Strategy Tester Report |
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MetaQuotes-Demo (Build 687) |
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Settings |
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Expert: | expforexteam2012_universal_v1 | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | H1 (2012.01.01 - 2012.08.01) | |||||||||||
Inputs: | asd=Программирование www.expforex.com | |||||||||||
IndSigToTrade=2 | ||||||||||||
IndSigToTrade2=0 | ||||||||||||
Risk=30.00000000 | ||||||||||||
SL=90 | ||||||||||||
TP=60 | ||||||||||||
TrallingStop=0 | ||||||||||||
a22= Вывод Настроек индикаторов, заложенных в эксперта | ||||||||||||
a23= input parameters Moving Average | ||||||||||||
periodma1=8 | ||||||||||||
periodma2=16 | ||||||||||||
MAmethod=0 | ||||||||||||
MAprice=1 | ||||||||||||
a24= input parameters MACD | ||||||||||||
FastMACD=110 | ||||||||||||
SlowMACD=136 | ||||||||||||
MACDSMA=14 | ||||||||||||
MACDprice=4 | ||||||||||||
a25= input parameters Price Channel | ||||||||||||
PCPeriod=22 | ||||||||||||
a26= input parameters Adaptive Channel ADX | ||||||||||||
ADXPeriod=14 | ||||||||||||
a27= input parameters Stochastic Oscillator | ||||||||||||
SOPeriodK=5 | ||||||||||||
SOPeriodD=3 | ||||||||||||
SOslowing=3 | ||||||||||||
SOmethod=0 | ||||||||||||
SOpricefield=0 | ||||||||||||
a28= input parameters RSI | ||||||||||||
RSIPeriod=14 | ||||||||||||
RSIprice=1 | ||||||||||||
a29= input parameters CCI | ||||||||||||
CCIPeriod=14 | ||||||||||||
CCIprice=6 | ||||||||||||
a30= input parameters WPR | ||||||||||||
WPRPeriod=14 | ||||||||||||
a31= input parameters Bollinger Bands | ||||||||||||
BBPeriod=20 | ||||||||||||
BBdeviation=2.00000000 | ||||||||||||
BBprice=1 | ||||||||||||
a32= input parameters Standard Deviation Channel | ||||||||||||
SDCPeriod=14 | ||||||||||||
SDCdeviation=2.00000000 | ||||||||||||
SDCprice=1 | ||||||||||||
SDCmethod=0 | ||||||||||||
a34= input parameters Price Channel 2 | ||||||||||||
PC2Period=22 | ||||||||||||
a35= input parameters Envelopes | ||||||||||||
ENVPeriod=14 | ||||||||||||
ENVdeviation=0.10000000 | ||||||||||||
ENVprice=1 | ||||||||||||
ENVmethod=0 | ||||||||||||
a36= input parameters Donchian Channels | ||||||||||||
DCPeriod=24 | ||||||||||||
DCExtremes=3 | ||||||||||||
DCMargins=-2 | ||||||||||||
a37= input parameters Silver-channels | ||||||||||||
SCPeriod=26 | ||||||||||||
SCSilvCh=38.20000000 | ||||||||||||
SCSkyCh=23.60000000 | ||||||||||||
SCFutCh=61.80000000 | ||||||||||||
a38= input parameters NRTR | ||||||||||||
NRTRPeriod=40 | ||||||||||||
NRTRK=2.00000000 | ||||||||||||
a39= input parameters Alligator | ||||||||||||
ALjawperiod=13 | ||||||||||||
ALteethperiod=8 | ||||||||||||
ALlipsperiod=5 | ||||||||||||
ALmethod=2 | ||||||||||||
ALprice=5 | ||||||||||||
a40= input parameters AMA | ||||||||||||
AMAperiod=9 | ||||||||||||
AMAfastperiod=2 | ||||||||||||
