Strategy Tester Report
MetaQuotes-Demo (Build 1653)
Settings
Expert: stops_ha_ma
Symbol: EURUSD
Period: H1 (2017.01.01 - 2017.02.01)
Inputs: stop_loss=500
take_profit=500
stop_type_main=0
stop_loss1=250
take_profit1=250
stop_type1=2
stop_loss2=350
take_profit2=350
stop_type2=1
maperiod=14
mamethod=0
maapplied=1
signal_bar=1
time_range_enabled=true
time_range_start=0
time_range_end=0
time_days_enabled=true
sunday_enabled=false
monday_enabled=true
tuesday_enabled=true
wednesday_enabled=true
thursday_enabled=true
friday_enabled=false
saturday_enabled=false
timer_enabled=true
timer_minutes=10080
time_intraday_set=1
time_intraday_gmt=0
intraday1_hour_start=8
intraday1_minute_start=0
intraday1_hour_end=17
intraday1_minute_end=0
intraday2_hour1_start=8
intraday2_minute1_start=0
intraday2_hour1_end=12
intraday2_minute1_end=0
intraday2_hour2_start=13
intraday2_minute2_start=0
intraday2_hour2_end=17
intraday2_minute2_end=0
Broker: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 3 000.00
Leverage: 1:100
Results
History Quality: 99%
Bars: 528 Ticks: 3215510 Symbols: 1
Total Net Profit: 210.14 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 19.50
Gross Profit: 240.16 Balance Drawdown Maximal: 30.02 (0.96%) Equity Drawdown Maximal: 114.57 (3.59%)
Gross Loss: -30.02 Balance Drawdown Relative: 0.96% (30.02) Equity Drawdown Relative: 3.59% (114.57)
Profit Factor: 8.00 Expected Payoff: 19.10 Margin Level: 949.84%
Recovery Factor: 1.83 Sharpe Ratio: 0.87 Z-Score: 1.77 (92.33%)
AHPR: 1.0137 (1.37%) LR Correlation: 0.94 OnTester result: 0
GHPR: 1.0062 (0.62%) LR Standard Error: 1 844.64
Total Trades: 11 Short Trades (won %): 6 (83.33%) Long Trades (won %): 5 (100.00%)
Total Deals: 17 Profit Trades (% of total): 10 (90.91%) Loss Trades (% of total): 1 (9.09%)
Largest profit trade: 40.00 Largest loss trade: -30.02
Average profit trade: 24.02 Average loss trade: -30.02
Maximum consecutive wins ($): 6 (133.83) Maximum consecutive losses ($): 1 (-30.02)
Maximal consecutive profit (count): 133.83 (6) Maximal consecutive loss (count): -30.02 (1)
Average consecutive wins: 5 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.69 Correlation (Profits,MAE): -0.01 Correlation (MFE,MAE): -0.7219
Graph
Minimal position holding time: 1:29:15 Maximal position holding time: 5:00:00 Average position holding time: 1:20:38
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.03 10:00:002EURUSDsell0.30 / 0.301.045971.050971.040972017.01.03 10:00:00filled
2017.01.03 10:00:003EURUSDbuy stop0.11 / 0.001.048472017.01.03 10:21:32canceled
2017.01.03 10:00:004EURUSDbuy limit0.11 / 0.111.043472017.01.03 10:21:32filled
2017.01.03 10:21:325EURUSDclose by0.11 / 0.111.043472017.01.03 10:21:32filledclose #2 by #4
2017.01.03 10:33:406EURUSDbuy0.11 / 0.111.042472017.01.03 10:33:40filled
2017.01.03 11:34:387EURUSDbuy0.08 / 0.081.040972017.01.03 11:34:38filledtp 1.04097
2017.01.05 11:00:008EURUSDsell0.30 / 0.301.051491.056491.046492017.01.05 11:00:00filled
2017.01.05 11:00:009EURUSDbuy stop0.11 / 0.001.053992017.01.05 12:58:27canceled
2017.01.05 11:00:0010EURUSDbuy limit0.11 / 0.111.048992017.01.05 12:58:27filled
2017.01.05 12:58:2711EURUSDclose by0.11 / 0.111.048962017.01.05 12:58:27filledclose #8 by #10
2017.01.05 16:00:0012EURUSDbuy0.19 / 0.191.053072017.01.05 16:00:00filled
2017.01.05 16:00:0013EURUSDbuy0.30 / 0.301.053071.048071.058072017.01.05 16:00:00filled
2017.01.05 16:00:0014EURUSDsell stop0.11 / 0.001.050572017.01.05 17:09:40canceled
2017.01.05 16:00:0015EURUSDsell limit0.11 / 0.111.055572017.01.05 17:09:40filled
2017.01.05 17:09:4016EURUSDclose by0.11 / 0.111.055572017.01.05 17:09:40filledclose #13 by #15
2017.01.05 17:28:4717EURUSDsell0.11 / 0.111.056602017.01.05 17:28:47filled
2017.01.05 17:29:1518EURUSDsell0.08 / 0.081.058072017.01.05 17:29:15filledtp 1.05807
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.01.01 00:00:001balance0.000.003 000.003 000.00
2017.01.03 10:00:002EURUSDsellin0.301.0459720.000.000.003 000.00
2017.01.03 10:21:323EURUSDbuyin0.111.0434740.000.000.003 000.00
2017.01.03 10:21:324EURUSDbuyout by0.111.0434750.000.0027.503 027.50close #2 by #4
2017.01.03 10:21:325EURUSDsellout by0.111.0459750.000.000.003 027.50close #2 by #4
2017.01.03 10:33:406EURUSDbuyout0.111.0424760.000.0038.503 066.00
2017.01.03 11:34:387EURUSDbuyout0.081.0409770.000.0040.003 106.00tp 1.04097
2017.01.05 11:00:008EURUSDsellin0.301.0514980.000.000.003 106.00
2017.01.05 12:58:279EURUSDbuyin0.111.04896100.000.000.003 106.00
2017.01.05 12:58:2710EURUSDbuyout by0.111.04896110.000.0027.833 133.83close #8 by #10
2017.01.05 12:58:2711EURUSDsellout by0.111.05149110.000.000.003 133.83close #8 by #10
2017.01.05 16:00:0012EURUSDbuyout0.191.05307120.000.00-30.023 103.81
2017.01.05 16:00:0013EURUSDbuyin0.301.05307130.000.000.003 103.81
2017.01.05 17:09:4014EURUSDsellin0.111.05557150.000.000.003 103.81
2017.01.05 17:09:4016EURUSDbuyout by0.111.05307160.000.000.003 103.81close #13 by #15
2017.01.05 17:09:4015EURUSDsellout by0.111.05557160.000.0027.503 131.31close #13 by #15
2017.01.05 17:28:4717EURUSDsellout0.111.05660170.000.0038.833 170.14
2017.01.05 17:29:1518EURUSDsellout0.081.05807180.000.0040.003 210.14tp 1.05807
0.00 0.00 210.14 3 210.14