Strategy Tester Report
MetaQuotes-Demo (Build 1816)
Settings
Expert: pairtrading
Symbol: RTS-12.18
Period: H1 (2018.07.01 - 2018.09.01)
Inputs: Symbol1=RTS-9.18
Symbol2=RTS-12.18
TimerMs=0
LookBackBars=10
LookBackMethod=3
LookBackPrice=6
Delta=0.5
Magic=0
Deviation=10
TargetAmount=0
MinimalMarginLevel=200
Broker: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 53%
Bars: 562 Ticks: 7221 Symbols: 2
Total Net Profit: 85.31 Balance Drawdown Absolute: 15.52 Equity Drawdown Absolute: 7.19
Gross Profit: 310.47 Balance Drawdown Maximal: 30.99 (0.31%) Equity Drawdown Maximal: 17.70 (0.18%)
Gross Loss: -225.16 Balance Drawdown Relative: 0.31% (30.99) Equity Drawdown Relative: 0.18% (17.70)
Profit Factor: 1.38 Expected Payoff: 1.94 Margin Level: 854.09%
Recovery Factor: 4.82 Sharpe Ratio: 0.14 Z-Score: 3.51 (99.74%)
AHPR: 1.0002 (0.02%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0002 (0.02%) LR Standard Error: 10.09
Total Trades: 44 Short Trades (won %): 22 (54.55%) Long Trades (won %): 22 (45.45%)
Total Deals: 88 Profit Trades (% of total): 22 (50.00%) Loss Trades (% of total): 22 (50.00%)
Largest profit trade: 29.68 Largest loss trade: -23.33
Average profit trade: 14.11 Average loss trade: -10.23
Maximum consecutive wins ($): 2 (32.68) Maximum consecutive losses ($): 3 (-30.99)
Maximal consecutive profit (count): 32.68 (2) Maximal consecutive loss (count): -30.99 (3)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.80 Correlation (Profits,MAE): 0.77 Correlation (MFE,MAE): 0.5802
Graph
Minimal position holding time: 0:05:29 Maximal position holding time: 17:00:00 Average position holding time: 3:57:50
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.07.02 22:08:592RTS-9.18buy1.00 / 1.001128802018.07.02 22:08:59filled100/252=113208-112956/1
2018.07.02 22:08:593RTS-12.18sell1.00 / 1.001127802018.07.02 22:08:59filled100/252=113208-112956/1
2018.07.03 11:01:304RTS-9.18sell1.00 / 1.001130302018.07.03 11:01:30filled
2018.07.03 11:01:305RTS-12.18buy1.00 / 1.001129202018.07.03 11:01:30filled
2018.07.03 15:40:596RTS-9.18buy1.00 / 1.001132502018.07.03 15:40:59filled150/314=113170-112856/1
2018.07.03 15:40:597RTS-12.18sell1.00 / 1.001131002018.07.03 15:40:59filled150/314=113170-112856/1
2018.07.03 22:48:308RTS-9.18sell1.00 / 1.001125002018.07.03 22:48:30filled
2018.07.03 22:48:309RTS-12.18buy1.00 / 1.001126402018.07.03 22:48:30filled
2018.07.04 16:07:3010RTS-9.18sell1.00 / 1.001127602018.07.04 16:07:30filled270/151=112781-112630/1
2018.07.04 16:07:3011RTS-12.18buy1.00 / 1.001124902018.07.04 16:07:30filled270/151=112781-112630/1
2018.07.04 18:13:3012RTS-9.18buy1.00 / 1.001124402018.07.04 18:13:30filled
2018.07.04 18:13:3013RTS-12.18sell1.00 / 1.001122702018.07.04 18:13:30filled
