Strategy Tester Report
MetaQuotes-Demo (Build 3409)
Settings
Expert: Expert Optimized
Symbol: CADJPY
Period: H1 (2022.07.01 - 2022.07.31)
Inputs: Inp_Expert_Title=Expert Optimized
Inp_Signal_MA_Period=12
Inp_Signal_MA_Shift=6
Inp_Signal_MA_Method=0
Inp_Signal_MA_Applied=1
Inp_Trailing_ParabolicSAR_Step=0.02
Inp_Trailing_ParabolicSAR_Maximum=0.2
Inp_Money_SizeOptimized_DecreaseFactor=3.0
Inp_Money_SizeOptimized_Percent=10.0
Company: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 1 000.00
Leverage: 1:500
Results
History Quality: 100% real ticks
Bars: 504 Ticks: 3128043 Symbols: 1
Total Net Profit: 867.34 Balance Drawdown Absolute: 182.20 Equity Drawdown Absolute: 249.79
Gross Profit: 3 608.52 Balance Drawdown Maximal: 925.60 (53.09%) Equity Drawdown Maximal: 1 508.59 (66.79%)
Gross Loss: -2 741.18 Balance Drawdown Relative: 53.09% (925.60) Equity Drawdown Relative: 66.79% (1 508.59)
Profit Factor: 1.32 Expected Payoff: 28.91 Margin Level: 724.70%
Recovery Factor: 0.57 Sharpe Ratio: 1.55 Z-Score: 1.43 (84.73%)
AHPR: 1.0410 (4.10%) LR Correlation: 0.16 OnTester result: 0
GHPR: 1.0210 (2.10%) LR Standard Error: 275.44
Total Trades: 30 Short Trades (won %): 15 (46.67%) Long Trades (won %): 15 (66.67%)
Total Deals: 60 Profit Trades (% of total): 17 (56.67%) Loss Trades (% of total): 13 (43.33%)
Largest profit trade: 584.02 Largest loss trade: -334.27
Average profit trade: 212.27 Average loss trade: -210.86
Maximum consecutive wins ($): 4 (938.80) Maximum consecutive losses ($): 2 (-515.00)
Maximal consecutive profit (count): 938.80 (4) Maximal consecutive loss (count): -515.00 (2)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.68 Correlation (MFE,MAE): 0.3024
Graph
Minimal position holding time: 1:00:00 Maximal position holding time: 41:30:04 Average position holding time: 16:30:25
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.07.01 00:00:002CADJPYsell0.64 / 0.64105.3972022.07.01 00:00:00filled
2022.07.01 20:43:303CADJPYbuy0.64 / 0.64104.8502022.07.01 20:43:30filledsl 104.850
2022.07.01 21:00:004CADJPYbuy0.81 / 0.81104.8542022.07.01 21:00:00filled
2022.07.05 00:01:285CADJPYsell0.81 / 0.81105.1872022.07.05 00:01:28filledsl 105.187
2022.07.05 01:00:006CADJPYbuy0.91 / 0.91105.6092022.07.05 01:00:00filled
2022.07.05 12:00:007CADJPYsell0.91 / 0.91105.1102022.07.05 12:00:00filled
2022.07.05 12:00:008CADJPYsell0.7 / 0.7105.1102022.07.05 12:00:00filled
2022.07.06 10:02:049CADJPYbuy0.7 / 0.7103.9782022.07.06 10:02:04filledsl 103.978
2022.07.06 11:00:0010CADJPYsell1.08 / 1.08103.9902022.07.06 11:00:00filled
2022.07.06 22:00:0011CADJPYbuy1.08 / 1.08104.2622022.07.06 22:00:00filled
2022.07.06 22:00:0012CADJPYbuy0.93 / 0.93104.2622022.07.06 22:00:00filled
