Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: EURUSD
Period: H4 (2017.01.01 - 2017.12.15)
Inputs: SELLPROFIT=0
SELL1LIMIT=50
SELL2FROM=40
SELL2TO=20
BUYPROFIT=0
BUY1LIMIT=-50
BUY2FROM=-40
BUY2TO=-20
WPR=20
Broker: RoboForex (CY) Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 99%
Bars: 1492 Ticks: 27413112 Symbols: 1
Total Net Profit: 10.63 Balance Drawdown Absolute: 9.63 Equity Drawdown Absolute: 22.66
Gross Profit: 57.37 Balance Drawdown Maximal: 14.00 (0.14%) Equity Drawdown Maximal: 30.29 (0.30%)
Gross Loss: -46.74 Balance Drawdown Relative: 0.14% (14.00) Equity Drawdown Relative: 0.30% (30.29)
Profit Factor: 1.23 Expected Payoff: 0.38 Margin Level: 43114.83%
Recovery Factor: 0.35 Sharpe Ratio: 0.09 Z-Score: 0.46 (35.45%)
AHPR: 1.0000 (0.00%) LR Correlation: 0.39 OnTester result: 0
GHPR: 1.0000 (0.00%) LR Standard Error: 4.49
Total Trades: 28 Short Trades (won %): 15 (60.00%) Long Trades (won %): 13 (61.54%)
Total Deals: 56 Profit Trades (% of total): 17 (60.71%) Loss Trades (% of total): 11 (39.29%)
Largest profit trade: 8.19 Largest loss trade: -8.88
Average profit trade: 3.37 Average loss trade: -4.25
Maximum consecutive wins ($): 4 (7.18) Maximum consecutive losses ($): 3 (-11.91)
Maximal consecutive profit (count): 12.05 (2) Maximal consecutive loss (count): -11.91 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.63 Correlation (Profits,MAE): 0.89 Correlation (MFE,MAE): 0.4187
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 128:00:00 Average position holding time: 41:08:34
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.03 20:00:002EURUSDbuy0.01 / 0.011.042712017.01.03 20:00:00filled
2017.01.04 20:00:003EURUSDsell0.01 / 0.011.047182017.01.04 20:00:00filled
2017.01.06 16:00:004EURUSDsell0.01 / 0.011.054392017.01.06 16:00:00filled
2017.01.10 20:00:005EURUSDbuy0.01 / 0.011.056112017.01.10 20:00:00filled
2017.02.08 16:00:006EURUSDbuy0.01 / 0.011.067012017.02.08 16:00:00filled
2017.02.14 08:00:007EURUSDbuy0.01 / 0.011.061982017.02.14 08:00:00filled
2017.02.16 00:00:008EURUSDsell0.01 / 0.011.059862017.02.16 00:00:00filled
2017.02.16 00:00:009EURUSDsell0.01 / 0.011.059862017.02.16 00:00:00filled
2017.02.17 12:00:0010EURUSDsell0.01 / 0.011.064332017.02.17 12:00:00filled
2017.02.17 20:00:0011EURUSDbuy0.01 / 0.011.061432017.02.17 20:00:00filled
2017.03.13 12:00:0012EURUSDsell0.01 / 0.011.066512017.03.13 12:00:00filled
2017.03.14 16:00:0013EURUSDbuy0.01 / 0.011.062912017.03.14 16:00:00filled
2017.03.17 16:00:0014EURUSDsell0.01 / 0.011.074262017.03.17 16:00:00filled
2017.03.23 04:00:0015EURUSDbuy0.01 / 0.011.078552017.03.23 04:00:00filled
2017.03.27 20:00:0016EURUSDsell0.01 / 0.011.086362017.03.27 20:00:00filled
2017.03.29 00:00:0017EURUSDbuy0.01 / 0.011.081442017.03.29 00:00:00filled
2017.03.30 00:00:0018EURUSDbuy0.01 / 0.011.076572017.03.30 00:00:00filled
2017.04.05 04:00:0019EURUSDsell0.01 / 0.011.067952017.04.05 04:00:00filled
2017.04.10 20:00:0020EURUSDbuy0.01 / 0.011.060022017.04.10 20:00:00filled
2017.04.12 12:00:0021EURUSDsell0.01 / 0.011.061872017.04.12 12:00:00filled
2017.05.18 12:00:0022EURUSDsell0.01 / 0.011.112712017.05.18 12:00:00filled
2017.05.23 16:00:0023EURUSDsell0.01 / 0.011.123372017.05.23 16:00:00filled
