96 lines
13 KiB
HTML
96 lines
13 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">
|
|
<html>
|
|
<head>
|
|
<title>Strategy Tester: x-saherelm.ea</title>
|
|
<meta name="version" content="Build 1382">
|
|
<meta name="server" content="Alpari-Demo">
|
|
<style type="text/css" media="screen">
|
|
<!--
|
|
td { font: 8pt Tahoma,Arial; }
|
|
//-->
|
|
</style>
|
|
<style type="text/css" media="print">
|
|
<!--
|
|
td { font: 7pt Tahoma,Arial; }
|
|
//-->
|
|
</style>
|
|
<style type="text/css">
|
|
<!--
|
|
.msdate { mso-number-format:"General Date"; }
|
|
.mspt { mso-number-format:\#\,\#\#0\.00; }
|
|
//-->
|
|
</style>
|
|
</head>
|
|
<body topmargin=1 marginheight=1>
|
|
<div align=center>
|
|
<div style="font: 20pt Times New Roman"><b>Strategy Tester Report</b></div>
|
|
<div style="font: 16pt Times New Roman"><b>x-saherelm.ea</b></div>
|
|
<div style="font: 10pt Times New Roman"><b>Alpari-Demo (Build 1382)</b></div><br>
|
|
|
|
<table width=820 cellspacing=1 cellpadding=3 border=0>
|
|
<tr align=left><td colspan=2>Symbol</td><td colspan=4>XAUUSD (Gold (Spot))</td></tr>
|
|
<tr align=left><td colspan=2>Period</td><td colspan=4>15 Minutes (M15) 2020.11.25 18:30 - 2023.06.28 23:45 (2020.01.01 - 2023.06.29)</td></tr>
|
|
<tr align=left><td colspan=2>Model</td><td colspan=4>Every tick (the most precise method based on all available least timeframes)</td></tr>
|
|
<tr align=left><td colspan=2>Parameters</td><td colspan=4>signalPrefix="XST"; bullishSignalLabel="X_BUY"; bullishSignalColor=Aqua; bearishSignalLabel="X_SELL"; bearishSignalColor=Magenta; signalEntryColor=Aquamarine; signalSLColor=Red; signalTPColor=Green; candleGapBetweenSignals=6; allowTrade=true;
|
|
allowLongTrades=true;
|
|
allowShortTrades=false;
|
|
alertEvents=true;
|
|
alertPositions=true;
|
|
longPositionAlerts=true;
|
|
shortPositionAlerts=true;
|
|
terminalAlert=false;
|
|
pushAlert=false;
|
|
lotsPerTradePercent=0.0031; maxOpenTrades=4; maxDrawdownPercentPerPTrade=0.03; minBalancePercent=0.5; maxEquityPercent=0.1; closeAllOpenTradesAfterCandle=252; closeAllInProfitOpenTradesWhenMaxOpenTradesReached=false;
|
|
xStarter="- X Signal Provider -"; enableXSignalling=true;
|
|
xR2R=1.5; xMaximumCandlesPerTrade=144; xShortCycleLength=14; xMediumCycleLength=20; xLongCycleLength=50; xOscillatorLength=7; xPSarStep=0.02; xPSarMaximum=0.2; xRangeMarketLength=5; xSwingLength=7; xRStarter="- XR Signal Provider -"; enableXRSignalling=false;
|
|
xrR2R=2; xRMaximumCandlesPerTrade=252; xrOscillatorLength=7; xrFastLength=20; xrSlowLength=50; xrRangeMarketLength=50; xrSwingLength=7; </td></tr>
|
|
<tr align=left><td colspan=2><tr align=left><td>Bars in test</td><td align=right>61155</td><td>Ticks modelled</td><td align=right>69617088</td><td>Modelling quality</td><td align=right>40.15%</td></tr>
|
|
<tr align=left><td>Mismatched charts errors</td><td align=right>30</td><td></td><td align=right></td><td></td><td align=right></td></tr>
|
|
<tr height=8><td colspan=6></td></tr>
|
|
<tr align=left><td>Initial deposit</td><td align=right>1000.00</td><td></td><td align=right></td><td>Spread</td><td align=right>Current (57)</td></tr>
|
|
<tr align=left><td>Total net profit</td><td align=right>55.05</td><td>Gross profit</td><td align=right>55.05</td><td>Gross loss</td><td align=right>-0.00</td></tr>
|
|
<tr align=left><td>Profit factor</td><td align=right></td><td>Expected payoff</td><td align=right>4.23</td><td></td><td align=right></td></tr>
|
|
<tr align=left><td>Absolute drawdown</td><td align=right>2.24</td><td>Maximal drawdown</td><td align=right>23.46 (2.25%)</td><td>Relative drawdown</td><td align=right>2.25% (23.46)</td></tr>
|
|
<tr height=8><td colspan=6></td></tr>
|
|
<tr align=left><td>Total trades</td><td align=right>13</td><td>Short positions (won %)</td><td align=right>0 (0.00%)</td><td>Long positions (won %)</td><td align=right>13 (100.00%)</td></tr>
|
|
<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>13 (100.00%)</td><td>Loss trades (% of total)</td><td align=right>0 (0.00%)</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>5.42</td><td>loss trade</td><td align=right>-0.00</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>4.23</td><td>loss trade</td><td align=right>-0.00</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>13 (55.05)</td><td>consecutive losses (loss in money)</td><td align=right>0 (-0.00)</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>55.05 (13)</td><td>consecutive loss (count of losses)</td><td align=right>-0.00 (0)</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Average</td><td>consecutive wins</td><td align=right>13</td><td>consecutive losses</td><td align=right>0</td></tr>
|
|
|
|
</table>
|
|
<img src="StrategyTester 1.gif" width=820 height=200 border=0 alt="Graph"><br>
|
|
<table width=820 cellspacing=1 cellpadding=3 border=0>
|
|
<tr bgcolor="#C0C0C0" align=right><td>#</td><td>Time</td><td>Type</td><td>Order</td><td>Size</td><td>Price</td><td>S / L</td><td>T / P</td><td>Profit</td><td>Balance</td></tr>
|
|
<tr align=right><td>1</td><td class=msdate>2021.01.06 02:00</td><td>buy</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1950.77</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1954.67</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2021.01.06 03:09</td><td>t/p</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1954.67</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1954.67</td><td class=mspt>3.90</td><td class=mspt>1003.90</td></tr>
|
|