2022.07.07 05:00:0013CADJPYsell0.93 / 0.93104.0412022.07.07 05:00:00filled
2022.07.07 05:00:0014CADJPYbuy0.28 / 0.28104.0552022.07.07 05:00:00filled
2022.07.08 05:31:5015CADJPYsell0.28 / 0.28104.7652022.07.08 05:31:50filledsl 104.765
2022.07.08 06:00:0016CADJPYsell0.93 / 0.93104.3712022.07.08 06:00:00filled
2022.07.08 14:00:0017CADJPYbuy0.93 / 0.93104.5902022.07.08 14:00:00filled
2022.07.08 14:00:0018CADJPYsell0.84 / 0.84104.5772022.07.08 14:00:00filled
2022.07.08 16:00:0019CADJPYbuy0.84 / 0.84104.8452022.07.08 16:00:00filled
2022.07.08 16:00:0020CADJPYbuy0.24 / 0.24104.8452022.07.08 16:00:00filled
2022.07.11 10:28:4821CADJPYsell0.24 / 0.24105.2462022.07.11 10:28:48filledsl 105.246
2022.07.11 11:00:0022CADJPYbuy0.78 / 0.78105.2952022.07.11 11:00:00filled
2022.07.12 03:30:2123CADJPYsell0.78 / 0.78105.5222022.07.12 03:30:21filledsl 105.522
2022.07.12 04:00:0024CADJPYsell0.86 / 0.86105.4662022.07.12 04:00:00filled
2022.07.12 19:48:2725CADJPYbuy0.86 / 0.86105.2062022.07.12 19:48:27filledsl 105.206
2022.07.12 20:00:0026CADJPYsell0.96 / 0.96105.1782022.07.12 20:00:00filled
2022.07.13 06:00:0027CADJPYbuy0.96 / 0.96105.3992022.07.13 06:00:00filled
2022.07.13 06:00:0028CADJPYbuy0.86 / 0.86105.3992022.07.13 06:00:00filled
2022.07.14 12:27:0529CADJPYsell0.86 / 0.86106.0742022.07.14 12:27:05filledsl 106.074
2022.07.14 13:00:0030CADJPYbuy1.14 / 1.14106.1582022.07.14 13:00:00filled
2022.07.14 14:00:0031CADJPYsell1.14 / 1.14105.9142022.07.14 14:00:00filled
2022.07.14 14:00:0032CADJPYsell1.01 / 1.01105.9142022.07.14 14:00:00filled
2022.07.15 16:00:0033CADJPYbuy1.01 / 1.01106.1902022.07.15 16:00:00filled
2022.07.15 16:00:0034CADJPYbuy0.29 / 0.29106.1902022.07.15 16:00:00filled
2022.07.18 03:33:2035CADJPYsell0.29 / 0.29106.2012022.07.18 03:33:20filledsl 106.201
2022.07.18 04:00:0036CADJPYsell0.87 / 0.87106.1462022.07.18 04:00:00filled
2022.07.18 07:00:0037CADJPYbuy0.87 / 0.87106.4692022.07.18 07:00:00filled
2022.07.18 07:00:0038CADJPYbuy0.74 / 0.74106.4692022.07.18 07:00:00filled
2022.07.18 21:42:2439CADJPYsell0.74 / 0.74106.4902022.07.18 21:42:24filledsl 106.490
2022.07.18 22:00:0040CADJPYsell0.75 / 0.75106.4402022.07.18 22:00:00filled
2022.07.19 18:00:0041CADJPYbuy0.75 / 0.75106.9432022.07.19 18:00:00filled
2022.07.19 18:00:0042CADJPYbuy0.56 / 0.56106.9432022.07.19 18:00:00filled
2022.07.20 08:01:4943CADJPYsell0.56 / 0.56107.2242022.07.20 08:01:49filledsl 107.224
2022.07.20 09:00:0044CADJPYbuy0.64 / 0.64107.3092022.07.20 09:00:00filled
2022.07.21 18:00:0045CADJPYsell0.64 / 0.64106.9402022.07.21 18:00:00filled
2022.07.21 18:00:0046CADJPYsell0.53 / 0.53106.9402022.07.21 18:00:00filled
2022.07.22 07:57:1547CADJPYbuy0.53 / 0.53106.9182022.07.22 07:57:15filledsl 106.918
