Strategy Tester Report
VantageInternational-Demo (Build 3091)
Settings
Expert: MaCrossingBot
Symbol: EURCHF
Period: M1 (2015.01.01 - 2022.01.23)
Inputs: general_settings=
symbols=0
symbols_list=NZDUSD
prefix=
suffix=
use_timer=false
monday_trading=true
tuesday_trading=true
wednesday_trading=true
thursday_trading=true
friday_trading=true
saturday_trading=false
sunday_trading=false
begin_hour=00:00
end_hour=23:59
indicators_alerts=2
trading_alerts=2
ma_settings=
ma_timeframe=16396
ma_bar=0
min_already_cross_bars=2
reversed_logic=false
ma1_settings=
ma1_period=40
ma1_method=1
ma1_applied_price=1
ma1_shift=0
ma2_settings=
ma2_period=100
ma2_method=0
ma2_applied_price=1
ma2_shift=0
filters_settings=
third_ma_settings=
use_third_ma=false
ma3_timeframe=16385
ma3_period=200
ma3_method=0
ma3_applied_price=1
ma3_shift=0
rsi_settings=
use_rsi=false
rsi_timeframe=16385
rsi_period=14
rsi_applied_price=1
rsi_shift=0
min_rsi_value=50
max_rsi_value=50
pp_settings=
use_daily_pp=false
use_weekly_pp=false
use_monthly_pp=false
trading_settings=
trading_general_settings=
allow_trading=true
magic_number=123456
max_trades=5
max_losts=0
max_wins=0
close_before_weekend=false
close_hour=18:00
use_mm=false
risk_pct=1
fixed_lots_size=0.2
maximum_spread=0
maximum_slippage=0
stop_loss_in_pips=75
take_profit_in_pips=50
trading_additional_closings=
close_on_reverse_signal=false
min_bars_to_close=0
trade_on_reverse_signal=false
close_on_price_return=false
ma_for_price_return=1
trading_be_ts_grid_settings=
break_even=false
break_even_in_pips=10
trailing_stop=false
ts_min_profit_in_pips=80
ts_distance_in_pips=10
ts_step_in_pips=15
add_orders=false
max_add_orders=0
lots_add_order=0.01
step_add_orders=10
sl_add_orders=10
tp_add_orders=10
Broker: Vantage International Group Limited
Currency: USD
Initial Deposit: 2 000.00
Leverage: 1:100
Results
History Quality: 99%
Bars: 2609382 Ticks: 152151382 Symbols: 1
Total Net Profit: 2 053.38 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 19.00
Gross Profit: 2 540.23 Balance Drawdown Maximal: 175.54 (4.61%) Equity Drawdown Maximal: 299.71 (10.48%)
Gross Loss: -486.85 Balance Drawdown Relative: 5.60% (157.10) Equity Drawdown Relative: 10.48% (299.71)
Profit Factor: 5.22 Expected Payoff: 73.33 Margin Level: 910.39%
Recovery Factor: 6.85 Sharpe Ratio: 0.94 Z-Score: 1.23 (78.13%)
AHPR: 1.0259 (2.59%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0255 (2.55%) LR Standard Error: 88.88
Total Trades: 28 Short Trades (won %): 15 (93.33%) Long Trades (won %): 13 (84.62%)
Total Deals: 56 Profit Trades (% of total): 25 (89.29%) Loss Trades (% of total): 3 (10.71%)
