Strategy Tester Report
ForexClub-MT5 Demo Server (Build 1881)
Settings
Expert:			revertme_all
Symbol:			VGK
Period:			M15 (2018.06.25 - 2018.09.05)
Parameters:			cmt=VGK M15 Plain
			delimeter_base_01=
			Lot=0.01
			addLot=0
			forceLongCmt=
			forceShortCmt=
			reOpenAfter=0
			TYPE_STOP=0
			StopLevel=45
			TYPE_TAKE=0
			TakeProfit=95
			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:			1232	Ticks:			55535	Symbols			1
Net profit:			-30.52	Balance Drawdown Absolute:			37.13	Absolute equity drawdown:			43.21
Bruttogewinn:			12.58	Balance Drawdown Maximal:			38.56 (0.39%)	Equity Drawdown Maximal:			45.65 (0.46%)
Bruttoverlust:			-43.10	Relative balance drawdown:			0.39% (38.56)	Relative equity drawdown:			0.46% (45.65)
Profit Factor:			0.29	Expected payoff:			-1.80	Margin Level:			55624.53%
Recovery Factor:			-0.67	Sharpe Ratio:			-0.26	Z-Account:			-0.49 (37.59%)
AHPR:			0.9998 (-0.02%)	LR Correlation:			-0.84	OnTester result:			0
GHPR:			0.9998 (-0.02%)	LR Standard Error:			9.25
Total Trades:			17	Short Trades (won %):			6 (50.00%)	Long Trades (won %):			11 (45.45%)
Total Trades:			34	Profit Trades (% of total):			8 (47.06%)	Loss Trades (% of total):			9 (52.94%)
				Largest profit trade:			3.99	Largest loss trade:			-26.97
				Average Profit Trade:			1.57	Average loss trade:			-4.79
				Maximum consecutive wins ($):			4 (3.11)	Maximum consecutive losses ($):			5 (-38.08)
				Max. consecutive profit (count):			3.99 (1)	Max. consecutive loss (count):			-38.08 (5)
				Average consecutive wins:			2	Average consecutive losses:			2
Correlation (Profits,MFE):			0.37	Correlation (Profits,MAE):			0.92	Correlation (MFE,MAE):			0.1213
Minimum position holding time:			1:14:30	Maximum position holding time:			212:47:40	Average position holding time:			66:41:52

ORDERS
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2018.06.29 16:29:00	2	VGK	buy	0.01 / 0.01		56.22	55.75	57.17	2018.06.29 16:29:00		filled	1
2018.06.29 16:29:00	3	VGK	sell stop	0.02 / 0.02		55.75	56.22	54.80	2018.07.02 16:29:00		filled	2
2018.07.02 16:29:00	4	VGK	sell	0.01 / 0.01		55.75			2018.07.02 16:29:00		filled	sl 55.75
2018.07.02 16:29:00	5	VGK	buy stop	0.04 / 0.04		56.22	55.42	57.17	2018.07.03 16:29:00		filled	3
2018.07.03 16:29:00	6	VGK	buy	0.02 / 0.02		56.22			2018.07.03 16:29:00		filled	sl 56.22
2018.07.03 16:29:00	7	VGK	sell stop	0.08 / 0.00		55.42	56.25	54.47	2018.07.09 16:29:00		canceled	4
2018.07.09 16:29:00	8	VGK	sell	0.04 / 0.04		57.17			2018.07.09 16:29:00		filled	tp 57.17
2018.07.09 16:29:00	9	VGK	buy	0.01 / 0.01		57.39	56.92	58.34	2018.07.09 16:29:00		filled	1
2018.07.09 16:29:00	10	VGK	sell stop	0.02 / 0.02		56.92	57.39	55.97	2018.07.11 16:29:00		filled	2
2018.07.11 16:29:00	11	VGK	sell	0.01 / 0.01		56.92			2018.07.11 16:29:00		filled	sl 56.92
2018.07.11 16:29:00	12	VGK	buy stop	0.04 / 0.04		57.39	56.80	58.34	2018.07.20 21:07:59		filled	3
