EA Analyzer Report
audjpy
Source: MetaTrader4 Backtest Resuts| Symbol | AUDJPY | Period | H1 : 19.12.2011 - 31.03.2015 |
|---|---|---|---|
| Initial deposit | 100.0 | Model | Все тики - Modelling quality: 99.90% |
| Parameters | Expert_VaBank="AUDJPY"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=101; TakeProfit=125; В_Х_О_Д="=============================================="; MinWeekBar=105; MaxWeekBar=455; Время_открытия="------------------"; StartMinut=15; MaxSpread=9; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=17; GAP1_TOut=7; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=0; GAP2_TOut=0; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=35; BU_Delta=41; Трал_ВЫХОД="-------------------"; tral_OUT_START=33; tral_OUT_par1=72.5; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=22; Технические="-------------------"; Slippage=20; Magic=17011; Comm="VB 5.5"; | ||
Total Profit
1834
pips
Profit in money
$ 145.54
Yearly Avg profit
564.31 pips
# of trades
72
Sharpe ratio
0.39
Profit factor
2.42
Return / DD ratio
9.08
Winning %
61.11 %
Drawdown
202 pips
% Drawdown
9.28 %
Daily Avg profit
1.53 pips
Monthly Avg profit
47.03 pips
Average trade
61.33 pips
Monthly Performance (pips)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2015 | 125 | 58 | -77 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 106 |
| 2014 | 181 | -8 | 115 | 0 | -43 | 0 | 0 | -16 | 85 | 39 | 34 | -73 | 314 |
| 2013 | 75 | 189 | -63 | 65 | 118 | 250 | -17 | 91 | 186 | -73 | -38 | -80 | 703 |
| 2012 | -73 | 197 | 142 | 51 | 118 | 278 | -8 | 0 | 54 | -39 | -42 | 10 | 688 |
| 2011 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 23 | 23 |
Stats
Strategy
| Wins/Losses Ratio | 1.57 | Payout Ratio (Avg Win/Loss) | 1.54 | Average # of Bars in Trade | 0 |
| AHPR | 1.31 | Z-Score | -0.68 | Z-Probability | 75.18 % |
| Expectancy | 61.33 | Deviation | 78.15 pips | Exposure | 0 % |
| Stagnation in Days | 245 | Stagnation in % | 20.47 % |
Trades
| # of Wins | 44 | # of Losses | 28 | ||||
| Gross Profit | 3125 pips | Gross Loss | -1291 pips | Average Win | 71.02 pips | Average Loss | -46.11 pips |
| Largest Win | 149 pips | Largest Loss | -101 pips | Max Consec Wins | 7 | Max Consec Losses | 4 |
| Avg Consec Wins | 2.75 | Avg Consec Loss | 1.65 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
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 | 19.12.2011 08:15:00 | 77.66 | 0.01 | 20.12.2011 16:00:00 | 77.56 | -10 pips | PT |
| 2 | SHORT | 26.12.2011 08:15:00 | 79.23 | 0.01 | 29.12.2011 00:58:00 | 78.9 | 33 pips | PT |
| 3 | SHORT | 23.01.2012 07:15:00 | 80.79 | 0.01 | 25.01.2012 02:05:00 | 81.52 | -73 pips | SL |
| 4 | SHORT | 20.02.2012 07:15:00 | 86.0 | 0.01 | 21.02.2012 09:30:00 | 85.28 | 72 pips | PT |
| 5 | SHORT | 27.02.2012 07:15:00 | 87.13 | 0.01 | 27.02.2012 18:38:00 | 85.88 | 125 pips | PT |
| 6 | SHORT | 19.03.2012 06:15:00 | 88.23 | 0.01 | 20.03.2012 16:32:00 | 88.06 | 17 pips | PT |
| 7 | LONG | 26.03.2012 06:15:00 | 86.29 | 0.01 | 27.03.2012 22:47:00 | 87.54 | 125 pips | PT |
| 8 | LONG | 09.04.2012 06:15:00 | 83.97 | 0.01 | 10.04.2012 10:42:00 | 84.48 | 51 pips | PT |
