Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: SUGAR
Period: M15 (1970.01.01 - 2018.08.08)
Parameters: cmt=HO M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
reOpenAfter=0
TYPE_STOP=0
StopLevel=70
TYPE_TAKE=0
TakeProfit=170
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=140
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: 1% реальных тиков
Bars: 17185 Ticks: 584270 Symbols 1
Net profit: 541.04 Balance Drawdown Absolute: 55.59 Absolute equity drawdown: 105.88
Bruttogewinn: 844.88 Balance Drawdown Maximal: 59.47 (0.57%) Equity Drawdown Maximal: 138.41 (1.32%)
Bruttoverlust: -303.84 Relative balance drawdown: 0.57% (59.47) Relative equity drawdown: 1.32% (138.41)
Profit Factor: 2.78 Expected payoff: 18.66 Margin Level: 47751.54%
Recovery Factor: 3.91 Sharpe Ratio: 0.32 Z-Account: 1.85 (93.57%)
AHPR: 1.0018 (0.18%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0018 (0.18%) LR Standard Error: 43.15
Total Trades: 29 Short Trades (won %): 13 (53.85%) Long Trades (won %): 16 (18.75%)
Total Trades: 58 Profit Trades (% of total): 10 (34.48%) Loss Trades (% of total): 19 (65.52%)
Largest profit trade: 150.12 Largest loss trade: -33.00
Average Profit Trade: 84.49 Average loss trade: -15.99
Maximum consecutive wins ($): 2 (149.56) Maximum consecutive losses ($): 3 (-59.47)
Max. consecutive profit (count): 150.12 (1) Max. consecutive loss (count): -59.47 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.98 Correlation (Profits,MAE): -0.44 Correlation (MFE,MAE): -0.5474
Graph
Minimum position holding time: 19:31:55 Maximum position holding time: 2397:38:49 Average position holding time: 399:30:43
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2016.09.29 10:29:002SUGARbuy0.01 / 0.0123.8423.1425.542016.09.29 10:29:00filled1
2016.09.29 10:29:003SUGARsell stop0.02 / 0.0223.1423.8421.442016.09.30 11:15:02filled2
2016.09.30 11:15:024SUGARsell0.01 / 0.0123.142016.09.30 11:15:02filledsl 23.14
2016.09.30 11:30:005SUGARbuy stop0.04 / 0.0423.8423.1425.542016.10.05 19:52:38filled3
2016.10.05 19:52:386SUGARbuy0.02 / 0.0223.842016.10.05 19:52:38filledsl 23.84
2016.10.06 10:29:007SUGARsell stop0.08 / 0.0823.1423.8421.442016.10.06 15:24:33filled4
2016.10.06 15:24:338SUGARsell0.04 / 0.0423.142016.10.06 15:24:33filledsl 23.14
2016.10.06 15:30:009SUGARbuy stop0.16 / 0.0023.8423.1325.542016.11.01 12:30:59canceled5
2016.11.01 12:16:5910SUGARbuy0.08 / 0.0821.442016.11.01 12:16:59filledtp 21.44
2016.11.01 12:30:5911SUGARbuy0.01 / 0.0121.4720.7723.172016.11.01 12:30:59filled1
2016.11.01 12:30:5912SUGARsell stop0.02 / 0.0220.7721.4719.072016.11.16 15:18:24filled2
2016.11.16 15:18:2413SUGARsell0.01 / 0.0120.772016.11.16 15:18:24filledsl 20.77
2016.11.16 15:30:0014SUGARbuy stop0.04 / 0.0021.4720.7723.172016.12.02 15:15:00canceled3
2016.12.02 15:13:3815SUGARbuy0.02 / 0.0219.072016.12.02 15:13:38filledtp 19.07
2016.12.02 15:15:0016SUGARbuy0.01 / 0.0119.0418.3420.742016.12.02 15:15:00filled1
