Strategy Tester Report
x-saherelm.ea
Alpari-Demo (Build 1382)
| Symbol | XAUUSD (Gold (Spot)) | ||||
| Period | 15 Minutes (M15) 2020.11.25 18:30 - 2021.03.30 23:45 (2020.01.01 - 2021.03.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | signalPrefix="XST_EA"; bullishSignalLabel="X_BUY"; bullishSignalColor=Aqua; bearishSignalLabel="X_SELL"; bearishSignalColor=Magenta; signalEntryColor=Aquamarine; signalSLColor=Red; signalTPColor=Green; candleGapBetweenSignals=7; allowTrade=true; allowLongTrades=true; allowShortTrades=false; alertEvents=true; alertPositions=true; longPositionAlerts=true; shortPositionAlerts=true; terminalAlert=false; pushAlert=false; lotsPerTradePercent=0.00001; maxOpenTrades=4; maxDrawdownPercentPerPTrade=0.1; minBalancePercent=0.5; maxEquityPercent=0.1; xStarter="- X Signal Provider -"; enableXSignalling=false; xShortR2R=3; xShortLotsPerTradePercent=0.00001; xShortMaxDrawdownPerTradePercent=0.02; xLongR2R=3; xLongLotsPerTradePercent=0.00001; xLongMaxDrawdownPerTradePercent=0.02; xSharpDetectorFactor=700; xMaximumCandlesPerTrade=206; xOscillatorLength=7; xPSarStep=0.02; xPSarMaximum=0.2; xRangeMarketLength=5; xSwingLength=7; xRStarter="- XR Signal Provider -"; enableXRSignalling=false; xRShortR2R=2; xRShortLotsPerTradePercent=0.00001; xRShortMaxDrawdownPerTradePercent=0.01; xRLongR2R=2; xRLongLotsPerTradePercent=0.00001; xRLongMaxDrawdownPerTradePercent=0.01; xRMaximumCandlesPerTrade=252; xROscillatorLength=7; xRFastLength=20; xRSlowLength=50; xRRangeMarketLength=50; xRSwingLength=7; xTPWStarter="- XTPW Signal Provider -"; enableXTPWSignalling=true; xTPWShortR2R=2; xTPWShortLotsPerTradePercent=0.00001; xTPWShortMaxDrawdownPerTradePercent=0.01; xTPWLongR2R=1.5; xTPWLongLotsPerTradePercent=0.00001; xTPWLongMaxDrawdownPerTradePercent=0.01; xTPWMaximumCandlesPerTrade=206; xTPWPSarStep=0.02; xTPWPSarMaximum=0.2; xTPWSwingLength=7; xTPWSharpDetectionFactor=700; | ||||
| Bars in test | 8040 | Ticks modelled | 9476561 | Modelling quality | 24.70% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (60) | ||
| Total net profit | 31.63 | Gross profit | 41.63 | Gross loss | -10.00 |
| Profit factor | 4.16 | Expected payoff | 6.33 | ||
| Absolute drawdown | 4.91 | Maximal drawdown | 23.30 (2.25%) | Relative drawdown | 2.25% (23.30) |
| Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 14.45 | loss trade | -10.00 | |
| Average | profit trade | 10.41 | loss trade | -10.00 | |
| Maximum | consecutive wins (profit in money) | 3 (27.18) | consecutive losses (loss in money) | 1 (-10.00) | |
| Maximal | consecutive profit (count of wins) | 27.18 (3) | consecutive loss (count of losses) | -10.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2020.11.30 17:15 | buy | 1 | 0.01 | 1775.15 | 0.00 | 1787.08 | ||
| 2 | 2020.12.01 07:52 | t/p | 1 | 0.01 | 1787.08 | 0.00 | 1787.08 | 11.50 | 1011.50 |
| 3 | 2021.01.28 11:30 | buy | 2 | 0.01 | 1840.81 | 0.00 | 1849.71 | ||
| 4 | 2021.01.28 15:45 | t/p | 2 | 0.01 | 1849.71 | 0.00 | 1849.71 | 8.90 | 1020.40 |
| 5 | 2021.02.19 08:45 | buy | 3 | 0.01 | 1773.05 | 0.00 | 1779.83 | ||
| 6 | 2021.02.19 15:52 | t/p | 3 | 0.01 | 1779.83 | 0.00 | 1779.83 | 6.78 | 1027.18 |
| 7 | 2021.03.04 13:39 | buy | 4 | 0.01 | 1715.67 | 0.00 | 1723.65 | ||
| 8 | 2021.03.04 19:24 | close | 4 | 0.01 | 1705.67 | 0.00 | 1723.65 | -10.00 | 1017.18 |
| 9 | 2021.03.05 16:45 | buy | 5 | 0.01 | 1697.63 | 0.00 | 1712.51 | ||
| 10 | 2021.03.08 01:24 | t/p | 5 | 0.01 | 1712.51 | 0.00 | 1712.51 | 14.45 | 1031.63 |