Strategy Tester Report
MetaQuotes-Demo (Build 1629)
Settings
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=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
History Quality: 99%
Bars: 528 Ticks: 1209 Symbols: 1
Total Net Profit: 195.39 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 248.00
Gross Profit: 484.44 Balance Drawdown Maximal: 234.61 (2.25%) Equity Drawdown Maximal: 450.61 (4.25%)
Gross Loss: -289.05 Balance Drawdown Relative: 2.25% (234.61) Equity Drawdown Relative: 4.25% (450.61)
Profit Factor: 1.68 Expected Payoff: 24.42 Margin Level: 927.88%
Recovery Factor: 0.43 Sharpe Ratio: 0.16 Z-Score: 0.54 (41.08%)
AHPR: 1.0025 (0.25%) LR Correlation: -0.18 OnTester result: 0
GHPR: 1.0024 (0.24%) LR Standard Error: 149.90
Total Trades: 8 Short Trades (won %): 4 (25.00%) Long Trades (won %): 4 (25.00%)
Total Deals: 16 Profit Trades (% of total): 2 (25.00%) Loss Trades (% of total): 6 (75.00%)
Largest profit trade: 430.00 Largest loss trade: -116.00
Average profit trade: 242.22 Average loss trade: -48.18
Maximum consecutive wins ($): 1 (430.00) Maximum consecutive losses ($): 5 (-219.05)
Maximal consecutive profit (count): 430.00 (1) Maximal consecutive loss (count): -219.05 (5)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): -0.50 Correlation (MFE,MAE): -0.8003
Graph
Minimal position holding time: 1:00:00 Maximal position holding time: 29:00:00 Average position holding time: 9:52:30
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.02 00:00:002EURUSDsell1.00 / 1.001.051002017.01.02 00:00:00filled
2017.01.03 03:00:003EURUSDbuy1.00 / 1.001.046692017.01.03 03:00:00filled
2017.01.03 03:00:004EURUSDbuy0.05 / 0.051.046692017.01.03 03:00:00filled
2017.01.03 10:00:005EURUSDsell0.05 / 0.051.045972017.01.03 10:00:00filled
2017.01.03 20:00:006EURUSDbuy0.05 / 0.051.042732017.01.03 20:00:00filled
2017.01.03 22:00:007EURUSDsell0.05 / 0.051.041022017.01.03 22:00:00filled
2017.01.03 22:00:008EURUSDsell1.00 / 1.001.041022017.01.03 22:00:00filled
2017.01.04 02:00:009EURUSDbuy1.00 / 1.001.041802017.01.04 02:00:00filled
2017.01.04 02:00:0010EURUSDbuy0.05 / 0.051.041802017.01.04 02:00:00filled
2017.01.04 03:00:0011EURUSDsell0.05 / 0.051.039422017.01.04 03:00:00filled
2017.01.04 03:00:0012EURUSDsell1.00 / 1.001.039422017.01.04 03:00:00filled
2017.01.04 06:00:0013EURUSDbuy1.00 / 1.001.040582017.01.04 06:00:00filled
2017.01.04 06:00:0014EURUSDbuy0.05 / 0.051.040582017.01.04 06:00:00filled
2017.01.05 11:00:0015EURUSDsell0.05 / 0.051.051492017.01.05 11:00:00filled
2017.01.06 05:00:0016EURUSDsell1.00 / 1.001.058692017.01.06 05:00:00filled
2017.01.06 11:00:0017EURUSDbuy1.00 / 1.001.059392017.01.06 11:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.01.01 00:00:001balance0.000.0010 000.0010 000.00
2017.01.02 00:00:002EURUSDsellin1.001.0510020.000.000.0010 000.00
2017.01.03 03:00:003EURUSDbuyout1.001.0466930.00-1.00431.0010 430.00
2017.01.03 03:00:004EURUSDbuyin0.051.0466940.000.000.0010 430.00
2017.01.03 10:00:005EURUSDsellout0.051.0459750.000.00-3.6010 426.40
2017.01.03 20:00:006EURUSDbuyin0.051.0427360.000.000.0010 426.40
2017.01.03 22:00:007EURUSDsellout0.051.0410270.000.00-8.5510 417.85
2017.01.03 22:00:008EURUSDsellin1.001.0410280.000.000.0010 417.85
2017.01.04 02:00:009EURUSDbuyout1.001.0418090.00-1.00-78.0010 338.85
2017.01.04 02:00:0010EURUSDbuyin0.051.04180100.000.000.0010 338.85
2017.01.04 03:00:0011EURUSDsellout0.051.03942110.000.00-11.9010 326.95
2017.01.04 03:00:0012EURUSDsellin1.001.03942120.000.000.0010 326.95
2017.01.04 06:00:0013EURUSDbuyout1.001.04058130.000.00-116.0010 210.95
2017.01.04 06:00:0014EURUSDbuyin0.051.04058140.000.000.0010 210.95
2017.01.05 11:00:0015EURUSDsellout0.051.05149150.00-0.1154.5510 265.39
2017.01.06 05:00:0016EURUSDsellin1.001.05869160.000.000.0010 265.39
2017.01.06 11:00:0017EURUSDbuyout1.001.05939170.000.00-70.0010 195.39
0.00 -2.11 197.50 10 195.39