AMAslowperiod=30 | ||||||||||||
AMAprice=1 | ||||||||||||
a41= input parameters Ichimoku Kinko Hyo | ||||||||||||
IKHtenkansen=9 | ||||||||||||
IKHkijunsen=26 | ||||||||||||
IKHsenkouspanb=52 | ||||||||||||
Broker: | MetaQuotes Software Corp. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 100% | |||||||||||
Bars: | 3645 | Ticks: | 11915905 | Symbols: | 1 | |||||||
Total Net Profit: | 23 637.58 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 1 340.71 | |||||||
Gross Profit: | 31 757.68 | Balance Drawdown Maximal: | 3 618.00 (10.20%) | Equity Drawdown Maximal: | 4 851.00 (13.37%) | |||||||
Gross Loss: | -8 120.10 | Balance Drawdown Relative: | 10.20% (3 618.00) | Equity Drawdown Relative: | 15.29% (3 591.00) | |||||||
Profit Factor: | 3.91 | Expected Payoff: | 1 125.60 | Margin Level: | 288.07% | |||||||
Recovery Factor: | 4.87 | Sharpe Ratio: | 0.95 | Z-Score: | 1.31 (80.98%) | |||||||
AHPR: | 1.06 (6.15%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
GHPR: | 1.06 (5.95%) | LR Standard Error: | 2 413.15 | |||||||||
Total Trades: | 21 | Short Trades (won %): | 10 (80.00%) | Long Trades (won %): | 11 (90.91%) | |||||||
Total Deals: | 42 | Profit Trades (% of total): | 18 (85.71%) | Loss Trades (% of total): | 3 (14.29%) | |||||||
Largest profit trade: | 1 800.00 | Largest loss trade: | -2 709.00 | |||||||||
Average profit trade: | 1 764.32 | Average loss trade: | -2 706.70 | |||||||||
Maximum consecutive wins ($): | 12 (20 963.98) | Maximum consecutive losses ($): | 1 (-2 709.00) | |||||||||
Maximal consecutive profit (count): | 20 963.98 (12) | Maximal consecutive loss (count): | -2 709.00 (1) | |||||||||
Average consecutive wins: | 5 | Average consecutive losses: | 1 | |||||||||
Correlation (Profits,MFE): | 0.50 | Correlation (Profits,MAE): | 0.71 | Correlation (MFE,MAE): | 0.2133 | |||||||
Minimal position holding time: | 3:42:25 | Maximal position holding time: | 64:44:30 | Average position holding time: | 24:30:08 | |||||||
Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2012.01.13 18:00 | 2 | EURUSD | buy | 2.37 / 2.37 | 1.26819 | 1.25919 | 1.27419 | 2012.01.13 18:00 | filled | |||
2012.01.17 08:07 | 3 | EURUSD | sell | 2.37 / 2.37 | 1.27419 | 2012.01.17 08:07 | filled | tp 1.27419 | ||||
2012.01.23 08:00 | 4 | EURUSD | buy | 2.65 / 2.65 | 1.29031 | 1.28131 | 1.29631 | 2012.01.23 08:00 | filled | |||
2012.01.23 11:42 | 5 | EURUSD | sell | 2.65 / 2.65 | 1.29631 | 2012.01.23 11:42 | filled | tp 1.29631 | ||||
2012.01.25 12:00 | 6 | EURUSD | buy | 3.00 / 3.00 | 1.29686 | 1.28786 | 1.30286 | 2012.01.25 12:00 | filled | |||
2012.01.25 18:32 | 7 | EURUSD | sell | 3.00 / 3.00 | 1.30286 | 2012.01.25 18:32 | filled | tp 1.30286 | ||||
2012.01.27 04:00 | 8 | EURUSD | buy | 3.00 / 3.00 | 1.31068 | 1.30168 | 1.31668 | 2012.01.27 04:00 | filled | |||
2012.01.27 17:18 | 9 | EURUSD | sell | 3.00 / 3.00 | 1.31668 | 2012.01.27 17:18 | filled | tp 1.31668 | ||||
