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MQL4Data/Docs/Reports/Tests/XTPW/In Test/StrategyTester 4.htm
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">
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<head>
<title>Strategy Tester: x-saherelm.ea</title>
<meta name="version" content="Build 1382">
<meta name="server" content="Alpari-Demo">
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<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 - 2021.04.29 23:45 (2020.01.01 - 2021.04.30)</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=6; allowTrade=true;
allowLongTrades=true;
allowShortTrades=false;
alertEvents=true;
alertPositions=true;
longPositionAlerts=true;
shortPositionAlerts=true;
terminalAlert=false;
pushAlert=false;
lotsPerTradePercent=0.00001; maxOpenTrades=4; maxDrawdownPercentPerPTrade=0.01; minBalancePercent=0.5; maxEquityPercent=0.1; xStarter="- X Signal Provider -"; enableXSignalling=false;
xR2R=2.5; xMaximumCandlesPerTrade=206; 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; xTPWStarter="- XTPW Signal Provider -"; enableXTPWSignalling=true;
xTPWR2R=1.5; 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>9971</td><td>Ticks modelled</td><td align=right>11845786</td><td>Modelling quality</td><td align=right>24.76%</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 (56)</td></tr>
<tr align=left><td>Total net profit</td><td align=right>8.71</td><td>Gross profit</td><td align=right>110.01</td><td>Gross loss</td><td align=right>-101.30</td></tr>
<tr align=left><td>Profit factor</td><td align=right>1.09</td><td>Expected payoff</td><td align=right>0.41</td><td></td><td align=right></td></tr>
<tr align=left><td>Absolute drawdown</td><td align=right>21.07</td><td>Maximal drawdown</td><td align=right>82.19 (7.75%)</td><td>Relative drawdown</td><td align=right>7.75% (82.19)</td></tr>
<tr height=8><td colspan=6></td></tr>
<tr align=left><td>Total trades</td><td align=right>21</td><td>Short positions (won %)</td><td align=right>0 (0.00%)</td><td>Long positions (won %)</td><td align=right>21 (52.38%)</td></tr>
<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>11 (52.38%)</td><td>Loss trades (% of total)</td><td align=right>10 (47.62%)</td></tr>
<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>14.87</td><td>loss trade</td><td align=right>-11.30</td></tr>
<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>10.00</td><td>loss trade</td><td align=right>-10.13</td></tr>
<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>5 (56.63)</td><td>consecutive losses (loss in money)</td><td align=right>7 (-71.30)</td></tr>
<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>56.63 (5)</td><td>consecutive loss (count of losses)</td><td align=right>-71.30 (7)</td></tr>
<tr align=left><td colspan=2 align=right>Average</td><td>consecutive wins</td><td align=right>3</td><td>consecutive losses</td><td align=right>3</td></tr>
</table>
<img src="StrategyTester 4.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>2020.12.04 16:16</td><td>buy</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1847.83</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1863.25</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2020.12.04 17:09</td><td>close</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1837.83</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1863.25</td><td class=mspt>-10.00</td><td class=mspt>990.00</td></tr>
<tr align=right><td>3</td><td class=msdate>2020.12.08 10:33</td><td>buy</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1867.41</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1873.98</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2020.12.08 16:39</td><td>t/p</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1873.98</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1873.98</td><td class=mspt>6.57</td><td class=mspt>996.57</td></tr>
<tr align=right><td>5</td><td class=msdate>2020.12.16 10:45</td><td>buy</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1860.72</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1871.43</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2020.12.16 15:22</td><td>close</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1850.72</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1871.43</td><td class=mspt>-10.00</td><td class=mspt>986.57</td></tr>
<tr align=right><td>7</td><td class=msdate>2020.12.16 21:49</td><td>buy</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1857.51</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1873.44</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2020.12.17 09:39</td><td>t/p</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1873.44</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1873.44</td><td class=mspt>14.63</td><td class=mspt>1001.20</td></tr>
<tr align=right><td>9</td><td class=msdate>2020.12.24 16:52</td><td>buy</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1876.49</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1883.23</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2020.12.28 01:00</td><td>t/p</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1883.23</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1883.23</td><td class=mspt>5.88</td><td class=mspt>1007.08</td></tr>
<tr align=right><td>11</td><td class=msdate>2021.01.08 16:00</td><td>buy</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1891.26</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1912.92</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2021.01.08 16:36</td><td>close</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1881.26</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1912.92</td><td class=mspt>-10.00</td><td class=mspt>997.08</td></tr>
<tr align=right><td>13</td><td class=msdate>2021.01.11 16:45</td><td>buy</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1839.58</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1854.88</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>14</td><td class=msdate>2021.01.12 07:36</td><td>t/p</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1854.88</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1854.88</td><td class=mspt>14.87</td><td class=mspt>1011.95</td></tr>
<tr align=right><td>15</td><td class=msdate>2021.01.12 20:15</td><td>buy</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1844.18</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1853.53</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>16</td><td class=msdate>2021.01.12 21:24</td><td>t/p</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1853.53</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1853.53</td><td class=mspt>9.35</td><td class=mspt>1021.30</td></tr>
