Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert:			revertme_all
Symbol:			Lenovo
Period:			M15 (1970.01.01 - 2018.08.08)
Parameters:			cmt=IndiTex M15 Plain
			delimeter_base_01=
			Lot=0.01
			addLot=0
			reOpenAfter=0
			TYPE_STOP=0
			StopLevel=20
			TYPE_TAKE=0
			TakeProfit=180
			goLong=true
			goShort=false
			EveryTick=false
			SKIP_LESS=false
			SYM_STOP=0.0
			useMyPoint=0.0
			useORDER_FILLING_RETURN=false
			delimeter_base_02=
			typeClose=1
			typeAdd=0
			maxLotMultiplier=8
			useStep1=false
			trailing1=0.0
			useStep2=false
			trailing2=5.0
			useStep3=false
			trailing3=9.5
			useStep4=false
			trailing4=14.0
			useStep5=false
			trailing5=16.5
			trailingInfAfter=0
			trailingInfValue=0
			delimeter_base_03=
			CloseBadEndDay=true
			CloseBadOnTime=24
			CloseBadOnTime2=24
			delimeter_ma_01=
			Type_MA=3
			MA_IMA=0
			MA_SHIFT=0
			MA_FAST=5
			MA_SLOW=44
			GFactor=0.00011
			delimeter_adx_01=
			ADX_PERIOD=0
			ADX_VOL_MIN=22
			ADX_VOL_MAX=37
			ADX_only_Minus=false
			delimeter_sar_ma_01=
			SAR_MA_Type_MA=3
			SAR_MA_IMA=0
			SAR_MA_SHIFT=0
			SAR_MA_FAST=5
			SAR_MA_SLOW=44
			delimeter_sar_ma_02=
			SAR_MA_VAL1=0.02
			SAR_MA_VAL2=0.3
			delimeter_cci_01=
			CCI_Timeframe=15
			CCI_VAL=0
			CCI_FROM=134
			CCI_FROM_SHORT=104
			delimeter_bb_01=
			BB_IMA=0
			BB_SHIFT=0
			BB_DEVIATION=2
			BB_isBorder=1
			delimeter_macd_01=
			MACD_FAST_EMA=11
			MACD_SLOW_EMA=27
			MACD_PERIOD=0
			MACD_VAL=0.0
			MACD_VAL_SHORT=0.0
			delimeter_momentum_01=
			MM_PERIOD=0
			MM_VOL=100
			MM_VOL_SHORT=100
			delimeter_rsi_01=
			RSI_PERIOD=0
			rsiValMax=78
			rsiValMin=40
			delimeter_wpr_01=
			WPR_PERIOD=0
			WPR_VAL=-77
			WPR_VAL_SHORT=-13
			delimeter_time_01=
			NoJanuary=false
			NoFebruary=false
			NoMarch=false
			NoApril=false
			NoMay=false
			NoJune=false
			NoJuly=false
			NoAugust=false
			NoSeptember=false
			NoOctober=false
			NoNovember=false
			NoDecember=false
			delimeter_time_02=
			NoMonday=false
			NoTuesday=false
			NoWednesday=false
			NoThursday=false
			NoFriday=false
			delimeter_time_03=
			NoHour0=false
			NoHour1=false
			NoHour2=false
			NoHour3=false
			NoHour4=false
			NoHour5=false
			NoHour6=false
			NoHour7=false
			NoHour8=false
			NoHour9=false
			NoHour10=false
			NoHour11=false
			NoHour12=false
			NoHour13=false
			NoHour14=false
			NoHour15=false
			NoHour16=false
			NoHour17=false
			NoHour18=false
			NoHour19=false
			NoHour20=false
			NoHour21=false
			NoHour22=false
			NoHour23=false
			delimeter_candle_01=
			tickVol=0.0
