EA Analyzer Report

MS3.39 Inomail-s2 EU-M1 (0.01-100$) Usred ExpMart (3,2.7) TMAline TMACG TMAinfo Stoh 13.05-18.09.14

Source: MetaTrader4 Backtest Resuts
Symbol EURUSD Period M1 : 13.05.2014 - 16.09.2014
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 $ 295.04
Profit in pips 859.7 pips
Yearly Avg profit $ 885.12
# of trades 120
Sharpe ratio 0.51
Profit factor 11.92
Return / DD ratio 23.99
Winning % 90 %
Drawdown $ 12.3
% Drawdown 7.89 %
Daily Avg profit $ 2.34
Monthly Avg profit $ 73.76
Average trade $ 2.91

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2014 0 0 0 0 13.8 120.14 47.23 56.17 57.7 0 0 0 295.04

Stats

Strategy

Wins/Losses Ratio9 Payout Ratio (Avg Win/Loss)1.32 Average # of Bars in Trade0
AHPR1.18 Z-Score-0.05 Z-Probability52.06 %
Expectancy2.46 Deviation $ 3.92 Exposure0 %
Stagnation in Days10 Stagnation in %7.94 %

Trades

# of Wins108 # of Losses12
Gross Profit $ 322.07 Gross Loss $ -27.03 Average Win $ 2.98 Average Loss $ -2.25
Largest Win $ 25.6 Largest Loss $ -6.75 Max Consec Wins22 Max Consec Losses2
Avg Consec Wins9 Avg Consec Loss1.09 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 SHORT 13.05.2014 15:33:00 1.3713 0.01 13.05.2014 17:48:00 1.371 $ 0.31 PT
2 SHORT 13.05.2014 15:43:00 1.3719 0.03 13.05.2014 17:48:00 1.371 $ 2.67 PT
3 SHORT 15.05.2014 13:34:00 1.3664 0.01 20.05.2014 11:39:00 1.3682 $ -1.82 PT
4 LONG 15.05.2014 20:04:00 1.3705 0.01 16.05.2014 10:23:00 1.3722 $ 1.75 PT
5 SHORT 20.05.2014 10:38:00 1.3698 0.03 20.05.2014 11:39:00 1.3682 $ 4.83 PT
6 SHORT 20.05.2014 12:31:00 1.3689 0.01 21.05.2014 15:37:00 1.3671 $ 1.75 PT
7 LONG 20.05.2014 15:32:00 1.3698 0.01 21.05.2014 09:50:00 1.3716 $ 1.75 PT
8 SHORT 21.05.2014 17:20:00 1.3666 0.01 21.05.2014 20:11:00 1.3649 $ 1.75 PT
9 LONG 29.05.2014 14:23:00 1.3613 0.01 30.05.2014 16:15:00 1.363 $ 1.75 PT
10 LONG 30.05.2014 19:04:00 1.3635 0.01 03.06.2014 15:00:00 1.3626 $ -0.94 PT
11 SHORT 02.06.2014 13:32:00 1.3606 0.01 02.06.2014 18:28:00 1.3601 $ 0.48 PT
12 SHORT 02.06.2014 13:52:00 1.3609 0.03 02.06.2014 18:28:00 1.3601 $ 2.52 PT
13 LONG 02.06.2014 16:11:00 1.3612 0.03 03.06.2014 15:00:00 1.3626 $ 3.96 PT
14 LONG 03.06.2014 17:09:00 1.3631 0.01 03.06.2014 19:26:00 1.3629 $ -0.13 PT
15 LONG 03.06.2014 17:40:00 1.3625 0.03 03.06.2014 19:26:00 1.3629 $ 1.35 PT
16 LONG 03.06.2014 17:47:00 1.3622 0.07 03.06.2014 19:26:00 1.3629 $ 5.18 PT
17 LONG 03.06.2014 17:51:00 1.3621 0.2 03.06.2014 19:26:00 1.3629 $ 17 PT
18 SHORT 06.06.2014 13:37:00 1.3632 0.01 09.06.2014 14:16:00 1.3615 $ 1.75 PT
19 LONG 11.06.2014 10:05:00 1.3539 0.01 11.06.2014 14:29:00 1.3556 $ 1.75 PT