2022.07.22 08:00:0048CADJPYsell0.53 / 0.53106.9012022.07.22 08:00:00filled
2022.07.25 10:54:4049CADJPYbuy0.53 / 0.53105.6162022.07.25 10:54:40filledsl 105.616
2022.07.25 11:00:0050CADJPYbuy0.85 / 0.85105.6112022.07.25 11:00:00filled
2022.07.26 02:02:5351CADJPYsell0.85 / 0.85106.1942022.07.26 02:02:53filledsl 106.194
2022.07.26 03:00:0052CADJPYbuy1.08 / 1.08106.1532022.07.26 03:00:00filled
2022.07.27 13:02:0053CADJPYsell1.08 / 1.08106.2442022.07.27 13:02:00filledsl 106.244
2022.07.27 14:00:0054CADJPYsell1.12 / 1.12106.2972022.07.27 14:00:00filled
2022.07.27 19:00:0055CADJPYbuy1.12 / 1.12106.6122022.07.27 19:00:00filled
2022.07.27 19:00:0056CADJPYbuy0.97 / 0.97106.6122022.07.27 19:00:00filled
2022.07.27 22:00:0057CADJPYsell0.97 / 0.97106.2492022.07.27 22:00:00filled
2022.07.27 22:00:0058CADJPYsell0.27 / 0.27106.2492022.07.27 22:00:00filled
2022.07.29 15:30:0459CADJPYbuy0.27 / 0.27104.2262022.07.29 15:30:04filledsl 104.226
2022.07.29 16:00:0060CADJPYsell1.06 / 1.06104.3932022.07.29 16:00:00filled
2022.07.29 23:54:5961CADJPYbuy1.06 / 1.06104.1132022.07.29 23:54:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2022.07.01 00:00:001balance0.000.001 000.001 000.00
2022.07.01 00:00:002CADJPYsellin0.64105.39720.000.000.001 000.00
2022.07.01 20:43:303CADJPYbuyout0.64104.85030.000.00258.651 258.65sl 104.850
2022.07.01 21:00:004CADJPYbuyin0.81104.85440.000.000.001 258.65
2022.07.05 00:01:285CADJPYsellout0.81105.11350.00-1.32154.481 411.81sl 105.187
2022.07.05 01:00:006CADJPYbuyin0.91105.60960.000.000.001 411.81
2022.07.05 12:00:007CADJPYsellout0.91105.11070.000.00-334.271 077.54
2022.07.05 12:00:008CADJPYsellin0.7105.11080.000.000.001 077.54
2022.07.06 10:02:049CADJPYbuyout0.7103.97990.00-0.46584.481 661.56sl 103.978
2022.07.06 11:00:0010CADJPYsellin1.08103.990100.000.000.001 661.56
2022.07.06 22:00:0011CADJPYbuyout1.08104.262110.000.00-216.061 445.50
2022.07.06 22:00:0012CADJPYbuyin0.93104.262120.000.000.001 445.50
2022.07.07 05:00:0013CADJPYsellout0.93104.041130.00-2.26-151.381 291.86
2022.07.07 05:00:0014CADJPYbuyin0.28104.055140.000.000.001 291.86
2022.07.08 05:31:5015CADJPYsellout0.28104.765150.00-0.23146.181 437.81sl 104.765
2022.07.08 06:00:0016CADJPYsellin0.93104.371160.000.000.001 437.81
2022.07.08 14:00:0017CADJPYbuyout0.93104.590170.000.00-149.861 287.95
2022.07.08 14:00:0018CADJPYsellin0.84104.577180.000.000.001 287.95
2022.07.08 16:00:0019CADJPYbuyout0.84104.845190.000.00-165.021 122.93
2022.07.08 16:00:0020CADJPYbuyin0.24104.845200.000.000.001 122.93
2022.07.11 10:28:4821CADJPYsellout0.24105.245210.00-0.1970.181 192.92sl 105.246
2022.07.11 11:00:0022CADJPYbuyin0.78105.295220.000.000.001 192.92
2022.07.12 03:30:2123CADJPYsellout0.78105.522230.00-0.62128.991 321.29sl 105.522
