Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: Lenovo
Period: M15 (1970.01.01 - 2018.08.08)
Parameters: cmt=IndiTex M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
reOpenAfter=0
TYPE_STOP=0
StopLevel=20
TYPE_TAKE=0
TakeProfit=180
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: 2% реальных тиков
Bars: 10785 Ticks: 73347 Symbols 1
Net profit: 152.33 Balance Drawdown Absolute: 20.98 Absolute equity drawdown: 32.54
Bruttogewinn: 190.91 Balance Drawdown Maximal: 20.98 (0.21%) Equity Drawdown Maximal: 51.21 (0.51%)
Bruttoverlust: -38.58 Relative balance drawdown: 0.21% (20.98) Relative equity drawdown: 0.51% (51.21)
Profit Factor: 4.95 Expected payoff: 10.16 Margin Level: 148546.35%
Recovery Factor: 2.97 Sharpe Ratio: 0.26 Z-Account: 1.32 (81.32%)
AHPR: 1.0010 (0.10%) LR Correlation: 0.88 OnTester result: 0
GHPR: 1.0010 (0.10%) LR Standard Error: 39.13
Total Trades: 15 Short Trades (won %): 7 (28.57%) Long Trades (won %): 8 (0.00%)
Total Trades: 30 Profit Trades (% of total): 2 (13.33%) Loss Trades (% of total): 13 (86.67%)
Largest profit trade: 151.01 Largest loss trade: -12.81
Average Profit Trade: 95.46 Average loss trade: -2.97
Maximum consecutive wins ($): 1 (151.01) Maximum consecutive losses ($): 5 (-20.92)
Max. consecutive profit (count): 151.01 (1) Max. consecutive loss (count): -20.92 (5)
Average consecutive wins: 1 Average consecutive losses: 4
Graph
Graph
Correlation (Profits,MFE): 0.99 Correlation (Profits,MAE): -0.49 Correlation (MFE,MAE): -0.6092
Graph
Minimum position holding time: 4:17:26 Maximum position holding time: 8160:21:36 Average position holding time: 1129:21:21
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.11.24 03:30:002Lenovobuy0.01 / 0.018.428.2210.222015.11.24 03:30:00filled1
2015.11.24 03:30:003Lenovosell stop0.02 / 0.028.228.426.422015.11.27 03:49:15filled2
2015.11.27 03:49:154Lenovosell0.01 / 0.018.222015.11.27 03:49:15filledsl 8.22
2015.11.27 04:00:305Lenovobuy stop0.04 / 0.048.428.2210.222015.11.30 09:08:00filled3
2015.11.30 09:08:006Lenovobuy0.02 / 0.028.422015.11.30 09:08:00filledsl 8.42
2015.11.30 09:16:007Lenovosell stop0.08 / 0.088.228.426.422015.12.01 03:30:04filled4
2015.12.01 03:30:048Lenovosell0.04 / 0.048.222015.12.01 03:30:04filledsl 8.22
2015.12.01 03:45:009Lenovobuy stop0.16 / 0.168.428.2110.222015.12.01 07:47:30filled5
2015.12.01 07:47:3010Lenovobuy0.08 / 0.088.422015.12.01 07:47:30filledsl 8.42
2015.12.01 07:47:3011Lenovosell stop0.32 / 0.328.218.426.412015.12.10 03:30:00filled6
2015.12.10 03:30:0012Lenovosell0.16 / 0.168.212015.12.10 03:30:00filledsl 8.21
2015.12.10 03:30:0013Lenovobuy stop0.64 / 0.008.428.1310.222016.01.18 03:30:00canceled7
2016.01.18 03:30:0014Lenovobuy0.32 / 0.326.412016.01.18 03:30:00filledtp 6.41
2016.01.18 03:30:0015Lenovobuy0.01 / 0.016.306.108.102016.01.18 03:30:00filled1
2016.01.18 03:30:0016Lenovosell stop0.02 / 0.026.106.304.302016.03.24 04:30:00filled2
2016.03.24 04:30:0017Lenovosell0.01 / 0.016.102016.03.24 04:30:00filledsl 6.10
2016.03.24 04:30:0018Lenovobuy stop0.04 / 0.046.306.098.102016.04.14 04:34:30filled3
2016.04.14 04:34:3019Lenovobuy0.02 / 0.026.302016.04.14 04:34:30filledsl 6.30
2016.04.14 04:45:0020Lenovosell stop0.08 / 0.086.096.304.292016.05.03 04:30:00filled4
2016.05.03 04:30:0021Lenovosell0.04 / 0.046.092016.05.03 04:30:00filledsl 6.09