Largest profit trade: 109.87 Largest loss trade: -175.54
Average profit trade: 101.61 Average loss trade: -162.28
Maximum consecutive wins ($): 10 (1 002.48) Maximum consecutive losses ($): 1 (-175.54)
Maximal consecutive profit (count): 1 002.48 (10) Maximal consecutive loss (count): -175.54 (1)
Average consecutive wins: 6 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.97 Correlation (Profits,MAE): 0.67 Correlation (MFE,MAE): 0.6470
Graph
Minimal position holding time: 10:26:37 Maximal position holding time: 571:30:41 Average position holding time: 134:10:12
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.03.25 03:08:052EURCHFbuy0.2 / 0.20.000001.039391.051892015.03.25 03:08:05filledMCB - H12 - 40/100
2015.03.25 14:16:463EURCHFsell0.2 / 0.20.000002015.03.25 14:16:46filledtp 1.05189
2015.04.03 00:01:004EURCHFsell0.2 / 0.20.000001.051231.038732015.04.03 00:01:00filledMCB - H12 - 40/100
2015.04.10 10:11:295EURCHFbuy0.2 / 0.20.000002015.04.10 10:11:29filledtp 1.03873
2015.10.21 12:00:006EURCHFsell0.2 / 0.20.000001.091941.079442015.10.21 12:00:00filledMCB - H12 - 40/100
2015.10.23 00:38:417EURCHFbuy0.2 / 0.20.000002015.10.23 00:38:41filledtp 1.07944
2016.01.07 00:01:008EURCHFbuy0.2 / 0.20.000001.078051.090552016.01.07 00:01:00filledMCB - H12 - 40/100
2016.01.13 13:14:409EURCHFsell0.2 / 0.20.000002016.01.13 13:14:40filledtp 1.09055
2016.04.25 12:00:0010EURCHFbuy0.2 / 0.20.000001.090451.102952016.04.25 12:00:00filledMCB - H12 - 40/100
2016.05.05 17:04:1311EURCHFsell0.2 / 0.20.000002016.05.05 17:04:13filledtp 1.10295
2016.06.14 00:01:0012EURCHFsell0.2 / 0.20.000001.095911.083412016.06.14 00:01:00filledMCB - H12 - 40/100
2016.06.14 10:27:3713EURCHFbuy0.2 / 0.20.000002016.06.14 10:27:37filledtp 1.08341
2016.08.12 00:01:0014EURCHFbuy0.2 / 0.20.000001.078551.091052016.08.12 00:01:00filledMCB - H12 - 40/100
2016.08.25 15:43:3915EURCHFsell0.2 / 0.20.000002016.08.25 15:43:39filledtp 1.09105
2016.10.17 00:01:0016EURCHFsell0.2 / 0.20.000001.093381.080882016.10.17 00:01:00filledMCB - H12 - 40/100
2016.10.21 20:42:1717EURCHFbuy0.2 / 0.20.000002016.10.21 20:42:17filledtp 1.08088
2017.03.14 00:01:0018EURCHFbuy0.2 / 0.20.000001.065811.078312017.03.14 00:01:00filledMCB - H12 - 40/100
2017.04.14 19:31:4119EURCHFsell0.2 / 0.20.000002017.04.14 19:31:41filledsl 1.06581
2018.01.31 12:00:0020EURCHFsell0.2 / 0.20.000001.167511.155012018.01.31 12:00:00filledMCB - H12 - 40/100
2018.02.05 23:36:1721EURCHFbuy0.2 / 0.20.000002018.02.05 23:36:17filledtp 1.15501
2018.03.16 12:00:0022EURCHFbuy0.2 / 0.20.000001.162691.175192018.03.16 12:00:00filledMCB - H12 - 40/100
2018.03.26 19:32:4123EURCHFsell0.2 / 0.20.000002018.03.26 19:32:41filledtp 1.17519
