Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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Expert: | testEAbasket2 | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | H4 (2017.01.01 - 2017.12.15) | |||||||||||
Inputs: | SELLPROFIT=0 | |||||||||||
SELL1LIMIT=50 | ||||||||||||
SELL2FROM=40 | ||||||||||||
SELL2TO=20 | ||||||||||||
BUYPROFIT=0 | ||||||||||||
BUY1LIMIT=-50 | ||||||||||||
BUY2FROM=-40 | ||||||||||||
BUY2TO=-20 | ||||||||||||
WPR=20 | ||||||||||||
Broker: | RoboForex (CY) Ltd. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 99% | |||||||||||
Bars: | 1492 | Ticks: | 27413112 | Symbols: | 1 | |||||||
Total Net Profit: | 10.63 | Balance Drawdown Absolute: | 9.63 | Equity Drawdown Absolute: | 22.66 | |||||||
Gross Profit: | 57.37 | Balance Drawdown Maximal: | 14.00 (0.14%) | Equity Drawdown Maximal: | 30.29 (0.30%) | |||||||
Gross Loss: | -46.74 | Balance Drawdown Relative: | 0.14% (14.00) | Equity Drawdown Relative: | 0.30% (30.29) | |||||||
Profit Factor: | 1.23 | Expected Payoff: | 0.38 | Margin Level: | 43114.83% | |||||||
Recovery Factor: | 0.35 | Sharpe Ratio: | 0.09 | Z-Score: | 0.46 (35.45%) | |||||||
AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.39 | OnTester result: | 0 | |||||||
GHPR: | 1.0000 (0.00%) | LR Standard Error: | 4.49 | |||||||||
Total Trades: | 28 | Short Trades (won %): | 15 (60.00%) | Long Trades (won %): | 13 (61.54%) | |||||||
Total Deals: | 56 | Profit Trades (% of total): | 17 (60.71%) | Loss Trades (% of total): | 11 (39.29%) | |||||||
Largest profit trade: | 8.19 | Largest loss trade: | -8.88 | |||||||||
Average profit trade: | 3.37 | Average loss trade: | -4.25 | |||||||||
Maximum consecutive wins ($): | 4 (7.18) | Maximum consecutive losses ($): | 3 (-11.91) | |||||||||
Maximal consecutive profit (count): | 12.05 (2) | Maximal consecutive loss (count): | -11.91 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.63 | Correlation (Profits,MAE): | 0.89 | Correlation (MFE,MAE): | 0.4187 | |||||||
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Minimal position holding time: | 4:00:00 | Maximal position holding time: | 128:00:00 | Average position holding time: | 41:08:34 | |||||||
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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 20:00:00 | 2 | EURUSD | buy | 0.01 / 0.01 | 1.04271 | 2017.01.03 20:00:00 | filled | |||||
2017.01.04 20:00:00 | 3 | EURUSD | sell | 0.01 / 0.01 | 1.04718 | 2017.01.04 20:00:00 | filled | |||||
2017.01.06 16:00:00 | 4 | EURUSD | sell | 0.01 / 0.01 | 1.05439 | 2017.01.06 16:00:00 | filled | |||||
2017.01.10 20:00:00 | 5 | EURUSD | buy | 0.01 / 0.01 | 1.05611 | 2017.01.10 20:00:00 | filled | |||||
2017.02.08 16:00:00 | 6 | EURUSD | buy | 0.01 / 0.01 | 1.06701 | 2017.02.08 16:00:00 | filled | |||||
