Backtest Report

To add comments, please log in or register
Zeng x
24
Zeng x  


This is kina relax EA. This EA backtest only put 134 trades in 4 years. Averagely 3 trades per month. It makes 2513 net profit in 43 months. It's about 7% annual return. 

SL 100 and TP 200 points.  Maximal drawdown  581.42 (4.74%) 


Any Comments if this is practicable in real?


Thank you

--------------------------------------

Strategy Tester Report

xTrader
SymbolUSDCAD (USD/CAD)
PeriodDaily (D1) 2015.08.29 00:00 - 2019.03.29 00:00
ModelControl points (a very crude method, the results must not be considered)
Parameters
23458Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (100)
Total net profit2513.75Gross profit4879.56Gross loss-2365.81
Profit factor2.06Expected payoff37.52
Absolute drawdown255.05Maximal drawdown581.42 (4.74%)Relative drawdown4.74% (581.42)
Total trades67Short positions (won %)44 (54.55%)Long positions (won %)23 (52.17%)
Profit trades (% of total)36 (53.73%)Loss trades (% of total)31 (46.27%)
Largestprofit trade162.27loss trade-81.05
Averageprofit trade135.54loss trade-76.32
Maximumconsecutive wins (profit in money)7 (966.94)consecutive losses (loss in money)6 (-469.45)
Maximalconsecutive profit (count of wins)966.94 (7)consecutive loss (count of losses)-469.45 (6)
Averageconsecutive wins2consecutive losses2



