Strategy Tester Report
MetaQuotes-Demo (Build 1430)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): 0.13 Correlation (MFE,MAE): 0.0085
Graph
Minimal position holding time: 0:00:00 Maximal position holding time: 0:00:00 Average position holding time: 0:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2011.02.02 00:00:012USDJPYbuy stop0.10 / 0.1081.7082011.02.02 17:30:39filled
2011.02.04 14:30:273USDJPYsell0.10 / 0.1081.2972011.02.04 14:30:27filledsl 81.297
2011.02.11 00:00:144USDJPYsell stop0.10 / 0.0083.0962011.02.14 00:00:07canceled
2011.04.04 00:00:055USDJPYsell stop0.10 / 0.0083.1872011.04.05 00:00:07canceled
2011.07.13 00:00:036USDJPYbuy stop0.10 / 0.0080.1092011.07.14 00:00:02canceled
2011.11.01 00:00:057USDJPYsell stop0.10 / 0.0077.3802011.11.02 00:00:04canceled
2012.01.02 00:00:088USDJPYbuy stop0.10 / 0.0077.2332012.01.03 00:00:03canceled
2012.01.31 00:00:049USDJPYbuy stop0.10 / 0.0076.6452012.02.01 00:00:03canceled
2012.02.15 00:00:0510USDJPYsell stop0.10 / 0.1078.1772012.02.15 19:56:36filled
2012.02.16 09:00:1411USDJPYbuy0.10 / 0.1078.6612012.02.16 09:00:14filledsl 78.661
2012.03.05 00:00:0512USDJPYsell stop0.10 / 0.1081.4752012.03.05 06:06:59filled
2012.03.06 22:30:06SeptemberUSDJPYbuy0.10 / 0.1080.9002012.03.06 22:30:06filledsl 80.900
2012.03.12 00:00:0814USDJPYsell stop0.10 / 0.0081.7632012.03.13 00:00:04canceled
2012.04.30 00:00:0415USDJPYbuy stop0.10 / 0.0080.4112012.05.01 00:00:00canceled
2012.05.10 00:00:0016USDJPYbuy stop0.10 / 0.1079.7302012.05.10 02:00:36filled
2012.05.16 18:54:3517USDJPYsell0.10 / 0.1080.2472012.05.16 18:54:35filledsl 80.247
2012.05.18 00:00:0018USDJPYbuy stop0.10 / 0.0079.5262012.05.21 00:00:02canceled
2012.06.22 00:00:0119USDJPYsell stop0.10 / 0.0079.7162012.06.25 00:02:04canceled
2012.11.05 00:00:0020USDJPYsell stop0.10 / 0.1080.2712012.11.05 09:01:45filled
2012.11.09 16:08:0421USDJPYbuy0.10 / 0.1079.3832012.11.09 16:08:04filledsl 79.383
2012.11.16 00:00:0822USDJPYsell stop0.10 / 0.0080.5682012.11.19 00:00:06canceled
2012.12.13 00:00:0923USDJPYsell stop0.10 / 0.0082.7312012.12.14 00:00:06canceled
2013.01.11 00:00:0824USDJPYsell stop0.10 / 0.0088.2972013.01.14 00:00:00canceled
2013.03.08 00:00:1625USDJPYsell stop0.10 / 0.0094.3312013.03.11 00:00:10canceled
2013.04.08 00:00:0226USDJPYsell stop0.10 / 0.0096.6072013.04.09 00:00:10canceled
2013.05.10 00:00:0627USDJPYsell stop0.10 / 0.0099.8442013.05.13 00:00:06canceled
2013.06.07 00:00:0328USDJPYbuy stop0.10 / 0.0098.7472013.06.10 00:00:00canceled
2013.07.03 00:00:0329USDJPYsell stop0.10 / 0.10100.3602013.07.03 09:31:18filled
