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- 조회수:
- 44752
- 평가:
- 게시됨:
- 2008.06.25 07:23
- 업데이트됨:
- 2014.04.21 14:52
-
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Strategy Tester Report
TheMasterMind2
AlpariUS-Demo (Build 216)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2008.03.26 00:00 - 2008.06.23 23:55 (2008.03.26 - 2008.06.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=true; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind2"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=true; Steady=false; Color=true; Alerts=true; EmailON=false; SignalPrice=true; SignalPriceBUY=Yellow; SignalPriceSELL=Aqua; CountBars=1485; | ||||
Bars in test | 19210 | Ticks modelled | 645880 | Modelling quality | 64.34% |
Mismatched charts errors | 57 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 666081.59 | Gross profit | 677363.18 | Gross loss | -11281.59 |
Profit factor | 60.04 | Expected payoff | 13060.42 | ||
Absolute drawdown | 8178.20 | Maximal drawdown | 479872.92 (56.12%) | Relative drawdown | 90.30% (362204.68) |
Total trades | 51 | Short positions (won %) | 27 (77.78%) | Long positions (won %) | 24 (100.00%) |
Profit trades (% of total) | 45 (88.24%) | Loss trades (% of total) | 6 (11.76%) | ||
Largest | profit trade | 65972.79 | loss trade | -2760.80 | |
Average | profit trade | 15052.52 | loss trade | -1880.27 | |
Maximum | consecutive wins (profit in money) | 21 (506188.03) | consecutive losses (loss in money) | 3 (-6689.41) | |
Maximal | consecutive profit (count of wins) | 506188.03 (21) | consecutive loss (count of losses) | -6689.41 (3) | |
Average | consecutive wins | 15 | consecutive losses | 3 |
![](https://c.mql5.com/18/18/TheMasterMind2.gif)
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.03.26 19:55 | sell | 1 | 1.30 | 1.5816 | 1.7816 | 0.0000 | ||
2 | 2008.03.26 19:55 | sell | 2 | 1.10 | 1.5817 | 1.7817 | 0.0000 | ||
3 | 2008.03.26 19:55 | sell | 3 | 0.80 | 1.5816 | 1.7816 | 0.0000 | ||
4 | 2008.03.31 20:50 | close | 1 | 1.30 | 1.5774 | 1.7816 | 0.0000 | 485.55 | 10485.55 |
5 | 2008.03.31 20:50 | close | 2 | 1.10 | 1.5773 | 1.7817 | 0.0000 | 432.85 | 10918.40 |
6 | 2008.03.31 20:50 | close | 3 | 0.80 | 1.5774 | 1.7816 | 0.0000 | 298.80 | 11217.20 |
7 | 2008.03.31 20:50 | buy | 4 | 1.50 | 1.5772 | 1.3772 | 0.0000 | ||
8 | 2008.03.31 20:50 | buy | 5 | 1.20 | 1.5773 | 1.3773 | 0.0000 | ||
9 | 2008.03.31 20:50 | buy | 6 | 0.90 | 1.5772 | 1.3772 | 0.0000 | ||
10 | 2008.04.09 19:00 | close | 4 | 1.50 | 1.5855 | 1.3772 | 0.0000 | 1281.45 | 12498.65 |
