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MQL4Data/Docs/Reports/Tests/XTPW/Short/StrategyTester 5.htm
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saherelm dac3101466 Initial Commit ...
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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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<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 - 2021.01.29 23:45 (2020.01.01 - 2021.01.31)</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=false;
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;
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>4192</td><td>Ticks modelled</td><td align=right>3544155</td><td>Modelling quality</td><td align=right>24.42%</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 (51)</td></tr>
<tr align=left><td>Total net profit</td><td align=right>42.18</td><td>Gross profit</td><td align=right>131.55</td><td>Gross loss</td><td align=right>-89.37</td></tr>
<tr align=left><td>Profit factor</td><td align=right>1.47</td><td>Expected payoff</td><td align=right>2.34</td><td></td><td align=right></td></tr>
<tr align=left><td>Absolute drawdown</td><td align=right>13.15</td><td>Maximal drawdown</td><td align=right>48.26 (4.51%)</td><td>Relative drawdown</td><td align=right>4.55% (47.52)</td></tr>
<tr height=8><td colspan=6></td></tr>
<tr align=left><td>Total trades</td><td align=right>18</td><td>Short positions (won %)</td><td align=right>18 (66.67%)</td><td>Long positions (won %)</td><td align=right>0 (0.00%)</td></tr>
<tr align=left><td colspan=2 align=right></td><td>Profit trades (% of total)</td><td align=right>12 (66.67%)</td><td>Loss trades (% of total)</td><td align=right>6 (33.33%)</td></tr>
<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>23.92</td><td>loss trade</td><td align=right>-15.02</td></tr>
<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>10.96</td><td>loss trade</td><td align=right>-14.90</td></tr>
<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>4 (65.18)</td><td>consecutive losses (loss in money)</td><td align=right>2 (-29.78)</td></tr>
<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>65.18 (4)</td><td>consecutive loss (count of losses)</td><td align=right>-29.78 (2)</td></tr>
<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>
</table>
<img src="StrategyTester 5.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>2020.11.27 15:18</td><td>sell</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1792.30</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1776.86</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2020.11.27 15:54</td><td>t/p</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1776.86</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1776.86</td><td class=mspt>15.44</td><td class=mspt>1015.44</td></tr>
<tr align=right><td>3</td><td class=msdate>2020.12.04 18:15</td><td>sell</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1833.75</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1821.09</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2020.12.07 16:49</td><td>close</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1848.76</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1821.09</td><td class=mspt>-14.79</td><td class=mspt>1000.65</td></tr>
<tr align=right><td>5</td><td class=msdate>2020.12.09 06:30</td><td>sell</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1857.56</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1849.00</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2020.12.09 12:30</td><td>sell</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1857.62</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1849.31</td><td colspan=2></td></tr>
<tr align=right><td>7</td><td class=msdate>2020.12.09 16:51</td><td>t/p</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1849.31</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1849.31</td><td class=mspt>8.31</td><td class=mspt>1008.96</td></tr>
<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2020.12.09 16:53</td><td>t/p</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1849.00</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1849.00</td><td class=mspt>8.56</td><td class=mspt>1017.52</td></tr>
<tr align=right><td>9</td><td class=msdate>2020.12.09 17:00</td><td>sell</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1839.67</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1815.36</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2020.12.10 18:15</td><td>sell</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1834.13</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1818.44</td><td colspan=2></td></tr>
<tr align=right><td>11</td><td class=msdate>2020.12.11 22:54</td><td>close</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1839.69</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1815.36</td><td class=mspt>0.86</td><td class=mspt>1018.38</td></tr>
<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2020.12.15 05:06</td><td>close</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1834.14</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1818.44</td><td class=mspt>0.65</td><td class=mspt>1019.02</td></tr>
<tr align=right><td>13</td><td class=msdate>2020.12.21 13:00</td><td>sell</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1870.40</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1843.42</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>14</td><td class=msdate>2020.12.21 16:37</td><td>close</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1885.40</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1843.42</td><td class=mspt>-15.00</td><td class=mspt>1004.02</td></tr>