2018.07.05 20:55:3014RTS-9.18buy1.00 / 1.001151602018.07.05 20:55:30filled120/284=114956-114672/1
2018.07.05 20:55:3015RTS-12.18sell1.00 / 1.001150402018.07.05 20:55:30filled120/284=114956-114672/1
2018.07.05 21:00:5916RTS-9.18sell1.00 / 1.001151502018.07.05 21:00:59filled
2018.07.05 21:00:5917RTS-12.18buy1.00 / 1.001149502018.07.05 21:00:59filled
2018.07.09 10:00:0018RTS-9.18buy1.00 / 1.001164802018.07.09 10:00:00filled240/504=116193-115688/1
2018.07.09 10:00:0019RTS-12.18sell1.00 / 1.001162402018.07.09 10:00:00filled240/504=116193-115688/1
2018.07.09 13:53:3020RTS-9.18sell1.00 / 1.001178802018.07.09 13:53:30filled
2018.07.09 13:53:3021RTS-12.18buy1.00 / 1.001173502018.07.09 13:53:30filled
2018.07.13 10:14:5922RTS-9.18buy1.00 / 1.001169702018.07.13 10:14:59filled170/401=117139-116738/1
2018.07.13 10:14:5923RTS-12.18sell1.00 / 1.001168002018.07.13 10:14:59filled170/401=117139-116738/1
2018.07.13 19:17:3024RTS-9.18sell1.00 / 1.001177702018.07.13 19:17:30filled
2018.07.13 19:17:3025RTS-12.18buy1.00 / 1.001175802018.07.13 19:17:30filled
2018.07.16 10:00:0026RTS-9.18buy1.00 / 1.001170502018.07.16 10:00:00filled-150/277=117321-117043/1
2018.07.16 10:00:0027RTS-12.18sell1.00 / 1.001172002018.07.16 10:00:00filled-150/277=117321-117043/1
2018.07.16 11:02:3028RTS-9.18sell1.00 / 1.001183202018.07.16 11:02:30filled
2018.07.16 11:02:3029RTS-12.18buy1.00 / 1.001179602018.07.16 11:02:30filled
2018.07.19 19:05:5930RTS-9.18buy1.00 / 1.001121202018.07.19 19:05:59filled120/466=112908-112442/1
2018.07.19 19:05:5931RTS-12.18sell1.00 / 1.001120002018.07.19 19:05:59filled120/466=112908-112442/1
2018.07.19 20:03:3032RTS-9.18sell1.00 / 1.001120102018.07.19 20:03:30filled
2018.07.19 20:03:3033RTS-12.18buy1.00 / 1.001116802018.07.19 20:03:30filled
2018.07.23 10:00:3034RTS-9.18buy1.00 / 1.001120402018.07.23 10:00:30filled60/260=111970-111710/1
2018.07.23 10:00:3035RTS-12.18sell1.00 / 1.001119802018.07.23 10:00:30filled60/260=111970-111710/1
2018.07.23 11:03:3036RTS-9.18sell1.00 / 1.001132702018.07.23 11:03:30filled
2018.07.23 11:03:3037RTS-12.18buy1.00 / 1.001128302018.07.23 11:03:30filled
2018.07.24 10:00:3038RTS-9.18buy1.00 / 1.001130102018.07.24 10:00:30filled170/397=113002-112606/1
2018.07.24 10:00:3039RTS-12.18sell1.00 / 1.001128402018.07.24 10:00:30filled170/397=113002-112606/1
2018.07.24 11:02:3040RTS-9.18sell1.00 / 1.001139802018.07.24 11:02:30filled
2018.07.24 11:02:3041RTS-12.18buy1.00 / 1.001135602018.07.24 11:02:30filled
2018.08.06 10:12:3042RTS-9.18buy1.00 / 1.001136402018.08.06 10:12:30filled190/441=114154-113713/1
2018.08.06 10:12:3043RTS-12.18sell1.00 / 1.001134502018.08.06 10:12:30filled190/441=114154-113713/1
2018.08.06 12:17:0044RTS-9.18sell1.00 / 1.001145202018.08.06 12:17:00filled
2018.08.06 12:17:0045RTS-12.18buy1.00 / 1.001141602018.08.06 12:17:00filled