2017.02.14 08:00:00 | 7 | EURUSD | buy | 0.01 / 0.01 | 1.06198 | 2017.02.14 08:00:00 | filled | |||||
2017.02.16 00:00:00 | 8 | EURUSD | sell | 0.01 / 0.01 | 1.05986 | 2017.02.16 00:00:00 | filled | |||||
2017.02.16 00:00:00 | 9 | EURUSD | sell | 0.01 / 0.01 | 1.05986 | 2017.02.16 00:00:00 | filled | |||||
2017.02.17 12:00:00 | 10 | EURUSD | sell | 0.01 / 0.01 | 1.06433 | 2017.02.17 12:00:00 | filled | |||||
2017.02.17 20:00:00 | 11 | EURUSD | buy | 0.01 / 0.01 | 1.06143 | 2017.02.17 20:00:00 | filled | |||||
2017.03.13 12:00:00 | 12 | EURUSD | sell | 0.01 / 0.01 | 1.06651 | 2017.03.13 12:00:00 | filled | |||||
2017.03.14 16:00:00 | 13 | EURUSD | buy | 0.01 / 0.01 | 1.06291 | 2017.03.14 16:00:00 | filled | |||||
2017.03.17 16:00:00 | 14 | EURUSD | sell | 0.01 / 0.01 | 1.07426 | 2017.03.17 16:00:00 | filled | |||||
2017.03.23 04:00:00 | 15 | EURUSD | buy | 0.01 / 0.01 | 1.07855 | 2017.03.23 04:00:00 | filled | |||||
2017.03.27 20:00:00 | 16 | EURUSD | sell | 0.01 / 0.01 | 1.08636 | 2017.03.27 20:00:00 | filled | |||||
2017.03.29 00:00:00 | 17 | EURUSD | buy | 0.01 / 0.01 | 1.08144 | 2017.03.29 00:00:00 | filled | |||||
2017.03.30 00:00:00 | 18 | EURUSD | buy | 0.01 / 0.01 | 1.07657 | 2017.03.30 00:00:00 | filled | |||||
2017.04.05 04:00:00 | 19 | EURUSD | sell | 0.01 / 0.01 | 1.06795 | 2017.04.05 04:00:00 | filled | |||||
2017.04.10 20:00:00 | 20 | EURUSD | buy | 0.01 / 0.01 | 1.06002 | 2017.04.10 20:00:00 | filled | |||||
2017.04.12 12:00:00 | 21 | EURUSD | sell | 0.01 / 0.01 | 1.06187 | 2017.04.12 12:00:00 | filled | |||||
2017.05.18 12:00:00 | 22 | EURUSD | sell | 0.01 / 0.01 | 1.11271 | 2017.05.18 12:00:00 | filled | |||||
2017.05.23 16:00:00 | 23 | EURUSD | sell | 0.01 / 0.01 | 1.12337 | 2017.05.23 16:00:00 | filled | |||||
2017.05.24 00:00:00 | 24 | EURUSD | buy | 0.01 / 0.01 | 1.11838 | 2017.05.24 00:00:00 | filled | |||||
2017.05.24 00:00:00 | 25 | EURUSD | buy | 0.01 / 0.01 | 1.11838 | 2017.05.24 00:00:00 | filled | |||||
2017.05.31 20:00:00 | 26 | EURUSD | sell | 0.01 / 0.01 | 1.12367 | 2017.05.31 20:00:00 | filled | |||||
2017.06.02 00:00:00 | 27 | EURUSD | buy | 0.01 / 0.01 | 1.12118 | 2017.06.02 00:00:00 | filled | |||||
2017.06.09 08:00:00 | 28 | EURUSD | buy | 0.01 / 0.01 | 1.12040 | 2017.06.09 08:00:00 | filled | |||||
2017.06.12 12:00:00 | 29 | EURUSD | sell | 0.01 / 0.01 | 1.12256 | 2017.06.12 12:00:00 | filled | |||||
2017.06.15 20:00:00 | 30 | EURUSD | buy | 0.01 / 0.01 | 1.11481 | 2017.06.15 20:00:00 | filled | |||||
2017.06.19 00:00:00 | 31 | EURUSD | sell | 0.01 / 0.01 | 1.12085 | 2017.06.19 00:00:00 | filled | |||||
2017.06.27 20:00:00 | 32 | EURUSD | sell | 0.01 / 0.01 | 1.13117 | 2017.06.27 20:00:00 | filled | |||||
2017.06.29 00:00:00 | 33 | EURUSD | sell | 0.01 / 0.01 | 1.13650 | 2017.06.29 00:00:00 | filled | |||||
