100 lines
15 KiB
HTML
100 lines
15 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">
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<html>
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<head>
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<title>Strategy Tester: x-saherelm.ea</title>
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<meta name="version" content="Build 1382">
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<meta name="server" content="Alpari-Demo">
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<style type="text/css" media="screen">
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<style type="text/css" media="print">
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td { font: 7pt Tahoma,Arial; }
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<style type="text/css">
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.msdate { mso-number-format:"General Date"; }
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.mspt { mso-number-format:\#\,\#\#0\.00; }
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</style>
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</head>
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<body topmargin=1 marginheight=1>
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<div align=center>
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<div style="font: 20pt Times New Roman"><b>Strategy Tester Report</b></div>
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<div style="font: 16pt Times New Roman"><b>x-saherelm.ea</b></div>
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<div style="font: 10pt Times New Roman"><b>Alpari-Demo (Build 1382)</b></div><br>
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<table width=820 cellspacing=1 cellpadding=3 border=0>
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<tr align=left><td colspan=2>Symbol</td><td colspan=4>XAUUSD (Gold (Spot))</td></tr>
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<tr align=left><td colspan=2>Period</td><td colspan=4>15 Minutes (M15) 2020.11.25 18:30 - 2021.04.30 23:45 (2020.01.01 - 2021.05.01)</td></tr>
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<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>
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<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; allowTrade=true;
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allowLongTrades=true;
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allowShortTrades=false;
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marketLength=7; riskToRewardRatio=2; alertEvents=true;
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alertPositions=true;
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longPositionAlerts=true;
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shortPositionAlerts=true;
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terminalAlert=false;
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pushAlert=false;
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lotsPerTradePercent=0.00001; maxOpenTrades=4; maxDrawdownPercentPerPTrade=0.03; minBalancePercent=0.5; maxEquityPercent=0.1; closeAllOpenTradesAfterCandle=408; closeAllInProfitOpenTradesWhenMaxOpenTradesReached=false;
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step=0.01; maximum=0.1; shortCycleMultiplier=2; mediumCycleMultiplier=6; longCycleMultiplier=36; </td></tr>
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<tr align=left><td colspan=2><tr align=left><td>Bars in test</td><td align=right>10063</td><td>Ticks modelled</td><td align=right>11947707</td><td>Modelling quality</td><td align=right>24.76%</td></tr>
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<tr align=left><td>Mismatched charts errors</td><td align=right>0</td><td></td><td align=right></td><td></td><td align=right></td></tr>
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<tr height=8><td colspan=6></td></tr>
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<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 (51)</td></tr>
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<tr align=left><td>Total net profit</td><td align=right>76.08</td><td>Gross profit</td><td align=right>106.85</td><td>Gross loss</td><td align=right>-30.77</td></tr>
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<tr align=left><td>Profit factor</td><td align=right>3.47</td><td>Expected payoff</td><td align=right>4.76</td><td></td><td align=right></td></tr>
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<tr align=left><td>Absolute drawdown</td><td align=right>36.52</td><td>Maximal drawdown</td><td align=right>59.05 (5.44%)</td><td>Relative drawdown</td><td align=right>5.44% (59.05)</td></tr>
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<tr height=8><td colspan=6></td></tr>
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<tr align=left><td>Total trades</td><td align=right>16</td><td>Short positions (won %)</td><td align=right>0 (0.00%)</td><td>Long positions (won %)</td><td align=right>16 (93.75%)</td></tr>
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<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>15 (93.75%)</td><td>Loss trades (% of total)</td><td align=right>1 (6.25%)</td></tr>
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<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>12.50</td><td>loss trade</td><td align=right>-30.77</td></tr>
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<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>7.12</td><td>loss trade</td><td align=right>-30.77</td></tr>
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<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>12 (85.99)</td><td>consecutive losses (loss in money)</td><td align=right>1 (-30.77)</td></tr>
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<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>85.99 (12)</td><td>consecutive loss (count of losses)</td><td align=right>-30.77 (1)</td></tr>
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<tr align=left><td colspan=2 align=right>Average</td><td>consecutive wins</td><td align=right>8</td><td>consecutive losses</td><td align=right>1</td></tr>
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</table>
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<img src="StrategyTester 5.gif" width=820 height=200 border=0 alt="Graph"><br>
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<table width=820 cellspacing=1 cellpadding=3 border=0>
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<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>
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<tr align=right><td>1</td><td class=msdate>2020.12.02 08:30</td><td>buy</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1814.56</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1821.37</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2020.12.02 10:36</td><td>t/p</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1821.37</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1821.37</td><td class=mspt>6.81</td><td class=mspt>1006.81</td></tr>
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<tr align=right><td>3</td><td class=msdate>2020.12.04 14:15</td><td>buy</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1842.71</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1850.47</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2020.12.04 16:15</td><td>buy</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1843.51</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1853.79</td><td colspan=2></td></tr>
