Strategy Tester Report |
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MetaQuotes-Demo (Build 1159) |
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Settings |
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| Expert: | Vates | |||||||||||
| Symbol: | EURUSD | |||||||||||
| Period: | M30 (2015.07.12 - 2015.10.12) | |||||||||||
| Inputs: | Magic=236789 | |||||||||||
| Max_Spread=10.00000000 | ||||||||||||
| Inp_Slippage=3.00000000 | ||||||||||||
| Lot=1 | ||||||||||||
| Fixed_Lot=0.01000000 | ||||||||||||
| Lot_Percent=10.00000000 | ||||||||||||
| Mode=0 | ||||||||||||
| Applied_Price=4 | ||||||||||||
| X_Factor=15 | ||||||||||||
| Y_Factor=28 | ||||||||||||
| Z_Factor=29 | ||||||||||||
| Add_Order=2 | ||||||||||||
| Drawdown_Percent=2.00000000 | ||||||||||||
| Stop_Loss=0.00000000 | ||||||||||||
| Use_Trailing=false | ||||||||||||
| Trailing_Start=10.00000000 | ||||||||||||
| Trailing_Stop=3.00000000 | ||||||||||||
| Filling_Type=0 | ||||||||||||
| Broker: | MetaQuotes Software Corp. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 1 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 99% | |||||||||||
| Bars: | 3120 | Ticks: | 372156 | Symbols: | 1 | |||||||
| Total Net Profit: | 8 012.28 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 476.04 | |||||||
| Gross Profit: | 9 370.64 | Balance Drawdown Maximal: | 1 058.48 (10.51%) | Equity Drawdown Maximal: | 2 178.57 (20.53%) | |||||||
| Gross Loss: | -1 358.36 | Balance Drawdown Relative: | 10.51% (1 058.48) | Equity Drawdown Relative: | 48.66% (496.54) | |||||||
| Profit Factor: | 6.90 | Expected Payoff: | 572.31 | Margin Level: | 159.26% | |||||||
| Recovery Factor: | 3.68 | Sharpe Ratio: | 0.78 | Z-Score: | 0.09 (7.17%) | |||||||
| AHPR: | 1.1934 (19.34%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.1700 (17.00%) | LR Standard Error: | 925.16 | |||||||||
| Total Trades: | 14 | Short Trades (won %): | 7 (71.43%) | Long Trades (won %): | 7 (100.00%) | |||||||
| Total Deals: | 33 | Profit Trades (% of total): | 12 (85.71%) | Loss Trades (% of total): | 2 (14.29%) | |||||||
| Largest profit trade: | 2 724.30 | Largest loss trade: | -1 058.48 | |||||||||
| Average profit trade: | 780.89 | Average loss trade: | -679.18 | |||||||||
| Maximum consecutive wins ($): | 7 (4 054.42) | Maximum consecutive losses ($): | 1 (-1 058.48) | |||||||||
| Maximal consecutive profit (count): | 5 316.22 (5) | Maximal consecutive loss (count): | -1 058.48 (1) | |||||||||
| Average consecutive wins: | 6 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.89 | Correlation (Profits,MAE): | 0.33 | Correlation (MFE,MAE): | -0.0953 | |||||||
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| Minimal position holding time: | 19:30:00 | Maximal position holding time: | 253:00:00 | Average position holding time: | 110:34:17 | |||||||
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Orders |
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| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2015.07.13 12:00 | 2 | EURUSD | buy | 0.10 / 0.10 | 1.10635 | 2015.07.13 12:00 | filled | |||||
| 2015.07.15 04:00 | 3 | EURUSD | buy | 0.10 / 0.10 | 1.09973 | 2015.07.15 04:00 | filled | |||||
| 2015.07.20 00:05 | 4 | EURUSD | buy | 0.10 / 0.10 | 1.08378 | 2015.07.20 00:05 | filled | |||||
