Backtest results for EA31337-Lite-Backtest-v1.074: PF:2.56/EP:7.06/DD:4.46%, Deposit:10000/Profit:311; EURUSD (M30) (2017.01.01 - 2017.01.31)

EA31337-Lite-Backtest-v1.074(M30)(2017.01.01-2017.01.31)-Report.txt

{
"Symbol": "EURUSD (Euro vs US Dollar)","Period": "30 Minutes (M30)  2017.01.04 03:00 - 2017.01.30 23:30    (2017.01.01 - 2017.01.31)","Modelling quality": "80.73%","Parameters": "__EA_Parameters__="-- Input EA parameters for EA31337 Lite (Backtest) v1.074 --"; __Trade_Parameters__="-- Trade parameters --"; MaxOrders=0; MaxOrdersPerType=0; LotSize=0; TradeMicroLots=true; ,TrendMethod=192; MinVolumeToTrade=2; MaxOrderPriceSlippage=5; MaxTries=5; MinPipChangeToTrade=0.6; MinPipGap=90; TickIgnoreMethod=0; __EA_Order_Parameters__="-- Profit and loss parameters --"; TakeProfitMax=200; StopLossMax=60; __EA_Trailing_Parameters__="-- Profit and loss trailing parameters --"; TrailingStop=80; TrailingProfit=50; TrailingStopAddPerMinute=0.1; __EA_Risk_Parameters__="-- Risk management parameters --"; RiskMarginPerOrder=0.6; RiskMarginTotal=8; CloseOrderAfterXHours=0; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; __Strategy_Parameters__="-- Per strategy parameters (0 to disable) --"; ProfitFactorMinToTrade=0.5; ProfitFactorMaxToTrade=0; __Strategy_Boosting_Parameters__="-- Strategy boosting parameters (set 1.0 for default) --"; Boosting_Enabled=false; ,BoostTrendFactor=1.5; StrategyBoostByPF=false; ,StrategyHandicapByPF=false; ,BestDailyStrategyMultiplierFactor=2.1; BestWeeklyStrategyMultiplierFactor=1.7; BestMonthlyStrategyMultiplierFactor=3.1; WorseDailyStrategyMultiplierFactor=0.8; WorseWeeklyStrategyMultiplierFactor=1; WorseMonthlyStrategyMultiplierFactor=1; ConWinsIncreaseFactor=-1.2; ConLossesIncreaseFactor=1.3; ConFactorOrdersLimit=200; __EA_Account_Conditions__="-- Account conditions --"; Account_Conditions_Active=true; ,Account_Condition_MinProfitCloseOrder=20; __EA_Account_Conditions_Params__="-- Account conditions parameters --"; MarketSuddenDropSize=20; MarketBigDropSize=40; MarketSpecificHour=10; CloseConditionOnlyProfitable=true; ,__Alligator_Parameters__="-- Settings for the Alligator indicator --"; Alligator1_Active=false; ,Alligator5_Active=false; ,Alligator15_Active=false; ,Alligator30_Active=false; ,Alligator_Period_Jaw=11; Alligator_Period_Teeth=4; Alligator_Period_Lips=4; Alligator_Period_Ratio=1; Alligator_Shift_Jaw=8; Alligator_Shift_Teeth=5; Alligator_Shift_Lips=3; Alligator_Shift=0; Alligator_Shift_Far=0; Alligator_SignalLevel=0.1; Alligator1_SignalMethod=16; Alligator5_SignalMethod=16; Alligator15_SignalMethod=8; Alligator30_SignalMethod=2; __Bands_Parameters__="-- Settings for the Bollinger