82 lines
9.0 KiB
HTML
82 lines
9.0 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 - 2021.12.30 23:45 (2020.01.01 - 2021.12.31)</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=6; allowTrade=true;
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allowLongTrades=false;
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allowShortTrades=true;
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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=0.0001; maxOpenTrades=4; maxDrawdownPercentPerPTrade=0.15; minBalancePercent=0.5; maxEquityPercent=0.1; xStarter="- X Signal Provider -"; enableXSignalling=false;
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xR2R=2.5; xMaximumCandlesPerTrade=206; xOscillatorLength=7; xPSarStep=0.02; xPSarMaximum=0.2; xRangeMarketLength=5; xSwingLength=7; xRStarter="- XR Signal Provider -"; enableXRSignalling=false;
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xrR2R=2; xRMaximumCandlesPerTrade=252; xrOscillatorLength=7; xrFastLength=20; xrSlowLength=50; xrRangeMarketLength=50; xrSwingLength=7; xTPWStarter="- XTPW Signal Provider -"; enableXTPWSignalling=true;
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xTPWR2R=1.5; xTPWMaximumCandlesPerTrade=206; xTPWPSarStep=0.02; xTPWPSarMaximum=0.2; xTPWSwingLength=7; xTPWSharpDetectionFactor=700; </td></tr>
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<tr align=left><td colspan=2><tr align=left><td>Bars in test</td><td align=right>25902</td><td>Ticks modelled</td><td align=right>27850269</td><td>Modelling quality</td><td align=right>24.91%</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 (60)</td></tr>
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<tr align=left><td>Total net profit</td><td align=right>687.00</td><td>Gross profit</td><td align=right>952.41</td><td>Gross loss</td><td align=right>-265.41</td></tr>
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<tr align=left><td>Profit factor</td><td align=right>3.59</td><td>Expected payoff</td><td align=right>114.50</td><td></td><td align=right></td></tr>
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<tr align=left><td>Absolute drawdown</td><td align=right>61.80</td><td>Maximal drawdown</td><td align=right>283.01 (14.41%)</td><td>Relative drawdown</td><td align=right>14.64% (163.90)</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>6</td><td>Short positions (won %)</td><td align=right>6 (66.67%)</td><td>Long positions (won %)</td><td align=right>0 (0.00%)</td></tr>
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<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>4 (66.67%)</td><td>Loss trades (% of total)</td><td align=right>2 (33.33%)</td></tr>
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<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>315.40</td><td>loss trade</td><td align=right>-142.34</td></tr>
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<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>238.10</td><td>loss trade</td><td align=right>-132.71</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>3 (895.41)</td><td>consecutive losses (loss in money)</td><td align=right>1 (-142.34)</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>895.41 (3)</td><td>consecutive loss (count of losses)</td><td align=right>-142.34 (1)</td></tr>
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<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>
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</table>
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<img src="StrategyTester.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>2021.01.08 11:00</td><td>sell</td><td>1</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1888.71</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1857.17</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2021.01.08 16:45</td><td>sell</td><td>2</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1871.56</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1840.06</td><td colspan=2></td></tr>
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<tr align=right><td>3</td><td class=msdate>2021.01.08 17:09</td><td>t/p</td><td>1</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1857.17</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1857.17</td><td class=mspt>315.40</td><td class=mspt>1315.40</td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2021.01.08 18:15</td><td>sell</td><td>3</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1854.12</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1827.81</td><td colspan=2></td></tr>
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<tr align=right><td>5</td><td class=msdate>2021.01.08 19:33</td><td>t/p</td><td>2</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1840.06</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1840.06</td><td class=mspt>315.00</td><td class=mspt>1630.40</td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2021.01.11 03:21</td><td>t/p</td><td>3</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1827.81</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1827.81</td><td class=mspt>265.02</td><td class=mspt>1895.42</td></tr>
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<tr align=right><td>7</td><td class=msdate>2021.10.26 17:00</td><td>sell</td><td>4</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1789.76</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1773.22</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2021.10.28 15:21</td><td>close</td><td>4</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1804.76</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1773.22</td><td class=mspt>-142.34</td><td class=mspt>1753.08</td></tr>
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<tr align=right><td>9</td><td class=msdate>2021.11.03 04:00</td><td>sell</td><td>5</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1783.06</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1777.36</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2021.11.03 14:39</td><td>t/p</td><td>5</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1777.36</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1777.36</td><td class=mspt>57.00</td><td class=mspt>1810.08</td></tr>
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<tr align=right><td>11</td><td class=msdate>2021.12.20 17:00</td><td>sell</td><td>6</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1791.57</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1781.64</td><td colspan=2></td></tr>
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<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2021.12.22 22:30</td><td>close</td><td>6</td><td class=mspt>0.10</td><td style="mso-number-format:0\.00;">1804.26</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1781.64</td><td class=mspt>-123.07</td><td class=mspt>1687.01</td></tr>
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</table>
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</div></body></html>
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