2016.12.02 15:15:0017SUGARsell stop0.02 / 0.0218.3419.0416.642016.12.14 10:32:59filled2
2016.12.14 10:32:5918SUGARsell0.01 / 0.0118.342016.12.14 10:32:59filledsl 18.34
2016.12.14 10:45:0019SUGARbuy stop0.04 / 0.0419.0418.3320.742016.12.28 19:13:04filled3
2016.12.28 19:13:0420SUGARbuy0.02 / 0.0219.042016.12.28 19:13:04filledsl 19.04
2016.12.28 19:15:0021SUGARsell stop0.08 / 0.0018.3319.0416.632017.01.04 11:15:00canceled4
2017.01.04 11:05:2522SUGARsell0.04 / 0.0420.742017.01.04 11:05:25filledtp 20.74
2017.01.04 11:15:0023SUGARbuy0.01 / 0.0120.7320.0322.432017.01.04 11:15:00filled1
2017.01.04 11:15:0024SUGARsell stop0.02 / 0.0220.0320.7318.332017.02.13 16:32:59filled2
2017.02.13 16:32:5925SUGARsell0.01 / 0.0120.032017.02.13 16:32:59filledsl 20.03
2017.02.13 16:45:0026SUGARbuy stop0.04 / 0.0420.7320.0322.432017.02.21 19:44:11filled3
2017.02.21 19:44:1127SUGARbuy0.02 / 0.0220.732017.02.21 19:44:11filledsl 20.73
2017.02.21 19:45:0028SUGARsell stop0.08 / 0.0820.0320.7418.332017.02.24 11:41:38filled4
2017.02.24 11:41:3829SUGARsell0.04 / 0.0420.032017.02.24 11:41:38filledsl 20.03
2017.02.24 11:45:0030SUGARbuy stop0.16 / 0.0020.7420.0222.442017.03.08 10:45:00canceled5
2017.03.08 10:31:0331SUGARbuy0.08 / 0.0818.332017.03.08 10:31:03filledtp 18.33
2017.03.08 10:45:0032SUGARbuy0.01 / 0.0118.3517.6520.052017.03.08 10:45:00filled1
2017.03.08 10:45:0033SUGARsell stop0.02 / 0.0217.6518.3515.952017.03.17 16:52:01filled2
2017.03.17 16:52:0134SUGARsell0.01 / 0.0117.652017.03.17 16:52:01filledsl 17.65
2017.03.17 17:00:0035SUGARbuy stop0.04 / 0.0018.3517.6520.052017.04.26 19:00:00canceled3
2017.04.26 18:46:3136SUGARbuy0.02 / 0.0215.952017.04.26 18:46:31filledtp 15.95
2017.04.26 19:00:0037SUGARbuy0.01 / 0.0115.8915.1917.592017.04.26 19:00:00filled1
2017.04.26 19:00:0038SUGARsell stop0.02 / 0.0215.1915.8913.492017.05.26 15:24:30filled2
2017.05.26 15:24:3039SUGARsell0.01 / 0.0115.192017.05.26 15:24:30filledsl 15.19
2017.05.26 15:30:5940SUGARbuy stop0.04 / 0.0015.8915.1917.592017.06.16 18:45:30canceled3
2017.06.16 18:43:0041SUGARbuy0.02 / 0.0213.492017.06.16 18:43:00filledtp 13.49
2017.06.16 18:45:3042SUGARbuy0.01 / 0.0113.5012.8015.202017.06.16 18:45:30filled1
2017.06.16 18:45:3043SUGARsell stop0.02 / 0.0212.8013.5011.102017.06.27 15:38:59filled2
2017.06.27 15:38:5944SUGARsell0.01 / 0.0112.802017.06.27 15:38:59filledsl 12.80
2017.06.27 15:45:0045SUGARbuy stop0.04 / 0.0413.5012.8015.202017.06.29 19:35:00filled3
2017.06.29 19:35:0046SUGARbuy0.02 / 0.0213.502017.06.29 19:35:00filledsl 13.50
2017.06.29 19:45:0047SUGARsell stop0.08 / 0.0012.8013.5011.102017.11.16 17:15:06canceled4
2017.11.16 17:13:4948SUGARsell0.04 / 0.0415.202017.11.16 17:13:49filledtp 15.20
2017.11.16 17:15:0649SUGARbuy0.01 / 0.0115.2514.5316.952017.11.16 17:15:06filled1
2017.11.16 17:15:0650SUGARsell stop0.02 / 0.0214.5315.2512.832017.12.06 18:10:54filled2
