EA Analyzer Report

MS3.39 Inomail-s2 EU-M1 (0.01-100$) Usred ExpMart (3,2.7) TMAline TMACG TMAinfo Stoh 03.01-09.05.14

Source: MetaTrader4 Backtest Resuts
Symbol EURUSD Period M1 : 06.01.2014 - 08.05.2014
Initial deposit 100.0 Model Все тики - Modelling quality: 99.90%
Parameters o1="Настройка параметров советника"; n1="1 Общие настройки советника"; n11="1.1 Название SET-а"; SetName="Пиздец всему"; n12="1.2 Служебные настройки"; Magic=12345678; Repeats=3; MaxSpread=16; CheckProlongationSignal=true; Alternation=false; IspolnenieECN=true; WorkOnlyNewBar=true; ColorForBuy=DeepSkyBlue; ColorForSell=Red; DeleyAtLoss=0; DelayAtProfit=0; DelayAtAll=0; DelayAtOpen=0; CommentToOrder="mix skalper-03-39"; timer=false; n13="1.3 Контрольные настройки к системе весов(сигналов)"; Porog=2; PorogClose=0; n2="2 Режим работы советника"; n21="2.1 Режим ручного помошника"; ModeSignal=0; n22="2.2 Стандартный режим"; n23="2.3 Локер"; LokerModeON=false; MaxLotsToSymbol=0; StepToProfit=0; n24="2.4 Усреднитель"; UsredOn=true; AllNap=true; OdrerLimitUsred=3; OsnTPForUsred=75; OsnSLForUsred=0; UsredSLLimit=25; UsredProgressMode=2; MinPointUsred=6; ProgresStartOrder=2; ProgresStep=2; ProgresMult=2; n3="3 Открытие сделки."; n31="3.1 Настройки ММ"; FixLot=0.01; ProtsD=0; StepFromDepo=0; ExpMart=true; KopLoss=false; MadMart=false; MadMartLimit=2; MartLimit=3; MartMult=2.7; CorrectUsredMult=false; HardMathUsred=false; n32="3.2 Открытие сделки по ИНДИКАТОРАМ"; n321="3.2.1 Genesis Matrix I"; Gen3on4=false; Gen4on4=false; n322="3.2.2 Genesis Matrix II"; Gen3on4_High=false; Gen4on4_High=false; n323="3.2.3 TMALine_2 I"; UseTMAL2=true; n324="3.2.4 TMALine_2 II"; UseTMAL2_High=false; n325="3.2.5 TMACG I"; UseTMACG=true; n326="3.2.6 TMACG II"; UseTMACG_High=false; n327="3.2.7 ExtremeTMAinfo040 I"; UseETMA040=false; n328="3.2.8 ExtremeTMAinfo040 II"; UseETMA040_High=true; n329="3.2.9 Stohastic I"; UseStohNap=true; UseStohZone=false; UseStohCros=false; n3210="3.2.10 Stohastic II"; UseStohNap_High=false; UseStohZone_High=false; UseStohCros_High=false; n3211="3.2.11 CrosMA"; UseCrosMA=false; n3212="3.2.12 ZWinnerColorSignal"; UseZWinnerColor=false; n3213="3.2.13 Adx Crossing"; UseAdxCrossing=false; n3214="3.2.14 adaptive Gann"; UseAdaptiveGann=false; n3215="3.2.15 rvmGann_sv8"; UseRVMGann=false; n3216="3.2.16 