Strategy Tester Report |
||||||||||||
MetaQuotes-Demo (Build 756) |
||||||||||||
Settings |
||||||||||||
| Expert: | Pallada_v5 | |||||||||||
| Symbol: | EURUSD | |||||||||||
| Period: | M30 (2012.08.01 - 2013.01.08) | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
||||||||||||
| History Quality: | 100% | |||||||||||
| Bars: | 5308 | Ticks: | 633357 | Symbols: | 1 | |||||||
| Total Net Profit: | 49 725.20 | Balance Drawdown Absolute: | 380.00 | Equity Drawdown Absolute: | 846.00 | |||||||
| Gross Profit: | 89 957.20 | Balance Drawdown Maximal: | 3 778.00 (7.78%) | Equity Drawdown Maximal: | 5 222.00 (10.58%) | |||||||
| Gross Loss: | -40 232.00 | Balance Drawdown Relative: | 21.53% (2 640.00) | Equity Drawdown Relative: | 30.96% (4 126.00) | |||||||
| Profit Factor: | 2.24 | Expected Payoff: | 316.72 | Margin Level: | 124.09% | |||||||
| Recovery Factor: | 9.52 | Sharpe Ratio: | 0.34 | Z-Score: | 0.12 (9.55%) | |||||||
| AHPR: | 1.0121 (1.21%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0114 (1.14%) | LR Standard Error: | 3 306.71 | |||||||||
| Total Trades: | 157 | Short Trades (won %): | 68 (66.18%) | Long Trades (won %): | 89 (73.03%) | |||||||
| Total Deals: | 233 | Profit Trades (% of total): | 110 (70.06%) | Loss Trades (% of total): | 47 (29.94%) | |||||||
| Largest profit trade: | 3 175.60 | Largest loss trade: | -1 320.00 | |||||||||
| Average profit trade: | 817.79 | Average loss trade: | -856.00 | |||||||||
| Maximum consecutive wins ($): | 13 (9 800.40) | Maximum consecutive losses ($): | 3 (-3 048.40) | |||||||||
| Maximal consecutive profit (count): | 9 800.40 (13) | Maximal consecutive loss (count): | -3 048.40 (3) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | 0.73 | Correlation (MFE,MAE): | 0.7455 | |||||||
 |
||||||||||||
| Minimal position holding time: | 0:01:40 | Maximal position holding time: | 94:00:00 | Average position holding time: | 16:52:38 | |||||||
 |
||||||||||||