2018.05.23 12:00:0024EURCHFsell0.2 / 0.20.000001.170401.157902018.05.23 12:00:00filledMCB - H12 - 40/100
2018.05.25 16:11:1925EURCHFbuy0.2 / 0.20.000002018.05.25 16:11:19filledtp 1.15790
2018.07.19 12:00:0126EURCHFbuy0.2 / 0.20.000001.155111.167612018.07.19 12:00:01filledMCB - H12 - 40/100
2018.08.02 12:17:5927EURCHFsell0.2 / 0.20.000002018.08.02 12:17:59filledsl 1.15511
2018.08.07 12:00:0128EURCHFsell0.2 / 0.20.000001.160731.148232018.08.07 12:00:01filledMCB - H12 - 40/100
2018.08.09 16:53:3129EURCHFbuy0.2 / 0.20.000002018.08.09 16:53:31filledtp 1.14823
2018.10.10 00:01:0030EURCHFbuy0.2 / 0.20.000001.133251.145752018.10.10 00:01:00filledMCB - H12 - 40/100
2018.10.11 18:42:5931EURCHFsell0.2 / 0.20.000002018.10.11 18:42:59filledtp 1.14575
2018.11.22 12:00:0032EURCHFsell0.2 / 0.20.000001.140681.128182018.11.22 12:00:00filledMCB - H12 - 40/100
2018.11.27 17:56:3533EURCHFbuy0.2 / 0.20.000002018.11.27 17:56:35filledtp 1.12818
2019.03.22 00:02:3034EURCHFsell0.2 / 0.20.000001.135361.122862019.03.22 00:02:30filledMCB - H12 - 40/100
2019.03.22 17:12:0435EURCHFbuy0.2 / 0.20.000002019.03.22 17:12:04filledtp 1.12286
2019.04.22 00:02:3036EURCHFbuy0.2 / 0.20.000001.133211.145712019.04.22 00:02:30filledMCB - H12 - 40/100
2019.04.23 11:34:1937EURCHFsell0.2 / 0.20.000002019.04.23 11:34:19filledtp 1.14571
2019.05.24 00:01:0038EURCHFsell0.2 / 0.20.000001.129161.116662019.05.24 00:01:00filledMCB - H12 - 40/100
2019.06.03 04:44:0639EURCHFbuy0.2 / 0.20.000002019.06.03 04:44:06filledtp 1.11666
2019.10.07 12:00:0140EURCHFbuy0.2 / 0.20.000001.082601.095102019.10.07 12:00:01filledMCB - H12 - 40/100
2019.10.10 14:28:1441EURCHFsell0.2 / 0.20.000002019.10.10 14:28:14filledtp 1.09510
2019.12.06 12:00:0142EURCHFsell0.2 / 0.20.000001.103801.091302019.12.06 12:00:01filledMCB - H12 - 40/100
2019.12.10 12:41:3843EURCHFbuy0.2 / 0.20.000002019.12.10 12:41:38filledtp 1.09130
2020.10.13 00:01:0044EURCHFsell0.2 / 0.20.000001.080741.068242020.10.13 00:01:00filledMCB - H12 - 40/100
2020.10.28 17:30:3545EURCHFbuy0.2 / 0.20.000002020.10.28 17:30:35filledtp 1.06824
2020.11.17 00:01:0046EURCHFbuy0.2 / 0.20.000001.073471.085972020.11.17 00:01:00filledMCB - H12 - 40/100
2020.11.25 10:24:3747EURCHFsell0.2 / 0.20.000002020.11.25 10:24:37filledtp 1.08597
2021.01.18 12:00:0148EURCHFsell0.2 / 0.20.000001.082711.070212021.01.18 12:00:01filledMCB - H12 - 40/100
2021.02.01 15:50:3949EURCHFbuy0.2 / 0.20.000002021.02.01 15:50:39filledsl 1.08271
2021.02.12 12:00:0550EURCHFbuy0.2 / 0.20.000001.073081.085582021.02.12 12:00:05filledMCB - H12 - 40/100
2021.02.19 15:40:0251EURCHFsell0.2 / 0.20.000002021.02.19 15:40:02filledtp 1.08558