2012.01.27 19:00 | 10 | EURUSD | sell | 3.00 / 3.00 | 1.31687 | 1.32587 | 1.31087 | 2012.01.27 19:00 | filled | |||
2012.01.30 13:36 | 11 | EURUSD | buy | 3.00 / 3.00 | 1.31087 | 2012.01.30 13:36 | filled | tp 1.31087 | ||||
2012.02.01 21:00 | 12 | EURUSD | sell | 3.00 / 3.00 | 1.31554 | 1.32454 | 1.30954 | 2012.02.01 21:00 | filled | |||
2012.02.02 13:10 | 13 | EURUSD | buy | 3.00 / 3.00 | 1.30954 | 2012.02.02 13:10 | filled | tp 1.30954 | ||||
2012.03.09 17:00 | 14 | EURUSD | buy | 3.00 / 3.00 | 1.31193 | 1.30293 | 1.31793 | 2012.03.09 17:00 | filled | |||
2012.03.13 03:14 | 15 | EURUSD | sell | 3.00 / 3.00 | 1.31793 | 2012.03.13 03:14 | filled | tp 1.31793 | ||||
2012.03.21 20:00 | 16 | EURUSD | buy | 3.00 / 3.00 | 1.32041 | 1.31141 | 1.32641 | 2012.03.21 20:00 | filled | |||
2012.03.23 09:32 | 17 | EURUSD | sell | 3.00 / 3.00 | 1.32641 | 2012.03.23 09:32 | filled | tp 1.32641 | ||||
2012.04.02 06:00 | 18 | EURUSD | sell | 3.00 / 3.00 | 1.33338 | 1.34238 | 1.32738 | 2012.04.02 06:00 | filled | |||
2012.04.03 20:11 | 19 | EURUSD | buy | 3.00 / 3.00 | 1.32738 | 2012.04.03 20:11 | filled | tp 1.32738 | ||||
2012.04.16 22:00 | 20 | EURUSD | sell | 3.00 / 3.00 | 1.31365 | 1.32265 | 1.30765 | 2012.04.16 22:00 | filled | |||
2012.04.18 12:08 | 21 | EURUSD | buy | 3.00 / 3.00 | 1.30765 | 2012.04.18 12:08 | filled | tp 1.30765 | ||||
2012.04.23 14:00 | 22 | EURUSD | buy | 3.00 / 3.00 | 1.31420 | 1.30520 | 1.32020 | 2012.04.23 14:00 | filled | |||
2012.04.24 15:43 | 23 | EURUSD | sell | 3.00 / 3.00 | 1.32020 | 2012.04.24 15:43 | filled | tp 1.32020 | ||||
2012.04.27 17:00 | 24 | EURUSD | sell | 3.00 / 3.00 | 1.32598 | 1.33498 | 1.31998 | 2012.04.27 17:00 | filled | |||
2012.05.02 09:44 | 25 | EURUSD | buy | 3.00 / 3.00 | 1.31998 | 2012.05.02 09:44 | filled | tp 1.31998 | ||||
2012.05.11 06:00 | 26 | EURUSD | buy | 3.00 / 3.00 | 1.29238 | 1.28338 | 1.29838 | 2012.05.11 06:00 | filled | |||
2012.05.14 14:38 | 27 | EURUSD | sell | 3.00 / 3.00 | 1.28338 | 2012.05.14 14:38 | filled | sl 1.28338 | ||||
2012.05.17 05:00 | 28 | EURUSD | sell | 3.00 / 3.00 | 1.27390 | 1.28290 | 1.26790 | 2012.05.17 05:00 | filled | |||
2012.05.17 13:26 | 29 | EURUSD | buy | 3.00 / 3.00 | 1.26790 | 2012.05.17 13:26 | filled | tp 1.26790 | ||||
2012.05.17 15:00 | 30 | EURUSD | buy | 3.00 / 3.00 | 1.27129 | 1.26229 | 1.27729 | 2012.05.17 15:00 | filled | |||
2012.05.18 21:04 | 31 | EURUSD | sell | 3.00 / 3.00 | 1.27729 | 2012.05.18 21:04 | filled | tp 1.27729 | ||||
2012.06.08 10:00 | 32 | EURUSD | buy | 3.00 / 3.00 | 1.24903 | 1.24003 | 1.25503 | 2012.06.08 10:00 | filled | |||
2012.06.11 00:00 | 33 | EURUSD | sell | 3.00 / 3.00 | 1.25503 | 2012.06.11 00:00 | filled | tp 1.25503 | ||||
2012.06.11 01:00 | 34 | EURUSD | sell | 3.00 / 3.00 | 1.26359 | 1.27259 | 1.25759 | 2012.06.11 01:00 | filled | |||
