Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: EWW
Period: M15 (2018.06.25 - 2018.09.05)
Parameters: cmt=EWW M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
forceLongCmt=
forceShortCmt=
reOpenAfter=0
TYPE_STOP=0
StopLevel=85
TYPE_TAKE=0
TakeProfit=185
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: 146362 Symbols 1
Net profit: 30.02 Balance Drawdown Absolute: 7.82 Absolute equity drawdown: 13.78
Bruttogewinn: 61.00 Balance Drawdown Maximal: 14.18 (0.14%) Equity Drawdown Maximal: 27.05 (0.27%)
Bruttoverlust: -30.98 Relative balance drawdown: 0.14% (14.18) Relative equity drawdown: 0.27% (27.05)
Profit Factor: 1.97 Expected payoff: 1.58 Margin Level: 121931.87%
Recovery Factor: 1.11 Sharpe Ratio: 0.21 Z-Account: 1.26 (79.23%)
AHPR: 1.0002 (0.02%) LR Correlation: 0.86 OnTester result: 0
GHPR: 1.0002 (0.02%) LR Standard Error: 6.10
Total Trades: 19 Short Trades (won %): 7 (28.57%) Long Trades (won %): 12 (33.33%)
Total Trades: 38 Profit Trades (% of total): 6 (31.58%) Loss Trades (% of total): 13 (68.42%)
Largest profit trade: 25.68 Largest loss trade: -7.43
Average Profit Trade: 10.17 Average loss trade: -2.38
Maximum consecutive wins ($): 2 (9.20) Maximum consecutive losses ($): 4 (-13.94)
Max. consecutive profit (count): 25.68 (1) Max. consecutive loss (count): -13.94 (4)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): -0.02 Correlation (MFE,MAE): -0.3008
Graph
Minimum position holding time: 3:24:13 Maximum position holding time: 241:50:47 Average position holding time: 59:40:02
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.06.29 16:29:002EWWbuy0.01 / 0.0147.2646.3949.112018.06.29 16:29:00filled1
2018.06.29 16:29:003EWWsell stop0.02 / 0.0246.3947.2644.542018.07.02 16:29:00filled2
2018.07.02 16:29:004EWWsell0.01 / 0.0146.392018.07.02 16:29:00filledsl 46.39
2018.07.02 16:29:005EWWbuy stop0.04 / 0.0447.2646.3549.112018.07.03 18:11:37filled3
2018.07.03 18:11:376EWWbuy0.02 / 0.0247.262018.07.03 18:11:37filledsl 47.26
2018.07.03 18:15:007EWWsell stop0.08 / 0.0046.3547.2644.502018.07.05 20:15:00canceled4
2018.07.05 20:02:308EWWsell0.04 / 0.0449.112018.07.05 20:02:30filledtp 49.11
2018.07.05 20:15:009EWWbuy0.01 / 0.0149.1248.2550.972018.07.05 20:15:00filled1
2018.07.05 20:15:0010EWWsell stop0.02 / 0.0048.2549.1246.402018.07.12 16:29:00canceled2
2018.07.12 16:29:0011EWWsell0.01 / 0.0150.972018.07.12 16:29:00filledtp 50.97
2018.07.12 16:29:0012EWWbuy0.01 / 0.0151.1950.3253.042018.07.12 16:29:00filled1
2018.07.12 16:29:0013EWWsell stop0.02 / 0.0250.3251.1948.472018.07.13 16:43:33filled2
2018.07.13 16:43:3314EWWsell0.01 / 0.0150.322018.07.13 16:43:33filledsl 50.32
