Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: VGK
Period: M15 (2018.06.25 - 2018.09.05)
Parameters: cmt=VGK M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
forceLongCmt=
forceShortCmt=
reOpenAfter=0
TYPE_STOP=0
StopLevel=45
TYPE_TAKE=0
TakeProfit=95
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: 55535 Symbols 1
Net profit: -30.52 Balance Drawdown Absolute: 37.13 Absolute equity drawdown: 43.21
Bruttogewinn: 12.58 Balance Drawdown Maximal: 38.56 (0.39%) Equity Drawdown Maximal: 45.65 (0.46%)
Bruttoverlust: -43.10 Relative balance drawdown: 0.39% (38.56) Relative equity drawdown: 0.46% (45.65)
Profit Factor: 0.29 Expected payoff: -1.80 Margin Level: 55624.53%
Recovery Factor: -0.67 Sharpe Ratio: -0.26 Z-Account: -0.49 (37.59%)
AHPR: 0.9998 (-0.02%) LR Correlation: -0.84 OnTester result: 0
GHPR: 0.9998 (-0.02%) LR Standard Error: 9.25
Total Trades: 17 Short Trades (won %): 6 (50.00%) Long Trades (won %): 11 (45.45%)
Total Trades: 34 Profit Trades (% of total): 8 (47.06%) Loss Trades (% of total): 9 (52.94%)
Largest profit trade: 3.99 Largest loss trade: -26.97
Average Profit Trade: 1.57 Average loss trade: -4.79
Maximum consecutive wins ($): 4 (3.11) Maximum consecutive losses ($): 5 (-38.08)
Max. consecutive profit (count): 3.99 (1) Max. consecutive loss (count): -38.08 (5)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.37 Correlation (Profits,MAE): 0.92 Correlation (MFE,MAE): 0.1213
Graph
Minimum position holding time: 1:14:30 Maximum position holding time: 212:47:40 Average position holding time: 66:41:52
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.06.29 16:29:002VGKbuy0.01 / 0.0156.2255.7557.172018.06.29 16:29:00filled1
2018.06.29 16:29:003VGKsell stop0.02 / 0.0255.7556.2254.802018.07.02 16:29:00filled2
2018.07.02 16:29:004VGKsell0.01 / 0.0155.752018.07.02 16:29:00filledsl 55.75
2018.07.02 16:29:005VGKbuy stop0.04 / 0.0456.2255.4257.172018.07.03 16:29:00filled3
2018.07.03 16:29:006VGKbuy0.02 / 0.0256.222018.07.03 16:29:00filledsl 56.22
2018.07.03 16:29:007VGKsell stop0.08 / 0.0055.4256.2554.472018.07.09 16:29:00canceled4
2018.07.09 16:29:008VGKsell0.04 / 0.0457.172018.07.09 16:29:00filledtp 57.17
2018.07.09 16:29:009VGKbuy0.01 / 0.0157.3956.9258.342018.07.09 16:29:00filled1
2018.07.09 16:29:0010VGKsell stop0.02 / 0.0256.9257.3955.972018.07.11 16:29:00filled2
2018.07.11 16:29:0011VGKsell0.01 / 0.0156.922018.07.11 16:29:00filledsl 56.92
2018.07.11 16:29:0012VGKbuy stop0.04 / 0.0457.3956.8058.342018.07.20 21:07:59filled3
2018.07.20 21:07:5913VGKbuy0.02 / 0.0257.392018.07.20 21:07:59filledsl 57.39
2018.07.20 21:15:0014VGKsell stop0.08 / 0.0856.8057.3955.852018.08.02 17:55:39filled4
2018.08.02 17:55:3915VGKsell0.04 / 0.0456.802018.08.02 17:55:39filledsl 56.80
2018.08.02 18:00:0316VGKbuy stop0.16 / 0.1657.3956.8058.342018.08.07 16:30:06filled5
2018.08.07 16:30:0617VGKbuy0.08 / 0.0857.392018.08.07 16:30:06filledsl 57.39
2018.08.07 16:30:0618VGKsell stop0.32 / 0.3256.8057.5655.852018.08.10 16:30:03filled6
2018.08.10 16:30:0319VGKsell0.16 / 0.1656.802018.08.10 16:30:03filledsl 56.80
2018.08.10 16:30:0320VGKbuy stop0.64 / 0.0057.5655.9458.512018.08.10 20:15:57canceled7
2018.08.10 20:03:1221VGKbuy0.32 / 0.3255.852018.08.10 20:03:12filledtp 55.85
2018.08.10 20:15:5722VGKbuy0.01 / 0.0155.8855.3856.832018.08.10 20:15:57filled1
2018.08.10 20:15:5723VGKsell stop0.02 / 0.0255.3855.8854.432018.08.15 16:30:03filled2
2018.08.15 16:30:0324VGKsell0.01 / 0.0155.382018.08.15 16:30:03filledsl 55.38
2018.08.15 16:30:0325VGKbuy stop0.04 / 0.0055.8854.6556.832018.08.15 17:45:15canceled3
2018.08.15 17:44:3326VGKbuy0.02 / 0.0254.432018.08.15 17:44:33filledtp 54.43
2018.08.15 17:45:1527VGKbuy0.01 / 0.0154.4053.9055.352018.08.15 17:45:15filled1
