Strategy Tester Report |
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MetaQuotes-Demo (Build 1629) |
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Settings |
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Expert: | tf_ha_ma | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | H1 (2017.01.01 - 2017.02.01) | |||||||||||
Inputs: | maperiod=14 | |||||||||||
mamethod=0 | ||||||||||||
maapplied=1 | ||||||||||||
signal_bar=1 | ||||||||||||
time_range_enabled=false | ||||||||||||
time_range_start=1483228800 | ||||||||||||
time_range_end=1483747200 | ||||||||||||
time_days_enabled=false | ||||||||||||
sunday_enabled=false | ||||||||||||
monday_enabled=true | ||||||||||||
tuesday_enabled=true | ||||||||||||
wednesday_enabled=true | ||||||||||||
thursday_enabled=true | ||||||||||||
friday_enabled=false | ||||||||||||
saturday_enabled=false | ||||||||||||
timer_enabled=false | ||||||||||||
timer_minutes=10080 | ||||||||||||
time_intraday_set=2 | ||||||||||||
time_intraday_gmt=0 | ||||||||||||
intraday1_hour_start=17 | ||||||||||||
intraday1_minute_start=0 | ||||||||||||
intraday1_hour_end=8 | ||||||||||||
intraday1_minute_end=0 | ||||||||||||
intraday2_hour1_start=8 | ||||||||||||
intraday2_minute1_start=0 | ||||||||||||
intraday2_hour1_end=12 | ||||||||||||
intraday2_minute1_end=0 | ||||||||||||
intraday2_hour2_start=13 | ||||||||||||
intraday2_minute2_start=0 | ||||||||||||
intraday2_hour2_end=17 | ||||||||||||
intraday2_minute2_end=0 | ||||||||||||
Broker: | MetaQuotes Software Corp. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 99% | |||||||||||
Bars: | 528 | Ticks: | 1394 | Symbols: | 1 | |||||||
Total Net Profit: | 222.67 | Balance Drawdown Absolute: | 112.58 | Equity Drawdown Absolute: | 167.04 | |||||||
Gross Profit: | 1 565.07 | Balance Drawdown Maximal: | 854.05 (7.95%) | Equity Drawdown Maximal: | 1 358.04 (12.14%) | |||||||
Gross Loss: | -1 342.40 | Balance Drawdown Relative: | 7.95% (854.05) | Equity Drawdown Relative: | 12.14% (1 358.04) | |||||||
Profit Factor: | 1.17 | Expected Payoff: | 10.12 | Margin Level: | 917.46% | |||||||
Recovery Factor: | 0.16 | Sharpe Ratio: | 0.06 | Z-Score: | 1.50 (86.64%) | |||||||
AHPR: | 1.0012 (0.12%) | LR Correlation: | -0.23 | OnTester result: | 0 | |||||||
GHPR: | 1.0010 (0.10%) | LR Standard Error: | 265.07 | |||||||||
Total Trades: | 22 | Short Trades (won %): | 11 (36.36%) | Long Trades (won %): | 11 (27.27%) | |||||||
Total Deals: | 44 | Profit Trades (% of total): | 7 (31.82%) | Loss Trades (% of total): | 15 (68.18%) | |||||||
