Strategy Tester Report |
||||||||||||
ForexClub-MT5 Demo Server (Build 1881) |
||||||||||||
Settings |
||||||||||||
Expert: | revertme_all | |||||||||||
Symbol: | EWU | |||||||||||
Period: | M15 (2018.06.25 - 2018.09.05) | |||||||||||
Parameters: | cmt=EWU M15 Plain | |||||||||||
delimeter_base_01= | ||||||||||||
Lot=0.01 | ||||||||||||
addLot=0 | ||||||||||||
forceLongCmt= | ||||||||||||
forceShortCmt= | ||||||||||||
reOpenAfter=0 | ||||||||||||
TYPE_STOP=0 | ||||||||||||
StopLevel=50 | ||||||||||||
TYPE_TAKE=0 | ||||||||||||
TakeProfit=50 | ||||||||||||
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: | 1223 | Ticks: | 24903 | Symbols | 1 | |||||||
Net profit: | 2.16 | Balance Drawdown Absolute: | 1.91 | Absolute equity drawdown: | 2.56 | |||||||
Bruttogewinn: | 6.00 | Balance Drawdown Maximal: | 1.91 (0.02%) | Equity Drawdown Maximal: | 2.70 (0.03%) | |||||||
Bruttoverlust: | -3.84 | Relative balance drawdown: | 0.02% (1.91) | Relative equity drawdown: | 0.03% (2.70) | |||||||
Profit Factor: | 1.56 | Expected payoff: | 0.18 | Margin Level: | 719240.29% | |||||||
Recovery Factor: | 0.80 | Sharpe Ratio: | 0.22 | Z-Account: | 1.04 (70.17%) | |||||||
AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.88 | OnTester result: | 0 | |||||||
GHPR: | 1.0000 (0.00%) | LR Standard Error: | 0.65 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 8 (50.00%) | |||||||
Total Trades: | 24 | Profit Trades (% of total): | 7 (58.33%) | Loss Trades (% of total): | 5 (41.67%) | |||||||
Largest profit trade: | 1.69 | Largest loss trade: | -1.22 | |||||||||
Average Profit Trade: | 0.86 | Average loss trade: | -0.77 | |||||||||
Maximum consecutive wins ($): | 3 (1.92) | Maximum consecutive losses ($): | 2 (-1.85) | |||||||||
Max. consecutive profit (count): | 1.92 (3) | Max. consecutive loss (count): | -1.85 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | 0.92 | Correlation (Profits,MAE): | 0.31 | Correlation (MFE,MAE): | 0.0107 | |||||||
![]() |
||||||||||||
Minimum position holding time: | 6:08:26 | Maximum position holding time: | 384:00:38 | Average position holding time: | 94:28:42 | |||||||
![]() |
||||||||||||
ORDERS |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2018.06.29 16:29:00 | 2 | EWU | buy | 0.01 / 0.01 | 34.84 | 34.32 | 35.34 | 2018.06.29 16:29:00 | filled | 1 | ||
2018.06.29 16:29:00 | 3 | EWU | sell stop | 0.02 / 0.02 | 34.32 | 34.84 | 33.82 | 2018.07.02 16:29:30 | filled | 2 | ||
2018.07.02 16:29:30 | 4 | EWU | sell | 0.01 / 0.01 | 34.32 | 2018.07.02 16:29:30 | filled | sl 34.32 | ||||
2018.07.02 16:29:30 | 5 | EWU | buy stop | 0.04 / 0.04 | 34.84 | 34.23 | 35.34 | 2018.07.05 19:03:30 | filled | 3 | ||
2018.07.05 19:03:30 | 6 | EWU | buy | 0.02 / 0.02 | 34.84 | 2018.07.05 19:03:30 | filled | sl 34.84 | ||||
2018.07.05 19:15:30 | 7 | EWU | sell stop | 0.08 / 0.00 | 34.23 | 34.84 | 33.73 | 2018.07.10 17:00:00 | canceled | 4 | ||
