Strategy Tester Report
FXDD-Demo (Build 1430)
Settings
Expert: Street_Smarts_Bot
Symbol: XAUUSD
Period: Daily (2011.01.01 - 2016.09.30)
Inputs: _=** Strategy Parameters:
Turtle_Soup_Type=1
Turtle_Soup_Period_Length=20
Turtle_Soup_Extremum_Offset=3
Turtle_Soup_Entry_Offset=100
Turtle_Soup_Exit_Offset=10
__=** Position Opening and Management:
Trade_Volume=0.1
Trail_Trigger=1000
Trail_Step=10
Trail_Distance=1000
Log_Level=0
Broker: FXDD
Currency: USD
Initial Deposit: 10,000.00
Leverage: 1:200
Results
History Quality: 97%
Bars: 1483 Ticks: 83824371 Symbols: 1
Total Net Profit: -225.84 Balance Drawdown Absolute: 351.76 Equity Drawdown Absolute: 511.90
Gross Profit: 1 532.73 Balance Drawdown Maximal: 676.60 (6.55%) Equity Drawdown Maximal: 937.54 (8.99%)
Gross Loss: -1 758.57 Balance Drawdown Relative: 6.55% (676.60) Equity Drawdown Relative: 8.99% (937.54)
Profit Factor: 0.87 Expected Payoff: -6.84 Margin Level: 11385.47%
Recovery Factor: -0.24 Sharpe Ratio: -0.05 Z-Score: 1.42 (84.44%)
AHPR: 0.9994 (-0.06%) LR Correlation: -0.52 OnTester result: 0
GHPR: 0.9993 (-0.07%) LR Standard Error: 145.18
Total Trades: 33 Short Trades (won %): 16 (37.50%) Long Trades (won %): 17 (58.82%)
Total Deals: 66 Profit Trades (% of total): 16 (48.48%) Loss Trades (% of total): 17 (51.52%)
Largest profit trade: 324.84 Largest loss trade: -171.13
Average profit trade: 95.80 Average loss trade: -103.45
Maximum consecutive wins ($): 3 (330.20) Maximum consecutive losses ($): 3 (-237.04)
Maximal consecutive profit (count): 330.20 (3) Maximal consecutive loss (count): -313.10 (2)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.93 Correlation (Profits,MAE): 0.61 Correlation (MFE,MAE): 0.3857
Graph
Minimal position holding time: 0:31:07 Maximal position holding time: 119:52:37 Average position holding time: 29:20:19
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2011.01.21 00:00:082XAUUSDbuy stop0.10 / 0.001353.592011.01.24 00:06:38canceled
2011.04.06 00:00:173XAUUSDsell stop0.10 / 0.001446.532011.04.07 00:00:35canceled
2011.04.18 00:48:304XAUUSDsell stop0.10 / 0.001475.242011.04.19 00:01:01canceled
2011.06.27 00:02:325XAUUSDbuy stop0.10 / 0.001511.832011.06.28 00:00:17canceled
2011.07.04 00:36:026XAUUSDbuy stop0.10 / 0.101491.652011.07.04 03:06:59filled
2011.07.07 13:38:497XAUUSDsell0.10 / 0.101524.152011.07.07 13:38:49filledsl 1524.15
2011.07.13 00:00:378XAUUSDsell stop0.10 / 0.001556.802011.07.14 00:00:02canceled
2011.07.26 00:00:119XAUUSDsell stop0.10 / 0.101608.792011.07.26 10:31:28filled
2011.07.27 04:30:3510XAUUSDbuy0.10 / 0.101623.402011.07.27 04:30:35filledsl 1623.40
2011.08.19 00:00:0411XAUUSDsell stop0.10 / 0.001813.802011.08.22 01:06:06canceled
