Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: Dropbox
Period: M15 (1970.01.01 - 2018.08.08)
Parameters: cmt=ATT M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
reOpenAfter=0
TYPE_STOP=0
StopLevel=95
TYPE_TAKE=0
TakeProfit=235
goLong=true
goShort=false
EveryTick=false
SKIP_LESS=false
SYM_STOP=0.0
useMyPoint=0.0
useORDER_FILLING_RETURN=false
delimeter_base_02=
typeClose=1
typeAdd=0
maxLotMultiplier=8
useStep1=false
trailing1=0.0
useStep2=false
trailing2=5.0
useStep3=false
trailing3=9.5
useStep4=false
trailing4=14.0
useStep5=false
trailing5=16.5
trailingInfAfter=0
trailingInfValue=0
delimeter_base_03=
CloseBadEndDay=true
CloseBadOnTime=24
CloseBadOnTime2=24
delimeter_ma_01=
Type_MA=3
MA_IMA=0
MA_SHIFT=0
MA_FAST=5
MA_SLOW=44
GFactor=0.00011
delimeter_adx_01=
ADX_PERIOD=0
ADX_VOL_MIN=22
ADX_VOL_MAX=37
ADX_only_Minus=false
delimeter_sar_ma_01=
SAR_MA_Type_MA=3
SAR_MA_IMA=0
SAR_MA_SHIFT=0
SAR_MA_FAST=5
SAR_MA_SLOW=44
delimeter_sar_ma_02=
SAR_MA_VAL1=0.02
SAR_MA_VAL2=0.3
delimeter_cci_01=
CCI_Timeframe=15
CCI_VAL=0
CCI_FROM=134
CCI_FROM_SHORT=104
delimeter_bb_01=
BB_IMA=0
BB_SHIFT=0
BB_DEVIATION=2
BB_isBorder=1
delimeter_macd_01=
MACD_FAST_EMA=11
MACD_SLOW_EMA=27
MACD_PERIOD=0
MACD_VAL=0.0
MACD_VAL_SHORT=0.0
delimeter_momentum_01=
MM_PERIOD=0
MM_VOL=100
MM_VOL_SHORT=100
delimeter_rsi_01=
RSI_PERIOD=0
rsiValMax=78
rsiValMin=40
delimeter_wpr_01=
WPR_PERIOD=0
WPR_VAL=-77
WPR_VAL_SHORT=-13
delimeter_time_01=
NoJanuary=false
NoFebruary=false
NoMarch=false
NoApril=false
NoMay=false
NoJune=false
NoJuly=false
NoAugust=false
NoSeptember=false
NoOctober=false
NoNovember=false
NoDecember=false
delimeter_time_02=
NoMonday=false
NoTuesday=false
NoWednesday=false
NoThursday=false
NoFriday=false
delimeter_time_03=
NoHour0=false
NoHour1=false
NoHour2=false
NoHour3=false
NoHour4=false
NoHour5=false
NoHour6=false
NoHour7=false
NoHour8=false
NoHour9=false
NoHour10=false
NoHour11=false
NoHour12=false
NoHour13=false
NoHour14=false
NoHour15=false
NoHour16=false
NoHour17=false
NoHour18=false
NoHour19=false
NoHour20=false
NoHour21=false
NoHour22=false
NoHour23=false
delimeter_candle_01=
tickVol=0.0
bigVol=0.0
highVal=0.0
maxPros=0.0
maxProsMax=0.0
maxCons=0.0
skipIfNCandleUP=0
skipIfCloseBOpen=0
skipIfOpenBClose=0
ConsVsProsMin=0.0
ConsVsProsMax=0.0
CConsVsCProsMin=0
imaMaxMin=0.0
imaMaxMax=0.0
EA_Magic=45678
Broker: Forex Club International Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Outputs
History Quality: 0% реальных тиков
Bars: 2224 Ticks: 221668 Symbols 1
Net profit: 82.97 Balance Drawdown Absolute: 17.75 Absolute equity drawdown: 30.42
Bruttogewinn: 146.61 Balance Drawdown Maximal: 21.18 (0.21%) Equity Drawdown Maximal: 35.96 (0.36%)