#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.09.16 08:00buy10.101.323031.313031.34303
22015.09.17 02:00s/l10.101.313031.313031.34303-76.439923.57
32015.09.23 08:00sell20.101.328831.338831.30883
42015.09.24 02:00s/l20.101.338831.338831.30883-74.559849.02
52015.09.24 02:00sell30.101.340421.350421.32042
62015.10.02 12:00t/p30.101.320421.350421.32042151.4910000.51
72015.11.06 08:00sell40.101.322751.332751.30275
82015.11.12 16:00s/l40.101.332751.332751.30275-74.909925.61
92015.11.12 16:00sell50.101.334051.344051.31405
102015.11.23 16:00s/l50.101.344051.344051.31405-74.379851.24
112016.01.26 16:00buy60.101.405371.395371.42537
122016.01.28 16:00s/l60.101.395371.395371.42537-71.719779.53
132016.02.17 00:00sell70.101.386001.396001.36600
142016.02.25 12:00t/p70.101.366001.396001.36600147.009926.53
152016.02.25 12:00sell80.101.359561.369561.33956
162016.03.01 16:00t/p80.101.339561.369561.33956149.3110075.84
172016.04.01 16:00sell90.101.314661.324661.29466
182016.04.11 12:00t/p90.101.294661.324661.29466154.5410230.38
192016.05.09 12:00sell100.101.298471.308471.27847
202016.05.12 06:00t/p100.101.278471.308471.27847156.4910386.87
212016.05.18 08:00sell110.101.295771.305771.27577
222016.05.19 08:00s/l110.101.305771.305771.27577-76.4310310.44
232016.06.03 12:00buy120.101.299391.289391.31939
242016.06.06 12:00s/l120.101.289391.289391.31939-77.7210232.72
252016.06.16 16:00sell130.101.308501.318501.28850
262016.06.17 16:00t/p130.101.288501.318501.28850155.7810388.50
272016.06.24 16:00sell140.101.309801.319801.28980
282016.07.01 16:00t/p140.101.289801.319801.28980155.3510543.85
292016.07.07 02:00buy150.101.289851.279851.30985
302016.07.11 12:00t/p150.101.309851.279851.30985152.5710696.42
312016.08.10 16:00buy160.101.299901.289901.31990
322016.08.16 08:00s/l160.101.289901.289901.31990-77.6210618.80
332016.08.30 12:00sell170.101.307651.317651.28765
342016.09.06 12:00t/p170.101.287651.317651.28765155.3410774.14
352016.09.13 12:00sell180.101.314551.324551.29455
362016.09.16 16:00s/l180.101.324551.324551.29455-75.4310698.71
372016.09.16 16:00sell190.101.324731.334731.30473
382016.09.22 12:00t/p190.101.304731.334731.30473153.2910852.00
392016.09.29 00:00buy200.101.308431.298431.32843
402016.10.07 16:00t/p200.101.328431.298431.32843150.2411002.24
412016.11.21 16:00buy210.101.339561.329561.35956
422016.12.02 08:00s/l210.101.329561.329561.35956-75.2210927.02
432016.12.22 08:00sell220.101.345901.355901.32590
442016.12.23 16:00s/l220.101.355901.355901.32590-73.7210853.30
452016.12.23 16:00sell230.101.355611.365611.33561
462017.01.04 12:00t/p230.101.335611.365611.33561149.7611003.06
472017.02.15 16:00sell240.101.311941.321941.29194
482017.02.28 08:00s/l240.101.321941.321941.29194-75.5110927.55
492017.02.28 08:00sell250.101.323161.333161.30316
502017.03.01 12:00s/l250.101.333161.333161.30316-74.9310852.62
512017.03.01 12:00sell260.101.333651.343651.31365
522017.03.03 02:00s/l260.101.343651.343651.31365-74.4010778.22
532017.03.03 02:00sell270.101.343041.353041.32304
542017.03.09 16:00s/l270.101.353041.353041.32304-73.8410704.38
552017.03.09 16:00sell280.101.353351.363351.33335
562017.03.15 16:00t/p280.101.333351.363351.33335150.3310854.71
572017.03.15 16:00sell290.101.329441.339441.30944
582017.03.22 02:00s/l290.101.339441.339441.30944-74.5710780.14
592017.03.29 16:00buy300.101.333151.323151.35315
602017.04.05 00:00close300.101.339991.323151.3531551.0510831.19
612017.04.05 00:00sell310.101.339991.349991.31999
622017.04.12 12:00close310.101.328201.349991.3199988.7710919.96
632017.04.12 12:00buy320.101.328201.318201.34820
642017.04.19 16:00t/p320.101.348201.318201.34820148.2611068.22
652017.06.07 06:00buy330.101.343531.333531.36353
662017.06.08 00:00close330.101.350911.333531.3635354.6311122.85
672017.06.08 00:00sell340.101.350911.360911.33091
682017.06.09 16:00close340.101.343191.360911.3309157.4811180.33
692017.06.09 16:00buy350.101.343191.333191.36319
702017.06.12 16:00s/l350.101.333191.333191.36319-75.0811105.25