2017.05.24 00:00:0024EURUSDbuy0.01 / 0.011.118382017.05.24 00:00:00filled
2017.05.24 00:00:0025EURUSDbuy0.01 / 0.011.118382017.05.24 00:00:00filled
2017.05.31 20:00:0026EURUSDsell0.01 / 0.011.123672017.05.31 20:00:00filled
2017.06.02 00:00:0027EURUSDbuy0.01 / 0.011.121182017.06.02 00:00:00filled
2017.06.09 08:00:0028EURUSDbuy0.01 / 0.011.120402017.06.09 08:00:00filled
2017.06.12 12:00:0029EURUSDsell0.01 / 0.011.122562017.06.12 12:00:00filled
2017.06.15 20:00:0030EURUSDbuy0.01 / 0.011.114812017.06.15 20:00:00filled
2017.06.19 00:00:0031EURUSDsell0.01 / 0.011.120852017.06.19 00:00:00filled
2017.06.27 20:00:0032EURUSDsell0.01 / 0.011.131172017.06.27 20:00:00filled
2017.06.29 00:00:0033EURUSDsell0.01 / 0.011.136502017.06.29 00:00:00filled
2017.07.03 12:00:0034EURUSDbuy0.01 / 0.011.137882017.07.03 12:00:00filled
2017.07.03 12:00:0035EURUSDbuy0.01 / 0.011.137882017.07.03 12:00:00filled
2017.07.27 12:00:0036EURUSDsell0.01 / 0.011.172832017.07.27 12:00:00filled
2017.07.27 16:00:0037EURUSDbuy0.01 / 0.011.169672017.07.27 16:00:00filled
2017.08.22 12:00:0038EURUSDsell0.01 / 0.011.177172017.08.22 12:00:00filled
2017.08.23 04:00:0039EURUSDbuy0.01 / 0.011.174952017.08.23 04:00:00filled
2017.09.07 20:00:0040EURUSDsell0.01 / 0.011.198912017.09.07 20:00:00filled
2017.09.11 08:00:0041EURUSDbuy0.01 / 0.011.200762017.09.11 08:00:00filled
2017.09.14 12:00:0042EURUSDbuy0.01 / 0.011.190452017.09.14 12:00:00filled
2017.09.15 12:00:0043EURUSDsell0.01 / 0.011.192882017.09.15 12:00:00filled
2017.10.12 16:00:0044EURUSDsell0.01 / 0.011.184712017.10.12 16:00:00filled
2017.10.13 20:00:0045EURUSDbuy0.01 / 0.011.182702017.10.13 20:00:00filled
2017.10.18 00:00:0046EURUSDbuy0.01 / 0.011.176672017.10.18 00:00:00filled
2017.10.18 20:00:0047EURUSDsell0.01 / 0.011.178682017.10.18 20:00:00filled
2017.11.06 20:00:0048EURUSDbuy0.01 / 0.011.161182017.11.06 20:00:00filled
2017.11.07 20:00:0049EURUSDbuy0.01 / 0.011.158262017.11.07 20:00:00filled
2017.11.09 04:00:0050EURUSDsell0.01 / 0.011.159382017.11.09 04:00:00filled
2017.11.09 04:00:0051EURUSDsell0.01 / 0.011.159382017.11.09 04:00:00filled
2017.12.06 00:00:0052EURUSDbuy0.01 / 0.011.182592017.12.06 00:00:00filled
2017.12.07 20:00:0053EURUSDsell0.01 / 0.011.179702017.12.07 20:00:00filled
2017.12.13 00:00:0054EURUSDbuy0.01 / 0.011.174172017.12.13 00:00:00filled
2017.12.14 00:00:0055EURUSDsell0.01 / 0.011.182562017.12.14 00:00:00filled
2017.12.14 08:00:0056EURUSDsell0.01 / 0.011.182662017.12.14 08:00:00filled
2017.12.14 20:00:0057EURUSDbuy0.01 / 0.011.178782017.12.14 20:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.01.01 00:00:001balance0.000.0010 000.0010 000.00
2017.01.03 20:00:002EURUSDbuyin0.011.042712-0.020.000.009 999.98
2017.01.04 20:00:003EURUSDsellout0.011.047183-0.02-0.064.4710 004.37
2017.01.06 16:00:004EURUSDsellin0.011.054394-0.020.000.0010 004.35
2017.01.10 20:00:005EURUSDbuyout0.011.056115-0.02-0.02-1.7210 002.59
2017.02.08 16:00:006EURUSDbuyin0.011.067016-0.020.000.0010 002.57
2017.02.14 08:00:007EURUSDbuyin0.011.061987-0.020.000.0010 002.55
2017.02.16 00:00:008EURUSDsellout0.011.059868-0.02-0.24-2.1210 000.17
2017.02.16 00:00:009EURUSDsellout0.011.059869-0.02-0.60-7.159 992.40
2017.02.17 12:00:0010EURUSDsellin0.011.0643310-0.020.000.009 992.38
