Strategy Tester Report
ForexClub-MT5 Real Server (Build 1881)
Settings
Expert: revertme_all
Symbol: Aeroflot
Period: M15 (2018.02.05 - 2018.09.01)
Parameters: cmt=Aeroflot M15 Plain
delimeter_base_01=
Lot=0.1
addLot=0
reOpenAfter=0
TYPE_STOP=0
StopLevel=310
TYPE_TAKE=0
TakeProfit=800
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: 86% реальных тиков
Bars: 5048 Ticks: 373375 Symbols 1
Net profit: 42.03 Balance Drawdown Absolute: 0.00 Absolute equity drawdown: 0.23
Bruttogewinn: 61.75 Balance Drawdown Maximal: 9.09 (0.09%) Equity Drawdown Maximal: 11.86 (0.12%)
Bruttoverlust: -19.72 Relative balance drawdown: 0.09% (9.09) Relative equity drawdown: 0.12% (11.86)
Profit Factor: 3.13 Expected payoff: 1.27 Margin Level: 286753.58%
Recovery Factor: 3.54 Sharpe Ratio: 0.32 Z-Account: 1.42 (84.44%)
AHPR: 1.0001 (0.01%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0001 (0.01%) LR Standard Error: 3.63
Total Trades: 33 Short Trades (won %): 12 (66.67%) Long Trades (won %): 21 (42.86%)
Total Trades: 66 Profit Trades (% of total): 17 (51.52%) Loss Trades (% of total): 16 (48.48%)
Largest profit trade: 18.15 Largest loss trade: -4.44
Average Profit Trade: 3.63 Average loss trade: -1.23
Maximum consecutive wins ($): 3 (4.02) Maximum consecutive losses ($): 4 (-9.03)
Max. consecutive profit (count): 18.15 (1) Max. consecutive loss (count): -9.03 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): -0.21 Correlation (MFE,MAE): -0.5348
Graph
Minimum position holding time: 0:03:22 Maximum position holding time: 384:33:35 Average position holding time: 106:26:38
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.02.08 09:00:002Aeroflotbuy0.10 / 0.10136.05132.90144.052018.02.08 09:00:00filled1
2018.02.08 09:00:003Aeroflotsell stop0.20 / 0.00132.90136.05124.902018.03.01 09:45:00canceled2
2018.03.01 09:35:314Aeroflotsell0.10 / 0.10144.052018.03.01 09:35:31filledtp 144.05
2018.03.01 09:45:005Aeroflotbuy0.10 / 0.10146.55143.40154.552018.03.01 09:45:00filled1
2018.03.01 09:45:006Aeroflotsell stop0.20 / 0.00143.40146.55135.402018.03.09 13:00:00canceled2
2018.03.09 12:45:417Aeroflotsell0.10 / 0.10154.552018.03.09 12:45:41filledtp 154.55
2018.03.09 13:00:008Aeroflotbuy0.10 / 0.10155.30152.20163.302018.03.09 13:00:00filled1
2018.03.09 13:00:009Aeroflotsell stop0.20 / 0.00152.20155.30144.202018.03.13 18:30:07canceled2
2018.03.13 18:22:5910Aeroflotsell0.10 / 0.10163.302018.03.13 18:22:59filledtp 163.30
2018.03.13 18:30:0711Aeroflotbuy0.10 / 0.10163.95160.55171.952018.03.13 18:30:07filled1
2018.03.13 18:30:0712Aeroflotsell stop0.20 / 0.20160.55163.95152.552018.03.14 17:16:04filled2
2018.03.14 17:16:0413Aeroflotsell0.10 / 0.10160.552018.03.14 17:16:04filledsl 160.55
2018.03.14 17:30:0014Aeroflotbuy stop0.40 / 0.00163.95160.55171.952018.03.23 12:45:08canceled3