2018.07.10 16:56:00 | 8 | EWU | sell | 0.04 / 0.04 | 35.34 | 2018.07.10 16:56:00 | filled | tp 35.34 | ||||
2018.07.10 17:00:00 | 9 | EWU | buy | 0.01 / 0.01 | 35.35 | 34.83 | 35.85 | 2018.07.10 17:00:00 | filled | 1 | ||
2018.07.10 17:00:00 | 10 | EWU | sell stop | 0.02 / 0.02 | 34.83 | 35.35 | 34.33 | 2018.07.11 16:29:30 | filled | 2 | ||
2018.07.11 16:29:30 | 11 | EWU | sell | 0.01 / 0.01 | 34.83 | 2018.07.11 16:29:30 | filled | sl 34.83 | ||||
2018.07.11 16:29:30 | 12 | EWU | buy stop | 0.04 / 0.00 | 35.35 | 34.82 | 35.85 | 2018.08.02 16:30:08 | canceled | 3 | ||
2018.08.02 16:30:08 | 13 | EWU | buy | 0.02 / 0.02 | 34.33 | 2018.08.02 16:30:08 | filled | tp 34.33 | ||||
2018.08.02 16:30:08 | 14 | EWU | buy | 0.01 / 0.01 | 34.19 | 33.63 | 34.69 | 2018.08.02 16:30:08 | filled | 1 | ||
2018.08.02 16:30:08 | 15 | EWU | sell stop | 0.02 / 0.02 | 33.63 | 34.19 | 33.13 | 2018.08.14 18:34:52 | filled | 2 | ||
2018.08.14 18:34:52 | 16 | EWU | sell | 0.01 / 0.01 | 33.63 | 2018.08.14 18:34:52 | filled | sl 33.63 | ||||
2018.08.14 18:45:38 | 17 | EWU | buy stop | 0.04 / 0.00 | 34.19 | 33.63 | 34.69 | 2018.08.15 16:45:08 | canceled | 3 | ||
2018.08.15 16:31:53 | 18 | EWU | buy | 0.02 / 0.02 | 33.13 | 2018.08.15 16:31:53 | filled | tp 33.13 | ||||
2018.08.15 16:45:08 | 19 | EWU | buy | 0.01 / 0.01 | 33.10 | 32.56 | 33.60 | 2018.08.15 16:45:08 | filled | 1 | ||
2018.08.15 16:45:08 | 20 | EWU | sell stop | 0.02 / 0.00 | 32.56 | 33.10 | 32.06 | 2018.08.20 16:30:06 | canceled | 2 | ||
2018.08.20 16:30:06 | 21 | EWU | sell | 0.01 / 0.01 | 33.60 | 2018.08.20 16:30:06 | filled | tp 33.60 | ||||
2018.08.20 16:30:06 | 22 | EWU | buy | 0.01 / 0.01 | 33.74 | 33.17 | 34.24 | 2018.08.20 16:30:06 | filled | 1 | ||
2018.08.20 16:30:06 | 23 | EWU | sell stop | 0.02 / 0.00 | 33.17 | 33.74 | 32.67 | 2018.08.27 19:43:20 | canceled | 2 | ||
2018.08.27 19:24:09 | 24 | EWU | sell | 0.01 / 0.01 | 34.24 | 2018.08.27 19:24:09 | filled | tp 34.24 | ||||
2018.08.27 19:43:20 | 25 | EWU | buy | 0.01 / 0.01 | 34.25 | 33.75 | 34.75 | 2018.08.27 19:43:20 | filled | 1 | ||
2018.08.27 19:43:20 | 26 | EWU | sell stop | 0.02 / 0.02 | 33.75 | 34.25 | 33.25 | 2018.08.31 16:30:02 | filled | 2 | ||
2018.08.31 16:30:02 | 27 | EWU | sell | 0.01 / 0.01 | 33.75 | 2018.08.31 16:30:02 | filled | sl 33.75 | ||||
2018.08.31 16:30:02 | 28 | EWU | buy stop | 0.04 / 0.00 | 34.25 | 33.73 | 34.75 | 2018.09.04 16:45:03 | canceled | 3 | ||
2018.09.04 16:41:33 | 29 | EWU | buy | 0.02 / 0.02 | 33.25 | 2018.09.04 16:41:33 | filled | tp 33.25 | ||||
2018.09.04 16:45:03 | 30 | EWU | buy | 0.01 / 0.01 | 33.26 | 32.75 | 33.76 | 2018.09.04 16:45:03 | filled | 1 | ||
2018.09.04 16:45:03 | 31 | EWU | sell stop | 0.02 / 0.00 | 32.75 | 33.26 | 32.25 | 2018.09.04 22:53:29 | canceled | 2 | ||
