Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: ILF
Period: M15 (1970.01.01 - 2018.09.05)
Parameters: cmt=ILF M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
forceLongCmt=
forceShortCmt=
reOpenAfter=0
TYPE_STOP=0
StopLevel=100
TYPE_TAKE=0
TakeProfit=45
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: 84996 Symbols 1
Net profit: 4.06 Balance Drawdown Absolute: 0.01 Absolute equity drawdown: 0.68
Bruttogewinn: 8.02 Balance Drawdown Maximal: 1.26 (0.01%) Equity Drawdown Maximal: 2.26 (0.02%)
Bruttoverlust: -3.96 Relative balance drawdown: 0.01% (1.26) Relative equity drawdown: 0.02% (2.26)
Profit Factor: 2.03 Expected payoff: 0.24 Margin Level: 1538707.69%
Recovery Factor: 1.80 Sharpe Ratio: 0.32 Z-Account: 0.99 (67.78%)
AHPR: 1.0000 (0.00%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.0000 (0.00%) LR Standard Error: 0.55
Total Trades: 17 Short Trades (won %): 3 (100.00%) Long Trades (won %): 14 (71.43%)
Total Trades: 34 Profit Trades (% of total): 13 (76.47%) Loss Trades (% of total): 4 (23.53%)
Largest profit trade: 2.08 Largest loss trade: -1.23
Average Profit Trade: 0.62 Average loss trade: -0.99
Maximum consecutive wins ($): 8 (3.25) Maximum consecutive losses ($): 1 (-1.23)
Max. consecutive profit (count): 3.25 (8) Max. consecutive loss (count): -1.23 (1)
Average consecutive wins: 3 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.85 Correlation (Profits,MAE): 0.38 Correlation (MFE,MAE): 0.0174
Graph
Minimum position holding time: 6:08:50 Maximum position holding time: 168:39:59 Average position holding time: 66:38:41
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.06.29 16:29:002ILFbuy0.01 / 0.0129.6828.6630.132018.06.29 16:29:00filled1
2018.06.29 16:29:003ILFsell stop0.02 / 0.0028.6629.6828.212018.07.05 16:45:30canceled2
2018.07.05 16:30:064ILFsell0.01 / 0.0130.132018.07.05 16:30:06filledtp 30.13
2018.07.05 16:45:305ILFbuy0.01 / 0.0130.0128.9930.462018.07.05 16:45:30filled1
2018.07.05 16:45:306ILFsell stop0.02 / 0.0028.9930.0128.542018.07.06 18:00:00canceled2
2018.07.06 17:48:207ILFsell0.01 / 0.0130.462018.07.06 17:48:20filledtp 30.46
2018.07.06 18:00:008ILFbuy0.01 / 0.0130.5029.4830.952018.07.06 18:00:00filled1
2018.07.06 18:00:009ILFsell stop0.02 / 0.0029.4830.5029.032018.07.09 16:29:00canceled2
2018.07.09 16:29:0010ILFsell0.01 / 0.0130.952018.07.09 16:29:00filledtp 30.95
2018.07.09 16:29:0011ILFbuy0.01 / 0.0131.0029.9831.452018.07.09 16:29:00filled1
2018.07.09 16:29:0012ILFsell stop0.02 / 0.0029.9831.0029.532018.07.17 19:00:00canceled2
2018.07.17 18:57:3013ILFsell0.01 / 0.0131.452018.07.17 18:57:30filledtp 31.45
2018.07.17 19:00:0014ILFbuy0.01 / 0.0131.4630.4431.912018.07.17 19:00:00filled1