2018.08.15 17:45:1528VGKsell stop0.02 / 0.0053.9054.4052.952018.08.17 21:31:35canceled2
2018.08.17 21:17:4029VGKsell0.01 / 0.0155.352018.08.17 21:17:40filledtp 55.35
2018.08.17 21:31:3530VGKbuy0.01 / 0.0155.4254.9056.372018.08.17 21:31:35filled1
2018.08.17 21:31:3531VGKsell stop0.02 / 0.0054.9055.4253.952018.08.21 20:00:01canceled2
2018.08.21 19:54:0932VGKsell0.01 / 0.0156.372018.08.21 19:54:09filledtp 56.37
2018.08.21 20:00:0133VGKbuy0.01 / 0.0156.4655.9457.412018.08.21 20:00:01filled1
2018.08.21 20:00:0134VGKsell stop0.02 / 0.0055.9456.4654.992018.08.28 16:30:03canceled2
2018.08.28 16:30:0335VGKsell0.01 / 0.0157.412018.08.28 16:30:03filledtp 57.41
2018.08.28 16:30:0336VGKbuy0.01 / 0.0157.5757.0958.522018.08.28 16:30:03filled1
2018.08.28 16:30:0337VGKsell stop0.02 / 0.0257.0957.5756.142018.08.30 16:30:05filled2
2018.08.30 16:30:0538VGKsell0.01 / 0.0157.092018.08.30 16:30:05filledsl 57.09
2018.08.30 16:30:0539VGKbuy stop0.04 / 0.0057.5757.0858.522018.09.04 16:30:03canceled3
2018.09.04 16:30:0340VGKbuy0.02 / 0.0256.142018.09.04 16:30:03filledtp 56.14
2018.09.04 16:30:0341VGKbuy0.01 / 0.0155.7355.2156.682018.09.04 16:30:03filled1
2018.09.04 16:30:0342VGKsell stop0.02 / 0.0055.2155.7354.262018.09.04 22:54:10canceled2
2018.09.04 22:54:1043VGKsell0.01 / 0.0155.862018.09.04 22:54:10filledend 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 16:29:002VGKbuyin0.0156.222-0.010.000.009 999.991
2018.07.02 16:29:004VGKsellin0.0255.423-0.020.000.009 999.972
2018.07.02 16:29:003VGKsellout0.0155.424-0.01-0.02-0.809 999.14sl 55.75
2018.07.03 16:29:006VGKbuyin0.0456.255-0.030.000.009 999.113
2018.07.03 16:29:005VGKbuyout0.0256.256-0.020.01-1.669 997.44sl 56.22
2018.07.09 16:29:007VGKsellout0.0457.378-0.03-0.464.4810 001.43tp 57.17
2018.07.09 16:29:008VGKbuyin0.0157.399-0.010.000.0010 001.421
2018.07.11 16:29:0010VGKsellin0.0256.8010-0.020.000.0010 001.402
2018.07.11 16:29:009VGKsellout0.0156.8011-0.01-0.04-0.5910 000.76sl 56.92
2018.07.20 21:07:5912VGKbuyin0.0457.3912-0.030.000.0010 000.733
2018.07.20 21:07:5911VGKbuyout0.0257.3913-0.020.09-1.189 999.62sl 57.39
2018.08.02 17:55:3914VGKsellin0.0856.8014-0.060.000.009 999.564
2018.08.02 17:55:3913VGKsellout0.0456.8015-0.03-1.02-2.369 996.15sl 56.80
2018.08.07 16:30:0616VGKbuyin0.1657.5616-0.120.000.009 996.035
2018.08.07 16:30:0615VGKbuyout0.0857.5617-0.060.19-6.089 990.08sl 57.39
2018.08.10 16:30:0318VGKsellin0.3255.9418-0.240.000.009 989.846
2018.08.10 16:30:0317VGKsellout0.1655.9419-0.12-0.93-25.929 962.87sl 56.80
2018.08.10 20:03:1219VGKbuyout0.3255.8521-0.240.002.889 965.51tp 55.85
2018.08.10 20:15:5720VGKbuyin0.0155.8822-0.010.000.009 965.501
2018.08.15 16:30:0322VGKsellin0.0254.6523-0.020.000.009 965.482
2018.08.15 16:30:0321VGKsellout0.0154.6524-0.01-0.10-1.239 964.14sl 55.38
2018.08.15 17:44:3323VGKbuyout0.0254.4326-0.020.000.449 964.56tp 54.43
2018.08.15 17:45:1524VGKbuyin0.0154.4027-0.010.000.009 964.551
2018.08.17 21:17:4025VGKsellout0.0155.3529-0.01-0.040.959 965.45tp 55.35
2018.08.17 21:31:3526VGKbuyin0.0155.4230-0.010.000.009 965.441
2018.08.21 19:54:0927VGKsellout0.0156.3732-0.01-0.080.959 966.30tp 56.37
2018.08.21 20:00:0128VGKbuyin0.0156.4633-0.010.000.009 966.291
2018.08.28 16:30:0329VGKsellout0.0157.5435-0.01-0.141.089 967.22tp 57.41
2018.08.28 16:30:0330VGKbuyin0.0157.5736-0.010.000.009 967.211
2018.08.30 16:30:0532VGKsellin0.0257.0837-0.020.000.009 967.192
2018.08.30 16:30:0531VGKsellout0.0157.0838-0.01-0.04-0.499 966.65sl 57.09
2018.09.04 16:30:0333VGKbuyout0.0255.7340-0.020.042.709 969.37tp 56.14
2018.09.04 16:30:0334VGKbuyin0.0155.7341-0.010.000.009 969.361
2018.09.04 22:54:1035VGKsellout0.0155.8643-0.010.000.139 969.48end of test
-1.28 -2.54 -26.70 9 969.48