Backtest results for EA on EURUSD: PF:2.56/EP:7.06, DD:4.46%, Deposit:10000/Profit:311

Report.json

{
"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"
}