Bands indicator --"; Bands1_Active=false; ,Bands5_Active=false; ,Bands15_Active=false; ,Bands30_Active=false; ,Bands_Period=20; Bands_Period_Ratio=1; Bands_Deviation=2; Bands_Deviation_Ratio=1; Bands_Shift=0; Bands_Shift_Far=0; Bands1_SignalMethod=0; Bands5_SignalMethod=0; Bands15_SignalMethod=96; Bands30_SignalMethod=-104; __DeMarker_Parameters__="-- Settings for the DeMarker indicator --"; DeMarker1_Active=false; ,DeMarker5_Active=false; ,DeMarker15_Active=false; ,DeMarker30_Active=false; ,DeMarker_Period=24; DeMarker_Period_Ratio=3; DeMarker_Shift=2; DeMarker_SignalLevel=0.2; DeMarker1_SignalMethod=4; DeMarker5_SignalMethod=-16; DeMarker15_SignalMethod=2; DeMarker30_SignalMethod=1; __Envelopes_Parameters__="-- Settings for the Envelopes indicator --"; Envelopes1_Active=false; ,Envelopes5_Active=false; ,Envelopes15_Active=true; ,Envelopes30_Active=true; ,Envelopes_MA_Period=34; Envelopes_MA_Period_Ratio=0.1; Envelopes_MA_Shift=9; Envelopes_Deviation=1.15; Envelopes_Deviation_Ratio=0.1; Envelopes_Shift=0; Envelopes_SignalLevel=0; Envelopes1_SignalMethod=113; Envelopes5_SignalMethod=-95; Envelopes15_SignalMethod=81; Envelopes30_SignalMethod=-120; __Fractals_Parameters__="-- Settings for the Fractals indicator --"; Fractals1_Active=false; ,Fractals5_Active=false; ,Fractals15_Active=false; ,Fractals30_Active=false; ,Fractals1_SignalMethod=1; Fractals5_SignalMethod=1; Fractals15_SignalMethod=1; Fractals30_SignalMethod=2; __MA_Parameters__="-- Settings for the Moving Average indicator --"; MA1_Active=false; ,MA5_Active=false; ,MA15_Active=false; ,MA30_Active=false; ,MA_Period_Fast=15; MA_Period_Medium=27; MA_Period_Slow=56; MA_Period_Ratio=1; MA_Shift=4; MA_Shift_Fast=0; MA_Shift_Medium=3; MA_Shift_Slow=0; MA_Shift_Far=6; MA_SignalLevel=2.2; MA1_SignalMethod=56; MACD_Shift=6; ","Bars in test": "970","Ticks modelled": "7374509","Modelling quality": "80.73%","Mismatched charts errors": "0","Initial deposit": "10000.00","Spread": "10","Total net profit": "310.65","Gross profit": "510.42","Gross loss": "-199.77","Profit factor": "2.56","Expected payoff": "7.06","Absolute drawdown": "51.80","Maximal drawdown": "466.61 (4.46%)","Relative drawdown": "4.46% (466.61)","Total trades": "44","Short positions": "0 (0.00%)","Long positions": "44 (20.45%)","Profit trades": "9 (20.45%)","Loss trades": "35 (79.55%)","profit trade": "199.30,56.71","loss trade": "-113.57,-5.71","consecutive wins (profit in money)": "4 (307.92)","consecutive losses (loss in money)": "16 (-146.77)","consecutive profit": "307.92 (4)","consecutive loss": "16 (-146.77),-146.77 (16),6","consecutive wins": "4 (307.92),2","consecutive losses": "16 (-146.77),6"
}