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<tr align=right><td>5</td><td class=msdate>2020.12.07 16:49</td><td>t/p</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1850.47</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1850.47</td><td class=mspt>7.37</td><td class=mspt>1014.18</td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2020.12.07 16:52</td><td>t/p</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1853.79</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1853.79</td><td class=mspt>9.89</td><td class=mspt>1024.08</td></tr>
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<tr align=right><td>7</td><td class=msdate>2020.12.18 01:00</td><td>buy</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1884.91</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1888.23</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2020.12.18 14:09</td><td>t/p</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1888.23</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1888.23</td><td class=mspt>3.32</td><td class=mspt>1027.40</td></tr>
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<tr align=right><td>9</td><td class=msdate>2021.01.05 05:45</td><td>buy</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1942.15</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1951.93</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2021.01.05 16:16</td><td>t/p</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1951.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1951.93</td><td class=mspt>9.78</td><td class=mspt>1037.18</td></tr>
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<tr align=right><td>11</td><td class=msdate>2021.02.09 03:15</td><td>buy</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1835.69</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1848.19</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2021.02.09 11:54</td><td>t/p</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1848.19</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1848.19</td><td class=mspt>12.50</td><td class=mspt>1049.68</td></tr>
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<tr align=right><td>13</td><td class=msdate>2021.02.10 15:15</td><td>buy</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1844.63</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1851.18</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>14</td><td class=msdate>2021.02.10 15:37</td><td>t/p</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1851.18</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1851.18</td><td class=mspt>6.55</td><td class=mspt>1056.23</td></tr>
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<tr align=right><td>15</td><td class=msdate>2021.03.10 03:15</td><td>buy</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1718.57</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1729.53</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>16</td><td class=msdate>2021.03.10 15:15</td><td>buy</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1714.69</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1724.01</td><td colspan=2></td></tr>
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<tr align=right><td>17</td><td class=msdate>2021.03.10 20:33</td><td>t/p</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1724.01</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1724.01</td><td class=mspt>9.32</td><td class=mspt>1065.55</td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>18</td><td class=msdate>2021.03.11 04:07</td><td>t/p</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1729.53</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1729.53</td><td class=mspt>9.80</td><td class=mspt>1075.35</td></tr>
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<tr align=right><td>19</td><td class=msdate>2021.03.16 12:30</td><td>buy</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1733.04</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1737.94</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>20</td><td class=msdate>2021.03.16 16:22</td><td>t/p</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1737.94</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1737.94</td><td class=mspt>4.90</td><td class=mspt>1080.25</td></tr>
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<tr align=right><td>21</td><td class=msdate>2021.04.06 13:30</td><td>buy</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1732.05</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1734.85</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>22</td><td class=msdate>2021.04.06 14:24</td><td>t/p</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1734.85</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1734.85</td><td class=mspt>2.80</td><td class=mspt>1083.05</td></tr>
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<tr align=right><td>23</td><td class=msdate>2021.04.08 03:00</td><td>buy</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1737.15</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1740.09</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>24</td><td class=msdate>2021.04.08 08:01</td><td>t/p</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1740.09</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1740.09</td><td class=mspt>2.94</td><td class=mspt>1085.99</td></tr>
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<tr align=right><td>25</td><td class=msdate>2021.04.09 04:30</td><td>buy</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1756.92</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1760.31</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>26</td><td class=msdate>2021.04.13 08:37</td><td>close</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1726.92</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1760.31</td><td class=mspt>-30.77</td><td class=mspt>1055.22</td></tr>
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<tr align=right><td>27</td><td class=msdate>2021.04.14 09:15</td><td>buy</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1746.43</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1751.74</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>28</td><td class=msdate>2021.04.14 15:39</td><td>buy</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1746.67</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1755.93</td><td colspan=2></td></tr>
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<tr align=right><td>29</td><td class=msdate>2021.04.15 15:19</td><td>t/p</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1751.74</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1751.74</td><td class=mspt>4.15</td><td class=mspt>1059.38</td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>30</td><td class=msdate>2021.04.15 16:54</td><td>t/p</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1755.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1755.93</td><td class=mspt>8.10</td><td class=mspt>1067.48</td></tr>
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<tr align=right><td>31</td><td class=msdate>2021.04.21 14:15</td><td>buy</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1782.36</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1790.96</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>32</td><td class=msdate>2021.04.21 16:49</td><td>t/p</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1790.96</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1790.96</td><td class=mspt>8.60</td><td class=mspt>1076.08</td></tr>
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</table>
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</div></body></html>
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