Strategy Tester Report |
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IMPACT-Demo (Build 1940) |
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Settings |
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Expert: | ExpertMACD | |||||||||||
Symbol: | USDCHF | |||||||||||
Period: | H1 (2018.11.01 - 2018.12.01) | |||||||||||
Parameters: | Inp_Expert_Title=ExpertMACD | |||||||||||
Inp_Signal_MACD_PeriodFast=12 | ||||||||||||
Inp_Signal_MACD_PeriodSlow=24 | ||||||||||||
Inp_Signal_MACD_PeriodSignal=9 | ||||||||||||
Inp_Signal_MACD_TakeProfit=50 | ||||||||||||
Inp_Signal_MACD_StopLoss=20 | ||||||||||||
Broker: | Impact Tech Ltd | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Outputs |
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History Quality: | 100% | |||||||||||
Bars: | 527 | Ticks: | 2068 | Symbols | 1 | |||||||
Net profit: | 17.74 | Balance Drawdown Absolute: | 0.97 | Absolute equity drawdown: | 1.39 | |||||||
Gross Profit: | 43.91 | Balance Drawdown Maximal: | 6.72 (0.07%) | Equity Drawdown Maximal: | 8.02 (0.08%) | |||||||
Gross Loss: | -26.17 | Relative balance drawdown: | 0.07% (6.72) | Relative equity drawdown: | 0.08% (8.02) | |||||||
Profit Factor: | 1.68 | Expected payoff: | 0.77 | Margin Level: | 99986.10% | |||||||
Recovery Factor: | 2.21 | Sharpe Ratio: | 0.23 | Z-Account: | -0.35 (27.37%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.76 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 3.12 | |||||||||
Total Trades: | 23 | Short Trades (won %): | 11 (54.55%) | Long Trades (won %): | 12 (33.33%) | |||||||
Total Trades: | 44 | Profit Trades (% of total): | 10 (43.48%) | Loss Trades (% of total): | 13 (56.52%) | |||||||
Largest profit trade: | 5.07 | Largest loss trade: | -2.49 | |||||||||
Average Profit Trade: | 4.39 | Average loss trade: | -2.01 | |||||||||
Maximum consecutive wins ($): | 3 (10.63) | Maximum consecutive losses ($): | 3 (-6.51) | |||||||||
Max. consecutive profit (count): | 10.63 (3) | Max. consecutive loss (count): | -6.51 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | 0.81 | Correlation (MFE,MAE): | 0.6271 | |||||||
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Minimum position holding time: | 0:59:58 | Maximum position holding time: | 41:00:00 | Average position holding time: | 17:33:53 | |||||||
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ORDERS |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2018.11.01 03:00:00 | 2 | USDCHF | sell | 0.01 / 0.01 | 1.00758 | 1.00958 | 1.00258 | 2018.11.01 03:00:00 | filled | |||
