Strategy Tester Report
MetaQuotes-Demo (Build 794)
Settings
Expert: PersistentAnti
Symbol: EURUSD
Period: Weekly (2009.01.01 - 2013.04.16)
Inputs: N=10
Ratio=0.66000000
MM=false
Lots=0.10000000
Slippage=100
MaxPositionSize=5.00000000
SleepPeriod=3
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: 1 996.64 Balance Drawdown Absolute: 919.12 Equity Drawdown Absolute: 1 030.75
Gross Profit: 3 592.06 Balance Drawdown Maximal: 919.12 (9.19%) Equity Drawdown Maximal: 1 058.75 (10.56%)
Gross Loss: -1 595.42 Balance Drawdown Relative: 9.19% (919.12) Equity Drawdown Relative: 10.56% (1 058.75)
Profit Factor: 2.25 Expected Payoff: 60.50 Margin Level: 6361.17%
Recovery Factor: 1.89 Sharpe Ratio: 0.28 Z-Score: -1.03 (69.70%)
AHPR: 1.0057 (0.57%) LR Correlation: 0.89 OnTester result: 0
GHPR: 1.0055 (0.55%) LR Standard Error: 507.80
Total Trades: 33 Short Trades (won %): 15 (66.67%) Long Trades (won %): 18 (72.22%)
Total Deals: 66 Profit Trades (% of total): 23 (69.70%) Loss Trades (% of total): 10 (30.30%)
Largest profit trade: 520.60 Largest loss trade: -491.96
Average profit trade: 156.18 Average loss trade: -159.54
Maximum consecutive wins ($): 12 (2 534.77) Maximum consecutive losses ($): 2 (-509.06)
Maximal consecutive profit (count): 2 534.77 (12) Maximal consecutive loss (count): -509.06 (2)
Average consecutive wins: 4 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.73 Correlation (MFE,MAE): 0.5261
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 06:012EURUSDsell0.10 / 0.101.386802009.01.02 06:01filledPersisteneceAnti
2009.01.05 00:003EURUSDbuy0.10 / 0.101.388502009.01.05 00:00filled
2009.01.12 00:004EURUSDbuy0.10 / 0.101.346102009.01.12 00:00filledPersisteneceAnti
2009.02.09 00:005EURUSDsell0.10 / 0.101.297102009.02.09 00:00filled
2009.02.09 00:006EURUSDsell0.10 / 0.101.297102009.02.09 00:00filledPersisteneceAnti
2009.02.16 00:007EURUSDbuy0.10 / 0.101.279202009.02.16 00:00filled
2009.02.16 00:008EURUSDbuy0.10 / 0.101.279202009.02.16 00:00filledPersisteneceAnti
2009.02.23 00:009EURUSDsell0.10 / 0.101.281902009.02.23 00:00filled
2009.04.06 00:0010EURUSDbuy0.10 / 0.101.351622009.04.06 00:00filledPersisteneceAnti
2009.04.13 00:0011EURUSDsell0.10 / 0.101.318982009.04.13 00:00filled
2009.04.13 00:0012EURUSDsell0.10 / 0.101.318982009.04.13 00:00filledPersisteneceAnti
2009.04.27 00:0013EURUSDbuy0.10 / 0.101.324212009.04.27 00:00filled
2009.04.27 00:0014EURUSDbuy0.10 / 0.101.324212009.04.27 00:00filledPersisteneceAnti
2009.05.04 00:0115EURUSDsell0.10 / 0.101.328182009.05.04 00:01filled
2009.06.29 00:0016EURUSDbuy0.10 / 0.101.406362009.06.29 00:00filledPersisteneceAnti
2009.07.06 00:0017EURUSDsell0.10 / 0.101.395512009.07.06 00:00filled
2009.07.06 00:0018EURUSDsell0.10 / 0.101.395512009.07.06 00:00filledPersisteneceAnti
2009.07.20 00:0019EURUSDbuy0.10 / 0.101.411822009.07.20 00:00filled