2017.12.06 18:10:5451SUGARsell0.01 / 0.0114.532017.12.06 18:10:54filledsl 14.53
2017.12.06 18:17:2752SUGARbuy stop0.04 / 0.0415.2514.5316.952018.01.02 17:20:26filled3
2018.01.02 17:20:2653SUGARbuy0.02 / 0.0215.252018.01.02 17:20:26filledsl 15.25
2018.01.02 17:30:0054SUGARsell stop0.08 / 0.0814.5315.2512.832018.01.08 15:34:27filled4
2018.01.08 15:34:2755SUGARsell0.04 / 0.0414.532018.01.08 15:34:27filledsl 14.53
2018.01.08 15:45:1356SUGARbuy stop0.16 / 0.0015.2514.5316.952018.03.08 10:30:02canceled5
2018.03.07 19:52:5057SUGARbuy0.08 / 0.0812.832018.03.07 19:52:50filledtp 12.83
2018.03.08 10:30:0258SUGARbuy0.01 / 0.0112.9212.2014.622018.03.08 10:30:02filled1
2018.03.08 10:30:0259SUGARsell stop0.02 / 0.0212.2012.9210.502018.03.28 15:52:11filled2
2018.03.28 15:52:1160SUGARsell0.01 / 0.0112.202018.03.28 15:52:11filledsl 12.20
2018.03.28 16:00:0061SUGARbuy stop0.04 / 0.0412.9212.2014.622018.06.01 12:23:28filled3
2018.06.01 12:23:2862SUGARbuy0.02 / 0.0212.922018.06.01 12:23:28filledsl 12.92
2018.06.01 12:30:1063SUGARsell stop0.08 / 0.0812.2012.9210.502018.06.04 18:10:24filled4
2018.06.04 18:10:2464SUGARsell0.04 / 0.0412.202018.06.04 18:10:24filledsl 12.20
2018.06.04 18:15:3765SUGARbuy stop0.16 / 0.0012.9212.1914.622018.07.31 18:45:34canceled5
2018.07.31 18:38:5866SUGARbuy0.08 / 0.0810.502018.07.31 18:38:58filledtp 10.50
2018.07.31 18:45:3467SUGARbuy0.01 / 0.0110.509.7712.202018.07.31 18:45:34filled1
2018.07.31 18:45:3468SUGARsell stop0.02 / 0.009.7710.508.072018.08.07 19:59:55canceled2
2018.08.07 19:59:5569SUGARsell0.01 / 0.0110.902018.08.07 19:59:55filledend of test
Deals
Time Trade Symbol Type Direction Volume Price Order Commission Swap Profit Column Bilanz Comment
1balance0.000.0010 000.0010 000.00
2016.09.29 10:29:002SUGARbuyin0.0123.8420.000.000.0010 000.001
2016.09.30 11:15:024SUGARsellin0.0223.1430.000.000.0010 000.002
2016.09.30 11:15:023SUGARsellout0.0123.1440.00-0.02-7.849 992.14sl 23.14
2016.10.05 19:52:386SUGARbuyin0.0423.8450.000.000.009 992.143
2016.10.05 19:52:385SUGARbuyout0.0223.8460.00-0.14-15.689 976.32sl 23.84
2016.10.06 15:24:338SUGARsellin0.0823.1370.000.000.009 976.324
2016.10.06 15:24:337SUGARsellout0.0423.1380.00-0.10-31.819 944.41sl 23.14
2016.11.01 12:16:599SUGARbuyout0.0821.44100.00-2.82151.4210 093.01tp 21.44
2016.11.01 12:30:5910SUGARbuyin0.0121.47110.000.000.0010 093.011
2016.11.16 15:18:2412SUGARsellin0.0220.77120.000.000.0010 093.012
2016.11.16 15:18:2411SUGARsellout0.0120.77130.00-0.32-7.8410 084.85sl 20.77
2016.12.02 15:13:3813SUGARbuyout0.0219.06150.00-0.4638.3010 122.69tp 19.07
2016.12.02 15:15:0014SUGARbuyin0.0119.04160.000.000.0010 122.691
2016.12.14 10:32:5916SUGARsellin0.0218.33170.000.000.0010 122.692
2016.12.14 10:32:5915SUGARsellout0.0118.33180.00-0.26-7.9510 114.48sl 18.34
2016.12.28 19:13:0418SUGARbuyin0.0419.04190.000.000.0010 114.483
2016.12.28 19:13:0417SUGARbuyout0.0219.04200.00-0.39-15.9010 098.19sl 19.04
