Strategy Tester Report
MetaQuotes-Demo (Build 803)
Settings
Expert: PersistentAnti
Symbol: EURUSD
Period: Weekly (2009.01.01 - 2013.04.16)
Inputs: N=10
Ratio=0.66000000
Reverse=false
MM=false
Lots=0.10000000
Slippage=100
MaxPositionSize=5.00000000
OrderComment=PersisteneceAnti
Broker: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 224 Ticks: 71772972 Symbols: 1
Total Net Profit: -2 186.06 Balance Drawdown Absolute: 2 186.06 Equity Drawdown Absolute: 2 228.19
Gross Profit: 1 539.82 Balance Drawdown Maximal: 3 053.54 (28.10%) Equity Drawdown Maximal: 3 201.77 (29.18%)
Gross Loss: -3 725.88 Balance Drawdown Relative: 28.10% (3 053.54) Equity Drawdown Relative: 29.18% (3 201.77)
Profit Factor: 0.41 Expected Payoff: -66.24 Margin Level: 5799.86%
Recovery Factor: -0.68 Sharpe Ratio: -0.35 Z-Score: -1.03 (69.70%)
AHPR: 0.9928 (-0.72%) LR Correlation: -0.90 OnTester result: 0
GHPR: 0.9926 (-0.74%) LR Standard Error: 507.93
Total Trades: 33 Short Trades (won %): 18 (27.78%) Long Trades (won %): 15 (33.33%)
Total Deals: 66 Profit Trades (% of total): 10 (30.30%) Loss Trades (% of total): 23 (69.70%)
Largest profit trade: 483.20 Largest loss trade: -525.29
Average profit trade: 153.98 Average loss trade: -161.99
Maximum consecutive wins ($): 2 (496.13) Maximum consecutive losses ($): 12 (-2 603.43)
Maximal consecutive profit (count): 496.13 (2) Maximal consecutive loss (count): -2 603.43 (12)
Average consecutive wins: 2 Average consecutive losses: 4
Graph
Graph
Correlation (Profits,MFE): 0.73 Correlation (Profits,MAE): 0.81 Correlation (MFE,MAE): 0.5258
Graph
Minimal position holding time: 17:59:30 Maximal position holding time: 480:00:00 Average position holding time: 153:30:53
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2009.01.02 06:012EURUSDbuy0.10 / 0.101.387002009.01.02 06:01filledPersisteneceAnti
2009.01.05 00:003EURUSDsell0.10 / 0.101.388302009.01.05 00:00filled
2009.01.12 00:004EURUSDsell0.10 / 0.101.345902009.01.12 00:00filledPersisteneceAnti
2009.02.09 00:005EURUSDbuy0.10 / 0.101.297302009.02.09 00:00filled
2009.02.09 00:006EURUSDbuy0.10 / 0.101.297302009.02.09 00:00filledPersisteneceAnti
2009.02.16 00:007EURUSDsell0.10 / 0.101.279002009.02.16 00:00filled
2009.02.16 00:008EURUSDsell0.10 / 0.101.279002009.02.16 00:00filledPersisteneceAnti
2009.02.23 00:009EURUSDbuy0.10 / 0.101.282102009.02.23 00:00filled
2009.04.06 00:0010EURUSDsell0.10 / 0.101.351422009.04.06 00:00filledPersisteneceAnti
2009.04.13 00:0011EURUSDbuy0.10 / 0.101.319182009.04.13 00:00filled
2009.04.13 00:0012EURUSDbuy0.10 / 0.101.319182009.04.13 00:00filledPersisteneceAnti
2009.04.27 00:0013EURUSDsell0.10 / 0.101.324012009.04.27 00:00filled
2009.04.27 00:0014EURUSDsell0.10 / 0.101.324012009.04.27 00:00filledPersisteneceAnti
2009.05.04 00:0115EURUSDbuy0.10 / 0.101.328382009.05.04 00:01filled
2009.06.29 00:0016EURUSDsell0.10 / 0.101.406162009.06.29 00:00filledPersisteneceAnti
2009.07.06 00:0017EURUSDbuy0.10 / 0.101.395712009.07.06 00:00filled
