Strategy Tester Report
FXDD-Demo (Build 1430)
Settings
Expert: Street_Smarts_Bot
Symbol: OILUSD
Period: Daily (2012.01.01 - 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=700
Log_Level=0
Broker: FXDD
Currency: USD
Initial Deposit: 10,000.00
Leverage: 1:200
Results
History Quality: 95%
Bars: 1119 Ticks: 15942684 Symbols: 1
Total Net Profit: -398.70 Balance Drawdown Absolute: 528.80 Equity Drawdown Absolute: 640.80
Gross Profit: 1 118.30 Balance Drawdown Maximal: 528.80 (5.29%) Equity Drawdown Maximal: 667.80 (6.66%)
Gross Loss: -1 517.00 Balance Drawdown Relative: 5.29% (528.80) Equity Drawdown Relative: 6.66% (667.80)
Profit Factor: 0.74 Expected Payoff: -15.95 Margin Level: 935920.00%
Recovery Factor: -0.60 Sharpe Ratio: -0.13 Z-Score: 0.22 (17.41%)
AHPR: 0.9984 (-0.16%) LR Correlation: -0.26 OnTester result: 0
GHPR: 0.9984 (-0.16%) LR Standard Error: 129.70
Total Trades: 25 Short Trades (won %): 14 (21.43%) Long Trades (won %): 11 (36.36%)
Total Deals: 50 Profit Trades (% of total): 7 (28.00%) Loss Trades (% of total): 18 (72.00%)
Largest profit trade: 242.40 Largest loss trade: -154.80
Average profit trade: 159.76 Average loss trade: -84.28
Maximum consecutive wins ($): 3 (494.70) Maximum consecutive losses ($): 4 (-253.80)
Maximal consecutive profit (count): 494.70 (3) Maximal consecutive loss (count): -366.50 (3)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): 0.35 Correlation (MFE,MAE): 0.1843
Graph
Minimal position holding time: 0:40:36 Maximal position holding time: 114:08:19 Average position holding time: 20:49:19
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.05.15 00:00:082OILUSDbuy stop0.10 / 0.00101.7302012.05.16 00:00:05canceled
2012.05.31 00:01:043OILUSDbuy stop0.10 / 0.0089.3602012.06.01 00:01:40canceled
2012.06.21 00:01:014OILUSDbuy stop0.10 / 0.0081.5002012.06.22 00:00:02canceled
2012.07.04 00:00:015OILUSDsell stop0.10 / 0.1087.1602012.07.04 10:15:35filled
2012.07.05 12:29:166OILUSDbuy0.10 / 0.1088.3602012.07.05 12:29:16filledsl 88.360
2012.07.18 00:00:007OILUSDsell stop0.10 / 0.1089.1802012.07.18 03:38:34filled
2012.07.18 16:40:278OILUSDbuy0.10 / 0.1089.7602012.07.18 16:40:27filledsl 89.760
2012.07.18 16:40:299OILUSDsell stop0.10 / 0.0089.1802012.07.19 00:00:01canceled
2012.08.08 00:00:0810OILUSDsell stop0.10 / 0.1093.1002012.08.08 13:14:22filled
2012.08.08 16:51:3311OILUSDbuy0.10 / 0.1094.6302012.08.08 16:51:33filledsl 94.630
2012.08.08 16:51:3412OILUSDsell stop0.10 / 0.0093.1002012.08.09 00:00:06canceled
2012.09.20 00:00:01SeptemberOILUSDbuy stop0.10 / 0.0094.0202012.09.21 00:00:31canceled
2012.10.04 00:00:0114OILUSDbuy stop0.10 / 0.1089.0202012.10.04 10:01:17filled
2012.10.05 11:12:2915OILUSDsell0.10 / 0.1091.4502012.10.05 11:12:29filledsl 91.450
2012.10.24 00:00:0116OILUSDbuy stop0.10 / 0.0088.1502012.10.25 00:00:07canceled
2012.12.27 00:00:0517OILUSDsell stop0.10 / 0.1090.7602012.12.27 02:14:59filled
2012.12.27 08:03:0018OILUSDbuy0.10 / 0.1091.2702012.12.27 08:03:00filledsl 91.270
2012.12.27 08:03:0219OILUSDsell stop0.10 / 0.1090.7602012.12.27 13:44:59filled