Bruttoverlust: -63.64 Relative balance drawdown: 0.21% (21.18) Relative equity drawdown: 0.36% (35.96)
Profit Factor: 2.30 Expected payoff: 2.44 Margin Level: 198904.98%
Recovery Factor: 2.31 Sharpe Ratio: 0.24 Z-Account: 0.90 (63.19%)
AHPR: 1.0002 (0.02%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0002 (0.02%) LR Standard Error: 9.17
Total Trades: 34 Short Trades (won %): 13 (38.46%) Long Trades (won %): 21 (38.10%)
Total Trades: 68 Profit Trades (% of total): 13 (38.24%) Loss Trades (% of total): 21 (61.76%)
Largest profit trade: 37.18 Largest loss trade: -10.96
Average Profit Trade: 11.28 Average loss trade: -3.03
Maximum consecutive wins ($): 3 (41.85) Maximum consecutive losses ($): 4 (-20.94)
Max. consecutive profit (count): 41.85 (3) Max. consecutive loss (count): -20.94 (4)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): -0.47 Correlation (MFE,MAE): -0.6942
Graph
Minimum position holding time: 0:06:36 Maximum position holding time: 435:01:47 Average position holding time: 61:33:00
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.04.06 16:30:022Dropboxbuy0.01 / 0.0130.2529.0332.602018.04.06 16:30:02filled1
2018.04.06 16:30:023Dropboxsell stop0.02 / 0.0029.0330.2526.682018.04.12 16:30:02canceled2
2018.04.12 16:30:024Dropboxsell0.01 / 0.0132.602018.04.12 16:30:02filledtp 32.60
2018.04.12 16:30:025Dropboxbuy0.01 / 0.0133.1732.0335.522018.04.12 16:30:02filled1
2018.04.12 16:30:026Dropboxsell stop0.02 / 0.0232.0333.1729.682018.04.13 16:30:03filled2
2018.04.13 16:30:037Dropboxsell0.01 / 0.0132.032018.04.13 16:30:03filledsl 32.03
2018.04.13 16:30:038Dropboxbuy stop0.04 / 0.0033.1731.1335.522018.04.16 16:45:00canceled3
2018.04.16 16:44:059Dropboxbuy0.02 / 0.0229.682018.04.16 16:44:05filledtp 29.68
2018.04.16 16:45:0010Dropboxbuy0.01 / 0.0129.6528.5032.002018.04.16 16:45:00filled1
2018.04.16 16:45:0011Dropboxsell stop0.02 / 0.0228.5029.6526.152018.04.16 16:51:36filled2
2018.04.16 16:51:3612Dropboxsell0.01 / 0.0128.502018.04.16 16:51:36filledsl 28.50
2018.04.16 17:00:0113Dropboxbuy stop0.04 / 0.0429.6528.4932.002018.04.17 16:30:01filled3
2018.04.17 16:30:0114Dropboxbuy0.02 / 0.0229.652018.04.17 16:30:01filledsl 29.65
2018.04.17 16:30:0115Dropboxsell stop0.08 / 0.0828.4929.8626.142018.04.24 20:54:33filled4
2018.04.24 20:54:3316Dropboxsell0.04 / 0.0428.492018.04.24 20:54:33filledsl 28.49
2018.04.24 21:00:1217Dropboxbuy stop0.16 / 0.1629.8628.4932.212018.04.27 17:23:43filled5
2018.04.27 17:23:4318Dropboxbuy0.08 / 0.0829.862018.04.27 17:23:43filledsl 29.86
2018.04.27 17:30:2019Dropboxsell stop0.32 / 0.0028.4929.8626.142018.05.11 16:45:01canceled6
