Strategy Tester Report |
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MetaQuotes-Demo (Build 1430) |
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Settings |
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Expert: | Street_Smarts_Bot | |||||||||||
Symbol: | USDJPY | |||||||||||
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=700 | ||||||||||||
Trail_Step=10 | ||||||||||||
Trail_Distance=300 | ||||||||||||
Log_Level=0 | ||||||||||||
Broker: | MetaQuotes Software Corp. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10,000.00 | |||||||||||
Leverage: | 1:200 | |||||||||||
Results |
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History Quality: | 98% | |||||||||||
Bars: | 1493 | Ticks: | 111697833 | Symbols: | 1 | |||||||
Total Net Profit: | 450.60 | Balance Drawdown Absolute: | 116.70 | Equity Drawdown Absolute: | 131.73 | |||||||
Gross Profit: | 624.50 | Balance Drawdown Maximal: | 116.70 (1.17%) | Equity Drawdown Maximal: | 173.36 (1.73%) | |||||||
Gross Loss: | -173.90 | Balance Drawdown Relative: | 1.17% (116.70) | Equity Drawdown Relative: | 1.73% (173.36) | |||||||
Profit Factor: | 3.59 | Expected Payoff: | 34.66 | Margin Level: | 19736.54% | |||||||
Recovery Factor: | 2.60 | Sharpe Ratio: | 0.61 | Z-Score: | -0.03 (2.39%) | |||||||
AHPR: | 1.0034 (0.34%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
GHPR: | 1.0034 (0.34%) | LR Standard Error: | 63.00 | |||||||||
Total Trades: | September | Short Trades (won %): | 8 (75.00%) | Long Trades (won %): | 5 (60.00%) | |||||||
Total Deals: | 26 | Profit Trades (% of total): | 9 (69.23%) | Loss Trades (% of total): | 4 (30.77%) | |||||||
Largest profit trade: | 111.28 | Largest loss trade: | -62.01 | |||||||||
Average profit trade: | 69.39 | Average loss trade: | -43.47 | |||||||||
Maximum consecutive wins ($): | 6 (426.72) | Maximum consecutive losses ($): | 2 (-116.70) | |||||||||
Maximal consecutive profit (count): | 426.72 (6) | Maximal consecutive loss (count): | -116.70 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.95 | Correlation (Profits,MAE): | 0.13 | Correlation (MFE,MAE): | 0.0085 | |||||||
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Minimal position holding time: | 0:00:00 | Maximal position holding time: | 0:00:00 | Average position holding time: | 0:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2011.02.02 00:00:01 | 2 | USDJPY | buy stop | 0.10 / 0.10 | 81.708 | 2011.02.02 17:30:39 | filled | |||||
2011.02.04 14:30:27 | 3 | USDJPY | sell | 0.10 / 0.10 | 81.297 | 2011.02.04 14:30:27 | filled | sl 81.297 | ||||