2018.11.01 13:59:58 | 3 | USDCHF | buy | 0.01 / 0.01 | 1.00258 | 2018.11.01 13:59:58 | filled | tp 1.00258 | ||||
2018.11.02 02:00:00 | 4 | USDCHF | buy | 0.01 / 0.01 | 1.00217 | 1.00017 | 1.00717 | 2018.11.02 02:00:00 | filled | |||
2018.11.02 10:59:58 | 5 | USDCHF | sell | 0.01 / 0.01 | 1.00017 | 2018.11.02 10:59:58 | filled | sl 1.00017 | ||||
2018.11.02 11:00:00 | 6 | USDCHF | sell | 0.01 / 0.01 | 1.00045 | 1.00245 | 0.99545 | 2018.11.02 11:00:00 | filled | |||
2018.11.02 17:59:58 | 7 | USDCHF | buy | 0.01 / 0.01 | 1.00245 | 2018.11.02 17:59:58 | filled | sl 1.00245 | ||||
2018.11.02 21:00:00 | 8 | USDCHF | buy | 0.01 / 0.01 | 1.00480 | 1.00280 | 1.00980 | 2018.11.02 21:00:00 | filled | |||
2018.11.05 00:59:57 | 9 | USDCHF | sell | 0.01 / 0.01 | 1.00280 | 2018.11.05 00:59:57 | filled | sl 1.00280 | ||||
2018.11.05 18:00:00 | 10 | USDCHF | sell | 0.01 / 0.01 | 1.00526 | 1.00726 | 1.00026 | 2018.11.05 18:00:00 | filled | |||
2018.11.07 02:59:59 | 11 | USDCHF | buy | 0.01 / 0.01 | 1.00026 | 2018.11.07 02:59:59 | filled | tp 1.00026 | ||||
2018.11.07 18:00:00 | 12 | USDCHF | buy | 0.01 / 0.01 | 0.99943 | 0.99743 | 1.00443 | 2018.11.07 18:00:00 | filled | |||
2018.11.08 19:59:58 | 13 | USDCHF | sell | 0.01 / 0.01 | 1.00443 | 2018.11.08 19:59:58 | filled | tp 1.00443 | ||||
2018.11.09 13:00:00 | 14 | USDCHF | sell | 0.01 / 0.01 | 1.00575 | 1.00775 | 1.00075 | 2018.11.09 13:00:00 | filled | |||
2018.11.12 08:59:58 | 15 | USDCHF | buy | 0.01 / 0.01 | 1.00775 | 2018.11.12 08:59:58 | filled | sl 1.00775 | ||||
2018.11.12 19:00:00 | 16 | USDCHF | sell | 0.01 / 0.01 | 1.00828 | 1.01028 | 1.00328 | 2018.11.12 19:00:00 | filled | |||
2018.11.12 22:59:59 | 17 | USDCHF | buy | 0.01 / 0.01 | 1.01028 | 2018.11.12 22:59:59 | filled | sl 1.01028 | ||||
2018.11.13 00:00:00 | 18 | USDCHF | buy | 0.01 / 0.01 | 1.01109 | 1.00909 | 1.01609 | 2018.11.13 00:00:00 | filled | |||
2018.11.13 14:00:00 | 19 | USDCHF | sell | 0.02 / 0.02 | 1.00952 | 1.01152 | 1.00452 | 2018.11.13 14:00:00 | filled | |||
2018.11.14 21:59:58 | 20 | USDCHF | buy | 0.01 / 0.01 | 1.00452 | 2018.11.14 21:59:58 | filled | tp 1.00452 | ||||
2018.11.15 01:00:00 | 21 | USDCHF | buy | 0.01 / 0.01 | 1.00617 | 1.00417 | 1.01117 | 2018.11.15 01:00:00 | filled | |||
2018.11.15 10:59:57 | 22 | USDCHF | sell | 0.01 / 0.01 | 1.00417 | 2018.11.15 10:59:57 | filled | sl 1.00417 | ||||
2018.11.15 12:00:00 | 23 | USDCHF | buy | 0.01 / 0.01 | 1.00674 | 1.00474 | 1.01174 | 2018.11.15 12:00:00 | filled | |||
2018.11.15 14:59:58 | 24 | USDCHF | sell | 0.01 / 0.01 | 1.00474 | 2018.11.15 14:59:58 | filled | sl 1.00474 | ||||
