Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert: revertme_all
Symbol: EWU
Period: M15 (2018.06.25 - 2018.09.05)
Parameters: cmt=EWU M15 Plain
delimeter_base_01=
Lot=0.01
addLot=0
forceLongCmt=
forceShortCmt=
reOpenAfter=0
TYPE_STOP=0
StopLevel=50
TYPE_TAKE=0
TakeProfit=50
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: 1223 Ticks: 24903 Symbols 1
Net profit: 2.16 Balance Drawdown Absolute: 1.91 Absolute equity drawdown: 2.56
Bruttogewinn: 6.00 Balance Drawdown Maximal: 1.91 (0.02%) Equity Drawdown Maximal: 2.70 (0.03%)
Bruttoverlust: -3.84 Relative balance drawdown: 0.02% (1.91) Relative equity drawdown: 0.03% (2.70)
Profit Factor: 1.56 Expected payoff: 0.18 Margin Level: 719240.29%
Recovery Factor: 0.80 Sharpe Ratio: 0.22 Z-Account: 1.04 (70.17%)
AHPR: 1.0000 (0.00%) LR Correlation: 0.88 OnTester result: 0
GHPR: 1.0000 (0.00%) LR Standard Error: 0.65
Total Trades: 12 Short Trades (won %): 4 (75.00%) Long Trades (won %): 8 (50.00%)
Total Trades: 24 Profit Trades (% of total): 7 (58.33%) Loss Trades (% of total): 5 (41.67%)
Largest profit trade: 1.69 Largest loss trade: -1.22
Average Profit Trade: 0.86 Average loss trade: -0.77
Maximum consecutive wins ($): 3 (1.92) Maximum consecutive losses ($): 2 (-1.85)
Max. consecutive profit (count): 1.92 (3) Max. consecutive loss (count): -1.85 (2)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.92 Correlation (Profits,MAE): 0.31 Correlation (MFE,MAE): 0.0107
Graph
Minimum position holding time: 6:08:26 Maximum position holding time: 384:00:38 Average position holding time: 94:28:42
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.06.29 16:29:002EWUbuy0.01 / 0.0134.8434.3235.342018.06.29 16:29:00filled1
2018.06.29 16:29:003EWUsell stop0.02 / 0.0234.3234.8433.822018.07.02 16:29:30filled2
2018.07.02 16:29:304EWUsell0.01 / 0.0134.322018.07.02 16:29:30filledsl 34.32
2018.07.02 16:29:305EWUbuy stop0.04 / 0.0434.8434.2335.342018.07.05 19:03:30filled3
2018.07.05 19:03:306EWUbuy0.02 / 0.0234.842018.07.05 19:03:30filledsl 34.84
2018.07.05 19:15:307EWUsell stop0.08 / 0.0034.2334.8433.732018.07.10 17:00:00canceled4
2018.07.10 16:56:008EWUsell0.04 / 0.0435.342018.07.10 16:56:00filledtp 35.34
2018.07.10 17:00:009EWUbuy0.01 / 0.0135.3534.8335.852018.07.10 17:00:00filled1
2018.07.10 17:00:0010EWUsell stop0.02 / 0.0234.8335.3534.332018.07.11 16:29:30filled2
2018.07.11 16:29:3011EWUsell0.01 / 0.0134.832018.07.11 16:29:30filledsl 34.83
2018.07.11 16:29:3012EWUbuy stop0.04 / 0.0035.3534.8235.852018.08.02 16:30:08canceled3
2018.08.02 16:30:0813EWUbuy0.02 / 0.0234.332018.08.02 16:30:08filledtp 34.33
2018.08.02 16:30:0814EWUbuy0.01 / 0.0134.1933.6334.692018.08.02 16:30:08filled1
2018.08.02 16:30:0815EWUsell stop0.02 / 0.0233.6334.1933.132018.08.14 18:34:52filled2
2018.08.14 18:34:5216EWUsell0.01 / 0.0133.632018.08.14 18:34:52filledsl 33.63
2018.08.14 18:45:3817EWUbuy stop0.04 / 0.0034.1933.6334.692018.08.15 16:45:08canceled3