20 LONG 12.06.2014 19:11:00 1.355 0.01 12.06.2014 20:17:00 1.3553 $ 0.25 PT
21 LONG 12.06.2014 19:15:00 1.3547 0.03 12.06.2014 20:17:00 1.3553 $ 1.56 PT
22 LONG 12.06.2014 19:35:00 1.3543 0.07 12.06.2014 20:17:00 1.3553 $ 6.44 PT
23 LONG 12.06.2014 23:08:00 1.3562 0.01 13.06.2014 09:10:00 1.3566 $ 0.44 PT
24 LONG 13.06.2014 05:16:00 1.3557 0.03 13.06.2014 09:10:00 1.3566 $ 2.55 PT
25 LONG 13.06.2014 11:58:00 1.3571 0.01 16.06.2014 15:44:00 1.3547 $ -2.44 PT
26 LONG 13.06.2014 12:37:00 1.3569 0.03 16.06.2014 15:44:00 1.3547 $ -6.75 PT
27 SHORT 13.06.2014 15:42:00 1.3541 0.01 13.06.2014 18:57:00 1.3524 $ 1.75 PT
28 SHORT 16.06.2014 12:05:00 1.3529 0.01 20.06.2014 15:31:00 1.3578 $ -4.86 PT
29 LONG 16.06.2014 14:47:00 1.3537 0.07 16.06.2014 15:44:00 1.3547 $ 6.72 PT
30 LONG 16.06.2014 15:16:00 1.3534 0.2 16.06.2014 15:44:00 1.3547 $ 25.6 PT
31 LONG 16.06.2014 17:51:00 1.3561 0.01 16.06.2014 18:53:00 1.3578 $ 1.75 PT
32 LONG 16.06.2014 19:22:00 1.3567 0.01 17.06.2014 03:28:00 1.3585 $ 1.75 PT
33 LONG 19.06.2014 13:46:00 1.3628 0.01 19.06.2014 16:40:00 1.3633 $ 0.53 PT
34 LONG 19.06.2014 13:51:00 1.3625 0.03 19.06.2014 16:40:00 1.3633 $ 2.46 PT
35 SHORT 20.06.2014 13:36:00 1.3604 0.03 20.06.2014 15:31:00 1.3578 $ 7.86 PT
36 SHORT 20.06.2014 16:37:00 1.3578 0.01 20.06.2014 17:32:00 1.3574 $ 0.43 PT
37 SHORT 20.06.2014 16:56:00 1.3581 0.03 20.06.2014 17:32:00 1.3574 $ 1.98 PT
38 SHORT 20.06.2014 17:03:00 1.3582 0.07 20.06.2014 17:32:00 1.3574 $ 5.81 PT
39 LONG 23.06.2014 00:54:00 1.3592 0.01 23.06.2014 05:56:00 1.361 $ 1.75 PT
40 LONG 23.06.2014 09:39:00 1.3606 0.01 23.06.2014 20:03:00 1.3598 $ -0.87 PT
41 LONG 23.06.2014 16:09:00 1.3594 0.03 23.06.2014 20:03:00 1.3598 $ 1.05 PT
42 LONG 23.06.2014 16:51:00 1.3586 0.07 23.06.2014 20:03:00 1.3598 $ 8.05 PT
43 LONG 24.06.2014 10:17:00 1.3606 0.01 24.06.2014 11:09:00 1.3611 $ 0.5 PT
44 LONG 24.06.2014 10:21:00 1.3605 0.03 24.06.2014 11:09:00 1.3611 $ 1.98 PT
45 LONG 24.06.2014 11:04:00 1.3603 0.07 24.06.2014 11:09:00 1.3611 $ 5.81 PT
46 LONG 24.06.2014 14:46:00 1.362 0.01 25.06.2014 15:30:00 1.3625 $ 0.5 PT
47 LONG 24.06.2014 15:11:00 1.3617 0.03 25.06.2014 15:30:00 1.3625 $ 2.49 PT
48 SHORT 24.06.2014 20:17:00 1.3594 0.01 26.06.2014 16:40:00 1.3587 $ 0.67 PT
49 SHORT 24.06.2014 20:24:00 1.3595 0.03 26.06.2014 16:40:00 1.3587 $ 2.31 PT
50 LONG 25.06.2014 16:11:00 1.3636 0.01 27.06.2014 19:45:00 1.3638 $ 0.28 PT
51 LONG 27.06.2014 18:25:00 1.3632 0.03 27.06.2014 19:45:00 1.3638 $ 1.98 PT
52 LONG 27.06.2014 18:49:00 1.363 0.07 27.06.2014 19:45:00 1.3638 $ 5.95 PT
53 SHORT 04.07.2014 12:13:00 1.3592 0.01 10.07.2014 17:00:00 1.3601 $ -0.92 PT
