Strategy Tester Report
IMPACT-Demo (Build 1940)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.87 Correlation (Profits,MAE): 0.81 Correlation (MFE,MAE): 0.6271
Graph
Minimum position holding time: 0:59:58 Maximum position holding time: 41:00:00 Average position holding time: 17:33:53
Graph
ORDERS
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.11.01 03:00:002USDCHFsell0.01 / 0.011.007581.009581.002582018.11.01 03:00:00filled
2018.11.01 13:59:583USDCHFbuy0.01 / 0.011.002582018.11.01 13:59:58filledtp 1.00258
2018.11.02 02:00:004USDCHFbuy0.01 / 0.011.002171.000171.007172018.11.02 02:00:00filled
2018.11.02 10:59:585USDCHFsell0.01 / 0.011.000172018.11.02 10:59:58filledsl 1.00017
2018.11.02 11:00:006USDCHFsell0.01 / 0.011.000451.002450.995452018.11.02 11:00:00filled
2018.11.02 17:59:587USDCHFbuy0.01 / 0.011.002452018.11.02 17:59:58filledsl 1.00245
2018.11.02 21:00:008USDCHFbuy0.01 / 0.011.004801.002801.009802018.11.02 21:00:00filled
2018.11.05 00:59:579USDCHFsell0.01 / 0.011.002802018.11.05 00:59:57filledsl 1.00280
2018.11.05 18:00:0010USDCHFsell0.01 / 0.011.005261.007261.000262018.11.05 18:00:00filled
2018.11.07 02:59:5911USDCHFbuy0.01 / 0.011.000262018.11.07 02:59:59filledtp 1.00026
2018.11.07 18:00:0012USDCHFbuy0.01 / 0.010.999430.997431.004432018.11.07 18:00:00filled
2018.11.08 19:59:5813USDCHFsell0.01 / 0.011.004432018.11.08 19:59:58filledtp 1.00443
2018.11.09 13:00:0014USDCHFsell0.01 / 0.011.005751.007751.000752018.11.09 13:00:00filled
2018.11.12 08:59:5815USDCHFbuy0.01 / 0.011.007752018.11.12 08:59:58filledsl 1.00775
2018.11.12 19:00:0016USDCHFsell0.01 / 0.011.008281.010281.003282018.11.12 19:00:00filled
2018.11.12 22:59:5917USDCHFbuy0.01 / 0.011.010282018.11.12 22:59:59filledsl 1.01028
2018.11.13 00:00:0018USDCHFbuy0.01 / 0.011.011091.009091.016092018.11.13 00:00:00filled
2018.11.13 14:00:0019USDCHFsell0.02 / 0.021.009521.011521.004522018.11.13 14:00:00filled
2018.11.14 21:59:5820USDCHFbuy0.01 / 0.011.004522018.11.14 21:59:58filledtp 1.00452
2018.11.15 01:00:0021USDCHFbuy0.01 / 0.011.006171.004171.011172018.11.15 01:00:00filled
2018.11.15 10:59:5722USDCHFsell0.01 / 0.011.004172018.11.15 10:59:57filledsl 1.00417
2018.11.15 12:00:0023USDCHFbuy0.01 / 0.011.006741.004741.011742018.11.15 12:00:00filled
2018.11.15 14:59:5824USDCHFsell0.01 / 0.011.004742018.11.15 14:59:58filledsl 1.00474
2018.11.15 18:00:0025USDCHFbuy0.01 / 0.011.006131.004131.011132018.11.15 18:00:00filled
2018.11.16 15:59:5826USDCHFsell0.01 / 0.011.004132018.11.16 15:59:58filledsl 1.00413
2018.11.16 16:00:0027USDCHFsell0.01 / 0.011.003441.005440.998442018.11.16 16:00:00filled
2018.11.19 10:59:5828USDCHFbuy0.01 / 0.010.998442018.11.19 10:59:58filledtp 0.99844
2018.11.19 13:00:0029USDCHFsell0.01 / 0.010.996940.998940.991942018.11.19 13:00:00filled
2018.11.20 10:59:5730USDCHFbuy0.01 / 0.010.991942018.11.20 10:59:57filledtp 0.99194
2018.11.21 00:00:0031USDCHFbuy0.01 / 0.010.995620.993621.000622018.11.21 00:00:00filled
2018.11.21 08:59:5832USDCHFsell0.01 / 0.010.993622018.11.21 08:59:58filledsl 0.99362
2018.11.21 13:00:0033USDCHFbuy0.01 / 0.010.995500.993501.000502018.11.21 13:00:00filled
2018.11.21 13:59:5834USDCHFsell0.01 / 0.010.993502018.11.21 13:59:58filledsl 0.99350
2018.11.21 14:00:0035USDCHFsell0.01 / 0.010.993890.995890.988892018.11.21 14:00:00filled
2018.11.23 00:00:0036USDCHFbuy0.01 / 0.010.995892018.11.23 00:00:00filledsl 0.99589
2018.11.23 03:00:0037USDCHFbuy0.01 / 0.010.994460.992460.999462018.11.23 03:00:00filled
2018.11.26 20:00:0038USDCHFsell0.02 / 0.020.998211.000210.993212018.11.26 20:00:00filled
2018.11.27 10:59:5739USDCHFbuy0.01 / 0.011.000212018.11.27 10:59:57filledsl 1.00021
2018.11.27 16:00:0040USDCHFsell0.01 / 0.010.999011.001010.994012018.11.27 16:00:00filled
2018.11.28 20:59:5841USDCHFbuy0.01 / 0.010.994012018.11.28 20:59:58filledtp 0.99401
