Strategy Tester Report
Quantum London Trading EA v1.6.1 m13-7-22[staxis]
Tickmill-Live (Build 950)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2016.01.11 00:00 - 2016.05.20 20:59 (2016.01.11 - 2016.05.21)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersmn=9990; comm="14_15"; manual=false; wait=0; onlylowerhigher=false; xdist=0; multi_xdist=1; exponent_factor_xdist=1; stop=false; fifo=false; xcandles=0; reverse=false; MaxWaiting=20; Slip=3; Spred=8; ber=false; percbedd=0; mm04="######################## ÁËÎÊ SL/TP ####################"; pointstp=0; dollartp=0; percequitytp=0; pointssl=0; dollarsl=0; percequitysl=0; indivtp=0; indivsl=0; stop_sl=false; mnn10="######################## ÁËÎÊ Close only in profit ####################"; CloseProfit_min=1; CloseProfit_max=100; CloseProfit=0.3; CloseProfit_Points=0; CP_ATR_perc=0; CP_ATR_Period=0; CP_ATR_ED=0; mn01="######################## ÁËÎÊ ÂÛÁÎÐÀ ËÎÒÀ ####################"; FixLot=0.01; PercentOfDepo=0.01; _multip_="ïðè çíà÷åíèÿõ ìíîæèòåé ëîòà > 0, ñëåäóþùèé ëîò = ïðåäûäóùèé ëîò * ìíîæèòåëü1 * ìíîæèòåëü2"; multip1=0; multip2=0; AccFreeMargin=0; mn02="======================= ñåêöèÿ Classical ====================="; T1=0.1; T2=0.2; T3=0.5; T4=0.13; T5=0.34; T6=0.89; mn03="======================= ñåêöèÿ Grid ====================="; grid=false; drawgrid=false; grid1size=0; grid1inc=0; grid1maxtrades=0; grid1lots=0; grid2size=0; grid2inc=0; grid2maxtrades=0; grid2lots=0; grid3size=0; grid3inc=0; grid3maxtrades=0; grid3lots=0; grid4size=0; grid4inc=0; grid4maxtrades=0; grid4lots=0; mmn01="######################## ÁËÎÊ ÊÎÍÒÐÎËß ÑÐÅÄÑÒ #############"; MaxPercDepo=0; MaxPercFree=100; mm01="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ îòëîæåííîãî îðäåðà ##"; Virt_Order_on=false; Virt_TS_on=false; Virt_Order_dist_perc=0; Virt_Order_Period=14; Virt_Order_color=Yellow; lmn0="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ Quantum ###############"; qde_general=13; qdc_general=11; ll50="#####################################################################"; ll51="====================================================================="; Stochastic_op_on=false; Stochastic_K_op=5; Stochastic_D_op=3; Stochastic_S_op=3; Stochastic_OS_op=50; Stochastic_OB_op=50; LL52="====================================================================="; Stochastic_cl_on=false; Stochastic_K_cl=5; Stochastic_D_cl=3; Stochastic_S_cl=3; Stochastic_OS_cl=20; Stochastic_OB_cl=80; qq2="-----------"; qq3="====================================================================="; MACD_Xtr_on=false; FastMA=12; SlowMA=26; Source=1; SourcePeriod=5; BackPeriod=444; xVolatility=0.5; Sens=0; qq4="====================================================================="; MACD_Xtr_cl_on=false; FastMA_cl=12; SlowMA_cl=26; Source_cl=1; SourcePeriod_cl=5; BackPeriod_cl=444; xVolatility_cl=0.5; Sens_cl=0; qq5="#####################################################################"; qq6="====================================================================="; Envelopes_on=false; MA_Period=14; MA_Shift=0; qq61="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2"; Deviation=0.1; qq7="====================================================================="; Envelopes_cl_on=false; MA_Period_cl=14; MA_Shift_cl=0; qq71="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2"; Deviation_cl=0.1; env_open_cl=false; ll9="#####################################################################"; ll10="====================================================================="; ChannelsFIBO_MTF_AD_EA_on=false; i_extremumDepth=78; i_maPeriod=100; ll12="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2;-8=100.0"; i_fiboLevel1=23.6; i_indBarsCount=10000; ll11="====================================================================="; ChannelsFIBO_MTF_AD_EA_cl_on=false; i_extremumDepth_cl=78; i_maPeriod_cl=100; ll13="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2;-8=100.0"; i_fiboLevel1_cl=23.6; i_indBarsCount_cl=10000; i_open_cl=false; ll20="#####################################################################"; ll21="====================================================================="; ChannelsFIBO_v2_MTF_AD_EA_on=false; i_extremumDepth_v2=78; i_maPeriod_v2=100; i_fiboLevel1_v2=23.6; i_indBarsCount_v2=10000;
Bars in test136580Ticks modelled10496537Modelling qualityn/a
Mismatched charts errors0
Initial deposit300.00Spread5
Total net profit43.36Gross profit50.51Gross loss-7.15
Profit factor7.06Expected payoff0.34
Absolute drawdown17.68Maximal drawdown21.02 (6.93%)Relative drawdown6.93% (21.02)
Total trades129Short positions (won %)45 (93.33%)Long positions (won %)84 (84.52%)
Profit trades (% of total)113 (87.60%)Loss trades (% of total)16 (12.40%)
Largestprofit trade2.08loss trade-2.19
Averageprofit trade0.45loss trade-0.45
Maximumconsecutive wins (profit in money)23 (6.94)consecutive losses (loss in money)3 (-0.44)
Maximalconsecutive profit (count of wins)10.40 (21)consecutive loss (count of losses)-3.98 (2)
Averageconsecutive wins10consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.12 14:08sell10.011.085580.000000.00000
22016.01.12 14:23close10.011.085200.000000.000000.38300.38
32016.01.12 14:51sell20.011.085590.000000.00000
42016.01.12 15:26close20.011.085260.000000.000000.33300.71
52016.01.14 14:26buy30.011.092210.000000.00000
62016.01.14 14:32close30.011.093490.000000.000001.28301.99
72016.01.14 14:50buy40.011.093490.000000.00000
82016.01.14 14:51buy50.011.093100.000000.00000
92016.01.15 14:05buy60.011.090890.000000.00000
102016.01.15 14:30buy70.011.089510.000000.00000
112016.01.15 14:31buy80.011.089240.000000.00000
122016.01.15 15:13close80.011.091320.000000.000002.08304.07
132016.01.15 15:13close70.011.091320.000000.000001.81305.88
142016.01.15 15:13close60.011.091320.000000.000000.43306.31
152016.01.15 15:13close50.011.091320.000000.00000-1.80304.51
162016.01.15 15:13close40.011.091320.000000.00000-2.19302.33
172016.01.18 14:13sell90.011.089800.000000.00000
182016.01.18 14:35close90.011.089500.000000.000000.30302.63
192016.01.19 14:41sell100.011.087160.000000.00000
202016.01.19 14:48close100.011.086560.000000.000000.60303.23
212016.01.20 14:00buy110.011.092520.000000.00000
222016.01.20 14:01buy120.011.092400.000000.00000
232016.01.20 17:10close120.011.092610.000000.000000.21303.44
242016.01.20 17:10close110.011.092610.000000.000000.09303.53
252016.01.21 14:03sell130.011.089700.000000.00000
262016.01.21 14:04sell140.011.089740.000000.00000
272016.01.21 15:40close140.011.089570.000000.000000.17303.70
282016.01.21 15:40close130.011.089570.000000.000000.13303.83
292016.01.25 14:12sell150.011.081860.000000.00000
302016.01.25 14:30close150.011.081550.000000.000000.31304.14
312016.01.25 14:43sell160.011.081820.000000.00000
322016.01.25 15:17close160.011.081460.000000.000000.36304.50
332016.01.27 14:04buy170.011.086890.000000.00000
342016.01.27 14:11close170.011.087270.000000.000000.38304.88
352016.01.27 14:45buy180.011.087040.000000.00000
362016.01.27 14:59close180.011.087530.000000.000000.49305.37
372016.01.29 14:56buy190.011.091640.000000.00000
