Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert:			revertme_all
Symbol:			EWU
Period:			M15 (2018.06.25 - 2018.09.05)
Parameters:			cmt=EWU M15 Plain
			delimeter_base_01=
			Lot=0.01
			addLot=0
			forceLongCmt=
			forceShortCmt=
			reOpenAfter=0
			TYPE_STOP=0
			StopLevel=50
			TYPE_TAKE=0
			TakeProfit=50
			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:			61% реальных тиков
Bars:			1223	Ticks:			24903	Symbols			1
Net profit:			2.16	Balance Drawdown Absolute:			1.91	Absolute equity drawdown:			2.56
Bruttogewinn:			6.00	Balance Drawdown Maximal:			1.91 (0.02%)	Equity Drawdown Maximal:			2.70 (0.03%)
Bruttoverlust:			-3.84	Relative balance drawdown:			0.02% (1.91)	Relative equity drawdown:			0.03% (2.70)
Profit Factor:			1.56	Expected payoff:			0.18	Margin Level:			719240.29%
Recovery Factor:			0.80	Sharpe Ratio:			0.22	Z-Account:			1.04 (70.17%)
AHPR:			1.0000 (0.00%)	LR Correlation:			0.88	OnTester result:			0
GHPR:			1.0000 (0.00%)	LR Standard Error:			0.65
Total Trades:			12	Short Trades (won %):			4 (75.00%)	Long Trades (won %):			8 (50.00%)
Total Trades:			24	Profit Trades (% of total):			7 (58.33%)	Loss Trades (% of total):			5 (41.67%)
				Largest profit trade:			1.69	Largest loss trade:			-1.22
				Average Profit Trade:			0.86	Average loss trade:			-0.77
				Maximum consecutive wins ($):			3 (1.92)	Maximum consecutive losses ($):			2 (-1.85)
				Max. consecutive profit (count):			1.92 (3)	Max. consecutive loss (count):			-1.85 (2)
				Average consecutive wins:			2	Average consecutive losses:			1
Correlation (Profits,MFE):			0.92	Correlation (Profits,MAE):			0.31	Correlation (MFE,MAE):			0.0107
Minimum position holding time:			6:08:26	Maximum position holding time:			384:00:38	Average position holding time:			94:28:42

ORDERS
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2018.06.29 16:29:00	2	EWU	buy	0.01 / 0.01		34.84	34.32	35.34	2018.06.29 16:29:00		filled	1
2018.06.29 16:29:00	3	EWU	sell stop	0.02 / 0.02		34.32	34.84	33.82	2018.07.02 16:29:30		filled	2
2018.07.02 16:29:30	4	EWU	sell	0.01 / 0.01		34.32			2018.07.02 16:29:30		filled	sl 34.32
2018.07.02 16:29:30	5	EWU	buy stop	0.04 / 0.04		34.84	34.23	35.34	2018.07.05 19:03:30		filled	3
2018.07.05 19:03:30	6	EWU	buy	0.02 / 0.02		34.84			2018.07.05 19:03:30		filled	sl 34.84
2018.07.05 19:15:30	7	EWU	sell stop	0.08 / 0.00		34.23	34.84	33.73	2018.07.10 17:00:00		canceled	4
2018.07.10 16:56:00	8	EWU	sell	0.04 / 0.04		35.34			2018.07.10 16:56:00		filled	tp 35.34
2018.07.10 17:00:00	9	EWU	buy	0.01 / 0.01		35.35	34.83	35.85	2018.07.10 17:00:00		filled	1
2018.07.10 17:00:00	10	EWU	sell stop	0.02 / 0.02		34.83	35.35	34.33	2018.07.11 16:29:30		filled	2
2018.07.11 16:29:30	11	EWU	sell	0.01 / 0.01		34.83			2018.07.11 16:29:30		filled	sl 34.83
2018.07.11 16:29:30	12	EWU	buy stop	0.04 / 0.00		35.35	34.82	35.85	2018.08.02 16:30:08		canceled	3
2018.08.02 16:30:08	13	EWU	buy	0.02 / 0.02		34.33			2018.08.02 16:30:08		filled	tp 34.33
2018.08.02 16:30:08	14	EWU	buy	0.01 / 0.01		34.19	33.63	34.69	2018.08.02 16:30:08		filled	1
2018.08.02 16:30:08	15	EWU	sell stop	0.02 / 0.02		33.63	34.19	33.13	2018.08.14 18:34:52		filled	2
2018.08.14 18:34:52	16	EWU	sell	0.01 / 0.01		33.63			2018.08.14 18:34:52		filled	sl 33.63
2018.08.14 18:45:38	17	EWU	buy stop	0.04 / 0.00		34.19	33.63	34.69	2018.08.15 16:45:08		canceled	3
2018.08.15 16:31:53	18	EWU	buy	0.02 / 0.02		33.13			2018.08.15 16:31:53		filled	tp 33.13