Largest profit trade: | 540.00 | Largest loss trade: | -411.00 | |||||||||
Average profit trade: | 223.58 | Average loss trade: | -89.49 | |||||||||
Maximum consecutive wins ($): | 1 (540.00) | Maximum consecutive losses ($): | 8 (-854.05) | |||||||||
Maximal consecutive profit (count): | 540.00 (1) | Maximal consecutive loss (count): | -854.05 (8) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.57 | Correlation (Profits,MAE): | 0.29 | Correlation (MFE,MAE): | -0.2258 | |||||||
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Minimal position holding time: | 1:00:00 | Maximal position holding time: | 26:00:00 | Average position holding time: | 7:51:49 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.01.03 10:00:00 | 2 | EURUSD | sell | 1.00 / 1.00 | 1.04597 | 2017.01.03 10:00:00 | filled | |||||
2017.01.03 20:00:00 | 3 | EURUSD | buy | 1.00 / 1.00 | 1.04273 | 2017.01.03 20:00:00 | filled | |||||
2017.01.05 11:00:00 | 4 | EURUSD | sell | 1.00 / 1.00 | 1.05149 | 2017.01.05 11:00:00 | filled | |||||
2017.01.05 16:00:00 | 5 | EURUSD | buy | 1.00 / 1.00 | 1.05307 | 2017.01.05 16:00:00 | filled | |||||
2017.01.05 16:00:00 | 6 | EURUSD | buy | 0.05 / 0.05 | 1.05307 | 2017.01.05 16:00:00 | filled | |||||
2017.01.06 05:00:00 | 7 | EURUSD | sell | 0.05 / 0.05 | 1.05869 | 2017.01.06 05:00:00 | filled | |||||
2017.01.06 11:00:00 | 8 | EURUSD | buy | 0.05 / 0.05 | 1.05939 | 2017.01.06 11:00:00 | filled | |||||
2017.01.06 14:00:00 | 9 | EURUSD | sell | 0.05 / 0.05 | 1.05857 | 2017.01.06 14:00:00 | filled | |||||
2017.01.06 14:00:00 | 10 | EURUSD | sell | 1.00 / 1.00 | 1.05857 | 2017.01.06 14:00:00 | filled | |||||
2017.01.09 09:00:00 | 11 | EURUSD | buy | 1.00 / 1.00 | 1.05328 | 2017.01.09 09:00:00 | filled | |||||
2017.01.09 09:00:00 | 12 | EURUSD | buy | 0.05 / 0.05 | 1.05328 | 2017.01.09 09:00:00 | filled | |||||
2017.01.09 12:00:00 | 13 | EURUSD | sell | 0.05 / 0.05 | 1.05237 | 2017.01.09 12:00:00 | filled | |||||
2017.01.09 16:00:00 | 14 | EURUSD | buy | 0.05 / 0.05 | 1.05348 | 2017.01.09 16:00:00 | filled | |||||
2017.01.10 13:00:00 | 15 | EURUSD | sell | 0.05 / 0.05 | 1.05910 | 2017.01.10 13:00:00 | filled | |||||
2017.01.10 13:00:00 | 16 | EURUSD | sell | 1.00 / 1.00 | 1.05910 | 2017.01.10 13:00:00 | filled | |||||
2017.01.10 17:00:00 | 17 | EURUSD | buy | 1.00 / 1.00 | 1.05957 | 2017.01.10 17:00:00 | filled | |||||
2017.01.11 09:00:00 | 18 | EURUSD | buy | 0.05 / 0.05 | 1.05628 | 2017.01.11 09:00:00 | filled | |||||
