Backtest results for src/EA31337: PF:0.97/EP:-0.02/DD:0.15%, Deposit:10000/Profit:-1; EURUSD (M30)(2018.01.01-2018.01.31)

EA31337-Report.json

{
"Time": "1","Title": "Strategy Tester Report","EA Name": "EA31337","Build": "1010","Symbol": "EURUSD (Euro vs US Dollar)","Period": "30 Minutes (M30)  2018.01.04 03:00 - 2018.01.30 23:30    (2018.01.01 - 2018.01.31)","Modelling quality": "80.73%","Parameters": "__EA_Parameters__="-- Input EA parameters for EA31337 Lite v1.076 --"; __Trade_Parameters__="-- Trade parameters --"; MaxOrders=0; MaxOrdersPerType=0; LotSize=0; TradeMicroLots=true; ,MinVolumeToTrade=2; MaxOrderPriceSlippage=50; MaxTries=5; MinPipChangeToTrade=0.6; MinPipGap=90; __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; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; InitNoOfDaysToWarmUp=21; CloseOrderAfterXHours=24; __Strategy_Parameters__="-- Per strategy parameters (0 to disable) --"; ProfitFactorMinToTrade=0.5; ProfitFactorMaxToTrade=0; InitNoOfOrdersToCalcPF=10; __Strategy_Boosting_Parameters__="-- Strategy boosting parameters (set 1.0 for default) --"; Boosting_Enabled=false; ,BoostTrendFactor=1.5; StrategyBoostByPF=false; ,StrategyHandicapByPF=true; ,BestDailyStrategyMultiplierFactor=1.2; BestWeeklyStrategyMultiplierFactor=1.5; BestMonthlyStrategyMultiplierFactor=1.5; WorseDailyStrategyMultiplierFactor=0.9; WorseWeeklyStrategyMultiplierFactor=0.8; WorseMonthlyStrategyMultiplierFactor=0.7; ConWinsIncreaseFactor=-1.2; ConLossesIncreaseFactor=1.3; 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; CloseConditionOnlyProfitable=true; ,__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; Alligator1_SignalMethod=0; Alligator5_SignalMethod=0; Alligator15_SignalMethod=0; Alligator30_SignalMethod=0; __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=0; Bands30_SignalMethod=0; __CCI_Parameters__="-- Settings for the Commodity Channel Index indicator --"; CCI1_Active=false; ,CCI5_Active=false; ,CCI15_Active=false; ,CCI30_Active=false; ,CCI_Period_Ratio=1; CCI_Period=14; CCI_SignalLevel=80; CCI1_SignalMethod=0; CCI5_SignalMethod=0; CCI15_SignalMethod=0; CCI30_SignalMethod=0; __DeMarker_Parameters__="-- Settings for the DeMarker indicator --"; DeMarker1_Active=false; ,DeMarker5_Active=false; ,DeMarker15_Active=false; ,DeMarker30_Active=false; ,DeMarker_Period=17; DeMarker_Period_Ratio=0.3; DeMarker_Shift=0; DeMarker_SignalLevel=-0.3; DeMarker1_SignalMethod=0; DeMarker5_SignalMethod=0; DeMarker15_SignalMethod=0; DeMarker30_SignalMethod=0; __Envelopes_Parameters__="-- Settings for the Envelopes indicator --"; Envelopes1_Active=false; ,Envelopes5_Active=false; ,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=0; Envelopes5_SignalMethod=0; Envelopes15_SignalMethod=0; Envelopes30_SignalMethod=0; __Fractals_Parameters__="-- Settings for the Fractals indicator --"; Fractals1_Active=false; ,Fractals5_Active=false; ,Fractals15_Active=false; ,Fractals30_Active=false; ,Fractals1_SignalMethod=0; Fractals5_SignalMethod=0; Fractals15_SignalMethod=0; Fractals30_SignalMethod=0; __MA_Parameters__="-- Settings for the Moving Average indicator --"; MA1_Active=false; ,","Bars in test": "970","Ticks modelled": "8114678","Modelling quality": "80.73%","Mismatched charts errors": "0","Initial deposit": "10000.00","Spread": "10","Total net profit": "-0.70","Gross profit": "19.68","Gross loss": "-20.38","Profit factor": "0.97","Expected payoff": "-0.02","Absolute drawdown": "12.67","Maximal drawdown": "15.33 (0.15%)","Relative drawdown": "0.15% (15.33)","Total trades": "33","Short positions": "22 (31.82%)","Long positions": "11 (36.36%)","Profit trades": "11 (33.33%)","Loss trades": "22 (66.67%)","profit trade": "7.18,1.79","loss trade": "-6.01,-0.93","consecutive wins (profit in money)": "3 (10.69)","consecutive losses (loss in money)": "7 (-2.55)","consecutive profit": "10.69 (3)","consecutive loss": "7 (-2.55),-13.54 (5),3","consecutive wins": "3 (10.69),2","consecutive losses": "7 (-2.55),3"
}