2018.03.23 12:37:0615Aeroflotbuy0.20 / 0.20152.552018.03.23 12:37:06filledtp 152.55
2018.03.23 12:45:0816Aeroflotbuy0.10 / 0.10152.30148.90160.302018.03.23 12:45:08filled1
2018.03.23 12:45:0817Aeroflotsell stop0.20 / 0.00148.90152.30140.902018.03.26 13:15:07canceled2
2018.03.26 13:04:5718Aeroflotsell0.10 / 0.10160.302018.03.26 13:04:57filledtp 160.30
2018.03.26 13:15:0719Aeroflotbuy0.10 / 0.10161.30157.85169.302018.03.26 13:15:07filled1
2018.03.26 13:15:0720Aeroflotsell stop0.20 / 0.20157.85161.30149.852018.03.26 16:11:06filled2
2018.03.26 16:11:0621Aeroflotsell0.10 / 0.10157.852018.03.26 16:11:06filledsl 157.85
2018.03.26 16:15:0422Aeroflotbuy stop0.40 / 0.00161.30157.70169.302018.04.09 10:45:01canceled3
2018.04.09 10:44:1123Aeroflotbuy0.20 / 0.20149.852018.04.09 10:44:11filledtp 149.85
2018.04.09 10:45:0124Aeroflotbuy0.10 / 0.10150.05146.45158.052018.04.09 10:45:01filled1
2018.04.09 10:45:0125Aeroflotsell stop0.20 / 0.20146.45150.05138.452018.04.09 12:44:12filled2
2018.04.09 12:44:1226Aeroflotsell0.10 / 0.10146.452018.04.09 12:44:12filledsl 146.45
2018.04.09 12:45:0027Aeroflotbuy stop0.40 / 0.00150.05146.20158.052018.04.09 15:30:10canceled3
2018.04.09 15:16:3028Aeroflotbuy0.20 / 0.20138.452018.04.09 15:16:30filledtp 138.45
2018.04.09 15:30:1029Aeroflotbuy0.10 / 0.10139.80136.35147.802018.04.09 15:30:10filled1
2018.04.09 15:30:1030Aeroflotsell stop0.20 / 0.00136.35139.80128.352018.04.12 17:30:00canceled2
2018.04.12 17:16:5131Aeroflotsell0.10 / 0.10147.802018.04.12 17:16:51filledtp 147.80
2018.04.12 17:30:0032Aeroflotbuy0.10 / 0.10147.95144.55155.952018.04.12 17:30:00filled1
2018.04.12 17:30:0033Aeroflotsell stop0.20 / 0.20144.55147.95136.552018.04.13 12:46:10filled2
2018.04.13 12:46:1034Aeroflotsell0.10 / 0.10144.552018.04.13 12:46:10filledsl 144.55
2018.04.13 13:00:0135Aeroflotbuy stop0.40 / 0.40147.95144.50155.952018.04.17 10:05:57filled3
2018.04.17 10:05:5736Aeroflotbuy0.20 / 0.20147.952018.04.17 10:05:57filledsl 147.95
2018.04.17 10:15:1237Aeroflotsell stop0.80 / 0.80144.50147.95136.502018.04.25 10:09:42filled4
2018.04.25 10:09:4238Aeroflotsell0.40 / 0.40144.502018.04.25 10:09:42filledsl 144.50
2018.04.25 10:15:0539Aeroflotbuy stop1.60 / 0.00147.95144.50155.952018.05.14 10:15:05canceled5
2018.05.14 10:01:2640Aeroflotbuy0.80 / 0.80136.502018.05.14 10:01:26filledtp 136.50
2018.05.14 10:15:0541Aeroflotbuy0.10 / 0.10135.95132.60143.952018.05.14 10:15:05filled1
2018.05.14 10:15:0542Aeroflotsell stop0.20 / 0.20132.60135.95124.602018.05.14 10:18:27filled2
2018.05.14 10:18:2743Aeroflotsell0.10 / 0.10132.602018.05.14 10:18:27filledsl 132.60
2018.05.14 10:30:0544Aeroflotbuy stop0.40 / 0.40135.95132.60143.952018.05.14 11:04:47filled3
2018.05.14 11:04:4745Aeroflotbuy0.20 / 0.20135.952018.05.14 11:04:47filledsl 135.95
2018.05.14 11:15:3546Aeroflotsell stop0.80 / 0.80132.60136.00124.602018.05.24 10:00:02filled4