2018.07.20 21:07:59	13	VGK	buy	0.02 / 0.02		57.39			2018.07.20 21:07:59		filled	sl 57.39
2018.07.20 21:15:00	14	VGK	sell stop	0.08 / 0.08		56.80	57.39	55.85	2018.08.02 17:55:39		filled	4
2018.08.02 17:55:39	15	VGK	sell	0.04 / 0.04		56.80			2018.08.02 17:55:39		filled	sl 56.80
2018.08.02 18:00:03	16	VGK	buy stop	0.16 / 0.16		57.39	56.80	58.34	2018.08.07 16:30:06		filled	5
2018.08.07 16:30:06	17	VGK	buy	0.08 / 0.08		57.39			2018.08.07 16:30:06		filled	sl 57.39
2018.08.07 16:30:06	18	VGK	sell stop	0.32 / 0.32		56.80	57.56	55.85	2018.08.10 16:30:03		filled	6
2018.08.10 16:30:03	19	VGK	sell	0.16 / 0.16		56.80			2018.08.10 16:30:03		filled	sl 56.80
2018.08.10 16:30:03	20	VGK	buy stop	0.64 / 0.00		57.56	55.94	58.51	2018.08.10 20:15:57		canceled	7
2018.08.10 20:03:12	21	VGK	buy	0.32 / 0.32		55.85			2018.08.10 20:03:12		filled	tp 55.85
2018.08.10 20:15:57	22	VGK	buy	0.01 / 0.01		55.88	55.38	56.83	2018.08.10 20:15:57		filled	1
2018.08.10 20:15:57	23	VGK	sell stop	0.02 / 0.02		55.38	55.88	54.43	2018.08.15 16:30:03		filled	2
2018.08.15 16:30:03	24	VGK	sell	0.01 / 0.01		55.38			2018.08.15 16:30:03		filled	sl 55.38
2018.08.15 16:30:03	25	VGK	buy stop	0.04 / 0.00		55.88	54.65	56.83	2018.08.15 17:45:15		canceled	3
2018.08.15 17:44:33	26	VGK	buy	0.02 / 0.02		54.43			2018.08.15 17:44:33		filled	tp 54.43
2018.08.15 17:45:15	27	VGK	buy	0.01 / 0.01		54.40	53.90	55.35	2018.08.15 17:45:15		filled	1
2018.08.15 17:45:15	28	VGK	sell stop	0.02 / 0.00		53.90	54.40	52.95	2018.08.17 21:31:35		canceled	2
2018.08.17 21:17:40	29	VGK	sell	0.01 / 0.01		55.35			2018.08.17 21:17:40		filled	tp 55.35
2018.08.17 21:31:35	30	VGK	buy	0.01 / 0.01		55.42	54.90	56.37	2018.08.17 21:31:35		filled	1
2018.08.17 21:31:35	31	VGK	sell stop	0.02 / 0.00		54.90	55.42	53.95	2018.08.21 20:00:01		canceled	2
2018.08.21 19:54:09	32	VGK	sell	0.01 / 0.01		56.37			2018.08.21 19:54:09		filled	tp 56.37
2018.08.21 20:00:01	33	VGK	buy	0.01 / 0.01		56.46	55.94	57.41	2018.08.21 20:00:01		filled	1
2018.08.21 20:00:01	34	VGK	sell stop	0.02 / 0.00		55.94	56.46	54.99	2018.08.28 16:30:03		canceled	2
2018.08.28 16:30:03	35	VGK	sell	0.01 / 0.01		57.41			2018.08.28 16:30:03		filled	tp 57.41
2018.08.28 16:30:03	36	VGK	buy	0.01 / 0.01		57.57	57.09	58.52	2018.08.28 16:30:03		filled	1
2018.08.28 16:30:03	37	VGK	sell stop	0.02 / 0.02		57.09	57.57	56.14	2018.08.30 16:30:05		filled	2
2018.08.30 16:30:05	38	VGK	sell	0.01 / 0.01		57.09			2018.08.30 16:30:05		filled	sl 57.09
2018.08.30 16:30:05	39	VGK	buy stop	0.04 / 0.00		57.57	57.08	58.52	2018.09.04 16:30:03		canceled	3
2018.09.04 16:30:03	40	VGK	buy	0.02 / 0.02		56.14			2018.09.04 16:30:03		filled	tp 56.14
2018.09.04 16:30:03	41	VGK	buy	0.01 / 0.01		55.73	55.21	56.68	2018.09.04 16:30:03		filled	1
2018.09.04 16:30:03	42	VGK	sell stop	0.02 / 0.00		55.21	55.73	54.26	2018.09.04 22:54:10		canceled	2