2018.08.15 16:31:5318EWUbuy0.02 / 0.0233.132018.08.15 16:31:53filledtp 33.13
2018.08.15 16:45:0819EWUbuy0.01 / 0.0133.1032.5633.602018.08.15 16:45:08filled1
2018.08.15 16:45:0820EWUsell stop0.02 / 0.0032.5633.1032.062018.08.20 16:30:06canceled2
2018.08.20 16:30:0621EWUsell0.01 / 0.0133.602018.08.20 16:30:06filledtp 33.60
2018.08.20 16:30:0622EWUbuy0.01 / 0.0133.7433.1734.242018.08.20 16:30:06filled1
2018.08.20 16:30:0623EWUsell stop0.02 / 0.0033.1733.7432.672018.08.27 19:43:20canceled2
2018.08.27 19:24:0924EWUsell0.01 / 0.0134.242018.08.27 19:24:09filledtp 34.24
2018.08.27 19:43:2025EWUbuy0.01 / 0.0134.2533.7534.752018.08.27 19:43:20filled1
2018.08.27 19:43:2026EWUsell stop0.02 / 0.0233.7534.2533.252018.08.31 16:30:02filled2
2018.08.31 16:30:0227EWUsell0.01 / 0.0133.752018.08.31 16:30:02filledsl 33.75
2018.08.31 16:30:0228EWUbuy stop0.04 / 0.0034.2533.7334.752018.09.04 16:45:03canceled3
2018.09.04 16:41:3329EWUbuy0.02 / 0.0233.252018.09.04 16:41:33filledtp 33.25
2018.09.04 16:45:0330EWUbuy0.01 / 0.0133.2632.7533.762018.09.04 16:45:03filled1
2018.09.04 16:45:0331EWUsell stop0.02 / 0.0032.7533.2632.252018.09.04 22:53:29canceled2
2018.09.04 22:53:2932EWUsell0.01 / 0.0133.272018.09.04 22:53:29filledend 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 16:29:002EWUbuyin0.0134.842-0.010.000.009 999.991
2018.07.02 16:29:304EWUsellin0.0234.233-0.020.000.009 999.972
2018.07.02 16:29:303EWUsellout0.0134.234-0.01-0.01-0.619 999.34sl 34.32
2018.07.05 19:03:306EWUbuyin0.0434.845-0.030.000.009 999.313
2018.07.05 19:03:305EWUbuyout0.0234.846-0.020.02-1.229 998.09sl 34.84
2018.07.10 16:56:007EWUsellout0.0435.348-0.03-0.282.009 999.78tp 35.34
2018.07.10 17:00:008EWUbuyin0.0135.359-0.010.000.009 999.771
2018.07.11 16:29:3010EWUsellin0.0234.8210-0.020.000.009 999.752
2018.07.11 16:29:309EWUsellout0.0134.8211-0.01-0.01-0.539 999.20sl 34.83
2018.08.02 16:30:0811EWUbuyout0.0234.1913-0.020.191.2610 000.63tp 34.33
2018.08.02 16:30:0812EWUbuyin0.0134.1914-0.010.000.0010 000.621
2018.08.14 18:34:5214EWUsellin0.0233.6315-0.020.000.0010 000.602
2018.08.14 18:34:5213EWUsellout0.0133.6316-0.01-0.12-0.569 999.91sl 33.63
2018.08.15 16:31:5315EWUbuyout0.0233.1318-0.020.011.0010 000.90tp 33.13
2018.08.15 16:45:0816EWUbuyin0.0133.1019-0.010.000.0010 000.891
2018.08.20 16:30:0617EWUsellout0.0133.6721-0.01-0.050.5710 001.40tp 33.60
2018.08.20 16:30:0618EWUbuyin0.0133.7422-0.010.000.0010 001.391
2018.08.27 19:24:0919EWUsellout0.0134.2424-0.01-0.070.5010 001.81tp 34.24
2018.08.27 19:43:2020EWUbuyin0.0134.2525-0.010.000.0010 001.801
2018.08.31 16:30:0222EWUsellin0.0233.7326-0.020.000.0010 001.782
2018.08.31 16:30:0221EWUsellout0.0133.7327-0.01-0.04-0.5210 001.21sl 33.75
2018.09.04 16:41:3323EWUbuyout0.0233.2529-0.020.020.9610 002.17tp 33.25
2018.09.04 16:45:0324EWUbuyin0.0133.2630-0.010.000.0010 002.161
2018.09.04 22:53:2925EWUsellout0.0133.2732-0.010.000.0110 002.16end of test
-0.36 -0.34 2.86 10 002.16