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Ti è piaciuto lo script? Provalo nel Terminale MetaTrader 5
- Visualizzazioni:
- 11501
- Valutazioni:
- Pubblicato:
- 2008.08.22 07:47
- Aggiornato:
- 2014.04.21 14:53
-
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Strategy Tester Report
Sidus v1
Alpari-Demo (Build 217)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2001.01.01 00:00 - 2008.08.19 23:00 (2001.01.01 - 2008.08.20) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | FastEMA=23; SlowEMA=62; FastEMA2=18; SlowEMA2=54; RSIPeriod=67; RSIPeriod2=97; b1=63; c1=59; b12=-57; c12=60; pipdiffCurrent2=24; rsi_sig2=-97; tp=95; st=100; tp2=17; st2=69; Lots=0.5; | ||||
Bars in test |
48521 | Ticks modelled |
15207623 | Modelling quality |
90.00% |
Missmatched charts errors | 3 | ||||
Initial deposit |
10000.00 | ||||
Total net profit |
31865.70 | Gross profit |
250274.20 | Gross loss |
-218408.50 |
Profit factor |
1.15 | Expected payoff |
27.66 | ||
Absolute drawdown |
5595.20 | Maximal drawdown |
9036.70 (24.65%) | Relative drawdown |
61.24% (6958.40) |
Total trades |
1152 | Short positions (% won) | 266 (83.46%) | Long positions (% won) | 886 (54.63%) |
Profit trades (% of total) | 706 (61.28%) | Loss trades (% of total) | 446 (38.72%) | ||
Largest | profit trade | 525.70 | loss trade | -510.00 | |
Average | profit trade | 354.50 | loss trade | -489.71 | |
Maximum |
consecutive wins (profit in money) | 15 (4421.50) | consecutive losses (loss in money) | 9 (-4535.40) | |
Maximum | consecutive profit (count of wins) | 4421.50 (15) | consecutive loss (count of losses) | -4535.40 (9) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
№ | Time | Type | Order | Volume | Price | S / L | T / P | Profit | Balance |
1 | 2001.01.01 00:01 | sell | 1 | 0.50 | 0.9421 | 0.9490 | 0.9404 | ||
2 | 2001.01.01 18:45 | t/p | 1 | 0.50 | 0.9404 | 0.9490 | 0.9404 | 85.00 | 10085.00 |
3 | 2001.01.01 18:45 | sell | 2 | 0.50 | 0.9397 | 0.9466 | 0.9380 | ||
4 | 2001.01.02 02:00 | buy | 3 | 0.50 | 0.9390 | 0.9288 | 0.9485 | ||
5 | 2001.01.02 02:03 | t/p | 2 | 0.50 | 0.9380 | 0.9466 | 0.9380 | 79.00 | 10164.00 |
6 | 2001.01.02 10:00 | sell | 4 | 0.50 | 0.9455 | 0.9524 | 0.9438 | ||
7 | 2001.01.02 13:39 | t/p | 4 | 0.50 | 0.9438 | 0.9524 | 0.9438 | 85.00 | 10249.00 |
8 | 2001.01.02 16:47 | t/p | 3 | 0.50 | 0.9485 | 0.9288 | 0.9485 | 475.00 | 10724.00 |
9 | 2001.01.02 17:00 | sell | 5 | 0.50 | 0.9474 | 0.9543 | 0.9457 | ||
10 | 2001.01.02 17:38 | t/p | 5 | 0.50 | 0.9457 | 0.9543 | 0.9457 | 85.00 | 10809.00 |
Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/8324
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