2018.11.29 09:00:0042USDCHFbuy0.01 / 0.010.992880.990880.997882018.11.29 09:00:00filled
2018.11.30 13:59:5843USDCHFsell0.01 / 0.010.997882018.11.30 13:59:58filledtp 0.99788
2018.11.30 14:00:0044USDCHFbuy0.01 / 0.010.998060.996061.003062018.11.30 14:00:00filled
2018.11.30 23:59:5945USDCHFsell0.01 / 0.010.998742018.11.30 23:59:59filledend of test
Deals
Time Trade Symbol Type Direction Volume Price Order Commission Swap Profit Column Balance Comment
2018.11.01 00:00:001balance0.000.0010 000.0010 000.00
2018.11.01 03:00:002USDCHFsellin0.011.0075820.000.000.0010 000.00
2018.11.01 13:59:583USDCHFbuyout0.011.0025830.000.004.9910 004.99tp 1.00258
2018.11.02 02:00:004USDCHFbuyin0.011.0021740.000.000.0010 004.99
2018.11.02 10:59:585USDCHFsellout0.011.0001750.000.00-2.0010 002.99sl 1.00017
2018.11.02 11:00:006USDCHFsellin0.011.0004560.000.000.0010 002.99
2018.11.02 17:59:587USDCHFbuyout0.011.0024570.000.00-2.0010 000.99sl 1.00245
2018.11.02 21:00:008USDCHFbuyin0.011.0048080.000.000.0010 000.99
2018.11.05 00:59:579USDCHFsellout0.011.0028090.000.03-1.999 999.03sl 1.00280
2018.11.05 18:00:0010USDCHFsellin0.011.00526100.000.000.009 999.03
2018.11.07 02:59:5911USDCHFbuyout0.011.00026110.00-0.245.0010 003.79tp 1.00026
2018.11.07 18:00:0012USDCHFbuyin0.010.99943120.000.000.0010 003.79
2018.11.08 19:59:5813USDCHFsellout0.011.00443130.000.094.9810 008.86tp 1.00443
2018.11.09 13:00:0014USDCHFsellin0.011.00575140.000.000.0010 008.86
2018.11.12 08:59:5815USDCHFbuyout0.011.00775150.00-0.12-1.9810 006.76sl 1.00775
2018.11.12 19:00:0016USDCHFsellin0.011.00828160.000.000.0010 006.76
2018.11.12 22:59:5917USDCHFbuyout0.011.01028170.000.00-1.9810 004.78sl 1.01028
2018.11.13 00:00:0018USDCHFbuyin0.011.01109180.000.000.0010 004.78
2018.11.13 14:00:0019USDCHFsellin/out0.021.00952190.000.00-1.5610 003.22
2018.11.14 21:59:5820USDCHFbuyout0.011.00452200.00-0.124.9810 008.08tp 1.00452
2018.11.15 01:00:0021USDCHFbuyin0.011.00617210.000.000.0010 008.08
2018.11.15 10:59:5722USDCHFsellout0.011.00417220.000.00-1.9910 006.09sl 1.00417
2018.11.15 12:00:0023USDCHFbuyin0.011.00674230.000.000.0010 006.09
2018.11.15 14:59:5824USDCHFsellout0.011.00474240.000.00-1.9910 004.10sl 1.00474
2018.11.15 18:00:0025USDCHFbuyin0.011.00613250.000.000.0010 004.10
2018.11.16 15:59:5826USDCHFsellout0.011.00413260.000.03-1.9910 002.14sl 1.00413
2018.11.16 16:00:0027USDCHFsellin0.011.00344270.000.000.0010 002.14
2018.11.19 10:59:5828USDCHFbuyout0.010.99844280.00-0.125.0110 007.03tp 0.99844
2018.11.19 13:00:0029USDCHFsellin0.010.99694290.000.000.0010 007.03
2018.11.20 10:59:5730USDCHFbuyout0.010.99194300.00-0.125.0410 011.95tp 0.99194
2018.11.21 00:00:0031USDCHFbuyin0.010.99562310.000.000.0010 011.95
2018.11.21 08:59:5832USDCHFsellout0.010.99362320.000.00-2.0110 009.94sl 0.99362
2018.11.21 13:00:0033USDCHFbuyin0.010.99550330.000.000.0010 009.94
2018.11.21 13:59:5834USDCHFsellout0.010.99350340.000.00-2.0110 007.93sl 0.99350
2018.11.21 14:00:0035USDCHFsellin0.010.99389350.000.000.0010 007.93
2018.11.23 00:00:0036USDCHFbuyout0.010.99589360.00-0.48-2.0110 005.44sl 0.99589
2018.11.23 03:00:0037USDCHFbuyin0.010.99446370.000.000.0010 005.44
2018.11.26 20:00:0038USDCHFsellin/out0.020.99821380.000.033.7610 009.23
2018.11.27 10:59:5739USDCHFbuyout0.011.00021390.00-0.12-2.0010 007.11sl 1.00021
2018.11.27 16:00:0040USDCHFsellin0.010.99901400.000.000.0010 007.11
2018.11.28 20:59:5841USDCHFbuyout0.010.99401410.00-0.125.0310 012.02tp 0.99401
2018.11.29 09:00:0042USDCHFbuyin0.010.99288420.000.000.0010 012.02
2018.11.30 13:59:5843USDCHFsellout0.010.99788430.000.035.0110 017.06tp 0.99788
2018.11.30 14:00:0044USDCHFbuyin0.010.99806440.000.000.0010 017.06
2018.11.30 23:59:5945USDCHFsellout0.010.99874450.000.000.6810 017.74end of test
0.00 -1.23 18.97 10 017.74