2018.08.07 10:00:3046RTS-9.18buy1.00 / 1.001138202018.08.07 10:00:30filled20/231=113741-113510/1
2018.08.07 10:00:3047RTS-12.18sell1.00 / 1.001138002018.08.07 10:00:30filled20/231=113741-113510/1
2018.08.07 11:00:3048RTS-9.18sell1.00 / 1.001149302018.08.07 11:00:30filled
2018.08.07 11:00:3049RTS-12.18buy1.00 / 1.001147402018.08.07 11:00:30filled
2018.08.08 14:05:0050RTS-9.18buy1.00 / 1.001112702018.08.08 14:05:00filled10/832=113488-112656/1
2018.08.08 14:05:0051RTS-12.18sell1.00 / 1.001112602018.08.08 14:05:00filled10/832=113488-112656/1
2018.08.08 18:03:3052RTS-9.18sell1.00 / 1.001118002018.08.08 18:03:30filled
2018.08.08 18:03:3053RTS-12.18buy1.00 / 1.001114702018.08.08 18:03:30filled
2018.08.09 10:00:0054RTS-9.18sell1.00 / 1.001100802018.08.09 10:00:00filled1000/646=110871-110225/1
2018.08.09 10:00:0055RTS-12.18buy1.00 / 1.001090802018.08.09 10:00:00filled1000/646=110871-110225/1
2018.08.09 12:00:0056RTS-9.18buy1.00 / 1.001092902018.08.09 12:00:00filled
2018.08.09 12:00:0057RTS-12.18sell1.00 / 1.001089902018.08.09 12:00:00filled
2018.08.09 19:05:0058RTS-9.18sell1.00 / 1.001099902018.08.09 19:05:00filled360/234=109391-109157/1
2018.08.09 19:05:0059RTS-12.18buy1.00 / 1.001096302018.08.09 19:05:00filled360/234=109391-109157/1
2018.08.09 20:04:3060RTS-9.18buy1.00 / 1.001097702018.08.09 20:04:30filled
2018.08.09 20:04:3061RTS-12.18sell1.00 / 1.001094002018.08.09 20:04:30filled
2018.08.10 16:04:3062RTS-9.18sell1.00 / 1.001071002018.08.10 16:04:30filled490/304=108248-107945/1
2018.08.10 16:04:3063RTS-12.18buy1.00 / 1.001066102018.08.10 16:04:30filled490/304=108248-107945/1
2018.08.10 17:00:0064RTS-9.18buy1.00 / 1.001063102018.08.10 17:00:00filled
2018.08.10 17:00:0065RTS-12.18sell1.00 / 1.001061602018.08.10 17:00:00filled
2018.08.10 17:00:0066RTS-9.18buy1.00 / 1.001063102018.08.10 17:00:00filled150/631=108148-107517/1
2018.08.10 17:00:0067RTS-12.18sell1.00 / 1.001061602018.08.10 17:00:00filled150/631=108148-107517/1
2018.08.10 19:05:3068RTS-9.18buy1.00 / 1.001056102018.08.10 19:05:30filled-60/191=106975-106783/2
2018.08.10 19:05:3069RTS-12.18sell1.00 / 1.001056702018.08.10 19:05:30filled-60/191=106975-106783/2
2018.08.13 10:00:0070RTS-9.18sell1.00 / 1.001054002018.08.13 10:00:00filled
2018.08.13 10:00:0071RTS-9.18sell1.00 / 1.001054002018.08.13 10:00:00filled
2018.08.13 10:00:0072RTS-12.18buy1.00 / 1.001051902018.08.13 10:00:00filled
2018.08.13 10:00:0073RTS-12.18buy1.00 / 1.001051902018.08.13 10:00:00filled
2018.08.13 11:02:0074RTS-9.18buy1.00 / 1.001050102018.08.13 11:02:00filled10/50=105323-105273/1
2018.08.13 11:02:0075RTS-12.18sell1.00 / 1.001050002018.08.13 11:02:00filled10/50=105323-105273/1
2018.08.13 12:01:3076RTS-9.18buy1.00 / 1.001062602018.08.13 12:01:30filled-10/58=105591-105533/2
2018.08.13 12:01:3077RTS-12.18sell1.00 / 1.001062702018.08.13 12:01:30filled-10/58=105591-105533/2