11 | 2008.04.09 19:00 | close | 5 | 1.20 | 1.5856 | 1.3773 | 0.0000 | 1025.16 | 13523.81 |
12 | 2008.04.09 19:00 | close | 6 | 0.90 | 1.5855 | 1.3772 | 0.0000 | 768.87 | 14292.68 |
13 | 2008.04.09 19:00 | sell | 7 | 1.90 | 1.5856 | 1.7856 | 0.0000 | ||
14 | 2008.04.09 19:00 | sell | 8 | 1.50 | 1.5857 | 1.7857 | 0.0000 | ||
15 | 2008.04.09 19:00 | sell | 9 | 1.20 | 1.5856 | 1.7856 | 0.0000 | ||
16 | 2008.04.10 18:45 | close | 7 | 1.90 | 1.5729 | 1.7856 | 0.0000 | 2359.99 | 16652.67 |
17 | 2008.04.10 18:45 | close | 8 | 1.50 | 1.5730 | 1.7857 | 0.0000 | 1863.15 | 18515.82 |
18 | 2008.04.10 18:45 | close | 9 | 1.20 | 1.5731 | 1.7856 | 0.0000 | 1466.52 | 19982.34 |
19 | 2008.04.10 18:45 | buy | 10 | 2.70 | 1.5732 | 1.3732 | 0.0000 | ||
20 | 2008.04.10 18:45 | buy | 11 | 2.10 | 1.5733 | 1.3733 | 0.0000 | ||
21 | 2008.04.10 18:45 | buy | 12 | 1.70 | 1.5734 | 1.3734 | 0.0000 | ||
22 | 2008.04.11 04:45 | close | 10 | 2.70 | 1.5773 | 1.3732 | 0.0000 | 1114.29 | 21096.63 |
23 | 2008.04.11 04:46 | close | 11 | 2.10 | 1.5772 | 1.3733 | 0.0000 | 824.67 | 21921.30 |
24 | 2008.04.11 04:46 | close | 12 | 1.70 | 1.5771 | 1.3734 | 0.0000 | 633.59 | 22554.89 |
25 | 2008.04.11 04:47 | sell | 13 | 3.10 | 1.5771 | 1.7771 | 0.0000 | ||
26 | 2008.04.11 09:40 | sell | 14 | 2.10 | 1.5842 | 1.7842 | 0.0000 | ||
27 | 2008.04.11 09:40 | sell | 15 | 1.60 | 1.5843 | 1.7843 | 0.0000 | ||
28 | 2008.05.12 05:55 | close | 13 | 3.10 | 1.5405 | 1.7771 | 0.0000 | 10509.93 | 33064.82 |
29 | 2008.05.12 05:55 | close | 14 | 2.10 | 1.5404 | 1.7842 | 0.0000 | 8631.63 | 41696.45 |
30 | 2008.05.12 05:56 | close | 15 | 1.60 | 1.5405 | 1.7843 | 0.0000 | 6576.48 | 48272.93 |
31 | 2008.05.12 05:56 | buy | 16 | 6.70 | 1.5404 | 1.3404 | 0.0000 | ||
32 | 2008.05.12 05:56 | buy | 17 | 5.20 | 1.5405 | 1.3405 | 0.0000 | ||
33 | 2008.05.12 05:56 | buy | 18 | 4.10 | 1.5406 | 1.3406 | 0.0000 | ||
34 | 2008.05.12 12:50 | close | 16 | 6.70 | 1.5461 | 1.3404 | 0.0000 | 3819.00 | 52091.93 |
35 | 2008.05.12 12:50 | close | 17 | 5.20 | 1.5462 | 1.3405 | 0.0000 | 2964.00 | 55055.93 |
36 | 2008.05.12 12:50 | close | 18 | 4.10 | 1.5461 | 1.3406 | 0.0000 | 2255.00 | 57310.93 |
37 | 2008.05.12 12:50 | sell | 19 | 8.00 | 1.5462 | 1.7462 | 0.0000 | ||
38 | 2008.05.12 12:50 | sell | 20 | 6.20 | 1.5461 | 1.7461 | 0.0000 | ||
39 | 2008.05.12 12:50 | sell | 21 | 4.90 | 1.5460 | 1.7460 | 0.0000 | ||
40 | 2008.05.19 17:20 | close | 19 | 8.00 | 1.5490 | 1.7462 | 0.0000 | -2760.80 | 54550.13 |
41 | 2008.05.19 17:20 | close | 20 | 6.20 | 1.5489 | 1.7461 | 0.0000 | -2139.62 | 52410.51 |
42 | 2008.05.19 17:20 | close | 21 | 4.90 | 1.5490 | 1.7460 | 0.0000 | -1788.99 | 50621.52 |