SSRC I"; UseSSRCNap=false; UseSSRCZone=false; UseSSRCCros=false; n3217="3.2.17 SSRC II"; UseSSRCNap_High=false; UseSSRCZone_High=false; UseSSRCCros_High=false; n3218="3.2.18 Ozymandias I"; UseOzymandias=false; n3219="3.2.19 Ozymandias II"; UseOzymandias_High=false; n33="3.3 Открытие сделки по системе ВЕСОВ"; n331="3.3.1 Genesis Matrix I"; GenHardSig=false; GenMatrWeigth=1; n332="3.3.2 Genesis Matrix II"; Gen_HighHardSig=false; Gen_HighWeigth=1; n333="3.3.3 TMALine_2 I"; TMAL2HardSig=false; TMAL2Weigth=4; n334="3.3.4 TMALine_2 II"; TMAL2_HighHardSig=false; TMAL2_HighWeigth=1; n335="3.3.5 TMACG I"; TMACGHardSig=true; TMACGWeigth=1; n336="3.3.6 TMACG II"; TMACG_HighHardSig=false; TMACGWeigth_High=1; n337="3.3.7 ExtremeTMAinfo040 I"; ETMA040HardSig=false; ETMA040Weigth=1; n338="3.3.8 ExtremeTMAinfo040 II"; ETMA040_HighHardSig=true; ETMA040_HighWeigth=1; n339="3.3.9 Stohastic I"; StohNapHardSig=false; StohZoneHardSig=false; StohCrosHardSig=false; StohNapWeigth=1; StohZoneWeigth=1; StohCrosWeigth=1; n3310="3.3.10 Stohastic II"; StohNap_HighHardSig=false; StohZone_HighHardSig=false; StohCros_HighHardSig=false; StohNap_HighWeigth=1; StohZone_HighWeigth=1; StohCros_HighWeigth=1; n3311="3.3.11 CrosMA"; CrosMAHardSig=false; CrosMAWeigth=1; n3312="3.3.12 ZWinnerColorSignal"; ZWinnerColorHardSig=false; ZWinnerColorWeigth=1; n3313="3.3.13 Adx crossing"; AdxCrossingHardSig=false; AdxCrossingWeigth=1; n3314="3.3.14 adaptive Gann"; AdaptiveGannHardSig=false; AdaptiveGannWeigth=1; n3315="3.3.15 rvmGann_sv8"; RVMGannHardSig=false; RVMGannWeigth=1; n3316="3.3.16 SSRC I"; SSRCNapHardSig=false; SSRCZoneHardSig=false; SSRCCrosHardSig=false; SSRCNapWeigth=1; SSRCZoneWeigth=1; SSRCZoneSmalWeigth=1; SSRCCrosWeigth=1; SSRCCrosSmalWeigth=1; n3317="3.3.17 SSRC II"; SSRCNap_HighHardSig=false; SSRCZone_HighHardSig=false; SSRCCros_HighHardSig=false; SSRCNap_HighWeigth=1; SSRCZone_HighWeigth=1; SSRCZoneSmal_HighWeigth=1; SSRCCros_HighWeigth=1; SSRCCrosSmal_HighWeigth=1; n3318="3.3.18 Ozymandias I";
Total Profit $ 336.76
Profit in pips 422.4 pips
Yearly Avg profit $ 1010.28
# of trades 111
Sharpe ratio 0.46
Profit factor 5.88
Return / DD ratio 14.99
Winning % 89.19 %
Drawdown $ 22.46
% Drawdown 7.19 %
Daily Avg profit $ 2.76
Monthly Avg profit $ 84.19
Average trade $ 4.28