2018.08.13 13:01:3078RTS-9.18sell1.00 / 1.001058602018.08.13 13:01:30filled
2018.08.13 13:01:3079RTS-9.18sell1.00 / 1.001058602018.08.13 13:01:30filled
2018.08.13 13:01:3080RTS-12.18buy1.00 / 1.001056102018.08.13 13:01:30filled
2018.08.13 13:01:3081RTS-12.18buy1.00 / 1.001056102018.08.13 13:01:30filled
2018.08.13 13:01:3082RTS-9.18sell1.00 / 1.001058602018.08.13 13:01:30filled250/138=105612-105474/1
2018.08.13 13:01:3083RTS-12.18buy1.00 / 1.001056102018.08.13 13:01:30filled250/138=105612-105474/1
2018.08.13 14:06:3084RTS-9.18buy1.00 / 1.001055802018.08.13 14:06:30filled
2018.08.13 14:06:3085RTS-12.18sell1.00 / 1.001053602018.08.13 14:06:30filled
2018.08.31 18:00:0086RTS-9.18sell1.00 / 1.001094302018.08.31 18:00:00filled870/564=108035-107470/1
2018.08.31 18:00:0087RTS-12.18buy1.00 / 1.001085602018.08.31 18:00:00filled870/564=108035-107470/1
2018.08.31 19:03:0088RTS-9.18buy1.00 / 1.001089102018.08.31 19:03:00filled
2018.08.31 19:03:0089RTS-12.18sell1.00 / 1.001080402018.08.31 19:03:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2018.07.01 00:00:001balance0.000.0010 000.0010 000.00
2018.07.02 22:08:592RTS-9.18buyin1.0011288020.000.000.0010 000.00100/252=113208-112956/1
2018.07.02 22:08:593RTS-12.18sellin1.0011278030.000.000.0010 000.00100/252=113208-112956/1
2018.07.03 11:01:304RTS-9.18sellout1.0011303040.000.003.1610 003.16
2018.07.03 11:01:305RTS-12.18buyout1.0011292050.000.00-2.9210 000.24
2018.07.03 15:40:596RTS-9.18buyin1.0011325060.000.000.0010 000.24150/314=113170-112856/1
2018.07.03 15:40:597RTS-12.18sellin1.0011310070.000.000.0010 000.24150/314=113170-112856/1
2018.07.03 22:48:308RTS-9.18sellout1.0011250080.000.00-15.769 984.48
2018.07.03 22:48:309RTS-12.18buyout1.0011264090.000.009.589 994.06
2018.07.04 16:07:3010RTS-9.18sellin1.00112760100.000.000.009 994.06270/151=112781-112630/1
2018.07.04 16:07:3011RTS-12.18buyin1.00112490110.000.000.009 994.06270/151=112781-112630/1
2018.07.04 18:13:3012RTS-9.18buyout1.00112440120.000.006.7310 000.79
2018.07.04 18:13:3013RTS-12.18sellout1.00112270130.000.00-4.599 996.20
2018.07.05 20:55:3014RTS-9.18buyin1.00115160140.000.000.009 996.20120/284=114956-114672/1
2018.07.05 20:55:3015RTS-12.18sellin1.00115040150.000.000.009 996.20120/284=114956-114672/1
2018.07.05 21:00:5916RTS-9.18sellout1.00115150160.000.00-0.219 995.99
2018.07.05 21:00:5917RTS-12.18buyout1.00114950170.000.001.889 997.87
2018.07.09 10:00:0018RTS-9.18buyin1.00116480180.000.000.009 997.87240/504=116193-115688/1
2018.07.09 10:00:0019RTS-12.18sellin1.00116240190.000.000.009 997.87240/504=116193-115688/1
2018.07.09 13:53:3020RTS-9.18sellout1.00117880200.000.0029.6810 027.55
2018.07.09 13:53:3021RTS-12.18buyout1.00117350210.000.00-23.3310 004.22
