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: | 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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.37 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.1213 | |||||||
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Minimum position holding time: | 1:14:30 | Maximum position holding time: | 212:47:40 | Average position holding time: | 66:41:52 | |||||||
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ORDERS |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2018.06.29 16:29:00 | 2 | VGK | buy | 0.01 / 0.01 | 56.22 | 55.75 | 57.17 | 2018.06.29 16:29:00 | filled | 1 | ||
2018.06.29 16:29:00 | 3 | VGK | sell stop | 0.02 / 0.02 | 55.75 | 56.22 | 54.80 | 2018.07.02 16:29:00 | filled | 2 | ||
2018.07.02 16:29:00 | 4 | VGK | sell | 0.01 / 0.01 | 55.75 | 2018.07.02 16:29:00 | filled | sl 55.75 | ||||
2018.07.02 16:29:00 | 5 | VGK | buy stop | 0.04 / 0.04 | 56.22 | 55.42 | 57.17 | 2018.07.03 16:29:00 | filled | 3 | ||
2018.07.03 16:29:00 | 6 | VGK | buy | 0.02 / 0.02 | 56.22 | 2018.07.03 16:29:00 | filled | sl 56.22 | ||||
2018.07.03 16:29:00 | 7 | VGK | sell stop | 0.08 / 0.00 | 55.42 | 56.25 | 54.47 | 2018.07.09 16:29:00 | canceled | 4 | ||
2018.07.09 16:29:00 | 8 | VGK | sell | 0.04 / 0.04 | 57.17 | 2018.07.09 16:29:00 | filled | tp 57.17 | ||||
2018.07.09 16:29:00 | 9 | VGK | buy | 0.01 / 0.01 | 57.39 | 56.92 | 58.34 | 2018.07.09 16:29:00 | filled | 1 | ||
2018.07.09 16:29:00 | 10 | VGK | sell stop | 0.02 / 0.02 | 56.92 | 57.39 | 55.97 | 2018.07.11 16:29:00 | filled | 2 | ||
2018.07.11 16:29:00 | 11 | VGK | sell | 0.01 / 0.01 | 56.92 | 2018.07.11 16:29:00 | filled | sl 56.92 | ||||
2018.07.11 16:29:00 | 12 | VGK | buy stop | 0.04 / 0.04 | 57.39 | 56.80 | 58.34 | 2018.07.20 21:07:59 | filled | 3 | ||
2018.07.20 21:07:59 | 13 | VGK | buy | 0.02 / 0.02 | 57.39 | 2018.07.20 21:07:59 | filled | sl 57.39 | ||||
2018.07.20 21:15:00 | 14 | VGK | sell stop | 0.08 / 0.08 | 56.80 | 57.39 | 55.85 | 2018.08.02 17:55:39 | filled | 4 | ||
2018.08.02 17:55:39 | 15 | VGK | sell | 0.04 / 0.04 | 56.80 | 2018.08.02 17:55:39 | filled | sl 56.80 | ||||
2018.08.02 18:00:03 | 16 | VGK | buy stop | 0.16 / 0.16 | 57.39 | 56.80 | 58.34 | 2018.08.07 16:30:06 | filled | 5 | ||
2018.08.07 16:30:06 | 17 | VGK | buy | 0.08 / 0.08 | 57.39 | 2018.08.07 16:30:06 | filled | sl 57.39 | ||||
2018.08.07 16:30:06 | 18 | VGK | sell stop | 0.32 / 0.32 | 56.80 | 57.56 | 55.85 | 2018.08.10 16:30:03 | filled | 6 | ||
2018.08.10 16:30:03 | 19 | VGK | sell | 0.16 / 0.16 | 56.80 | 2018.08.10 16:30:03 | filled | sl 56.80 | ||||
2018.08.10 16:30:03 | 20 | VGK | buy stop | 0.64 / 0.00 | 57.56 | 55.94 | 58.51 | 2018.08.10 20:15:57 | canceled | 7 | ||
2018.08.10 20:03:12 | 21 | VGK | buy | 0.32 / 0.32 | 55.85 | 2018.08.10 20:03:12 | filled | tp 55.85 | ||||
2018.08.10 20:15:57 | 22 | VGK | buy | 0.01 / 0.01 | 55.88 | 55.38 | 56.83 | 2018.08.10 20:15:57 | filled | 1 | ||
2018.08.10 20:15:57 | 23 | VGK | sell stop | 0.02 / 0.02 | 55.38 | 55.88 | 54.43 | 2018.08.15 16:30:03 | filled | 2 | ||