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2014 125.09 66.64 64.01 78.01 3.01 0 0 0 0 0 0 0 336.76

Stats

Strategy

Wins/Losses Ratio8.25 Payout Ratio (Avg Win/Loss)0.71 Average # of Bars in Trade0
AHPR1.38 Z-Score-0.96 Z-Probability83.05 %
Expectancy3.03 Deviation $ 6.4 Exposure0 %
Stagnation in Days17 Stagnation in %13.93 %

Trades

# of Wins99 # of Losses12
Gross Profit $ 405.72 Gross Loss $ -68.96 Average Win $ 4.1 Average Loss $ -5.75
Largest Win $ 25.2 Largest Loss $ -22.46 Max Consec Wins34 Max Consec Losses2
Avg Consec Wins9 Avg Consec Loss1.2 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

Click on the chart to see bigger image
P/L by hour P/L by weekday P/L by month
Long vs Short trades Long vs Short P/L Trades by month
P/L by trade duration Wins/Losses by hour Wins/Losses Profit by weekday

Trades

Order Type Open time Open price Size Close time Close price Profit/Loss Comment
1 LONG 06.01.2014 14:38:00 1.3608 0.01 06.01.2014 17:18:00 1.361 $ 0.14 PT
2 LONG 06.01.2014 14:49:00 1.3605 0.03 06.01.2014 17:18:00 1.361 $ 1.38 PT
3 LONG 06.01.2014 14:54:00 1.3604 0.07 06.01.2014 17:18:00 1.361 $ 3.71 PT
4 LONG 06.01.2014 15:26:00 1.3601 0.2 06.01.2014 17:18:00 1.361 $ 18 PT
5 LONG 06.01.2014 22:00:00 1.3644 0.01 07.01.2014 14:05:00 1.3647 $ 0.28 PT
6 LONG 06.01.2014 22:06:00 1.3641 0.03 07.01.2014 14:05:00 1.3647 $ 1.74 PT
7 LONG 06.01.2014 22:12:00 1.3641 0.07 07.01.2014 14:05:00 1.3647 $ 4.69 PT
8 LONG 06.01.2014 22:23:00 1.3639 0.2 07.01.2014 14:05:00 1.3647 $ 16.6 PT
9 LONG 07.01.2014 14:54:00 1.3637 0.01 07.01.2014 15:14:00 1.3655 $ 1.75 PT
10 LONG 07.01.2014 16:19:00 1.3639 0.01 08.01.2014 07:51:00 1.3631 $ -0.79 PT
11 LONG 07.01.2014 16:23:00 1.3638 0.03 08.01.2014 07:51:00 1.3631 $ -1.98 PT
12 LONG 08.01.2014 06:15:00 1.3622 0.07 08.01.2014 07:51:00 1.3631 $ 6.44 PT
13 LONG 08.01.2014 06:19:00 1.3621 0.2 08.01.2014 07:51:00 1.3631 $ 19.6 PT
14 LONG 08.01.2014 08:46:00 1.3629 0.01 09.01.2014 11:42:00 1.3612 $ -1.75 PT
15 LONG 09.01.2014 11:20:00 1.3596 0.03 09.01.2014 11:42:00 1.3612 $ 4.77 PT
16 LONG 09.01.2014 12:38:00 1.3608 0.01 09.01.2014 13:28:00 1.3613 $ 0.46 PT
17 LONG 09.01.2014 13:25:00 1.3604 0.03 09.01.2014 13:28:00 1.3613 $ 2.55 PT
18 LONG 17.01.2014 01:30:00 1.3615 0.01 20.01.2014 16:10:00 1.3563 $ -5.15 PT
19 SHORT 17.01.2014 23:00:00 1.3531 0.01 20.01.2014 02:07:00 1.3529 $ 0.15 PT