2018.05.11 16:34:1720Dropboxsell0.16 / 0.1632.212018.05.11 16:34:17filledtp 32.21
2018.05.11 16:45:0121Dropboxbuy0.01 / 0.0131.3730.3133.722018.05.11 16:45:01filled1
2018.05.11 16:45:0122Dropboxsell stop0.02 / 0.0230.3131.3727.962018.05.14 18:53:31filled2
2018.05.14 18:53:3123Dropboxsell0.01 / 0.0130.312018.05.14 18:53:31filledsl 30.31
2018.05.14 19:00:1524Dropboxbuy stop0.04 / 0.0431.3730.3133.722018.06.06 16:32:13filled3
2018.06.06 16:32:1325Dropboxbuy0.02 / 0.0231.372018.06.06 16:32:13filledsl 31.37
2018.06.06 16:45:0026Dropboxsell stop0.08 / 0.0830.3131.3727.962018.06.07 17:07:38filled4
2018.06.07 17:07:3827Dropboxsell0.04 / 0.0430.312018.06.07 17:07:38filledsl 30.31
2018.06.07 17:15:0228Dropboxbuy stop0.16 / 0.1631.3730.3133.722018.06.13 16:45:39filled5
2018.06.13 16:45:3929Dropboxbuy0.08 / 0.0831.372018.06.13 16:45:39filledsl 31.37
2018.06.13 17:00:0630Dropboxsell stop0.32 / 0.0030.3131.3727.962018.06.14 17:00:03canceled6
2018.06.14 16:49:4131Dropboxsell0.16 / 0.1633.722018.06.14 16:49:41filledtp 33.72
2018.06.14 17:00:0332Dropboxbuy0.01 / 0.0134.2433.1836.592018.06.14 17:00:03filled1
2018.06.14 17:00:0333Dropboxsell stop0.02 / 0.0033.1834.2430.832018.06.14 18:45:07canceled2
2018.06.14 18:36:0334Dropboxsell0.01 / 0.0136.592018.06.14 18:36:03filledtp 36.59
2018.06.14 18:45:0735Dropboxbuy0.01 / 0.0136.3635.3038.712018.06.14 18:45:07filled1
2018.06.14 18:45:0736Dropboxsell stop0.02 / 0.0035.3036.3632.952018.06.15 17:15:00canceled2
2018.06.15 17:02:5137Dropboxsell0.01 / 0.0138.712018.06.15 17:02:51filledtp 38.71
2018.06.15 17:15:0038Dropboxbuy0.01 / 0.0139.1738.0541.522018.06.15 17:15:00filled1
2018.06.15 17:15:0039Dropboxsell stop0.02 / 0.0238.0539.1735.702018.06.15 18:21:40filled2
2018.06.15 18:21:4040Dropboxsell0.01 / 0.0138.052018.06.15 18:21:40filledsl 38.05
2018.06.15 18:30:0241Dropboxbuy stop0.04 / 0.0439.1738.0541.522018.06.15 19:52:43filled3
2018.06.15 19:52:4342Dropboxbuy0.02 / 0.0239.172018.06.15 19:52:43filledsl 39.17
2018.06.15 20:00:1243Dropboxsell stop0.08 / 0.0038.0539.1735.702018.06.18 17:30:00canceled4
2018.06.18 17:19:0644Dropboxsell0.04 / 0.0441.522018.06.18 17:19:06filledtp 41.52
2018.06.18 17:30:0045Dropboxbuy0.01 / 0.0141.8940.8344.242018.06.18 17:30:00filled1
2018.06.18 17:30:0046Dropboxsell stop0.02 / 0.0240.8341.8938.482018.06.19 17:00:28filled2
2018.06.19 17:00:2847Dropboxsell0.01 / 0.0140.832018.06.19 17:00:28filledsl 40.83
2018.06.19 17:15:0248Dropboxbuy stop0.04 / 0.0041.8940.7944.242018.06.20 22:00:01canceled3
2018.06.20 21:56:5149Dropboxbuy0.02 / 0.0238.482018.06.20 21:56:51filledtp 38.48
2018.06.20 22:00:0150Dropboxbuy0.01 / 0.0138.1737.1540.522018.06.20 22:00:01filled1