2011.10.26 00:00:0712XAUUSDsell stop0.10 / 0.001693.772011.10.27 00:00:06canceled
2011.11.04 00:00:08SeptemberXAUUSDsell stop0.10 / 0.101751.352011.11.04 15:15:36filled
2011.11.07 04:50:1714XAUUSDbuy0.10 / 0.101767.652011.11.07 04:50:17filledsl 1767.65
2011.12.13 02:32:0415XAUUSDbuy stop0.10 / 0.101667.232011.12.13 13:03:35filled
2011.12.13 17:28:2616XAUUSDsell0.10 / 0.101667.792011.12.13 17:28:26filledsl 1667.79
2011.12.13 17:28:4617XAUUSDbuy stop0.10 / 0.101667.232011.12.13 17:29:13filled
2011.12.13 21:22:3418XAUUSDsell0.10 / 0.101651.002011.12.13 21:22:34filledsl 1651.00
2011.12.13 21:22:3419XAUUSDbuy stop0.10 / 0.001667.232011.12.14 00:00:01canceled
2011.12.29 00:03:3120XAUUSDbuy stop0.10 / 0.101561.152011.12.29 01:13:14filled
2011.12.29 09:07:0021XAUUSDsell0.10 / 0.101549.152011.12.29 09:07:00filledsl 1549.15
2011.12.29 09:07:0422XAUUSDbuy stop0.10 / 0.001561.152011.12.30 00:00:32canceled
2012.02.23 00:00:0523XAUUSDsell stop0.10 / 0.001761.972012.02.24 00:00:03canceled
2012.03.01 00:00:0824XAUUSDbuy stop0.10 / 0.101705.542012.03.01 02:11:02filled
2012.03.01 08:59:2625XAUUSDsell0.10 / 0.101714.852012.03.01 08:59:26filledsl 1714.85
2012.03.01 15:36:3926XAUUSDbuy stop0.10 / 0.101705.542012.03.01 15:37:18filled
2012.03.01 17:50:4527XAUUSDsell0.10 / 0.101714.782012.03.01 17:50:45filledsl 1714.78
2012.03.07 00:00:0528XAUUSDbuy stop0.10 / 0.001689.572012.03.08 00:00:11canceled
2012.04.05 00:00:0029XAUUSDbuy stop0.10 / 0.101628.892012.04.05 10:57:24filled
2012.04.09 04:13:3330XAUUSDsell0.10 / 0.101637.052012.04.09 04:13:33filledsl 1637.05
2012.05.09 00:00:0331XAUUSDbuy stop0.10 / 0.001623.952012.05.10 00:00:03canceled
2012.08.22 00:00:0132XAUUSDsell stop0.10 / 0.001628.482012.08.23 00:00:05canceled
2012.09.03 00:58:0433XAUUSDsell stop0.10 / 0.001675.652012.09.04 00:02:35canceled
2012.10.22 00:58:0834XAUUSDbuy stop0.10 / 0.001729.642012.10.23 00:00:03canceled
2012.11.05 00:57:0235XAUUSDbuy stop0.10 / 0.001699.572012.11.06 00:00:59canceled
2012.11.26 00:56:0036XAUUSDsell stop0.10 / 0.001737.902012.11.27 00:00:08canceled
2012.12.19 00:00:1837XAUUSDbuy stop0.10 / 0.001684.472012.12.20 00:00:16canceled
2013.02.12 00:57:0038XAUUSDbuy stop0.10 / 0.101652.932013.02.12 19:09:28filled
2013.02.14 15:23:3739XAUUSDsell0.10 / 0.101638.952013.02.14 15:23:37filledsl 1638.95
2013.04.04 00:01:0040XAUUSDbuy stop0.10 / 0.001562.452013.04.05 00:51:06canceled
2013.04.15 00:52:0041XAUUSDbuy stop0.10 / 0.001541.102013.04.16 00:00:02canceled
2013.06.20 00:00:0042XAUUSDbuy stop0.10 / 0.001355.502013.06.21 00:00:05canceled
2013.07.23 00:00:0843XAUUSDsell stop0.10 / 0.001300.402013.07.24 17:45:08canceled
2013.08.16 00:47:0844XAUUSDsell stop0.10 / 0.001345.622013.08.19 00:47:08canceled