2018.07.17 19:00:0015ILFsell stop0.02 / 0.0030.4431.4629.992018.07.20 16:29:00canceled2
2018.07.20 16:29:0016ILFsell0.01 / 0.0131.912018.07.20 16:29:00filledtp 31.91
2018.07.20 16:29:0017ILFbuy0.01 / 0.0131.9430.9232.392018.07.20 16:29:00filled1
2018.07.20 16:29:0018ILFsell stop0.02 / 0.0030.9231.9430.472018.07.24 16:45:00canceled2
2018.07.24 16:38:2419ILFsell0.01 / 0.0132.392018.07.24 16:38:24filledtp 32.39
2018.07.24 16:45:0020ILFbuy0.01 / 0.0132.4431.4232.892018.07.24 16:45:00filled1
2018.07.24 16:45:0021ILFsell stop0.02 / 0.0031.4232.4430.972018.07.25 16:45:17canceled2
2018.07.25 16:31:5222ILFsell0.01 / 0.0132.892018.07.25 16:31:52filledtp 32.89
2018.07.25 16:45:1723ILFbuy0.01 / 0.0132.9431.9233.392018.07.25 16:45:17filled1
2018.07.25 16:45:1724ILFsell stop0.02 / 0.0031.9232.9431.472018.08.03 17:30:38canceled2
2018.08.03 17:25:1625ILFsell0.01 / 0.0133.392018.08.03 17:25:16filledtp 33.39
2018.08.03 17:30:3826ILFbuy0.01 / 0.0133.5332.4733.982018.08.03 17:30:38filled1
2018.08.03 17:30:3827ILFsell stop0.02 / 0.0232.4733.5332.022018.08.09 16:30:07filled2
2018.08.09 16:30:0728ILFsell0.01 / 0.0132.472018.08.09 16:30:07filledsl 32.47
2018.08.09 16:45:0029ILFbuy stop0.04 / 0.0033.5332.4633.982018.08.10 16:30:04canceled3
2018.08.10 16:30:0430ILFbuy0.02 / 0.0232.022018.08.10 16:30:04filledtp 32.02
2018.08.10 16:30:0431ILFbuy0.01 / 0.0131.4130.2931.862018.08.10 16:30:04filled1
2018.08.10 16:30:0432ILFsell stop0.02 / 0.0230.2931.4129.842018.08.17 16:30:04filled2
2018.08.17 16:30:0433ILFsell0.01 / 0.0130.292018.08.17 16:30:04filledsl 30.29
2018.08.17 16:30:0434ILFbuy stop0.04 / 0.0031.4130.2631.862018.08.23 22:45:03canceled3
2018.08.23 22:32:2135ILFbuy0.02 / 0.0229.842018.08.23 22:32:21filledtp 29.84
2018.08.23 22:45:0336ILFbuy0.01 / 0.0129.7728.7730.222018.08.23 22:45:03filled1
2018.08.23 22:45:0337ILFsell stop0.02 / 0.0028.7729.7728.322018.08.24 16:30:56canceled2
2018.08.24 16:30:5638ILFsell0.01 / 0.0130.222018.08.24 16:30:56filledtp 30.22
2018.08.24 16:30:5639ILFbuy0.01 / 0.0130.3229.2730.772018.08.24 16:30:56filled1
2018.08.24 16:30:5640ILFsell stop0.02 / 0.0029.2730.3228.822018.08.27 17:00:10canceled2
2018.08.27 16:54:5041ILFsell0.01 / 0.0130.772018.08.27 16:54:50filledtp 30.77
2018.08.27 17:00:1042ILFbuy0.01 / 0.0130.7829.7631.232018.08.27 17:00:10filled1
2018.08.27 17:00:1043ILFsell stop0.02 / 0.0229.7630.7829.312018.08.30 18:24:50filled2
2018.08.30 18:24:5044ILFsell0.01 / 0.0129.762018.08.30 18:24:50filledsl 29.76
2018.08.30 18:30:0345ILFbuy stop0.04 / 0.0030.7829.7631.232018.09.04 16:45:18canceled3
2018.09.04 16:30:4646ILFbuy0.02 / 0.0229.312018.09.04 16:30:46filledtp 29.31