2017.01.04 11:05:2519SUGARsellout0.0420.74220.00-0.7076.1610 173.65tp 20.74
2017.01.04 11:15:0020SUGARbuyin0.0120.73230.000.000.0010 173.651
2017.02.13 16:32:5922SUGARsellin0.0220.03240.000.000.0010 173.652
2017.02.13 16:32:5921SUGARsellout0.0120.03250.00-0.87-7.8410 164.94sl 20.03
2017.02.21 19:44:1124SUGARbuyin0.0420.74260.000.000.0010 164.943
2017.02.21 19:44:1123SUGARbuyout0.0220.74270.00-0.20-15.9010 148.84sl 20.73
2017.02.24 11:41:3826SUGARsellin0.0820.02280.000.000.0010 148.844
2017.02.24 11:41:3825SUGARsellout0.0420.02290.00-0.40-32.2610 116.18sl 20.03
2017.03.08 10:31:0327SUGARbuyout0.0818.33310.00-1.30151.4210 266.30tp 18.33
2017.03.08 10:45:0028SUGARbuyin0.0118.35320.000.000.0010 266.301
2017.03.17 16:52:0130SUGARsellin0.0217.65330.000.000.0010 266.302
2017.03.17 16:52:0129SUGARsellout0.0117.65340.00-0.19-7.8410 258.27sl 17.65
2017.04.26 18:46:3131SUGARbuyout0.0215.92360.00-1.1438.7510 295.88tp 15.95
2017.04.26 19:00:0032SUGARbuyin0.0115.89370.000.000.0010 295.881
2017.05.26 15:24:3034SUGARsellin0.0215.19380.000.000.0010 295.882
2017.05.26 15:24:3033SUGARsellout0.0115.19390.00-0.64-7.8410 287.40sl 15.19
2017.06.16 18:43:0035SUGARbuyout0.0213.49410.00-0.5938.0810 324.89tp 13.49
2017.06.16 18:45:3036SUGARbuyin0.0113.50420.000.000.0010 324.891
2017.06.27 15:38:5938SUGARsellin0.0212.80430.000.000.0010 324.892
2017.06.27 15:38:5937SUGARsellout0.0112.80440.00-0.24-7.8410 316.81sl 12.80
2017.06.29 19:35:0040SUGARbuyin0.0413.50450.000.000.0010 316.813
2017.06.29 19:35:0039SUGARbuyout0.0213.50460.00-0.06-15.6810 301.07sl 13.50
2017.11.16 17:13:4941SUGARsellout0.0415.20480.00-13.9876.1610 363.25tp 15.20
2017.11.16 17:15:0642SUGARbuyin0.0115.25490.000.000.0010 363.251
2017.12.06 18:10:5444SUGARsellin0.0214.53500.000.000.0010 363.252
2017.12.06 18:10:5443SUGARsellout0.0114.53510.00-0.44-8.0610 354.75sl 14.53
2018.01.02 17:20:2646SUGARbuyin0.0415.25520.000.000.0010 354.753
2018.01.02 17:20:2645SUGARbuyout0.0215.25530.00-0.73-16.1310 337.89sl 15.25
2018.01.08 15:34:2748SUGARsellin0.0814.53540.000.000.0010 337.894
2018.01.08 15:34:2747SUGARsellout0.0414.53550.00-0.70-32.2610 304.93sl 14.53
2018.03.07 19:52:5049SUGARbuyout0.0812.83570.00-6.30152.3210 450.95tp 12.83
2018.03.08 10:30:0250SUGARbuyin0.0112.92580.000.000.0010 450.951
2018.03.28 15:52:1152SUGARsellin0.0212.20590.000.000.0010 450.952
2018.03.28 15:52:1151SUGARsellout0.0112.20600.00-0.43-8.0610 442.46sl 12.20
2018.06.01 12:23:2854SUGARbuyin0.0412.92610.000.000.0010 442.463
2018.06.01 12:23:2853SUGARbuyout0.0212.92620.00-1.85-16.1310 424.48sl 12.92
2018.06.04 18:10:2456SUGARsellin0.0812.19630.000.000.0010 424.484
2018.06.04 18:10:2455SUGARsellout0.0412.19640.00-0.30-32.7010 391.48sl 12.20
2018.07.31 18:38:5857SUGARbuyout0.0810.50660.00-6.19151.4210 536.71tp 10.50
2018.07.31 18:45:3458SUGARbuyin0.0110.50670.000.000.0010 536.711
2018.08.07 19:59:5559SUGARsellout0.0110.90690.00-0.154.4810 541.04end of test
0.00 -41.91 582.95 10 541.04