Strategy Tester Report |
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ForexClub-MT5 Demo Server (Build 1881) |
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Settings |
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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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.99 | Correlation (Profits,MAE): | -0.49 | Correlation (MFE,MAE): | -0.6092 | |||||||
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Minimum position holding time: | 4:17:26 | Maximum position holding time: | 8160:21:36 | Average position holding time: | 1129:21:21 | |||||||
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ORDERS |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.11.24 03:30:00 | 2 | Lenovo | buy | 0.01 / 0.01 | 8.42 | 8.22 | 10.22 | 2015.11.24 03:30:00 | filled | 1 | ||
2015.11.24 03:30:00 | 3 | Lenovo | sell stop | 0.02 / 0.02 | 8.22 | 8.42 | 6.42 | 2015.11.27 03:49:15 | filled | 2 | ||
2015.11.27 03:49:15 | 4 | Lenovo | sell | 0.01 / 0.01 | 8.22 | 2015.11.27 03:49:15 | filled | sl 8.22 | ||||
2015.11.27 04:00:30 | 5 | Lenovo | buy stop | 0.04 / 0.04 | 8.42 | 8.22 | 10.22 | 2015.11.30 09:08:00 | filled | 3 | ||
2015.11.30 09:08:00 | 6 | Lenovo | buy | 0.02 / 0.02 | 8.42 | 2015.11.30 09:08:00 | filled | sl 8.42 | ||||
2015.11.30 09:16:00 | 7 | Lenovo | sell stop | 0.08 / 0.08 | 8.22 | 8.42 | 6.42 | 2015.12.01 03:30:04 | filled | 4 | ||
2015.12.01 03:30:04 | 8 | Lenovo | sell | 0.04 / 0.04 | 8.22 | 2015.12.01 03:30:04 | filled | sl 8.22 | ||||
2015.12.01 03:45:00 | 9 | Lenovo | buy stop | 0.16 / 0.16 | 8.42 | 8.21 | 10.22 | 2015.12.01 07:47:30 | filled | 5 | ||
2015.12.01 07:47:30 | 10 | Lenovo | buy | 0.08 / 0.08 | 8.42 | 2015.12.01 07:47:30 | filled | sl 8.42 | ||||
2015.12.01 07:47:30 | 11 | Lenovo | sell stop | 0.32 / 0.32 | 8.21 | 8.42 | 6.41 | 2015.12.10 03:30:00 | filled | 6 | ||
2015.12.10 03:30:00 | 12 | Lenovo | sell | 0.16 / 0.16 | 8.21 | 2015.12.10 03:30:00 | filled | sl 8.21 | ||||
2015.12.10 03:30:00 | 13 | Lenovo | buy stop | 0.64 / 0.00 | 8.42 | 8.13 | 10.22 | 2016.01.18 03:30:00 | canceled | 7 | ||
2016.01.18 03:30:00 | 14 | Lenovo | buy | 0.32 / 0.32 | 6.41 | 2016.01.18 03:30:00 | filled | tp 6.41 | ||||
2016.01.18 03:30:00 | 15 | Lenovo | buy | 0.01 / 0.01 | 6.30 | 6.10 | 8.10 | 2016.01.18 03:30:00 | filled | 1 | ||
2016.01.18 03:30:00 | 16 | Lenovo | sell stop | 0.02 / 0.02 | 6.10 | 6.30 | 4.30 | 2016.03.24 04:30:00 | filled | 2 | ||
2016.03.24 04:30:00 | 17 | Lenovo | sell | 0.01 / 0.01 | 6.10 | 2016.03.24 04:30:00 | filled | sl 6.10 | ||||
2016.03.24 04:30:00 | 18 | Lenovo | buy stop | 0.04 / 0.04 | 6.30 | 6.09 | 8.10 | 2016.04.14 04:34:30 | filled | 3 | ||