| 9 | LONG | 07.05.2012 06:15:00 | 81.17 | 0.01 | 08.05.2012 16:30:00 | 81.1 | -7 pips | SL |
| 10 | LONG | 21.05.2012 06:15:00 | 77.91 | 0.01 | 22.05.2012 23:19:00 | 79.16 | 125 pips | PT |
| 11 | LONG | 04.06.2012 06:15:00 | 75.7 | 0.01 | 05.06.2012 10:48:00 | 76.55 | 85 pips | PT |
| 12 | SHORT | 11.06.2012 06:15:00 | 79.5 | 0.01 | 12.06.2012 12:28:00 | 78.82 | 68 pips | SL |
| 13 | SHORT | 25.06.2012 06:15:00 | 80.81 | 0.01 | 25.06.2012 22:40:00 | 79.56 | 125 pips | PT |
| 14 | SHORT | 02.07.2012 06:15:00 | 81.92 | 0.01 | 03.07.2012 12:05:00 | 82.0 | -8 pips | SL |
| 15 | LONG | 03.09.2012 06:15:00 | 80.67 | 0.01 | 04.09.2012 14:43:00 | 80.62 | -5 pips | PT |
| 16 | SHORT | 17.09.2012 06:15:00 | 82.68 | 0.01 | 18.09.2012 10:20:00 | 82.09 | 59 pips | PT |
| 17 | SHORT | 22.10.2012 06:15:00 | 81.77 | 0.01 | 23.10.2012 17:02:00 | 82.16 | -39 pips | PT |
| 18 | SHORT | 19.11.2012 07:15:00 | 84.2 | 0.01 | 21.11.2012 17:56:00 | 85.21 | -101 pips | SL |
| 19 | SHORT | 26.11.2012 07:15:00 | 86.11 | 0.01 | 28.11.2012 10:50:00 | 85.52 | 59 pips | PT |
| 20 | SHORT | 17.12.2012 07:15:00 | 88.68 | 0.01 | 20.12.2012 07:16:00 | 88.12 | 56 pips | PT |
| 21 | LONG | 24.12.2012 07:15:00 | 87.78 | 0.01 | 26.12.2012 09:53:00 | 88.33 | 55 pips | PT |
| 22 | SHORT | 31.12.2012 07:15:00 | 88.99 | 0.01 | 01.01.2013 01:57:00 | 90.0 | -101 pips | SL |
| 23 | SHORT | 07.01.2013 07:15:00 | 92.54 | 0.01 | 08.01.2013 07:51:00 | 91.87 | 67 pips | PT |
| 24 | SHORT | 14.01.2013 07:15:00 | 94.18 | 0.01 | 15.01.2013 11:59:00 | 94.1 | 8 pips | PT |
| 25 | SHORT | 04.02.2013 07:15:00 | 96.66 | 0.01 | 05.02.2013 16:53:00 | 96.02 | 64 pips | PT |
| 26 | LONG | 11.02.2013 07:15:00 | 95.63 | 0.01 | 12.02.2013 06:42:00 | 96.88 | 125 pips | PT |
| 27 | LONG | 04.03.2013 07:15:00 | 95.23 | 0.01 | 06.03.2013 00:30:00 | 95.61 | 38 pips | PT |
| 28 | SHORT | 11.03.2013 13:15:00 | 98.3 | 0.01 | 12.03.2013 07:46:00 | 99.31 | -101 pips | SL |
| 29 | SHORT | 08.04.2013 06:15:00 | 101.84 | 0.01 | 08.04.2013 16:35:00 | 102.85 | -101 pips | SL |
| 30 | SHORT | 15.04.2013 13:15:00 | 102.12 | 0.01 | 16.04.2013 03:07:00 | 100.87 | 125 pips | PT |
| 31 | LONG | 29.04.2013 06:15:00 | 100.79 | 0.01 | 30.04.2013 05:07:00 | 101.2 | 41 pips | SL |
| 32 | SHORT | 06.05.2013 06:15:00 | 102.19 | 0.01 | 07.05.2013 10:12:00 | 101.53 | 66 pips | PT |
| 33 | LONG | 20.05.2013 06:15:00 | 100.33 | 0.01 | 21.05.2013 14:33:00 | 100.73 | 40 pips | PT |
| 34 | LONG | 27.05.2013 06:15:00 | 97.59 | 0.01 | 28.05.2013 09:23:00 | 97.71 | 12 pips | PT |
| 35 | LONG | 10.06.2013 06:15:00 | 92.16 | 0.01 | 10.06.2013 20:10:00 | 93.41 | 125 pips | PT |
| 36 | LONG | 17.06.2013 06:15:00 | 90.11 | 0.01 | 17.06.2013 15:04:00 | 91.36 | 125 pips | PT |
| 37 | SHORT | 08.07.2013 06:15:00 | 91.64 | 0.01 | 09.07.2013 10:30:00 | 91.98 | -34 pips | PT |
| 38 | LONG | 15.07.2013 13:15:00 | 90.33 | 0.01 | 16.07.2013 18:32:00 | 91.82 | 149 pips | PT |
| 39 | SHORT | 22.07.2013 06:15:00 | 92.21 | 0.01 | 23.07.2013 20:37:00 | 92.52 | -31 pips | SL |
| 40 | LONG | 29.07.2013 06:15:00 | 90.84 | 0.01 | 30.07.2013 02:55:00 | 89.83 | -101 pips | SL |