EA31337-Report.txt

                                                                Strategy Tester Report
                                                                       EA31337
                                                            Tripleafx-FX-Demo (Build 1010)

  Symbol                            EURUSD (Euro vs US Dollar)
  Period                            30 Minutes (M30) 2018.01.04 03:00 - 2018.01.30 23:30 (2018.01.01 - 2018.01.31)
  Model                             Every tick (the most precise method based on all available least timeframes)
                                    __EA_Parameters__="-- Input EA parameters for EA31337 Lite v1.076 --"; __Trade_Parameters__="-- Trade parameters
                                    --"; MaxOrders=0; MaxOrdersPerType=0; LotSize=0; TradeMicroLots=true; MinVolumeToTrade=2;
                                    MaxOrderPriceSlippage=50; MaxTries=5; MinPipChangeToTrade=0.6; MinPipGap=90; __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;
                                    RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; InitNoOfDaysToWarmUp=21;
                                    CloseOrderAfterXHours=24; __Strategy_Parameters__="-- Per strategy parameters (0 to disable) --";
                                    ProfitFactorMinToTrade=0.5; ProfitFactorMaxToTrade=0; InitNoOfOrdersToCalcPF=10;
                                    __Strategy_Boosting_Parameters__="-- Strategy boosting parameters (set 1.0 for default) --";
                                    Boosting_Enabled=false; BoostTrendFactor=1.5; StrategyBoostByPF=false; StrategyHandicapByPF=true;
                                    BestDailyStrategyMultiplierFactor=1.2; BestWeeklyStrategyMultiplierFactor=1.5;
                                    BestMonthlyStrategyMultiplierFactor=1.5; WorseDailyStrategyMultiplierFactor=0.9;
                                    WorseWeeklyStrategyMultiplierFactor=0.8; WorseMonthlyStrategyMultiplierFactor=0.7; ConWinsIncreaseFactor=-1.2;
                                    ConLossesIncreaseFactor=1.3; 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;
                                    CloseConditionOnlyProfitable=true; __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;
  Parameters                        Alligator_Shift_Jaw=0; Alligator_Shift_Teeth=2; Alligator_Shift_Lips=4; Alligator_Shift=-2;
                                    Alligator_Shift_Far=10; Alligator_SignalLevel=0; Alligator1_SignalMethod=0; Alligator5_SignalMethod=0;
                                    Alligator15_SignalMethod=0; Alligator30_SignalMethod=0; __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=0; Bands30_SignalMethod=0;
                                    __CCI_Parameters__="-- Settings for the Commodity Channel Index indicator --"; CCI1_Active=false;
                                    CCI5_Active=false; CCI15_Active=false; CCI30_Active=false; CCI_Period_Ratio=1; CCI_Period=14;
                                    CCI_SignalLevel=80; CCI1_SignalMethod=0; CCI5_SignalMethod=0; CCI15_SignalMethod=0; CCI30_SignalMethod=0;
                                    __DeMarker_Parameters__="-- Settings for the DeMarker indicator --"; DeMarker1_Active=false;
                                    DeMarker5_Active=false; DeMarker15_Active=false; DeMarker30_Active=false; DeMarker_Period=17;
                                    DeMarker_Period_Ratio=0.3; DeMarker_Shift=0; DeMarker_SignalLevel=-0.3; DeMarker1_SignalMethod=0;
                                    DeMarker5_SignalMethod=0; DeMarker15_SignalMethod=0; DeMarker30_SignalMethod=0; __Envelopes_Parameters__="-
                                    - Settings for the Envelopes indicator --"; Envelopes1_Active=false; Envelopes5_Active=false;
                                    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=0; Envelopes5_SignalMethod=0; Envelopes15_SignalMethod=0; Envelopes30_SignalMethod=0;
                                    __Fractals_Parameters__="-- Settings for the Fractals indicator --"; Fractals1_Active=false;
                                    Fractals5_Active=false; Fractals15_Active=false; Fractals30_Active=false; Fractals1_SignalMethod=0;
                                    Fractals5_SignalMethod=0; Fractals15_SignalMethod=0; Fractals30_SignalMethod=0; __MA_Parameters__="-- Settings
                                    for the Moving Average indicator --"; MA1_Active=false;
  Bars in test                  970 Ticks modelled                     8114678 Modelling quality                                              80.73%
  Mismatched charts errors        0
  Initial deposit          10000.00                                            Spread                                                             10
  Total net profit            -0.70 Gross profit                         19.68 Gross loss                                                     -20.38
  Profit factor                0.97 Expected payoff                      -0.02
  Absolute drawdown           12.67 Maximal drawdown             15.33 (0.15%) Relative drawdown                                       0.15% (15.33)
  Total trades                   33 Short positions (won %)        22 (31.82%) Long positions (won %)                                    11 (36.36%)
                                    Profit trades (% of total)     11 (33.33%) Loss trades (% of total)                                  22 (66.67%)
                            Largest profit trade                          7.18 loss trade                                                      -6.01
                            Average profit trade                          1.79 loss trade                                                      -0.93
                            Maximum consecutive wins (profit in      3 (10.69) consecutive losses (loss in money)                          7 (-2.55)
                                    money)
                            Maximal consecutive profit (count of     10.69 (3) consecutive loss (count of losses)                         -13.54 (5)
                                    wins)
                            Average consecutive wins                         2 consecutive losses                                                  3
                                                                       [Graph]

