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EA31337-Tester/EA31337-Lite-Backtest-v1.072(M30)(2017.02.01-2017.02.28)-Report.txt

Created July 15, 2018 23:15
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Backtest results for EA31337-Lite-Backtest-v1.072: PF:0.77/EP:-2.65/DD:5.67%, Deposit:10000/Profit:-363; EURUSD (M30) (2017.02.01 - 2017.02.28)
Raw
EA31337-Lite-Backtest-v1.072(M30)(2017.02.01-2017.02.28)-Report.txt
Currency pair symbol: EURUSD
Initial deposit: 10000.00 USD
Total net profit: -362.52 USD
Gross profit: 1217.41 USD
Gross loss: 1579.92 USD
Absolute drawdown: 476.62 USD
Maximal drawdown: 482.5 USD (4.8%)
Relative drawdown: (4.8%) 482.5 USD
Profit factor: 0.77
Expected payoff: -2.65
Trades total 137
Short positions (won %): 19 (63.2%)
Long positions (won %): 118 (33.1%)
Profit trades (% of total): 51 (37.2%)
Loss trades (% of total): 86 (62.8%)
Largest profit trade: 129.28
Largest loss trade: -65.82
Average profit trade: 23.87
Average loss trade: -18.37
Average consecutive wins: 2.00
Average consecutive losses: 3.00
Maximum consecutive wins (profit in money): 6 (53.40)
Maximum consecutive losses (loss in money): 16 (-247.37)
Maximal consecutive profit (count of wins): 168.61 (4)
Maximal consecutive loss (count of losses): 247.37 (16)
Modelling quality: 62.65%
Total bars processed: 874
Total ticks processed: 7216921
Bars per hour (avg): 14
Ticks per bar (avg): 8257 (bar=30mins)
Ticks per min (avg): 275
Strategy stats:
Profit factor: 0.54, Total net profit: -75.06pips (+88.60/-163.67), Total orders: 21 (Won: 42.9% [9] / Loss: 57.1% [12]) - DeMarker M5
Profit factor: 0.52, Total net profit: -98.47pips (+106.30/-204.77), Total orders: 22 (Won: 36.4% [8] / Loss: 63.6% [14]) - DeMarker M30
Profit factor: 0.39, Total net profit: -385.76pips (+246.57/-632.33), Total orders: 21 (Won: 28.6% [6] / Loss: 71.4% [15]) - Fractals M30
Profit factor: 0.57, Total net profit: -55.63pips (+73.67/-129.30), Total orders: 29 (Won: 34.5% [10] / Loss: 65.5% [19]) - RSI M30
Profit factor: 0.59, Total net profit: -78.13pips (+112.60/-190.73), Total orders: 25 (Won: 24.0% [6] / Loss: 76.0% [19]) - SAR M30
Profit factor: 1.00, Total net profit: 339.56pips (+573.75/-234.19), Total orders: 17 (Won: 64.7% [11] / Loss: 35.3% [6]) - WPR M30
Report log:
2017.02.01 01:00:00: EA31337 Lite (Backtest) v1.072 by kenorb (https://github.com/EA31337)
PLATFORM: Symbol: EURUSD, Bars: 1002, Server: , Login: 16384
BROKER: Name:
ACCOUNT: Type: Backtest on Live, Currency: USD, Balance: 10000, Equity: 10000, Credit: 0, Order limit: 0, Leverage: 1:100, Stopout Mode: 0, Stopout Level: 30
Market predefined variables: Ask: 1.07969, Bid: 1.07959, Volume: 1
Market constants: Digits: 5, Point: 0.000010, Min Lot: 0.1, Max Lot: 100, Lot Step: 0.1, Lot Size: 100000, Margin Required: 1079.64, Margin Init: 0, Trade Freeze Level: 0 pts
Contract specification for EURUSD: Profit mode: 0, Margin mode: 0, Spread: 10 pts, Tick size: 0.000010, Point value: 0.000010, Digits: 5, Trade stops level: 8pts, Trade contract size: 100000
Swap specification for EURUSD: Mode: 0, Long/buy order value: 0.33, Short/sell order value: -1.04
Calculated variables: Pip size: 0.0001, 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 margin: 1%
Strategies: Active strategies: 7 of 120, Max orders: 51 (per type: 14)
Modelling Quality: M1: 25.00%, M5: 37.97%, M15: 35.97%, M30: 38.82%, H1: 50.86%, H4: 49.17%, D1: 45.54%, W1: 41.67%, MN1: 33.33%;
Timeframes: M1: Active, M5: Active, M15: Active, M30: Active, H1: Active, H4: Active, D1: Active, W1: Not active, MN1: Not active;