43 | 2008.05.19 17:20 | buy | 22 | 7.00 | 1.5489 | 1.3489 | 0.0000 | ||
44 | 2008.05.19 17:20 | buy | 23 | 5.50 | 1.5490 | 1.3490 | 0.0000 | ||
45 | 2008.05.19 17:20 | buy | 24 | 4.30 | 1.5491 | 1.3491 | 0.0000 | ||
46 | 2008.05.21 22:10 | close | 22 | 7.00 | 1.5789 | 1.3489 | 0.0000 | 21037.80 | 71659.32 |
47 | 2008.05.21 22:10 | close | 23 | 5.50 | 1.5788 | 1.3490 | 0.0000 | 16419.70 | 88079.02 |
48 | 2008.05.21 22:10 | close | 24 | 4.30 | 1.5789 | 1.3491 | 0.0000 | 12837.22 | 100916.24 |
49 | 2008.05.21 22:10 | sell | 25 | 14.10 | 1.5790 | 1.7790 | 0.0000 | ||
50 | 2008.05.21 22:11 | sell | 26 | 10.90 | 1.5789 | 1.7789 | 0.0000 | ||
51 | 2008.05.21 22:11 | sell | 27 | 8.50 | 1.5790 | 1.7790 | 0.0000 | ||
52 | 2008.05.27 22:05 | close | 25 | 14.10 | 1.5684 | 1.7790 | 0.0000 | 14159.22 | 115075.46 |
53 | 2008.05.27 22:05 | close | 26 | 10.90 | 1.5685 | 1.7789 | 0.0000 | 10727.78 | 125803.24 |
54 | 2008.05.27 22:05 | close | 27 | 8.50 | 1.5686 | 1.7790 | 0.0000 | 8365.70 | 134168.94 |
55 | 2008.05.27 22:05 | buy | 28 | 18.70 | 1.5685 | 1.3685 | 0.0000 | ||
56 | 2008.05.27 22:06 | buy | 29 | 14.60 | 1.5686 | 1.3686 | 0.0000 | ||
57 | 2008.05.27 22:06 | buy | 30 | 11.40 | 1.5687 | 1.3687 | 0.0000 | ||
58 | 2008.05.28 09:20 | close | 28 | 18.70 | 1.5750 | 1.3685 | 0.0000 | 12205.49 | 146374.43 |
59 | 2008.05.28 09:20 | close | 29 | 14.60 | 1.5751 | 1.3686 | 0.0000 | 9529.42 | 155903.85 |
60 | 2008.05.28 09:20 | close | 30 | 11.40 | 1.5750 | 1.3687 | 0.0000 | 7212.78 | 163116.63 |
61 | 2008.05.28 09:20 | sell | 31 | 22.80 | 1.5751 | 1.7751 | 0.0000 | ||
62 | 2008.05.28 09:20 | sell | 32 | 17.60 | 1.5752 | 1.7752 | 0.0000 | ||
63 | 2008.05.28 09:20 | sell | 33 | 13.80 | 1.5751 | 1.7751 | 0.0000 | ||
64 | 2008.05.29 18:10 | close | 31 | 22.80 | 1.5517 | 1.7751 | 0.0000 | 52715.88 | 215832.51 |
65 | 2008.05.29 18:10 | close | 32 | 17.60 | 1.5518 | 1.7752 | 0.0000 | 40692.96 | 256525.47 |
66 | 2008.05.29 18:10 | close | 33 | 13.80 | 1.5515 | 1.7751 | 0.0000 | 32182.98 | 288708.45 |
67 | 2008.05.29 18:10 | buy | 34 | 40.30 | 1.5512 | 1.3512 | 0.0000 | ||
68 | 2008.05.29 18:10 | buy | 35 | 31.50 | 1.5513 | 1.3513 | 0.0000 | ||
69 | 2008.05.29 18:10 | buy | 36 | 24.30 | 1.5510 | 1.3510 | 0.0000 | ||
70 | 2008.06.05 20:15 | close | 34 | 40.30 | 1.5581 | 1.3512 | 0.0000 | 28568.67 | 317277.12 |
71 | 2008.06.05 20:15 | close | 35 | 31.50 | 1.5582 | 1.3513 | 0.0000 | 22330.35 | 339607.47 |
72 | 2008.06.05 20:15 | close | 36 | 24.30 | 1.5581 | 1.3510 | 0.0000 | 17712.27 | 357319.74 |