54 LONG 07.07.2014 13:07:00 1.3593 0.01 07.07.2014 13:59:00 1.3596 $ 0.31 PT
55 LONG 07.07.2014 13:10:00 1.3591 0.03 07.07.2014 13:59:00 1.3596 $ 1.53 PT
56 LONG 07.07.2014 13:30:00 1.3587 0.07 07.07.2014 13:59:00 1.3596 $ 6.37 PT
57 LONG 09.07.2014 09:57:00 1.362 0.01 09.07.2014 17:14:00 1.3627 $ 0.69 PT
58 LONG 09.07.2014 10:03:00 1.3619 0.03 09.07.2014 17:14:00 1.3627 $ 2.31 PT
59 LONG 09.07.2014 19:02:00 1.363 0.01 09.07.2014 21:14:00 1.3634 $ 0.39 PT
60 LONG 09.07.2014 19:14:00 1.3627 0.03 09.07.2014 21:14:00 1.3634 $ 1.86 PT
61 LONG 09.07.2014 20:05:00 1.3625 0.07 09.07.2014 21:14:00 1.3634 $ 5.95 PT
62 SHORT 10.07.2014 15:38:00 1.3614 0.03 10.07.2014 17:00:00 1.3601 $ 3.9 PT
63 LONG 11.07.2014 11:56:00 1.3613 0.01 14.07.2014 10:09:00 1.3614 $ 0.16 PT
64 LONG 11.07.2014 12:58:00 1.3607 0.03 14.07.2014 10:09:00 1.3614 $ 2.07 PT
65 LONG 11.07.2014 13:01:00 1.3606 0.07 14.07.2014 10:09:00 1.3614 $ 6.02 PT
66 LONG 14.07.2014 12:10:00 1.3626 0.01 14.07.2014 14:03:00 1.363 $ 0.43 PT
67 LONG 14.07.2014 12:46:00 1.3621 0.03 14.07.2014 14:03:00 1.363 $ 2.58 PT
68 SHORT 16.07.2014 13:38:00 1.3538 0.01 17.07.2014 17:57:00 1.352 $ 1.75 PT
69 LONG 18.07.2014 12:35:00 1.3529 0.01 21.07.2014 06:47:00 1.3535 $ 0.6 PT
70 LONG 18.07.2014 12:46:00 1.3528 0.03 21.07.2014 06:47:00 1.3535 $ 2.01 PT
71 LONG 21.07.2014 01:03:00 1.3527 0.07 21.07.2014 06:47:00 1.3535 $ 5.67 PT
72 SHORT 22.07.2014 14:48:00 1.3487 0.01 22.07.2014 15:32:00 1.347 $ 1.75 PT
73 LONG 23.07.2014 14:51:00 1.3467 0.01 24.07.2014 11:48:00 1.3485 $ 1.75 PT
74 SHORT 25.07.2014 12:56:00 1.345 0.01 25.07.2014 15:18:00 1.3433 $ 1.75 PT
75 LONG 28.07.2014 13:02:00 1.3436 0.01 01.08.2014 15:07:00 1.3402 $ -3.45 PT
76 SHORT 29.07.2014 16:40:00 1.3421 0.01 30.07.2014 09:16:00 1.3403 $ 1.75 PT
77 LONG 01.08.2014 14:02:00 1.3396 0.03 01.08.2014 15:07:00 1.3402 $ 1.68 PT
78 LONG 01.08.2014 14:22:00 1.3394 0.07 01.08.2014 15:07:00 1.3402 $ 5.32 PT
79 LONG 01.08.2014 14:40:00 1.3392 0.2 01.08.2014 15:07:00 1.3402 $ 19.6 PT
80 LONG 01.08.2014 15:23:00 1.3392 0.01 01.08.2014 15:30:00 1.341 $ 1.75 PT
81 SHORT 05.08.2014 13:58:00 1.3392 0.01 05.08.2014 17:00:00 1.3374 $ 1.75 PT
82 SHORT 06.08.2014 15:26:00 1.335 0.01 19.08.2014 15:33:00 1.3332 $ 1.75 PT
83 LONG 08.08.2014 10:27:00 1.3384 0.01 08.08.2014 11:22:00 1.3387 $ 0.29 PT
84 LONG 08.08.2014 10:56:00 1.3378 0.03 08.08.2014 11:22:00 1.3387 $ 2.73 PT
85 LONG 12.08.2014 17:19:00 1.3349 0.01 12.08.2014 20:29:00 1.3367 $ 1.75 PT
86 LONG 13.08.2014 17:12:00 1.3376 0.01 14.08.2014 12:28:00 1.3393 $ 1.75 PT
87 LONG 14.08.2014 13:15:00 1.3373 0.01 14.08.2014 15:41:00 1.3391 $ 1.75 PT