2013.07.03 14:15:2430USDJPYbuy0.10 / 0.1099.5692013.07.03 14:15:24filledsl 99.569
2013.07.29 00:00:0731USDJPYbuy stop0.10 / 0.0098.3482013.07.30 00:00:05canceled
2013.09.03 00:00:0132USDJPYsell stop0.10 / 0.0099.0492013.09.04 00:00:00canceled
2013.11.22 00:00:0833USDJPYsell stop0.10 / 0.00100.3332013.11.25 00:00:06canceled
2014.01.27 00:00:0534USDJPYbuy stop0.10 / 0.00102.9542014.01.28 00:00:02canceled
2014.03.07 00:00:0135USDJPYsell stop0.10 / 0.00102.7272014.03.10 00:00:04canceled
2014.04.03 00:00:0036USDJPYsell stop0.10 / 0.00103.6592014.04.04 00:00:08canceled
2014.06.03 00:00:1637USDJPYsell stop0.10 / 0.00102.2622014.06.04 00:00:16canceled
2014.07.31 00:00:0438USDJPYsell stop0.10 / 0.00102.1662014.08.01 00:00:06canceled
2014.08.21 00:00:0539USDJPYsell stop0.10 / 0.00102.9792014.08.22 00:00:04canceled
2014.09.02 00:00:0540USDJPYsell stop0.10 / 0.00104.1682014.09.03 00:00:04canceled
2014.11.03 00:00:0341USDJPYsell stop0.10 / 0.00109.8042014.11.04 00:00:10canceled
2014.12.17 00:00:0842USDJPYbuy stop0.10 / 0.10116.4332014.12.17 00:01:32filled
2014.12.17 09:17:3743USDJPYsell0.10 / 0.10116.9842014.12.17 09:17:37filledsl 116.984
2015.03.09 00:00:0144USDJPYsell stop0.10 / 0.00120.3712015.03.10 00:00:08canceled
2015.05.20 00:00:1245USDJPYsell stop0.10 / 0.00120.4012015.05.21 00:00:07canceled
2015.08.06 00:00:3046USDJPYsell stop0.10 / 0.00124.4772015.08.07 00:00:13canceled
2015.08.24 00:01:0647USDJPYbuy stop0.10 / 0.00123.1062015.08.25 00:00:38canceled
2015.10.26 00:00:0848USDJPYsell stop0.10 / 0.10121.1302015.10.26 02:27:27filled
2015.10.27 22:36:5949USDJPYbuy0.10 / 0.10120.4732015.10.27 22:36:59filledsl 120.473
2015.11.05 00:01:0850USDJPYsell stop0.10 / 0.10121.3852015.11.05 03:17:41filled
2015.11.05 09:57:2551USDJPYbuy0.10 / 0.10121.7252015.11.05 09:57:25filledsl 121.725
2015.11.05 09:57:3252USDJPYsell stop0.10 / 0.00121.3852015.11.06 00:01:08canceled
2015.11.19 00:01:0453USDJPYsell stop0.10 / 0.10123.5012015.11.19 02:01:22filled
2015.11.20 00:29:3654USDJPYbuy0.10 / 0.10122.9272015.11.20 00:29:36filledsl 122.927
2015.12.10 00:01:0055USDJPYbuy stop0.10 / 0.00122.3212015.12.11 00:00:30canceled
2015.12.28 00:04:3056USDJPYbuy stop0.10 / 0.10120.4392015.12.28 02:54:20filled
2015.12.31 17:18:1757USDJPYsell0.10 / 0.10120.0932015.12.31 17:18:17filledsl 120.093
2016.02.01 00:00:0058USDJPYsell stop0.10 / 0.00120.4752016.02.02 00:00:01canceled
2016.02.09 00:00:0259USDJPYbuy stop0.10 / 0.00116.0702016.02.10 00:00:30canceled
2016.04.06 00:01:0260USDJPYbuy stop0.10 / 0.00110.7642016.04.07 00:01:01canceled
2016.05.02 00:00:0261USDJPYbuy stop0.10 / 0.00107.7252016.05.03 00:00:04canceled
