Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: EWZ
Period: M15 (2018.06.25 - 2018.09.05)
Parameters: cmt=EWZ M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
forceLongCmt=
forceShortCmt=
reOpenAfter=0
TYPE_STOP=0
StopLevel=35
TYPE_TAKE=0
TakeProfit=135
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: 61% реальных тиков
Bars: 1232 Ticks: 217778 Symbols 1
Net profit: 25.26 Balance Drawdown Absolute: 1.92 Absolute equity drawdown: 3.06
Bruttogewinn: 38.10 Balance Drawdown Maximal: 2.90 (0.03%) Equity Drawdown Maximal: 6.32 (0.06%)
Bruttoverlust: -12.84 Relative balance drawdown: 0.03% (2.90) Relative equity drawdown: 0.06% (6.32)
Profit Factor: 2.97 Expected payoff: 1.05 Margin Level: 341528.33%
Recovery Factor: 4.00 Sharpe Ratio: 0.36 Z-Account: 2.34 (98.07%)
AHPR: 1.0001 (0.01%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0001 (0.01%) LR Standard Error: 2.27
Total Trades: 24 Short Trades (won %): 9 (44.44%) Long Trades (won %): 15 (33.33%)
Total Trades: 48 Profit Trades (% of total): 9 (37.50%) Loss Trades (% of total): 15 (62.50%)
Largest profit trade: 10.78 Largest loss trade: -1.70
Average Profit Trade: 4.23 Average loss trade: -0.86
Maximum consecutive wins ($): 2 (3.27) Maximum consecutive losses ($): 3 (-2.78)
Max. consecutive profit (count): 10.78 (1) Max. consecutive loss (count): -2.78 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): -0.18 Correlation (MFE,MAE): -0.3924
Graph
Minimum position holding time: 6:20:15 Maximum position holding time: 239:59:05 Average position holding time: 47:12:29
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.06.29 16:29:002EWZbuy0.01 / 0.0132.1731.8033.522018.06.29 16:29:00filled1
2018.06.29 16:29:003EWZsell stop0.02 / 0.0231.8032.1730.452018.07.02 16:29:00filled2
2018.07.02 16:29:004EWZsell0.01 / 0.0131.802018.07.02 16:29:00filledsl 31.80
2018.07.02 16:29:005EWZbuy stop0.04 / 0.0432.1731.6433.522018.07.03 16:29:00filled3
2018.07.03 16:29:006EWZbuy0.02 / 0.0232.172018.07.03 16:29:00filledsl 32.17
2018.07.03 16:29:007EWZsell stop0.08 / 0.0031.6432.2930.292018.07.09 17:00:00canceled4
2018.07.09 16:47:078EWZsell0.04 / 0.0433.522018.07.09 16:47:07filledtp 33.52
2018.07.09 17:00:009EWZbuy0.01 / 0.0133.1132.7434.462018.07.09 17:00:00filled1
2018.07.09 17:00:0010EWZsell stop0.02 / 0.0232.7433.1131.392018.07.11 21:10:10filled2
2018.07.11 21:10:1011EWZsell0.01 / 0.0132.742018.07.11 21:10:10filledsl 32.74
2018.07.11 21:15:0012EWZbuy stop0.04 / 0.0433.1132.7434.462018.07.12 16:29:00filled3
2018.07.12 16:29:0013EWZbuy0.02 / 0.0233.112018.07.12 16:29:00filledsl 33.11
2018.07.12 16:29:0014EWZsell stop0.08 / 0.0032.7433.2731.392018.07.17 17:45:00canceled4
2018.07.17 17:32:3815EWZsell0.04 / 0.0434.462018.07.17 17:32:38filledtp 34.46
2018.07.17 17:45:0016EWZbuy0.01 / 0.0134.4234.0535.772018.07.17 17:45:00filled1
2018.07.17 17:45:0017EWZsell stop0.02 / 0.0234.0534.4232.702018.07.19 16:29:00filled2
2018.07.19 16:29:0018EWZsell0.01 / 0.0134.052018.07.19 16:29:00filledsl 34.05
2018.07.19 16:29:0019EWZbuy stop0.04 / 0.0434.4233.6735.772018.07.19 22:49:15filled3
2018.07.19 22:49:1520EWZbuy0.02 / 0.0234.422018.07.19 22:49:15filledsl 34.42
2018.07.19 23:09:3021EWZsell stop0.08 / 0.0033.6734.4332.322018.07.20 17:00:00canceled4