88 LONG 14.08.2014 17:40:00 1.3387 0.01 15.08.2014 11:39:00 1.3391 $ 0.46 PT
89 LONG 14.08.2014 17:54:00 1.3383 0.03 15.08.2014 11:39:00 1.3391 $ 2.55 PT
90 LONG 15.08.2014 12:05:00 1.3383 0.01 15.08.2014 15:45:00 1.34 $ 1.75 PT
91 LONG 21.08.2014 13:05:00 1.3263 0.01 21.08.2014 17:07:00 1.328 $ 1.75 PT
92 LONG 21.08.2014 19:51:00 1.3279 0.01 22.08.2014 06:06:00 1.3284 $ 0.5 PT
93 LONG 21.08.2014 20:07:00 1.3275 0.03 22.08.2014 06:06:00 1.3284 $ 2.52 PT
94 LONG 27.08.2014 11:26:00 1.3181 0.01 27.08.2014 14:47:00 1.3187 $ 0.57 PT
95 LONG 27.08.2014 11:29:00 1.318 0.03 27.08.2014 14:47:00 1.3187 $ 2.04 PT
96 LONG 27.08.2014 11:40:00 1.3179 0.07 27.08.2014 14:47:00 1.3187 $ 5.6 PT
97 SHORT 29.08.2014 10:32:00 1.317 0.01 29.08.2014 18:26:00 1.3153 $ 1.75 PT
98 LONG 29.08.2014 15:47:00 1.3182 0.01 03.09.2014 11:00:00 1.3148 $ -3.44 PT
99 LONG 01.09.2014 12:49:00 1.314 0.03 03.09.2014 11:00:00 1.3148 $ 2.43 PT
100 LONG 01.09.2014 13:26:00 1.3135 0.07 03.09.2014 11:00:00 1.3148 $ 9.31 PT
101 LONG 05.09.2014 14:00:00 1.2955 0.01 05.09.2014 14:17:00 1.2961 $ 0.53 PT
102 LONG 05.09.2014 14:04:00 1.2952 0.03 05.09.2014 14:17:00 1.2961 $ 2.49 PT
103 LONG 05.09.2014 15:05:00 1.2953 0.01 05.09.2014 15:30:00 1.297 $ 1.75 PT
104 SHORT 09.09.2014 08:04:00 1.2877 0.01 09.09.2014 11:00:00 1.2871 $ 0.63 PT
105 SHORT 09.09.2014 08:11:00 1.2879 0.03 09.09.2014 11:00:00 1.2871 $ 2.37 PT
106 LONG 09.09.2014 15:44:00 1.2889 0.01 09.09.2014 17:28:00 1.2907 $ 1.75 PT
107 LONG 09.09.2014 19:06:00 1.2907 0.01 09.09.2014 19:44:00 1.2924 $ 1.75 PT
108 LONG 10.09.2014 14:28:00 1.2939 0.01 11.09.2014 14:59:00 1.2927 $ -1.2 PT
109 LONG 11.09.2014 12:54:00 1.2923 0.03 11.09.2014 14:59:00 1.2927 $ 1.14 PT
110 LONG 11.09.2014 13:36:00 1.2915 0.07 11.09.2014 14:59:00 1.2927 $ 8.26 PT
111 LONG 12.09.2014 20:36:00 1.2963 0.01 12.09.2014 23:56:00 1.2961 $ -0.21 PT
112 LONG 12.09.2014 20:48:00 1.2957 0.03 12.09.2014 23:56:00 1.2961 $ 1.14 PT
113 LONG 12.09.2014 20:59:00 1.2951 0.07 12.09.2014 23:56:00 1.2961 $ 7.28 PT
114 LONG 15.09.2014 19:40:00 1.2935 0.01 16.09.2014 04:34:00 1.2952 $ 1.75 PT
115 LONG 16.09.2014 05:13:00 1.2951 0.01 16.09.2014 12:56:00 1.2954 $ 0.3 PT
116 LONG 16.09.2014 05:18:00 1.295 0.03 16.09.2014 12:56:00 1.2954 $ 1.47 PT
117 LONG 16.09.2014 06:33:00 1.2945 0.07 16.09.2014 12:56:00 1.2954 $ 6.51 PT
118 LONG 16.09.2014 13:36:00 1.2949 0.01 16.09.2014 15:05:00 1.2952 $ 0.29 PT
119 LONG 16.09.2014 13:40:00 1.2945 0.03 16.09.2014 15:05:00 1.2952 $ 2.22 PT
120 LONG 16.09.2014 13:52:00 1.2944 0.07 16.09.2014 15:05:00 1.2952 $ 5.74 PT
Report generated by StrategyQuant EA Analyzer