Created
July 13, 2018 23:31
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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)
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Strategy Tester Report | |
TestTimeframes | |
(Build 1010) | |
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) | |
Model Every tick (the most precise method based on all available least timeframes) | |
Bars in test 970 Ticks modelled 7374509 Modelling quality 80.73% | |
Mismatched charts errors 0 | |
Initial deposit 10000.00 Spread 10 | |
Total net profit 0.00 Gross profit 0.00 Gross loss -0.00 | |
Profit factor Expected payoff 0.00 | |
Absolute drawdown 0.00 Maximal drawdown 0.00 (0.00%) Relative drawdown 0.00% (0.00) | |
Total trades 0 Short positions (won %) 0 (0.00%) Long positions (won %) 0 (0.00%) | |
Profit trades (% of total) 0 (0.00%) Loss trades (% of total) 0 (0.00%) | |
Largest profit trade 0.00 loss trade -0.00 | |
Average profit trade 0.00 loss trade -0.00 | |
Maximum consecutive wins (profit in money) 0 (0.00) consecutive losses (loss in money) 0 (-0.00) | |
Maximal consecutive profit (count of wins) 0.00 (0) consecutive loss (count of losses) -0.00 (0) | |
Average consecutive wins 0 consecutive losses 0 | |
[Graph] |
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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) | |
Info (595): InitInfo: Modelling Quality: M1: 25.00%, M5: 49.17%, M15: 49.88%, M30: 49.75%, H1: 49.51%, H4: 46.43%, D1: 35.00%, W1: 25.00%, MN1: 25.00%; | |
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! |
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{ | |
"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" | |
} |
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