382016.01.29 15:03close190.011.092060.000000.000000.42305.79
392016.02.03 14:02buy200.011.092660.000000.00000
402016.02.03 14:03buy210.011.092540.000000.00000
412016.02.03 14:04buy220.011.092500.000000.00000
422016.02.03 14:33close220.011.092810.000000.000000.31306.10
432016.02.03 14:33close210.011.092810.000000.000000.27306.37
442016.02.03 14:33close200.011.092810.000000.000000.15306.52
452016.02.03 14:46buy230.011.092610.000000.00000
462016.02.03 14:52buy240.011.092540.000000.00000
472016.02.03 14:53buy250.011.092420.000000.00000
482016.02.03 15:43close250.011.092670.000000.000000.25306.77
492016.02.03 15:43close240.011.092670.000000.000000.13306.90
502016.02.03 15:43close230.011.092670.000000.000000.06306.96
512016.02.04 14:39buy260.011.117590.000000.00000
522016.02.04 14:40buy270.011.116620.000000.00000
532016.02.04 15:01close270.011.117740.000000.000001.12308.08
542016.02.04 15:01close260.011.117740.000000.000000.15308.23
552016.02.05 14:32buy280.011.119780.000000.00000
562016.02.05 14:33buy290.011.119690.000000.00000
572016.02.05 14:46buy300.011.119520.000000.00000
582016.02.05 14:47buy310.011.119320.000000.00000
592016.02.05 14:48buy320.011.119270.000000.00000
602016.02.05 15:01close320.011.119710.000000.000000.44308.67
612016.02.05 15:01close310.011.119710.000000.000000.39309.06
622016.02.05 15:01close300.011.119710.000000.000000.19309.25
632016.02.05 15:01close290.011.119710.000000.000000.02309.27
642016.02.05 15:01close280.011.119710.000000.00000-0.07309.20
652016.02.08 14:00buy330.011.116200.000000.00000
662016.02.08 14:02buy340.011.116050.000000.00000
672016.02.08 19:01close340.011.116290.000000.000000.24309.44
682016.02.08 19:01close330.011.116290.000000.000000.09309.53
692016.02.09 14:21buy350.011.121510.000000.00000
702016.02.09 14:22buy360.011.121320.000000.00000
712016.02.09 14:38buy370.011.121380.000000.00000
722016.02.09 14:39buy380.011.121320.000000.00000
732016.02.09 14:40buy390.011.121310.000000.00000
742016.02.09 14:43buy400.011.120920.000000.00000
752016.02.09 14:49close400.011.122010.000000.000001.09310.62
762016.02.09 14:49close390.011.122010.000000.000000.70311.32
772016.02.09 14:49close380.011.122010.000000.000000.69312.01
782016.02.09 14:49close370.011.122010.000000.000000.63312.64
792016.02.09 14:49close360.011.122010.000000.000000.69313.33
802016.02.09 14:49close350.011.122010.000000.000000.50313.83
812016.02.11 14:17buy410.011.131340.000000.00000
822016.02.11 14:37close410.011.131880.000000.000000.54314.37
832016.02.17 14:41sell420.011.114850.000000.00000
842016.02.17 14:42sell430.011.114950.000000.00000
852016.02.17 15:11close430.011.114610.000000.000000.34314.71
862016.02.17 15:11close420.011.114610.000000.000000.24314.95
872016.02.19 14:15sell440.011.110460.000000.00000
882016.02.19 14:16sell450.011.110550.000000.00000
892016.02.19 14:28close450.011.109920.000000.000000.63315.58
902016.02.19 14:28close440.011.109920.000000.000000.54316.12
912016.02.19 14:48sell460.011.110240.000000.00000
922016.02.19 14:50sell470.011.110330.000000.00000
932016.02.19 15:57close470.011.110120.000000.000000.21316.33
942016.02.19 15:57close460.011.110120.000000.000000.12316.45
952016.02.23 14:17sell480.011.100840.000000.00000
962016.02.23 14:42close480.011.100370.000000.000000.47316.92
972016.02.24 14:24sell490.011.098260.000000.00000
982016.02.24 14:25sell500.011.098270.000000.00000
992016.02.24 14:37close500.011.097320.000000.000000.95317.87
1002016.02.24 14:37close490.011.097320.000000.000000.94318.81
1012016.02.25 14:52buy510.011.102770.000000.00000