2016.05.31 00:00:0562USDJPYsell stop0.10 / 0.00110.4842016.06.01 00:00:02canceled
2016.06.27 00:01:0163USDJPYbuy stop0.10 / 0.00103.6472016.06.28 00:02:07canceled
2016.07.21 00:00:0164USDJPYsell stop0.10 / 0.10106.7052016.07.21 11:33:13filled
2016.07.21 11:40:3065USDJPYbuy0.10 / 0.10106.2052016.07.21 11:40:30filledsl 106.205
2016.08.17 00:00:0266USDJPYbuy stop0.10 / 0.10100.7752016.08.17 07:52:28filled
2016.08.29 03:54:4067USDJPYsell0.10 / 0.10101.8462016.08.29 03:54:40filledsl 101.846
2016.08.31 00:02:0468USDJPYsell stop0.10 / 0.00102.7282016.09.01 00:03:37canceled
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
2011.02.02 17:30:392USDJPYbuyin0.1081.70920.000.000.0010,000.00
2011.02.04 14:30:273USDJPYsellout0.1081.26530.00-0.05-54.649 945.31sl 81.297
2012.02.15 19:56:364USDJPYsellin0.1078.176100.000.000.009 945.31
2012.02.16 09:00:145USDJPYbuyout0.1078.662110.00-0.23-61.789 883.30sl 78.661
2012.03.05 06:06:596USDJPYsellin0.1081.473120.000.000.009 883.30
2012.03.06 22:30:067USDJPYbuyout0.1080.900September0.00-0.0770.839 954.06sl 80.900
2012.05.10 02:00:368USDJPYbuyin0.1079.730160.000.000.009 954.06
2012.05.16 18:54:359USDJPYsellout0.1080.247170.00-0.0464.4310 018.45sl 80.247
2012.11.05 09:01:4510USDJPYsellin0.1080.271200.000.000.0010 018.45
2012.11.09 16:08:0411USDJPYbuyout0.1079.384210.00-0.46111.7410 129.73sl 79.383
2013.07.03 09:31:1812USDJPYsellin0.10100.358290.000.000.0010 129.73
2013.07.03 14:15:24SeptemberUSDJPYbuyout0.1099.571300.000.0079.0410 208.77sl 99.569
2014.12.17 00:01:3214USDJPYbuyin0.10116.436420.000.000.0010 208.77
2014.12.17 09:17:3715USDJPYsellout0.10116.983430.000.0046.7610 255.53sl 116.984
2015.10.26 02:27:2716USDJPYsellin0.10121.130480.000.000.0010 255.53
2015.10.27 22:36:5917USDJPYbuyout0.10120.473490.00-0.0554.5410 310.02sl 120.473
2015.11.05 03:17:4118USDJPYsellin0.10121.383500.000.000.0010 310.02
2015.11.05 09:57:2519USDJPYbuyout0.10121.727510.000.00-28.2610 281.76sl 121.725
2015.11.19 02:01:2220USDJPYsellin0.10123.501530.000.000.0010 281.76
2015.11.20 00:29:3621USDJPYbuyout0.10122.927540.00-0.0546.6910 328.40sl 122.927
2015.12.28 02:54:2022USDJPYbuyin0.10120.440560.000.000.0010 328.40
2015.12.31 17:18:1723USDJPYsellout0.10120.093570.00-0.05-28.8910 299.46sl 120.093
2016.07.21 11:33:1324USDJPYsellin0.10106.705640.000.000.0010 299.46
2016.07.21 11:40:3025USDJPYbuyout0.10106.206650.000.0046.9810 346.44sl 106.205
2016.08.17 07:52:2826USDJPYbuyin0.10100.777660.000.000.0010 346.44
2016.08.29 03:54:4027USDJPYsellout0.10101.839670.00-0.12104.2810 450.60sl 101.846
0.00 -1.12 451.72 10 450.60