Strategy Tester Report |
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MetaQuotes-Demo (Build 1653) |
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Settings |
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Expert: | stops_ha_ma | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | H1 (2017.01.01 - 2017.03.01) | |||||||||||
Inputs: | mm_type=4 | |||||||||||
stop_loss=500 | ||||||||||||
take_profit=500 | ||||||||||||
stop_type_main=0 | ||||||||||||
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 |
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History Quality: | 99% | |||||||||||
Bars: | 1008 | Ticks: | 5693882 | Symbols: | 1 | |||||||
Total Net Profit: | 168.40 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 13.00 | |||||||
Gross Profit: | 200.00 | Balance Drawdown Maximal: | 31.60 (1.02%) | Equity Drawdown Maximal: | 120.60 (3.81%) | |||||||
Gross Loss: | -31.60 | Balance Drawdown Relative: | 1.02% (31.60) | Equity Drawdown Relative: | 3.81% (120.60) | |||||||
Profit Factor: | 6.33 | Expected Payoff: | 56.13 | Margin Level: | 1427.89% | |||||||
Recovery Factor: | 1.40 | Sharpe Ratio: | 0.91 | Z-Score: | 2.47 (98.61%) | |||||||
AHPR: | 1.0186 (1.86%) | LR Correlation: | 0.76 | OnTester result: | 0 | |||||||
GHPR: | 1.0184 (1.84%) | LR Standard Error: | 41.62 | |||||||||
Total Trades: | 3 | Short Trades (won %): | 2 (50.00%) | Long Trades (won %): | 1 (100.00%) | |||||||
Total Deals: | 6 | Profit Trades (% of total): | 2 (66.67%) | Loss Trades (% of total): | 1 (33.33%) | |||||||
Largest profit trade: | 100.00 | Largest loss trade: | -31.60 | |||||||||
Average profit trade: | 100.00 | Average loss trade: | -31.60 | |||||||||
Maximum consecutive wins ($): | 1 (100.00) | Maximum consecutive losses ($): | 1 (-31.60) | |||||||||
Maximal consecutive profit (count): | 100.00 (1) | Maximal consecutive loss (count): | -31.60 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 1.00 | Correlation (Profits,MAE): | 0.99 | Correlation (MFE,MAE): | 0.9925 | |||||||
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Minimal position holding time: | 1:29:15 | Maximal position holding time: | 5:00:00 | Average position holding time: | 2:41:17 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.01.03 10:00:00 | 2 | EURUSD | sell | 0.20 / 0.20 | 1.04597 | 1.05097 | 1.04097 | 2017.01.03 10:00:00 | filled | |||
2017.01.03 11:34:38 | 3 | EURUSD | buy | 0.20 / 0.20 | 1.04097 | 2017.01.03 11:34:38 | filled | tp 1.04097 | ||||
2017.01.05 11:00:00 | 4 | EURUSD | sell | 0.20 / 0.20 | 1.05149 | 1.05649 | 1.04649 | 2017.01.05 11:00:00 | filled | |||
2017.01.05 16:00:00 | 5 | EURUSD | buy | 0.20 / 0.20 | 1.05307 | 2017.01.05 16:00:00 | filled | |||||
2017.01.05 16:00:00 | 6 | EURUSD | buy | 0.20 / 0.20 | 1.05307 | 1.04807 | 1.05807 | 2017.01.05 16:00:00 | filled | |||
2017.01.05 17:29:15 | 7 | EURUSD | sell | 0.20 / 0.20 | 1.05807 | 2017.01.05 17:29:15 | filled | tp 1.05807 | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2017.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 3 000.00 | 3 000.00 | ||||||
2017.01.03 10:00:00 | 2 | EURUSD | sell | in | 0.20 | 1.04597 | 2 | 0.00 | 0.00 | 0.00 | 3 000.00 | |
2017.01.03 11:34:38 | 3 | EURUSD | buy | out | 0.20 | 1.04097 | 3 | 0.00 | 0.00 | 100.00 | 3 100.00 | tp 1.04097 |
2017.01.05 11:00:00 | 4 | EURUSD | sell | in | 0.20 | 1.05149 | 4 | 0.00 | 0.00 | 0.00 | 3 100.00 | |
2017.01.05 16:00:00 | 5 | EURUSD | buy | out | 0.20 | 1.05307 | 5 | 0.00 | 0.00 | -31.60 | 3 068.40 | |
2017.01.05 16:00:00 | 6 | EURUSD | buy | in | 0.20 | 1.05307 | 6 | 0.00 | 0.00 | 0.00 | 3 068.40 | |
2017.01.05 17:29:15 | 7 | EURUSD | sell | out | 0.20 | 1.05807 | 7 | 0.00 | 0.00 | 100.00 | 3 168.40 | tp 1.05807 |
0.00 | 0.00 | 168.40 | 3 168.40 | |||||||||