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=1 | ||||||||||||
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: | 26.27 | Margin Level: | 949.20% | |||||||
Recovery Factor: | 1.83 | Sharpe Ratio: | 1.21 | Z-Score: | 1.73 (91.64%) | |||||||
AHPR: | 1.0085 (0.85%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
GHPR: | 1.0085 (0.85%) | LR Standard Error: | 20.18 | |||||||||
Total Trades: | 8 | Short Trades (won %): | 5 (80.00%) | Long Trades (won %): | 3 (100.00%) | |||||||
Total Deals: | 11 | Profit Trades (% of total): | 7 (87.50%) | Loss Trades (% of total): | 1 (12.50%) | |||||||
Largest profit trade: | 40.00 | Largest loss trade: | -30.02 | |||||||||
Average profit trade: | 34.31 | Average loss trade: | -30.02 | |||||||||
Maximum consecutive wins ($): | 4 (133.83) | Maximum consecutive losses ($): | 1 (-30.02) | |||||||||
Maximal consecutive profit (count): | 133.83 (4) | Maximal consecutive loss (count): | -30.02 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | -1.00 | Correlation (Profits,MAE): | 0.98 | Correlation (MFE,MAE): | -0.9765 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 1:29:15 | Maximal position holding time: | 5:00:00 | Average position holding time: | 2:41:17 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.01.03 10:00:00 | 2 | EURUSD | sell | 0.30 / 0.30 | 1.04597 | 2017.01.03 10:00:00 | filled | |||||
2017.01.03 10:00:00 | 3 | EURUSD | buy stop | 0.11 / 0.00 | 1.04847 | 2017.01.03 10:21:32 | canceled | |||||
2017.01.03 10:00:00 | 4 | EURUSD | buy limit | 0.11 / 0.11 | 1.04347 | 2017.01.03 10:21:32 | filled | |||||
2017.01.03 10:33:40 | 5 | EURUSD | buy | 0.11 / 0.11 | 1.04247 | 2017.01.03 10:33:40 | filled | |||||
2017.01.03 11:34:38 | 6 | EURUSD | buy | 0.08 / 0.08 | 1.04097 | 2017.01.03 11:34:38 | filled | |||||
2017.01.05 11:00:00 | 7 | EURUSD | sell | 0.30 / 0.30 | 1.05149 | 2017.01.05 11:00:00 | filled | |||||
2017.01.05 11:00:00 | 8 | EURUSD | buy stop | 0.11 / 0.00 | 1.05399 | 2017.01.05 12:58:27 | canceled | |||||
2017.01.05 11:00:00 | 9 | EURUSD | buy limit | 0.11 / 0.11 | 1.04899 | 2017.01.05 12:58:27 | filled | |||||
2017.01.05 16:00:00 | 10 | EURUSD | buy | 0.19 / 0.19 | 1.05307 | 2017.01.05 16:00:00 | filled | |||||
2017.01.05 16:00:00 | 11 | EURUSD | buy | 0.30 / 0.30 | 1.05307 | 2017.01.05 16:00:00 | filled | |||||
2017.01.05 16:00:00 | 12 | EURUSD | sell stop | 0.11 / 0.00 | 1.05057 | 2017.01.05 17:09:40 | canceled | |||||
2017.01.05 16:00:00 | 13 | EURUSD | sell limit | 0.11 / 0.11 | 1.05557 | 2017.01.05 17:09:40 | filled | |||||
2017.01.05 17:28:47 | 14 | EURUSD | sell | 0.11 / 0.11 | 1.05660 | 2017.01.05 17:28:47 | filled | |||||
2017.01.05 17:29:15 | 15 | EURUSD | sell | 0.08 / 0.08 | 1.05807 | 2017.01.05 17:29:15 | filled | |||||
Deals |
||||||||||||
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 | 0.30 | 1.04597 | 2 | 0.00 | 0.00 | 0.00 | 3 000.00 | |
2017.01.03 10:21:32 | 3 | EURUSD | buy | out | 0.11 | 1.04347 | 4 | 0.00 | 0.00 | 27.50 | 3 027.50 | |
2017.01.03 10:33:40 | 4 | EURUSD | buy | out | 0.11 | 1.04247 | 5 | 0.00 | 0.00 | 38.50 | 3 066.00 | |
2017.01.03 11:34:38 | 5 | EURUSD | buy | out | 0.08 | 1.04097 | 6 | 0.00 | 0.00 | 40.00 | 3 106.00 | |
2017.01.05 11:00:00 | 6 | EURUSD | sell | in | 0.30 | 1.05149 | 7 | 0.00 | 0.00 | 0.00 | 3 106.00 | |
2017.01.05 12:58:27 | 7 | EURUSD | buy | out | 0.11 | 1.04896 | 9 | 0.00 | 0.00 | 27.83 | 3 133.83 | |
2017.01.05 16:00:00 | 8 | EURUSD | buy | out | 0.19 | 1.05307 | 10 | 0.00 | 0.00 | -30.02 | 3 103.81 | |
2017.01.05 16:00:00 | 9 | EURUSD | buy | in | 0.30 | 1.05307 | 11 | 0.00 | 0.00 | 0.00 | 3 103.81 | |
2017.01.05 17:09:40 | 10 | EURUSD | sell | out | 0.11 | 1.05557 | 13 | 0.00 | 0.00 | 27.50 | 3 131.31 | |
2017.01.05 17:28:47 | 11 | EURUSD | sell | out | 0.11 | 1.05660 | 14 | 0.00 | 0.00 | 38.83 | 3 170.14 | |
2017.01.05 17:29:15 | 12 | EURUSD | sell | out | 0.08 | 1.05807 | 15 | 0.00 | 0.00 | 40.00 | 3 210.14 | |
0.00 | 0.00 | 210.14 | 3 210.14 | |||||||||