2009.07.06 00:0018EURUSDbuy0.10 / 0.101.395712009.07.06 00:00filledPersisteneceAnti
2009.07.20 00:0019EURUSDsell0.10 / 0.101.411622009.07.20 00:00filled
2009.07.20 00:0020EURUSDsell0.10 / 0.101.411622009.07.20 00:00filledPersisteneceAnti
2009.08.03 00:0121EURUSDbuy0.10 / 0.101.427232009.08.03 00:01filled
2009.08.10 00:0122EURUSDbuy0.10 / 0.101.418302009.08.10 00:01filledPersisteneceAnti
2009.08.17 00:0023EURUSDsell0.10 / 0.101.418792009.08.17 00:00filled
2009.08.17 00:0024EURUSDsell0.10 / 0.101.418792009.08.17 00:00filledPersisteneceAnti
2009.08.24 00:0025EURUSDbuy0.10 / 0.101.434572009.08.24 00:00filled
2010.01.04 00:0026EURUSDbuy0.10 / 0.101.432772010.01.04 00:00filledPersisteneceAnti
2010.01.11 00:0027EURUSDsell0.10 / 0.101.441252010.01.11 00:00filled
2010.01.11 00:0028EURUSDsell0.10 / 0.101.441252010.01.11 00:00filledPersisteneceAnti
2010.01.18 00:0029EURUSDbuy0.10 / 0.101.434982010.01.18 00:00filled
2010.01.18 00:0030EURUSDbuy0.10 / 0.101.434982010.01.18 00:00filledPersisteneceAnti
2010.02.01 00:0031EURUSDsell0.10 / 0.101.386272010.02.01 00:00filled
2010.08.09 00:0032EURUSDbuy0.10 / 0.101.328982010.08.09 00:00filledPersisteneceAnti
2010.08.16 00:0033EURUSDsell0.10 / 0.101.276502010.08.16 00:00filled
2010.08.23 00:0034EURUSDsell0.10 / 0.101.270502010.08.23 00:00filledPersisteneceAnti
2010.08.30 00:0035EURUSDbuy0.10 / 0.101.276592010.08.30 00:00filled
2010.09.06 00:0036EURUSDbuy0.10 / 0.101.289502010.09.06 00:00filledPersisteneceAnti
2010.09.13 00:0037EURUSDsell0.10 / 0.101.270502010.09.13 00:00filled
2010.09.13 00:0038EURUSDsell0.10 / 0.101.270502010.09.13 00:00filledPersisteneceAnti
2010.09.20 00:0039EURUSDbuy0.10 / 0.101.304802010.09.20 00:00filled
2010.11.29 00:0040EURUSDsell0.10 / 0.101.327502010.11.29 00:00filledPersisteneceAnti
2010.12.06 00:0041EURUSDbuy0.10 / 0.101.340942010.12.06 00:00filled
2011.04.25 00:0042EURUSDsell0.10 / 0.101.456042011.04.25 00:00filledPersisteneceAnti
2011.05.02 00:0043EURUSDbuy0.10 / 0.101.482882011.05.02 00:00filled
2011.05.09 00:0044EURUSDbuy0.10 / 0.101.436972011.05.09 00:00filledPersisteneceAnti
2011.05.23 00:0045EURUSDsell0.10 / 0.101.413182011.05.23 00:00filled
2011.05.23 00:0046EURUSDsell0.10 / 0.101.413182011.05.23 00:00filledPersisteneceAnti
2011.05.30 00:0047EURUSDbuy0.10 / 0.101.431422011.05.30 00:00filled
2011.11.28 00:0048EURUSDsell0.10 / 0.101.330952011.11.28 00:00filledPersisteneceAnti
2011.12.05 00:0049EURUSDbuy0.10 / 0.101.341072011.12.05 00:00filled
2011.12.05 00:0050EURUSDbuy0.10 / 0.101.341072011.12.05 00:00filledPersisteneceAnti
2011.12.12 00:0051EURUSDsell0.10 / 0.101.336362011.12.12 00:00filled
2011.12.19 00:0052EURUSDsell0.10 / 0.101.303282011.12.19 00:00filledPersisteneceAnti
2011.12.26 08:0053EURUSDbuy0.10 / 0.101.305072011.12.26 08:00filled
2012.02.27 00:0054EURUSDsell0.10 / 0.101.345952012.02.27 00:00filledPersisteneceAnti
2012.03.05 00:0055EURUSDbuy0.10 / 0.101.319672012.03.05 00:00filled