EURUSD-10000USD-2017.01.04-2017.01.30-10spread-(4)-M30-report.txt

Currency pair symbol:                       EURUSD
Initial deposit:                            10000.00 USD
Total net profit:                           310.65 USD
Gross profit:                               510.42 USD
Gross loss:                                 199.77 USD
Absolute drawdown:                          49.80 USD
Maximal drawdown:                           146.8 USD (1.4%)
Relative drawdown:                          (1.4%) 146.8 USD
Profit factor:                              2.56
Expected payoff:                            7.06
Trades total                                44
Short positions (won %):                    0 (0.0%)
Long positions (won %):                     44 (20.5%)
Profit trades (% of total):                 9 (20.5%)
Loss trades (% of total):                   35 (79.5%)
Largest profit trade:                       199.30
Largest loss trade:                         -113.57
Average profit trade:                       56.71
Average loss trade:                         -5.71
Average consecutive wins:                   2.00
Average consecutive losses:                 6.00
Maximum consecutive wins (profit in money): 4 (307.92)
Maximum consecutive losses (loss in money): 16 (-146.77)
Maximal consecutive profit (count of wins): 307.92 (4)
Maximal consecutive loss (count of losses): 146.77 (16)
Modelling quality:                          50.00%
Total bars processed:                       870
Total ticks processed:                      7374409
Bars per hour (avg):                        14
Ticks per bar (avg):                        8476 (bar=30mins)
Ticks per min (avg):                        282
Strategy stats:
Profit factor: 1.00, Total net profit: -147.73pips (+2.40/-150.13), Total orders: 15 (Won: 20.0% [3] / Loss: 80.0% [12]) - MACD M30
Profit factor: 1.00, Total net profit: -40.30pips (+0.80/-41.10), Total orders: 19 (Won: 5.3% [1] / Loss: 94.7% [18]) - RSI M15
Profit factor: 1.00, Total net profit: 189.90pips (+198.90/-9.00), Total orders: 6 (Won: 16.7% [1] / Loss: 83.3% [5]) - RSI M30
Report log:
2017.01.04 03:00:00: EA31337 Lite (Backtest) v1.074 by kenorb (https://github.com/EA31337)
ACCOUNT: Type: Off-line, Server/Company/Name: //, Currency: USD, Balance: 10000, Credit: 0, Equity: 10000, Orders limit: 0: Leverage: 1:100, StopOut Level: 0 (Mode: 0)
SYMBOL: Symbol: EURUSD, Ask/Bid: 1.04065/1.04055, Session Volume: 0, Point size: 1e-05, Pip size: 0.0001, Tick size: 1e-05 (1e-05 pts), Tick value: 1 (0/0), Digits: 5, Spread: 10 pts, Trade stops level: 8, Trade contract size: 100000, Min lot: 0.1, Max lot: 100, Lot step: 0.1, Freeze level: 0, Margin init: 0
MARKET: Pip digits: 4, Spread: 10 pts (1 pips; 0.0096%), Pts/pip: 10, Trade distance: 8 pts (0.0000 pips), Volume digits: 1, Margin required: 1040.6/lot, Delta: 100000
CHART: OHLC: 1.04055/1.04055/1.04055/1.04055
Swap specification for EURUSD: Mode: 0, Long/buy order value: 0.33, Short/sell order value: -1.04
Calculated variables: Pip size: 0.0001, EA lot size: 0.1, Points per pip: 10, Pip digits: 4, Volume digits: 1, Spread in pips: 1.0 (10 pts), Stop Out Level: 0.3, Market gap: 8 pts (0 pips)
EA params: Risk ratio: 1, Risk margin per order: 0.6%, Risk margin in total: 8%
Strategies: Active strategies: 4 of 120, Max orders: 53 (per type: 26)

Timeframes: M1; M2; M3; M4; M5; M6; M10; M12; M15; M20; M30; H1; H2; H3; H4; H6; H8; H12; D1; W1; MN1; 
Datetime: Hour of day: 3, Day of week: 3, Day of month: 4, Day of year: 4, Month: 1, Year: 2017
Account Details: Time: 2017.01.04 03:00:00; Account Balance: $10000.00; Account Equity: $10000.00; Account Credit: $0.00; Used Margin: $0.00; Free Margin: $10000.00; No of Orders: 0 (BUY/SELL: 0/0); Risk Ratio: 1.0

2017.01.05 01:00:00: UpdateStats: Market very big drop of 43.5 pips detected!