2009.07.20 00:0020EURUSDbuy0.10 / 0.101.411822009.07.20 00:00filledPersisteneceAnti
2009.08.03 00:0121EURUSDsell0.10 / 0.101.427032009.08.03 00:01filled
2009.08.10 00:0122EURUSDsell0.10 / 0.101.418102009.08.10 00:01filledPersisteneceAnti
2009.08.17 00:0023EURUSDbuy0.10 / 0.101.418992009.08.17 00:00filled
2009.08.17 00:0024EURUSDbuy0.10 / 0.101.418992009.08.17 00:00filledPersisteneceAnti
2009.08.24 00:0025EURUSDsell0.10 / 0.101.434372009.08.24 00:00filled
2010.01.04 00:0026EURUSDsell0.10 / 0.101.432592010.01.04 00:00filledPersisteneceAnti
2010.01.11 00:0027EURUSDbuy0.10 / 0.101.441432010.01.11 00:00filled
2010.01.11 00:0028EURUSDbuy0.10 / 0.101.441432010.01.11 00:00filledPersisteneceAnti
2010.01.18 00:0029EURUSDsell0.10 / 0.101.434802010.01.18 00:00filled
2010.01.18 00:0030EURUSDsell0.10 / 0.101.434802010.01.18 00:00filledPersisteneceAnti
2010.02.01 00:0031EURUSDbuy0.10 / 0.101.386442010.02.01 00:00filled
2010.08.09 00:0032EURUSDsell0.10 / 0.101.328802010.08.09 00:00filledPersisteneceAnti
2010.08.16 00:0033EURUSDbuy0.10 / 0.101.276672010.08.16 00:00filled
2010.08.23 00:0034EURUSDbuy0.10 / 0.101.270682010.08.23 00:00filledPersisteneceAnti
2010.08.30 00:0035EURUSDsell0.10 / 0.101.276412010.08.30 00:00filled
2010.09.06 00:0036EURUSDsell0.10 / 0.101.289342010.09.06 00:00filledPersisteneceAnti
2010.09.13 00:0037EURUSDbuy0.10 / 0.101.270672010.09.13 00:00filled
2010.09.13 00:0038EURUSDbuy0.10 / 0.101.270672010.09.13 00:00filledPersisteneceAnti
2010.09.20 00:0039EURUSDsell0.10 / 0.101.304602010.09.20 00:00filled
2010.11.29 00:0040EURUSDbuy0.10 / 0.101.327672010.11.29 00:00filledPersisteneceAnti
2010.12.06 00:0041EURUSDsell0.10 / 0.101.340782010.12.06 00:00filled
2011.04.25 00:0042EURUSDbuy0.10 / 0.101.456542011.04.25 00:00filledPersisteneceAnti
2011.05.02 00:0043EURUSDsell0.10 / 0.101.482492011.05.02 00:00filled
2011.05.09 00:0044EURUSDsell0.10 / 0.101.436562011.05.09 00:00filledPersisteneceAnti
2011.05.23 00:0045EURUSDbuy0.10 / 0.101.413362011.05.23 00:00filled
2011.05.23 00:0046EURUSDbuy0.10 / 0.101.413362011.05.23 00:00filledPersisteneceAnti
2011.05.30 00:0047EURUSDsell0.10 / 0.101.430992011.05.30 00:00filled
2011.11.28 00:0048EURUSDbuy0.10 / 0.101.331192011.11.28 00:00filledPersisteneceAnti
2011.12.05 00:0049EURUSDsell0.10 / 0.101.340942011.12.05 00:00filled
2011.12.05 00:0050EURUSDsell0.10 / 0.101.340942011.12.05 00:00filledPersisteneceAnti
2011.12.12 00:0051EURUSDbuy0.10 / 0.101.336542011.12.12 00:00filled
2011.12.19 00:0052EURUSDbuy0.10 / 0.101.303422011.12.19 00:00filledPersisteneceAnti
2011.12.26 08:0053EURUSDsell0.10 / 0.101.304872011.12.26 08:00filled
2012.02.27 00:0054EURUSDbuy0.10 / 0.101.346152012.02.27 00:00filledPersisteneceAnti
2012.03.05 00:0055EURUSDsell0.10 / 0.101.319532012.03.05 00:00filled
2012.03.05 00:0056EURUSDsell0.10 / 0.101.319532012.03.05 00:00filledPersisteneceAnti
2012.03.12 00:0057EURUSDbuy0.10 / 0.101.311732012.03.12 00:00filled