2018.05.24 10:00:0247Aeroflotsell0.40 / 0.40132.602018.05.24 10:00:02filledsl 132.60
2018.05.24 10:00:0248Aeroflotbuy stop1.60 / 1.60136.00132.55144.002018.05.30 10:05:12filled5
2018.05.30 10:05:1249Aeroflotbuy0.80 / 0.80136.002018.05.30 10:05:12filledsl 136.00
2018.05.30 10:15:0250Aeroflotsell stop3.20 / 0.00132.55136.20124.552018.06.07 13:00:25canceled6
2018.06.07 12:45:0551Aeroflotsell1.60 / 1.60144.002018.06.07 12:45:05filledtp 144.00
2018.06.07 13:00:2552Aeroflotbuy0.10 / 0.10144.60141.10152.602018.06.07 13:00:25filled1
2018.06.07 13:00:2553Aeroflotsell stop0.20 / 0.20141.10144.60133.102018.06.15 12:35:36filled2
2018.06.15 12:35:3654Aeroflotsell0.10 / 0.10141.102018.06.15 12:35:36filledsl 141.10
2018.06.15 12:45:0255Aeroflotbuy stop0.40 / 0.00144.60141.10152.602018.07.05 10:00:02canceled3
2018.07.05 10:00:0256Aeroflotbuy0.20 / 0.20133.102018.07.05 10:00:02filledtp 133.10
2018.07.05 10:00:0257Aeroflotbuy0.10 / 0.10128.80125.05136.802018.07.05 10:00:02filled1
2018.07.05 10:00:0258Aeroflotsell stop0.20 / 0.20125.05128.80117.052018.07.11 11:28:01filled2
2018.07.11 11:28:0159Aeroflotsell0.10 / 0.10125.052018.07.11 11:28:01filledsl 125.05
2018.07.11 11:30:0560Aeroflotbuy stop0.40 / 0.00128.80125.05136.802018.08.02 12:15:00canceled3
2018.08.02 12:01:3661Aeroflotbuy0.20 / 0.20117.052018.08.02 12:01:36filledtp 117.05
2018.08.02 12:15:0062Aeroflotbuy0.10 / 0.10116.80113.45124.802018.08.02 12:15:00filled1
2018.08.02 12:15:0063Aeroflotsell stop0.20 / 0.20113.45116.80105.452018.08.07 16:20:21filled2
2018.08.07 16:20:2164Aeroflotsell0.10 / 0.10113.452018.08.07 16:20:21filledsl 113.45
2018.08.07 16:30:2665Aeroflotbuy stop0.40 / 0.00116.80113.40124.802018.08.09 10:15:02canceled3
2018.08.09 10:01:2866Aeroflotbuy0.20 / 0.20105.452018.08.09 10:01:28filledtp 105.45
2018.08.09 10:15:0267Aeroflotbuy0.10 / 0.10104.15100.75112.152018.08.09 10:15:02filled1
2018.08.09 10:15:0268Aeroflotsell stop0.20 / 0.20100.75104.1592.752018.08.09 10:24:42filled2
2018.08.09 10:24:4269Aeroflotsell0.10 / 0.10100.752018.08.09 10:24:42filledsl 100.75
2018.08.09 10:30:0070Aeroflotbuy stop0.40 / 0.40104.15100.55112.152018.08.09 10:48:12filled3
2018.08.09 10:48:1271Aeroflotbuy0.20 / 0.20104.152018.08.09 10:48:12filledsl 104.15
2018.08.09 11:00:0072Aeroflotsell stop0.80 / 0.00100.55104.1592.552018.08.15 10:30:01canceled4
2018.08.15 10:29:1973Aeroflotsell0.40 / 0.40112.152018.08.15 10:29:19filledtp 112.15
2018.08.15 10:30:0174Aeroflotbuy0.10 / 0.10113.00109.55121.002018.08.15 10:30:01filled1
2018.08.15 10:30:0175Aeroflotsell stop0.20 / 0.20109.55113.00101.552018.08.15 17:32:06filled2
2018.08.15 17:32:0676Aeroflotsell0.10 / 0.10109.552018.08.15 17:32:06filledsl 109.55
2018.08.15 17:45:0377Aeroflotbuy stop0.40 / 0.00113.00109.45121.002018.08.24 11:45:06canceled3
2018.08.24 11:37:5278Aeroflotbuy0.20 / 0.20101.552018.08.24 11:37:52filledtp 101.55