2018.07.20 16:47:3322EWZsell0.04 / 0.0435.772018.07.20 16:47:33filledtp 35.77
2018.07.20 17:00:0023EWZbuy0.01 / 0.0135.7635.3937.112018.07.20 17:00:00filled1
2018.07.20 17:00:0024EWZsell stop0.02 / 0.0235.3935.7634.042018.07.23 16:30:03filled2
2018.07.23 16:30:0325EWZsell0.01 / 0.0135.392018.07.23 16:30:03filledsl 35.39
2018.07.23 16:30:0326EWZbuy stop0.04 / 0.0435.7635.3937.112018.07.24 16:30:03filled3
2018.07.24 16:30:0327EWZbuy0.02 / 0.0235.762018.07.24 16:30:03filledsl 35.76
2018.07.24 16:30:0328EWZsell stop0.08 / 0.0035.3935.9934.042018.07.25 21:30:07canceled4
2018.07.25 21:15:0929EWZsell0.04 / 0.0437.112018.07.25 21:15:09filledtp 37.11
2018.07.25 21:30:0730EWZbuy0.01 / 0.0137.0536.6838.402018.07.25 21:30:07filled1
2018.07.25 21:30:0731EWZsell stop0.02 / 0.0236.6837.0535.332018.07.26 17:30:45filled2
2018.07.26 17:30:4532EWZsell0.01 / 0.0136.682018.07.26 17:30:45filledsl 36.68
2018.07.26 17:45:1333EWZbuy stop0.04 / 0.0437.0536.6838.402018.08.03 17:00:12filled3
2018.08.03 17:00:1234EWZbuy0.02 / 0.0237.052018.08.03 17:00:12filledsl 37.05
2018.08.03 17:15:0835EWZsell stop0.08 / 0.0836.6837.0535.332018.08.07 20:42:13filled4
2018.08.07 20:42:1336EWZsell0.04 / 0.0436.682018.08.07 20:42:13filledsl 36.68
2018.08.07 20:45:0037EWZbuy stop0.16 / 0.0037.0536.6838.402018.08.09 17:00:03canceled5
2018.08.09 16:46:4838EWZbuy0.08 / 0.0835.332018.08.09 16:46:48filledtp 35.33
2018.08.09 17:00:0339EWZbuy0.01 / 0.0135.2434.8336.592018.08.09 17:00:03filled1
2018.08.09 17:00:0340EWZsell stop0.02 / 0.0234.8335.2433.482018.08.10 16:30:05filled2
2018.08.10 16:30:0541EWZsell0.01 / 0.0134.832018.08.10 16:30:05filledsl 34.83
2018.08.10 16:30:0542EWZbuy stop0.04 / 0.0035.2434.3836.592018.08.13 16:30:02canceled3
2018.08.13 16:30:0243EWZbuy0.02 / 0.0233.482018.08.13 16:30:02filledtp 33.48
2018.08.13 16:30:0244EWZbuy0.01 / 0.0133.4133.0134.762018.08.13 16:30:02filled1
2018.08.13 16:30:0245EWZsell stop0.02 / 0.0033.0133.4131.662018.08.14 22:15:12canceled2
2018.08.14 22:04:2546EWZsell0.01 / 0.0134.762018.08.14 22:04:25filledtp 34.76
2018.08.14 22:15:1247EWZbuy0.01 / 0.0134.7934.4036.142018.08.14 22:15:12filled1
2018.08.14 22:15:1248EWZsell stop0.02 / 0.0234.4034.7933.052018.08.15 16:30:02filled2
2018.08.15 16:30:0249EWZsell0.01 / 0.0134.402018.08.15 16:30:02filledsl 34.40
2018.08.15 16:30:0250EWZbuy stop0.04 / 0.0034.7934.0936.142018.08.17 16:45:09canceled3
2018.08.17 16:35:5751EWZbuy0.02 / 0.0233.052018.08.17 16:35:57filledtp 33.05
2018.08.17 16:45:0952EWZbuy0.01 / 0.0133.1132.7234.462018.08.17 16:45:09filled1
2018.08.17 16:45:0953EWZsell stop0.02 / 0.0232.7233.1131.372018.08.21 16:31:13filled2
2018.08.21 16:31:1354EWZsell0.01 / 0.0132.722018.08.21 16:31:13filledsl 32.72
2018.08.21 16:45:0055EWZbuy stop0.04 / 0.0033.1132.7234.462018.09.04 16:30:18canceled3
2018.09.04 16:30:1856EWZbuy0.02 / 0.0231.372018.09.04 16:30:18filledtp 31.37
2018.09.04 16:30:1857EWZbuy0.01 / 0.0131.2130.8532.562018.09.04 16:30:18filled1
2018.09.04 16:30:1858EWZsell stop0.02 / 0.0030.8531.2129.502018.09.04 22:54:51canceled2
2018.09.04 22:54:5159EWZsell0.01 / 0.0130.962018.09.04 22:54:51filledend of test
Deals
Time Trade Symbol Type Direction Volume Price Order Commission Swap Profit Column Bilanz Comment
2018.06.25 00:00:001balance0.000.0010 000.0010 000.00
2018.06.29 16:29:002EWZbuyin0.0132.172-0.010.000.009 999.991