20 SHORT 18.01.2014 00:43:00 1.3535 0.03 20.01.2014 02:07:00 1.3529 $ 1.86 PT
21 SHORT 18.01.2014 00:57:00 1.3538 0.07 20.01.2014 02:07:00 1.3529 $ 6.23 PT
22 LONG 20.01.2014 12:20:00 1.3552 0.03 20.01.2014 16:10:00 1.3563 $ 3.42 PT
23 LONG 20.01.2014 12:28:00 1.3549 0.07 20.01.2014 16:10:00 1.3563 $ 10.01 PT
24 SHORT 21.01.2014 04:00:00 1.3548 0.01 21.01.2014 11:05:00 1.353 $ 1.75 PT
25 LONG 21.01.2014 20:22:00 1.355 0.01 21.01.2014 22:36:00 1.3556 $ 0.56 PT
26 LONG 21.01.2014 20:24:00 1.355 0.03 21.01.2014 22:36:00 1.3556 $ 1.89 PT
27 LONG 21.01.2014 20:33:00 1.3548 0.07 21.01.2014 22:36:00 1.3556 $ 5.81 PT
28 LONG 22.01.2014 06:54:00 1.3568 0.01 22.01.2014 18:13:00 1.3564 $ -0.35 PT
29 LONG 22.01.2014 17:32:00 1.356 0.03 22.01.2014 18:13:00 1.3564 $ 1.41 PT
30 LONG 22.01.2014 17:40:00 1.3557 0.07 22.01.2014 18:13:00 1.3564 $ 4.9 PT
31 LONG 22.01.2014 17:49:00 1.3556 0.2 22.01.2014 18:13:00 1.3564 $ 17.4 PT
32 LONG 23.01.2014 14:50:00 1.3626 0.01 23.01.2014 16:01:00 1.3644 $ 1.75 PT
33 LONG 23.01.2014 20:42:00 1.3674 0.01 23.01.2014 21:44:00 1.3691 $ 1.75 PT
34 SHORT 28.01.2014 13:50:00 1.3641 0.01 28.01.2014 15:28:00 1.3638 $ 0.22 PT
35 SHORT 28.01.2014 14:32:00 1.3648 0.03 28.01.2014 15:28:00 1.3638 $ 2.79 PT
36 LONG 29.01.2014 12:05:00 1.3672 0.01 05.02.2014 16:12:00 1.3548 $ -12.4 PT
37 SHORT 30.01.2014 11:46:00 1.3619 0.01 30.01.2014 12:01:00 1.3602 $ 1.75 PT
38 SHORT 30.01.2014 13:59:00 1.3605 0.01 30.01.2014 15:52:00 1.3588 $ 1.75 PT
39 LONG 03.02.2014 15:20:00 1.3497 0.03 05.02.2014 16:12:00 1.3548 $ 15.39 PT
40 LONG 10.02.2014 12:20:00 1.3642 0.01 10.02.2014 18:46:00 1.3642 $ -0.01 PT
41 LONG 10.02.2014 12:27:00 1.3637 0.03 10.02.2014 18:46:00 1.3642 $ 1.47 PT
42 LONG 10.02.2014 12:33:00 1.3636 0.07 10.02.2014 18:46:00 1.3642 $ 4.27 PT
43 LONG 10.02.2014 12:46:00 1.3633 0.2 10.02.2014 18:46:00 1.3642 $ 17.4 PT
44 LONG 12.02.2014 10:31:00 1.3638 0.01 12.02.2014 12:46:00 1.3645 $ 0.65 PT
45 LONG 12.02.2014 10:38:00 1.3637 0.03 12.02.2014 12:46:00 1.3645 $ 2.34 PT
46 SHORT 12.02.2014 18:34:00 1.3583 0.01 26.02.2014 18:19:00 1.3668 $ -8.47 PT
47 LONG 12.02.2014 20:26:00 1.3583 0.01 13.02.2014 04:21:00 1.36 $ 1.75 PT
48 LONG 13.02.2014 07:11:00 1.3612 0.01 13.02.2014 09:13:00 1.363 $ 1.75 PT
49 LONG 14.02.2014 16:39:00 1.3701 0.01 17.02.2014 04:26:00 1.3718 $ 1.75 PT
50 LONG 17.02.2014 05:46:00 1.3709 0.01 18.02.2014 09:32:00 1.3713 $ 0.4 PT
