Strategy Tester Report
MetaQuotes-Demo (Build 687)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.50 Correlation (Profits,MAE): 0.71 Correlation (MFE,MAE): 0.2133
Graph
Minimal position holding time: 3:42:25 Maximal position holding time: 64:44:30 Average position holding time: 24:30:08
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2012.01.13 18:002EURUSDbuy2.37 / 2.371.268191.259191.274192012.01.13 18:00filled
2012.01.17 08:073EURUSDsell2.37 / 2.371.274192012.01.17 08:07filledtp 1.27419
2012.01.23 08:004EURUSDbuy2.65 / 2.651.290311.281311.296312012.01.23 08:00filled
2012.01.23 11:425EURUSDsell2.65 / 2.651.296312012.01.23 11:42filledtp 1.29631
2012.01.25 12:006EURUSDbuy3.00 / 3.001.296861.287861.302862012.01.25 12:00filled
2012.01.25 18:327EURUSDsell3.00 / 3.001.302862012.01.25 18:32filledtp 1.30286
2012.01.27 04:008EURUSDbuy3.00 / 3.001.310681.301681.316682012.01.27 04:00filled
2012.01.27 17:189EURUSDsell3.00 / 3.001.316682012.01.27 17:18filledtp 1.31668
2012.01.27 19:0010EURUSDsell3.00 / 3.001.316871.325871.310872012.01.27 19:00filled
2012.01.30 13:3611EURUSDbuy3.00 / 3.001.310872012.01.30 13:36filledtp 1.31087
2012.02.01 21:0012EURUSDsell3.00 / 3.001.315541.324541.309542012.02.01 21:00filled
2012.02.02 13:1013EURUSDbuy3.00 / 3.001.309542012.02.02 13:10filledtp 1.30954
2012.03.09 17:0014EURUSDbuy3.00 / 3.001.311931.302931.317932012.03.09 17:00filled
2012.03.13 03:1415EURUSDsell3.00 / 3.001.317932012.03.13 03:14filledtp 1.31793
2012.03.21 20:0016EURUSDbuy3.00 / 3.001.320411.311411.326412012.03.21 20:00filled
2012.03.23 09:3217EURUSDsell3.00 / 3.001.326412012.03.23 09:32filledtp 1.32641
2012.04.02 06:0018EURUSDsell3.00 / 3.001.333381.342381.327382012.04.02 06:00filled
2012.04.03 20:1119EURUSDbuy3.00 / 3.001.327382012.04.03 20:11filledtp 1.32738
2012.04.16 22:0020EURUSDsell3.00 / 3.001.313651.322651.307652012.04.16 22:00filled
2012.04.18 12:0821EURUSDbuy3.00 / 3.001.307652012.04.18 12:08filledtp 1.30765
2012.04.23 14:0022EURUSDbuy3.00 / 3.001.314201.305201.320202012.04.23 14:00filled
2012.04.24 15:4323EURUSDsell3.00 / 3.001.320202012.04.24 15:43filledtp 1.32020
2012.04.27 17:0024EURUSDsell3.00 / 3.001.325981.334981.319982012.04.27 17:00filled
2012.05.02 09:4425EURUSDbuy3.00 / 3.001.319982012.05.02 09:44filledtp 1.31998
2012.05.11 06:0026EURUSDbuy3.00 / 3.001.292381.283381.298382012.05.11 06:00filled
2012.05.14 14:3827EURUSDsell3.00 / 3.001.283382012.05.14 14:38filledsl 1.28338
2012.05.17 05:0028EURUSDsell3.00 / 3.001.273901.282901.267902012.05.17 05:00filled
2012.05.17 13:2629EURUSDbuy3.00 / 3.001.267902012.05.17 13:26filledtp 1.26790
2012.05.17 15:0030EURUSDbuy3.00 / 3.001.271291.262291.277292012.05.17 15:00filled
2012.05.18 21:0431EURUSDsell3.00 / 3.001.277292012.05.18 21:04filledtp 1.27729
2012.06.08 10:0032EURUSDbuy3.00 / 3.001.249031.240031.255032012.06.08 10:00filled
2012.06.11 00:0033EURUSDsell3.00 / 3.001.255032012.06.11 00:00filledtp 1.25503
2012.06.11 01:0034EURUSDsell3.00 / 3.001.263591.272591.257592012.06.11 01:00filled
2012.06.11 11:4335EURUSDbuy3.00 / 3.001.257592012.06.11 11:43filledtp 1.25759
2012.06.13 14:0036EURUSDsell3.00 / 3.001.254401.263401.248402012.06.13 14:00filled
2012.06.14 21:0737EURUSDbuy3.00 / 3.001.263402012.06.14 21:07filledsl 1.26340
2012.07.11 11:0038EURUSDsell3.00 / 3.001.229051.238051.223052012.07.11 11:00filled
2012.07.11 17:1539EURUSDbuy3.00 / 3.001.223052012.07.11 17:15filledtp 1.22305
2012.07.25 13:0040EURUSDsell3.00 / 3.001.214521.223521.208522012.07.25 13:00filled