2018.07.13 16:45:0015EWWbuy stop0.04 / 0.0451.1950.3153.042018.07.18 19:28:25filled3
2018.07.18 19:28:2516EWWbuy0.02 / 0.0251.192018.07.18 19:28:25filledsl 51.19
2018.07.18 19:30:0017EWWsell stop0.08 / 0.0850.3151.1948.462018.07.19 16:29:00filled4
2018.07.19 16:29:0018EWWsell0.04 / 0.0450.312018.07.19 16:29:00filledsl 50.31
2018.07.19 16:29:0019EWWbuy stop0.16 / 0.1651.1950.2553.042018.07.24 16:50:52filled5
2018.07.24 16:50:5220EWWbuy0.08 / 0.0851.192018.07.24 16:50:52filledsl 51.19
2018.07.24 17:00:0721EWWsell stop0.32 / 0.0050.2551.1948.402018.08.07 18:46:38canceled6
2018.08.07 18:41:3922EWWsell0.16 / 0.1653.042018.08.07 18:41:39filledtp 53.04
2018.08.07 18:46:3823EWWbuy0.01 / 0.0153.0752.1754.922018.08.07 18:46:38filled1
2018.08.07 18:46:3824EWWsell stop0.02 / 0.0252.1753.0750.322018.08.09 16:39:59filled2
2018.08.09 16:39:5925EWWsell0.01 / 0.0152.172018.08.09 16:39:59filledsl 52.17
2018.08.09 16:45:1126EWWbuy stop0.04 / 0.0053.0752.1754.922018.08.10 16:45:01canceled3
2018.08.10 16:30:0927EWWbuy0.02 / 0.0250.322018.08.10 16:30:09filledtp 50.32
2018.08.10 16:45:0128EWWbuy0.01 / 0.0149.9149.0151.762018.08.10 16:45:01filled1
2018.08.10 16:45:0129EWWsell stop0.02 / 0.0249.0149.9147.162018.08.17 16:30:03filled2
2018.08.17 16:30:0330EWWsell0.01 / 0.0149.012018.08.17 16:30:03filledsl 49.01
2018.08.17 16:30:0331EWWbuy stop0.04 / 0.0449.9148.9851.762018.08.20 17:45:21filled3
2018.08.20 17:45:2132EWWbuy0.02 / 0.0249.912018.08.20 17:45:21filledsl 49.91
2018.08.20 18:00:0533EWWsell stop0.08 / 0.0048.9849.9147.132018.08.22 22:00:10canceled4
2018.08.22 21:54:0934EWWsell0.04 / 0.0451.762018.08.22 21:54:09filledtp 51.76
2018.08.22 22:00:1035EWWbuy0.01 / 0.0151.8650.9653.712018.08.22 22:00:10filled1
2018.08.22 22:00:1036EWWsell stop0.02 / 0.0250.9651.8649.112018.08.24 20:31:59filled2
2018.08.24 20:31:5937EWWsell0.01 / 0.0150.962018.08.24 20:31:59filledsl 50.96
2018.08.24 20:45:0138EWWbuy stop0.04 / 0.0451.8650.9653.712018.08.27 16:30:02filled3
2018.08.27 16:30:0239EWWbuy0.02 / 0.0251.862018.08.27 16:30:02filledsl 51.86
2018.08.27 16:30:0240EWWsell stop0.08 / 0.0850.9652.3849.112018.08.28 22:00:11filled4
2018.08.28 22:00:1141EWWsell0.04 / 0.0450.962018.08.28 22:00:11filledsl 50.96
2018.08.28 22:15:3042EWWbuy stop0.16 / 0.0052.3850.9654.232018.09.04 19:30:48canceled5
2018.09.04 19:23:5943EWWbuy0.08 / 0.0849.112018.09.04 19:23:59filledtp 49.11
2018.09.04 19:30:4844EWWbuy0.01 / 0.0149.1948.3151.042018.09.04 19:30:48filled1
2018.09.04 19:30:4845EWWsell stop0.02 / 0.0048.3149.1946.462018.09.04 22:55:01canceled2
2018.09.04 22:55:0146EWWsell0.01 / 0.0148.912018.09.04 22:55:01filledend 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 16:29:002EWWbuyin0.0147.262-0.010.000.009 999.991
