Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1881)
Settings
Expert Advisor: revertme_all
Symbol: HPE.m
Period: M15 (1970.01.01 - 2018.10.20)
Parameters: cmt=HPE M15 MA norevert
delimeter_base_01=
Lot=0.02
addLot=0
forceLongCmt=
forceShortCmt=
reOpenAfter=0
TYPE_STOP=0
StopLevel=55
TYPE_TAKE=0
TakeProfit=85
goLong=true
goShort=true
EveryTick=false
SKIP_LESS=false
SYM_STOP=0.0
useMyPoint=0.0
useORDER_FILLING_RETURN=false
delimeter_base_02=
typeClose=0
typeAdd=0
maxLotMultiplier=8
noOpen=false
closeAllWarning=true
delimeter_ma_01=
Type_MA=3
MA_IMA=192
MA_SHIFT=0
MA_FAST=5
MA_SLOW=44
GFactor=0.00011
delimeter_adx_01=
ADX_PERIOD=0
ADX_VOL_MIN=22
ADX_VOL_MAX=37
ADX_only_Minus=false
delimeter_sar_ma_01=
SAR_MA_Type_MA=3
SAR_MA_IMA=0
SAR_MA_SHIFT=0
SAR_MA_FAST=5
SAR_MA_SLOW=44
delimeter_sar_ma_02=
SAR_MA_VAL1=0.02
SAR_MA_VAL2=0.3
delimeter_cci_01=
Type_CCI=0
CCI_Timeframe=15
CCI_VAL=0
CCI_FROM_MAX=141
CCI_FROM_MIN=-123
delimeter_bb_01=
BB_IMA=0
BB_SHIFT=0
BB_DEVIATION=2
BB_isBorder=1
delimeter_macd_01=
MACD_FAST_EMA=11
MACD_SLOW_EMA=27
MACD_PERIOD=0
MACD_VAL=0.0
MACD_VAL_SHORT=0.0
delimeter_momentum_01=
Type_Momentum=0
MM_PERIOD=0
MM_VOL_MAX=98
MM_VOL_MIN=88
delimeter_rsi_01=
Type_RSI=2
RSI_PERIOD=0
rsiValMax=78
rsiValMin=40
delimeter_wpr_01=
WPR_PERIOD=0
WPR_VAL=-77
WPR_VAL_SHORT=-13
delimeter_time_01=
NoJanuary=false
NoFebruary=false
NoMarch=false
NoApril=false
NoMay=false
NoJune=false
NoJuly=false
NoAugust=false
NoSeptember=false
NoOctober=false
NoNovember=false
NoDecember=false
delimeter_time_02=
NoMonday=false
NoTuesday=false
NoWednesday=false
NoThursday=false
NoFriday=false
delimeter_time_03=
NoHour0=false
NoHour1=false
NoHour2=false
NoHour3=false
NoHour4=false
NoHour5=false
NoHour6=false
NoHour7=false
NoHour8=false
NoHour9=false
NoHour10=false
NoHour11=false
NoHour12=false
NoHour13=false
NoHour14=false
NoHour15=false
NoHour16=false
NoHour17=false
NoHour18=false
NoHour19=false
NoHour20=false
NoHour21=false
NoHour22=false
NoHour23=false
delimeter_candle_01=
tickVol=0.0
bigVol=0.0
highVal=0.0
maxPros=0.0
maxProsMax=0.0
maxCons=0.0
skipIfNCandleUP=0
skipIfCloseBOpen=0
skipIfOpenBClose=0
ConsVsProsMin=0.0
ConsVsProsMax=0.0
CConsVsCProsMin=0
imaMaxMin=0.0
imaMaxMax=0.0
EA_Magic=45678
Broker: RoboForex Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Outputs
History Quality: 14% реальных тиков
Bars: 19465 Ticks: 433380 Symbols 1
Net profit: 19.72 Balance Drawdown Absolute: 0.60 Absolute equity drawdown: 0.72
Bruttogewinn: 38.42 Balance Drawdown Maximal: 6.08 (0.06%) Equity Drawdown Maximal: 7.72 (0.08%)