2011.02.11 00:00:14 | 4 | USDJPY | sell stop | 0.10 / 0.00 | 83.096 | 2011.02.14 00:00:07 | canceled | |||||
2011.04.04 00:00:05 | 5 | USDJPY | sell stop | 0.10 / 0.00 | 83.187 | 2011.04.05 00:00:07 | canceled | |||||
2011.07.13 00:00:03 | 6 | USDJPY | buy stop | 0.10 / 0.00 | 80.109 | 2011.07.14 00:00:02 | canceled | |||||
2011.11.01 00:00:05 | 7 | USDJPY | sell stop | 0.10 / 0.00 | 77.380 | 2011.11.02 00:00:04 | canceled | |||||
2012.01.02 00:00:08 | 8 | USDJPY | buy stop | 0.10 / 0.00 | 77.233 | 2012.01.03 00:00:03 | canceled | |||||
2012.01.31 00:00:04 | 9 | USDJPY | buy stop | 0.10 / 0.00 | 76.645 | 2012.02.01 00:00:03 | canceled | |||||
2012.02.15 00:00:05 | 10 | USDJPY | sell stop | 0.10 / 0.10 | 78.177 | 2012.02.15 19:56:36 | filled | |||||
2012.02.16 09:00:14 | 11 | USDJPY | buy | 0.10 / 0.10 | 78.661 | 2012.02.16 09:00:14 | filled | sl 78.661 | ||||
2012.03.05 00:00:05 | 12 | USDJPY | sell stop | 0.10 / 0.10 | 81.475 | 2012.03.05 06:06:59 | filled | |||||
2012.03.06 22:30:06 | September | USDJPY | buy | 0.10 / 0.10 | 80.900 | 2012.03.06 22:30:06 | filled | sl 80.900 | ||||
2012.03.12 00:00:08 | 14 | USDJPY | sell stop | 0.10 / 0.00 | 81.763 | 2012.03.13 00:00:04 | canceled | |||||
2012.04.30 00:00:04 | 15 | USDJPY | buy stop | 0.10 / 0.00 | 80.411 | 2012.05.01 00:00:00 | canceled | |||||
2012.05.10 00:00:00 | 16 | USDJPY | buy stop | 0.10 / 0.10 | 79.730 | 2012.05.10 02:00:36 | filled | |||||
2012.05.16 18:54:35 | 17 | USDJPY | sell | 0.10 / 0.10 | 80.247 | 2012.05.16 18:54:35 | filled | sl 80.247 | ||||
2012.05.18 00:00:00 | 18 | USDJPY | buy stop | 0.10 / 0.00 | 79.526 | 2012.05.21 00:00:02 | canceled | |||||
2012.06.22 00:00:01 | 19 | USDJPY | sell stop | 0.10 / 0.00 | 79.716 | 2012.06.25 00:02:04 | canceled | |||||
2012.11.05 00:00:00 | 20 | USDJPY | sell stop | 0.10 / 0.10 | 80.271 | 2012.11.05 09:01:45 | filled | |||||
2012.11.09 16:08:04 | 21 | USDJPY | buy | 0.10 / 0.10 | 79.383 | 2012.11.09 16:08:04 | filled | sl 79.383 | ||||
2012.11.16 00:00:08 | 22 | USDJPY | sell stop | 0.10 / 0.00 | 80.568 | 2012.11.19 00:00:06 | canceled | |||||
2012.12.13 00:00:09 | 23 | USDJPY | sell stop | 0.10 / 0.00 | 82.731 | 2012.12.14 00:00:06 | canceled | |||||
2013.01.11 00:00:08 | 24 | USDJPY | sell stop | 0.10 / 0.00 | 88.297 | 2013.01.14 00:00:00 | canceled | |||||
2013.03.08 00:00:16 | 25 | USDJPY | sell stop | 0.10 / 0.00 | 94.331 | 2013.03.11 00:00:10 | canceled | |||||
2013.04.08 00:00:02 | 26 | USDJPY | sell stop | 0.10 / 0.00 | 96.607 | 2013.04.09 00:00:10 | canceled | |||||