2018.09.04 16:45:1847ILFbuy0.01 / 0.0129.1928.1829.642018.09.04 16:45:18filled1
2018.09.04 16:45:1848ILFsell stop0.02 / 0.0028.1829.1927.732018.09.04 22:54:08canceled2
2018.09.04 22:54:0849ILFsell0.01 / 0.0128.872018.09.04 22:54:08filledend 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 16:29:002ILFbuyin0.0129.682-0.010.000.009 999.991
2018.07.05 16:30:063ILFsellout0.0130.144-0.01-0.030.4610 000.41tp 30.13
2018.07.05 16:45:304ILFbuyin0.0130.015-0.010.000.0010 000.401
2018.07.06 17:48:205ILFsellout0.0130.467-0.01-0.020.4510 000.82tp 30.46
2018.07.06 18:00:006ILFbuyin0.0130.508-0.010.000.0010 000.811
2018.07.09 16:29:007ILFsellout0.0130.9810-0.01-0.030.4810 001.25tp 30.95
2018.07.09 16:29:008ILFbuyin0.0131.0011-0.010.000.0010 001.241
2018.07.17 18:57:309ILFsellout0.0131.4513-0.01-0.080.4510 001.60tp 31.45
2018.07.17 19:00:0010ILFbuyin0.0131.4614-0.010.000.0010 001.591
2018.07.20 16:29:0011ILFsellout0.0131.9216-0.01-0.030.4610 002.01tp 31.91
2018.07.20 16:29:0012ILFbuyin0.0131.9417-0.010.000.0010 002.001
2018.07.24 16:38:2413ILFsellout0.0132.3919-0.01-0.040.4510 002.40tp 32.39
2018.07.24 16:45:0014ILFbuyin0.0132.4420-0.010.000.0010 002.391
2018.07.25 16:31:5215ILFsellout0.0132.8922-0.01-0.010.4510 002.82tp 32.89
2018.07.25 16:45:1716ILFbuyin0.0132.9423-0.010.000.0010 002.811
2018.08.03 17:25:1617ILFsellout0.0133.4025-0.01-0.090.4610 003.17tp 33.39
2018.08.03 17:30:3818ILFbuyin0.0133.5326-0.010.000.0010 003.161
2018.08.09 16:30:0720ILFsellin0.0232.4627-0.020.000.0010 003.142
2018.08.09 16:30:0719ILFsellout0.0132.4628-0.01-0.06-1.0710 002.00sl 32.47
2018.08.10 16:30:0421ILFbuyout0.0231.4130-0.020.002.1010 004.08tp 32.02
2018.08.10 16:30:0422ILFbuyin0.0131.4131-0.010.000.0010 004.071
2018.08.17 16:30:0424ILFsellin0.0230.2632-0.020.000.0010 004.052
2018.08.17 16:30:0423ILFsellout0.0130.2633-0.01-0.07-1.1510 002.82sl 30.29
2018.08.23 22:32:2125ILFbuyout0.0229.8435-0.020.010.8410 003.65tp 29.84
2018.08.23 22:45:0326ILFbuyin0.0129.7736-0.010.000.0010 003.641
2018.08.24 16:30:5627ILFsellout0.0130.2738-0.01-0.010.5010 004.12tp 30.22
2018.08.24 16:30:5628ILFbuyin0.0130.3239-0.010.000.0010 004.111
2018.08.27 16:54:5029ILFsellout0.0130.7741-0.01-0.030.4510 004.52tp 30.77
2018.08.27 17:00:1030ILFbuyin0.0130.7842-0.010.000.0010 004.511
2018.08.30 18:24:5032ILFsellin0.0229.7643-0.020.000.0010 004.492
2018.08.30 18:24:5031ILFsellout0.0129.7644-0.01-0.03-1.0210 003.43sl 29.76
2018.09.04 16:30:4633ILFbuyout0.0229.2746-0.020.010.9810 004.40tp 29.31
2018.09.04 16:45:1834ILFbuyin0.0129.1947-0.010.000.0010 004.391
2018.09.04 22:54:0835ILFsellout0.0128.8749-0.010.00-0.3210 004.06end of test
-0.40 -0.51 4.97 10 004.06