Bruttoverlust: -18.70 Relative balance drawdown: 0.06% (6.08) Relative equity drawdown: 0.08% (7.72)
Profit Factor: 2.05 Expected payoff: 0.52 Margin Level: 529886.77%
Recovery Factor: 2.55 Sharpe Ratio: 0.36 Z-Account: -1.70 (91.09%)
AHPR: 1.0001 (0.01%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.0001 (0.01%) LR Standard Error: 2.68
Total Trades: 38 Short Trades (won %): 13 (53.85%) Long Trades (won %): 25 (60.00%)
Total Trades: 76 Profit Trades (% of total): 22 (57.89%) Loss Trades (% of total): 16 (42.11%)
Largest profit trade: 2.54 Largest loss trade: -1.72
Average Profit Trade: 1.75 Average loss trade: -1.17
Maximum consecutive wins ($): 7 (11.94) Maximum consecutive losses ($): 5 (-6.08)
Max. consecutive profit (count): 11.94 (7) Max. consecutive loss (count): -6.08 (5)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.76 Correlation (Profits,MAE): 0.79 Correlation (MFE,MAE): 0.5724
Graph
Minimum position holding time: 2:31:01 Maximum position holding time: 885:26:00 Average position holding time: 319:15:17
Graph
ORDERS
Open Time Order Symbol Typ Volume Price S / L T / P Time State Comment
2015.11.19 17:01:302HPE.mbuy0.02 / 0.027.967.398.812015.11.19 17:01:30filled1
2015.12.01 16:37:003HPE.msell0.02 / 0.028.812015.12.01 16:37:00filledtp 8.81
2015.12.03 20:30:004HPE.mbuy0.02 / 0.028.598.029.442015.12.03 20:30:00filled1
2016.01.07 20:46:595HPE.msell0.02 / 0.028.022016.01.07 20:46:59filledsl 8.02
2016.01.27 18:16:006HPE.msell0.02 / 0.027.588.156.732016.01.27 18:16:00filled1
2016.03.02 22:22:307HPE.mbuy0.02 / 0.028.152016.03.02 22:22:30filledsl 8.15
2016.03.03 17:45:008HPE.mbuy0.02 / 0.027.837.268.682016.03.03 17:45:00filled1
2016.03.04 16:31:599HPE.msell0.02 / 0.028.682016.03.04 16:31:59filledtp 8.68
2016.04.05 16:45:0010HPE.msell0.02 / 0.0210.2410.819.392016.04.05 16:45:00filled1
2016.05.03 16:31:2811HPE.mbuy0.02 / 0.029.392016.05.03 16:31:28filledtp 9.39
2016.05.11 22:45:3012HPE.msell0.02 / 0.029.339.908.482016.05.11 22:45:30filled1
2016.05.24 23:06:0013HPE.mbuy0.02 / 0.029.902016.05.24 23:06:00filledsl 9.90
2016.06.13 17:00:0014HPE.mbuy0.02 / 0.0211.0710.5011.922016.06.13 17:00:00filled1
2016.06.27 16:30:0015HPE.msell0.02 / 0.0210.502016.06.27 16:30:00filledsl 10.50
2016.06.30 18:15:0016HPE.mbuy0.02 / 0.0210.6110.0411.462016.06.30 18:15:00filled1
2016.07.12 17:30:0017HPE.msell0.02 / 0.0211.462016.07.12 17:30:00filledtp 11.46
2016.07.29 17:45:3018HPE.mbuy0.02 / 0.0211.7611.1912.612016.07.29 17:45:30filled1
2016.07.29 20:16:3119HPE.msell0.02 / 0.0212.612016.07.29 20:16:31filledtp 12.61
