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EA31337-Tester / Tickmill_vs_Dukascopy_FXT.diff
Created December 12, 2016 14:01
Tickmill vs Dukascopy
$ diff -ty <(./read_mt_formats.py -i Tickmill/EURUSD30_0.fxt -t fxt-header) <(./read_mt_formats.py -i tester-history/EURUSD30_0.fxt -t fxt-header)
headerVersion = 405 headerVersion = 405
copyright = (C)opyright 2005-2007, MetaQuotes Software Corp. | copyright = Copyright 2001-2016, MetaQuotes Software Corp.
server = Tickmill-DemoUK | server = default
symbol = EURUSD symbol = EURUSD
timeframe = 30 timeframe = 30
modelType = 0 modelType = 0
totalBars = 14491 | totalBars = 12360
modelStart = 2013-12-01 22:00:01 | modelStart = 2014-01-06 00:00:00
modelEnd = 2015-01-30 21:59:54 | modelEnd = 2014-12-29 23:30:00
@EA31337-Tester
EA31337-Tester / TestGenerator-Tickmill-errors.txt
Created December 12, 2016 16:57
TestGenerator errors for Tickmill data
TestGenerator: unmatched data error (volume limit 282 at 2014.01.02 22:00 exceeded)
TestGenerator: unmatched data error (volume limit 196 at 2014.01.02 22:30 exceeded)
TestGenerator: unmatched data error (volume limit 196 at 2014.01.02 23:00 exceeded)
TestGenerator: unmatched data error (volume limit 212 at 2014.01.05 23:30 exceeded)
TestGenerator: unmatched data error (volume limit 385 at 2014.01.06 05:30 exceeded)
TestGenerator: unmatched data error (volume limit 239 at 2014.01.07 04:30 exceeded)
TestGenerator: unmatched data error (volume limit 368 at 2014.01.07 22:00 exceeded)
TestGenerator: unmatched data error (volume limit 732 at 2014.01.08 11:30 exceeded)
TestGenerator: unmatched data error (volume limit 197 at 2014.01.08 22:00 exceeded)
TestGenerator: unmatched data error (volume limit 251 at 2014.01.10 03:30 exceeded)
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)
@EA31337-Tester
EA31337-Tester / Report.json
Created July 13, 2018 02:15
10000.00 9(20.45%)
{
"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__=&#34;-- Input EA parameters for EA31337 Lite (Backtest) v1.074 --&#34;; __Trade_Parameters__=&#34;-- Trade parameters --&#34;; 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__=&#34;-- Profit and loss parameters --&#34;; TakeProfitMax=200; StopLossMax=60; __EA_Trailing_Parameters__=&#34;-- Profit and loss trailing parameters --&#34;; TrailingStop=80; TrailingProfit=50; TrailingStopAddPerMinute=0.1; __EA_Risk_Parameters__=&#34;-- Risk management parameters --&#34;; RiskMarginPerOrder=0.6; RiskMarginTotal=8; CloseOrderAfterXHours=0; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; __Strategy_Parameters__=&#34;-- Per strategy par
@EA31337-Tester
EA31337-Tester / Report.json
Created July 13, 2018 22:25
Backtest results for EA on EURUSD: PF:2.56/EP:7.06, DD:4.46%, Deposit:10000/Profit:311
{
"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__=&#34;-- Input EA parameters for EA31337 Lite (Backtest) v1.074 --&#34;; __Trade_Parameters__=&#34;-- Trade parameters --&#34;; 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__=&#34;-- Profit and loss parameters --&#34;; TakeProfitMax=200; StopLossMax=60; __EA_Trailing_Parameters__=&#34;-- Profit and loss trailing parameters --&#34;; TrailingStop=80; TrailingProfit=50; TrailingStopAddPerMinute=0.1; __EA_Risk_Parameters__=&#34;-- Risk management parameters --&#34;; RiskMarginPerOrder=0.6; RiskMarginTotal=8; CloseOrderAfterXHours=0; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; __Strategy_Parameters__=&#34;-- Per strategy par