2017.07.03 12:00:00 | 34 | EURUSD | buy | 0.01 / 0.01 | 1.13788 | 2017.07.03 12:00:00 | filled | |||||
2017.07.03 12:00:00 | 35 | EURUSD | buy | 0.01 / 0.01 | 1.13788 | 2017.07.03 12:00:00 | filled | |||||
2017.07.27 12:00:00 | 36 | EURUSD | sell | 0.01 / 0.01 | 1.17283 | 2017.07.27 12:00:00 | filled | |||||
2017.07.27 16:00:00 | 37 | EURUSD | buy | 0.01 / 0.01 | 1.16967 | 2017.07.27 16:00:00 | filled | |||||
2017.08.22 12:00:00 | 38 | EURUSD | sell | 0.01 / 0.01 | 1.17717 | 2017.08.22 12:00:00 | filled | |||||
2017.08.23 04:00:00 | 39 | EURUSD | buy | 0.01 / 0.01 | 1.17495 | 2017.08.23 04:00:00 | filled | |||||
2017.09.07 20:00:00 | 40 | EURUSD | sell | 0.01 / 0.01 | 1.19891 | 2017.09.07 20:00:00 | filled | |||||
2017.09.11 08:00:00 | 41 | EURUSD | buy | 0.01 / 0.01 | 1.20076 | 2017.09.11 08:00:00 | filled | |||||
2017.09.14 12:00:00 | 42 | EURUSD | buy | 0.01 / 0.01 | 1.19045 | 2017.09.14 12:00:00 | filled | |||||
2017.09.15 12:00:00 | 43 | EURUSD | sell | 0.01 / 0.01 | 1.19288 | 2017.09.15 12:00:00 | filled | |||||
2017.10.12 16:00:00 | 44 | EURUSD | sell | 0.01 / 0.01 | 1.18471 | 2017.10.12 16:00:00 | filled | |||||
2017.10.13 20:00:00 | 45 | EURUSD | buy | 0.01 / 0.01 | 1.18270 | 2017.10.13 20:00:00 | filled | |||||
2017.10.18 00:00:00 | 46 | EURUSD | buy | 0.01 / 0.01 | 1.17667 | 2017.10.18 00:00:00 | filled | |||||
2017.10.18 20:00:00 | 47 | EURUSD | sell | 0.01 / 0.01 | 1.17868 | 2017.10.18 20:00:00 | filled | |||||
2017.11.06 20:00:00 | 48 | EURUSD | buy | 0.01 / 0.01 | 1.16118 | 2017.11.06 20:00:00 | filled | |||||
2017.11.07 20:00:00 | 49 | EURUSD | buy | 0.01 / 0.01 | 1.15826 | 2017.11.07 20:00:00 | filled | |||||
2017.11.09 04:00:00 | 50 | EURUSD | sell | 0.01 / 0.01 | 1.15938 | 2017.11.09 04:00:00 | filled | |||||
2017.11.09 04:00:00 | 51 | EURUSD | sell | 0.01 / 0.01 | 1.15938 | 2017.11.09 04:00:00 | filled | |||||
2017.12.06 00:00:00 | 52 | EURUSD | buy | 0.01 / 0.01 | 1.18259 | 2017.12.06 00:00:00 | filled | |||||
2017.12.07 20:00:00 | 53 | EURUSD | sell | 0.01 / 0.01 | 1.17970 | 2017.12.07 20:00:00 | filled | |||||
2017.12.13 00:00:00 | 54 | EURUSD | buy | 0.01 / 0.01 | 1.17417 | 2017.12.13 00:00:00 | filled | |||||
2017.12.14 00:00:00 | 55 | EURUSD | sell | 0.01 / 0.01 | 1.18256 | 2017.12.14 00:00:00 | filled | |||||
2017.12.14 08:00:00 | 56 | EURUSD | sell | 0.01 / 0.01 | 1.18266 | 2017.12.14 08:00:00 | filled | |||||
2017.12.14 20:00:00 | 57 | EURUSD | buy | 0.01 / 0.01 | 1.17878 | 2017.12.14 20:00:00 | 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 20:00:00 | 2 | EURUSD | buy | in | 0.01 | 1.04271 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.01.04 20:00:00 | 3 | EURUSD | sell | out | 0.01 | 1.04718 | 3 | -0.02 | -0.06 | 4.47 | 10 004.37 | |
2017.01.06 16:00:00 | 4 | EURUSD | sell | in | 0.01 | 1.05439 | 4 | -0.02 | 0.00 | 0.00 | 10 004.35 | |