51 LONG 18.02.2014 08:46:00 1.3706 0.03 18.02.2014 09:32:00 1.3713 $ 2.16 PT
52 LONG 18.02.2014 08:53:00 1.3705 0.07 18.02.2014 09:32:00 1.3713 $ 5.67 PT
53 LONG 18.02.2014 17:46:00 1.3753 0.01 18.02.2014 20:06:00 1.3759 $ 0.6 PT
54 LONG 18.02.2014 19:01:00 1.3751 0.03 18.02.2014 20:06:00 1.3759 $ 2.4 PT
55 LONG 19.02.2014 20:29:00 1.3758 0.01 20.02.2014 09:18:00 1.3762 $ 0.38 PT
56 LONG 19.02.2014 20:35:00 1.3753 0.03 20.02.2014 09:18:00 1.3762 $ 2.61 PT
57 SHORT 20.02.2014 12:56:00 1.3706 0.03 26.02.2014 18:19:00 1.3668 $ 11.46 PT
58 LONG 24.02.2014 14:17:00 1.3754 0.01 25.02.2014 16:26:00 1.3758 $ 0.45 PT
59 LONG 25.02.2014 11:47:00 1.3752 0.03 25.02.2014 16:26:00 1.3758 $ 1.77 PT
60 LONG 25.02.2014 11:50:00 1.3751 0.07 25.02.2014 16:26:00 1.3758 $ 4.76 PT
61 LONG 25.02.2014 12:06:00 1.375 0.2 25.02.2014 16:26:00 1.3758 $ 16.4 PT
62 SHORT 27.02.2014 14:06:00 1.3659 0.01 18.03.2014 17:54:00 1.3884 $ -22.46 PT
63 LONG 27.02.2014 18:55:00 1.3675 0.01 27.02.2014 19:07:00 1.3693 $ 1.75 PT
64 LONG 04.03.2014 12:09:00 1.3747 0.01 04.03.2014 13:52:00 1.3764 $ 1.75 PT
65 LONG 07.03.2014 16:07:00 1.3896 0.01 07.03.2014 16:32:00 1.3899 $ 0.3 PT
66 LONG 07.03.2014 16:32:00 1.389 0.03 07.03.2014 16:32:00 1.3899 $ 2.7 PT
67 LONG 10.03.2014 04:37:00 1.3885 0.01 10.03.2014 10:53:00 1.3891 $ 0.58 PT
68 LONG 10.03.2014 04:58:00 1.3883 0.03 10.03.2014 10:53:00 1.3891 $ 2.13 PT
69 LONG 10.03.2014 05:01:00 1.3883 0.07 10.03.2014 10:53:00 1.3891 $ 5.53 PT
70 LONG 11.03.2014 18:56:00 1.3868 0.01 12.03.2014 15:20:00 1.3885 $ 1.75 PT
71 LONG 12.03.2014 17:12:00 1.3883 0.01 12.03.2014 18:22:00 1.3901 $ 1.75 PT
72 LONG 12.03.2014 21:06:00 1.3903 0.01 12.03.2014 22:27:00 1.3908 $ 0.53 PT
73 LONG 12.03.2014 21:44:00 1.39 0.03 12.03.2014 22:27:00 1.3908 $ 2.46 PT
74 LONG 13.03.2014 13:20:00 1.3952 0.01 13.03.2014 14:47:00 1.3958 $ 0.66 PT
75 LONG 13.03.2014 13:55:00 1.395 0.03 13.03.2014 14:47:00 1.3958 $ 2.34 PT
76 LONG 14.03.2014 14:20:00 1.3886 0.01 14.03.2014 16:00:00 1.3889 $ 0.38 PT
77 LONG 14.03.2014 15:15:00 1.388 0.03 14.03.2014 16:00:00 1.3889 $ 2.64 PT
78 LONG 17.03.2014 19:32:00 1.3922 0.01 18.03.2014 14:49:00 1.3939 $ 1.75 PT
79 SHORT 18.03.2014 12:46:00 1.3911 0.03 18.03.2014 17:54:00 1.3884 $ 8.22 PT
80 SHORT 18.03.2014 12:53:00 1.3916 0.07 18.03.2014 17:54:00 1.3884 $ 22.54 PT
81 SHORT 20.03.2014 14:38:00 1.3772 0.01 20.03.2014 16:49:00 1.3765 $ 0.7 PT