2018.11.15 18:00:00 | 25 | USDCHF | buy | 0.01 / 0.01 | 1.00613 | 1.00413 | 1.01113 | 2018.11.15 18:00:00 | filled | |||
2018.11.16 15:59:58 | 26 | USDCHF | sell | 0.01 / 0.01 | 1.00413 | 2018.11.16 15:59:58 | filled | sl 1.00413 | ||||
2018.11.16 16:00:00 | 27 | USDCHF | sell | 0.01 / 0.01 | 1.00344 | 1.00544 | 0.99844 | 2018.11.16 16:00:00 | filled | |||
2018.11.19 10:59:58 | 28 | USDCHF | buy | 0.01 / 0.01 | 0.99844 | 2018.11.19 10:59:58 | filled | tp 0.99844 | ||||
2018.11.19 13:00:00 | 29 | USDCHF | sell | 0.01 / 0.01 | 0.99694 | 0.99894 | 0.99194 | 2018.11.19 13:00:00 | filled | |||
2018.11.20 10:59:57 | 30 | USDCHF | buy | 0.01 / 0.01 | 0.99194 | 2018.11.20 10:59:57 | filled | tp 0.99194 | ||||
2018.11.21 00:00:00 | 31 | USDCHF | buy | 0.01 / 0.01 | 0.99562 | 0.99362 | 1.00062 | 2018.11.21 00:00:00 | filled | |||
2018.11.21 08:59:58 | 32 | USDCHF | sell | 0.01 / 0.01 | 0.99362 | 2018.11.21 08:59:58 | filled | sl 0.99362 | ||||
2018.11.21 13:00:00 | 33 | USDCHF | buy | 0.01 / 0.01 | 0.99550 | 0.99350 | 1.00050 | 2018.11.21 13:00:00 | filled | |||
2018.11.21 13:59:58 | 34 | USDCHF | sell | 0.01 / 0.01 | 0.99350 | 2018.11.21 13:59:58 | filled | sl 0.99350 | ||||
2018.11.21 14:00:00 | 35 | USDCHF | sell | 0.01 / 0.01 | 0.99389 | 0.99589 | 0.98889 | 2018.11.21 14:00:00 | filled | |||
2018.11.23 00:00:00 | 36 | USDCHF | buy | 0.01 / 0.01 | 0.99589 | 2018.11.23 00:00:00 | filled | sl 0.99589 | ||||
2018.11.23 03:00:00 | 37 | USDCHF | buy | 0.01 / 0.01 | 0.99446 | 0.99246 | 0.99946 | 2018.11.23 03:00:00 | filled | |||
2018.11.26 20:00:00 | 38 | USDCHF | sell | 0.02 / 0.02 | 0.99821 | 1.00021 | 0.99321 | 2018.11.26 20:00:00 | filled | |||
2018.11.27 10:59:57 | 39 | USDCHF | buy | 0.01 / 0.01 | 1.00021 | 2018.11.27 10:59:57 | filled | sl 1.00021 | ||||
2018.11.27 16:00:00 | 40 | USDCHF | sell | 0.01 / 0.01 | 0.99901 | 1.00101 | 0.99401 | 2018.11.27 16:00:00 | filled | |||
2018.11.28 20:59:58 | 41 | USDCHF | buy | 0.01 / 0.01 | 0.99401 | 2018.11.28 20:59:58 | filled | tp 0.99401 | ||||
2018.11.29 09:00:00 | 42 | USDCHF | buy | 0.01 / 0.01 | 0.99288 | 0.99088 | 0.99788 | 2018.11.29 09:00:00 | filled | |||
2018.11.30 13:59:58 | 43 | USDCHF | sell | 0.01 / 0.01 | 0.99788 | 2018.11.30 13:59:58 | filled | tp 0.99788 | ||||
2018.11.30 14:00:00 | 44 | USDCHF | buy | 0.01 / 0.01 | 0.99806 | 0.99606 | 1.00306 | 2018.11.30 14:00:00 | filled | |||
2018.11.30 23:59:59 | 45 | USDCHF | sell | 0.01 / 0.01 | 0.99874 | 2018.11.30 23:59:59 | filled | end of test | ||||
Deals |