			bigVol=0.0
			highVal=0.0
			maxPros=0.0
			maxProsMax=0.0
			maxCons=0.0
			skipIfNCandleUP=0
			skipIfCloseBOpen=0
			skipIfOpenBClose=0
			ConsVsProsMin=0.0
			ConsVsProsMax=0.0
			CConsVsCProsMin=0
			imaMaxMin=0.0
			imaMaxMax=0.0
			EA_Magic=45678
Broker:			Forex Club International Limited
Currency:			USD
Initial Deposit:			10 000.00
Leverage:			1:100
Outputs
History Quality:			2% реальных тиков
Bars:			10785	Ticks:			73347	Symbols			1
Net profit:			152.33	Balance Drawdown Absolute:			20.98	Absolute equity drawdown:			32.54
Bruttogewinn:			190.91	Balance Drawdown Maximal:			20.98 (0.21%)	Equity Drawdown Maximal:			51.21 (0.51%)
Bruttoverlust:			-38.58	Relative balance drawdown:			0.21% (20.98)	Relative equity drawdown:			0.51% (51.21)
Profit Factor:			4.95	Expected payoff:			10.16	Margin Level:			148546.35%
Recovery Factor:			2.97	Sharpe Ratio:			0.26	Z-Account:			1.32 (81.32%)
AHPR:			1.0010 (0.10%)	LR Correlation:			0.88	OnTester result:			0
GHPR:			1.0010 (0.10%)	LR Standard Error:			39.13
Total Trades:			15	Short Trades (won %):			7 (28.57%)	Long Trades (won %):			8 (0.00%)
Total Trades:			30	Profit Trades (% of total):			2 (13.33%)	Loss Trades (% of total):			13 (86.67%)
				Largest profit trade:			151.01	Largest loss trade:			-12.81
				Average Profit Trade:			95.46	Average loss trade:			-2.97
				Maximum consecutive wins ($):			1 (151.01)	Maximum consecutive losses ($):			5 (-20.92)
				Max. consecutive profit (count):			151.01 (1)	Max. consecutive loss (count):			-20.92 (5)
				Average consecutive wins:			1	Average consecutive losses:			4
Correlation (Profits,MFE):			0.99	Correlation (Profits,MAE):			-0.49	Correlation (MFE,MAE):			-0.6092
Minimum position holding time:			4:17:26	Maximum position holding time:			8160:21:36	Average position holding time:			1129:21:21

ORDERS
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2015.11.24 03:30:00	2	Lenovo	buy	0.01 / 0.01		8.42	8.22	10.22	2015.11.24 03:30:00		filled	1
2015.11.24 03:30:00	3	Lenovo	sell stop	0.02 / 0.02		8.22	8.42	6.42	2015.11.27 03:49:15		filled	2
2015.11.27 03:49:15	4	Lenovo	sell	0.01 / 0.01		8.22			2015.11.27 03:49:15		filled	sl 8.22
2015.11.27 04:00:30	5	Lenovo	buy stop	0.04 / 0.04		8.42	8.22	10.22	2015.11.30 09:08:00		filled	3
2015.11.30 09:08:00	6	Lenovo	buy	0.02 / 0.02		8.42			2015.11.30 09:08:00		filled	sl 8.42
2015.11.30 09:16:00	7	Lenovo	sell stop	0.08 / 0.08		8.22	8.42	6.42	2015.12.01 03:30:04		filled	4
2015.12.01 03:30:04	8	Lenovo	sell	0.04 / 0.04		8.22			2015.12.01 03:30:04		filled	sl 8.22