2018.08.24 11:45:0679Aeroflotbuy0.10 / 0.10102.8099.40110.802018.08.24 11:45:06filled1
2018.08.24 11:45:0680Aeroflotsell stop0.20 / 0.0099.40102.8091.402018.08.30 10:00:02canceled2
2018.08.30 10:00:0281Aeroflotsell0.10 / 0.10110.802018.08.30 10:00:02filledtp 110.80
2018.08.30 10:00:0282Aeroflotbuy0.10 / 0.10112.75109.25120.752018.08.30 10:00:02filled1
2018.08.30 10:00:0283Aeroflotsell stop0.20 / 0.00109.25112.75101.252018.08.31 19:59:57canceled2
2018.08.31 19:59:5784Aeroflotsell0.10 / 0.10115.102018.08.31 19:59:57filledend of test
Deals
Time Trade Symbol Type Direction Volume Price Order Commission Swap Profit Column Bilanz Comment
2018.02.05 00:00:001balance0.000.0010 000.0010 000.00
2018.02.08 09:00:002Aeroflotbuyin0.10136.0520.000.000.0010 000.001
2018.03.01 09:35:313Aeroflotsellout0.10144.1540.00-0.391.4310 001.04tp 144.05
2018.03.01 09:45:004Aeroflotbuyin0.10146.5550.000.000.0010 001.041
2018.03.09 12:45:415Aeroflotsellout0.10154.5570.00-0.131.4010 002.31tp 154.55
2018.03.09 13:00:006Aeroflotbuyin0.10155.3080.000.000.0010 002.311
2018.03.13 18:22:597Aeroflotsellout0.10163.40100.00-0.091.4210 003.64tp 163.30
2018.03.13 18:30:078Aeroflotbuyin0.10163.95110.000.000.0010 003.641
2018.03.14 17:16:0410Aeroflotsellin0.20160.55120.000.000.0010 003.642
2018.03.14 17:16:049Aeroflotsellout0.10160.55130.00-0.02-0.6010 003.02sl 160.55
2018.03.23 12:37:0611Aeroflotbuyout0.20152.50150.000.092.8110 005.92tp 152.55
2018.03.23 12:45:0812Aeroflotbuyin0.10152.30160.000.000.0010 005.921
2018.03.26 13:04:5713Aeroflotsellout0.10160.30180.00-0.051.4010 007.27tp 160.30
2018.03.26 13:15:0714Aeroflotbuyin0.10161.30190.000.000.0010 007.271
2018.03.26 16:11:0616Aeroflotsellin0.20157.70200.000.000.0010 007.272
2018.03.26 16:11:0615Aeroflotsellout0.10157.70210.000.00-0.6310 006.64sl 157.85
2018.04.09 10:44:1117Aeroflotbuyout0.20149.45230.000.142.8110 009.59tp 149.85
2018.04.09 10:45:0118Aeroflotbuyin0.10150.05240.000.000.0010 009.591
2018.04.09 12:44:1220Aeroflotsellin0.20146.20250.000.000.0010 009.592
2018.04.09 12:44:1219Aeroflotsellout0.10146.20260.000.00-0.6510 008.94sl 146.45
2018.04.09 15:16:3021Aeroflotbuyout0.20138.40280.000.002.5810 011.52tp 138.45
2018.04.09 15:30:1022Aeroflotbuyin0.10139.80290.000.000.0010 011.521
2018.04.12 17:16:5123Aeroflotsellout0.10147.80310.00-0.061.2910 012.75tp 147.80
2018.04.12 17:30:0024Aeroflotbuyin0.10147.95320.000.000.0010 012.751
2018.04.13 12:46:1026Aeroflotsellin0.20144.50330.000.000.0010 012.752
2018.04.13 12:46:1025Aeroflotsellout0.10144.50340.00-0.02-0.5610 012.17sl 144.55
2018.04.17 10:05:5728Aeroflotbuyin0.40147.9535-0.010.000.0010 012.163
2018.04.17 10:05:5727Aeroflotbuyout0.20147.95360.000.04-1.1410 011.06sl 147.95
2018.04.25 10:09:4230Aeroflotsellin0.80144.5037-0.020.000.0010 011.044
2018.04.25 10:09:4229Aeroflotsellout0.40144.5038-0.01-0.55-2.2410 008.24sl 144.50