2018.07.13 10:14:5922RTS-9.18buyin1.00116970220.000.000.0010 004.22170/401=117139-116738/1
2018.07.13 10:14:5923RTS-12.18sellin1.00116800230.000.000.0010 004.22170/401=117139-116738/1
2018.07.13 19:17:3024RTS-9.18sellout1.00117770240.000.0017.2310 021.45
2018.07.13 19:17:3025RTS-12.18buyout1.00117580250.000.00-16.6510 004.80
2018.07.16 10:00:0026RTS-9.18buyin1.00117050260.000.000.0010 004.80-150/277=117321-117043/1
2018.07.16 10:00:0027RTS-12.18sellin1.00117200270.000.000.0010 004.80-150/277=117321-117043/1
2018.07.16 11:02:3028RTS-9.18sellout1.00118320280.000.0027.1810 031.98
2018.07.16 11:02:3029RTS-12.18buyout1.00117960290.000.00-16.1210 015.86
2018.07.19 19:05:5930RTS-9.18buyin1.00112120300.000.000.0010 015.86120/466=112908-112442/1
2018.07.19 19:05:5931RTS-12.18sellin1.00112000310.000.000.0010 015.86120/466=112908-112442/1
2018.07.19 20:03:3032RTS-9.18sellout1.00112010320.000.00-2.3410 013.52
2018.07.19 20:03:3033RTS-12.18buyout1.00111680330.000.006.7510 020.27
2018.07.23 10:00:3034RTS-9.18buyin1.00112040340.000.000.0010 020.2760/260=111970-111710/1
2018.07.23 10:00:3035RTS-12.18sellin1.00111980350.000.000.0010 020.2760/260=111970-111710/1
2018.07.23 11:03:3036RTS-9.18sellout1.00113270360.000.0025.9310 046.20
2018.07.23 11:03:3037RTS-12.18buyout1.00112830370.000.00-17.7610 028.44
2018.07.24 10:00:3038RTS-9.18buyin1.00113010380.000.000.0010 028.44170/397=113002-112606/1
2018.07.24 10:00:3039RTS-12.18sellin1.00112840390.000.000.0010 028.44170/397=113002-112606/1
2018.07.24 11:02:3040RTS-9.18sellout1.00113980400.000.0020.5310 048.97
2018.07.24 11:02:3041RTS-12.18buyout1.00113560410.000.00-15.1110 033.86
2018.08.06 10:12:3042RTS-9.18buyin1.00113640420.000.000.0010 033.86190/441=114154-113713/1
2018.08.06 10:12:3043RTS-12.18sellin1.00113450430.000.000.0010 033.86190/441=114154-113713/1
2018.08.06 12:17:0044RTS-9.18sellout1.00114520440.000.0018.5210 052.38
2018.08.06 12:17:0045RTS-12.18buyout1.00114160450.000.00-14.8110 037.57
2018.08.07 10:00:3046RTS-9.18buyin1.00113820460.000.000.0010 037.5720/231=113741-113510/1
2018.08.07 10:00:3047RTS-12.18sellin1.00113800470.000.000.0010 037.5720/231=113741-113510/1
2018.08.07 11:00:3048RTS-9.18sellout1.00114930480.000.0023.2510 060.82
2018.08.07 11:00:3049RTS-12.18buyout1.00114740490.000.00-19.5110 041.31
2018.08.08 14:05:0050RTS-9.18buyin1.00111270500.000.000.0010 041.3110/832=113488-112656/1
2018.08.08 14:05:0051RTS-12.18sellin1.00111260510.000.000.0010 041.3110/832=113488-112656/1
2018.08.08 18:03:3052RTS-9.18sellout1.00111800520.000.0010.9110 052.22
2018.08.08 18:03:3053RTS-12.18buyout1.00111470530.000.00-4.2810 047.94
2018.08.09 10:00:0054RTS-9.18sellin1.00110080540.000.000.0010 047.941000/646=110871-110225/1
2018.08.09 10:00:0055RTS-12.18buyin1.00109080550.000.000.0010 047.941000/646=110871-110225/1
