saherelm/MQL4Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
Files
dac3101466f6e5227764147926664ed84c54120f
MQL4Data/Docs/Reports/Tests/XTPW/Long/StrategyTester Long 12.htm
T
saherelm dac3101466 Initial Commit ...
2024-01-25 04:05:58 +03:30

104 lines
17 KiB
HTML
Raw Blame History

<!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 - 2023.08.02 05:15 (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=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=0.015; 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>63371</td><td>Ticks modelled</td><td align=right>72617929</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>809</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 (56)</td></tr>
<tr align=left><td>Total net profit</td><td align=right>118.15</td><td>Gross profit</td><td align=right>149.13</td><td>Gross loss</td><td align=right>-30.97</td></tr>
<tr align=left><td>Profit factor</td><td align=right>4.81</td><td>Expected payoff</td><td align=right>6.95</td><td></td><td align=right></td></tr>
<tr align=left><td>Absolute drawdown</td><td align=right>19.83</td><td>Maximal drawdown</td><td align=right>28.11 (2.79%)</td><td>Relative drawdown</td><td align=right>2.79% (28.11)</td></tr>
<tr height=8><td colspan=6></td></tr>
<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 (88.24%)</td></tr>
<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>15 (88.24%)</td><td>Loss trades (% of total)</td><td align=right>2 (11.76%)</td></tr>
<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>18.17</td><td>loss trade</td><td align=right>-15.49</td></tr>
<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>9.94</td><td>loss trade</td><td align=right>-15.49</td></tr>
<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>13 (129.43)</td><td>consecutive losses (loss in money)</td><td align=right>1 (-15.49)</td></tr>
<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>129.43 (13)</td><td>consecutive loss (count of losses)</td><td align=right>-15.49 (1)</td></tr>
<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>
</table>
<img src="StrategyTester Long 12.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>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;">1719.89</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1736.10</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2021.03.12 11:09</td><td>close</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1704.89</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1736.10</td><td class=mspt>-15.49</td><td class=mspt>984.51</td></tr>
<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;">1728.33</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>
<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>8.67</td><td class=mspt>993.18</td></tr>
<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;">1775.89</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1787.89</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2021.04.21 09:54</td><td>t/p</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1787.89</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1787.89</td><td class=mspt>11.03</td><td class=mspt>1004.21</td></tr>
<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;">1778.41</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>
<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;">1763.41</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>988.72</td></tr>
<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;">1863.45</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>
<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>17.04</td><td class=mspt>1005.77</td></tr>
<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;">1794.07</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>
<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>13.12</td><td class=mspt>1018.89</td></tr>
<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;">1801.92</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>
<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>11.21</td><td class=mspt>1030.10</td></tr>
<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;">1782.67</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1792.83</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>16</td><td class=msdate>2021.08.18 09:37</td><td>t/p</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1792.83</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1792.83</td><td class=mspt>9.67</td><td class=mspt>1039.77</td></tr>
<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;">1793.78</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>
<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>5.52</td><td class=mspt>1045.30</td></tr>
<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;">1856.92</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1877.04</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>20</td><td class=msdate>2022.02.17 10:16</td><td>t/p</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1877.04</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1877.04</td><td class=mspt>18.17</td><td class=mspt>1063.47</td></tr>
<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;">1901.33</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>
<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>3.25</td><td class=mspt>1066.72</td></tr>
<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;">1663.12</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1671.54</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>24</td><td class=msdate>2022.10.03 16:16</td><td>t/p</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1671.54</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1671.54</td><td class=mspt>7.93</td><td class=mspt>1074.66</td></tr>
<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;">1751.88</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>
<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>11.24</td><td class=mspt>1085.90</td></tr>
<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;">1791.22</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>
<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>8.97</td><td class=mspt>1094.87</td></tr>
<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;">1870.97</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1878.90</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>30</td><td class=msdate>2023.01.12 03:48</td><td>t/p</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1878.90</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1878.90</td><td class=mspt>6.47</td><td class=mspt>1101.34</td></tr>
<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;">1989.03</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>2001.19</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>32</td><td class=msdate>2023.04.27 08:13</td><td>t/p</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">2001.19</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>2001.19</td><td class=mspt>10.70</td><td class=mspt>1112.04</td></tr>
<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;">1955.08</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1961.68</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>34</td><td class=msdate>2023.07.14 04:38</td><td>t/p</td><td>17</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1961.68</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1961.68</td><td class=mspt>6.11</td><td class=mspt>1118.15</td></tr>
</table>
</div></body></html>
Reference in New Issue View Git Blame Copy Permalink