2013.05.10 00:00:06 | 27 | USDJPY | sell stop | 0.10 / 0.00 | 99.844 | 2013.05.13 00:00:06 | canceled | |||||
2013.06.07 00:00:03 | 28 | USDJPY | buy stop | 0.10 / 0.00 | 98.747 | 2013.06.10 00:00:00 | canceled | |||||
2013.07.03 00:00:03 | 29 | USDJPY | sell stop | 0.10 / 0.10 | 100.360 | 2013.07.03 09:31:18 | filled | |||||
2013.07.03 14:15:24 | 30 | USDJPY | buy | 0.10 / 0.10 | 99.569 | 2013.07.03 14:15:24 | filled | sl 99.569 | ||||
2013.07.29 00:00:07 | 31 | USDJPY | buy stop | 0.10 / 0.00 | 98.348 | 2013.07.30 00:00:05 | canceled | |||||
2013.09.03 00:00:01 | 32 | USDJPY | sell stop | 0.10 / 0.00 | 99.049 | 2013.09.04 00:00:00 | canceled | |||||
2013.11.22 00:00:08 | 33 | USDJPY | sell stop | 0.10 / 0.00 | 100.333 | 2013.11.25 00:00:06 | canceled | |||||
2014.01.27 00:00:05 | 34 | USDJPY | buy stop | 0.10 / 0.00 | 102.954 | 2014.01.28 00:00:02 | canceled | |||||
2014.03.07 00:00:01 | 35 | USDJPY | sell stop | 0.10 / 0.00 | 102.727 | 2014.03.10 00:00:04 | canceled | |||||
2014.04.03 00:00:00 | 36 | USDJPY | sell stop | 0.10 / 0.00 | 103.659 | 2014.04.04 00:00:08 | canceled | |||||
2014.06.03 00:00:16 | 37 | USDJPY | sell stop | 0.10 / 0.00 | 102.262 | 2014.06.04 00:00:16 | canceled | |||||
2014.07.31 00:00:04 | 38 | USDJPY | sell stop | 0.10 / 0.00 | 102.166 | 2014.08.01 00:00:06 | canceled | |||||
2014.08.21 00:00:05 | 39 | USDJPY | sell stop | 0.10 / 0.00 | 102.979 | 2014.08.22 00:00:04 | canceled | |||||
2014.09.02 00:00:05 | 40 | USDJPY | sell stop | 0.10 / 0.00 | 104.168 | 2014.09.03 00:00:04 | canceled | |||||
2014.11.03 00:00:03 | 41 | USDJPY | sell stop | 0.10 / 0.00 | 109.804 | 2014.11.04 00:00:10 | canceled | |||||
2014.12.17 00:00:08 | 42 | USDJPY | buy stop | 0.10 / 0.10 | 116.433 | 2014.12.17 00:01:32 | filled | |||||
2014.12.17 09:17:37 | 43 | USDJPY | sell | 0.10 / 0.10 | 116.984 | 2014.12.17 09:17:37 | filled | sl 116.984 | ||||
2015.03.09 00:00:01 | 44 | USDJPY | sell stop | 0.10 / 0.00 | 120.371 | 2015.03.10 00:00:08 | canceled | |||||
2015.05.20 00:00:12 | 45 | USDJPY | sell stop | 0.10 / 0.00 | 120.401 | 2015.05.21 00:00:07 | canceled | |||||
2015.08.06 00:00:30 | 46 | USDJPY | sell stop | 0.10 / 0.00 | 124.477 | 2015.08.07 00:00:13 | canceled | |||||
2015.08.24 00:01:06 | 47 | USDJPY | buy stop | 0.10 / 0.00 | 123.106 | 2015.08.25 00:00:38 | canceled | |||||
2015.10.26 00:00:08 | 48 | USDJPY | sell stop | 0.10 / 0.10 | 121.130 | 2015.10.26 02:27:27 | filled | |||||
2015.10.27 22:36:59 | 49 | USDJPY | buy | 0.10 / 0.10 | 120.473 | 2015.10.27 22:36:59 | filled | sl 120.473 | ||||