2013.08.26 00:47:0845XAUUSDsell stop0.10 / 0.001383.402013.08.27 00:46:04canceled
2013.10.02 00:45:0146XAUUSDbuy stop0.10 / 0.101292.752013.10.02 05:25:44filled
2013.10.02 18:24:1647XAUUSDsell0.10 / 0.101313.842013.10.02 18:24:16filledsl 1313.84
2013.10.14 00:45:0648XAUUSDbuy stop0.10 / 0.101278.852013.10.14 13:17:05filled
2013.10.14 17:59:4249XAUUSDsell0.10 / 0.101279.942013.10.14 17:59:42filledsl 1279.94
2013.10.14 18:41:3050XAUUSDbuy stop0.10 / 0.101278.852013.10.14 18:42:54filled
2013.10.15 11:31:1551XAUUSDsell0.10 / 0.101261.792013.10.15 11:31:15filledsl 1261.79
2013.11.21 00:43:0852XAUUSDbuy stop0.10 / 0.001262.252013.11.22 00:43:03canceled
2013.12.03 00:43:0053XAUUSDbuy stop0.10 / 0.001228.442013.12.04 00:43:01canceled
2013.12.20 00:43:0954XAUUSDbuy stop0.10 / 0.001212.652013.12.23 00:42:01canceled
2014.02.12 00:41:0655XAUUSDsell stop0.10 / 0.001277.942014.02.13 00:41:00canceled
2014.02.25 00:40:0156XAUUSDsell stop0.10 / 0.001330.992014.02.26 00:40:31canceled
2014.03.13 00:00:0257XAUUSDsell stop0.10 / 0.001353.672014.03.14 00:00:04canceled
2014.03.25 00:00:1358XAUUSDbuy stop0.10 / 0.001319.782014.03.26 00:00:04canceled
2014.05.28 00:00:0359XAUUSDbuy stop0.10 / 0.001275.182014.05.29 00:00:01canceled
2014.06.20 00:00:0160XAUUSDsell stop0.10 / 0.001302.492014.06.23 00:58:02canceled
2014.07.01 00:00:1461XAUUSDsell stop0.10 / 0.101324.752014.07.01 09:56:15filled
2014.07.03 16:45:3962XAUUSDbuy0.10 / 0.101320.402014.07.03 16:45:39filledsl 1320.40
2014.07.11 00:58:3263XAUUSDsell stop0.10 / 0.001331.432014.07.14 00:59:00canceled
2014.08.01 00:58:0064XAUUSDbuy stop0.10 / 0.101288.522014.08.01 15:29:28filled
2014.08.08 14:59:3565XAUUSDsell0.10 / 0.101312.502014.08.08 14:59:35filledsl 1312.50
2014.08.22 00:57:0766XAUUSDbuy stop0.10 / 0.101281.372014.08.22 11:46:44filled
2014.08.29 11:39:2167XAUUSDsell0.10 / 0.101286.362014.08.29 11:39:21filledsl 1286.36
2014.09.03 00:56:0068XAUUSDbuy stop0.10 / 0.001273.912014.09.04 00:56:04canceled
2014.10.16 01:00:0269XAUUSDsell stop0.10 / 0.101238.282014.10.16 03:10:04filled
2014.10.21 07:40:1970XAUUSDbuy0.10 / 0.101249.692014.10.21 07:40:19filledsl 1249.69
2014.11.03 01:54:0171XAUUSDbuy stop0.10 / 0.001183.932014.11.04 00:00:02canceled
2014.12.02 00:00:0772XAUUSDsell stop0.10 / 0.101206.662014.12.02 02:39:28filled
2014.12.02 16:15:4073XAUUSDbuy0.10 / 0.101202.212014.12.02 16:15:40filledsl 1202.21
2014.12.10 00:00:0074XAUUSDsell stop0.10 / 0.001220.082014.12.11 00:00:08canceled
2015.01.13 00:00:0475XAUUSDsell stop0.10 / 0.101231.612015.01.13 02:34:16filled
2015.01.13 04:13:3976XAUUSDbuy0.10 / 0.101235.892015.01.13 04:13:39filledsl 1235.89
2015.01.13 04:13:4477XAUUSDsell stop0.10 / 0.101231.612015.01.13 17:58:05filled