2016.08.10 22:00:3020HPE.mbuy0.02 / 0.0212.5111.9413.362016.08.10 22:00:30filled1
2016.09.19 18:44:3021HPE.msell0.02 / 0.0213.362016.09.19 18:44:30filledtp 13.36
2016.09.26 20:45:0022HPE.msell0.02 / 0.0213.1613.7312.312016.09.26 20:45:00filled1
2016.10.18 16:42:5923HPE.mbuy0.02 / 0.0212.312016.10.18 16:42:59filledtp 12.31
2016.10.19 17:00:3024HPE.mbuy0.02 / 0.0212.7512.1813.602016.10.19 17:00:30filled1
2016.11.08 19:00:3025HPE.msell0.02 / 0.0213.602016.11.08 19:00:30filledtp 13.60
2016.11.09 16:45:0026HPE.mbuy0.02 / 0.0213.2212.6514.072016.11.09 16:45:00filled1
2016.12.05 22:58:5927HPE.msell0.02 / 0.0214.072016.12.05 22:58:59filledtp 14.07
2016.12.12 16:30:0028HPE.msell0.02 / 0.0214.0014.5713.152016.12.12 16:30:00filled1
2017.01.06 17:30:3529HPE.mbuy0.02 / 0.0213.152017.01.06 17:30:35filledtp 13.15
2017.01.13 16:45:3030HPE.mbuy0.02 / 0.0213.4112.8414.262017.01.13 16:45:30filled1
2017.01.30 21:52:3031HPE.msell0.02 / 0.0212.842017.01.30 21:52:30filledsl 12.84
2017.01.31 22:45:0032HPE.mbuy0.02 / 0.0213.1512.5814.002017.01.31 22:45:00filled1
2017.02.09 21:44:3033HPE.msell0.02 / 0.0214.002017.02.09 21:44:30filledtp 14.00
2017.03.01 22:15:3034HPE.msell0.02 / 0.0213.5114.0812.662017.03.01 22:15:30filled1
2017.04.07 17:26:0635HPE.mbuy0.02 / 0.0214.082017.04.07 17:26:06filledsl 14.08
2017.04.12 19:00:3036HPE.mbuy0.02 / 0.0214.0213.4514.872017.04.12 19:00:30filled1
2017.06.02 16:26:3037HPE.msell0.02 / 0.0213.452017.06.02 16:26:30filledsl 13.45
2017.06.22 22:45:0038HPE.msell0.02 / 0.0212.9213.4912.072017.06.22 22:45:00filled1
2017.07.19 18:58:3039HPE.mbuy0.02 / 0.0213.492017.07.19 18:58:30filledsl 13.49
2017.07.26 18:00:3040HPE.msell0.02 / 0.0213.6614.2312.812017.07.26 18:00:30filled1
2017.09.01 14:30:3041HPE.mbuy0.02 / 0.0214.232017.09.01 14:30:30filledsl 14.23
2017.09.05 18:45:3042HPE.mbuy0.02 / 0.0214.0113.4414.862017.09.05 18:45:30filled1
2017.09.07 18:27:0843HPE.msell0.02 / 0.0213.442017.09.07 18:27:08filledsl 13.44
2017.09.14 17:15:3044HPE.mbuy0.02 / 0.0213.4612.8914.312017.09.14 17:15:30filled1
2017.09.25 16:36:2445HPE.msell0.02 / 0.0214.312017.09.25 16:36:24filledtp 14.31
2017.10.04 16:45:3046HPE.msell0.02 / 0.0214.6115.1813.762017.10.04 16:45:30filled1
2017.11.01 16:31:2147HPE.mbuy0.02 / 0.0213.762017.11.01 16:31:21filledtp 13.76
2017.11.09 18:16:3048HPE.mbuy0.02 / 0.0213.7113.1414.562017.11.09 18:16:30filled1
2017.11.15 16:36:5949HPE.msell0.02 / 0.0213.142017.11.15 16:36:59filledsl 13.14
2017.11.17 17:31:3050HPE.mbuy0.02 / 0.0213.5112.9414.362017.11.17 17:31:30filled1
