Championship2012 (EURUSD, 2 часа) - is a simple Expert Advisor. It uses moving average and optimized calculation of lots.
Strategy Tester Report
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MetaQuotes-Demo (Build 705)
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Settings |
| Expert: |
Championship2012_VIP2 |
| Symbol: |
EURUSD |
| Period: |
H2 (2012.01.01 - 2012.12.31) |
| Inputs: |
Expert_Title=Championship2012_VIP2 |
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Signal_ThresholdOpen=10 |
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Signal_ThresholdClose=10 |
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Signal_PriceLevel=0 |
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Signal_StopLevel=71 |
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Signal_TakeLevel=69 |
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Signal_Expiration=4 |
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Signal_DEMA_PeriodMA=6 |
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Signal_DEMA_Shift=0 |
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Signal_DEMA_Applied=3 |
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Signal_DEMA_Weight=1 |
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Signal_ITF_GoodHourOfDay=-1 |
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Signal_ITF_BadHoursOfDay=0 |
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Signal_ITF_GoodDayOfWeek=-1 |
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Signal_ITF_BadDaysOfWeek=0 |
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Signal_ITF_Weight=1 |
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Trailing_FixedPips_StopLevel=26 |
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Trailing_FixedPips_ProfitLevel=96 |
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Money_SizeOptimized_DecreaseFactor=5 |
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Money_SizeOptimized_Percent=10 |
| Broker: |
MetaQuotes Software Corp. |
| Currency: |
USD |
| Initial Deposit: |
10 000.00 |
| Leverage: |
1:100 |
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Results |
| History Quality: |
100% |
| Bars: |
2436 |
Ticks: |
15329602 |
Symbols: |
1 |
| Total Net Profit: |
25 162.59 |
Balance Drawdown Absolute: |
285.65 |
Equity Drawdown Absolute: |
395.15 |
| Gross Profit: |
125 138.07 |
Balance Drawdown Maximal: |
7 114.27 (18.00%) |
Equity Drawdown Maximal: |
8 325.43 (20.59%) |
| Gross Loss: |
-99 975.48 |
Balance Drawdown Relative: |
18.94% (3 976.64) |
Equity Drawdown Relative: |
21.10% (4 536.27) |
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| Profit Factor: |
1.25 |
Expected Payoff: |
40.85 |
Margin Level: |
943.42% |
| Recovery Factor: |
3.02 |
Sharpe Ratio: |
0.09 |
Z-Score: |
0.75 (54.67%) |
| AHPR: |
1.00 (0.23%) |
LR Correlation: |
0.97 |
OnTester result: |
0 |
| GHPR: |
1.00 (0.20%) |
LR Standard Error: |
2 185.52 |
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| Total Trades: |
616 |
Short Trades (won %): |
378 (39.42%) |
Long Trades (won %): |
238 (44.12%) |
| Total Deals: |
986 |
Profit Trades (% of total): |
254 (41.23%) |
Loss Trades (% of total): |
362 (58.77%) |
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Largest profit trade: |
3 700.00 |
Largest loss trade: |
-2 154.33 |
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Average profit trade: |
492.67 |
Average loss trade: |
-276.18 |
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Maximum consecutive wins ($): |
6 (3 494.54) |
Maximum consecutive losses ($): |
11 (-1 576.10) |
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Maximal consecutive profit (count): |
4 857.24 (2) |
Maximal consecutive loss (count): |
-3 334.36 (6) |
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Average consecutive wins: |
2 |
Average consecutive losses: |
2 |