2015.12.01 03:45:00	9	Lenovo	buy stop	0.16 / 0.16		8.42	8.21	10.22	2015.12.01 07:47:30		filled	5
2015.12.01 07:47:30	10	Lenovo	buy	0.08 / 0.08		8.42			2015.12.01 07:47:30		filled	sl 8.42
2015.12.01 07:47:30	11	Lenovo	sell stop	0.32 / 0.32		8.21	8.42	6.41	2015.12.10 03:30:00		filled	6
2015.12.10 03:30:00	12	Lenovo	sell	0.16 / 0.16		8.21			2015.12.10 03:30:00		filled	sl 8.21
2015.12.10 03:30:00	13	Lenovo	buy stop	0.64 / 0.00		8.42	8.13	10.22	2016.01.18 03:30:00		canceled	7
2016.01.18 03:30:00	14	Lenovo	buy	0.32 / 0.32		6.41			2016.01.18 03:30:00		filled	tp 6.41
2016.01.18 03:30:00	15	Lenovo	buy	0.01 / 0.01		6.30	6.10	8.10	2016.01.18 03:30:00		filled	1
2016.01.18 03:30:00	16	Lenovo	sell stop	0.02 / 0.02		6.10	6.30	4.30	2016.03.24 04:30:00		filled	2
2016.03.24 04:30:00	17	Lenovo	sell	0.01 / 0.01		6.10			2016.03.24 04:30:00		filled	sl 6.10
2016.03.24 04:30:00	18	Lenovo	buy stop	0.04 / 0.04		6.30	6.09	8.10	2016.04.14 04:34:30		filled	3
2016.04.14 04:34:30	19	Lenovo	buy	0.02 / 0.02		6.30			2016.04.14 04:34:30		filled	sl 6.30
2016.04.14 04:45:00	20	Lenovo	sell stop	0.08 / 0.08		6.09	6.30	4.29	2016.05.03 04:30:00		filled	4
2016.05.03 04:30:00	21	Lenovo	sell	0.04 / 0.04		6.09			2016.05.03 04:30:00		filled	sl 6.09
2016.05.03 04:30:00	22	Lenovo	buy stop	0.16 / 0.00		6.30	6.05	8.10	2017.08.22 05:00:10		canceled	5
2017.08.22 04:51:36	23	Lenovo	buy	0.08 / 0.08		4.29			2017.08.22 04:51:36		filled	tp 4.29
2017.08.22 05:00:10	24	Lenovo	buy	0.01 / 0.01		4.31	4.10	6.11	2017.08.22 05:00:10		filled	1
2017.08.22 05:00:10	25	Lenovo	sell stop	0.02 / 0.02		4.10	4.31	2.30	2017.09.08 04:31:30		filled	2
2017.09.08 04:31:30	26	Lenovo	sell	0.01 / 0.01		4.10			2017.09.08 04:31:30		filled	sl 4.10
2017.09.08 04:48:51	27	Lenovo	buy stop	0.04 / 0.04		4.31	4.10	6.11	2017.09.12 09:24:24		filled	3
2017.09.12 09:24:24	28	Lenovo	buy	0.02 / 0.02		4.31			2017.09.12 09:24:24		filled	sl 4.31
2017.09.12 09:51:39	29	Lenovo	sell stop	0.08 / 0.08		4.10	4.31	2.30	2018.02.06 03:34:08		filled	4
2018.02.06 03:34:08	30	Lenovo	sell	0.04 / 0.04		4.10			2018.02.06 03:34:08		filled	sl 4.10
2018.02.06 03:46:56	31	Lenovo	buy stop	0.16 / 0.16		4.31	4.10	6.11	2018.07.25 05:23:17		filled	5
2018.07.25 05:23:17	32	Lenovo	buy	0.08 / 0.08		4.31			2018.07.25 05:23:17		filled	sl 4.31
2018.07.25 05:30:00	33	Lenovo	sell stop	0.32 / 0.00		4.10	4.31	2.30	2018.08.07 23:59:01		canceled	6
2018.08.07 23:59:01	34	Lenovo	sell	0.16 / 0.16		4.28			2018.08.07 23:59:01		filled	end of test
Deals
Time	Trade	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit Column	Bilanz	Comment