2021.04.29 00:01:0052EURCHFsell0.2 / 0.20.000001.109781.097282021.04.29 00:01:00filledMCB - H12 - 40/100
2021.05.04 15:43:3553EURCHFbuy0.2 / 0.20.000002021.05.04 15:43:35filledtp 1.09728
2021.09.08 12:00:0154EURCHFbuy0.2 / 0.20.000001.080041.092542021.09.08 12:00:01filledMCB - H12 - 40/100
2021.09.17 13:53:1655EURCHFsell0.2 / 0.20.000002021.09.17 13:53:16filledtp 1.09254
2021.10.08 00:01:0056EURCHFsell0.2 / 0.20.000001.079001.066502021.10.08 00:01:00filledMCB - H12 - 40/100
2021.10.22 15:25:2657EURCHFbuy0.2 / 0.20.000002021.10.22 15:25:26filledtp 1.06650
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2015.01.01 00:00:001balance0.000.002 000.002 000.00
2015.03.25 03:08:052EURCHFbuyin0.21.0468920.000.000.002 000.00MCB - H12 - 40/100
2015.03.25 14:16:463EURCHFsellout0.21.0518930.000.00104.472 104.47tp 1.05189
2015.04.03 00:01:004EURCHFsellin0.21.0437340.000.000.002 104.47MCB - H12 - 40/100
2015.04.10 10:11:295EURCHFbuyout0.21.0387350.00-3.60102.272 203.14tp 1.03873
2015.10.21 12:00:006EURCHFsellin0.21.0844460.000.000.002 203.14MCB - H12 - 40/100
2015.10.23 00:38:417EURCHFbuyout0.21.0794470.00-2.06102.732 303.81tp 1.07944
2016.01.07 00:01:008EURCHFbuyin0.21.0855580.000.000.002 303.81MCB - H12 - 40/100
2016.01.13 13:14:409EURCHFsellout0.21.0906090.00-0.94100.262 403.13tp 1.09055
2016.04.25 12:00:0010EURCHFbuyin0.21.09795100.000.000.002 403.13MCB - H12 - 40/100
2016.05.05 17:04:1311EURCHFsellout0.21.10295110.00-2.91103.412 503.63tp 1.10295
2016.06.14 00:01:0012EURCHFsellin0.21.08841120.000.000.002 503.63MCB - H12 - 40/100
2016.06.14 10:27:3713EURCHFbuyout0.21.08341130.000.00103.852 607.48tp 1.08341
2016.08.12 00:01:0014EURCHFbuyin0.21.08605140.000.000.002 607.48MCB - H12 - 40/100
2016.08.25 15:43:3915EURCHFsellout0.21.09105150.00-3.15103.432 707.76tp 1.09105
2016.10.17 00:01:0016EURCHFsellin0.21.08588160.000.000.002 707.76MCB - H12 - 40/100
2016.10.21 20:42:1717EURCHFbuyout0.21.08086170.00-3.00100.902 805.66tp 1.08088
2017.03.14 00:01:0018EURCHFbuyin0.21.07331180.000.000.002 805.66MCB - H12 - 40/100
2017.04.14 19:31:4119EURCHFsellout0.21.06581190.00-7.70-149.402 648.56sl 1.06581
2018.01.31 12:00:0020EURCHFsellin0.21.16001200.000.000.002 648.56MCB - H12 - 40/100
2018.02.05 23:36:1721EURCHFbuyout0.21.15501210.00-2.67107.242 753.13tp 1.15501
2018.03.16 12:00:0022EURCHFbuyin0.21.17019220.000.000.002 753.13MCB - H12 - 40/100
2018.03.26 19:32:4123EURCHFsellout0.21.17519230.00-1.98105.912 857.06tp 1.17519
2018.05.23 12:00:0024EURCHFsellin0.21.16290240.000.000.002 857.06MCB - H12 - 40/100
2018.05.25 16:11:1925EURCHFbuyout0.21.15788250.00-1.99101.172 956.24tp 1.15790