Datetime: Hour of day: 1, Day of week: 3, Day of month: 1, Day of year: 32, Month: 2, Year: 2017
Account Details: Time: 2017.02.01 01:00:00; 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
Raw
Report.json
{
"Title": "Strategy Tester Report","EA Name": "EA31337-Lite-Backtest-v1.072","Build": "1010","Symbol": "EURUSD (Euro vs US Dollar)","Period": "30 Minutes (M30) 2017.02.01 01:00 - 2017.02.27 23:30 (2017.02.01 - 2017.02.28)","Modelling quality": "90.00%","Parameters": "__EA_Parameters__="-- Input EA parameters for EA31337 Lite (Backtest) v1.072 --"; __Trade_Parameters__="-- Trade parameters --"; MaxOrders=0; MaxOrdersPerType=0; LotSize=0; TradeMicroLots=true; ,TrendMethod=113; MinVolumeToTrade=2; MaxOrderPriceSlippage=5; MaxTries=5; MinPipChangeToTrade=0.4; MinPipGap=30; __EA_Order_Parameters__="-- Profit and loss parameters --"; TakeProfit=120; StopLoss=60; __EA_Trailing_Parameters__="-- Profit and loss trailing parameters --"; TrailingStop=30; TrailingProfit=30; TrailingStopAddPerMinute=0.5; __EA_Risk_Parameters__="-- Risk management parameters --"; RiskMargin=1; CloseOrderAfterXHours=96; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=3; __Strategy_Parameters__="-- Per strategy parameters (0 to disable) --"; ProfitFactorMinToTrade=0.6; ProfitFactorMaxToTrade=4.4; __Strategy_Boosting_Parameters__="-- Strategy boosting parameters (set 1.0 for default) --"; Boosting_Enabled=true; ,BoostTrendFactor=1.5; BestDailyStrategyMultiplierFactor=1.1; BestWeeklyStrategyMultiplierFactor=1; BestMonthlyStrategyMultiplierFactor=1; WorseDailyStrategyDividerFactor=0.8; WorseWeeklyStrategyDividerFactor=1.1; WorseMonthlyStrategyDividerFactor=1; ConWinsIncreaseFactor=0.4; ConLossesIncreaseFactor=1.2; ConFactorOrdersLimit=200; __EA_Account_Conditions__="-- Account conditions --"; Account_Conditions_Active=false; ,Account_Condition_MinProfitCloseOrder=20; __EA_Account_Conditions_Params__="-- Account conditions parameters --"; MarketSuddenDropSize=20; MarketBigDropSize=40; MarketSpecificHour=10; __Alligator_Parameters__="-- Settings for the Alligator indicator --"; Alligator1_Active=false; ,Alligator5_Active=false; ,Alligator15_Active=false; ,Alligator30_Active=false; ,Alligator_Period_Jaw=10; Alligator_Period_Teeth=2; Alligator_Period_Lips=4; Alligator_Period_Ratio=1.5; Alligator_Shift_Jaw=0; Alligator_Shift_Teeth=2; Alligator_Shift_Lips=4; Alligator_Shift=-2; Alligator_Shift_Far=10; Alligator_SignalLevel=-0.11; Alligator1_SignalMethod=24; Alligator5_SignalMethod=0; Alligator15_SignalMethod=36; Alligator30_SignalMethod=-62; __Bands_Parameters__="-- Settings for the Bollinger Bands indicator --"; Bands1_Active=false; ,Bands5_Active=false; ,Bands15_Active=false; ,Bands30_Active=false; ,Bands_Period=16; Bands_Period_Ratio=1; Bands_Deviation=4.1; Bands_Deviation_Ratio=1; Bands_Shift=0; Bands_Shift_Far=0; Bands1_SignalMethod=0; Bands5_SignalMethod=152; Bands15_SignalMethod=230; Bands30_SignalMethod=32; __DeMarker_Parameters__="-- Settings for the DeMarker indicator --"; DeMarker1_Active=false; ,DeMarker5_Active=true; ,DeMarker15_Active=false; ,DeMarker30_Active=true; ,DeMarker_Period=17; DeMarker_Period_Ratio=0.3; DeMarker_Shift=0; DeMarker_SignalLevel=-0.3; DeMarker1_SignalMethod=12; DeMarker5_SignalMethod=12; DeMarker15_SignalMethod=20; DeMarker30_SignalMethod=4; __Envelopes_Parameters__="-- Settings for the Envelopes indicator --"; Envelopes1_Active=false; ,Envelopes5_Active=true; ,Envelopes15_Active=false; ,Envelopes30_Active=false; ,Envelopes_MA_Period=32; Envelopes_MA_Period_Ratio=1; Envelopes_MA_Shift=2; Envelopes_Deviation=0.4; Envelopes_Deviation_Ratio=0.6; Envelopes_Shift=0; Envelopes1_SignalMethod=93; Envelopes5_SignalMethod=92; Envelopes15_SignalMethod=96; Envelopes30_SignalMethod=-70; __Fractals_Parameters__="-- Settings for the Fractals indicator --"; Fractals1_Active=false; ,Fractals5_Active=false; ,Fractals15_Active=false; ,Fractals30_Active=true; ,Fractals1_SignalMethod=3; Fractals5_SignalMethod=3; Fractals15_SignalMethod=1; Fractals30_SignalMethod=1; __MA_Parameters__="-- Settings for the Moving Average indicator --"; MA1_Active=false; ,MA5_Active=false; ,MA15_Active=false; ,MA30_Active=false; ,MA_Period_Fast=17; MA_Period_Medium=15; MA_Period_Slow=48; MA_Period_Ratio=1; MA_Shift=0; MA_Shift_Fast=0; MA_Shift_Medium=0; MA_Shift_Slow=1; MA_Shift_Far=4; MA_SignalLevel=1.2; MA1_SignalMethod=-98; MA5_SignalMethod=1; MA15_SignalMethod=-126; MA30_SignalMethod=-111; __MACD_Parameters__="-- Settings for the Moving Averages Convergence/Divergence indicator --"; MACD1_Active=false; ,","Bars in test": "1875","Ticks modelled": "7217922","Modelling quality": "90.00%","Mismatched charts errors": "0","Initial deposit": "10000.00","Spread": "10","Total net profit": "-362.52","Gross profit": "1217.41","Gross loss": "-1579.92","Profit factor": "0.77","Expected payoff": "-2.65","Absolute drawdown": "538.61","Maximal drawdown": "568.71 (5.67%)","Relative drawdown": "5.67% (568.71)","Total trades": "137","Short positions": "19 (63.16%)","Long positions": "118 (33.05%)","Profit trades": "51 (37.23%)","Loss trades": "86 (62.77%)","profit trade": "129.28,23.87","loss trade": "-65.82,-18.37","consecutive wins (profit in money)": "6 (53.40)","consecutive losses (loss in money)": "16 (-247.37)","consecutive profit": "168.61 (4)","consecutive loss": "16 (-247.37),-247.37 (16),3","consecutive wins": "6 (53.40),2","consecutive losses": "16 (-247.37),3"
}
Raw
Report.txt
Strategy Tester Report
EA31337-Lite-Backtest-v1.072
(Build 1010)
Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2017.02.01 01:00 - 2017.02.27 23:30 (2017.02.01 - 2017.02.28)
Model Every tick (the most precise method based on all available least timeframes)
__EA_Parameters__="-- Input EA parameters for EA31337 Lite (Backtest) v1.072 --"; __Trade_Parameters__="-- Trade
parameters --"; MaxOrders=0; MaxOrdersPerType=0; LotSize=0; TradeMicroLots=true; TrendMethod=113;
MinVolumeToTrade=2; MaxOrderPriceSlippage=5; MaxTries=5; MinPipChangeToTrade=0.4; MinPipGap=30;
__EA_Order_Parameters__="-- Profit and loss parameters --"; TakeProfit=120; StopLoss=60;
__EA_Trailing_Parameters__="-- Profit and loss trailing parameters --"; TrailingStop=30; TrailingProfit=30;
TrailingStopAddPerMinute=0.5; __EA_Risk_Parameters__="-- Risk management parameters --"; RiskMargin=1;
CloseOrderAfterXHours=96; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=3;
__Strategy_Parameters__="-- Per strategy parameters (0 to disable) --"; ProfitFactorMinToTrade=0.6;
ProfitFactorMaxToTrade=4.4; __Strategy_Boosting_Parameters__="-- Strategy boosting parameters (set 1.0 for
default) --"; Boosting_Enabled=true; BoostTrendFactor=1.5; BestDailyStrategyMultiplierFactor=1.1;
BestWeeklyStrategyMultiplierFactor=1; BestMonthlyStrategyMultiplierFactor=1; WorseDailyStrategyDividerFactor=0.8;
WorseWeeklyStrategyDividerFactor=1.1; WorseMonthlyStrategyDividerFactor=1; ConWinsIncreaseFactor=0.4;
ConLossesIncreaseFactor=1.2; ConFactorOrdersLimit=200; __EA_Account_Conditions__="-- Account conditions --";