2018.09.04 22:53:29 | 32 | EWU | sell | 0.01 / 0.01 | 33.27 | 2018.09.04 22:53:29 | filled | end of test | ||||
Deals |
||||||||||||
Time | Trade | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit Column | Bilanz | Comment |
2018.06.25 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2018.06.29 16:29:00 | 2 | EWU | buy | in | 0.01 | 34.84 | 2 | -0.01 | 0.00 | 0.00 | 9 999.99 | 1 |
2018.07.02 16:29:30 | 4 | EWU | sell | in | 0.02 | 34.23 | 3 | -0.02 | 0.00 | 0.00 | 9 999.97 | 2 |
2018.07.02 16:29:30 | 3 | EWU | sell | out | 0.01 | 34.23 | 4 | -0.01 | -0.01 | -0.61 | 9 999.34 | sl 34.32 |
2018.07.05 19:03:30 | 6 | EWU | buy | in | 0.04 | 34.84 | 5 | -0.03 | 0.00 | 0.00 | 9 999.31 | 3 |
2018.07.05 19:03:30 | 5 | EWU | buy | out | 0.02 | 34.84 | 6 | -0.02 | 0.02 | -1.22 | 9 998.09 | sl 34.84 |
2018.07.10 16:56:00 | 7 | EWU | sell | out | 0.04 | 35.34 | 8 | -0.03 | -0.28 | 2.00 | 9 999.78 | tp 35.34 |
2018.07.10 17:00:00 | 8 | EWU | buy | in | 0.01 | 35.35 | 9 | -0.01 | 0.00 | 0.00 | 9 999.77 | 1 |
2018.07.11 16:29:30 | 10 | EWU | sell | in | 0.02 | 34.82 | 10 | -0.02 | 0.00 | 0.00 | 9 999.75 | 2 |
2018.07.11 16:29:30 | 9 | EWU | sell | out | 0.01 | 34.82 | 11 | -0.01 | -0.01 | -0.53 | 9 999.20 | sl 34.83 |
2018.08.02 16:30:08 | 11 | EWU | buy | out | 0.02 | 34.19 | 13 | -0.02 | 0.19 | 1.26 | 10 000.63 | tp 34.33 |
2018.08.02 16:30:08 | 12 | EWU | buy | in | 0.01 | 34.19 | 14 | -0.01 | 0.00 | 0.00 | 10 000.62 | 1 |
2018.08.14 18:34:52 | 14 | EWU | sell | in | 0.02 | 33.63 | 15 | -0.02 | 0.00 | 0.00 | 10 000.60 | 2 |
2018.08.14 18:34:52 | 13 | EWU | sell | out | 0.01 | 33.63 | 16 | -0.01 | -0.12 | -0.56 | 9 999.91 | sl 33.63 |
2018.08.15 16:31:53 | 15 | EWU | buy | out | 0.02 | 33.13 | 18 | -0.02 | 0.01 | 1.00 | 10 000.90 | tp 33.13 |
2018.08.15 16:45:08 | 16 | EWU | buy | in | 0.01 | 33.10 | 19 | -0.01 | 0.00 | 0.00 | 10 000.89 | 1 |
2018.08.20 16:30:06 | 17 | EWU | sell | out | 0.01 | 33.67 | 21 | -0.01 | -0.05 | 0.57 | 10 001.40 | tp 33.60 |
2018.08.20 16:30:06 | 18 | EWU | buy | in | 0.01 | 33.74 | 22 | -0.01 | 0.00 | 0.00 | 10 001.39 | 1 |
2018.08.27 19:24:09 | 19 | EWU | sell | out | 0.01 | 34.24 | 24 | -0.01 | -0.07 | 0.50 | 10 001.81 | tp 34.24 |
2018.08.27 19:43:20 | 20 | EWU | buy | in | 0.01 | 34.25 | 25 | -0.01 | 0.00 | 0.00 | 10 001.80 | 1 |
2018.08.31 16:30:02 | 22 | EWU | sell | in | 0.02 | 33.73 | 26 | -0.02 | 0.00 | 0.00 | 10 001.78 | 2 |
2018.08.31 16:30:02 | 21 | EWU | sell | out | 0.01 | 33.73 | 27 | -0.01 | -0.04 | -0.52 | 10 001.21 | sl 33.75 |
2018.09.04 16:41:33 | 23 | EWU | buy | out | 0.02 | 33.25 | 29 | -0.02 | 0.02 | 0.96 | 10 002.17 | tp 33.25 |
2018.09.04 16:45:03 | 24 | EWU | buy | in | 0.01 | 33.26 | 30 | -0.01 | 0.00 | 0.00 | 10 002.16 | 1 |
2018.09.04 22:53:29 | 25 | EWU | sell | out | 0.01 | 33.27 | 32 | -0.01 | 0.00 | 0.01 | 10 002.16 | end of test |
-0.36 | -0.34 | 2.86 | 10 002.16 | |||||||||