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Time | Trade | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit Column | Balance | Comment |
2018.11.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2018.11.01 03:00:00 | 2 | USDCHF | sell | in | 0.01 | 1.00758 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2018.11.01 13:59:58 | 3 | USDCHF | buy | out | 0.01 | 1.00258 | 3 | 0.00 | 0.00 | 4.99 | 10 004.99 | tp 1.00258 |
2018.11.02 02:00:00 | 4 | USDCHF | buy | in | 0.01 | 1.00217 | 4 | 0.00 | 0.00 | 0.00 | 10 004.99 | |
2018.11.02 10:59:58 | 5 | USDCHF | sell | out | 0.01 | 1.00017 | 5 | 0.00 | 0.00 | -2.00 | 10 002.99 | sl 1.00017 |
2018.11.02 11:00:00 | 6 | USDCHF | sell | in | 0.01 | 1.00045 | 6 | 0.00 | 0.00 | 0.00 | 10 002.99 | |
2018.11.02 17:59:58 | 7 | USDCHF | buy | out | 0.01 | 1.00245 | 7 | 0.00 | 0.00 | -2.00 | 10 000.99 | sl 1.00245 |
2018.11.02 21:00:00 | 8 | USDCHF | buy | in | 0.01 | 1.00480 | 8 | 0.00 | 0.00 | 0.00 | 10 000.99 | |
2018.11.05 00:59:57 | 9 | USDCHF | sell | out | 0.01 | 1.00280 | 9 | 0.00 | 0.03 | -1.99 | 9 999.03 | sl 1.00280 |
2018.11.05 18:00:00 | 10 | USDCHF | sell | in | 0.01 | 1.00526 | 10 | 0.00 | 0.00 | 0.00 | 9 999.03 | |
2018.11.07 02:59:59 | 11 | USDCHF | buy | out | 0.01 | 1.00026 | 11 | 0.00 | -0.24 | 5.00 | 10 003.79 | tp 1.00026 |
2018.11.07 18:00:00 | 12 | USDCHF | buy | in | 0.01 | 0.99943 | 12 | 0.00 | 0.00 | 0.00 | 10 003.79 | |
2018.11.08 19:59:58 | 13 | USDCHF | sell | out | 0.01 | 1.00443 | 13 | 0.00 | 0.09 | 4.98 | 10 008.86 | tp 1.00443 |
2018.11.09 13:00:00 | 14 | USDCHF | sell | in | 0.01 | 1.00575 | 14 | 0.00 | 0.00 | 0.00 | 10 008.86 | |
2018.11.12 08:59:58 | 15 | USDCHF | buy | out | 0.01 | 1.00775 | 15 | 0.00 | -0.12 | -1.98 | 10 006.76 | sl 1.00775 |
2018.11.12 19:00:00 | 16 | USDCHF | sell | in | 0.01 | 1.00828 | 16 | 0.00 | 0.00 | 0.00 | 10 006.76 | |
2018.11.12 22:59:59 | 17 | USDCHF | buy | out | 0.01 | 1.01028 | 17 | 0.00 | 0.00 | -1.98 | 10 004.78 | sl 1.01028 |
2018.11.13 00:00:00 | 18 | USDCHF | buy | in | 0.01 | 1.01109 | 18 | 0.00 | 0.00 | 0.00 | 10 004.78 | |
2018.11.13 14:00:00 | 19 | USDCHF | sell | in/out | 0.02 | 1.00952 | 19 | 0.00 | 0.00 | -1.56 | 10 003.22 | |
2018.11.14 21:59:58 | 20 | USDCHF | buy | out | 0.01 | 1.00452 | 20 | 0.00 | -0.12 | 4.98 | 10 008.08 | tp 1.00452 |
2018.11.15 01:00:00 | 21 | USDCHF | buy | in | 0.01 | 1.00617 | 21 | 0.00 | 0.00 | 0.00 | 10 008.08 | |
2018.11.15 10:59:57 | 22 | USDCHF | sell | out | 0.01 | 1.00417 | 22 | 0.00 | 0.00 | -1.99 | 10 006.09 | sl 1.00417 |