2016.04.14 04:34:30 | 19 | Lenovo | buy | 0.02 / 0.02 | 6.30 | 2016.04.14 04:34:30 | filled | sl 6.30 | ||||
2016.04.14 04:45:00 | 20 | Lenovo | sell stop | 0.08 / 0.08 | 6.09 | 6.30 | 4.29 | 2016.05.03 04:30:00 | filled | 4 | ||
2016.05.03 04:30:00 | 21 | Lenovo | sell | 0.04 / 0.04 | 6.09 | 2016.05.03 04:30:00 | filled | sl 6.09 | ||||
2016.05.03 04:30:00 | 22 | Lenovo | buy stop | 0.16 / 0.00 | 6.30 | 6.05 | 8.10 | 2017.08.22 05:00:10 | canceled | 5 | ||
2017.08.22 04:51:36 | 23 | Lenovo | buy | 0.08 / 0.08 | 4.29 | 2017.08.22 04:51:36 | filled | tp 4.29 | ||||
2017.08.22 05:00:10 | 24 | Lenovo | buy | 0.01 / 0.01 | 4.31 | 4.10 | 6.11 | 2017.08.22 05:00:10 | filled | 1 | ||
2017.08.22 05:00:10 | 25 | Lenovo | sell stop | 0.02 / 0.02 | 4.10 | 4.31 | 2.30 | 2017.09.08 04:31:30 | filled | 2 | ||
2017.09.08 04:31:30 | 26 | Lenovo | sell | 0.01 / 0.01 | 4.10 | 2017.09.08 04:31:30 | filled | sl 4.10 | ||||
2017.09.08 04:48:51 | 27 | Lenovo | buy stop | 0.04 / 0.04 | 4.31 | 4.10 | 6.11 | 2017.09.12 09:24:24 | filled | 3 | ||
2017.09.12 09:24:24 | 28 | Lenovo | buy | 0.02 / 0.02 | 4.31 | 2017.09.12 09:24:24 | filled | sl 4.31 | ||||
2017.09.12 09:51:39 | 29 | Lenovo | sell stop | 0.08 / 0.08 | 4.10 | 4.31 | 2.30 | 2018.02.06 03:34:08 | filled | 4 | ||
2018.02.06 03:34:08 | 30 | Lenovo | sell | 0.04 / 0.04 | 4.10 | 2018.02.06 03:34:08 | filled | sl 4.10 | ||||
2018.02.06 03:46:56 | 31 | Lenovo | buy stop | 0.16 / 0.16 | 4.31 | 4.10 | 6.11 | 2018.07.25 05:23:17 | filled | 5 | ||
2018.07.25 05:23:17 | 32 | Lenovo | buy | 0.08 / 0.08 | 4.31 | 2018.07.25 05:23:17 | filled | sl 4.31 | ||||
2018.07.25 05:30:00 | 33 | Lenovo | sell stop | 0.32 / 0.00 | 4.10 | 4.31 | 2.30 | 2018.08.07 23:59:01 | canceled | 6 | ||
2018.08.07 23:59:01 | 34 | Lenovo | sell | 0.16 / 0.16 | 4.28 | 2018.08.07 23:59:01 | filled | end of test | ||||
Deals |
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Time | Trade | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit Column | Bilanz | Comment |
1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | |||||||
2015.11.24 03:30:00 | 2 | Lenovo | buy | in | 0.01 | 8.42 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 1 |
2015.11.27 03:49:15 | 4 | Lenovo | sell | in | 0.02 | 8.22 | 3 | 0.00 | 0.00 | 0.00 | 10 000.00 | 2 |
2015.11.27 03:49:15 | 3 | Lenovo | sell | out | 0.01 | 8.22 | 4 | 0.00 | -0.03 | -0.52 | 9 999.45 | sl 8.22 |
2015.11.30 09:08:00 | 6 | Lenovo | buy | in | 0.04 | 8.42 | 5 | 0.00 | 0.00 | 0.00 | 9 999.45 | 3 |
2015.11.30 09:08:00 | 5 | Lenovo | buy | out | 0.02 | 8.42 | 6 | 0.00 | 0.00 | -1.03 | 9 998.42 | sl 8.42 |
2015.12.01 03:30:04 | 8 | Lenovo | sell | in | 0.08 | 8.21 | 7 | -0.01 | 0.00 | 0.00 | 9 998.41 | 4 |