| 2015.07.27 11:30 | 5 | EURUSD | sell | 0.30 / 0.30 | 1.10835 | 2015.07.27 11:30 | filled | |||||
| 2015.07.27 11:30 | 6 | EURUSD | sell | 0.13 / 0.13 | 1.10835 | 2015.07.27 11:30 | filled | |||||
| 2015.07.28 07:00 | 7 | EURUSD | buy | 0.13 / 0.13 | 1.10751 | 2015.07.28 07:00 | filled | |||||
| 2015.07.28 07:00 | 8 | EURUSD | buy | 0.14 / 0.14 | 1.10751 | 2015.07.28 07:00 | filled | |||||
| 2015.07.31 17:00 | 9 | EURUSD | sell | 0.14 / 0.14 | 1.10950 | 2015.07.31 17:00 | filled | |||||
| 2015.07.31 17:00 | 10 | EURUSD | sell | 0.14 / 0.14 | 1.10950 | 2015.07.31 17:00 | filled | |||||
| 2015.08.07 16:30 | 11 | EURUSD | buy | 0.14 / 0.14 | 1.08799 | 2015.08.07 16:30 | filled | |||||
| 2015.08.07 16:30 | 12 | EURUSD | buy | 0.17 / 0.17 | 1.08799 | 2015.08.07 16:30 | filled | |||||
| 2015.08.24 05:30 | 13 | EURUSD | sell | 0.17 / 0.17 | 1.14445 | 2015.08.24 05:30 | filled | |||||
| 2015.08.24 05:30 | 14 | EURUSD | sell | 0.26 / 0.26 | 1.14445 | 2015.08.24 05:30 | filled | |||||
| 2015.08.24 17:30 | 15 | EURUSD | sell | 0.26 / 0.26 | 1.15877 | 2015.08.24 17:30 | filled | |||||
| 2015.09.03 16:30 | 16 | EURUSD | buy | 0.52 / 0.52 | 1.11271 | 2015.09.03 16:30 | filled | |||||
| 2015.09.03 16:30 | 17 | EURUSD | buy | 0.47 / 0.47 | 1.11271 | 2015.09.03 16:30 | filled | |||||
| 2015.09.08 08:00 | 18 | EURUSD | sell | 0.47 / 0.47 | 1.12107 | 2015.09.08 08:00 | filled | |||||
| 2015.09.08 08:00 | 19 | EURUSD | sell | 0.51 / 0.51 | 1.12107 | 2015.09.08 08:00 | filled | |||||
| 2015.09.15 18:30 | 20 | EURUSD | buy | 0.51 / 0.51 | 1.12688 | 2015.09.15 18:30 | filled | |||||
| 2015.09.15 18:30 | 21 | EURUSD | buy | 0.48 / 0.48 | 1.12688 | 2015.09.15 18:30 | filled | |||||
| 2015.09.17 22:30 | 22 | EURUSD | sell | 0.48 / 0.48 | 1.14031 | 2015.09.17 22:30 | filled | |||||
| 2015.09.17 22:30 | 23 | EURUSD | sell | 0.54 / 0.54 | 1.14031 | 2015.09.17 22:30 | filled | |||||
| 2015.09.18 12:00 | 24 | EURUSD | sell | 0.54 / 0.54 | 1.14485 | 2015.09.18 12:00 | filled | |||||
| 2015.09.22 10:00 | 25 | EURUSD | buy | 1.08 / 1.08 | 1.11733 | 2015.09.22 10:00 | filled | |||||
| 2015.09.22 10:00 | 26 | EURUSD | buy | 0.81 / 0.81 | 1.11733 | 2015.09.22 10:00 | filled | |||||
| 2015.10.02 17:00 | 27 | EURUSD | sell | 0.81 / 0.81 | 1.12883 | 2015.10.02 17:00 | filled | |||||
| 2015.10.02 17:00 | 28 | EURUSD | sell | 0.90 / 0.90 | 1.12883 | 2015.10.02 17:00 | filled | |||||
| 2015.10.07 11:00 | 29 | EURUSD | buy | 0.90 / 0.90 | 1.12347 | 2015.10.07 11:00 | filled | |||||
| 2015.10.07 11:00 | 30 | EURUSD | buy | 0.95 / 0.95 | 1.12347 | 2015.10.07 11:00 | filled | |||||
| 2015.10.08 11:30 | 31 | EURUSD | sell | 0.95 / 0.95 | 1.12922 | 2015.10.08 11:30 | filled | |||||
| 2015.10.08 11:30 | 32 | EURUSD | sell | 1.01 / 1.01 | 1.12922 | 2015.10.08 11:30 | filled | |||||
| 2015.10.09 11:30 | 33 | EURUSD | sell | 1.01 / 1.01 | 1.13215 | 2015.10.09 11:30 | filled | |||||
| 2015.10.09 23:59 | 34 | EURUSD | buy | 2.02 / 2.02 | 1.13592 | 2015.10.09 23:59 | filled | end of test | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2015.07.12 00:00 | 1 | balance | 0.00 | 0.00 | 1 000.00 | 1 000.00 | ||||||
| 2015.07.13 12:00 | 2 | EURUSD | buy | in | 0.10 | 1.10635 | 2 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2015.07.15 04:00 | 3 | EURUSD | buy | in | 0.10 | 1.09973 | 3 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2015.07.20 00:05 | 4 | EURUSD | buy | in | 0.10 | 1.08378 | 4 | 0.00 | 0.00 | 0.00 | 1 000.00 | |