2012.03.19 00:0058EURUSDbuy0.10 / 0.101.318112012.03.19 00:00filledPersisteneceAnti
2012.04.02 00:0059EURUSDsell0.10 / 0.101.335622012.04.02 00:00filled
2012.04.09 00:0060EURUSDsell0.10 / 0.101.309612012.04.09 00:00filledPersisteneceAnti
2012.04.16 00:0061EURUSDbuy0.10 / 0.101.307242012.04.16 00:00filled
2012.05.28 00:0062EURUSDbuy0.10 / 0.101.257242012.05.28 00:00filledPersisteneceAnti
2012.06.11 00:0063EURUSDsell0.10 / 0.101.264782012.06.11 00:00filled
2012.09.17 00:0064EURUSDsell0.10 / 0.101.312392012.09.17 00:00filledPersisteneceAnti
2012.09.24 00:0065EURUSDbuy0.10 / 0.101.298062012.09.24 00:00filled
2013.02.11 00:0066EURUSDsell0.10 / 0.101.336822013.02.11 00:00filledPersisteneceAnti
2013.02.18 00:0067EURUSDbuy0.10 / 0.101.335012013.02.18 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 06:012EURUSDsellin0.101.3868020.000.000.0010 000.00PersisteneceAnti
2009.01.05 00:003EURUSDbuyout0.101.3885030.00-0.10-17.009 982.90
2009.01.12 00:004EURUSDbuyin0.101.3461040.000.000.009 982.90PersisteneceAnti
2009.02.09 00:005EURUSDsellout0.101.2971050.00-1.96-490.009 490.94
2009.02.09 00:006EURUSDsellin0.101.2971060.000.000.009 490.94PersisteneceAnti
2009.02.16 00:007EURUSDbuyout0.101.2792070.00-0.70179.009 669.24
2009.02.16 00:008EURUSDbuyin0.101.2792080.000.000.009 669.24PersisteneceAnti
2009.02.23 00:009EURUSDsellout0.101.2819090.00-0.4927.009 695.75
2009.04.06 00:0010EURUSDbuyin0.101.35162100.000.000.009 695.75PersisteneceAnti
2009.04.13 00:0011EURUSDsellout0.101.31898110.00-0.49-326.409 368.86
2009.04.13 00:0012EURUSDsellin0.101.31898120.000.000.009 368.86PersisteneceAnti
2009.04.27 00:0013EURUSDbuyout0.101.32421130.00-1.40-52.309 315.16
2009.04.27 00:0014EURUSDbuyin0.101.32421140.000.000.009 315.16PersisteneceAnti
2009.05.04 00:0115EURUSDsellout0.101.32818150.00-0.4939.709 354.37
2009.06.29 00:0016EURUSDbuyin0.101.40636160.000.000.009 354.37PersisteneceAnti
2009.07.06 00:0017EURUSDsellout0.101.39551170.00-0.49-108.509 245.38
2009.07.06 00:0018EURUSDsellin0.101.39551180.000.000.009 245.38PersisteneceAnti
2009.07.20 00:0019EURUSDbuyout0.101.41182190.00-1.40-163.109 080.88
2009.07.20 00:0020EURUSDbuyin0.101.41182200.000.000.009 080.88PersisteneceAnti
2009.08.03 00:0121EURUSDsellout0.101.42703210.00-0.98152.109 232.00
2009.08.10 00:0122EURUSDsellin0.101.41810220.000.000.009 232.00PersisteneceAnti
2009.08.17 00:0023EURUSDbuyout0.101.41899230.00-0.70-8.909 222.40
2009.08.17 00:0024EURUSDbuyin0.101.41899240.000.000.009 222.40PersisteneceAnti
2009.08.24 00:0025EURUSDsellout0.101.43437250.00-0.49153.809 375.71
2010.01.04 00:0026EURUSDsellin0.101.43259260.000.000.009 375.71PersisteneceAnti
2010.01.11 00:0027EURUSDbuyout0.101.44143270.00-0.80-88.409 286.51
2010.01.11 00:0028EURUSDbuyin0.101.44143280.000.000.009 286.51PersisteneceAnti
2010.01.18 00:0029EURUSDsellout0.101.43480290.00-0.49-66.309 219.72