2015.11.05 00:01:08 | 50 | USDJPY | sell stop | 0.10 / 0.10 | 121.385 | 2015.11.05 03:17:41 | filled | |||||
2015.11.05 09:57:25 | 51 | USDJPY | buy | 0.10 / 0.10 | 121.725 | 2015.11.05 09:57:25 | filled | sl 121.725 | ||||
2015.11.05 09:57:32 | 52 | USDJPY | sell stop | 0.10 / 0.00 | 121.385 | 2015.11.06 00:01:08 | canceled | |||||
2015.11.19 00:01:04 | 53 | USDJPY | sell stop | 0.10 / 0.10 | 123.501 | 2015.11.19 02:01:22 | filled | |||||
2015.11.20 00:29:36 | 54 | USDJPY | buy | 0.10 / 0.10 | 122.927 | 2015.11.20 00:29:36 | filled | sl 122.927 | ||||
2015.12.10 00:01:00 | 55 | USDJPY | buy stop | 0.10 / 0.00 | 122.321 | 2015.12.11 00:00:30 | canceled | |||||
2015.12.28 00:04:30 | 56 | USDJPY | buy stop | 0.10 / 0.10 | 120.439 | 2015.12.28 02:54:20 | filled | |||||
2015.12.31 17:18:17 | 57 | USDJPY | sell | 0.10 / 0.10 | 120.093 | 2015.12.31 17:18:17 | filled | sl 120.093 | ||||
2016.02.01 00:00:00 | 58 | USDJPY | sell stop | 0.10 / 0.00 | 120.475 | 2016.02.02 00:00:01 | canceled | |||||
2016.02.09 00:00:02 | 59 | USDJPY | buy stop | 0.10 / 0.00 | 116.070 | 2016.02.10 00:00:30 | canceled | |||||
2016.04.06 00:01:02 | 60 | USDJPY | buy stop | 0.10 / 0.00 | 110.764 | 2016.04.07 00:01:01 | canceled | |||||
2016.05.02 00:00:02 | 61 | USDJPY | buy stop | 0.10 / 0.00 | 107.725 | 2016.05.03 00:00:04 | canceled | |||||
2016.05.31 00:00:05 | 62 | USDJPY | sell stop | 0.10 / 0.00 | 110.484 | 2016.06.01 00:00:02 | canceled | |||||
2016.06.27 00:01:01 | 63 | USDJPY | buy stop | 0.10 / 0.00 | 103.647 | 2016.06.28 00:02:07 | canceled | |||||
2016.07.21 00:00:01 | 64 | USDJPY | sell stop | 0.10 / 0.10 | 106.705 | 2016.07.21 11:33:13 | filled | |||||
2016.07.21 11:40:30 | 65 | USDJPY | buy | 0.10 / 0.10 | 106.205 | 2016.07.21 11:40:30 | filled | sl 106.205 | ||||
2016.08.17 00:00:02 | 66 | USDJPY | buy stop | 0.10 / 0.10 | 100.775 | 2016.08.17 07:52:28 | filled | |||||
2016.08.29 03:54:40 | 67 | USDJPY | sell | 0.10 / 0.10 | 101.846 | 2016.08.29 03:54:40 | filled | sl 101.846 | ||||
2016.08.31 00:02:04 | 68 | USDJPY | sell stop | 0.10 / 0.00 | 102.728 | 2016.09.01 00:03:37 | canceled | |||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2011.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10,000.00 | 10,000.00 | ||||||
2011.02.02 17:30:39 | 2 | USDJPY | buy | in | 0.10 | 81.709 | 2 | 0.00 | 0.00 | 0.00 | 10,000.00 | |
2011.02.04 14:30:27 | 3 | USDJPY | sell | out | 0.10 | 81.265 | 3 | 0.00 | -0.05 | -54.64 | 9 945.31 | sl 81.297 |
2012.02.15 19:56:36 | 4 | USDJPY | sell | in | 0.10 | 78.176 | 10 | 0.00 | 0.00 | 0.00 | 9 945.31 | |