2012.06.11 11:43 | 35 | EURUSD | buy | 3.00 / 3.00 | 1.25759 | 2012.06.11 11:43 | filled | tp 1.25759 | ||||
2012.06.13 14:00 | 36 | EURUSD | sell | 3.00 / 3.00 | 1.25440 | 1.26340 | 1.24840 | 2012.06.13 14:00 | filled | |||
2012.06.14 21:07 | 37 | EURUSD | buy | 3.00 / 3.00 | 1.26340 | 2012.06.14 21:07 | filled | sl 1.26340 | ||||
2012.07.11 11:00 | 38 | EURUSD | sell | 3.00 / 3.00 | 1.22905 | 1.23805 | 1.22305 | 2012.07.11 11:00 | filled | |||
2012.07.11 17:15 | 39 | EURUSD | buy | 3.00 / 3.00 | 1.22305 | 2012.07.11 17:15 | filled | tp 1.22305 | ||||
2012.07.25 13:00 | 40 | EURUSD | sell | 3.00 / 3.00 | 1.21452 | 1.22352 | 1.20852 | 2012.07.25 13:00 | filled | |||
2012.07.26 13:01 | 41 | EURUSD | buy | 3.00 / 3.00 | 1.22352 | 2012.07.26 13:01 | filled | sl 1.22352 | ||||
2012.07.30 19:00 | 42 | EURUSD | buy | 3.00 / 3.00 | 1.22622 | 1.21722 | 1.23222 | 2012.07.30 19:00 | filled | |||
2012.07.31 17:12 | 43 | EURUSD | sell | 3.00 / 3.00 | 1.23222 | 2012.07.31 17:12 | filled | tp 1.23222 | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2012.01.01 00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2012.01.13 18:00 | 2 | EURUSD | buy | in | 2.37 | 1.26819 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2012.01.17 08:07 | 3 | EURUSD | sell | out | 2.37 | 1.27419 | 3 | 0.00 | -3.32 | 1 422.00 | 11 418.68 | tp 1.27419 |
2012.01.23 08:00 | 4 | EURUSD | buy | in | 2.65 | 1.29031 | 4 | 0.00 | 0.00 | 0.00 | 11 418.68 | |
2012.01.23 11:42 | 5 | EURUSD | sell | out | 2.65 | 1.29631 | 5 | 0.00 | 0.00 | 1 590.00 | 13 008.68 | tp 1.29631 |
2012.01.25 12:00 | 6 | EURUSD | buy | in | 3.00 | 1.29686 | 6 | 0.00 | 0.00 | 0.00 | 13 008.68 | |
2012.01.25 18:32 | 7 | EURUSD | sell | out | 3.00 | 1.30286 | 7 | 0.00 | 0.00 | 1 800.00 | 14 808.68 | tp 1.30286 |
2012.01.27 04:00 | 8 | EURUSD | buy | in | 3.00 | 1.31068 | 8 | 0.00 | 0.00 | 0.00 | 14 808.68 | |
2012.01.27 17:18 | 9 | EURUSD | sell | out | 3.00 | 1.31668 | 9 | 0.00 | 0.00 | 1 800.00 | 16 608.68 | tp 1.31668 |
2012.01.27 19:00 | 10 | EURUSD | sell | in | 3.00 | 1.31687 | 10 | 0.00 | 0.00 | 0.00 | 16 608.68 | |
2012.01.30 13:36 | 11 | EURUSD | buy | out | 3.00 | 1.31087 | 11 | 0.00 | -3.00 | 1 800.00 | 18 405.68 | tp 1.31087 |
2012.02.01 21:00 | 12 | EURUSD | sell | in | 3.00 | 1.31554 | 12 | 0.00 | 0.00 | 0.00 | 18 405.68 | |
2012.02.02 13:10 | 13 | EURUSD | buy | out | 3.00 | 1.30954 | 13 | 0.00 | -9.00 | 1 800.00 | 20 196.68 | tp 1.30954 |
2012.03.09 17:00 | 14 | EURUSD | buy | in | 3.00 | 1.31193 | 14 | 0.00 | 0.00 | 0.00 | 20 196.68 | |
2012.03.13 03:14 | 15 | EURUSD | sell | out | 3.00 | 1.31793 | 15 | 0.00 | -4.20 | 1 800.00 | 21 992.48 | tp 1.31793 |
2012.03.21 20:00 | 16 | EURUSD | buy | in | 3.00 | 1.32041 | 16 | 0.00 | 0.00 | 0.00 | 21 992.48 | |
2012.03.23 09:32 | 17 | EURUSD | sell | out | 3.00 | 1.32641 | 17 | 0.00 | -8.40 | 1 800.00 | 23 784.08 | tp 1.32641 |
2012.04.02 06:00 | 18 | EURUSD | sell | in | 3.00 | 1.33338 | 18 | 0.00 | 0.00 | 0.00 | 23 784.08 | |