2017.11.22 17:30:0751HPE.msell0.02 / 0.0212.942017.11.22 17:30:07filledsl 12.94
2017.11.27 22:30:3052HPE.mbuy0.02 / 0.0213.5312.9614.382017.11.27 22:30:30filled1
2017.12.01 20:25:3053HPE.msell0.02 / 0.0214.382017.12.01 20:25:30filledtp 14.38
2017.12.14 17:30:3054HPE.mbuy0.02 / 0.0214.3613.7915.212017.12.14 17:30:30filled1
2018.01.10 19:10:2455HPE.msell0.02 / 0.0215.212018.01.10 19:10:24filledtp 15.21
2018.01.30 17:15:0056HPE.msell0.02 / 0.0216.4717.0415.622018.01.30 17:15:00filled1
2018.02.06 16:31:0057HPE.mbuy0.02 / 0.0215.622018.02.06 16:31:00filledtp 15.62
2018.02.12 21:00:3058HPE.mbuy0.02 / 0.0215.7715.2016.622018.02.12 21:00:30filled1
2018.02.20 17:05:5959HPE.msell0.02 / 0.0216.622018.02.20 17:05:59filledtp 16.62
2018.03.13 21:16:3060HPE.msell0.02 / 0.0218.9419.5118.092018.03.13 21:16:30filled1
2018.03.23 18:21:3061HPE.mbuy0.02 / 0.0218.092018.03.23 18:21:30filledtp 18.09
2018.04.10 20:16:3062HPE.mbuy0.02 / 0.0217.2816.7118.132018.04.10 20:16:30filled1
2018.05.23 16:30:2663HPE.msell0.02 / 0.0216.712018.05.23 16:30:26filledsl 16.71
2018.06.06 17:15:4064HPE.msell0.02 / 0.0215.7416.3214.892018.06.06 17:15:40filled1
2018.06.27 20:17:1465HPE.mbuy0.02 / 0.0214.892018.06.27 20:17:14filledtp 14.89
2018.07.06 17:35:5966HPE.mbuy0.02 / 0.0214.9414.3615.792018.07.06 17:35:59filled1
2018.07.18 19:14:3967HPE.msell0.02 / 0.0215.792018.07.18 19:14:39filledtp 15.79
2018.07.20 16:46:4068HPE.mbuy0.02 / 0.0215.6115.0316.462018.07.20 16:46:40filled1
2018.08.17 17:27:3369HPE.msell0.02 / 0.0216.462018.08.17 17:27:33filledtp 16.46
2018.08.23 17:15:1270HPE.mbuy0.02 / 0.0216.1815.5917.032018.08.23 17:15:12filled1
2018.08.29 16:38:2371HPE.msell0.02 / 0.0217.032018.08.29 16:38:23filledtp 17.03
2018.08.31 16:45:2672HPE.msell0.02 / 0.0216.5417.1215.692018.08.31 16:45:26filled1
2018.09.21 16:41:0773HPE.mbuy0.02 / 0.0217.122018.09.21 16:41:07filledsl 17.12
2018.10.02 20:38:5574HPE.mbuy0.02 / 0.0216.5415.9617.392018.10.02 20:38:55filled1
2018.10.08 16:32:0675HPE.msell0.02 / 0.0215.962018.10.08 16:32:06filledsl 15.96
2018.10.17 16:45:0276HPE.mbuy0.02 / 0.0215.6615.0716.512018.10.17 16:45:02filled1
2018.10.19 22:58:1377HPE.msell0.02 / 0.0215.442018.10.19 22:58:13filledend of test
Deals
Time Trade Symbol Typ Direction Volume Price Order Commission Swap Profit Column Bilanz Comment
2015.11.02 00:00:001balance0.000.0010 000.0010 000.00
2015.11.19 17:01:302HPE.mbuyin0.027.9620.000.000.0010 000.001
2015.12.01 16:37:003HPE.msellout0.028.8130.000.001.7010 001.70tp 8.81
2015.12.03 20:30:004HPE.mbuyin0.028.5940.000.000.0010 001.701