2017.01.11 12:00:00 | 19 | EURUSD | sell | 0.05 / 0.05 | 1.05349 | 2017.01.11 12:00:00 | filled | |||||
2017.01.13 09:00:00 | 20 | EURUSD | buy | 0.05 / 0.05 | 1.06297 | 2017.01.13 09:00:00 | filled | |||||
2017.01.13 17:00:00 | 21 | EURUSD | sell | 0.05 / 0.05 | 1.06043 | 2017.01.13 17:00:00 | filled | |||||
2017.01.19 10:00:00 | 22 | EURUSD | buy | 0.05 / 0.05 | 1.06423 | 2017.01.19 10:00:00 | filled | |||||
2017.01.19 16:00:00 | 23 | EURUSD | sell | 0.05 / 0.05 | 1.06189 | 2017.01.19 16:00:00 | filled | |||||
2017.01.19 16:00:00 | 24 | EURUSD | sell | 1.00 / 1.00 | 1.06189 | 2017.01.19 16:00:00 | filled | |||||
2017.01.19 22:00:00 | 25 | EURUSD | buy | 1.00 / 1.00 | 1.06600 | 2017.01.19 22:00:00 | filled | |||||
2017.01.20 11:00:00 | 26 | EURUSD | sell | 1.00 / 1.00 | 1.06629 | 2017.01.20 11:00:00 | filled | |||||
2017.01.20 18:00:00 | 27 | EURUSD | buy | 1.00 / 1.00 | 1.06791 | 2017.01.20 18:00:00 | filled | |||||
2017.01.23 13:00:00 | 28 | EURUSD | buy | 0.05 / 0.05 | 1.07384 | 2017.01.23 13:00:00 | filled | |||||
2017.01.23 14:00:00 | 29 | EURUSD | sell | 0.05 / 0.05 | 1.07290 | 2017.01.23 14:00:00 | filled | |||||
2017.01.23 14:00:00 | 30 | EURUSD | sell | 1.00 / 1.00 | 1.07290 | 2017.01.23 14:00:00 | filled | |||||
2017.01.23 18:00:00 | 31 | EURUSD | buy | 1.00 / 1.00 | 1.07481 | 2017.01.23 18:00:00 | filled | |||||
2017.01.26 09:00:00 | 32 | EURUSD | sell | 0.90 / 0.90 | 1.07414 | 2017.01.26 09:00:00 | filled | |||||
2017.01.27 11:00:00 | 33 | EURUSD | buy | 0.90 / 0.90 | 1.06813 | 2017.01.27 11:00:00 | filled | |||||
2017.01.27 11:00:00 | 34 | EURUSD | buy | 0.05 / 0.05 | 1.06813 | 2017.01.27 11:00:00 | filled | |||||
2017.01.27 15:00:00 | 35 | EURUSD | sell | 0.05 / 0.05 | 1.06744 | 2017.01.27 15:00:00 | filled | |||||
2017.01.27 15:00:00 | 36 | EURUSD | sell | 1.00 / 1.00 | 1.06744 | 2017.01.27 15:00:00 | filled | |||||
2017.01.27 16:00:00 | 37 | EURUSD | buy | 1.00 / 1.00 | 1.06988 | 2017.01.27 16:00:00 | filled | |||||
2017.01.27 16:00:00 | 38 | EURUSD | buy | 0.05 / 0.05 | 1.06988 | 2017.01.27 16:00:00 | filled | |||||
2017.01.27 20:00:00 | 39 | EURUSD | sell | 0.05 / 0.05 | 1.06823 | 2017.01.27 20:00:00 | filled | |||||
2017.01.30 10:00:00 | 40 | EURUSD | sell | 1.00 / 1.00 | 1.07003 | 2017.01.30 10:00:00 | filled | |||||
2017.01.30 20:00:00 | 41 | EURUSD | buy | 1.00 / 1.00 | 1.06935 | 2017.01.30 20:00:00 | filled | |||||
2017.01.31 09:00:00 | 42 | EURUSD | sell | 1.00 / 1.00 | 1.06923 | 2017.01.31 09:00:00 | filled | |||||
2017.01.31 11:00:00 | 43 | EURUSD | buy | 1.00 / 1.00 | 1.06989 | 2017.01.31 11:00:00 | filled | |||||