2015.12.01 03:30:04 | 7 | Lenovo | sell | out | 0.04 | 8.21 | 8 | 0.00 | -0.02 | -2.17 | 9 996.22 | sl 8.22 |
2015.12.01 07:47:30 | 10 | Lenovo | buy | in | 0.16 | 8.42 | 9 | -0.02 | 0.00 | 0.00 | 9 996.20 | 5 |
2015.12.01 07:47:30 | 9 | Lenovo | buy | out | 0.08 | 8.42 | 10 | -0.01 | 0.00 | -4.33 | 9 991.86 | sl 8.42 |
2015.12.10 03:30:00 | 12 | Lenovo | sell | in | 0.32 | 8.13 | 11 | -0.03 | 0.00 | 0.00 | 9 991.83 | 6 |
2015.12.10 03:30:00 | 11 | Lenovo | sell | out | 0.16 | 8.13 | 12 | -0.02 | -0.82 | -11.97 | 9 979.02 | sl 8.21 |
2016.01.18 03:30:00 | 13 | Lenovo | buy | out | 0.32 | 6.30 | 14 | -0.03 | 0.86 | 150.18 | 10 130.03 | tp 6.41 |
2016.01.18 03:30:00 | 14 | Lenovo | buy | in | 0.01 | 6.30 | 15 | 0.00 | 0.00 | 0.00 | 10 130.03 | 1 |
2016.03.24 04:30:00 | 16 | Lenovo | sell | in | 0.02 | 6.09 | 16 | 0.00 | 0.00 | 0.00 | 10 130.03 | 2 |
2016.03.24 04:30:00 | 15 | Lenovo | sell | out | 0.01 | 6.09 | 17 | 0.00 | -0.55 | -0.54 | 10 128.94 | sl 6.10 |
2016.04.14 04:34:30 | 18 | Lenovo | buy | in | 0.04 | 6.30 | 18 | 0.00 | 0.00 | 0.00 | 10 128.94 | 3 |
2016.04.14 04:34:30 | 17 | Lenovo | buy | out | 0.02 | 6.30 | 19 | 0.00 | 0.01 | -1.08 | 10 127.87 | sl 6.30 |
2016.05.03 04:30:00 | 20 | Lenovo | sell | in | 0.08 | 6.05 | 20 | -0.01 | 0.00 | 0.00 | 10 127.86 | 4 |
2016.05.03 04:30:00 | 19 | Lenovo | sell | out | 0.04 | 6.05 | 21 | 0.00 | -0.39 | -2.58 | 10 124.89 | sl 6.09 |
2017.08.22 04:51:36 | 21 | Lenovo | buy | out | 0.08 | 4.29 | 23 | -0.01 | 3.92 | 35.99 | 10 164.79 | tp 4.29 |
2017.08.22 05:00:10 | 22 | Lenovo | buy | in | 0.01 | 4.31 | 24 | 0.00 | 0.00 | 0.00 | 10 164.79 | 1 |
2017.09.08 04:31:30 | 24 | Lenovo | sell | in | 0.02 | 4.10 | 25 | 0.00 | 0.00 | 0.00 | 10 164.79 | 2 |
2017.09.08 04:31:30 | 23 | Lenovo | sell | out | 0.01 | 4.10 | 26 | 0.00 | -0.14 | -0.54 | 10 164.11 | sl 4.10 |
2017.09.12 09:24:24 | 26 | Lenovo | buy | in | 0.04 | 4.31 | 27 | 0.00 | 0.00 | 0.00 | 10 164.11 | 3 |
2017.09.12 09:24:24 | 25 | Lenovo | buy | out | 0.02 | 4.31 | 28 | 0.00 | 0.00 | -1.08 | 10 163.03 | sl 4.31 |
2018.02.06 03:34:08 | 28 | Lenovo | sell | in | 0.08 | 4.10 | 29 | -0.01 | 0.00 | 0.00 | 10 163.02 | 4 |
2018.02.06 03:34:08 | 27 | Lenovo | sell | out | 0.04 | 4.10 | 30 | 0.00 | -3.18 | -2.15 | 10 157.69 | sl 4.10 |
2018.07.25 05:23:17 | 30 | Lenovo | buy | in | 0.16 | 4.31 | 31 | -0.02 | 0.00 | 0.00 | 10 157.67 | 5 |
2018.07.25 05:23:17 | 29 | Lenovo | buy | out | 0.08 | 4.31 | 32 | -0.01 | 1.38 | -4.28 | 10 154.76 | sl 4.31 |
2018.08.07 23:59:01 | 31 | Lenovo | sell | out | 0.16 | 4.28 | 34 | -0.02 | -1.19 | -1.22 | 10 152.33 | end of test |
-0.20 | -0.15 | 152.68 | 10 152.33 | |||||||||