2018.08.15 16:30:03 | 24 | VGK | sell | 0.01 / 0.01 | 55.38 | 2018.08.15 16:30:03 | filled | sl 55.38 | ||||
2018.08.15 16:30:03 | 25 | VGK | buy stop | 0.04 / 0.00 | 55.88 | 54.65 | 56.83 | 2018.08.15 17:45:15 | canceled | 3 | ||
2018.08.15 17:44:33 | 26 | VGK | buy | 0.02 / 0.02 | 54.43 | 2018.08.15 17:44:33 | filled | tp 54.43 | ||||
2018.08.15 17:45:15 | 27 | VGK | buy | 0.01 / 0.01 | 54.40 | 53.90 | 55.35 | 2018.08.15 17:45:15 | filled | 1 | ||
2018.08.15 17:45:15 | 28 | VGK | sell stop | 0.02 / 0.00 | 53.90 | 54.40 | 52.95 | 2018.08.17 21:31:35 | canceled | 2 | ||
2018.08.17 21:17:40 | 29 | VGK | sell | 0.01 / 0.01 | 55.35 | 2018.08.17 21:17:40 | filled | tp 55.35 | ||||
2018.08.17 21:31:35 | 30 | VGK | buy | 0.01 / 0.01 | 55.42 | 54.90 | 56.37 | 2018.08.17 21:31:35 | filled | 1 | ||
2018.08.17 21:31:35 | 31 | VGK | sell stop | 0.02 / 0.00 | 54.90 | 55.42 | 53.95 | 2018.08.21 20:00:01 | canceled | 2 | ||
2018.08.21 19:54:09 | 32 | VGK | sell | 0.01 / 0.01 | 56.37 | 2018.08.21 19:54:09 | filled | tp 56.37 | ||||
2018.08.21 20:00:01 | 33 | VGK | buy | 0.01 / 0.01 | 56.46 | 55.94 | 57.41 | 2018.08.21 20:00:01 | filled | 1 | ||
2018.08.21 20:00:01 | 34 | VGK | sell stop | 0.02 / 0.00 | 55.94 | 56.46 | 54.99 | 2018.08.28 16:30:03 | canceled | 2 | ||
2018.08.28 16:30:03 | 35 | VGK | sell | 0.01 / 0.01 | 57.41 | 2018.08.28 16:30:03 | filled | tp 57.41 | ||||
2018.08.28 16:30:03 | 36 | VGK | buy | 0.01 / 0.01 | 57.57 | 57.09 | 58.52 | 2018.08.28 16:30:03 | filled | 1 | ||
2018.08.28 16:30:03 | 37 | VGK | sell stop | 0.02 / 0.02 | 57.09 | 57.57 | 56.14 | 2018.08.30 16:30:05 | filled | 2 | ||
2018.08.30 16:30:05 | 38 | VGK | sell | 0.01 / 0.01 | 57.09 | 2018.08.30 16:30:05 | filled | sl 57.09 | ||||
2018.08.30 16:30:05 | 39 | VGK | buy stop | 0.04 / 0.00 | 57.57 | 57.08 | 58.52 | 2018.09.04 16:30:03 | canceled | 3 | ||
2018.09.04 16:30:03 | 40 | VGK | buy | 0.02 / 0.02 | 56.14 | 2018.09.04 16:30:03 | filled | tp 56.14 | ||||
2018.09.04 16:30:03 | 41 | VGK | buy | 0.01 / 0.01 | 55.73 | 55.21 | 56.68 | 2018.09.04 16:30:03 | filled | 1 | ||
2018.09.04 16:30:03 | 42 | VGK | sell stop | 0.02 / 0.00 | 55.21 | 55.73 | 54.26 | 2018.09.04 22:54:10 | canceled | 2 | ||
2018.09.04 22:54:10 | 43 | VGK | sell | 0.01 / 0.01 | 55.86 | 2018.09.04 22:54:10 | filled | end of test | ||||
Deals |
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Time | Trade | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit Column | Bilanz | Comment |
2018.06.25 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2018.06.29 16:29:00 | 2 | VGK | buy | in | 0.01 | 56.22 | 2 | -0.01 | 0.00 | 0.00 | 9 999.99 | 1 |
2018.07.02 16:29:00 | 4 | VGK | sell | in | 0.02 | 55.42 | 3 | -0.02 | 0.00 | 0.00 | 9 999.97 | 2 |
2018.07.02 16:29:00 | 3 | VGK | sell | out | 0.01 | 55.42 | 4 | -0.01 | -0.02 | -0.80 | 9 999.14 | sl 55.75 |
2018.07.03 16:29:00 | 6 | VGK | buy | in | 0.04 | 56.25 | 5 | -0.03 | 0.00 | 0.00 | 9 999.11 | 3 |
2018.07.03 16:29:00 | 5 | VGK | buy | out | 0.02 | 56.25 | 6 | -0.02 | 0.01 | -1.66 | 9 997.44 | sl 56.22 |