2017.01.10 20:00:00 | 5 | EURUSD | buy | out | 0.01 | 1.05611 | 5 | -0.02 | -0.02 | -1.72 | 10 002.59 | |
2017.02.08 16:00:00 | 6 | EURUSD | buy | in | 0.01 | 1.06701 | 6 | -0.02 | 0.00 | 0.00 | 10 002.57 | |
2017.02.14 08:00:00 | 7 | EURUSD | buy | in | 0.01 | 1.06198 | 7 | -0.02 | 0.00 | 0.00 | 10 002.55 | |
2017.02.16 00:00:00 | 8 | EURUSD | sell | out | 0.01 | 1.05986 | 8 | -0.02 | -0.24 | -2.12 | 10 000.17 | |
2017.02.16 00:00:00 | 9 | EURUSD | sell | out | 0.01 | 1.05986 | 9 | -0.02 | -0.60 | -7.15 | 9 992.40 | |
2017.02.17 12:00:00 | 10 | EURUSD | sell | in | 0.01 | 1.06433 | 10 | -0.02 | 0.00 | 0.00 | 9 992.38 | |
2017.02.17 20:00:00 | 11 | EURUSD | buy | out | 0.01 | 1.06143 | 11 | -0.02 | 0.00 | 2.90 | 9 995.26 | |
2017.03.13 12:00:00 | 12 | EURUSD | sell | in | 0.01 | 1.06651 | 12 | -0.02 | 0.00 | 0.00 | 9 995.24 | |
2017.03.14 16:00:00 | 13 | EURUSD | buy | out | 0.01 | 1.06291 | 13 | -0.02 | -0.01 | 3.60 | 9 998.81 | |
2017.03.17 16:00:00 | 14 | EURUSD | sell | in | 0.01 | 1.07426 | 14 | -0.02 | 0.00 | 0.00 | 9 998.79 | |
2017.03.23 04:00:00 | 15 | EURUSD | buy | out | 0.01 | 1.07855 | 15 | -0.02 | -0.05 | -4.29 | 9 994.43 | |
2017.03.27 20:00:00 | 16 | EURUSD | sell | in | 0.01 | 1.08636 | 16 | -0.02 | 0.00 | 0.00 | 9 994.41 | |
2017.03.29 00:00:00 | 17 | EURUSD | buy | out | 0.01 | 1.08144 | 17 | -0.02 | -0.02 | 4.92 | 9 999.29 | |
2017.03.30 00:00:00 | 18 | EURUSD | buy | in | 0.01 | 1.07657 | 18 | -0.02 | 0.00 | 0.00 | 9 999.27 | |
2017.04.05 04:00:00 | 19 | EURUSD | sell | out | 0.01 | 1.06795 | 19 | -0.02 | -0.24 | -8.62 | 9 990.39 | |
2017.04.10 20:00:00 | 20 | EURUSD | buy | in | 0.01 | 1.06002 | 20 | -0.02 | 0.00 | 0.00 | 9 990.37 | |
2017.04.12 12:00:00 | 21 | EURUSD | sell | out | 0.01 | 1.06187 | 21 | -0.02 | -0.12 | 1.85 | 9 992.08 | |
2017.05.18 12:00:00 | 22 | EURUSD | sell | in | 0.01 | 1.11271 | 22 | -0.02 | 0.00 | 0.00 | 9 992.06 | |
2017.05.23 16:00:00 | 23 | EURUSD | sell | in | 0.01 | 1.12337 | 23 | -0.02 | 0.00 | 0.00 | 9 992.04 | |
2017.05.24 00:00:00 | 24 | EURUSD | buy | out | 0.01 | 1.11838 | 24 | -0.02 | -0.01 | 4.99 | 9 997.00 | |
2017.05.24 00:00:00 | 25 | EURUSD | buy | out | 0.01 | 1.11838 | 25 | -0.02 | -0.04 | -5.67 | 9 991.27 | |
2017.05.31 20:00:00 | 26 | EURUSD | sell | in | 0.01 | 1.12367 | 26 | -0.02 | 0.00 | 0.00 | 9 991.25 | |
2017.06.02 00:00:00 | 27 | EURUSD | buy | out | 0.01 | 1.12118 | 27 | -0.02 | -0.03 | 2.49 | 9 993.69 | |
2017.06.09 08:00:00 | 28 | EURUSD | buy | in | 0.01 | 1.12040 | 28 | -0.02 | 0.00 | 0.00 | 9 993.67 | |
2017.06.12 12:00:00 | 29 | EURUSD | sell | out | 0.01 | 1.12256 | 29 | -0.02 | -0.06 | 2.16 | 9 995.75 | |
2017.06.15 20:00:00 | 30 | EURUSD | buy | in | 0.01 | 1.11481 | 30 | -0.02 | 0.00 | 0.00 | 9 995.73 | |
2017.06.19 00:00:00 | 31 | EURUSD | sell | out | 0.01 | 1.12085 | 31 | -0.02 | -0.12 | 6.04 | 10 001.63 | |