2018.06.20 22:00:0151Dropboxsell stop0.02 / 0.0237.1538.1734.802018.06.20 22:31:14filled2
2018.06.20 22:31:1452Dropboxsell0.01 / 0.0137.152018.06.20 22:31:14filledsl 37.15
2018.06.20 22:45:0053Dropboxbuy stop0.04 / 0.0438.1737.1540.522018.06.21 16:34:00filled3
2018.06.21 16:34:0054Dropboxbuy0.02 / 0.0238.172018.06.21 16:34:00filledsl 38.17
2018.06.21 16:45:0855Dropboxsell stop0.08 / 0.0837.1538.1734.802018.06.21 16:56:11filled4
2018.06.21 16:56:1156Dropboxsell0.04 / 0.0437.152018.06.21 16:56:11filledsl 37.15
2018.06.21 17:00:0857Dropboxbuy stop0.16 / 0.0038.1737.1140.522018.06.22 17:00:03canceled5
2018.06.22 16:46:4958Dropboxbuy0.08 / 0.0834.802018.06.22 16:46:49filledtp 34.80
2018.06.22 17:00:0359Dropboxbuy0.01 / 0.0135.1934.0837.542018.06.22 17:00:03filled1
2018.06.22 17:00:0360Dropboxsell stop0.02 / 0.0234.0835.1931.732018.06.22 20:32:36filled2
2018.06.22 20:32:3661Dropboxsell0.01 / 0.0134.082018.06.22 20:32:36filledsl 34.08
2018.06.22 20:45:0262Dropboxbuy stop0.04 / 0.0035.1934.0437.542018.06.27 20:30:15canceled3
2018.06.27 20:17:2163Dropboxbuy0.02 / 0.0231.732018.06.27 20:17:21filledtp 31.73
2018.06.27 20:30:1564Dropboxbuy0.01 / 0.0131.5630.5633.912018.06.27 20:30:15filled1
2018.06.27 20:30:1565Dropboxsell stop0.02 / 0.0030.5631.5628.212018.06.29 16:45:01canceled2
2018.06.29 16:31:1566Dropboxsell0.01 / 0.0133.912018.06.29 16:31:15filledtp 33.91
2018.06.29 16:45:0167Dropboxbuy0.01 / 0.0133.3832.3435.732018.06.29 16:45:01filled1
2018.06.29 16:45:0168Dropboxsell stop0.02 / 0.0232.3433.3829.992018.06.29 22:50:04filled2
2018.06.29 22:50:0469Dropboxsell0.01 / 0.0132.342018.06.29 22:50:04filledsl 32.34
2018.07.02 16:30:0270Dropboxbuy stop0.04 / 0.0433.3832.3435.732018.07.02 17:28:09filled3
2018.07.02 17:28:0971Dropboxbuy0.02 / 0.0233.382018.07.02 17:28:09filledsl 33.38
2018.07.02 17:30:0272Dropboxsell stop0.08 / 0.0832.3433.4229.992018.07.03 16:38:01filled4
2018.07.03 16:38:0173Dropboxsell0.04 / 0.0432.342018.07.03 16:38:01filledsl 32.34
2018.07.03 16:45:0274Dropboxbuy stop0.16 / 0.0033.4232.3435.772018.07.27 19:45:15canceled5
2018.07.27 19:39:4875Dropboxbuy0.08 / 0.0829.992018.07.27 19:39:48filledtp 29.99
2018.07.27 19:45:1576Dropboxbuy0.01 / 0.0129.7328.7232.082018.07.27 19:45:15filled1
2018.07.27 19:45:1577Dropboxsell stop0.02 / 0.0228.7229.7326.372018.07.30 18:25:16filled2
2018.07.30 18:25:1678Dropboxsell0.01 / 0.0128.722018.07.30 18:25:16filledsl 28.72
2018.07.30 18:30:0179Dropboxbuy stop0.04 / 0.0429.7328.7232.082018.08.02 20:06:24filled3
2018.08.02 20:06:2480Dropboxbuy0.02 / 0.0229.732018.08.02 20:06:24filledsl 29.73