73 | 2008.06.05 20:15 | sell | 37 | 49.90 | 1.5582 | 1.7582 | 0.0000 | ||
74 | 2008.06.05 20:16 | sell | 38 | 39.00 | 1.5581 | 1.7581 | 0.0000 | ||
75 | 2008.06.05 20:16 | sell | 39 | 30.70 | 1.5578 | 1.7578 | 0.0000 | ||
76 | 2008.06.10 20:45 | close | 37 | 49.90 | 1.5447 | 1.7582 | 0.0000 | 65972.79 | 423292.53 |
77 | 2008.06.10 20:46 | close | 38 | 39.00 | 1.5445 | 1.7581 | 0.0000 | 51951.90 | 475244.43 |
78 | 2008.06.10 20:47 | close | 39 | 30.70 | 1.5443 | 1.7578 | 0.0000 | 40588.47 | 515832.90 |
79 | 2008.06.10 20:47 | buy | 40 | 72.10 | 1.5445 | 1.3445 | 0.0000 | ||
80 | 2008.06.10 20:47 | buy | 41 | 56.10 | 1.5443 | 1.3443 | 0.0000 | ||
81 | 2008.06.10 20:48 | buy | 42 | 43.70 | 1.5442 | 1.3442 | 0.0000 | ||
82 | 2008.06.13 00:30 | close | 40 | 72.10 | 1.5466 | 1.3445 | 0.0000 | 16114.35 | 531947.25 |
83 | 2008.06.13 00:30 | close | 41 | 56.10 | 1.5467 | 1.3443 | 0.0000 | 14221.35 | 546168.60 |
84 | 2008.06.13 00:30 | close | 42 | 43.70 | 1.5465 | 1.3442 | 0.0000 | 10640.95 | 556809.55 |
85 | 2008.06.13 00:31 | sell | 43 | 77.80 | 1.5464 | 1.7464 | 0.0000 | ||
86 | 2008.06.13 00:31 | sell | 44 | 60.70 | 1.5465 | 1.7465 | 0.0000 | ||
87 | 2008.06.13 00:31 | sell | 45 | 47.80 | 1.5463 | 1.7463 | 0.0000 | ||
88 | 2008.06.17 02:15 | close | 43 | 77.80 | 1.5465 | 1.7464 | 0.0000 | -2225.08 | 554584.47 |
89 | 2008.06.17 02:15 | close | 44 | 60.70 | 1.5464 | 1.7465 | 0.0000 | -522.02 | 554062.45 |
90 | 2008.06.17 02:15 | close | 45 | 47.80 | 1.5465 | 1.7463 | 0.0000 | -1845.08 | 552217.37 |
91 | 2008.06.17 02:16 | buy | 46 | 77.20 | 1.5464 | 1.3464 | 0.0000 | ||
92 | 2008.06.17 02:18 | buy | 47 | 60.40 | 1.5465 | 1.3465 | 0.0000 | ||
93 | 2008.06.17 02:19 | buy | 48 | 47.00 | 1.5464 | 1.3464 | 0.0000 | ||
94 | 2008.06.18 19:40 | close | 46 | 77.20 | 1.5526 | 1.3464 | 0.0000 | 48072.44 | 600289.81 |
95 | 2008.06.18 19:40 | close | 47 | 60.40 | 1.5527 | 1.3465 | 0.0000 | 37611.08 | 637900.89 |
96 | 2008.06.18 19:40 | close | 48 | 47.00 | 1.5526 | 1.3464 | 0.0000 | 29266.90 | 667167.79 |
97 | 2008.06.18 19:40 | sell | 49 | 93.30 | 1.5525 | 1.7525 | 0.0000 | ||
98 | 2008.06.18 19:40 | sell | 50 | 72.50 | 1.5527 | 1.7527 | 0.0000 | ||
99 | 2008.06.18 19:41 | sell | 51 | 57.00 | 1.5525 | 1.7525 | 0.0000 | ||
100 | 2008.06.23 23:59 | close at stop | 51 | 57.00 | 1.5517 | 1.7525 | 0.0000 | 1909.50 | 669077.29 |
101 | 2008.06.23 23:59 | close at stop | 50 | 72.50 | 1.5517 | 1.7527 | 0.0000 | 3878.75 | 672956.04 |
102 | 2008.06.23 23:59 | close at stop | 49 | 93.30 | 1.5517 | 1.7525 | 0.0000 | 3125.55 | 676081.59 |
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