1022016.02.25 14:59close510.011.103220.000000.000000.45319.26
1032016.02.26 14:52sell520.011.102300.000000.00000
1042016.02.26 14:54sell530.011.102490.000000.00000
1052016.02.26 14:55sell540.011.102510.000000.00000
1062016.02.26 15:48close540.011.102330.000000.000000.18319.44
1072016.02.26 15:48close530.011.102330.000000.000000.16319.60
1082016.02.26 15:48close520.011.102330.000000.00000-0.03319.57
1092016.03.01 14:38sell550.011.086670.000000.00000
1102016.03.01 14:39sell560.011.086740.000000.00000
1112016.03.01 17:25close560.011.086550.000000.000000.19319.76
1122016.03.01 17:25close550.011.086550.000000.000000.12319.88
1132016.03.03 14:06buy570.011.087520.000000.00000
1142016.03.03 14:16buy580.011.087400.000000.00000
1152016.03.03 14:33close580.011.087730.000000.000000.33320.21
1162016.03.03 14:33close570.011.087730.000000.000000.21320.42
1172016.03.03 14:55buy590.011.087990.000000.00000
1182016.03.03 15:15close590.011.088300.000000.000000.31320.73
1192016.03.04 14:55buy600.011.097860.000000.00000
1202016.03.04 15:00close600.011.098420.000000.000000.56321.29
1212016.03.08 14:37buy610.011.100890.000000.00000
1222016.03.08 14:38buy620.011.100780.000000.00000
1232016.03.08 14:52close620.011.101150.000000.000000.37321.66
1242016.03.08 14:52close610.011.101150.000000.000000.26321.92
1252016.03.10 14:43sell630.011.097350.000000.00000
1262016.03.10 15:32close630.011.097050.000000.000000.30322.22
1272016.03.14 14:00sell640.011.111350.000000.00000
1282016.03.14 14:01sell650.011.111480.000000.00000
1292016.03.14 14:17close650.011.110860.000000.000000.62322.84
1302016.03.14 14:17close640.011.110860.000000.000000.49323.33
1312016.03.16 14:06sell660.011.108770.000000.00000
1322016.03.16 14:13close660.011.108380.000000.000000.39323.72
1332016.03.17 14:11buy670.011.132040.000000.00000
1342016.03.17 14:35buy680.011.130600.000000.00000
1352016.03.17 14:43close680.011.131480.000000.000000.88324.60
1362016.03.17 14:43close670.011.131480.000000.00000-0.56324.04
1372016.03.18 14:18sell690.011.127890.000000.00000
1382016.03.18 14:48close690.011.127590.000000.000000.30324.34
1392016.03.21 14:35buy700.011.127310.000000.00000
1402016.03.21 14:40close700.011.127740.000000.000000.43324.77
1412016.03.21 14:51buy710.011.127470.000000.00000
1422016.03.21 15:30close710.011.127770.000000.000000.30325.07
1432016.03.22 14:41sell720.011.121380.000000.00000
1442016.03.22 14:42sell730.011.121620.000000.00000
1452016.03.22 14:43sell740.011.121660.000000.00000
1462016.03.22 14:44sell750.011.121830.000000.00000
1472016.03.22 16:12close750.011.121540.000000.000000.29325.36
1482016.03.22 16:12close740.011.121540.000000.000000.12325.48
1492016.03.22 16:12close730.011.121540.000000.000000.08325.56
1502016.03.22 16:12close720.011.121540.000000.00000-0.16325.40
1512016.03.29 14:27buy760.011.120700.000000.00000
1522016.03.29 14:42buy770.011.120590.000000.00000
1532016.03.29 14:43buy780.011.120560.000000.00000
1542016.03.29 14:47buy790.011.119710.000000.00000
1552016.03.29 15:24close790.011.120470.000000.000000.76326.16
1562016.03.29 15:24close780.011.120470.000000.00000-0.09326.07
1572016.03.29 15:24close770.011.120470.000000.00000-0.12325.95
1582016.03.29 15:24close760.011.120470.000000.00000-0.23325.72
1592016.03.30 14:07buy800.011.131390.000000.00000
1602016.03.30 14:15close800.011.132570.000000.000001.18326.90
1612016.04.01 14:06buy810.011.140600.000000.00000
1622016.04.01 14:14close810.011.141580.000000.000000.98327.88
1632016.04.01 14:33buy820.011.141700.000000.00000
1642016.04.01 14:45close820.011.142310.000000.000000.61328.49