2015.01.14 16:59:3878XAUUSDbuy0.10 / 0.101244.192015.01.14 16:59:38filledsl 1244.19
2015.02.12 00:00:0379XAUUSDbuy stop0.10 / 0.101225.932015.02.12 11:17:28filled
2015.02.17 07:04:3280XAUUSDsell0.10 / 0.101226.632015.02.17 07:04:32filledsl 1226.63
2015.03.09 00:50:0881XAUUSDbuy stop0.10 / 0.001191.242015.03.10 00:49:00canceled
2015.05.14 00:50:0482XAUUSDsell stop0.10 / 0.101213.892015.05.14 02:28:16filled
2015.05.14 09:46:4083XAUUSDbuy0.10 / 0.101218.922015.05.14 09:46:40filledsl 1218.92
2015.05.14 09:46:4584XAUUSDsell stop0.10 / 0.101213.892015.05.14 11:25:36filled
2015.05.14 12:59:2785XAUUSDbuy0.10 / 0.101218.922015.05.14 12:59:27filledsl 1218.92
2015.05.14 12:59:3186XAUUSDsell stop0.10 / 0.001213.892015.05.15 00:52:12canceled
2015.06.05 00:50:0487XAUUSDbuy stop0.10 / 0.001179.762015.06.08 00:00:34canceled
2015.08.20 00:45:0688XAUUSDsell stop0.10 / 0.001125.692015.08.21 00:00:08canceled
2015.09.25 00:44:0589XAUUSDsell stop0.10 / 0.101146.852015.09.25 06:08:30filled
2015.09.29 16:33:3890XAUUSDbuy0.10 / 0.101134.612015.09.29 16:33:38filledsl 1134.61
2015.10.12 00:44:3891XAUUSDsell stop0.10 / 0.101155.602015.10.12 00:48:37filled
2015.10.12 08:23:1392XAUUSDbuy0.10 / 0.101159.702015.10.12 08:23:13filledsl 1159.70
2015.10.12 08:23:2193XAUUSDsell stop0.10 / 0.001155.602015.10.13 00:43:08canceled
2015.11.30 01:42:0894XAUUSDbuy stop0.10 / 0.101065.972015.11.30 20:49:22filled
2015.12.02 20:08:2795XAUUSDsell0.10 / 0.101052.602015.12.02 20:08:27filledsl 1052.60
2016.01.07 00:00:0696XAUUSDsell stop0.10 / 0.001085.552016.01.08 00:00:01canceled
2016.01.27 00:00:0197XAUUSDsell stop0.10 / 0.001111.372016.01.28 00:00:00canceled
2016.03.04 00:00:0398XAUUSDsell stop0.10 / 0.101262.272016.03.04 01:06:21filled
2016.03.04 10:53:2699XAUUSDbuy0.10 / 0.101268.372016.03.04 10:53:26filledsl 1268.37
2016.03.04 10:53:27100XAUUSDsell stop0.10 / 0.101262.272016.03.04 15:18:32filled
2016.03.04 15:49:39101XAUUSDbuy0.10 / 0.101260.912016.03.04 15:49:39filledsl 1260.91
2016.03.04 15:51:33102XAUUSDsell stop0.10 / 0.101262.272016.03.04 15:52:39filled
2016.03.04 16:41:05103XAUUSDbuy0.10 / 0.101274.792016.03.04 16:41:05filledsl 1274.79
2016.03.04 16:41:15104XAUUSDsell stop0.10 / 0.101262.272016.03.04 20:52:30filled
2016.03.09 17:38:39105XAUUSDbuy0.10 / 0.101253.592016.03.09 17:38:39filledsl 1253.59
2016.05.02 00:00:08106XAUUSDsell stop0.10 / 0.001269.212016.05.05 00:01:01canceled
2016.05.25 00:00:31107XAUUSDbuy stop0.10 / 0.101228.412016.05.25 01:10:51filled
2016.05.25 02:13:16108XAUUSDsell0.10 / 0.101226.152016.05.25 02:13:16filledsl 1226.15
2016.05.25 02:13:22109XAUUSDbuy stop0.10 / 0.101228.412016.05.25 04:00:33filled