2018.05.14 10:01:2631Aeroflotbuyout0.80136.5040-0.020.8010.3310 019.35tp 136.50
2018.05.14 10:15:0532Aeroflotbuyin0.10135.95410.000.000.0010 019.351
2018.05.14 10:18:2734Aeroflotsellin0.20132.60420.000.000.0010 019.352
2018.05.14 10:18:2733Aeroflotsellout0.10132.60430.000.00-0.5410 018.81sl 132.60
2018.05.14 11:04:4736Aeroflotbuyin0.40136.0044-0.010.000.0010 018.803
2018.05.14 11:04:4735Aeroflotbuyout0.20136.00450.000.00-1.1010 017.70sl 135.95
2018.05.24 10:00:0238Aeroflotsellin0.80132.5546-0.020.000.0010 017.684
2018.05.24 10:00:0237Aeroflotsellout0.40132.5547-0.01-0.69-2.2510 014.73sl 132.60
2018.05.30 10:05:1240Aeroflotbuyin1.60136.2048-0.030.000.0010 014.705
2018.05.30 10:05:1239Aeroflotbuyout0.80136.2049-0.020.25-4.6710 010.26sl 136.00
2018.06.07 12:45:0541Aeroflotsellout1.60144.0551-0.03-2.1020.2810 028.41tp 144.00
2018.06.07 13:00:2542Aeroflotbuyin0.10144.60520.000.000.0010 028.411
2018.06.15 12:35:3644Aeroflotsellin0.20141.10530.000.000.0010 028.412
2018.06.15 12:35:3643Aeroflotsellout0.10141.10540.00-0.14-0.5610 027.71sl 141.10
2018.07.05 10:00:0245Aeroflotbuyout0.20128.80560.000.203.8810 031.79tp 133.10
2018.07.05 10:00:0246Aeroflotbuyin0.10128.80570.000.000.0010 031.791
2018.07.11 11:28:0148Aeroflotsellin0.20125.05580.000.000.0010 031.792
2018.07.11 11:28:0147Aeroflotsellout0.10125.05590.00-0.11-0.6010 031.08sl 125.05
2018.08.02 12:01:3649Aeroflotbuyout0.20117.05610.000.222.5310 033.83tp 117.05
2018.08.02 12:15:0050Aeroflotbuyin0.10116.80620.000.000.0010 033.831
2018.08.07 16:20:2152Aeroflotsellin0.20113.40630.000.000.0010 033.832
2018.08.07 16:20:2151Aeroflotsellout0.10113.40640.00-0.09-0.5410 033.20sl 113.45
2018.08.09 10:01:2853Aeroflotbuyout0.20105.35660.000.022.4710 035.69tp 105.45
2018.08.09 10:15:0254Aeroflotbuyin0.10104.15670.000.000.0010 035.691
2018.08.09 10:24:4256Aeroflotsellin0.20100.55680.000.000.0010 035.692
2018.08.09 10:24:4255Aeroflotsellout0.10100.55690.000.00-0.5510 035.14sl 100.75
2018.08.09 10:48:1258Aeroflotbuyin0.40104.1570-0.010.000.0010 035.133
2018.08.09 10:48:1257Aeroflotbuyout0.20104.15710.000.00-1.0910 034.04sl 104.15
2018.08.15 10:29:1959Aeroflotsellout0.40112.2573-0.01-0.364.8710 038.54tp 112.15
2018.08.15 10:30:0160Aeroflotbuyin0.10113.00740.000.000.0010 038.541
2018.08.15 17:32:0662Aeroflotsellin0.20109.45750.000.000.0010 038.542
2018.08.15 17:32:0661Aeroflotsellout0.10109.45760.000.00-0.5310 038.01sl 109.55
2018.08.24 11:37:5263Aeroflotbuyout0.20101.45780.000.092.3610 040.46tp 101.55
2018.08.24 11:45:0664Aeroflotbuyin0.10102.80790.000.000.0010 040.461
2018.08.30 10:00:0265Aeroflotsellout0.10112.35810.00-0.111.4010 041.75tp 110.80
2018.08.30 10:00:0266Aeroflotbuyin0.10112.75820.000.000.0010 041.751
2018.08.31 19:59:5767Aeroflotsellout0.10115.10840.00-0.070.3510 042.03end of test
-0.20 -3.13 45.36 10 042.03