2016.01.07 20:46:595HPE.msellout0.028.0150.000.00-1.1610 000.54sl 8.02
2016.01.27 18:16:006HPE.msellin0.027.5860.000.000.0010 000.541
2016.03.02 22:22:307HPE.mbuyout0.028.1570.000.00-1.149 999.40sl 8.15
2016.03.03 17:45:008HPE.mbuyin0.027.8380.000.000.009 999.401
2016.03.04 16:31:599HPE.msellout0.028.6990.000.001.7210 001.12tp 8.68
2016.04.05 16:45:0010HPE.msellin0.0210.24100.000.000.0010 001.121
2016.05.03 16:31:2811HPE.mbuyout0.029.39110.000.001.7010 002.82tp 9.39
2016.05.11 22:45:3012HPE.msellin0.029.33120.000.000.0010 002.821
2016.05.24 23:06:0013HPE.mbuyout0.0210.19130.000.00-1.7210 001.10sl 9.90
2016.06.13 17:00:0014HPE.mbuyin0.0211.07140.000.000.0010 001.101
2016.06.27 16:30:0015HPE.msellout0.0210.46150.000.00-1.229 999.88sl 10.50
2016.06.30 18:15:0016HPE.mbuyin0.0210.61160.000.000.009 999.881
2016.07.12 17:30:0017HPE.msellout0.0211.46170.000.001.7010 001.58tp 11.46
2016.07.29 17:45:3018HPE.mbuyin0.0211.76180.000.000.0010 001.581
2016.07.29 20:16:3119HPE.msellout0.0212.63190.000.001.7410 003.32tp 12.61
2016.08.10 22:00:3020HPE.mbuyin0.0212.51200.000.000.0010 003.321
2016.09.19 18:44:3021HPE.msellout0.0213.36210.000.001.7010 005.02tp 13.36
2016.09.26 20:45:0022HPE.msellin0.0213.16220.000.000.0010 005.021
2016.10.18 16:42:5923HPE.mbuyout0.0212.31230.000.001.7010 006.72tp 12.31
2016.10.19 17:00:3024HPE.mbuyin0.0212.75240.000.000.0010 006.721
2016.11.08 19:00:3025HPE.msellout0.0213.60250.000.001.7010 008.42tp 13.60
2016.11.09 16:45:0026HPE.mbuyin0.0213.22260.000.000.0010 008.421
2016.12.05 22:58:5927HPE.msellout0.0214.07270.000.001.7010 010.12tp 14.07
2016.12.12 16:30:0028HPE.msellin0.0214.00280.000.000.0010 010.121
2017.01.06 17:30:3529HPE.mbuyout0.0213.15290.000.001.7010 011.82tp 13.15
2017.01.13 16:45:3030HPE.mbuyin0.0213.41300.000.000.0010 011.821
2017.01.30 21:52:3031HPE.msellout0.0212.84310.000.00-1.1410 010.68sl 12.84
2017.01.31 22:45:0032HPE.mbuyin0.0213.15320.000.000.0010 010.681
2017.02.09 21:44:3033HPE.msellout0.0214.00330.000.001.7010 012.38tp 14.00
2017.03.01 22:15:3034HPE.msellin0.0213.51340.000.000.0010 012.381
2017.04.07 17:26:0635HPE.mbuyout0.0214.08350.000.00-1.1410 011.24sl 14.08
2017.04.12 19:00:3036HPE.mbuyin0.0214.02360.000.000.0010 011.241
2017.06.02 16:26:3037HPE.msellout0.0213.35370.000.00-1.3410 009.90sl 13.45
2017.06.22 22:45:0038HPE.msellin0.0212.92380.000.000.0010 009.901
2017.07.19 18:58:3039HPE.mbuyout0.0213.49390.000.00-1.1410 008.76sl 13.49
2017.07.26 18:00:3040HPE.msellin0.0213.66400.000.000.0010 008.761
2017.09.01 14:30:3041HPE.mbuyout0.0214.32410.000.00-1.3210 007.44sl 14.23