2018.09.04 22:54:10	43	VGK	sell	0.01 / 0.01		55.86			2018.09.04 22:54:10		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	VGK	buy	in	0.01	56.22	2	-0.01	0.00	0.00	9 999.99	1
2018.07.02 16:29:00	4	VGK	sell	in	0.02	55.42	3	-0.02	0.00	0.00	9 999.97	2
2018.07.02 16:29:00	3	VGK	sell	out	0.01	55.42	4	-0.01	-0.02	-0.80	9 999.14	sl 55.75
2018.07.03 16:29:00	6	VGK	buy	in	0.04	56.25	5	-0.03	0.00	0.00	9 999.11	3
2018.07.03 16:29:00	5	VGK	buy	out	0.02	56.25	6	-0.02	0.01	-1.66	9 997.44	sl 56.22
2018.07.09 16:29:00	7	VGK	sell	out	0.04	57.37	8	-0.03	-0.46	4.48	10 001.43	tp 57.17
2018.07.09 16:29:00	8	VGK	buy	in	0.01	57.39	9	-0.01	0.00	0.00	10 001.42	1
2018.07.11 16:29:00	10	VGK	sell	in	0.02	56.80	10	-0.02	0.00	0.00	10 001.40	2
2018.07.11 16:29:00	9	VGK	sell	out	0.01	56.80	11	-0.01	-0.04	-0.59	10 000.76	sl 56.92
2018.07.20 21:07:59	12	VGK	buy	in	0.04	57.39	12	-0.03	0.00	0.00	10 000.73	3
2018.07.20 21:07:59	11	VGK	buy	out	0.02	57.39	13	-0.02	0.09	-1.18	9 999.62	sl 57.39
2018.08.02 17:55:39	14	VGK	sell	in	0.08	56.80	14	-0.06	0.00	0.00	9 999.56	4
2018.08.02 17:55:39	13	VGK	sell	out	0.04	56.80	15	-0.03	-1.02	-2.36	9 996.15	sl 56.80
2018.08.07 16:30:06	16	VGK	buy	in	0.16	57.56	16	-0.12	0.00	0.00	9 996.03	5
2018.08.07 16:30:06	15	VGK	buy	out	0.08	57.56	17	-0.06	0.19	-6.08	9 990.08	sl 57.39
2018.08.10 16:30:03	18	VGK	sell	in	0.32	55.94	18	-0.24	0.00	0.00	9 989.84	6
2018.08.10 16:30:03	17	VGK	sell	out	0.16	55.94	19	-0.12	-0.93	-25.92	9 962.87	sl 56.80
2018.08.10 20:03:12	19	VGK	buy	out	0.32	55.85	21	-0.24	0.00	2.88	9 965.51	tp 55.85
2018.08.10 20:15:57	20	VGK	buy	in	0.01	55.88	22	-0.01	0.00	0.00	9 965.50	1
2018.08.15 16:30:03	22	VGK	sell	in	0.02	54.65	23	-0.02	0.00	0.00	9 965.48	2
2018.08.15 16:30:03	21	VGK	sell	out	0.01	54.65	24	-0.01	-0.10	-1.23	9 964.14	sl 55.38
2018.08.15 17:44:33	23	VGK	buy	out	0.02	54.43	26	-0.02	0.00	0.44	9 964.56	tp 54.43
2018.08.15 17:45:15	24	VGK	buy	in	0.01	54.40	27	-0.01	0.00	0.00	9 964.55	1
2018.08.17 21:17:40	25	VGK	sell	out	0.01	55.35	29	-0.01	-0.04	0.95	9 965.45	tp 55.35
2018.08.17 21:31:35	26	VGK	buy	in	0.01	55.42	30	-0.01	0.00	0.00	9 965.44	1
2018.08.21 19:54:09	27	VGK	sell	out	0.01	56.37	32	-0.01	-0.08	0.95	9 966.30	tp 56.37
2018.08.21 20:00:01	28	VGK	buy	in	0.01	56.46	33	-0.01	0.00	0.00	9 966.29	1
2018.08.28 16:30:03	29	VGK	sell	out	0.01	57.54	35	-0.01	-0.14	1.08	9 967.22	tp 57.41
2018.08.28 16:30:03	30	VGK	buy	in	0.01	57.57	36	-0.01	0.00	0.00	9 967.21	1
2018.08.30 16:30:05	32	VGK	sell	in	0.02	57.08	37	-0.02	0.00	0.00	9 967.19	2
2018.08.30 16:30:05	31	VGK	sell	out	0.01	57.08	38	-0.01	-0.04	-0.49	9 966.65	sl 57.09
2018.09.04 16:30:03	33	VGK	buy	out	0.02	55.73	40	-0.02	0.04	2.70	9 969.37	tp 56.14
2018.09.04 16:30:03	34	VGK	buy	in	0.01	55.73	41	-0.01	0.00	0.00	9 969.36	1
2018.09.04 22:54:10	35	VGK	sell	out	0.01	55.86	43	-0.01	0.00	0.13	9 969.48	end of test
								-1.28	-2.54	-26.70	9 969.48