| 2015.07.27 11:30 | 5 | EURUSD | sell | out | 0.30 | 1.10835 | 5 | 0.00 | -2.31 | 351.90 | 1 349.59 | |
| 2015.07.27 11:30 | 6 | EURUSD | sell | in | 0.13 | 1.10835 | 6 | 0.00 | 0.00 | 0.00 | 1 349.59 | |
| 2015.07.28 07:00 | 7 | EURUSD | buy | out | 0.13 | 1.10751 | 7 | 0.00 | -0.13 | 10.92 | 1 360.38 | |
| 2015.07.28 07:00 | 8 | EURUSD | buy | in | 0.14 | 1.10751 | 8 | 0.00 | 0.00 | 0.00 | 1 360.38 | |
| 2015.07.31 17:00 | 9 | EURUSD | sell | out | 0.14 | 1.10950 | 9 | 0.00 | -0.49 | 27.86 | 1 387.75 | |
| 2015.07.31 17:00 | 10 | EURUSD | sell | in | 0.14 | 1.10950 | 10 | 0.00 | 0.00 | 0.00 | 1 387.75 | |
| 2015.08.07 16:30 | 11 | EURUSD | buy | out | 0.14 | 1.08799 | 11 | 0.00 | -0.98 | 301.14 | 1 687.91 | |
| 2015.08.07 16:30 | 12 | EURUSD | buy | in | 0.17 | 1.08799 | 12 | 0.00 | 0.00 | 0.00 | 1 687.91 | |
| 2015.08.24 05:30 | 13 | EURUSD | sell | out | 0.17 | 1.14445 | 13 | 0.00 | -1.80 | 959.82 | 2 645.93 | |
| 2015.08.24 05:30 | 14 | EURUSD | sell | in | 0.26 | 1.14445 | 14 | 0.00 | 0.00 | 0.00 | 2 645.93 | |
| 2015.08.24 17:30 | 15 | EURUSD | sell | in | 0.26 | 1.15877 | 15 | 0.00 | 0.00 | 0.00 | 2 645.93 | |
| 2015.09.03 16:30 | 16 | EURUSD | buy | out | 0.52 | 1.11271 | 16 | 0.00 | -6.24 | 2 022.80 | 4 662.49 | |
| 2015.09.03 16:30 | 17 | EURUSD | buy | in | 0.47 | 1.11271 | 17 | 0.00 | 0.00 | 0.00 | 4 662.49 | |
| 2015.09.08 08:00 | 18 | EURUSD | sell | out | 0.47 | 1.12107 | 18 | 0.00 | -0.99 | 392.92 | 5 054.42 | |
| 2015.09.08 08:00 | 19 | EURUSD | sell | in | 0.51 | 1.12107 | 19 | 0.00 | 0.00 | 0.00 | 5 054.42 | |
| 2015.09.15 18:30 | 20 | EURUSD | buy | out | 0.51 | 1.12688 | 20 | 0.00 | -3.57 | -296.31 | 4 754.54 | |
| 2015.09.15 18:30 | 21 | EURUSD | buy | in | 0.48 | 1.12688 | 21 | 0.00 | 0.00 | 0.00 | 4 754.54 | |
| 2015.09.17 22:30 | 22 | EURUSD | sell | out | 0.48 | 1.14031 | 22 | 0.00 | -1.35 | 644.64 | 5 397.83 | |
| 2015.09.17 22:30 | 23 | EURUSD | sell | in | 0.54 | 1.14031 | 23 | 0.00 | 0.00 | 0.00 | 5 397.83 | |
| 2015.09.18 12:00 | 24 | EURUSD | sell | in | 0.54 | 1.14485 | 24 | 0.00 | 0.00 | 0.00 | 5 397.83 | |
| 2015.09.22 10:00 | 25 | EURUSD | buy | out | 1.08 | 1.11733 | 25 | 0.00 | -2.70 | 2 727.00 | 8 122.13 | |
| 2015.09.22 10:00 | 26 | EURUSD | buy | in | 0.81 | 1.11733 | 26 | 0.00 | 0.00 | 0.00 | 8 122.13 | |
| 2015.10.02 17:00 | 27 | EURUSD | sell | out | 0.81 | 1.12883 | 27 | 0.00 | -6.82 | 931.50 | 9 046.81 | |
| 2015.10.02 17:00 | 28 | EURUSD | sell | in | 0.90 | 1.12883 | 28 | 0.00 | 0.00 | 0.00 | 9 046.81 | |
| 2015.10.07 11:00 | 29 | EURUSD | buy | out | 0.90 | 1.12347 | 29 | 0.00 | -2.70 | 482.40 | 9 526.51 | |
| 2015.10.07 11:00 | 30 | EURUSD | buy | in | 0.95 | 1.12347 | 30 | 0.00 | 0.00 | 0.00 | 9 526.51 | |
| 2015.10.08 11:30 | 31 | EURUSD | sell | out | 0.95 | 1.12922 | 31 | 0.00 | -2.00 | 546.25 | 10 070.76 | |
| 2015.10.08 11:30 | 32 | EURUSD | sell | in | 1.01 | 1.12922 | 32 | 0.00 | 0.00 | 0.00 | 10 070.76 | |
| 2015.10.09 11:30 | 33 | EURUSD | sell | in | 1.01 | 1.13215 | 33 | 0.00 | 0.00 | 0.00 | 10 070.76 | |
| 2015.10.09 23:59 | 34 | EURUSD | buy | out | 2.02 | 1.13592 | 34 | 0.00 | -1.01 | -1 057.47 | 9 012.28 | end of test |
| 0.00 | -33.09 | 8 045.37 | 9 012.28 | |||||||||