2018.07.02 16:29:004EWWsellin0.0246.353-0.020.000.009 999.972
2018.07.02 16:29:003EWWsellout0.0146.354-0.01-0.02-0.919 999.03sl 46.39
2018.07.03 18:11:376EWWbuyin0.0447.265-0.030.000.009 999.003
2018.07.03 18:11:375EWWbuyout0.0247.266-0.020.01-1.829 997.17sl 47.26
2018.07.05 20:02:307EWWsellout0.0449.118-0.03-0.077.4010 004.47tp 49.11
2018.07.05 20:15:008EWWbuyin0.0149.129-0.010.000.0010 004.461
2018.07.12 16:29:009EWWsellout0.0151.1711-0.01-0.142.0510 006.36tp 50.97
2018.07.12 16:29:0010EWWbuyin0.0151.1912-0.010.000.0010 006.351
2018.07.13 16:43:3312EWWsellin0.0250.3113-0.020.000.0010 006.332
2018.07.13 16:43:3311EWWsellout0.0150.3114-0.01-0.02-0.8810 005.42sl 50.32
2018.07.18 19:28:2514EWWbuyin0.0451.1915-0.030.000.0010 005.393
2018.07.18 19:28:2513EWWbuyout0.0251.1916-0.020.04-1.7610 003.65sl 51.19
2018.07.19 16:29:0016EWWsellin0.0850.2517-0.060.000.0010 003.594
2018.07.19 16:29:0015EWWsellout0.0450.2518-0.03-0.07-3.769 999.73sl 50.31
2018.07.24 16:50:5218EWWbuyin0.1651.1919-0.120.000.009 999.615
2018.07.24 16:50:5217EWWbuyout0.0851.1920-0.060.15-7.529 992.18sl 51.19
2018.08.07 18:41:3919EWWsellout0.1653.0422-0.12-3.8029.6010 017.86tp 53.04
2018.08.07 18:46:3820EWWbuyin0.0153.0723-0.010.000.0010 017.851
2018.08.09 16:39:5922EWWsellin0.0252.1724-0.020.000.0010 017.832
2018.08.09 16:39:5921EWWsellout0.0152.1725-0.01-0.04-0.9010 016.88sl 52.17
2018.08.10 16:30:0923EWWbuyout0.0250.1827-0.020.013.9810 020.85tp 50.32
2018.08.10 16:45:0124EWWbuyin0.0149.9128-0.010.000.0010 020.841
2018.08.17 16:30:0326EWWsellin0.0248.9829-0.020.000.0010 020.822
2018.08.17 16:30:0325EWWsellout0.0148.9830-0.01-0.13-0.9310 019.75sl 49.01
2018.08.20 17:45:2128EWWbuyin0.0449.9131-0.030.000.0010 019.723
2018.08.20 17:45:2127EWWbuyout0.0249.9132-0.020.02-1.8610 017.86sl 49.91
2018.08.22 21:54:0929EWWsellout0.0451.7634-0.03-0.147.4010 025.09tp 51.76
2018.08.22 22:00:1030EWWbuyin0.0151.8635-0.010.000.0010 025.081
2018.08.24 20:31:5932EWWsellin0.0250.9636-0.020.000.0010 025.062
2018.08.24 20:31:5931EWWsellout0.0150.9637-0.01-0.04-0.9010 024.11sl 50.96
2018.08.27 16:30:0234EWWbuyin0.0452.3838-0.030.000.0010 024.083
2018.08.27 16:30:0233EWWbuyout0.0252.3839-0.020.02-2.8410 021.24sl 51.86
2018.08.28 22:00:1136EWWsellin0.0850.9640-0.060.000.0010 021.184
2018.08.28 22:00:1135EWWsellout0.0450.9641-0.03-0.07-5.6810 015.40sl 50.96
2018.09.04 19:23:5937EWWbuyout0.0849.1143-0.060.1814.8010 030.32tp 49.11
2018.09.04 19:30:4838EWWbuyin0.0149.1944-0.010.000.0010 030.311
2018.09.04 22:55:0139EWWsellout0.0148.9146-0.010.00-0.2810 030.02end of test
-1.06 -4.11 35.19 10 030.02