2012.03.05 00:0056EURUSDbuy0.10 / 0.101.319672012.03.05 00:00filledPersisteneceAnti
2012.03.12 00:0057EURUSDsell0.10 / 0.101.311602012.03.12 00:00filled
2012.03.19 00:0058EURUSDsell0.10 / 0.101.317972012.03.19 00:00filledPersisteneceAnti
2012.04.02 00:0059EURUSDbuy0.10 / 0.101.335832012.04.02 00:00filled
2012.04.09 00:0060EURUSDbuy0.10 / 0.101.310062012.04.09 00:00filledPersisteneceAnti
2012.04.16 00:0061EURUSDsell0.10 / 0.101.306902012.04.16 00:00filled
2012.05.28 00:0062EURUSDsell0.10 / 0.101.257072012.05.28 00:00filledPersisteneceAnti
2012.06.11 00:0063EURUSDbuy0.10 / 0.101.265182012.06.11 00:00filled
2012.09.17 00:0064EURUSDbuy0.10 / 0.101.312692012.09.17 00:00filledPersisteneceAnti
2012.09.24 00:0065EURUSDsell0.10 / 0.101.297892012.09.24 00:00filled
2013.02.11 00:0066EURUSDbuy0.10 / 0.101.337052013.02.11 00:00filledPersisteneceAnti
2013.02.18 00:0067EURUSDsell0.10 / 0.101.334842013.02.18 00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2009.01.01 00:001balance0.000.0010 000.0010 000.00
2009.01.02 06:012EURUSDbuyin0.101.3870020.000.000.0010 000.00PersisteneceAnti
2009.01.05 00:003EURUSDsellout0.101.3883030.00-0.0713.0010 012.93
2009.01.12 00:004EURUSDsellin0.101.3459040.000.000.0010 012.93PersisteneceAnti
2009.02.09 00:005EURUSDbuyout0.101.2973050.00-2.80486.0010 496.13
2009.02.09 00:006EURUSDbuyin0.101.2973060.000.000.0010 496.13PersisteneceAnti
2009.02.16 00:007EURUSDsellout0.101.2790070.00-0.49-183.0010 312.64
2009.02.16 00:008EURUSDsellin0.101.2790080.000.000.0010 312.64PersisteneceAnti
2009.02.23 00:009EURUSDbuyout0.101.2821090.00-0.70-31.0010 280.94
2009.04.06 00:0010EURUSDsellin0.101.35142100.000.000.0010 280.94PersisteneceAnti
2009.04.13 00:0011EURUSDbuyout0.101.31918110.00-0.70322.4010 602.64
2009.04.13 00:0012EURUSDbuyin0.101.31918120.000.000.0010 602.64PersisteneceAnti
2009.04.27 00:0013EURUSDsellout0.101.32401130.00-0.9848.3010 649.96
2009.04.27 00:0014EURUSDsellin0.101.32401140.000.000.0010 649.96PersisteneceAnti
2009.05.04 00:0115EURUSDbuyout0.101.32838150.00-0.70-43.7010 605.56
2009.06.29 00:0016EURUSDsellin0.101.40616160.000.000.0010 605.56PersisteneceAnti
2009.07.06 00:0017EURUSDbuyout0.101.39571170.00-0.70104.5010 709.36
2009.07.06 00:0018EURUSDbuyin0.101.39571180.000.000.0010 709.36PersisteneceAnti
2009.07.20 00:0019EURUSDsellout0.101.41162190.00-0.98159.1010 867.48
2009.07.20 00:0020EURUSDsellin0.101.41162200.000.000.0010 867.48PersisteneceAnti
2009.08.03 00:0121EURUSDbuyout0.101.42723210.00-1.40-156.1010 709.98
2009.08.10 00:0122EURUSDbuyin0.101.41830220.000.000.0010 709.98PersisteneceAnti
2009.08.17 00:0023EURUSDsellout0.101.41879230.00-0.494.9010 714.39
2009.08.17 00:0024EURUSDsellin0.101.41879240.000.000.0010 714.39PersisteneceAnti
2009.08.24 00:0025EURUSDbuyout0.101.43457250.00-0.70-157.8010 555.89
2010.01.04 00:0026EURUSDbuyin0.101.43277260.000.000.0010 555.89PersisteneceAnti
2010.01.11 00:0027EURUSDsellout0.101.44125270.00-0.5684.8010 640.13
