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MQL4Data/Docs/Reports/XR/Long/StrategyTester 10.htm
2024-01-25 04:05:58 +03:30

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<title>Strategy Tester: x-saherelm.ea</title>
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<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 - 2023.08.04 23:45 (2020.01.01 - 2023.08.31)</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=true;
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;
enableXLong=true;
enableXShort=true;
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=true;
enableXRLong=true;
enableXRShort=false;
xRShortR2R=1.5; xRShortLotsPerTradePercent=0.00001; xRShortMaxDrawdownPerTradePercent=0.015; xRLongR2R=2; xRLongLotsPerTradePercent=0.00001; xRLongMaxDrawdownPerTradePercent=0.01; xRMaximumCandlesPerTrade=252; xRSwingLength=48; xRSharpDetectionFactor=1350; xTPWStarter="- XTPW Signal Provider -"; enableXTPWSignalling=false;
enableXTPWLong=true;
enableXTPWShort=true;
xTPWShortR2R=2; xTPWShortLotsPerTradePercent=0.00001; xTPWShortMaxDrawdownPerTradePercent=0.015; xTPWLongR2R=2; xTPWLongLotsPerTradePercent=0.00001; xTPWLongMaxDrawdownPerTradePercent=0.015; xTPWMaximumCandlesPerTrade=206; xTPWPSarStep=0.02; xTPWPSarMaximum=0.2; xTPWSwingLength=7; xTPWSharpDetectionFactor=650; </td></tr>
<tr align=left><td colspan=2><tr align=left><td>Bars in test</td><td align=right>63629</td><td>Ticks modelled</td><td align=right>72967510</td><td>Modelling quality</td><td align=right>n/a</td></tr>
<tr align=left><td>Mismatched charts errors</td><td align=right><font color="red"><strong>826</strong></font></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>100.29</td><td>Gross profit</td><td align=right>131.18</td><td>Gross loss</td><td align=right>-30.88</td></tr>
<tr align=left><td>Profit factor</td><td align=right>4.25</td><td>Expected payoff</td><td align=right>14.33</td><td></td><td align=right></td></tr>
<tr align=left><td>Absolute drawdown</td><td align=right>5.87</td><td>Maximal drawdown</td><td align=right>29.76 (2.81%)</td><td>Relative drawdown</td><td align=right>2.81% (29.76)</td></tr>
<tr height=8><td colspan=6></td></tr>
<tr align=left><td>Total trades</td><td align=right>7</td><td>Short positions (won %)</td><td align=right>0 (0.00%)</td><td>Long positions (won %)</td><td align=right>7 (57.14%)</td></tr>
<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>4 (57.14%)</td><td>Loss trades (% of total)</td><td align=right>3 (42.86%)</td></tr>
<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>53.90</td><td>loss trade</td><td align=right>-10.88</td></tr>
<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>32.79</td><td>loss trade</td><td align=right>-10.29</td></tr>
<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>2 (24.79)</td><td>consecutive losses (loss in money)</td><td align=right>2 (-20.88)</td></tr>
<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>53.90 (1)</td><td>consecutive loss (count of losses)</td><td align=right>-20.88 (2)</td></tr>
<tr align=left><td colspan=2 align=right>Average</td><td>consecutive wins</td><td align=right>1</td><td>consecutive losses</td><td align=right>2</td></tr>
</table>
<img src="StrategyTester 10.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>2020.12.01 19:30</td><td>buy</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1812.67</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1867.81</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2020.12.07 18:09</td><td>t/p</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1867.81</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1867.81</td><td class=mspt>52.49</td><td class=mspt>1052.49</td></tr>
<tr align=right><td>3</td><td class=msdate>2021.02.23 04:07</td><td>buy</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1813.00</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1850.54</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2021.02.23 16:34</td><td>close</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1803.00</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1850.54</td><td class=mspt>-10.00</td><td class=mspt>1042.49</td></tr>
<tr align=right><td>5</td><td class=msdate>2021.07.29 04:30</td><td>buy</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1816.22</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1862.70</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2021.08.02 15:16</td><td>close</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1806.22</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1862.70</td><td class=mspt>-10.88</td><td class=mspt>1031.60</td></tr>
<tr align=right><td>7</td><td class=msdate>2021.11.05 18:45</td><td>buy</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1814.41</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1872.29</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2021.11.16 10:54</td><td>t/p</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1872.29</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1872.29</td><td class=mspt>53.90</td><td class=mspt>1085.50</td></tr>
<tr align=right><td>9</td><td class=msdate>2022.02.04 15:30</td><td>buy</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1813.38</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1827.74</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2022.02.04 15:37</td><td>close</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1803.38</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1827.74</td><td class=mspt>-10.00</td><td class=mspt>1075.50</td></tr>
<tr align=right><td>11</td><td class=msdate>2022.02.07 11:01</td><td>buy</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1813.37</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1825.93</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2022.02.07 16:19</td><td>buy</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1815.99</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1829.55</td><td colspan=2></td></tr>
<tr align=right><td>13</td><td class=msdate>2022.02.08 17:22</td><td>t/p</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1825.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1825.93</td><td class=mspt>12.12</td><td class=mspt>1087.62</td></tr>
<tr bgcolor="#E0E0E0" align=right><td>14</td><td class=msdate>2022.02.09 15:04</td><td>t/p</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1829.55</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1829.55</td><td class=mspt>12.68</td><td class=mspt>1100.29</td></tr>
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