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=true | ||||||||||||
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=1 | ||||||||||||
time_intraday_gmt=0 | ||||||||||||
intraday1_hour_start=8 | ||||||||||||
intraday1_minute_start=0 | ||||||||||||
intraday1_hour_end=17 | ||||||||||||
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: | 1151 | Symbols: | 1 | |||||||
Total Net Profit: | 717.96 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 167.04 | |||||||
Gross Profit: | 880.06 | Balance Drawdown Maximal: | 158.00 (1.53%) | Equity Drawdown Maximal: | 1 358.04 (12.14%) | |||||||
Gross Loss: | -162.10 | Balance Drawdown Relative: | 1.53% (158.00) | Equity Drawdown Relative: | 12.14% (1 358.04) | |||||||
Profit Factor: | 5.43 | Expected Payoff: | 143.59 | Margin Level: | 928.89% | |||||||
Recovery Factor: | 0.53 | Sharpe Ratio: | 0.59 | Z-Score: | 2.29 (97.80%) | |||||||
AHPR: | 1.0143 (1.43%) | LR Correlation: | 0.67 | OnTester result: | 0 | |||||||
GHPR: | 1.0140 (1.40%) | LR Standard Error: | 194.69 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 3 (66.67%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 3 (60.00%) | Loss Trades (% of total): | 2 (40.00%) | |||||||
Largest profit trade: | 528.00 | Largest loss trade: | -158.00 | |||||||||
Average profit trade: | 293.35 | Average loss trade: | -81.05 | |||||||||
Maximum consecutive wins ($): | 1 (528.00) | Maximum consecutive losses ($): | 1 (-158.00) | |||||||||
Maximal consecutive profit (count): | 528.00 (1) | Maximal consecutive loss (count): | -158.00 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | -0.35 | Correlation (MFE,MAE): | -0.2867 | |||||||
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Minimal position holding time: | 3:00:00 | Maximal position holding time: | 19:00:00 | Average position holding time: | 10:00:00 | |||||||
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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 | |||||
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 | |
0.00 | -1.04 | 719.00 | 10 717.96 | |||||||||