2018.08.15 16:45:08	19	EWU	buy	0.01 / 0.01		33.10	32.56	33.60	2018.08.15 16:45:08		filled	1
2018.08.15 16:45:08	20	EWU	sell stop	0.02 / 0.00		32.56	33.10	32.06	2018.08.20 16:30:06		canceled	2
2018.08.20 16:30:06	21	EWU	sell	0.01 / 0.01		33.60			2018.08.20 16:30:06		filled	tp 33.60
2018.08.20 16:30:06	22	EWU	buy	0.01 / 0.01		33.74	33.17	34.24	2018.08.20 16:30:06		filled	1
2018.08.20 16:30:06	23	EWU	sell stop	0.02 / 0.00		33.17	33.74	32.67	2018.08.27 19:43:20		canceled	2
2018.08.27 19:24:09	24	EWU	sell	0.01 / 0.01		34.24			2018.08.27 19:24:09		filled	tp 34.24
2018.08.27 19:43:20	25	EWU	buy	0.01 / 0.01		34.25	33.75	34.75	2018.08.27 19:43:20		filled	1
2018.08.27 19:43:20	26	EWU	sell stop	0.02 / 0.02		33.75	34.25	33.25	2018.08.31 16:30:02		filled	2
2018.08.31 16:30:02	27	EWU	sell	0.01 / 0.01		33.75			2018.08.31 16:30:02		filled	sl 33.75
2018.08.31 16:30:02	28	EWU	buy stop	0.04 / 0.00		34.25	33.73	34.75	2018.09.04 16:45:03		canceled	3
2018.09.04 16:41:33	29	EWU	buy	0.02 / 0.02		33.25			2018.09.04 16:41:33		filled	tp 33.25
2018.09.04 16:45:03	30	EWU	buy	0.01 / 0.01		33.26	32.75	33.76	2018.09.04 16:45:03		filled	1
2018.09.04 16:45:03	31	EWU	sell stop	0.02 / 0.00		32.75	33.26	32.25	2018.09.04 22:53:29		canceled	2
2018.09.04 22:53:29	32	EWU	sell	0.01 / 0.01		33.27			2018.09.04 22:53:29		filled	end of test
Deals
Time	Trade	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit Column	Bilanz	Comment
2018.06.25 00:00:00	1		balance					0.00	0.00	10 000.00	10 000.00
2018.06.29 16:29:00	2	EWU	buy	in	0.01	34.84	2	-0.01	0.00	0.00	9 999.99	1
2018.07.02 16:29:30	4	EWU	sell	in	0.02	34.23	3	-0.02	0.00	0.00	9 999.97	2
2018.07.02 16:29:30	3	EWU	sell	out	0.01	34.23	4	-0.01	-0.01	-0.61	9 999.34	sl 34.32
2018.07.05 19:03:30	6	EWU	buy	in	0.04	34.84	5	-0.03	0.00	0.00	9 999.31	3
2018.07.05 19:03:30	5	EWU	buy	out	0.02	34.84	6	-0.02	0.02	-1.22	9 998.09	sl 34.84
2018.07.10 16:56:00	7	EWU	sell	out	0.04	35.34	8	-0.03	-0.28	2.00	9 999.78	tp 35.34
2018.07.10 17:00:00	8	EWU	buy	in	0.01	35.35	9	-0.01	0.00	0.00	9 999.77	1
2018.07.11 16:29:30	10	EWU	sell	in	0.02	34.82	10	-0.02	0.00	0.00	9 999.75	2
2018.07.11 16:29:30	9	EWU	sell	out	0.01	34.82	11	-0.01	-0.01	-0.53	9 999.20	sl 34.83
2018.08.02 16:30:08	11	EWU	buy	out	0.02	34.19	13	-0.02	0.19	1.26	10 000.63	tp 34.33
2018.08.02 16:30:08	12	EWU	buy	in	0.01	34.19	14	-0.01	0.00	0.00	10 000.62	1
2018.08.14 18:34:52	14	EWU	sell	in	0.02	33.63	15	-0.02	0.00	0.00	10 000.60	2
2018.08.14 18:34:52	13	EWU	sell	out	0.01	33.63	16	-0.01	-0.12	-0.56	9 999.91	sl 33.63
2018.08.15 16:31:53	15	EWU	buy	out	0.02	33.13	18	-0.02	0.01	1.00	10 000.90	tp 33.13
2018.08.15 16:45:08	16	EWU	buy	in	0.01	33.10	19	-0.01	0.00	0.00	10 000.89	1
2018.08.20 16:30:06	17	EWU	sell	out	0.01	33.67	21	-0.01	-0.05	0.57	10 001.40	tp 33.60
2018.08.20 16:30:06	18	EWU	buy	in	0.01	33.74	22	-0.01	0.00	0.00	10 001.39	1
2018.08.27 19:24:09	19	EWU	sell	out	0.01	34.24	24	-0.01	-0.07	0.50	10 001.81	tp 34.24
2018.08.27 19:43:20	20	EWU	buy	in	0.01	34.25	25	-0.01	0.00	0.00	10 001.80	1
2018.08.31 16:30:02	22	EWU	sell	in	0.02	33.73	26	-0.02	0.00	0.00	10 001.78	2
2018.08.31 16:30:02	21	EWU	sell	out	0.01	33.73	27	-0.01	-0.04	-0.52	10 001.21	sl 33.75
2018.09.04 16:41:33	23	EWU	buy	out	0.02	33.25	29	-0.02	0.02	0.96	10 002.17	tp 33.25
2018.09.04 16:45:03	24	EWU	buy	in	0.01	33.26	30	-0.01	0.00	0.00	10 002.16	1
2018.09.04 22:53:29	25	EWU	sell	out	0.01	33.27	32	-0.01	0.00	0.01	10 002.16	end of test
								-0.36	-0.34	2.86	10 002.16