2012.07.26 13:0141EURUSDbuy3.00 / 3.001.223522012.07.26 13:01filledsl 1.22352
2012.07.30 19:0042EURUSDbuy3.00 / 3.001.226221.217221.232222012.07.30 19:00filled
2012.07.31 17:1243EURUSDsell3.00 / 3.001.232222012.07.31 17:12filledtp 1.23222
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2012.01.01 00:001balance0.000.0010 000.0010 000.00
2012.01.13 18:002EURUSDbuyin2.371.2681920.000.000.0010 000.00
2012.01.17 08:073EURUSDsellout2.371.2741930.00-3.321 422.0011 418.68tp 1.27419
2012.01.23 08:004EURUSDbuyin2.651.2903140.000.000.0011 418.68
2012.01.23 11:425EURUSDsellout2.651.2963150.000.001 590.0013 008.68tp 1.29631
2012.01.25 12:006EURUSDbuyin3.001.2968660.000.000.0013 008.68
2012.01.25 18:327EURUSDsellout3.001.3028670.000.001 800.0014 808.68tp 1.30286
2012.01.27 04:008EURUSDbuyin3.001.3106880.000.000.0014 808.68
2012.01.27 17:189EURUSDsellout3.001.3166890.000.001 800.0016 608.68tp 1.31668
2012.01.27 19:0010EURUSDsellin3.001.31687100.000.000.0016 608.68
2012.01.30 13:3611EURUSDbuyout3.001.31087110.00-3.001 800.0018 405.68tp 1.31087
2012.02.01 21:0012EURUSDsellin3.001.31554120.000.000.0018 405.68
2012.02.02 13:1013EURUSDbuyout3.001.30954130.00-9.001 800.0020 196.68tp 1.30954
2012.03.09 17:0014EURUSDbuyin3.001.31193140.000.000.0020 196.68
2012.03.13 03:1415EURUSDsellout3.001.31793150.00-4.201 800.0021 992.48tp 1.31793
2012.03.21 20:0016EURUSDbuyin3.001.32041160.000.000.0021 992.48
2012.03.23 09:3217EURUSDsellout3.001.32641170.00-8.401 800.0023 784.08tp 1.32641
2012.04.02 06:0018EURUSDsellin3.001.33338180.000.000.0023 784.08
2012.04.03 20:1119EURUSDbuyout3.001.32738190.00-3.001 800.0025 581.08tp 1.32738
2012.04.16 22:0020EURUSDsellin3.001.31365200.000.000.0025 581.08
2012.04.18 12:0821EURUSDbuyout3.001.30765210.00-6.001 800.0027 375.08tp 1.30765
2012.04.23 14:0022EURUSDbuyin3.001.31420220.000.000.0027 375.08
2012.04.24 15:4323EURUSDsellout3.001.32020230.00-2.101 800.0029 172.98tp 1.32020
2012.04.27 17:0024EURUSDsellin3.001.32598240.000.000.0029 172.98
2012.05.02 09:4425EURUSDbuyout3.001.31998250.00-9.001 800.0030 963.98tp 1.31998
2012.05.11 06:0026EURUSDbuyin3.001.29238260.000.000.0030 963.98
2012.05.14 14:3827EURUSDsellout3.001.28338270.00-2.10-2 700.0028 261.88sl 1.28338
2012.05.17 05:0028EURUSDsellin3.001.27390280.000.000.0028 261.88
2012.05.17 13:2629EURUSDbuyout3.001.26790290.000.001 800.0030 061.88tp 1.26790
2012.05.17 15:0030EURUSDbuyin3.001.27129300.000.000.0030 061.88
2012.05.18 21:0431EURUSDsellout3.001.27729310.00-2.101 800.0031 859.78tp 1.27729
2012.06.08 10:0032EURUSDbuyin3.001.24903320.000.000.0031 859.78
2012.06.11 00:0033EURUSDsellout3.001.25503330.00-2.101 800.0033 657.68tp 1.25503
2012.06.11 01:0034EURUSDsellin3.001.26359340.000.000.0033 657.68
2012.06.11 11:4335EURUSDbuyout3.001.25759350.000.001 800.0035 457.68tp 1.25759
2012.06.13 14:0036EURUSDsellin3.001.25440360.000.000.0035 457.68
2012.06.14 21:0737EURUSDbuyout3.001.26340370.00-9.00-2 700.0032 748.68sl 1.26340
2012.07.11 11:0038EURUSDsellin3.001.22905380.000.000.0032 748.68
2012.07.11 17:1539EURUSDbuyout3.001.22305390.000.001 800.0034 548.68tp 1.22305
2012.07.25 13:0040EURUSDsellin3.001.21452400.000.000.0034 548.68
2012.07.26 13:0141EURUSDbuyout3.001.22352410.00-9.00-2 700.0031 839.68sl 1.22352
2012.07.30 19:0042EURUSDbuyin3.001.22622420.000.000.0031 839.68
2012.07.31 17:1243EURUSDsellout3.001.23222430.00-2.101 800.0033 637.58tp 1.23222
0.00 -74.42 23 712.00 33 637.58
Copyright 2001-2012, MetaQuotes Software Corp.