2018.08.02 20:15:4081Dropboxsell stop0.08 / 0.0028.7229.7626.372018.08.07 22:54:54canceled4
2018.08.07 22:54:5482Dropboxsell0.04 / 0.0431.632018.08.07 22:54:54filledend of test
Deals
Time Trade Symbol Type Direction Volume Price Order Commission Swap Profit Column Bilanz Comment
1balance0.000.0010 000.0010 000.00
2018.04.06 16:30:022Dropboxbuyin0.0130.252-0.010.000.009 999.991
2018.04.12 16:30:023Dropboxsellout0.0132.984-0.01-0.082.7310 002.63tp 32.60
2018.04.12 16:30:024Dropboxbuyin0.0133.175-0.010.000.0010 002.621
2018.04.13 16:30:036Dropboxsellin0.0231.136-0.020.000.0010 002.602
2018.04.13 16:30:035Dropboxsellout0.0131.137-0.01-0.02-2.0410 000.53sl 32.03
2018.04.16 16:44:057Dropboxbuyout0.0229.689-0.020.022.9010 003.43tp 29.68
2018.04.16 16:45:008Dropboxbuyin0.0129.6510-0.010.000.0010 003.421
2018.04.16 16:51:3610Dropboxsellin0.0228.4911-0.020.000.0010 003.402
2018.04.16 16:51:369Dropboxsellout0.0128.4912-0.010.00-1.1610 002.23sl 28.50
2018.04.17 16:30:0112Dropboxbuyin0.0429.8613-0.030.000.0010 002.203
2018.04.17 16:30:0111Dropboxbuyout0.0229.8614-0.020.01-2.749 999.45sl 29.65
2018.04.24 20:54:3314Dropboxsellin0.0828.4915-0.060.000.009 999.394
2018.04.24 20:54:3313Dropboxsellout0.0428.4916-0.03-0.55-5.489 993.33sl 28.49
2018.04.27 17:23:4316Dropboxbuyin0.1629.8617-0.120.000.009 993.215
2018.04.27 17:23:4315Dropboxbuyout0.0829.8618-0.060.06-10.969 982.25sl 29.86
2018.05.11 16:34:1717Dropboxsellout0.1632.2320-0.12-4.2237.9210 015.83tp 32.21
2018.05.11 16:45:0118Dropboxbuyin0.0131.3721-0.010.000.0010 015.821
2018.05.14 18:53:3120Dropboxsellin0.0230.3122-0.020.000.0010 015.802
2018.05.14 18:53:3119Dropboxsellout0.0130.3123-0.01-0.06-1.0610 014.67sl 30.31
2018.06.06 16:32:1322Dropboxbuyin0.0431.3724-0.030.000.0010 014.643
2018.06.06 16:32:1321Dropboxbuyout0.0231.3725-0.020.19-2.1210 012.69sl 31.37
2018.06.07 17:07:3824Dropboxsellin0.0830.3126-0.060.000.0010 012.634
2018.06.07 17:07:3823Dropboxsellout0.0430.3127-0.03-0.08-4.2410 008.28sl 30.31
2018.06.13 16:45:3926Dropboxbuyin0.1631.3728-0.120.000.0010 008.165
2018.06.13 16:45:3925Dropboxbuyout0.0831.3729-0.060.13-8.489 999.75sl 31.37
2018.06.14 16:49:4127Dropboxsellout0.1633.7231-0.12-0.3037.6010 036.93tp 33.72
2018.06.14 17:00:0328Dropboxbuyin0.0134.2432-0.010.000.0010 036.921
2018.06.14 18:36:0329Dropboxsellout0.0136.5934-0.010.002.3510 039.26tp 36.59
2018.06.14 18:45:0730Dropboxbuyin0.0136.3635-0.010.000.0010 039.251
2018.06.15 17:02:5131Dropboxsellout0.0138.7237-0.01-0.022.3610 041.58tp 38.71
2018.06.15 17:15:0032Dropboxbuyin0.0139.1738-0.010.000.0010 041.571
2018.06.15 18:21:4034Dropboxsellin0.0238.0539-0.020.000.0010 041.552
