	25 230.52
2019.07.30 04:33:54	25	GBPUSD	buy	out	1.02	1.21674	25	0.00	-4.48	2 182.80	27 408.84	tp 1.21678
2019.08.07 17:04:17	26	GBPUSD	sell	in	1.13	1.21535	26	0.00	0.00	0.00	27 408.84
2019.09.05 04:57:46	27	GBPUSD	buy	out	1.13	1.22339	27	0.00	-77.14	-908.52	26 423.18
2019.09.05 13:03:33	28	GBPUSD	buy	in	1.07	1.23105	28	0.00	0.00	0.00	26 423.18
2019.10.10 18:43:26	29	GBPUSD	sell	out	1.07	1.23641	29	0.00	-7.40	573.52	26 989.30
2019.10.10 20:04:32	30	GBPUSD	buy	in	1.09	1.24140	30	0.00	0.00	0.00	26 989.30
2019.10.11 14:25:41	31	GBPUSD	sell	out	1.09	1.26734	31	0.00	-0.22	2 827.46	29 816.54	tp 1.26732
2019.10.11 14:25:41	32	GBPUSD	sell	in	1.18	1.26734	32	0.00	0.00	0.00	29 816.54
2019.10.16 18:49:58	33	GBPUSD	buy	out	1.18	1.28673	33	0.00	-7.80	-2 288.02	27 520.72	sl 1.28661
2019.10.17 15:11:40	34	GBPUSD	buy	in	1.08	1.27874	34	0.00	0.00	0.00	27 520.72
2019.10.31 13:42:12	35	GBPUSD	sell	out	1.08	1.29632	35	0.00	-3.06	1 898.64	29 416.30
2019.10.31 17:07:52	36	GBPUSD	sell	in	1.14	1.29264	36	0.00	0.00	0.00	29 416.30
2019.11.22 14:45:18	37	GBPUSD	buy	out	1.14	1.28524	37	0.00	-55.19	843.60	30 204.71
2019.11.25 11:05:54	38	GBPUSD	buy	in	1.17	1.28853	38	0.00	0.00	0.00	30 204.71
2019.11.28 00:40:44	39	GBPUSD	sell	out	1.17	1.29476	39	0.00	-1.16	728.91	30 932.46
2019.11.28 02:34:56	40	GBPUSD	sell	in	1.20	1.29229	40	0.00	0.00	0.00	30 932.46
2019.12.04 10:20:45	41	GBPUSD	buy	out	1.20	1.30459	41	0.00	-10.56	-1 476.00	29 445.90	sl 1.30452
2019.12.16 23:04:28	42	GBPUSD	buy	in	1.10	1.33422	42	0.00	0.00	0.00	29 445.90
2019.12.17 15:03:35	43	GBPUSD	sell	out	1.10	1.31492	43	0.00	-0.22	-2 123.00	27 322.68
2019.12.19 09:21:16	44	GBPUSD	buy	in	1.04	1.31034	44	0.00	0.00	0.00	27 322.68
2019.12.30 23:59:58	45	GBPUSD	sell	out	1.04	1.31117	45	0.00	-1.88	86.32	27 407.12	end of test
								0.00	-408.05	17 815.17	27 407.12