<tr align=right><td>17</td><td class=msdate>2021.01.14 10:00</td><td>buy</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1842.17</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1850.63</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>18</td><td class=msdate>2021.01.14 16:30</td><td>t/p</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1850.63</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1850.63</td><td class=mspt>8.46</td><td class=mspt>1029.76</td></tr>
<tr align=right><td>19</td><td class=msdate>2021.02.05 15:45</td><td>buy</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1803.57</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1818.12</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>20</td><td class=msdate>2021.02.08 01:09</td><td>t/p</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1818.12</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1818.12</td><td class=mspt>14.12</td><td class=mspt>1043.88</td></tr>
<tr align=right><td>21</td><td class=msdate>2021.02.10 15:15</td><td>buy</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1844.68</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1854.51</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>22</td><td class=msdate>2021.02.10 15:39</td><td>t/p</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1854.51</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1854.51</td><td class=mspt>9.83</td><td class=mspt>1053.71</td></tr>
<tr align=right><td>23</td><td class=msdate>2021.02.16 17:15</td><td>buy</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1806.79</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1832.11</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>24</td><td class=msdate>2021.02.16 18:54</td><td>close</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1796.79</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1832.11</td><td class=mspt>-10.00</td><td class=mspt>1043.71</td></tr>
<tr align=right><td>25</td><td class=msdate>2021.02.24 12:45</td><td>buy</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1808.58</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1816.34</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>26</td><td class=msdate>2021.02.24 15:39</td><td>close</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1798.58</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1816.34</td><td class=mspt>-10.00</td><td class=mspt>1033.71</td></tr>
<tr align=right><td>27</td><td class=msdate>2021.02.25 16:45</td><td>buy</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1786.94</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.20</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>28</td><td class=msdate>2021.02.25 17:07</td><td>close</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1776.94</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.20</td><td class=mspt>-10.00</td><td class=mspt>1023.71</td></tr>
<tr align=right><td>29</td><td class=msdate>2021.02.26 12:45</td><td>buy</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1767.16</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1774.12</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>30</td><td class=msdate>2021.02.26 16:37</td><td>close</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1757.16</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1774.12</td><td class=mspt>-10.00</td><td class=mspt>1013.71</td></tr>
<tr align=right><td>31</td><td class=msdate>2021.03.03 18:04</td><td>buy</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1718.11</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1739.20</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>32</td><td class=msdate>2021.03.04 01:33</td><td>close</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1708.11</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1739.20</td><td class=mspt>-11.30</td><td class=mspt>1002.41</td></tr>
<tr align=right><td>33</td><td class=msdate>2021.03.04 12:00</td><td>buy</td><td>17</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1715.57</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1729.07</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>34</td><td class=msdate>2021.03.04 19:24</td><td>close</td><td>17</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1705.57</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1729.07</td><td class=mspt>-10.00</td><td class=mspt>992.41</td></tr>
<tr align=right><td>35</td><td class=msdate>2021.03.11 15:00</td><td>buy</td><td>18</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1736.23</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1744.48</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>36</td><td class=msdate>2021.03.11 16:22</td><td>close</td><td>18</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1726.23</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1744.48</td><td class=mspt>-10.00</td><td class=mspt>982.41</td></tr>
<tr align=right><td>37</td><td class=msdate>2021.03.31 15:45</td><td>buy</td><td>19</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1689.23</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1699.06</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>38</td><td class=msdate>2021.03.31 17:18</td><td>t/p</td><td>19</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1699.06</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1699.06</td><td class=mspt>9.83</td><td class=mspt>992.24</td></tr>
<tr align=right><td>39</td><td class=msdate>2021.04.13 14:15</td><td>buy</td><td>20</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1730.15</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1737.89</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>40</td><td class=msdate>2021.04.13 15:39</td><td>t/p</td><td>20</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1737.89</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1737.89</td><td class=mspt>7.74</td><td class=mspt>999.98</td></tr>
<tr align=right><td>41</td><td class=msdate>2021.04.15 15:15</td><td>buy</td><td>21</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1750.78</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1759.51</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>42</td><td class=msdate>2021.04.15 17:06</td><td>t/p</td><td>21</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1759.51</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1759.51</td><td class=mspt>8.73</td><td class=mspt>1008.71</td></tr>
</table>
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