2016.05.25 09:25:38110XAUUSDsell0.10 / 0.101223.172016.05.25 09:25:38filledsl 1223.17
2016.05.25 09:25:43111XAUUSDbuy stop0.10 / 0.001228.412016.05.26 00:00:38canceled
2016.06.27 01:00:06112XAUUSDsell stop0.10 / 0.001314.562016.06.28 00:00:38canceled
2016.07.07 00:00:30113XAUUSDsell stop0.10 / 0.101357.402016.07.07 16:06:41filled
2016.07.08 15:40:17114XAUUSDbuy0.10 / 0.101345.892016.07.08 15:40:17filledsl 1345.89
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2011.01.01 00:00:001balance0.000.0010,000.0010,000.00
2011.07.04 03:06:592XAUUSDbuyin0.101491.6560.000.000.0010,000.00
2011.07.07 13:38:493XAUUSDsellout0.101524.1570.00-0.16325.0010 324.84sl 1524.15
2011.07.26 10:31:284XAUUSDsellin0.101608.7990.000.000.0010 324.84
2011.07.27 04:30:355XAUUSDbuyout0.101623.47100.000.03-146.8010 178.07sl 1623.40
2011.11.04 15:15:366XAUUSDsellin0.101751.24September0.000.000.0010 178.07
2011.11.07 04:50:177XAUUSDbuyout0.101767.72140.000.04-164.8010 013.31sl 1767.65
2011.12.13 13:03:358XAUUSDbuyin0.101667.25150.000.000.0010 013.31
2011.12.13 17:28:269XAUUSDsellout0.101667.71160.000.004.6010 017.91sl 1667.79
2011.12.13 17:29:1310XAUUSDbuyin0.101667.23170.000.000.0010 017.91
2011.12.13 21:22:3411XAUUSDsellout0.101650.97180.000.00-162.609 855.31sl 1651.00
2011.12.29 01:13:1412XAUUSDbuyin0.101561.15200.000.000.009 855.31
2011.12.29 09:07:00SeptemberXAUUSDsellout0.101546.10210.000.00-150.509 704.81sl 1549.15
2012.03.01 02:11:0214XAUUSDbuyin0.101705.64240.000.000.009 704.81
2012.03.01 08:59:2615XAUUSDsellout0.101714.81250.000.0091.709 796.51sl 1714.85
2012.03.01 15:37:1816XAUUSDbuyin0.101705.57260.000.000.009 796.51
2012.03.01 17:50:4517XAUUSDsellout0.101714.77270.000.0092.009 888.51sl 1714.78
2012.04.05 10:57:2418XAUUSDbuyin0.101628.91290.000.000.009 888.51
2012.04.09 04:13:3319XAUUSDsellout0.101637.04300.00-0.0881.309 969.73sl 1637.05
2013.02.12 19:09:2820XAUUSDbuyin0.101652.95380.000.000.009 969.73
2013.02.14 15:23:3721XAUUSDsellout0.101638.94390.00-0.15-140.109 829.48sl 1638.95
2013.10.02 05:25:4422XAUUSDbuyin0.101292.80460.000.000.009 829.48
2013.10.02 18:24:1623XAUUSDsellout0.101313.84470.000.00210.4010 039.88sl 1313.84
2013.10.14 13:17:0524XAUUSDbuyin0.101278.88480.000.000.0010 039.88
2013.10.14 17:59:4225XAUUSDsellout0.101279.94490.000.0010.6010 050.48sl 1279.94
2013.10.14 18:42:5426XAUUSDbuyin0.101278.85500.000.000.0010 050.48
2013.10.15 11:31:1527XAUUSDsellout0.101261.74510.00-0.03-171.109 879.35sl 1261.79
2014.07.01 09:56:1528XAUUSDsellin0.101324.74610.000.000.009 879.35
2014.07.03 16:45:3929XAUUSDbuyout0.101320.42620.000.1143.209 922.66sl 1320.40
2014.08.01 15:29:2830XAUUSDbuyin0.101288.58640.000.000.009 922.66
2014.08.08 14:59:3531XAUUSDsellout0.101312.46650.00-0.21238.8010 161.25sl 1312.50