2017.01.31 11:00:00 | 44 | EURUSD | buy | 0.05 / 0.05 | 1.06989 | 2017.01.31 11:00:00 | filled | |||||
2017.01.31 23:59:59 | 45 | EURUSD | sell | 0.05 / 0.05 | 1.07968 | 2017.01.31 23:59:59 | filled | end of test | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2017.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2017.01.03 10:00:00 | 2 | EURUSD | sell | in | 1.00 | 1.04597 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2017.01.03 20:00:00 | 3 | EURUSD | buy | out | 1.00 | 1.04273 | 3 | 0.00 | 0.00 | 324.00 | 10 324.00 | |
2017.01.05 11:00:00 | 4 | EURUSD | sell | in | 1.00 | 1.05149 | 4 | 0.00 | 0.00 | 0.00 | 10 324.00 | |
2017.01.05 16:00:00 | 5 | EURUSD | buy | out | 1.00 | 1.05307 | 5 | 0.00 | 0.00 | -158.00 | 10 166.00 | |
2017.01.05 16:00:00 | 6 | EURUSD | buy | in | 0.05 | 1.05307 | 6 | 0.00 | 0.00 | 0.00 | 10 166.00 | |
2017.01.06 05:00:00 | 7 | EURUSD | sell | out | 0.05 | 1.05869 | 7 | 0.00 | -0.04 | 28.10 | 10 194.06 | |
2017.01.06 11:00:00 | 8 | EURUSD | buy | in | 0.05 | 1.05939 | 8 | 0.00 | 0.00 | 0.00 | 10 194.06 | |
2017.01.06 14:00:00 | 9 | EURUSD | sell | out | 0.05 | 1.05857 | 9 | 0.00 | 0.00 | -4.10 | 10 189.96 | |
2017.01.06 14:00:00 | 10 | EURUSD | sell | in | 1.00 | 1.05857 | 10 | 0.00 | 0.00 | 0.00 | 10 189.96 | |
2017.01.09 09:00:00 | 11 | EURUSD | buy | out | 1.00 | 1.05328 | 11 | 0.00 | -1.00 | 529.00 | 10 717.96 | |
2017.01.09 09:00:00 | 12 | EURUSD | buy | in | 0.05 | 1.05328 | 12 | 0.00 | 0.00 | 0.00 | 10 717.96 | |
2017.01.09 12:00:00 | 13 | EURUSD | sell | out | 0.05 | 1.05237 | 13 | 0.00 | 0.00 | -4.55 | 10 713.41 | |
2017.01.09 16:00:00 | 14 | EURUSD | buy | in | 0.05 | 1.05348 | 14 | 0.00 | 0.00 | 0.00 | 10 713.41 | |
2017.01.10 13:00:00 | 15 | EURUSD | sell | out | 0.05 | 1.05910 | 15 | 0.00 | -0.04 | 28.10 | 10 741.47 | |
2017.01.10 13:00:00 | 16 | EURUSD | sell | in | 1.00 | 1.05910 | 16 | 0.00 | 0.00 | 0.00 | 10 741.47 | |
2017.01.10 17:00:00 | 17 | EURUSD | buy | out | 1.00 | 1.05957 | 17 | 0.00 | 0.00 | -47.00 | 10 694.47 | |
2017.01.11 09:00:00 | 18 | EURUSD | buy | in | 0.05 | 1.05628 | 18 | 0.00 | 0.00 | 0.00 | 10 694.47 | |
2017.01.11 12:00:00 | 19 | EURUSD | sell | out | 0.05 | 1.05349 | 19 | 0.00 | 0.00 | -13.95 | 10 680.52 | |
2017.01.13 09:00:00 | 20 | EURUSD | buy | in | 0.05 | 1.06297 | 20 | 0.00 | 0.00 | 0.00 | 10 680.52 | |
2017.01.13 17:00:00 | 21 | EURUSD | sell | out | 0.05 | 1.06043 | 21 | 0.00 | 0.00 | -12.70 | 10 667.82 | |
2017.01.19 10:00:00 | 22 | EURUSD | buy | in | 0.05 | 1.06423 | 22 | 0.00 | 0.00 | 0.00 | 10 667.82 | |