@EA31337-Tester
EA31337-Tester / Report.json
Created July 13, 2018 23:03
(M30) (2017.01.01 - 2017.01.31) Backtest results for EA31337-Lite-Backtest-v1.074 on EURUSD: PF:2.56/EP:7.06/DD:4.46%, Deposit:10000/Profit:311; (M30) (2017.01.01 - 2017.01.31)
{
"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__=&#34;-- Input EA parameters for EA31337 Lite (Backtest) v1.074 --&#34;; __Trade_Parameters__=&#34;-- Trade parameters --&#34;; 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__=&#34;-- Profit and loss parameters --&#34;; TakeProfitMax=200; StopLossMax=60; __EA_Trailing_Parameters__=&#34;-- Profit and loss trailing parameters --&#34;; TrailingStop=80; TrailingProfit=50; TrailingStopAddPerMinute=0.1; __EA_Risk_Parameters__=&#34;-- Risk management parameters --&#34;; RiskMarginPerOrder=0.6; RiskMarginTotal=8; CloseOrderAfterXHours=0; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; __Strategy_Parameters__=&#34;-- Per strategy par
@EA31337-Tester
EA31337-Tester / EA31337-Lite-Backtest-v1.074(M30)(2017.01.01-2017.01.31)
Created July 13, 2018 23:21
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)
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)
@EA31337-Tester
EA31337-Tester / EA31337-Lite-Backtest-v1.074(M30)(2017.01.01-2017.01.31)-Report.txt
Created July 13, 2018 23:31
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)
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)
@EA31337-Tester
EA31337-Tester / EA31337-Lite-Backtest-v1.074(M30)(2017.01.01-2017.12.31)-Report.txt
Created July 14, 2018 14:24
Backtest results for EA31337-Lite-Backtest-v1.074: PF:1.25/EP:1.55/DD:9.30%, Deposit:10000/Profit:593; EURUSD (M30) (2017.01.01 - 2017.12.31)
{
"Symbol": "EURUSD (Euro vs US Dollar)","Period": "30 Minutes (M30) 2017.01.04 03:00 - 2017.12.29 21:30 (2017.01.01 - 2017.12.31)","Modelling quality": "89.25%","Parameters": "__EA_Parameters__=&#34;-- Input EA parameters for EA31337 Lite (Backtest) v1.074 --&#34;; __Trade_Parameters__=&#34;-- Trade parameters --&#34;; 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__=&#34;-- Profit and loss parameters --&#34;; TakeProfitMax=200; StopLossMax=60; __EA_Trailing_Parameters__=&#34;-- Profit and loss trailing parameters --&#34;; TrailingStop=80; TrailingProfit=50; TrailingStopAddPerMinute=0.1; __EA_Risk_Parameters__=&#34;-- Risk management parameters --&#34;; RiskMarginPerOrder=0.6; RiskMarginTotal=8; CloseOrderAfterXHours=0; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; __Strategy_Parameters__=&#34;-- Per strategy par
@EA31337-Tester
EA31337-Tester / EA31337-Lite-Backtest-v1.074(M30)(2017.01.01-2017.01.31)-Report.txt
Created July 14, 2018 14:41
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)
{
"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__=&#34;-- Input EA parameters for EA31337 Lite (Backtest) v1.074 --&#34;; __Trade_Parameters__=&#34;-- Trade parameters --&#34;; 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__=&#34;-- Profit and loss parameters --&#34;; TakeProfitMax=200; StopLossMax=60; __EA_Trailing_Parameters__=&#34;-- Profit and loss trailing parameters --&#34;; TrailingStop=80; TrailingProfit=50; TrailingStopAddPerMinute=0.1; __EA_Risk_Parameters__=&#34;-- Risk management parameters --&#34;; RiskMarginPerOrder=0.6; RiskMarginTotal=8; CloseOrderAfterXHours=0; RiskRatio=0; RiskRatioIncreaseMethod=0; RiskRatioDecreaseMethod=0; __Strategy_Parameters__=&#34;-- Per strategy par