2014.08.22 11:46:4432XAUUSDbuyin0.101281.39660.000.000.0010 161.25
2014.08.29 11:39:2133XAUUSDsellout0.101286.24670.00-0.2048.5010 209.55sl 1286.36
2014.10.16 03:10:0434XAUUSDsellin0.101238.25690.000.000.0010 209.55
2014.10.21 07:40:1935XAUUSDbuyout0.101249.70700.000.06-114.5010 095.11sl 1249.69
2014.12.02 02:39:2836XAUUSDsellin0.101206.64720.000.000.0010 095.11
2014.12.02 16:15:4037XAUUSDbuyout0.101202.23730.000.0044.1010 139.21sl 1202.21
2015.01.13 02:34:1638XAUUSDsellin0.101231.61750.000.000.0010 139.21
2015.01.13 04:13:3939XAUUSDbuyout0.101235.91760.000.00-43.0010 096.21sl 1235.89
2015.01.13 17:58:0540XAUUSDsellin0.101231.60770.000.000.0010 096.21
2015.01.14 16:59:3841XAUUSDbuyout0.101244.19780.000.02-125.909 970.33sl 1244.19
2015.02.12 11:17:2842XAUUSDbuyin0.101225.94790.000.000.009 970.33
2015.02.17 07:04:3243XAUUSDsellout0.101226.54800.00-0.096.009 976.24sl 1226.63
2015.05.14 02:28:1644XAUUSDsellin0.101213.86820.000.000.009 976.24
2015.05.14 09:46:4045XAUUSDbuyout0.101218.93830.000.00-50.709 925.54sl 1218.92
2015.05.14 11:25:3646XAUUSDsellin0.101213.87840.000.000.009 925.54
2015.05.14 12:59:2747XAUUSDbuyout0.101218.93850.000.00-50.609 874.94sl 1218.92
2015.09.25 06:08:3048XAUUSDsellin0.101146.85890.000.000.009 874.94
2015.09.29 16:33:3849XAUUSDbuyout0.101134.63900.000.04122.209 997.18sl 1134.61
2015.10.12 00:48:3750XAUUSDsellin0.101155.57910.000.000.009 997.18
2015.10.12 08:23:1351XAUUSDbuyout0.101159.71920.000.00-41.409 955.78sl 1159.70
2015.11.30 20:49:2252XAUUSDbuyin0.101065.99940.000.000.009 955.78
2015.12.02 20:08:2753XAUUSDsellout0.101052.57950.00-0.04-134.209 821.54sl 1052.60
2016.03.04 01:06:2154XAUUSDsellin0.101262.23980.000.000.009 821.54
2016.03.04 10:53:2655XAUUSDbuyout0.101268.37990.000.00-61.409 760.14sl 1268.37
2016.03.04 15:18:3256XAUUSDsellin0.101262.251000.000.000.009 760.14
2016.03.04 15:49:3957XAUUSDbuyout0.101260.921010.000.0013.309 773.44sl 1260.91
2016.03.04 15:52:3958XAUUSDsellin0.101262.271020.000.000.009 773.44
2016.03.04 16:41:0559XAUUSDbuyout0.101274.791030.000.00-125.209 648.24sl 1274.79
2016.03.04 20:52:3060XAUUSDsellin0.101262.271040.000.000.009 648.24
2016.03.09 17:38:3961XAUUSDbuyout0.101253.611050.000.0986.609 734.93sl 1253.59
2016.05.25 01:10:5162XAUUSDbuyin0.101228.421070.000.000.009 734.93
2016.05.25 02:13:1663XAUUSDsellout0.101226.101080.000.00-23.209 711.73sl 1226.15
2016.05.25 04:00:3364XAUUSDbuyin0.101228.421090.000.000.009 711.73
2016.05.25 09:25:3865XAUUSDsellout0.101223.171100.000.00-52.509 659.23sl 1223.17
2016.07.07 16:06:4166XAUUSDsellin0.101357.401130.000.000.009 659.23
2016.07.08 15:40:1767XAUUSDbuyout0.101345.911140.000.03114.909 774.16sl 1345.89
0.00 -0.54 -225.30 9 774.16