104 lines
17 KiB
HTML
104 lines
17 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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td { font: 8pt Tahoma,Arial; }
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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 - 2023.08.02 06:00 (2020.01.01 - 2023.08.31)</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_EA"; bullishSignalLabel="X_BUY"; bullishSignalColor=Aqua; bearishSignalLabel="X_SELL"; bearishSignalColor=Magenta; signalEntryColor=Aquamarine; signalSLColor=Red; signalTPColor=Green; candleGapBetweenSignals=7; allowTrade=true;
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allowLongTrades=true;
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allowShortTrades=false;
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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=0.1; minBalancePercent=0.5; maxEquityPercent=0.1; xStarter="- X Signal Provider -"; enableXSignalling=false;
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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;
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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;
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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>
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<tr align=left><td colspan=2><tr align=left><td>Bars in test</td><td align=right>63374</td><td>Ticks modelled</td><td align=right>72620713</td><td>Modelling quality</td><td align=right>n/a</td></tr>
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<tr align=left><td>Mismatched charts errors</td><td align=right><font color="red"><strong>809</strong></font></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 (57)</td></tr>
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<tr align=left><td>Total net profit</td><td align=right>91.72</td><td>Gross profit</td><td align=right>107.20</td><td>Gross loss</td><td align=right>-15.49</td></tr>
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<tr align=left><td>Profit factor</td><td align=right>6.92</td><td>Expected payoff</td><td align=right>5.40</td><td></td><td align=right></td></tr>
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<tr align=left><td>Absolute drawdown</td><td align=right>0.80</td><td>Maximal drawdown</td><td align=right>21.17 (2.03%)</td><td>Relative drawdown</td><td align=right>2.03% (21.17)</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>17</td><td>Short positions (won %)</td><td align=right>0 (0.00%)</td><td>Long positions (won %)</td><td align=right>17 (94.12%)</td></tr>
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<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>16 (94.12%)</td><td>Loss trades (% of total)</td><td align=right>1 (5.88%)</td></tr>
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<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>17.03</td><td>loss trade</td><td align=right>-15.49</td></tr>
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<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>6.70</td><td>loss trade</td><td align=right>-15.49</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>13 (89.63)</td><td>consecutive losses (loss in money)</td><td align=right>1 (-15.49)</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>89.63 (13)</td><td>consecutive loss (count of losses)</td><td align=right>-15.49 (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 Long 13.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>2021.03.11 16:48</td><td>buy</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1719.90</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1725.30</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2021.03.11 17:07</td><td>t/p</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1725.30</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1725.30</td><td class=mspt>5.40</td><td class=mspt>1005.40</td></tr>
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<tr align=right><td>3</td><td class=msdate>2021.03.17 13:48</td><td>buy</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1728.34</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1737.00</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2021.03.17 20:06</td><td>t/p</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1737.00</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1737.00</td><td class=mspt>8.66</td><td class=mspt>1014.06</td></tr>
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<tr align=right><td>5</td><td class=msdate>2021.04.19 15:15</td><td>buy</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1775.90</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1779.90</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2021.04.20 19:24</td><td>t/p</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1779.90</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1779.90</td><td class=mspt>3.51</td><td class=mspt>1017.57</td></tr>
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<tr align=right><td>7</td><td class=msdate>2021.04.27 18:24</td><td>buy</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1778.42</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1784.35</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2021.04.28 12:24</td><td>close</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1763.42</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1784.35</td><td class=mspt>-15.49</td><td class=mspt>1002.09</td></tr>
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<tr align=right><td>9</td><td class=msdate>2021.05.19 22:00</td><td>buy</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1863.46</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1881.95</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2021.05.20 19:49</td><td>t/p</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1881.95</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1881.95</td><td class=mspt>17.03</td><td class=mspt>1019.12</td></tr>
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<tr align=right><td>11</td><td class=msdate>2021.07.06 19:07</td><td>buy</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1794.08</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1807.68</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2021.07.07 13:24</td><td>t/p</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1807.68</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1807.68</td><td class=mspt>13.11</td><td class=mspt>1032.23</td></tr>
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<tr align=right><td>13</td><td class=msdate>2021.07.08 18:04</td><td>buy</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1801.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1814.59</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>14</td><td class=msdate>2021.07.13 15:39</td><td>t/p</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1814.59</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1814.59</td><td class=mspt>11.20</td><td class=mspt>1043.43</td></tr>
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<tr align=right><td>15</td><td class=msdate>2021.08.17 17:15</td><td>buy</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1782.68</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1786.06</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>16</td><td class=msdate>2021.08.17 17:24</td><td>t/p</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1786.06</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1786.06</td><td class=mspt>3.38</td><td class=mspt>1046.81</td></tr>
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<tr align=right><td>17</td><td class=msdate>2021.12.21 16:52</td><td>buy</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1793.79</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.79</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>18</td><td class=msdate>2021.12.22 20:09</td><td>t/p</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1799.79</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.79</td><td class=mspt>5.51</td><td class=mspt>1052.33</td></tr>
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<tr align=right><td>19</td><td class=msdate>2022.02.15 11:19</td><td>buy</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1856.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1863.63</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>20</td><td class=msdate>2022.02.16 16:39</td><td>t/p</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1863.63</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1863.63</td><td class=mspt>6.21</td><td class=mspt>1058.54</td></tr>
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<tr align=right><td>21</td><td class=msdate>2022.04.26 17:36</td><td>buy</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1901.34</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1904.58</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>22</td><td class=msdate>2022.04.26 17:38</td><td>t/p</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1904.58</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1904.58</td><td class=mspt>3.24</td><td class=mspt>1061.78</td></tr>
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<tr align=right><td>23</td><td class=msdate>2022.09.30 20:35</td><td>buy</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1663.13</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1665.93</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>24</td><td class=msdate>2022.10.03 04:23</td><td>t/p</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1665.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1665.93</td><td class=mspt>2.31</td><td class=mspt>1064.09</td></tr>
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<tr align=right><td>25</td><td class=msdate>2022.11.30 17:18</td><td>buy</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1751.89</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1763.12</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>26</td><td class=msdate>2022.11.30 21:20</td><td>t/p</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1763.12</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1763.12</td><td class=mspt>11.23</td><td class=mspt>1075.32</td></tr>
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<tr align=right><td>27</td><td class=msdate>2022.12.09 17:23</td><td>buy</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1791.23</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1800.19</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>28</td><td class=msdate>2022.12.09 18:20</td><td>t/p</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1800.19</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1800.19</td><td class=mspt>8.96</td><td class=mspt>1084.28</td></tr>
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<tr align=right><td>29</td><td class=msdate>2023.01.11 17:38</td><td>buy</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1870.98</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1873.62</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>30</td><td class=msdate>2023.01.11 18:51</td><td>t/p</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1873.62</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1873.62</td><td class=mspt>2.64</td><td class=mspt>1086.92</td></tr>
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<tr align=right><td>31</td><td class=msdate>2023.04.26 19:17</td><td>buy</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1989.04</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1993.09</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>32</td><td class=msdate>2023.04.27 04:34</td><td>t/p</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1993.09</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1993.09</td><td class=mspt>2.59</td><td class=mspt>1089.52</td></tr>
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<tr align=right><td>33</td><td class=msdate>2023.07.13 19:00</td><td>buy</td><td>17</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1955.09</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1957.29</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>34</td><td class=msdate>2023.07.13 19:18</td><td>t/p</td><td>17</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1957.29</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1957.29</td><td class=mspt>2.20</td><td class=mspt>1091.72</td></tr>
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</table>
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</div></body></html>
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