2017.02.17 20:00:0011EURUSDbuyout0.011.0614311-0.020.002.909 995.26
2017.03.13 12:00:0012EURUSDsellin0.011.0665112-0.020.000.009 995.24
2017.03.14 16:00:0013EURUSDbuyout0.011.0629113-0.02-0.013.609 998.81
2017.03.17 16:00:0014EURUSDsellin0.011.0742614-0.020.000.009 998.79
2017.03.23 04:00:0015EURUSDbuyout0.011.0785515-0.02-0.05-4.299 994.43
2017.03.27 20:00:0016EURUSDsellin0.011.0863616-0.020.000.009 994.41
2017.03.29 00:00:0017EURUSDbuyout0.011.0814417-0.02-0.024.929 999.29
2017.03.30 00:00:0018EURUSDbuyin0.011.0765718-0.020.000.009 999.27
2017.04.05 04:00:0019EURUSDsellout0.011.0679519-0.02-0.24-8.629 990.39
2017.04.10 20:00:0020EURUSDbuyin0.011.0600220-0.020.000.009 990.37
2017.04.12 12:00:0021EURUSDsellout0.011.0618721-0.02-0.121.859 992.08
2017.05.18 12:00:0022EURUSDsellin0.011.1127122-0.020.000.009 992.06
2017.05.23 16:00:0023EURUSDsellin0.011.1233723-0.020.000.009 992.04
2017.05.24 00:00:0024EURUSDbuyout0.011.1183824-0.02-0.014.999 997.00
2017.05.24 00:00:0025EURUSDbuyout0.011.1183825-0.02-0.04-5.679 991.27
2017.05.31 20:00:0026EURUSDsellin0.011.1236726-0.020.000.009 991.25
2017.06.02 00:00:0027EURUSDbuyout0.011.1211827-0.02-0.032.499 993.69
2017.06.09 08:00:0028EURUSDbuyin0.011.1204028-0.020.000.009 993.67
2017.06.12 12:00:0029EURUSDsellout0.011.1225629-0.02-0.062.169 995.75
2017.06.15 20:00:0030EURUSDbuyin0.011.1148130-0.020.000.009 995.73
2017.06.19 00:00:0031EURUSDsellout0.011.1208531-0.02-0.126.0410 001.63
2017.06.27 20:00:0032EURUSDsellin0.011.1311732-0.020.000.0010 001.61
2017.06.29 00:00:0033EURUSDsellin0.011.1365033-0.020.000.0010 001.59
2017.07.03 12:00:0034EURUSDbuyout0.011.1378834-0.02-0.02-1.3810 000.17
2017.07.03 12:00:0035EURUSDbuyout0.011.1378835-0.02-0.05-6.719 993.39
2017.07.27 12:00:0036EURUSDsellin0.011.1728336-0.020.000.009 993.37
2017.07.27 16:00:0037EURUSDbuyout0.011.1696737-0.020.003.169 996.51
2017.08.22 12:00:0038EURUSDsellin0.011.1771738-0.020.000.009 996.49
2017.08.23 04:00:0039EURUSDbuyout0.011.1749539-0.02-0.012.229 998.68
2017.09.07 20:00:0040EURUSDsellin0.011.1989140-0.020.000.009 998.66
2017.09.11 08:00:0041EURUSDbuyout0.011.2007641-0.02-0.02-1.859 996.77
2017.09.14 12:00:0042EURUSDbuyin0.011.1904542-0.020.000.009 996.75
2017.09.15 12:00:0043EURUSDsellout0.011.1928843-0.02-0.062.439 999.10
2017.10.12 16:00:0044EURUSDsellin0.011.1847144-0.020.000.009 999.08
2017.10.13 20:00:0045EURUSDbuyout0.011.1827045-0.02-0.012.0110 001.06
2017.10.18 00:00:0046EURUSDbuyin0.011.1766746-0.020.000.0010 001.04
2017.10.18 20:00:0047EURUSDsellout0.011.1786847-0.020.002.0110 003.03
2017.11.06 20:00:0048EURUSDbuyin0.011.1611848-0.020.000.0010 003.01
2017.11.07 20:00:0049EURUSDbuyin0.011.1582649-0.020.000.0010 002.99
2017.11.09 04:00:0050EURUSDsellout0.011.1593850-0.02-0.241.1210 003.85
2017.11.09 04:00:0051EURUSDsellout0.011.1593851-0.02-0.30-1.8010 001.73
2017.12.06 00:00:0052EURUSDbuyin0.011.1825952-0.020.000.0010 001.71
2017.12.07 20:00:0053EURUSDsellout0.011.1797053-0.02-0.18-2.899 998.62
2017.12.13 00:00:0054EURUSDbuyin0.011.1741754-0.020.000.009 998.60
2017.12.14 00:00:0055EURUSDsellout0.011.1825655-0.02-0.188.3910 006.79
2017.12.14 08:00:0056EURUSDsellin0.011.1826656-0.020.000.0010 006.77
2017.12.14 20:00:0057EURUSDbuyout0.011.1787857-0.020.003.8810 010.63
-1.12 -2.69 14.44 10 010.63