2018.08.09 12:00:0056RTS-9.18buyout1.00109290560.000.0015.9410 063.88
2018.08.09 12:00:0057RTS-12.18sellout1.00108990570.000.00-1.8010 062.08
2018.08.09 19:05:0058RTS-9.18sellin1.00109990580.000.000.0010 062.08360/234=109391-109157/1
2018.08.09 19:05:0059RTS-12.18buyin1.00109630590.000.000.0010 062.08360/234=109391-109157/1
2018.08.09 20:04:3060RTS-9.18buyout1.00109770600.000.004.4110 066.49
2018.08.09 20:04:3061RTS-12.18sellout1.00109400610.000.00-4.5710 061.92
2018.08.10 16:04:3062RTS-9.18sellin1.00107100620.000.000.0010 061.92490/304=108248-107945/1
2018.08.10 16:04:3063RTS-12.18buyin1.00106610630.000.000.0010 061.92490/304=108248-107945/1
2018.08.10 17:00:0064RTS-9.18buyout1.00106310640.000.0015.5910 077.51
2018.08.10 17:00:0065RTS-12.18sellout1.00106160650.000.00-8.8010 068.71
2018.08.10 17:00:0066RTS-9.18buyin1.00106310660.000.000.0010 068.71150/631=108148-107517/1
2018.08.10 17:00:0067RTS-12.18sellin1.00106160670.000.000.0010 068.71150/631=108148-107517/1
2018.08.10 19:05:3068RTS-9.18buyin1.00105610680.000.000.0010 068.71-60/191=106975-106783/2
2018.08.10 19:05:3069RTS-12.18sellin1.00105670690.000.000.0010 068.71-60/191=106975-106783/2
2018.08.13 10:00:0070RTS-9.18sellout1.00105400700.000.00-4.1610 064.55
2018.08.13 10:00:0071RTS-9.18sellout1.00105400710.000.00-18.0310 046.52
2018.08.13 10:00:0072RTS-12.18buyout1.00105190720.000.009.4210 055.94
2018.08.13 10:00:0073RTS-12.18buyout1.00105190730.000.0019.0410 074.98
2018.08.13 11:02:0074RTS-9.18buyin1.00105010740.000.000.0010 074.9810/50=105323-105273/1
2018.08.13 11:02:0075RTS-12.18sellin1.00105000750.000.000.0010 074.9810/50=105323-105273/1
2018.08.13 12:01:3076RTS-9.18buyin1.00106260760.000.000.0010 074.98-10/58=105591-105533/2
2018.08.13 12:01:3077RTS-12.18sellin1.00106270770.000.000.0010 074.98-10/58=105591-105533/2
2018.08.13 13:01:3078RTS-9.18sellout1.00105860780.000.00-7.7810 067.20
2018.08.13 13:01:3079RTS-9.18sellout1.00105860790.000.0016.4910 083.69
2018.08.13 13:01:3080RTS-12.18buyout1.00105610800.000.0012.6910 096.38
2018.08.13 13:01:3081RTS-12.18buyout1.00105610810.000.00-11.7710 084.61
2018.08.13 13:01:3082RTS-9.18sellin1.00105860820.000.000.0010 084.61250/138=105612-105474/1
2018.08.13 13:01:3083RTS-12.18buyin1.00105610830.000.000.0010 084.61250/138=105612-105474/1
2018.08.13 14:06:3084RTS-9.18buyout1.00105580840.000.005.4310 090.04
2018.08.13 14:06:3085RTS-12.18sellout1.00105360850.000.00-4.8210 085.22
2018.08.31 18:00:0086RTS-9.18sellin1.00109430860.000.000.0010 085.22870/564=108035-107470/1
2018.08.31 18:00:0087RTS-12.18buyin1.00108560870.000.000.0010 085.22870/564=108035-107470/1
2018.08.31 19:03:0088RTS-9.18buyout1.00108910880.000.0010.1310 095.35
2018.08.31 19:03:0089RTS-12.18sellout1.00108040890.000.00-10.0410 085.31
0.00 0.00 85.31 10 085.31