2012.04.03 20:11 | 19 | EURUSD | buy | out | 3.00 | 1.32738 | 19 | 0.00 | -3.00 | 1 800.00 | 25 581.08 | tp 1.32738 |
2012.04.16 22:00 | 20 | EURUSD | sell | in | 3.00 | 1.31365 | 20 | 0.00 | 0.00 | 0.00 | 25 581.08 | |
2012.04.18 12:08 | 21 | EURUSD | buy | out | 3.00 | 1.30765 | 21 | 0.00 | -6.00 | 1 800.00 | 27 375.08 | tp 1.30765 |
2012.04.23 14:00 | 22 | EURUSD | buy | in | 3.00 | 1.31420 | 22 | 0.00 | 0.00 | 0.00 | 27 375.08 | |
2012.04.24 15:43 | 23 | EURUSD | sell | out | 3.00 | 1.32020 | 23 | 0.00 | -2.10 | 1 800.00 | 29 172.98 | tp 1.32020 |
2012.04.27 17:00 | 24 | EURUSD | sell | in | 3.00 | 1.32598 | 24 | 0.00 | 0.00 | 0.00 | 29 172.98 | |
2012.05.02 09:44 | 25 | EURUSD | buy | out | 3.00 | 1.31998 | 25 | 0.00 | -9.00 | 1 800.00 | 30 963.98 | tp 1.31998 |
2012.05.11 06:00 | 26 | EURUSD | buy | in | 3.00 | 1.29238 | 26 | 0.00 | 0.00 | 0.00 | 30 963.98 | |
2012.05.14 14:38 | 27 | EURUSD | sell | out | 3.00 | 1.28338 | 27 | 0.00 | -2.10 | -2 700.00 | 28 261.88 | sl 1.28338 |
2012.05.17 05:00 | 28 | EURUSD | sell | in | 3.00 | 1.27390 | 28 | 0.00 | 0.00 | 0.00 | 28 261.88 | |
2012.05.17 13:26 | 29 | EURUSD | buy | out | 3.00 | 1.26790 | 29 | 0.00 | 0.00 | 1 800.00 | 30 061.88 | tp 1.26790 |
2012.05.17 15:00 | 30 | EURUSD | buy | in | 3.00 | 1.27129 | 30 | 0.00 | 0.00 | 0.00 | 30 061.88 | |
2012.05.18 21:04 | 31 | EURUSD | sell | out | 3.00 | 1.27729 | 31 | 0.00 | -2.10 | 1 800.00 | 31 859.78 | tp 1.27729 |
2012.06.08 10:00 | 32 | EURUSD | buy | in | 3.00 | 1.24903 | 32 | 0.00 | 0.00 | 0.00 | 31 859.78 | |
2012.06.11 00:00 | 33 | EURUSD | sell | out | 3.00 | 1.25503 | 33 | 0.00 | -2.10 | 1 800.00 | 33 657.68 | tp 1.25503 |
2012.06.11 01:00 | 34 | EURUSD | sell | in | 3.00 | 1.26359 | 34 | 0.00 | 0.00 | 0.00 | 33 657.68 | |
2012.06.11 11:43 | 35 | EURUSD | buy | out | 3.00 | 1.25759 | 35 | 0.00 | 0.00 | 1 800.00 | 35 457.68 | tp 1.25759 |
2012.06.13 14:00 | 36 | EURUSD | sell | in | 3.00 | 1.25440 | 36 | 0.00 | 0.00 | 0.00 | 35 457.68 | |
2012.06.14 21:07 | 37 | EURUSD | buy | out | 3.00 | 1.26340 | 37 | 0.00 | -9.00 | -2 700.00 | 32 748.68 | sl 1.26340 |
2012.07.11 11:00 | 38 | EURUSD | sell | in | 3.00 | 1.22905 | 38 | 0.00 | 0.00 | 0.00 | 32 748.68 | |
2012.07.11 17:15 | 39 | EURUSD | buy | out | 3.00 | 1.22305 | 39 | 0.00 | 0.00 | 1 800.00 | 34 548.68 | tp 1.22305 |
2012.07.25 13:00 | 40 | EURUSD | sell | in | 3.00 | 1.21452 | 40 | 0.00 | 0.00 | 0.00 | 34 548.68 | |
2012.07.26 13:01 | 41 | EURUSD | buy | out | 3.00 | 1.22352 | 41 | 0.00 | -9.00 | -2 700.00 | 31 839.68 | sl 1.22352 |
2012.07.30 19:00 | 42 | EURUSD | buy | in | 3.00 | 1.22622 | 42 | 0.00 | 0.00 | 0.00 | 31 839.68 | |
2012.07.31 17:12 | 43 | EURUSD | sell | out | 3.00 | 1.23222 | 43 | 0.00 | -2.10 | 1 800.00 | 33 637.58 | tp 1.23222 |
0.00 | -74.42 | 23 712.00 | 33 637.58 | |||||||||
Copyright 2001-2012, MetaQuotes Software Corp. |