2012.12.27 15:17:2820OILUSDbuy0.10 / 0.1091.3202012.12.27 15:17:28filledsl 91.320
2012.12.27 15:17:3021OILUSDsell stop0.10 / 0.1090.7602012.12.27 17:17:32filled
2012.12.28 01:42:1022OILUSDbuy0.10 / 0.1091.4102012.12.28 01:42:10filledsl 91.410
2013.01.30 00:01:0823OILUSDsell stop0.10 / 0.0096.7702013.01.31 00:00:05canceled
2013.02.21 00:00:0724OILUSDbuy stop0.10 / 0.0095.0302013.02.22 00:55:05canceled
2013.03.26 01:20:0725OILUSDsell stop0.10 / 0.0094.3202013.03.27 00:52:06canceled
2013.04.15 00:51:0226OILUSDbuy stop0.10 / 0.0091.9002013.04.16 00:51:06canceled
2013.05.06 00:52:0627OILUSDsell stop0.10 / 0.0094.9202013.05.07 00:50:02canceled
2013.06.17 00:51:0828OILUSDsell stop0.10 / 0.0097.2202013.06.18 00:48:03canceled
2013.07.03 00:52:0029OILUSDsell stop0.10 / 0.0099.0702013.07.04 00:49:00canceled
2013.08.28 00:46:0830OILUSDsell stop0.10 / 0.00108.0202013.08.29 00:47:18canceled
2013.11.04 01:44:0331OILUSDbuy stop0.10 / 0.0096.0602013.11.05 00:00:36canceled
2013.11.28 00:43:3832OILUSDbuy stop0.10 / 0.0093.2002013.11.29 00:43:30canceled
2013.12.04 00:43:0133OILUSDsell stop0.10 / 0.0095.5002013.12.05 00:43:00canceled
2013.12.27 00:43:0734OILUSDsell stop0.10 / 0.0099.3102013.12.30 00:43:04canceled
2014.02.19 00:41:0635OILUSDsell stop0.10 / 0.00100.6902014.02.20 00:41:06canceled
2014.03.13 01:00:0736OILUSDbuy stop0.10 / 0.0099.0302014.03.14 01:00:03canceled
2014.08.01 00:57:0837OILUSDbuy stop0.10 / 0.0098.7602014.08.04 00:57:03canceled
2014.10.09 00:55:0838OILUSDbuy stop0.10 / 0.0087.7302014.10.10 00:55:00canceled
2014.11.04 00:00:0539OILUSDbuy stop0.10 / 0.0079.2202014.11.05 00:00:06canceled
2014.11.14 00:00:1340OILUSDbuy stop0.10 / 0.1076.0002014.11.14 22:23:55filled
2014.11.21 16:32:1441OILUSDsell0.10 / 0.1077.0402014.11.21 16:32:14filledsl 77.040
2014.11.28 00:08:3142OILUSDbuy stop0.10 / 0.0073.2602014.12.01 01:54:11canceled
2014.12.09 00:00:0343OILUSDbuy stop0.10 / 0.1063.8302014.12.09 13:52:30filled
2014.12.10 16:53:3344OILUSDsell0.10 / 0.1062.3202014.12.10 16:53:33filledsl 62.320
2014.12.30 02:51:3845OILUSDbuy stop0.10 / 0.1054.0002014.12.30 04:30:40filled
2014.12.30 11:04:2746OILUSDsell0.10 / 0.1053.0302014.12.30 11:04:27filledsl 53.030
2014.12.30 11:04:3247OILUSDbuy stop0.10 / 0.1054.0002014.12.30 17:16:33filled
2014.12.31 16:30:0448OILUSDsell0.10 / 0.1052.8502014.12.31 16:30:04filledsl 52.850
2015.02.04 00:00:0749OILUSDsell stop0.10 / 0.1051.5902015.02.04 13:05:31filled
2015.02.04 22:17:3750OILUSDbuy0.10 / 0.1049.2692015.02.04 22:17:37filledsl 49.269
2015.04.30 00:49:0351OILUSDsell stop0.10 / 0.0058.6202015.05.01 00:49:04canceled
2015.07.02 21:23:4152OILUSDbuy stop0.10 / 0.0057.1302015.07.03 01:01:34canceled
2015.08.04 00:50:0653OILUSDbuy stop0.10 / 0.0046.8902015.08.05 00:46:04canceled
2015.09.01 00:40:3654OILUSDsell stop0.10 / 0.1046.9802015.09.01 16:53:27filled
2015.09.01 19:03:1355OILUSDbuy0.10 / 0.1046.3152015.09.01 19:03:13filledsl 46.315
2015.09.01 20:58:4156OILUSDsell stop0.10 / 0.1046.9802015.09.01 21:00:03filled
2015.09.02 03:09:1857OILUSDbuy0.10 / 0.1044.9902015.09.02 03:09:18filledsl 44.990