2022.07.12 04:00:0024CADJPYsellin0.86105.466240.000.000.001 321.29
2022.07.12 19:48:2725CADJPYbuyout0.86105.207250.000.00162.941 484.23sl 105.206
2022.07.12 20:00:0026CADJPYsellin0.96105.178260.000.000.001 484.23
2022.07.13 06:00:0027CADJPYbuyout0.96105.399270.00-0.63-154.771 328.83
2022.07.13 06:00:0028CADJPYbuyin0.86105.399280.000.000.001 328.83
2022.07.14 12:27:0529CADJPYsellout0.86106.071290.00-2.07416.641 743.40sl 106.074
2022.07.14 13:00:0030CADJPYbuyin1.14106.158300.000.000.001 743.40
2022.07.14 14:00:0031CADJPYsellout1.14105.914310.000.00-200.021 543.38
2022.07.14 14:00:0032CADJPYsellin1.01105.914320.000.000.001 543.38
2022.07.15 16:00:0033CADJPYbuyout1.01106.190330.00-0.65-201.161 341.57
2022.07.15 16:00:0034CADJPYbuyin0.29106.190340.000.000.001 341.57
2022.07.18 03:33:2035CADJPYsellout0.29106.200350.00-0.232.101 343.44sl 106.201
2022.07.18 04:00:0036CADJPYsellin0.87106.146360.000.000.001 343.44
2022.07.18 07:00:0037CADJPYbuyout0.87106.469370.000.00-203.141 140.30
2022.07.18 07:00:0038CADJPYbuyin0.74106.469380.000.000.001 140.30
2022.07.18 21:42:2439CADJPYsellout0.74106.490390.000.0011.261 151.56sl 106.490
2022.07.18 22:00:0040CADJPYsellin0.75106.440400.000.000.001 151.56
2022.07.19 18:00:0041CADJPYbuyout0.75106.943410.00-0.49-273.62877.45
2022.07.19 18:00:0042CADJPYbuyin0.56106.943420.000.000.00877.45
2022.07.20 08:01:4943CADJPYsellout0.56107.223430.00-0.45113.65990.65sl 107.224
2022.07.20 09:00:0044CADJPYbuyin0.64107.309440.000.000.00990.65
2022.07.21 18:00:0045CADJPYsellout0.64106.940450.00-1.53-171.32817.80
2022.07.21 18:00:0046CADJPYsellin0.53106.940460.000.000.00817.80
2022.07.22 07:57:1547CADJPYbuyout0.53106.918470.00-0.358.46825.91sl 106.918
2022.07.22 08:00:0048CADJPYsellin0.53106.901480.000.000.00825.91
2022.07.25 10:54:4049CADJPYbuyout0.53105.620490.00-0.35497.681 323.24sl 105.616
2022.07.25 11:00:0050CADJPYbuyin0.85105.611500.000.000.001 323.24
2022.07.26 02:02:5351CADJPYsellout0.85106.194510.00-0.68362.991 685.55sl 106.194
2022.07.26 03:00:0052CADJPYbuyin1.08106.153520.000.000.001 685.55
2022.07.27 13:02:0053CADJPYsellout1.08106.244530.00-0.8771.921 756.60sl 106.244
2022.07.27 14:00:0054CADJPYsellin1.12106.297540.000.000.001 756.60
2022.07.27 19:00:0055CADJPYbuyout1.12106.612550.000.00-256.871 499.73
2022.07.27 19:00:0056CADJPYbuyin0.97106.612560.000.000.001 499.73
2022.07.27 22:00:0057CADJPYsellout0.97106.249570.000.00-258.131 241.60
2022.07.27 22:00:0058CADJPYsellin0.27106.249580.000.000.001 241.60
2022.07.29 15:30:0459CADJPYbuyout0.27104.244590.00-0.71404.391 645.28sl 104.226
2022.07.29 16:00:0060CADJPYsellin1.06104.393600.000.000.001 645.28
2022.07.29 23:54:5961CADJPYbuyout1.06104.113610.00-0.72222.781 867.34end of test
0.00 -14.81 882.15 1 867.34