2010.01.11 00:0028EURUSDsellin0.101.44125280.000.000.0010 640.13PersisteneceAnti
2010.01.18 00:0029EURUSDbuyout0.101.43498290.00-0.7062.7010 702.13
2010.01.18 00:0030EURUSDbuyin0.101.43498300.000.000.0010 702.13PersisteneceAnti
2010.02.01 00:0031EURUSDsellout0.101.38627310.00-0.98-487.1010 214.05
2010.08.09 00:0032EURUSDbuyin0.101.32898320.000.000.0010 214.05PersisteneceAnti
2010.08.16 00:0033EURUSDsellout0.101.27650330.00-0.49-524.809 688.76
2010.08.23 00:0034EURUSDsellin0.101.27050340.000.000.009 688.76PersisteneceAnti
2010.08.30 00:0035EURUSDbuyout0.101.27659350.00-0.70-60.909 627.16
2010.09.06 00:0036EURUSDbuyin0.101.28950360.000.000.009 627.16PersisteneceAnti
2010.09.13 00:0037EURUSDsellout0.101.27050370.00-0.49-190.009 436.67
2010.09.13 00:0038EURUSDsellin0.101.27050380.000.000.009 436.67PersisteneceAnti
2010.09.20 00:0039EURUSDbuyout0.101.30480390.00-0.70-343.009 092.97
2010.11.29 00:0040EURUSDsellin0.101.32750400.000.000.009 092.97PersisteneceAnti
2010.12.06 00:0041EURUSDbuyout0.101.34094410.00-0.70-134.408 957.87
2011.04.25 00:0042EURUSDsellin0.101.45604420.000.000.008 957.87PersisteneceAnti
2011.05.02 00:0043EURUSDbuyout0.101.48288430.00-0.70-268.408 688.77
2011.05.09 00:0044EURUSDbuyin0.101.43697440.000.000.008 688.77PersisteneceAnti
2011.05.23 00:0045EURUSDsellout0.101.41318450.00-0.98-237.908 449.89
2011.05.23 00:0046EURUSDsellin0.101.41318460.000.000.008 449.89PersisteneceAnti
2011.05.30 00:0047EURUSDbuyout0.101.43142470.00-0.70-182.408 266.79
2011.11.28 00:0048EURUSDsellin0.101.33095480.000.000.008 266.79PersisteneceAnti
2011.12.05 00:0049EURUSDbuyout0.101.34107490.00-0.70-101.208 164.89
2011.12.05 00:0050EURUSDbuyin0.101.34107500.000.000.008 164.89PersisteneceAnti
2011.12.12 00:0051EURUSDsellout0.101.33636510.00-0.49-47.108 117.30
2011.12.19 00:0052EURUSDsellin0.101.30328520.000.000.008 117.30PersisteneceAnti
2011.12.26 08:0053EURUSDbuyout0.101.30507530.00-0.70-17.908 098.70
2012.02.27 00:0054EURUSDsellin0.101.34595540.000.000.008 098.70PersisteneceAnti
2012.03.05 00:0055EURUSDbuyout0.101.31967550.00-0.70262.808 360.80
2012.03.05 00:0056EURUSDbuyin0.101.31967560.000.000.008 360.80PersisteneceAnti
2012.03.12 00:0057EURUSDsellout0.101.31160570.00-0.49-80.708 279.61
2012.03.19 00:0058EURUSDsellin0.101.31797580.000.000.008 279.61PersisteneceAnti
2012.04.02 00:0059EURUSDbuyout0.101.33583590.00-1.40-178.608 099.61
2012.04.09 00:0060EURUSDbuyin0.101.31006600.000.000.008 099.61PersisteneceAnti
2012.04.16 00:0061EURUSDsellout0.101.30690610.00-0.49-31.608 067.52
2012.05.28 00:0062EURUSDsellin0.101.25707620.000.000.008 067.52PersisteneceAnti
2012.06.11 00:0063EURUSDbuyout0.101.26518630.00-1.40-81.107 985.02
2012.09.17 00:0064EURUSDbuyin0.101.31269640.000.000.007 985.02PersisteneceAnti
2012.09.24 00:0065EURUSDsellout0.101.29789650.00-0.49-148.007 836.53
2013.02.11 00:0066EURUSDbuyin0.101.33705660.000.000.007 836.53PersisteneceAnti
2013.02.18 00:0067EURUSDsellout0.101.33484670.00-0.49-22.107 813.94
0.00 -25.76 -2 160.30 7 813.94