82 SHORT 20.03.2014 16:34:00 1.3772 0.03 20.03.2014 16:49:00 1.3765 $ 2.28 PT
83 LONG 28.03.2014 18:03:00 1.3756 0.01 28.03.2014 18:48:00 1.3759 $ 0.29 PT
84 LONG 28.03.2014 18:17:00 1.375 0.03 28.03.2014 18:48:00 1.3759 $ 2.73 PT
85 LONG 07.04.2014 14:42:00 1.3729 0.01 07.04.2014 16:04:00 1.3731 $ 0.22 PT
86 LONG 07.04.2014 14:47:00 1.3727 0.03 07.04.2014 16:04:00 1.3731 $ 1.26 PT
87 LONG 07.04.2014 15:13:00 1.3723 0.07 07.04.2014 16:04:00 1.3731 $ 5.32 PT
88 LONG 07.04.2014 15:34:00 1.3723 0.2 07.04.2014 16:04:00 1.3731 $ 16.6 PT
89 LONG 07.04.2014 19:37:00 1.3737 0.01 08.04.2014 10:20:00 1.3755 $ 1.75 PT
90 LONG 08.04.2014 13:57:00 1.3763 0.01 08.04.2014 14:30:00 1.3781 $ 1.75 PT
91 LONG 08.04.2014 16:43:00 1.3794 0.01 08.04.2014 18:16:00 1.38 $ 0.55 PT
92 LONG 08.04.2014 17:45:00 1.3792 0.03 08.04.2014 18:16:00 1.38 $ 2.46 PT
93 LONG 09.04.2014 19:06:00 1.3811 0.01 09.04.2014 21:00:00 1.3815 $ 0.37 PT
94 LONG 09.04.2014 19:54:00 1.3806 0.03 09.04.2014 21:00:00 1.3815 $ 2.64 PT
95 LONG 10.04.2014 12:09:00 1.3853 0.01 10.04.2014 13:01:00 1.3871 $ 1.75 PT
96 LONG 10.04.2014 20:39:00 1.3883 0.01 11.04.2014 09:10:00 1.39 $ 1.75 PT
97 LONG 11.04.2014 21:29:00 1.3892 0.01 16.04.2014 10:38:00 1.3836 $ -5.61 PT
98 LONG 16.04.2014 09:51:00 1.3824 0.03 16.04.2014 10:38:00 1.3836 $ 3.66 PT
99 LONG 16.04.2014 10:01:00 1.3822 0.07 16.04.2014 10:38:00 1.3836 $ 10.15 PT
100 LONG 16.04.2014 12:38:00 1.384 0.01 17.04.2014 09:15:00 1.3844 $ 0.41 PT
101 LONG 17.04.2014 05:07:00 1.3836 0.03 17.04.2014 09:15:00 1.3844 $ 2.58 PT
102 LONG 17.04.2014 13:59:00 1.3852 0.01 23.04.2014 09:07:00 1.3825 $ -2.7 PT
103 LONG 17.04.2014 15:29:00 1.385 0.03 23.04.2014 09:07:00 1.3825 $ -7.29 PT
104 LONG 22.04.2014 16:12:00 1.3814 0.07 23.04.2014 09:07:00 1.3825 $ 8.19 PT
105 LONG 22.04.2014 16:14:00 1.3813 0.2 23.04.2014 09:07:00 1.3825 $ 25.2 PT
106 LONG 23.04.2014 09:52:00 1.3827 0.01 23.04.2014 11:14:00 1.3845 $ 1.75 PT
107 LONG 23.04.2014 14:45:00 1.3835 0.01 28.04.2014 10:20:00 1.3853 $ 1.75 PT
108 LONG 30.04.2014 16:59:00 1.3856 0.01 30.04.2014 18:06:00 1.3873 $ 1.75 PT
109 LONG 30.04.2014 18:36:00 1.3865 0.01 01.05.2014 09:06:00 1.3883 $ 1.75 PT
110 LONG 06.05.2014 15:48:00 1.3941 0.01 08.05.2014 14:45:00 1.3945 $ 0.37 PT
111 LONG 08.05.2014 14:29:00 1.3936 0.03 08.05.2014 14:45:00 1.3945 $ 2.64 PT
Report generated by StrategyQuant EA Analyzer