2017.06.27 20:00:00 | 32 | EURUSD | sell | in | 0.01 | 1.13117 | 32 | -0.02 | 0.00 | 0.00 | 10 001.61 | |
2017.06.29 00:00:00 | 33 | EURUSD | sell | in | 0.01 | 1.13650 | 33 | -0.02 | 0.00 | 0.00 | 10 001.59 | |
2017.07.03 12:00:00 | 34 | EURUSD | buy | out | 0.01 | 1.13788 | 34 | -0.02 | -0.02 | -1.38 | 10 000.17 | |
2017.07.03 12:00:00 | 35 | EURUSD | buy | out | 0.01 | 1.13788 | 35 | -0.02 | -0.05 | -6.71 | 9 993.39 | |
2017.07.27 12:00:00 | 36 | EURUSD | sell | in | 0.01 | 1.17283 | 36 | -0.02 | 0.00 | 0.00 | 9 993.37 | |
2017.07.27 16:00:00 | 37 | EURUSD | buy | out | 0.01 | 1.16967 | 37 | -0.02 | 0.00 | 3.16 | 9 996.51 | |
2017.08.22 12:00:00 | 38 | EURUSD | sell | in | 0.01 | 1.17717 | 38 | -0.02 | 0.00 | 0.00 | 9 996.49 | |
2017.08.23 04:00:00 | 39 | EURUSD | buy | out | 0.01 | 1.17495 | 39 | -0.02 | -0.01 | 2.22 | 9 998.68 | |
2017.09.07 20:00:00 | 40 | EURUSD | sell | in | 0.01 | 1.19891 | 40 | -0.02 | 0.00 | 0.00 | 9 998.66 | |
2017.09.11 08:00:00 | 41 | EURUSD | buy | out | 0.01 | 1.20076 | 41 | -0.02 | -0.02 | -1.85 | 9 996.77 | |
2017.09.14 12:00:00 | 42 | EURUSD | buy | in | 0.01 | 1.19045 | 42 | -0.02 | 0.00 | 0.00 | 9 996.75 | |
2017.09.15 12:00:00 | 43 | EURUSD | sell | out | 0.01 | 1.19288 | 43 | -0.02 | -0.06 | 2.43 | 9 999.10 | |
2017.10.12 16:00:00 | 44 | EURUSD | sell | in | 0.01 | 1.18471 | 44 | -0.02 | 0.00 | 0.00 | 9 999.08 | |
2017.10.13 20:00:00 | 45 | EURUSD | buy | out | 0.01 | 1.18270 | 45 | -0.02 | -0.01 | 2.01 | 10 001.06 | |
2017.10.18 00:00:00 | 46 | EURUSD | buy | in | 0.01 | 1.17667 | 46 | -0.02 | 0.00 | 0.00 | 10 001.04 | |
2017.10.18 20:00:00 | 47 | EURUSD | sell | out | 0.01 | 1.17868 | 47 | -0.02 | 0.00 | 2.01 | 10 003.03 | |
2017.11.06 20:00:00 | 48 | EURUSD | buy | in | 0.01 | 1.16118 | 48 | -0.02 | 0.00 | 0.00 | 10 003.01 | |
2017.11.07 20:00:00 | 49 | EURUSD | buy | in | 0.01 | 1.15826 | 49 | -0.02 | 0.00 | 0.00 | 10 002.99 | |
2017.11.09 04:00:00 | 50 | EURUSD | sell | out | 0.01 | 1.15938 | 50 | -0.02 | -0.24 | 1.12 | 10 003.85 | |
2017.11.09 04:00:00 | 51 | EURUSD | sell | out | 0.01 | 1.15938 | 51 | -0.02 | -0.30 | -1.80 | 10 001.73 | |
2017.12.06 00:00:00 | 52 | EURUSD | buy | in | 0.01 | 1.18259 | 52 | -0.02 | 0.00 | 0.00 | 10 001.71 | |
2017.12.07 20:00:00 | 53 | EURUSD | sell | out | 0.01 | 1.17970 | 53 | -0.02 | -0.18 | -2.89 | 9 998.62 | |
2017.12.13 00:00:00 | 54 | EURUSD | buy | in | 0.01 | 1.17417 | 54 | -0.02 | 0.00 | 0.00 | 9 998.60 | |
2017.12.14 00:00:00 | 55 | EURUSD | sell | out | 0.01 | 1.18256 | 55 | -0.02 | -0.18 | 8.39 | 10 006.79 | |
2017.12.14 08:00:00 | 56 | EURUSD | sell | in | 0.01 | 1.18266 | 56 | -0.02 | 0.00 | 0.00 | 10 006.77 | |
2017.12.14 20:00:00 | 57 | EURUSD | buy | out | 0.01 | 1.17878 | 57 | -0.02 | 0.00 | 3.88 | 10 010.63 | |
-1.12 | -2.69 | 14.44 | 10 010.63 | |||||||||