2010.01.18 00:0030EURUSDsellin0.101.43480300.000.000.009 219.72PersisteneceAnti
2010.02.01 00:0031EURUSDbuyout0.101.38644310.00-1.40483.609 701.92
2010.08.09 00:0032EURUSDsellin0.101.32880320.000.000.009 701.92PersisteneceAnti
2010.08.16 00:0033EURUSDbuyout0.101.27667330.00-0.70521.3010 222.52
2010.08.23 00:0034EURUSDbuyin0.101.27068340.000.000.0010 222.52PersisteneceAnti
2010.08.30 00:0035EURUSDsellout0.101.27641350.00-0.4957.3010 279.33
2010.09.06 00:0036EURUSDsellin0.101.28934360.000.000.0010 279.33PersisteneceAnti
2010.09.13 00:0037EURUSDbuyout0.101.27067370.00-0.70186.7010 465.33
2010.09.13 00:0038EURUSDbuyin0.101.27067380.000.000.0010 465.33PersisteneceAnti
2010.09.20 00:0039EURUSDsellout0.101.30460390.00-0.49339.3010 804.14
2010.11.29 00:0040EURUSDbuyin0.101.32767400.000.000.0010 804.14PersisteneceAnti
2010.12.06 00:0041EURUSDsellout0.101.34078410.00-0.49131.1010 934.75
2011.04.25 00:0042EURUSDbuyin0.101.45654420.000.000.0010 934.75PersisteneceAnti
2011.05.02 00:0043EURUSDsellout0.101.48249430.00-0.49259.5011 193.76
2011.05.09 00:0044EURUSDsellin0.101.43656440.000.000.0011 193.76PersisteneceAnti
2011.05.23 00:0045EURUSDbuyout0.101.41336450.00-1.40232.0011 424.36
2011.05.23 00:0046EURUSDbuyin0.101.41336460.000.000.0011 424.36PersisteneceAnti
2011.05.30 00:0047EURUSDsellout0.101.43099470.00-0.49176.3011 600.17
2011.11.28 00:0048EURUSDbuyin0.101.33119480.000.000.0011 600.17PersisteneceAnti
2011.12.05 00:0049EURUSDsellout0.101.34094490.00-0.4997.5011 697.18
2011.12.05 00:0050EURUSDsellin0.101.34094500.000.000.0011 697.18PersisteneceAnti
2011.12.12 00:0051EURUSDbuyout0.101.33654510.00-0.7044.0011 740.48
2011.12.19 00:0052EURUSDbuyin0.101.30342520.000.000.0011 740.48PersisteneceAnti
2011.12.26 08:0053EURUSDsellout0.101.30487530.00-0.4914.5011 754.49
2012.02.27 00:0054EURUSDbuyin0.101.34615540.000.000.0011 754.49PersisteneceAnti
2012.03.05 00:0055EURUSDsellout0.101.31953550.00-0.49-266.2011 487.80
2012.03.05 00:0056EURUSDsellin0.101.31953560.000.000.0011 487.80PersisteneceAnti
2012.03.12 00:0057EURUSDbuyout0.101.31173570.00-0.7078.0011 565.10
2012.03.19 00:0058EURUSDbuyin0.101.31811580.000.000.0011 565.10PersisteneceAnti
2012.04.02 00:0059EURUSDsellout0.101.33562590.00-0.98175.1011 739.22
2012.04.09 00:0060EURUSDsellin0.101.30961600.000.000.0011 739.22PersisteneceAnti
2012.04.16 00:0061EURUSDbuyout0.101.30724610.00-0.7023.7011 762.22
2012.05.28 00:0062EURUSDbuyin0.101.25724620.000.000.0011 762.22PersisteneceAnti
2012.06.11 00:0063EURUSDsellout0.101.26478630.00-0.9875.4011 836.64
2012.09.17 00:0064EURUSDsellin0.101.31239640.000.000.0011 836.64PersisteneceAnti
2012.09.24 00:0065EURUSDbuyout0.101.29806650.00-0.70143.3011 979.24
2013.02.11 00:0066EURUSDsellin0.101.33682660.000.000.0011 979.24PersisteneceAnti
2013.02.18 00:0067EURUSDbuyout0.101.33501670.00-0.7018.1011 996.64
0.00 -24.56 2 021.20 11 996.64