80 lines
8.8 KiB
HTML
80 lines
8.8 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 - 2021.03.30 23:45 (2020.01.01 - 2021.03.31)</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_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; </td></tr>
|
|
<tr align=left><td colspan=2><tr align=left><td>Bars in test</td><td align=right>8040</td><td>Ticks modelled</td><td align=right>9476561</td><td>Modelling quality</td><td align=right>24.70%</td></tr>
|
|
<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>
|
|
<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 (60)</td></tr>
|
|
<tr align=left><td>Total net profit</td><td align=right>31.63</td><td>Gross profit</td><td align=right>41.63</td><td>Gross loss</td><td align=right>-10.00</td></tr>
|
|
<tr align=left><td>Profit factor</td><td align=right>4.16</td><td>Expected payoff</td><td align=right>6.33</td><td></td><td align=right></td></tr>
|
|
<tr align=left><td>Absolute drawdown</td><td align=right>4.91</td><td>Maximal drawdown</td><td align=right>23.30 (2.25%)</td><td>Relative drawdown</td><td align=right>2.25% (23.30)</td></tr>
|
|
<tr height=8><td colspan=6></td></tr>
|
|
<tr align=left><td>Total trades</td><td align=right>5</td><td>Short positions (won %)</td><td align=right>0 (0.00%)</td><td>Long positions (won %)</td><td align=right>5 (80.00%)</td></tr>
|
|
<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>4 (80.00%)</td><td>Loss trades (% of total)</td><td align=right>1 (20.00%)</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>14.45</td><td>loss trade</td><td align=right>-10.00</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>10.41</td><td>loss trade</td><td align=right>-10.00</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>3 (27.18)</td><td>consecutive losses (loss in money)</td><td align=right>1 (-10.00)</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>27.18 (3)</td><td>consecutive loss (count of losses)</td><td align=right>-10.00 (1)</td></tr>
|
|
<tr align=left><td colspan=2 align=right>Average</td><td>consecutive wins</td><td align=right>2</td><td>consecutive losses</td><td align=right>1</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>2020.11.30 17:15</td><td>buy</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1775.15</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1787.08</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2020.12.01 07:52</td><td>t/p</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1787.08</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1787.08</td><td class=mspt>11.50</td><td class=mspt>1011.50</td></tr>
|
|
<tr align=right><td>3</td><td class=msdate>2021.01.28 11:30</td><td>buy</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1840.81</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1849.71</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2021.01.28 15:45</td><td>t/p</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1849.71</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1849.71</td><td class=mspt>8.90</td><td class=mspt>1020.40</td></tr>
|
|
<tr align=right><td>5</td><td class=msdate>2021.02.19 08:45</td><td>buy</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1773.05</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1779.83</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2021.02.19 15:52</td><td>t/p</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1779.83</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1779.83</td><td class=mspt>6.78</td><td class=mspt>1027.18</td></tr>
|
|
<tr align=right><td>7</td><td class=msdate>2021.03.04 13:39</td><td>buy</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1715.67</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1723.65</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2021.03.04 19:24</td><td>close</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1705.67</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1723.65</td><td class=mspt>-10.00</td><td class=mspt>1017.18</td></tr>
|
|
<tr align=right><td>9</td><td class=msdate>2021.03.05 16:45</td><td>buy</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1697.63</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1712.51</td><td colspan=2></td></tr>
|
|
<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2021.03.08 01:24</td><td>t/p</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1712.51</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1712.51</td><td class=mspt>14.45</td><td class=mspt>1031.63</td></tr>
|
|
|
|
</table>
|
|
</div></body></html>
|