| 41 | LONG | 05.08.2013 06:15:00 | 88.29 | 0.01 | 06.08.2013 13:54:00 | 88.18 | -11 pips | PT |
| 42 | SHORT | 19.08.2013 06:15:00 | 89.65 | 0.01 | 20.08.2013 12:28:00 | 88.63 | 102 pips | PT |
| 43 | LONG | 02.09.2013 13:15:00 | 88.52 | 0.01 | 03.09.2013 09:19:00 | 89.77 | 125 pips | PT |
| 44 | SHORT | 09.09.2013 06:15:00 | 91.77 | 0.01 | 10.09.2013 09:12:00 | 92.16 | -39 pips | SL |
| 45 | LONG | 30.09.2013 06:15:00 | 91.15 | 0.01 | 01.10.2013 13:33:00 | 92.15 | 100 pips | PT |
| 46 | SHORT | 21.10.2013 06:15:00 | 94.55 | 0.01 | 22.10.2013 22:00:00 | 95.28 | -73 pips | SL |
| 47 | LONG | 25.11.2013 07:15:00 | 92.94 | 0.01 | 26.11.2013 20:23:00 | 92.56 | -38 pips | SL |
| 48 | LONG | 16.12.2013 07:15:00 | 92.52 | 0.01 | 17.12.2013 23:14:00 | 91.72 | -80 pips | SL |
| 49 | LONG | 20.01.2014 08:15:00 | 91.53 | 0.01 | 21.01.2014 11:01:00 | 92.09 | 56 pips | PT |
| 50 | LONG | 27.01.2014 08:15:00 | 88.57 | 0.01 | 27.01.2014 21:52:00 | 89.82 | 125 pips | PT |
| 51 | SHORT | 10.02.2014 08:15:00 | 91.74 | 0.01 | 11.02.2014 10:50:00 | 91.82 | -8 pips | SL |
| 52 | LONG | 03.03.2014 08:15:00 | 90.52 | 0.01 | 04.03.2014 11:03:00 | 90.93 | 41 pips | PT |
| 53 | SHORT | 10.03.2014 14:15:00 | 93.21 | 0.01 | 12.03.2014 02:11:00 | 92.94 | 27 pips | PT |
| 54 | LONG | 17.03.2014 07:15:00 | 91.27 | 0.01 | 17.03.2014 22:09:00 | 92.52 | 125 pips | PT |
| 55 | SHORT | 24.03.2014 07:15:00 | 93.01 | 0.01 | 24.03.2014 18:06:00 | 93.4 | -39 pips | SL |
| 56 | SHORT | 31.03.2014 07:15:00 | 95.19 | 0.01 | 31.03.2014 23:39:00 | 95.58 | -39 pips | SL |
| 57 | LONG | 26.05.2014 07:15:00 | 94.22 | 0.01 | 29.05.2014 00:39:00 | 93.79 | -43 pips | SL |
| 58 | SHORT | 25.08.2014 07:15:00 | 96.99 | 0.01 | 27.08.2014 20:12:00 | 97.15 | -16 pips | SL |
| 59 | SHORT | 08.09.2014 14:15:00 | 98.46 | 0.01 | 09.09.2014 23:39:00 | 98.07 | 39 pips | PT |
| 60 | LONG | 15.09.2014 07:15:00 | 96.71 | 0.01 | 17.09.2014 01:53:00 | 97.14 | 43 pips | PT |
| 61 | LONG | 29.09.2014 07:44:00 | 95.8 | 0.01 | 30.09.2014 23:19:00 | 95.83 | 3 pips | PT |
| 62 | LONG | 13.10.2014 07:15:00 | 93.43 | 0.01 | 14.10.2014 05:55:00 | 93.84 | 41 pips | SL |
| 63 | SHORT | 27.10.2014 06:15:00 | 95.32 | 0.01 | 28.10.2014 16:35:00 | 95.34 | -2 pips | SL |
| 64 | SHORT | 03.11.2014 07:15:00 | 98.86 | 0.01 | 03.11.2014 19:16:00 | 98.93 | -7 pips | SL |
| 65 | SHORT | 17.11.2014 07:15:00 | 102.13 | 0.01 | 18.11.2014 09:24:00 | 101.72 | 41 pips | SL |
| 66 | LONG | 01.12.2014 07:15:00 | 100.75 | 0.01 | 02.12.2014 15:25:00 | 101.03 | 28 pips | PT |
| 67 | LONG | 15.12.2014 07:15:00 | 97.75 | 0.01 | 16.12.2014 04:08:00 | 96.74 | -101 pips | SL |
| 68 | LONG | 26.01.2015 07:15:00 | 92.63 | 0.01 | 27.01.2015 01:07:00 | 93.88 | 125 pips | PT |
| 69 | LONG | 02.02.2015 07:15:00 | 90.95 | 0.01 | 03.02.2015 12:29:00 | 91.36 | 41 pips | SL |
| 70 | SHORT | 09.02.2015 14:15:00 | 92.28 | 0.01 | 10.02.2015 18:59:00 | 92.34 | -6 pips | PT |
| 71 | SHORT | 23.02.2015 07:15:00 | 93.38 | 0.01 | 25.02.2015 00:34:00 | 93.15 | 23 pips | SL |
| 72 | LONG | 30.03.2015 06:15:00 | 92.17 | 0.01 | 31.03.2015 16:47:00 | 91.4 | -77 pips | SL |