<tr align=right><td>15</td><td class=msdate>2020.12.22 17:45</td><td>sell</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1871.71</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1862.42</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>16</td><td class=msdate>2020.12.22 17:54</td><td>t/p</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1862.42</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1862.42</td><td class=mspt>9.29</td><td class=mspt>1013.31</td></tr>
<tr align=right><td>17</td><td class=msdate>2021.01.06 14:30</td><td>sell</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1946.74</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1935.80</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>18</td><td class=msdate>2021.01.06 14:37</td><td>t/p</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1935.80</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1935.80</td><td class=mspt>10.94</td><td class=mspt>1024.25</td></tr>
<tr align=right><td>19</td><td class=msdate>2021.01.08 11:00</td><td>sell</td><td>10</td><td class=mspt>0.01</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>1867.68</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>20</td><td class=msdate>2021.01.08 16:49</td><td>sell</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1868.64</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1844.72</td><td colspan=2></td></tr>
<tr align=right><td>21</td><td class=msdate>2021.01.08 16:49</td><td>t/p</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1867.68</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1867.68</td><td class=mspt>21.03</td><td class=mspt>1045.28</td></tr>
<tr bgcolor="#E0E0E0" align=right><td>22</td><td class=msdate>2021.01.08 19:24</td><td>t/p</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1844.72</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1844.72</td><td class=mspt>23.92</td><td class=mspt>1069.20</td></tr>
<tr align=right><td>23</td><td class=msdate>2021.01.12 16:15</td><td>sell</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1839.42</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1817.92</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>24</td><td class=msdate>2021.01.12 21:30</td><td>close</td><td>12</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1854.44</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1817.92</td><td class=mspt>-15.02</td><td class=mspt>1054.18</td></tr>
<tr align=right><td>25</td><td class=msdate>2021.01.15 17:00</td><td>sell</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1839.12</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1827.87</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>26</td><td class=msdate>2021.01.15 17:54</td><td>t/p</td><td>13</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1827.87</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1827.87</td><td class=mspt>11.25</td><td class=mspt>1065.43</td></tr>
<tr align=right><td>27</td><td class=msdate>2021.01.19 15:15</td><td>sell</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1835.39</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1826.09</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>28</td><td class=msdate>2021.01.20 04:54</td><td>close</td><td>14</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1850.39</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1826.09</td><td class=mspt>-14.78</td><td class=mspt>1050.65</td></tr>
<tr align=right><td>29</td><td class=msdate>2021.01.20 15:18</td><td>sell</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1832.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1814.51</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>30</td><td class=msdate>2021.01.20 15:51</td><td>close</td><td>15</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1847.93</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1814.51</td><td class=mspt>-15.00</td><td class=mspt>1035.65</td></tr>
<tr align=right><td>31</td><td class=msdate>2021.01.25 18:00</td><td>sell</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1851.86</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1837.96</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>32</td><td class=msdate>2021.01.27 14:18</td><td>t/p</td><td>16</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1837.96</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1837.96</td><td class=mspt>14.34</td><td class=mspt>1049.99</td></tr>
<tr align=right><td>33</td><td class=msdate>2021.01.28 19:15</td><td>sell</td><td>17</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1842.15</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1822.61</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>34</td><td class=msdate>2021.01.29 12:49</td><td>close</td><td>17</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1857.15</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1822.61</td><td class=mspt>-14.78</td><td class=mspt>1035.21</td></tr>
<tr align=right><td>35</td><td class=msdate>2021.01.29 16:45</td><td>sell</td><td>18</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1854.91</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1834.21</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>36</td><td class=msdate>2021.01.29 23:58</td><td>close at stop</td><td>18</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1847.94</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1834.21</td><td class=mspt>6.97</td><td class=mspt>1042.18</td></tr>
</table>
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