2018.07.19 12:00:0126EURCHFbuyin0.21.16261260.000.000.002 956.24MCB - H12 - 40/100
2018.08.02 12:17:5927EURCHFsellout0.21.15511270.00-3.33-150.882 802.03sl 1.15511
2018.08.07 12:00:0128EURCHFsellin0.21.15323280.000.000.002 802.03MCB - H12 - 40/100
2018.08.09 16:53:3129EURCHFbuyout0.21.14822290.00-2.00101.182 901.21tp 1.14823
2018.10.10 00:01:0030EURCHFbuyin0.21.14075300.000.000.002 901.21MCB - H12 - 40/100
2018.10.11 18:42:5931EURCHFsellout0.21.14576310.00-0.71101.153 001.65tp 1.14575
2018.11.22 12:00:0032EURCHFsellin0.21.13318320.000.000.003 001.65MCB - H12 - 40/100
2018.11.27 17:56:3533EURCHFbuyout0.21.12818330.00-1.50100.123 100.27tp 1.12818
2019.03.22 00:02:3034EURCHFsellin0.21.12786340.000.000.003 100.27MCB - H12 - 40/100
2019.03.22 17:12:0435EURCHFbuyout0.21.12286350.000.00100.563 200.83tp 1.12286
2019.04.22 00:02:3036EURCHFbuyin0.21.14071360.000.000.003 200.83MCB - H12 - 40/100
2019.04.23 11:34:1937EURCHFsellout0.21.14571370.00-0.2398.183 298.78tp 1.14571
2019.05.24 00:01:0038EURCHFsellin0.21.12166380.000.000.003 298.78MCB - H12 - 40/100
2019.06.03 04:44:0639EURCHFbuyout0.21.11666390.00-3.95100.173 395.00tp 1.11666
2019.10.07 12:00:0140EURCHFbuyin0.21.09010400.000.000.003 395.00MCB - H12 - 40/100
2019.10.10 14:28:1441EURCHFsellout0.21.09510410.00-1.18100.733 494.55tp 1.09510
2019.12.06 12:00:0142EURCHFsellin0.21.09630420.000.000.003 494.55MCB - H12 - 40/100
2019.12.10 12:41:3843EURCHFbuyout0.21.09130430.00-1.00101.453 595.00tp 1.09130
2020.10.13 00:01:0044EURCHFsellin0.21.07324440.000.000.003 595.00MCB - H12 - 40/100
2020.10.28 17:30:3545EURCHFbuyout0.21.06824450.00-8.19109.783 696.59tp 1.06824
2020.11.17 00:01:0046EURCHFbuyin0.21.08097460.000.000.003 696.59MCB - H12 - 40/100
2020.11.25 10:24:3747EURCHFsellout0.21.08598470.00-2.07109.993 804.51tp 1.08597
2021.01.18 12:00:0148EURCHFsellin0.21.07521480.000.000.003 804.51MCB - H12 - 40/100
2021.02.01 15:50:3949EURCHFbuyout0.21.08272490.00-7.82-167.723 628.97sl 1.08271
2021.02.12 12:00:0550EURCHFbuyin0.21.08058500.000.000.003 628.97MCB - H12 - 40/100
2021.02.19 15:40:0251EURCHFsellout0.21.08558510.00-1.82111.693 738.84tp 1.08558
2021.04.29 00:01:0052EURCHFsellin0.21.10228520.000.000.003 738.84MCB - H12 - 40/100
2021.05.04 15:43:3553EURCHFbuyout0.21.09728530.00-1.63109.593 846.80tp 1.09728
2021.09.08 12:00:0154EURCHFbuyin0.21.08754540.000.000.003 846.80MCB - H12 - 40/100
2021.09.17 13:53:1655EURCHFsellout0.21.09254550.00-2.78107.823 951.84tp 1.09254
2021.10.08 00:01:0056EURCHFsellin0.21.07150560.000.000.003 951.84MCB - H12 - 40/100
2021.10.22 15:25:2657EURCHFbuyout0.21.06650570.00-7.52109.064 053.38tp 1.06650
0.00 -75.73 2 129.11 4 053.38