2016.05.03 04:30:0022Lenovobuy stop0.16 / 0.006.306.058.102017.08.22 05:00:10canceled5
2017.08.22 04:51:3623Lenovobuy0.08 / 0.084.292017.08.22 04:51:36filledtp 4.29
2017.08.22 05:00:1024Lenovobuy0.01 / 0.014.314.106.112017.08.22 05:00:10filled1
2017.08.22 05:00:1025Lenovosell stop0.02 / 0.024.104.312.302017.09.08 04:31:30filled2
2017.09.08 04:31:3026Lenovosell0.01 / 0.014.102017.09.08 04:31:30filledsl 4.10
2017.09.08 04:48:5127Lenovobuy stop0.04 / 0.044.314.106.112017.09.12 09:24:24filled3
2017.09.12 09:24:2428Lenovobuy0.02 / 0.024.312017.09.12 09:24:24filledsl 4.31
2017.09.12 09:51:3929Lenovosell stop0.08 / 0.084.104.312.302018.02.06 03:34:08filled4
2018.02.06 03:34:0830Lenovosell0.04 / 0.044.102018.02.06 03:34:08filledsl 4.10
2018.02.06 03:46:5631Lenovobuy stop0.16 / 0.164.314.106.112018.07.25 05:23:17filled5
2018.07.25 05:23:1732Lenovobuy0.08 / 0.084.312018.07.25 05:23:17filledsl 4.31
2018.07.25 05:30:0033Lenovosell stop0.32 / 0.004.104.312.302018.08.07 23:59:01canceled6
2018.08.07 23:59:0134Lenovosell0.16 / 0.164.282018.08.07 23:59:01filledend of test
Deals
Time Trade Symbol Type Direction Volume Price Order Commission Swap Profit Column Bilanz Comment
1balance0.000.0010 000.0010 000.00
2015.11.24 03:30:002Lenovobuyin0.018.4220.000.000.0010 000.001
2015.11.27 03:49:154Lenovosellin0.028.2230.000.000.0010 000.002
2015.11.27 03:49:153Lenovosellout0.018.2240.00-0.03-0.529 999.45sl 8.22
2015.11.30 09:08:006Lenovobuyin0.048.4250.000.000.009 999.453
2015.11.30 09:08:005Lenovobuyout0.028.4260.000.00-1.039 998.42sl 8.42
2015.12.01 03:30:048Lenovosellin0.088.217-0.010.000.009 998.414
2015.12.01 03:30:047Lenovosellout0.048.2180.00-0.02-2.179 996.22sl 8.22
2015.12.01 07:47:3010Lenovobuyin0.168.429-0.020.000.009 996.205
2015.12.01 07:47:309Lenovobuyout0.088.4210-0.010.00-4.339 991.86sl 8.42
2015.12.10 03:30:0012Lenovosellin0.328.1311-0.030.000.009 991.836
2015.12.10 03:30:0011Lenovosellout0.168.1312-0.02-0.82-11.979 979.02sl 8.21
2016.01.18 03:30:0013Lenovobuyout0.326.3014-0.030.86150.1810 130.03tp 6.41
2016.01.18 03:30:0014Lenovobuyin0.016.30150.000.000.0010 130.031
2016.03.24 04:30:0016Lenovosellin0.026.09160.000.000.0010 130.032
2016.03.24 04:30:0015Lenovosellout0.016.09170.00-0.55-0.5410 128.94sl 6.10
2016.04.14 04:34:3018Lenovobuyin0.046.30180.000.000.0010 128.943
2016.04.14 04:34:3017Lenovobuyout0.026.30190.000.01-1.0810 127.87sl 6.30
2016.05.03 04:30:0020Lenovosellin0.086.0520-0.010.000.0010 127.864
2016.05.03 04:30:0019Lenovosellout0.046.05210.00-0.39-2.5810 124.89sl 6.09
2017.08.22 04:51:3621Lenovobuyout0.084.2923-0.013.9235.9910 164.79tp 4.29
2017.08.22 05:00:1022Lenovobuyin0.014.31240.000.000.0010 164.791
2017.09.08 04:31:3024Lenovosellin0.024.10250.000.000.0010 164.792
2017.09.08 04:31:3023Lenovosellout0.014.10260.00-0.14-0.5410 164.11sl 4.10
2017.09.12 09:24:2426Lenovobuyin0.044.31270.000.000.0010 164.113
2017.09.12 09:24:2425Lenovobuyout0.024.31280.000.00-1.0810 163.03sl 4.31
2018.02.06 03:34:0828Lenovosellin0.084.1029-0.010.000.0010 163.024
2018.02.06 03:34:0827Lenovosellout0.044.10300.00-3.18-2.1510 157.69sl 4.10
2018.07.25 05:23:1730Lenovobuyin0.164.3131-0.020.000.0010 157.675
2018.07.25 05:23:1729Lenovobuyout0.084.3132-0.011.38-4.2810 154.76sl 4.31
2018.08.07 23:59:0131Lenovosellout0.164.2834-0.02-1.19-1.2210 152.33end of test
-0.20 -0.15 152.68 10 152.33