2017.09.05 18:45:3042HPE.mbuyin0.0214.01420.000.000.0010 007.441
2017.09.07 18:27:0843HPE.msellout0.0213.44430.000.00-1.1410 006.30sl 13.44
2017.09.14 17:15:3044HPE.mbuyin0.0213.46440.000.000.0010 006.301
2017.09.25 16:36:2445HPE.msellout0.0214.31450.000.001.7010 008.00tp 14.31
2017.10.04 16:45:3046HPE.msellin0.0214.61460.000.000.0010 008.001
2017.11.01 16:31:2147HPE.mbuyout0.0213.76470.000.001.7010 009.70tp 13.76
2017.11.09 18:16:3048HPE.mbuyin0.0213.71480.000.000.0010 009.701
2017.11.15 16:36:5949HPE.msellout0.0213.13490.000.00-1.1610 008.54sl 13.14
2017.11.17 17:31:3050HPE.mbuyin0.0213.51500.000.000.0010 008.541
2017.11.22 17:30:0751HPE.msellout0.0212.94510.000.00-1.1410 007.40sl 12.94
2017.11.27 22:30:3052HPE.mbuyin0.0213.53520.000.000.0010 007.401
2017.12.01 20:25:3053HPE.msellout0.0214.38530.000.001.7010 009.10tp 14.38
2017.12.14 17:30:3054HPE.mbuyin0.0214.36540.000.000.0010 009.101
2018.01.10 19:10:2455HPE.msellout0.0215.21550.000.001.7010 010.80tp 15.21
2018.01.30 17:15:0056HPE.msellin0.0216.47560.000.000.0010 010.801
2018.02.06 16:31:0057HPE.mbuyout0.0215.20570.000.002.5410 013.34tp 15.62
2018.02.12 21:00:3058HPE.mbuyin0.0215.77580.000.000.0010 013.341
2018.02.20 17:05:5959HPE.msellout0.0216.62590.000.001.7010 015.04tp 16.62
2018.03.13 21:16:3060HPE.msellin0.0218.94600.000.000.0010 015.041
2018.03.23 18:21:3061HPE.mbuyout0.0218.09610.000.001.7010 016.74tp 18.09
2018.04.10 20:16:3062HPE.mbuyin0.0217.28620.000.000.0010 016.741
2018.05.23 16:30:2663HPE.msellout0.0216.71630.000.00-1.1410 015.60sl 16.71
2018.06.06 17:15:4064HPE.msellin0.0215.74640.000.000.0010 015.601
2018.06.27 20:17:1465HPE.mbuyout0.0214.88650.000.001.7210 017.32tp 14.89
2018.07.06 17:35:5966HPE.mbuyin0.0214.94660.000.000.0010 017.321
2018.07.18 19:14:3967HPE.msellout0.0215.79670.000.001.7010 019.02tp 15.79
2018.07.20 16:46:4068HPE.mbuyin0.0215.61680.000.000.0010 019.021
2018.08.17 17:27:3369HPE.msellout0.0216.46690.000.001.7010 020.72tp 16.46
2018.08.23 17:15:1270HPE.mbuyin0.0216.18700.000.000.0010 020.721
2018.08.29 16:38:2371HPE.msellout0.0217.08710.000.001.8010 022.52tp 17.03
2018.08.31 16:45:2672HPE.msellin0.0216.54720.000.000.0010 022.521
2018.09.21 16:41:0773HPE.mbuyout0.0217.12730.000.00-1.1610 021.36sl 17.12
2018.10.02 20:38:5574HPE.mbuyin0.0216.54740.000.000.0010 021.361
2018.10.08 16:32:0675HPE.msellout0.0215.94750.000.00-1.2010 020.16sl 15.96
2018.10.17 16:45:0276HPE.mbuyin0.0215.66760.000.000.0010 020.161
2018.10.19 22:58:1377HPE.msellout0.0215.44770.000.00-0.4410 019.72end of test
0.00 0.00 19.72 10 019.72