<tr align=right><td>3</td><td class=msdate>2021.04.08 14:00</td><td>buy</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1746.30</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1751.37</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2021.04.08 16:07</td><td>t/p</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1751.37</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1751.37</td><td class=mspt>5.07</td><td class=mspt>1008.97</td></tr>
|
|
<tr align=right><td>5</td><td class=msdate>2021.04.21 04:30</td><td>buy</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1779.88</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1784.28</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2021.04.21 06:09</td><td>t/p</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1784.28</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1784.28</td><td class=mspt>4.40</td><td class=mspt>1013.37</td></tr>
|
|
<tr align=right><td>7</td><td class=msdate>2021.07.14 12:00</td><td>buy</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1814.48</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1818.44</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2021.07.14 15:04</td><td>t/p</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1818.44</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1818.44</td><td class=mspt>3.96</td><td class=mspt>1017.33</td></tr>
|
|
<tr align=right><td>9</td><td class=msdate>2021.10.01 23:45</td><td>buy</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1760.13</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1763.70</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2021.10.04 01:22</td><td>t/p</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1763.70</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1763.70</td><td class=mspt>3.13</td><td class=mspt>1020.46</td></tr>
|
|
<tr align=right><td>11</td><td class=msdate>2021.10.21 09:45</td><td>buy</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1786.73</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1792.19</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2021.10.22 09:37</td><td>t/p</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1792.19</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1792.19</td><td class=mspt>5.02</td><td class=mspt>1025.49</td></tr>
|
|
<tr align=right><td>13</td><td class=msdate>2021.12.21 14:15</td><td>buy</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1797.69</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.57</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>14</td><td class=msdate>2021.12.21 15:00</td><td>t/p</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1799.57</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.57</td><td class=mspt>1.88</td><td class=mspt>1027.37</td></tr>
|
|
<tr align=right><td>15</td><td class=msdate>2022.07.29 21:30</td><td>buy</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1766.25</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1771.53</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>16</td><td class=msdate>2022.08.01 12:55</td><td>t/p</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1771.53</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1771.53</td><td class=mspt>4.84</td><td class=mspt>1032.21</td></tr>
|
|
<tr align=right><td>17</td><td class=msdate>2022.09.05 04:45</td><td>buy</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1711.75</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1717.06</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>18</td><td class=msdate>2022.09.06 03:23</td><td>t/p</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1717.06</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1717.06</td><td class=mspt>4.87</td><td class=mspt>1037.09</td></tr>
|
|
<tr align=right><td>19</td><td class=msdate>2022.09.21 13:00</td><td>buy</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1673.72</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1678.33</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>20</td><td class=msdate>2022.09.21 21:33</td><td>t/p</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1678.33</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1678.33</td><td class=mspt>4.61</td><td class=mspt>1041.70</td></tr>
|
|
<tr align=right><td>21</td><td class=msdate>2022.11.15 04:45</td><td>buy</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1771.86</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1777.28</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>22</td><td class=msdate>2022.11.15 09:31</td><td>t/p</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1777.28</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1777.28</td><td class=mspt>5.42</td><td class=mspt>1047.12</td></tr>
|
|
<tr align=right><td>23</td><td class=msdate>2022.11.30 10:00</td><td>buy</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1755.48</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1758.74</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>24</td><td class=msdate>2022.11.30 10:52</td><td>t/p</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1758.74</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1758.74</td><td class=mspt>3.26</td><td class=mspt>1050.38</td></tr>
|
|
<tr align=right><td>25</td><td class=msdate>2023.02.09 13:15</td><td>buy</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1884.52</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1889.19</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>26</td><td class=msdate>2023.02.09 15:58</td><td>t/p</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1889.19</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1889.19</td><td class=mspt>4.67</td><td class=mspt>1055.05</td></tr>
|
|
|
|
</table>
|
|
</div></body></html>
|