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MQL4Data/Docs/Reports/XR/Short/StrategyTester 2.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 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 - 2023.08.07 01:15 (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=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;
enableXLong=true;
enableXShort=true;
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=true;
enableXRLong=false;
enableXRShort=true;
xRShortR2R=2; xRShortLotsPerTradePercent=0.00001; xRShortMaxDrawdownPerTradePercent=0.01; xRLongR2R=2; xRLongLotsPerTradePercent=0.00001; xRLongMaxDrawdownPerTradePercent=0.01; xRMaximumCandlesPerTrade=252; xRSwingLength=48; xRSharpDetectionFactor=1350; xTPWStarter="- XTPW Signal Provider -"; enableXTPWSignalling=false;
enableXTPWLong=true;
enableXTPWShort=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>63631</td><td>Ticks modelled</td><td align=right>72968765</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>826</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 (60)</td></tr>
<tr align=left><td>Total net profit</td><td align=right>43.39</td><td>Gross profit</td><td align=right>91.75</td><td>Gross loss</td><td align=right>-48.35</td></tr>
<tr align=left><td>Profit factor</td><td align=right>1.90</td><td>Expected payoff</td><td align=right>3.94</td><td></td><td align=right></td></tr>
<tr align=left><td>Absolute drawdown</td><td align=right>1.08</td><td>Maximal drawdown</td><td align=right>32.09 (3.09%)</td><td>Relative drawdown</td><td align=right>3.09% (32.09)</td></tr>
<tr height=8><td colspan=6></td></tr>
<tr align=left><td>Total trades</td><td align=right>11</td><td>Short positions (won %)</td><td align=right>11 (54.55%)</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>6 (54.55%)</td><td>Loss trades (% of total)</td><td align=right>5 (45.45%)</td></tr>
<tr align=left><td colspan=2 align=right>Largest</td><td>profit trade</td><td align=right>40.11</td><td>loss trade</td><td align=right>-10.00</td></tr>
<tr align=left><td colspan=2 align=right>Average</td><td>profit trade</td><td align=right>15.29</td><td>loss trade</td><td align=right>-9.67</td></tr>
<tr align=left><td colspan=2 align=right>Maximum</td><td>consecutive wins (profit in money)</td><td align=right>3 (33.04)</td><td>consecutive losses (loss in money)</td><td align=right>2 (-19.59)</td></tr>
<tr align=left><td colspan=2 align=right>Maximal</td><td>consecutive profit (count of wins)</td><td align=right>49.09 (2)</td><td>consecutive loss (count of losses)</td><td align=right>-19.59 (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>2</td></tr>
</table>
<img src="StrategyTester 2.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 12:34</td><td>sell</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1808.47</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1798.47</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>2</td><td class=msdate>2020.11.27 15:09</td><td>t/p</td><td>1</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1798.47</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1798.47</td><td class=mspt>10.00</td><td class=mspt>1010.00</td></tr>
<tr align=right><td>3</td><td class=msdate>2021.02.23 09:54</td><td>sell</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1808.36</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1796.34</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>4</td><td class=msdate>2021.02.23 14:54</td><td>sell</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1809.08</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1798.06</td><td colspan=2></td></tr>
<tr align=right><td>5</td><td class=msdate>2021.02.23 16:45</td><td>t/p</td><td>3</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1798.06</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1798.06</td><td class=mspt>11.02</td><td class=mspt>1021.02</td></tr>
<tr bgcolor="#E0E0E0" align=right><td>6</td><td class=msdate>2021.02.23 16:48</td><td>t/p</td><td>2</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1796.34</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1796.34</td><td class=mspt>12.02</td><td class=mspt>1033.04</td></tr>
<tr align=right><td>7</td><td class=msdate>2021.07.13 16:15</td><td>sell</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1808.46</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1793.92</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>8</td><td class=msdate>2021.07.13 20:16</td><td>sell</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1808.25</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1791.95</td><td colspan=2></td></tr>
<tr align=right><td>9</td><td class=msdate>2021.07.14 15:01</td><td>close</td><td>5</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1818.25</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1791.95</td><td class=mspt>-9.79</td><td class=mspt>1023.25</td></tr>
<tr bgcolor="#E0E0E0" align=right><td>10</td><td class=msdate>2021.07.14 15:02</td><td>close</td><td>4</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1818.46</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1793.92</td><td class=mspt>-9.79</td><td class=mspt>1013.45</td></tr>
<tr align=right><td>11</td><td class=msdate>2021.07.21 10:34</td><td>sell</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1808.65</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.03</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>12</td><td class=msdate>2021.07.21 15:09</td><td>t/p</td><td>6</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1799.03</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1799.03</td><td class=mspt>9.62</td><td class=mspt>1023.07</td></tr>
<tr align=right><td>13</td><td class=msdate>2021.08.03 04:39</td><td>sell</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1811.07</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1794.53</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>14</td><td class=msdate>2021.08.04 15:09</td><td>close</td><td>7</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1821.07</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1794.53</td><td class=mspt>-9.79</td><td class=mspt>1013.28</td></tr>
<tr align=right><td>15</td><td class=msdate>2021.08.05 01:39</td><td>sell</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1811.54</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1771.64</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>16</td><td class=msdate>2021.08.05 15:30</td><td>sell</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1809.51</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1800.53</td><td colspan=2></td></tr>
<tr align=right><td>17</td><td class=msdate>2021.08.05 16:45</td><td>t/p</td><td>9</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1800.53</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1800.53</td><td class=mspt>8.98</td><td class=mspt>1022.26</td></tr>
<tr bgcolor="#E0E0E0" align=right><td>18</td><td class=msdate>2021.08.06 16:08</td><td>t/p</td><td>8</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1771.64</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1771.64</td><td class=mspt>40.11</td><td class=mspt>1062.36</td></tr>
<tr align=right><td>19</td><td class=msdate>2021.10.22 18:39</td><td>sell</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1786.66</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1760.36</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>20</td><td class=msdate>2021.10.22 19:39</td><td>close</td><td>10</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1796.66</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1760.36</td><td class=mspt>-10.00</td><td class=mspt>1052.36</td></tr>
<tr align=right><td>21</td><td class=msdate>2021.12.28 18:19</td><td>sell</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1809.95</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1789.81</td><td colspan=2></td></tr>
<tr bgcolor="#E0E0E0" align=right><td>22</td><td class=msdate>2021.12.31 09:09</td><td>close</td><td>11</td><td class=mspt>0.01</td><td style="mso-number-format:0\.00;">1819.95</td><td style="mso-number-format:0\.00;" align=right>0.00</td><td style="mso-number-format:0\.00;" align=right>1789.81</td><td class=mspt>-8.97</td><td class=mspt>1043.39</td></tr>
</table>
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