2018.06.15 18:21:4033Dropboxsellout0.0138.0540-0.010.00-1.1210 040.42sl 38.05
2018.06.15 19:52:4336Dropboxbuyin0.0439.1741-0.030.000.0010 040.393
2018.06.15 19:52:4335Dropboxbuyout0.0239.1742-0.020.00-2.2410 038.13sl 39.17
2018.06.18 17:19:0637Dropboxsellout0.0441.5244-0.03-0.239.4010 047.27tp 41.52
2018.06.18 17:30:0038Dropboxbuyin0.0141.8945-0.010.000.0010 047.261
2018.06.19 17:00:2840Dropboxsellin0.0240.7946-0.020.000.0010 047.242
2018.06.19 17:00:2839Dropboxsellout0.0140.7947-0.01-0.02-1.1010 046.11sl 40.83
2018.06.20 21:56:5141Dropboxbuyout0.0238.4849-0.020.014.6210 050.72tp 38.48
2018.06.20 22:00:0142Dropboxbuyin0.0138.1750-0.010.000.0010 050.711
2018.06.20 22:31:1444Dropboxsellin0.0237.1551-0.020.000.0010 050.692
2018.06.20 22:31:1443Dropboxsellout0.0137.1552-0.010.00-1.0210 049.66sl 37.15
2018.06.21 16:34:0046Dropboxbuyin0.0438.1753-0.030.000.0010 049.633
2018.06.21 16:34:0045Dropboxbuyout0.0238.1754-0.020.01-2.0410 047.58sl 38.17
2018.06.21 16:56:1148Dropboxsellin0.0837.1155-0.060.000.0010 047.524
2018.06.21 16:56:1147Dropboxsellout0.0437.1156-0.030.00-4.2410 043.25sl 37.15
2018.06.22 16:46:4949Dropboxbuyout0.0834.7858-0.060.0218.6410 061.85tp 34.80
2018.06.22 17:00:0350Dropboxbuyin0.0135.1959-0.010.000.0010 061.841
2018.06.22 20:32:3652Dropboxsellin0.0234.0460-0.020.000.0010 061.822
2018.06.22 20:32:3651Dropboxsellout0.0134.0461-0.010.00-1.1510 060.66sl 34.08
2018.06.27 20:17:2153Dropboxbuyout0.0231.7263-0.020.044.6410 065.32tp 31.73
2018.06.27 20:30:1554Dropboxbuyin0.0131.5664-0.010.000.0010 065.311
2018.06.29 16:31:1555Dropboxsellout0.0133.9266-0.01-0.042.3610 067.62tp 33.91
2018.06.29 16:45:0156Dropboxbuyin0.0133.3867-0.010.000.0010 067.611
2018.06.29 22:50:0458Dropboxsellin0.0232.3468-0.020.000.0010 067.592
2018.06.29 22:50:0457Dropboxsellout0.0132.3469-0.010.00-1.0410 066.54sl 32.34
2018.07.02 17:28:0960Dropboxbuyin0.0433.4270-0.030.000.0010 066.513
2018.07.02 17:28:0959Dropboxbuyout0.0233.4271-0.020.02-2.1610 064.35sl 33.38
2018.07.03 16:38:0162Dropboxsellin0.0832.3472-0.060.000.0010 064.294
2018.07.03 16:38:0161Dropboxsellout0.0432.3473-0.03-0.08-4.3210 059.86sl 32.34
2018.07.27 19:39:4863Dropboxbuyout0.0829.9975-0.060.5218.8010 079.12tp 29.99
2018.07.27 19:45:1564Dropboxbuyin0.0129.7376-0.010.000.0010 079.111
2018.07.30 18:25:1666Dropboxsellin0.0228.7277-0.020.000.0010 079.092
2018.07.30 18:25:1665Dropboxsellout0.0128.7278-0.01-0.06-1.0110 078.01sl 28.72
2018.08.02 20:06:2468Dropboxbuyin0.0429.7679-0.030.000.0010 077.983
2018.08.02 20:06:2467Dropboxbuyout0.0229.7680-0.020.03-2.0810 075.91sl 29.73
2018.08.07 22:54:5469Dropboxsellout0.0431.6382-0.03-0.397.4810 082.97end of test
-1.94 -5.09 90.00 10 082.97