2018.07.02 16:29:004EWZsellin0.0231.643-0.020.000.009 999.972
2018.07.02 16:29:003EWZsellout0.0131.644-0.01-0.01-0.539 999.42sl 31.80
2018.07.03 16:29:006EWZbuyin0.0432.295-0.030.000.009 999.393
2018.07.03 16:29:005EWZbuyout0.0232.296-0.020.01-1.309 998.08sl 32.17
2018.07.09 16:47:077EWZsellout0.0433.538-0.03-0.284.9610 002.73tp 33.52
2018.07.09 17:00:008EWZbuyin0.0133.119-0.010.000.0010 002.721
2018.07.11 21:10:1010EWZsellin0.0232.7410-0.020.000.0010 002.702
2018.07.11 21:10:109EWZsellout0.0132.7411-0.01-0.02-0.3710 002.30sl 32.74
2018.07.12 16:29:0012EWZbuyin0.0433.2712-0.030.000.0010 002.273
2018.07.12 16:29:0011EWZbuyout0.0233.2713-0.020.01-1.0610 001.20sl 33.11
2018.07.17 17:32:3813EWZsellout0.0434.4715-0.03-0.244.8010 005.73tp 34.46
2018.07.17 17:45:0014EWZbuyin0.0134.4216-0.010.000.0010 005.721
2018.07.19 16:29:0016EWZsellin0.0233.6717-0.020.000.0010 005.702
2018.07.19 16:29:0015EWZsellout0.0133.6718-0.01-0.02-0.7510 004.92sl 34.05
2018.07.19 22:49:1518EWZbuyin0.0434.4319-0.030.000.0010 004.893
2018.07.19 22:49:1517EWZbuyout0.0234.4320-0.020.00-1.5210 003.35sl 34.42
2018.07.20 16:47:3319EWZsellout0.0435.7722-0.03-0.055.3610 008.63tp 35.77
2018.07.20 17:00:0020EWZbuyin0.0135.7623-0.010.000.0010 008.621
2018.07.23 16:30:0322EWZsellin0.0235.3924-0.020.000.0010 008.602
2018.07.23 16:30:0321EWZsellout0.0135.3925-0.01-0.04-0.3710 008.18sl 35.39
2018.07.24 16:30:0324EWZbuyin0.0435.9926-0.030.000.0010 008.153
2018.07.24 16:30:0323EWZbuyout0.0235.9927-0.020.01-1.2010 006.94sl 35.76
2018.07.25 21:15:0925EWZsellout0.0437.1129-0.03-0.054.4810 011.34tp 37.11
2018.07.25 21:30:0726EWZbuyin0.0137.0530-0.010.000.0010 011.331
2018.07.26 17:30:4528EWZsellin0.0236.6831-0.020.000.0010 011.312
2018.07.26 17:30:4527EWZsellout0.0136.6832-0.01-0.01-0.3710 010.92sl 36.68
2018.08.03 17:00:1230EWZbuyin0.0437.0533-0.030.000.0010 010.893
2018.08.03 17:00:1229EWZbuyout0.0237.0534-0.020.07-0.7410 010.20sl 37.05
2018.08.07 20:42:1332EWZsellin0.0836.6835-0.060.000.0010 010.144
2018.08.07 20:42:1331EWZsellout0.0436.6836-0.03-0.19-1.4810 008.44sl 36.68
2018.08.09 16:46:4833EWZbuyout0.0835.3338-0.060.0410.8010 019.22tp 35.33
2018.08.09 17:00:0334EWZbuyin0.0135.2439-0.010.000.0010 019.211
2018.08.10 16:30:0536EWZsellin0.0234.3840-0.020.000.0010 019.192
2018.08.10 16:30:0535EWZsellout0.0134.3841-0.01-0.01-0.8610 018.31sl 34.83
2018.08.13 16:30:0237EWZbuyout0.0233.4143-0.020.021.9410 020.25tp 33.48
2018.08.13 16:30:0238EWZbuyin0.0133.4144-0.010.000.0010 020.241
2018.08.14 22:04:2539EWZsellout0.0134.7646-0.01-0.011.3510 021.57tp 34.76
2018.08.14 22:15:1240EWZbuyin0.0134.7947-0.010.000.0010 021.561
2018.08.15 16:30:0242EWZsellin0.0234.0948-0.020.000.0010 021.542
2018.08.15 16:30:0241EWZsellout0.0134.0949-0.01-0.01-0.7010 020.82sl 34.40
2018.08.17 16:35:5743EWZbuyout0.0233.0551-0.020.022.0810 022.90tp 33.05
2018.08.17 16:45:0944EWZbuyin0.0133.1152-0.010.000.0010 022.891
2018.08.21 16:31:1346EWZsellin0.0232.7253-0.020.000.0010 022.872
2018.08.21 16:31:1345EWZsellout0.0132.7254-0.01-0.05-0.3910 022.42sl 32.72
2018.09.04 16:30:1847EWZbuyout0.0231.2156-0.020.113.0210 025.53tp 31.37
2018.09.04 16:30:1848EWZbuyin0.0131.2157-0.010.000.0010 025.521
2018.09.04 22:54:5149EWZsellout0.0130.9659-0.010.00-0.2510 025.26end of test
-0.94 -0.70 26.90 10 025.26