2018.07.09 16:29:00 | 7 | VGK | sell | out | 0.04 | 57.37 | 8 | -0.03 | -0.46 | 4.48 | 10 001.43 | tp 57.17 |
2018.07.09 16:29:00 | 8 | VGK | buy | in | 0.01 | 57.39 | 9 | -0.01 | 0.00 | 0.00 | 10 001.42 | 1 |
2018.07.11 16:29:00 | 10 | VGK | sell | in | 0.02 | 56.80 | 10 | -0.02 | 0.00 | 0.00 | 10 001.40 | 2 |
2018.07.11 16:29:00 | 9 | VGK | sell | out | 0.01 | 56.80 | 11 | -0.01 | -0.04 | -0.59 | 10 000.76 | sl 56.92 |
2018.07.20 21:07:59 | 12 | VGK | buy | in | 0.04 | 57.39 | 12 | -0.03 | 0.00 | 0.00 | 10 000.73 | 3 |
2018.07.20 21:07:59 | 11 | VGK | buy | out | 0.02 | 57.39 | 13 | -0.02 | 0.09 | -1.18 | 9 999.62 | sl 57.39 |
2018.08.02 17:55:39 | 14 | VGK | sell | in | 0.08 | 56.80 | 14 | -0.06 | 0.00 | 0.00 | 9 999.56 | 4 |
2018.08.02 17:55:39 | 13 | VGK | sell | out | 0.04 | 56.80 | 15 | -0.03 | -1.02 | -2.36 | 9 996.15 | sl 56.80 |
2018.08.07 16:30:06 | 16 | VGK | buy | in | 0.16 | 57.56 | 16 | -0.12 | 0.00 | 0.00 | 9 996.03 | 5 |
2018.08.07 16:30:06 | 15 | VGK | buy | out | 0.08 | 57.56 | 17 | -0.06 | 0.19 | -6.08 | 9 990.08 | sl 57.39 |
2018.08.10 16:30:03 | 18 | VGK | sell | in | 0.32 | 55.94 | 18 | -0.24 | 0.00 | 0.00 | 9 989.84 | 6 |
2018.08.10 16:30:03 | 17 | VGK | sell | out | 0.16 | 55.94 | 19 | -0.12 | -0.93 | -25.92 | 9 962.87 | sl 56.80 |
2018.08.10 20:03:12 | 19 | VGK | buy | out | 0.32 | 55.85 | 21 | -0.24 | 0.00 | 2.88 | 9 965.51 | tp 55.85 |
2018.08.10 20:15:57 | 20 | VGK | buy | in | 0.01 | 55.88 | 22 | -0.01 | 0.00 | 0.00 | 9 965.50 | 1 |
2018.08.15 16:30:03 | 22 | VGK | sell | in | 0.02 | 54.65 | 23 | -0.02 | 0.00 | 0.00 | 9 965.48 | 2 |
2018.08.15 16:30:03 | 21 | VGK | sell | out | 0.01 | 54.65 | 24 | -0.01 | -0.10 | -1.23 | 9 964.14 | sl 55.38 |
2018.08.15 17:44:33 | 23 | VGK | buy | out | 0.02 | 54.43 | 26 | -0.02 | 0.00 | 0.44 | 9 964.56 | tp 54.43 |
2018.08.15 17:45:15 | 24 | VGK | buy | in | 0.01 | 54.40 | 27 | -0.01 | 0.00 | 0.00 | 9 964.55 | 1 |
2018.08.17 21:17:40 | 25 | VGK | sell | out | 0.01 | 55.35 | 29 | -0.01 | -0.04 | 0.95 | 9 965.45 | tp 55.35 |
2018.08.17 21:31:35 | 26 | VGK | buy | in | 0.01 | 55.42 | 30 | -0.01 | 0.00 | 0.00 | 9 965.44 | 1 |
2018.08.21 19:54:09 | 27 | VGK | sell | out | 0.01 | 56.37 | 32 | -0.01 | -0.08 | 0.95 | 9 966.30 | tp 56.37 |
2018.08.21 20:00:01 | 28 | VGK | buy | in | 0.01 | 56.46 | 33 | -0.01 | 0.00 | 0.00 | 9 966.29 | 1 |
2018.08.28 16:30:03 | 29 | VGK | sell | out | 0.01 | 57.54 | 35 | -0.01 | -0.14 | 1.08 | 9 967.22 | tp 57.41 |
2018.08.28 16:30:03 | 30 | VGK | buy | in | 0.01 | 57.57 | 36 | -0.01 | 0.00 | 0.00 | 9 967.21 | 1 |
2018.08.30 16:30:05 | 32 | VGK | sell | in | 0.02 | 57.08 | 37 | -0.02 | 0.00 | 0.00 | 9 967.19 | 2 |
2018.08.30 16:30:05 | 31 | VGK | sell | out | 0.01 | 57.08 | 38 | -0.01 | -0.04 | -0.49 | 9 966.65 | sl 57.09 |
2018.09.04 16:30:03 | 33 | VGK | buy | out | 0.02 | 55.73 | 40 | -0.02 | 0.04 | 2.70 | 9 969.37 | tp 56.14 |
2018.09.04 16:30:03 | 34 | VGK | buy | in | 0.01 | 55.73 | 41 | -0.01 | 0.00 | 0.00 | 9 969.36 | 1 |
2018.09.04 22:54:10 | 35 | VGK | sell | out | 0.01 | 55.86 | 43 | -0.01 | 0.00 | 0.13 | 9 969.48 | end of test |
-1.28 | -2.54 | -26.70 | 9 969.48 | |||||||||