2015.10.07 00:43:0858OILUSDsell stop0.10 / 0.0047.9002015.10.08 00:50:39canceled
2015.10.27 00:39:3659OILUSDbuy stop0.10 / 0.1044.2902015.10.27 00:49:32filled
2015.10.27 05:01:0460OILUSDsell0.10 / 0.1043.8502015.10.27 05:01:04filledsl 43.850
2015.10.27 05:01:1261OILUSDbuy stop0.10 / 0.0044.2902015.10.28 00:43:06canceled
2015.11.13 04:04:3862OILUSDbuy stop0.10 / 0.1042.9602015.11.13 09:38:59filled
2015.11.13 16:35:5063OILUSDsell0.10 / 0.1042.5202015.11.13 16:35:50filledsl 42.520
2015.11.13 16:35:5264OILUSDbuy stop0.10 / 0.0042.9602015.11.16 01:42:03canceled
2016.01.07 00:00:3865OILUSDbuy stop0.10 / 0.0035.5802016.01.08 00:02:35canceled
2016.03.18 00:01:0766OILUSDsell stop0.10 / 0.0040.0902016.03.21 00:01:07canceled
2016.04.05 00:00:0667OILUSDbuy stop0.10 / 0.1037.3902016.04.06 00:00:30filled
2016.04.07 14:29:1568OILUSDsell0.10 / 0.1038.3202016.04.07 14:29:15filledsl 38.320
2016.04.13 00:01:1569OILUSDsell stop0.10 / 0.1042.3902016.04.13 09:06:21filled
2016.04.13 16:53:1370OILUSDbuy0.10 / 0.1043.3202016.04.13 16:53:13filledsl 43.320
2016.04.13 16:53:1671OILUSDsell stop0.10 / 0.0042.3902016.04.14 00:00:00canceled
2016.04.21 00:00:0472OILUSDsell stop0.10 / 0.1043.4002016.04.21 15:40:32filled
2016.04.22 16:13:3073OILUSDbuy0.10 / 0.1044.5902016.04.22 16:13:30filledsl 44.590
2016.05.26 00:00:3374OILUSDsell stop0.10 / 0.1049.4102016.05.26 17:36:13filled
2016.05.31 17:31:4575OILUSDbuy0.10 / 0.1050.2802016.05.31 17:31:45filledsl 50.280
2016.06.08 00:24:3176OILUSDsell stop0.10 / 0.0050.1702016.06.09 01:01:07canceled
2016.06.17 00:52:3777OILUSDbuy stop0.10 / 0.1047.3502016.06.17 06:55:33filled
2016.06.21 14:47:5978OILUSDsell0.10 / 0.1049.2702016.06.21 14:47:59filledsl 49.270
2016.07.08 00:20:3079OILUSDbuy stop0.10 / 0.1046.1202016.07.08 03:14:59filled
2016.07.08 17:22:3380OILUSDsell0.10 / 0.1045.3002016.07.08 17:22:33filledsl 45.300
2016.07.08 17:22:4781OILUSDbuy stop0.10 / 0.1046.1202016.07.08 20:13:35filled
2016.07.11 10:47:1282OILUSDsell0.10 / 0.1045.2202016.07.11 10:47:12filledsl 45.220
2016.09.29 01:00:3983OILUSDsell stop0.10 / 0.1047.2302016.09.29 07:21:13filled
2016.09.29 16:30:3684OILUSDbuy0.10 / 0.1047.6302016.09.29 16:30:36filledsl 47.630
2016.09.29 16:30:5485OILUSDsell stop0.10 / 0.1047.2302016.09.29 17:17:04filled
2016.09.29 17:57:4086OILUSDbuy0.10 / 0.1047.6302016.09.29 17:57:40filledsl 47.630
2016.09.29 17:57:4987OILUSDsell stop0.10 / 0.0047.2302016.09.29 23:59:59canceled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.01.01 00:00:001balance0.000.0010,000.0010,000.00
2012.07.04 10:15:352OILUSDsellin0.1087.16050.000.000.0010,000.00
2012.07.05 12:29:163OILUSDbuyout0.1088.37760.000.00-121.709 878.30sl 88.360
2012.07.18 03:38:344OILUSDsellin0.1089.17070.000.000.009 878.30
2012.07.18 16:40:275OILUSDbuyout0.1089.76380.000.00-59.309 819.00sl 89.760
2012.08.08 13:14:226OILUSDsellin0.1093.092100.000.000.009 819.00
2012.08.08 16:51:337OILUSDbuyout0.1094.640110.000.00-154.809 664.20sl 94.630
2012.10.04 10:01:178OILUSDbuyin0.1089.026140.000.000.009 664.20
2012.10.05 11:12:299OILUSDsellout0.1091.450150.000.00242.409 906.60sl 91.450