2018.11.15 12:00:00 | 23 | USDCHF | buy | in | 0.01 | 1.00674 | 23 | 0.00 | 0.00 | 0.00 | 10 006.09 | |
2018.11.15 14:59:58 | 24 | USDCHF | sell | out | 0.01 | 1.00474 | 24 | 0.00 | 0.00 | -1.99 | 10 004.10 | sl 1.00474 |
2018.11.15 18:00:00 | 25 | USDCHF | buy | in | 0.01 | 1.00613 | 25 | 0.00 | 0.00 | 0.00 | 10 004.10 | |
2018.11.16 15:59:58 | 26 | USDCHF | sell | out | 0.01 | 1.00413 | 26 | 0.00 | 0.03 | -1.99 | 10 002.14 | sl 1.00413 |
2018.11.16 16:00:00 | 27 | USDCHF | sell | in | 0.01 | 1.00344 | 27 | 0.00 | 0.00 | 0.00 | 10 002.14 | |
2018.11.19 10:59:58 | 28 | USDCHF | buy | out | 0.01 | 0.99844 | 28 | 0.00 | -0.12 | 5.01 | 10 007.03 | tp 0.99844 |
2018.11.19 13:00:00 | 29 | USDCHF | sell | in | 0.01 | 0.99694 | 29 | 0.00 | 0.00 | 0.00 | 10 007.03 | |
2018.11.20 10:59:57 | 30 | USDCHF | buy | out | 0.01 | 0.99194 | 30 | 0.00 | -0.12 | 5.04 | 10 011.95 | tp 0.99194 |
2018.11.21 00:00:00 | 31 | USDCHF | buy | in | 0.01 | 0.99562 | 31 | 0.00 | 0.00 | 0.00 | 10 011.95 | |
2018.11.21 08:59:58 | 32 | USDCHF | sell | out | 0.01 | 0.99362 | 32 | 0.00 | 0.00 | -2.01 | 10 009.94 | sl 0.99362 |
2018.11.21 13:00:00 | 33 | USDCHF | buy | in | 0.01 | 0.99550 | 33 | 0.00 | 0.00 | 0.00 | 10 009.94 | |
2018.11.21 13:59:58 | 34 | USDCHF | sell | out | 0.01 | 0.99350 | 34 | 0.00 | 0.00 | -2.01 | 10 007.93 | sl 0.99350 |
2018.11.21 14:00:00 | 35 | USDCHF | sell | in | 0.01 | 0.99389 | 35 | 0.00 | 0.00 | 0.00 | 10 007.93 | |
2018.11.23 00:00:00 | 36 | USDCHF | buy | out | 0.01 | 0.99589 | 36 | 0.00 | -0.48 | -2.01 | 10 005.44 | sl 0.99589 |
2018.11.23 03:00:00 | 37 | USDCHF | buy | in | 0.01 | 0.99446 | 37 | 0.00 | 0.00 | 0.00 | 10 005.44 | |
2018.11.26 20:00:00 | 38 | USDCHF | sell | in/out | 0.02 | 0.99821 | 38 | 0.00 | 0.03 | 3.76 | 10 009.23 | |
2018.11.27 10:59:57 | 39 | USDCHF | buy | out | 0.01 | 1.00021 | 39 | 0.00 | -0.12 | -2.00 | 10 007.11 | sl 1.00021 |
2018.11.27 16:00:00 | 40 | USDCHF | sell | in | 0.01 | 0.99901 | 40 | 0.00 | 0.00 | 0.00 | 10 007.11 | |
2018.11.28 20:59:58 | 41 | USDCHF | buy | out | 0.01 | 0.99401 | 41 | 0.00 | -0.12 | 5.03 | 10 012.02 | tp 0.99401 |
2018.11.29 09:00:00 | 42 | USDCHF | buy | in | 0.01 | 0.99288 | 42 | 0.00 | 0.00 | 0.00 | 10 012.02 | |
2018.11.30 13:59:58 | 43 | USDCHF | sell | out | 0.01 | 0.99788 | 43 | 0.00 | 0.03 | 5.01 | 10 017.06 | tp 0.99788 |
2018.11.30 14:00:00 | 44 | USDCHF | buy | in | 0.01 | 0.99806 | 44 | 0.00 | 0.00 | 0.00 | 10 017.06 | |
2018.11.30 23:59:59 | 45 | USDCHF | sell | out | 0.01 | 0.99874 | 45 | 0.00 | 0.00 | 0.68 | 10 017.74 | end of test |
0.00 | -1.23 | 18.97 | 10 017.74 | |||||||||