2012.02.16 09:00:14 | 5 | USDJPY | buy | out | 0.10 | 78.662 | 11 | 0.00 | -0.23 | -61.78 | 9 883.30 | sl 78.661 |
2012.03.05 06:06:59 | 6 | USDJPY | sell | in | 0.10 | 81.473 | 12 | 0.00 | 0.00 | 0.00 | 9 883.30 | |
2012.03.06 22:30:06 | 7 | USDJPY | buy | out | 0.10 | 80.900 | September | 0.00 | -0.07 | 70.83 | 9 954.06 | sl 80.900 |
2012.05.10 02:00:36 | 8 | USDJPY | buy | in | 0.10 | 79.730 | 16 | 0.00 | 0.00 | 0.00 | 9 954.06 | |
2012.05.16 18:54:35 | 9 | USDJPY | sell | out | 0.10 | 80.247 | 17 | 0.00 | -0.04 | 64.43 | 10 018.45 | sl 80.247 |
2012.11.05 09:01:45 | 10 | USDJPY | sell | in | 0.10 | 80.271 | 20 | 0.00 | 0.00 | 0.00 | 10 018.45 | |
2012.11.09 16:08:04 | 11 | USDJPY | buy | out | 0.10 | 79.384 | 21 | 0.00 | -0.46 | 111.74 | 10 129.73 | sl 79.383 |
2013.07.03 09:31:18 | 12 | USDJPY | sell | in | 0.10 | 100.358 | 29 | 0.00 | 0.00 | 0.00 | 10 129.73 | |
2013.07.03 14:15:24 | September | USDJPY | buy | out | 0.10 | 99.571 | 30 | 0.00 | 0.00 | 79.04 | 10 208.77 | sl 99.569 |
2014.12.17 00:01:32 | 14 | USDJPY | buy | in | 0.10 | 116.436 | 42 | 0.00 | 0.00 | 0.00 | 10 208.77 | |
2014.12.17 09:17:37 | 15 | USDJPY | sell | out | 0.10 | 116.983 | 43 | 0.00 | 0.00 | 46.76 | 10 255.53 | sl 116.984 |
2015.10.26 02:27:27 | 16 | USDJPY | sell | in | 0.10 | 121.130 | 48 | 0.00 | 0.00 | 0.00 | 10 255.53 | |
2015.10.27 22:36:59 | 17 | USDJPY | buy | out | 0.10 | 120.473 | 49 | 0.00 | -0.05 | 54.54 | 10 310.02 | sl 120.473 |
2015.11.05 03:17:41 | 18 | USDJPY | sell | in | 0.10 | 121.383 | 50 | 0.00 | 0.00 | 0.00 | 10 310.02 | |
2015.11.05 09:57:25 | 19 | USDJPY | buy | out | 0.10 | 121.727 | 51 | 0.00 | 0.00 | -28.26 | 10 281.76 | sl 121.725 |
2015.11.19 02:01:22 | 20 | USDJPY | sell | in | 0.10 | 123.501 | 53 | 0.00 | 0.00 | 0.00 | 10 281.76 | |
2015.11.20 00:29:36 | 21 | USDJPY | buy | out | 0.10 | 122.927 | 54 | 0.00 | -0.05 | 46.69 | 10 328.40 | sl 122.927 |
2015.12.28 02:54:20 | 22 | USDJPY | buy | in | 0.10 | 120.440 | 56 | 0.00 | 0.00 | 0.00 | 10 328.40 | |
2015.12.31 17:18:17 | 23 | USDJPY | sell | out | 0.10 | 120.093 | 57 | 0.00 | -0.05 | -28.89 | 10 299.46 | sl 120.093 |
2016.07.21 11:33:13 | 24 | USDJPY | sell | in | 0.10 | 106.705 | 64 | 0.00 | 0.00 | 0.00 | 10 299.46 | |
2016.07.21 11:40:30 | 25 | USDJPY | buy | out | 0.10 | 106.206 | 65 | 0.00 | 0.00 | 46.98 | 10 346.44 | sl 106.205 |
2016.08.17 07:52:28 | 26 | USDJPY | buy | in | 0.10 | 100.777 | 66 | 0.00 | 0.00 | 0.00 | 10 346.44 | |
2016.08.29 03:54:40 | 27 | USDJPY | sell | out | 0.10 | 101.839 | 67 | 0.00 | -0.12 | 104.28 | 10 450.60 | sl 101.846 |
0.00 | -1.12 | 451.72 | 10 450.60 | |||||||||