EURUSD-10000USD-2018.01.04-2018.01.30-10spread-(4)-M30-report.txt

Currency pair symbol:                       EURUSD
Initial deposit:                            10000.00 USD
Total net profit:                           -0.70 USD
Gross profit:                               19.68 USD
Gross loss:                                 20.38 USD
Absolute drawdown:                          11.39 USD
Maximal drawdown:                           13.5 USD (0.1%)
Relative drawdown:                          (0.1%) 13.5 USD
Profit factor:                              0.97
Expected payoff:                            -0.02
Trades total                                33
Short positions (won %):                    22 (31.8%)
Long positions (won %):                     11 (36.4%)
Profit trades (% of total):                 11 (33.3%)
Loss trades (% of total):                   22 (66.7%)
Largest profit trade:                       7.18
Largest loss trade:                         -6.01
Average profit trade:                       1.79
Average loss trade:                         -0.93
Average consecutive wins:                   2.00
Average consecutive losses:                 3.00
Maximum consecutive wins (profit in money): 3 (10.69)
Maximum consecutive losses (loss in money): 7 (-2.55)
Maximal consecutive profit (count of wins): 10.69 (3)
Maximal consecutive loss (count of losses): 13.54 (5)
Modelling quality:                          89.96%
Strategy stats:
Profit factor: 1.23, Total net profit: 3.17USD [+17.16/-13.99] (171.61pips), Total orders: 11 (Won: 45.5% [5] / Loss: 54.5% [6]) - RSI M5
Profit factor: 0.46, Total net profit: -1.60USD [+1.36/-2.96] (13.60pips), Total orders: 11 (Won: 36.4% [4] / Loss: 63.6% [7]) - RSI M15
Profit factor: 0.36, Total net profit: -2.17USD [+1.24/-3.41] (12.40pips), Total orders: 11 (Won: 18.2% [2] / Loss: 81.8% [9]) - RSI M30
Report log:
2018.01.04 03:00:00: EA31337 Lite v1.076 by kenorb (https://github.com/EA31337)
ACCOUNT: Type: Off-line, Server/Company/Name: //, Currency: USD, Balance: 10000, Credit: 0, Equity: 10000, Orders limit: 999: Leverage: 1:100, StopOut Level: 0 (Mode: 0)
SYMBOL: Symbol: EURUSD, Ask/Bid: 1.20186/1.20176, Price/Session Volume: 0/0, 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: 0.01, Max lot: 10000, Lot step: 0.01, Freeze level: 0, Margin init: 0
MARKET: Pip digits: 4, Spread: 10 pts (1 pips; 0.0083%), Pts/pip: 10, Trade distance: 8 pts (0.0000 pips), Volume digits: 2, Margin required: 1201.81/lot, Delta: 100000
CHART: OHLC (M1): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M2): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M3): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M4): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M5): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M6): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M10): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M12): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M15): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M20): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (M30): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (H1): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (H2): 1.20078/1.20176/1.20076/1.2019
CHART: OHLC (H3): 1.20176/1.20176/1.20176/1.20176
CHART: OHLC (H4): 1.20099/1.20176/1.20048/1.2019
CHART: OHLC (H6): 1.20099/1.20176/1.20048/1.2019
CHART: OHLC (H8): 1.20099/1.20176/1.20048/1.2019
CHART: OHLC (H12): 1.20099/1.20176/1.20048/1.2019
CHART: OHLC (D1): 1.20772/1.20176/1.20176/1.20772
CHART: OHLC (W1): 1.196/1.20176/1.196/1.2019
CHART: OHLC (MN1): 1.22366/1.20176/1.20176/1.22366
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: 0.01, Points per pip: 10, Pip digits: 4, Volume digits: 2, Spread in pips: 1.0 (10 pts), Stop Out Level: 0.7, 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: 421 (per type: 210)

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: 4, Day of month: 4, Day of year: 4, Month: 1, Year: 2018
Account Details: Time: 2018.01.04 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