2017.01.19 16:00:00 | 23 | EURUSD | sell | out | 0.05 | 1.06189 | 23 | 0.00 | 0.00 | -11.70 | 10 656.12 | |
2017.01.19 16:00:00 | 24 | EURUSD | sell | in | 1.00 | 1.06189 | 24 | 0.00 | 0.00 | 0.00 | 10 656.12 | |
2017.01.19 22:00:00 | 25 | EURUSD | buy | out | 1.00 | 1.06600 | 25 | 0.00 | 0.00 | -411.00 | 10 245.12 | |
2017.01.20 11:00:00 | 26 | EURUSD | sell | in | 1.00 | 1.06629 | 26 | 0.00 | 0.00 | 0.00 | 10 245.12 | |
2017.01.20 18:00:00 | 27 | EURUSD | buy | out | 1.00 | 1.06791 | 27 | 0.00 | 0.00 | -162.00 | 10 083.12 | |
2017.01.23 13:00:00 | 28 | EURUSD | buy | in | 0.05 | 1.07384 | 28 | 0.00 | 0.00 | 0.00 | 10 083.12 | |
2017.01.23 14:00:00 | 29 | EURUSD | sell | out | 0.05 | 1.07290 | 29 | 0.00 | 0.00 | -4.70 | 10 078.42 | |
2017.01.23 14:00:00 | 30 | EURUSD | sell | in | 1.00 | 1.07290 | 30 | 0.00 | 0.00 | 0.00 | 10 078.42 | |
2017.01.23 18:00:00 | 31 | EURUSD | buy | out | 1.00 | 1.07481 | 31 | 0.00 | 0.00 | -191.00 | 9 887.42 | |
2017.01.26 09:00:00 | 32 | EURUSD | sell | in | 0.90 | 1.07414 | 32 | 0.00 | 0.00 | 0.00 | 9 887.42 | |
2017.01.27 11:00:00 | 33 | EURUSD | buy | out | 0.90 | 1.06813 | 33 | 0.00 | -0.90 | 540.90 | 10 427.42 | |
2017.01.27 11:00:00 | 34 | EURUSD | buy | in | 0.05 | 1.06813 | 34 | 0.00 | 0.00 | 0.00 | 10 427.42 | |
2017.01.27 15:00:00 | 35 | EURUSD | sell | out | 0.05 | 1.06744 | 35 | 0.00 | 0.00 | -3.45 | 10 423.97 | |
2017.01.27 15:00:00 | 36 | EURUSD | sell | in | 1.00 | 1.06744 | 36 | 0.00 | 0.00 | 0.00 | 10 423.97 | |
2017.01.27 16:00:00 | 37 | EURUSD | buy | out | 1.00 | 1.06988 | 37 | 0.00 | 0.00 | -244.00 | 10 179.97 | |
2017.01.27 16:00:00 | 38 | EURUSD | buy | in | 0.05 | 1.06988 | 38 | 0.00 | 0.00 | 0.00 | 10 179.97 | |
2017.01.27 20:00:00 | 39 | EURUSD | sell | out | 0.05 | 1.06823 | 39 | 0.00 | 0.00 | -8.25 | 10 171.72 | |
2017.01.30 10:00:00 | 40 | EURUSD | sell | in | 1.00 | 1.07003 | 40 | 0.00 | 0.00 | 0.00 | 10 171.72 | |
2017.01.30 20:00:00 | 41 | EURUSD | buy | out | 1.00 | 1.06935 | 41 | 0.00 | 0.00 | 68.00 | 10 239.72 | |
2017.01.31 09:00:00 | 42 | EURUSD | sell | in | 1.00 | 1.06923 | 42 | 0.00 | 0.00 | 0.00 | 10 239.72 | |
2017.01.31 11:00:00 | 43 | EURUSD | buy | out | 1.00 | 1.06989 | 43 | 0.00 | 0.00 | -66.00 | 10 173.72 | |
2017.01.31 11:00:00 | 44 | EURUSD | buy | in | 0.05 | 1.06989 | 44 | 0.00 | 0.00 | 0.00 | 10 173.72 | |
2017.01.31 23:59:59 | 45 | EURUSD | sell | out | 0.05 | 1.07968 | 45 | 0.00 | 0.00 | 48.95 | 10 222.67 | end of test |
0.00 | -1.98 | 224.65 | 10 222.67 | |||||||||