2012.12.27 02:14:5910OILUSDsellin0.1090.760170.000.000.009 906.60
2012.12.27 08:03:0011OILUSDbuyout0.1091.270180.000.00-51.009 855.60sl 91.270
2012.12.27 13:44:5912OILUSDsellin0.1090.760190.000.000.009 855.60
2012.12.27 15:17:28SeptemberOILUSDbuyout0.1091.324200.000.00-56.409 799.20sl 91.320
2012.12.27 17:17:3214OILUSDsellin0.1090.758210.000.000.009 799.20
2012.12.28 01:42:1015OILUSDbuyout0.1091.410220.000.00-65.209 734.00sl 91.410
2014.11.14 22:23:5516OILUSDbuyin0.1076.003400.000.000.009 734.00
2014.11.21 16:32:1417OILUSDsellout0.1077.040410.000.00103.709 837.70sl 77.040
2014.12.09 13:52:3018OILUSDbuyin0.1063.837430.000.000.009 837.70
2014.12.10 16:53:3319OILUSDsellout0.1062.312440.000.00-152.509 685.20sl 62.320
2014.12.30 04:30:4020OILUSDbuyin0.1054.002450.000.000.009 685.20
2014.12.30 11:04:2721OILUSDsellout0.1053.023460.000.00-97.909 587.30sl 53.030
2014.12.30 17:16:3322OILUSDbuyin0.1054.009470.000.000.009 587.30
2014.12.31 16:30:0423OILUSDsellout0.1052.848480.000.00-116.109 471.20sl 52.850
2015.02.04 13:05:3124OILUSDsellin0.1051.590490.000.000.009 471.20
2015.02.04 22:17:3725OILUSDbuyout0.1049.278500.000.00231.209 702.40sl 49.269
2015.09.01 16:53:2726OILUSDsellin0.1046.973540.000.000.009 702.40
2015.09.01 19:03:1327OILUSDbuyout0.1046.317550.000.0065.609 768.00sl 46.315
2015.09.01 21:00:0328OILUSDsellin0.1046.977560.000.000.009 768.00
2015.09.02 03:09:1829OILUSDbuyout0.1044.998570.000.00197.909 965.90sl 44.990
2015.10.27 00:49:3230OILUSDbuyin0.1044.290590.000.000.009 965.90
2015.10.27 05:01:0431OILUSDsellout0.1043.845600.000.00-44.509 921.40sl 43.850
2015.11.13 09:38:5932OILUSDbuyin0.1042.960620.000.000.009 921.40
2015.11.13 16:35:5033OILUSDsellout0.1042.520630.000.00-44.009 877.40sl 42.520
2016.04.06 00:00:3034OILUSDbuyin0.1037.460670.000.000.009 877.40
2016.04.07 14:29:1535OILUSDsellout0.1038.315680.000.0085.509 962.90sl 38.320
2016.04.13 09:06:2136OILUSDsellin0.1042.390690.000.000.009 962.90
2016.04.13 16:53:1337OILUSDbuyout0.1043.321700.000.00-93.109 869.80sl 43.320
2016.04.21 15:40:3238OILUSDsellin0.1043.399720.000.000.009 869.80
2016.04.22 16:13:3039OILUSDbuyout0.1044.595730.000.00-119.609 750.20sl 44.590
2016.05.26 17:36:1340OILUSDsellin0.1049.410740.000.000.009 750.20
2016.05.31 17:31:4541OILUSDbuyout0.1050.281750.000.00-87.109 663.10sl 50.280
2016.06.17 06:55:3342OILUSDbuyin0.1047.350770.000.000.009 663.10
2016.06.21 14:47:5943OILUSDsellout0.1049.270780.000.00192.009 855.10sl 49.270
2016.07.08 03:14:5944OILUSDbuyin0.1046.120790.000.000.009 855.10
2016.07.08 17:22:3345OILUSDsellout0.1045.293800.000.00-82.709 772.40sl 45.300
2016.07.08 20:13:3546OILUSDbuyin0.1046.120810.000.000.009 772.40
2016.07.11 10:47:1247OILUSDsellout0.1045.217820.000.00-90.309 682.10sl 45.220
2016.09.29 07:21:1348OILUSDsellin0.1047.230830.000.000.009 682.10
2016.09.29 16:30:3649OILUSDbuyout0.1047.633840.000.00-40.309 641.80sl 47.630
2016.09.29 17:17:0450OILUSDsellin0.1047.225850.000.000.009 641.80
2016.09.29 17:57:4051OILUSDbuyout0.1047.630860.000.00-40.509 601.30sl 47.630
0.00 0.00 -398.70 9 601.30