712017.08.15 12:00sell360.101.276151.286151.25615
722017.08.22 02:00t/p360.101.256151.286151.25615159.4811264.73
732017.08.30 16:00sell370.101.263641.273641.24364
742017.09.01 08:00close370.101.244541.273641.24364153.4711418.20
752017.09.01 08:00buy380.101.244541.234541.26454
762017.09.01 16:00s/l380.101.234541.234541.26454-81.0511337.15
772017.09.25 12:00sell390.101.236471.246471.21647
782017.09.27 16:00s/l390.101.246471.246471.21647-80.0611257.09
792017.09.27 16:00sell400.101.248141.258141.22814
802017.10.05 16:00s/l400.101.258141.258141.22814-79.4111177.68
812017.10.05 16:00sell410.101.258401.268401.23840
822017.10.18 12:00close410.101.249481.268401.2384071.3911249.07
832017.10.18 12:00buy420.101.249481.239481.26948
842017.10.25 08:00t/p420.101.269481.239481.26948157.2911406.36
852017.11.17 06:00buy430.101.272251.262251.29225
862017.11.30 00:00close430.101.286141.262251.29225108.0011514.36
872017.11.30 00:00sell440.101.286141.296141.26614
882017.12.04 16:00close440.101.266511.296141.26614154.9911669.35
892017.12.04 16:00buy450.101.266511.256511.28651
902017.12.07 16:00t/p450.101.286511.256511.28651155.4211824.77
912017.12.15 16:00sell460.101.289411.299411.26941
922017.12.26 16:00t/p460.101.269411.299411.26941157.5811982.35
932018.01.17 16:00sell470.101.253641.263641.23364
942018.01.24 16:00t/p470.101.233641.263641.23364162.2712144.62
952018.01.25 16:00sell480.101.239051.249051.21905
962018.02.05 12:00s/l480.101.249051.249051.21905-79.9212064.70
972018.03.21 16:00buy490.101.289851.279851.30985
982018.04.03 16:00s/l490.101.279851.279851.30985-78.2411986.46
992018.04.03 16:00buy500.101.279091.269091.29909
1002018.04.09 16:00s/l500.101.269091.269091.29909-78.8311907.63
1012018.04.20 08:00sell510.101.268981.278981.24898
1022018.04.23 08:00s/l510.101.278981.278981.24898-78.0911829.54
1032018.04.23 08:00sell520.101.279501.289501.25950
1042018.04.25 16:00s/l520.101.289501.289501.25950-77.4811752.06
1052018.04.25 16:00sell530.101.289641.299641.26964
1062018.05.08 16:00s/l530.101.299641.299641.26964-76.8911675.17
1072018.05.08 16:00sell540.101.299661.309661.27966
1082018.05.10 12:00t/p540.101.279661.309661.27966156.3211831.49
1092018.05.30 16:00buy550.101.284501.274501.30450
1102018.06.05 16:00t/p550.101.304501.274501.30450153.0611984.55
1112018.07.23 02:40buy560.101.312331.302331.33233
1122018.07.25 22:40s/l560.101.302331.302331.33233-76.7911907.76
1132018.08.15 18:40sell570.101.317421.327421.29742
1142018.08.27 18:40t/p570.101.297421.327421.29742154.3012062.06
1152018.09.03 18:40sell580.101.310251.320251.29025
1162018.09.04 18:00s/l580.101.320251.320251.29025-75.7111986.35
1172018.09.04 18:00sell590.101.319701.329701.29970
1182018.09.12 18:40t/p590.101.299701.329701.29970153.9112140.26
1192018.10.08 13:00sell600.101.300951.310951.28095
1202018.10.19 14:40s/l600.101.310951.310951.28095-76.1612064.10
1212018.10.19 14:40sell610.101.311941.321941.29194
1222018.10.24 18:40close610.101.297801.321941.29194108.9512173.05
1232018.10.24 18:40buy620.101.297801.287801.31780
1242018.11.08 22:40t/p620.101.317801.287801.31780151.7212324.77
1252018.11.16 16:20buy630.101.314081.304081.33408
1262018.11.28 16:20t/p630.101.334081.304081.33408149.8212474.59
1272018.12.03 07:20buy640.101.321041.311041.34104
1282018.12.06 09:20t/p640.101.341041.311041.34104149.1012623.69
1292019.01.09 02:40buy650.101.324721.314721.34472
1302019.01.30 22:40s/l650.101.314721.314721.34472-76.2312547.46
1312019.02.08 00:00sell660.101.330011.340011.31001
1322019.03.06 17:20s/l660.101.340011.340011.31001-74.5212472.94
1332019.03.06 17:20sell670.101.340991.350991.32099
1342019.03.29 23:58close at stop670.101.335541.350991.3209940.8112513.75
Marco vd Heijden
Moderator
12989
Marco vd Heijden  
No.
Stanley EpsiBari Deede Nwiko
172
Stanley EpsiBari Deede Nwiko  
i always think a good EA should be tested on both small and higher time frames like D1 and M15 at least 
To add comments, please log in or register