	1		balance					0.00	0.00	10 000.00	10 000.00
2015.11.24 03:30:00	2	Lenovo	buy	in	0.01	8.42	2	0.00	0.00	0.00	10 000.00	1
2015.11.27 03:49:15	4	Lenovo	sell	in	0.02	8.22	3	0.00	0.00	0.00	10 000.00	2
2015.11.27 03:49:15	3	Lenovo	sell	out	0.01	8.22	4	0.00	-0.03	-0.52	9 999.45	sl 8.22
2015.11.30 09:08:00	6	Lenovo	buy	in	0.04	8.42	5	0.00	0.00	0.00	9 999.45	3
2015.11.30 09:08:00	5	Lenovo	buy	out	0.02	8.42	6	0.00	0.00	-1.03	9 998.42	sl 8.42
2015.12.01 03:30:04	8	Lenovo	sell	in	0.08	8.21	7	-0.01	0.00	0.00	9 998.41	4
2015.12.01 03:30:04	7	Lenovo	sell	out	0.04	8.21	8	0.00	-0.02	-2.17	9 996.22	sl 8.22
2015.12.01 07:47:30	10	Lenovo	buy	in	0.16	8.42	9	-0.02	0.00	0.00	9 996.20	5
2015.12.01 07:47:30	9	Lenovo	buy	out	0.08	8.42	10	-0.01	0.00	-4.33	9 991.86	sl 8.42
2015.12.10 03:30:00	12	Lenovo	sell	in	0.32	8.13	11	-0.03	0.00	0.00	9 991.83	6
2015.12.10 03:30:00	11	Lenovo	sell	out	0.16	8.13	12	-0.02	-0.82	-11.97	9 979.02	sl 8.21
2016.01.18 03:30:00	13	Lenovo	buy	out	0.32	6.30	14	-0.03	0.86	150.18	10 130.03	tp 6.41
2016.01.18 03:30:00	14	Lenovo	buy	in	0.01	6.30	15	0.00	0.00	0.00	10 130.03	1
2016.03.24 04:30:00	16	Lenovo	sell	in	0.02	6.09	16	0.00	0.00	0.00	10 130.03	2
2016.03.24 04:30:00	15	Lenovo	sell	out	0.01	6.09	17	0.00	-0.55	-0.54	10 128.94	sl 6.10
2016.04.14 04:34:30	18	Lenovo	buy	in	0.04	6.30	18	0.00	0.00	0.00	10 128.94	3
2016.04.14 04:34:30	17	Lenovo	buy	out	0.02	6.30	19	0.00	0.01	-1.08	10 127.87	sl 6.30
2016.05.03 04:30:00	20	Lenovo	sell	in	0.08	6.05	20	-0.01	0.00	0.00	10 127.86	4
2016.05.03 04:30:00	19	Lenovo	sell	out	0.04	6.05	21	0.00	-0.39	-2.58	10 124.89	sl 6.09
2017.08.22 04:51:36	21	Lenovo	buy	out	0.08	4.29	23	-0.01	3.92	35.99	10 164.79	tp 4.29
2017.08.22 05:00:10	22	Lenovo	buy	in	0.01	4.31	24	0.00	0.00	0.00	10 164.79	1
2017.09.08 04:31:30	24	Lenovo	sell	in	0.02	4.10	25	0.00	0.00	0.00	10 164.79	2
2017.09.08 04:31:30	23	Lenovo	sell	out	0.01	4.10	26	0.00	-0.14	-0.54	10 164.11	sl 4.10
2017.09.12 09:24:24	26	Lenovo	buy	in	0.04	4.31	27	0.00	0.00	0.00	10 164.11	3
2017.09.12 09:24:24	25	Lenovo	buy	out	0.02	4.31	28	0.00	0.00	-1.08	10 163.03	sl 4.31
2018.02.06 03:34:08	28	Lenovo	sell	in	0.08	4.10	29	-0.01	0.00	0.00	10 163.02	4
2018.02.06 03:34:08	27	Lenovo	sell	out	0.04	4.10	30	0.00	-3.18	-2.15	10 157.69	sl 4.10
2018.07.25 05:23:17	30	Lenovo	buy	in	0.16	4.31	31	-0.02	0.00	0.00	10 157.67	5
2018.07.25 05:23:17	29	Lenovo	buy	out	0.08	4.31	32	-0.01	1.38	-4.28	10 154.76	sl 4.31
2018.08.07 23:59:01	31	Lenovo	sell	out	0.16	4.28	34	-0.02	-1.19	-1.22	10 152.33	end of test
								-0.20	-0.15	152.68	10 152.33