Account_Conditions_Active=false; Account_Condition_MinProfitCloseOrder=20; __EA_Account_Conditions_Params__="-
- Account conditions parameters --"; MarketSuddenDropSize=20; MarketBigDropSize=40; MarketSpecificHour=10;
__Alligator_Parameters__="-- Settings for the Alligator indicator --"; Alligator1_Active=false;
Alligator5_Active=false; Alligator15_Active=false; Alligator30_Active=false; Alligator_Period_Jaw=10;
Alligator_Period_Teeth=2; Alligator_Period_Lips=4; Alligator_Period_Ratio=1.5; Alligator_Shift_Jaw=0;
Alligator_Shift_Teeth=2; Alligator_Shift_Lips=4; Alligator_Shift=-2; Alligator_Shift_Far=10;
Parameters Alligator_SignalLevel=-0.11; Alligator1_SignalMethod=24; Alligator5_SignalMethod=0; Alligator15_SignalMethod=36;
Alligator30_SignalMethod=-62; __Bands_Parameters__="-- Settings for the Bollinger Bands indicator --";
Bands1_Active=false; Bands5_Active=false; Bands15_Active=false; Bands30_Active=false; Bands_Period=16;
Bands_Period_Ratio=1; Bands_Deviation=4.1; Bands_Deviation_Ratio=1; Bands_Shift=0; Bands_Shift_Far=0;
Bands1_SignalMethod=0; Bands5_SignalMethod=152; Bands15_SignalMethod=230; Bands30_SignalMethod=32;
__DeMarker_Parameters__="-- Settings for the DeMarker indicator --"; DeMarker1_Active=false;
DeMarker5_Active=true; DeMarker15_Active=false; DeMarker30_Active=true; DeMarker_Period=17;
DeMarker_Period_Ratio=0.3; DeMarker_Shift=0; DeMarker_SignalLevel=-0.3; DeMarker1_SignalMethod=12;
DeMarker5_SignalMethod=12; DeMarker15_SignalMethod=20; DeMarker30_SignalMethod=4; __Envelopes_Parameters__="-
- Settings for the Envelopes indicator --"; Envelopes1_Active=false; Envelopes5_Active=true;
Envelopes15_Active=false; Envelopes30_Active=false; Envelopes_MA_Period=32; Envelopes_MA_Period_Ratio=1;
Envelopes_MA_Shift=2; Envelopes_Deviation=0.4; Envelopes_Deviation_Ratio=0.6; Envelopes_Shift=0;
Envelopes1_SignalMethod=93; Envelopes5_SignalMethod=92; Envelopes15_SignalMethod=96; Envelopes30_SignalMethod=-
70; __Fractals_Parameters__="-- Settings for the Fractals indicator --"; Fractals1_Active=false;
Fractals5_Active=false; Fractals15_Active=false; Fractals30_Active=true; Fractals1_SignalMethod=3;
Fractals5_SignalMethod=3; Fractals15_SignalMethod=1; Fractals30_SignalMethod=1; __MA_Parameters__="-- Settings
for the Moving Average indicator --"; MA1_Active=false; MA5_Active=false; MA15_Active=false; MA30_Active=false;
MA_Period_Fast=17; MA_Period_Medium=15; MA_Period_Slow=48; MA_Period_Ratio=1; MA_Shift=0; MA_Shift_Fast=0;
MA_Shift_Medium=0; MA_Shift_Slow=1; MA_Shift_Far=4; MA_SignalLevel=1.2; MA1_SignalMethod=-98; MA5_SignalMethod=1;
MA15_SignalMethod=-126; MA30_SignalMethod=-111; __MACD_Parameters__="-- Settings for the Moving Averages
Convergence/Divergence indicator --"; MACD1_Active=false;
Bars in test 1875 Ticks modelled 7217922 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit -362.52 Gross profit 1217.41 Gross loss -1579.92
Profit factor 0.77 Expected payoff -2.65
Absolute drawdown 538.61 Maximal drawdown 568.71 (5.67%) Relative drawdown 5.67% (568.71)
Total trades 137 Short positions (won %) 19 (63.16%) Long positions (won %) 118 (33.05%)
Profit trades (% of total) 51 (37.23%) Loss trades (% of total) 86 (62.77%)
Largest profit trade 129.28 loss trade -65.82
Average profit trade 23.87 loss trade -18.37
Maximum consecutive wins (profit in 6 (53.40) consecutive losses (loss in money) 16 (-247.37)
money)
Maximal consecutive profit (count of 168.61 (4) consecutive loss (count of losses) -247.37 (16)
wins)
Average consecutive wins 2 consecutive losses 3
[Graph]
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