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14581

Rating:

(13)

Published:

2016.07.01 08:18

Kloss.mq4 (8.6 KB) view

StrategyTester.gif (8.16 KB)

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Strategy Tester Report

Kloss

XTrade-Server (Build 216)

Symbol		EURUSD (Euro vs US Dollar)
Okres		5 Minut (M5) 2002.01.02 00:05 - 2008.06.06 11:05 (2002.01.02 - 2008.06.07)
Model		Every tick (the most precise method based on all available least timeframes)
Parametry		Lots=0; Prots=0.2; max_lot=5; StopLoss=48; TakeProfit=152;

Słupki w tescie	479240	Ticks modelled	12731523	Modelling quality	90.00%
Mismatched charts errors	0

Depozyt początkowy	10000.00
Total net profit	701353.15	Gross profit	3559975.68	Gross loss	-2858622.54
Profit factor	1.25	Przewidywany zysk	133.79
Absolute drawdown	308.00	Maximal drawdown	59808.80 (17.93%)	Relative drawdown	46.04% (9521.42)

Transakcji w sumie	5242	Short positions (won %)	2003 (69.45%)	Long positions (won %)	3239 (58.47%)
		Profit trades (% of total)	3285 (62.67%)	Loss trades (% of total)	1957 (37.33%)
Największy		profit trade	7576.00	loss trade	-2673.40
Średni		profit trade	1083.71	loss trade	-1460.72
Maksimum		consecutive wins (profit in money)	20 (32075.20)	consecutive losses (loss in money)	10 (-15562.20)
Maximal		consecutive profit (count of wins)	32075.20 (20)	consecutive loss (count of losses)	-15581.00 (7)
Średni		consecutive wins	3	consecutive losses	2

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/8186

Information on the symbols

The script outputs the information on symbols to a CSV file: swaps, spreads, stops, contracts.

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