1652016.04.05 14:34sell830.011.135710.000000.00000
1662016.04.05 14:35sell840.011.135870.000000.00000
1672016.04.05 16:47close840.011.135540.000000.000000.33328.82
1682016.04.05 16:47close830.011.135540.000000.000000.17328.99
1692016.04.06 14:20sell850.011.135670.000000.00000
1702016.04.06 14:24close850.011.135140.000000.000000.53329.52
1712016.04.06 14:46sell860.011.134070.000000.00000
1722016.04.06 14:47sell870.011.134080.000000.00000
1732016.04.06 15:02close870.011.133690.000000.000000.39329.91
1742016.04.06 15:02close860.011.133690.000000.000000.38330.29
1752016.04.08 14:26sell880.011.136800.000000.00000
1762016.04.08 14:36close880.011.136410.000000.000000.39330.68
1772016.04.11 14:50buy890.011.139840.000000.00000
1782016.04.11 14:51buy900.011.139610.000000.00000
1792016.04.11 14:52buy910.011.139500.000000.00000
1802016.04.11 15:17close910.011.139760.000000.000000.26330.94
1812016.04.11 15:17close900.011.139760.000000.000000.15331.09
1822016.04.11 15:17close890.011.139760.000000.00000-0.08331.01
1832016.04.18 14:41buy920.011.130310.000000.00000
1842016.04.18 14:59close920.011.130620.000000.000000.31331.32
1852016.04.19 14:15buy930.011.132970.000000.00000
1862016.04.19 14:25buy940.011.132940.000000.00000
1872016.04.19 14:29close940.011.133370.000000.000000.43331.75
1882016.04.19 14:29close930.011.133370.000000.000000.40332.15
1892016.04.20 14:21buy950.011.136770.000000.00000
1902016.04.20 14:32close950.011.137210.000000.000000.44332.59
1912016.04.21 14:44buy960.011.131530.000000.00000
1922016.04.21 14:50close960.011.133110.000000.000001.58334.17
1932016.04.25 14:39buy970.011.125600.000000.00000
1942016.04.25 14:57close970.011.125920.000000.000000.32334.49
1952016.04.26 14:37buy980.011.127710.000000.00000
1962016.04.26 15:11close980.011.128020.000000.000000.31334.80
1972016.04.27 14:19buy990.011.131100.000000.00000
1982016.04.27 14:20buy1000.011.130980.000000.00000
1992016.04.27 14:22buy1010.011.130820.000000.00000
2002016.04.27 14:40buy1020.011.130430.000000.00000
2012016.04.27 14:41buy1030.011.130310.000000.00000
2022016.04.27 14:42buy1040.011.130250.000000.00000
2032016.04.27 15:25close1040.011.130710.000000.000000.46335.26
2042016.04.27 15:25close1030.011.130710.000000.000000.40335.66
2052016.04.27 15:25close1020.011.130710.000000.000000.28335.94
2062016.04.27 15:25close1010.011.130710.000000.00000-0.11335.83
2072016.04.27 15:25close1000.011.130710.000000.00000-0.27335.56
2082016.04.27 15:25close990.011.130710.000000.00000-0.39335.17
2092016.04.28 14:11buy1050.011.134250.000000.00000
2102016.04.28 14:23close1050.011.134730.000000.000000.48335.65
2112016.04.28 14:44buy1060.011.134800.000000.00000
2122016.04.28 14:45buy1070.011.134690.000000.00000
2132016.04.28 14:58close1070.011.135070.000000.000000.38336.03
2142016.04.28 14:58close1060.011.135070.000000.000000.27336.30
2152016.04.29 14:48buy1080.011.138470.000000.00000
2162016.04.29 14:57close1080.011.139770.000000.000001.30337.60
2172016.05.02 14:10buy1090.011.147620.000000.00000
2182016.05.02 14:37close1090.011.148040.000000.000000.42338.02
2192016.05.02 14:50buy1100.011.147730.000000.00000
2202016.05.02 15:05close1100.011.148080.000000.000000.35338.37
2212016.05.03 14:09buy1110.011.157730.000000.00000
2222016.05.03 14:12buy1120.011.157690.000000.00000
2232016.05.03 14:23close1120.011.158150.000000.000000.46338.83
2242016.05.03 14:23close1110.011.158150.000000.000000.42339.25
2252016.05.03 14:42buy1130.011.157500.000000.00000
2262016.05.03 14:43buy1140.011.157160.000000.00000
2272016.05.03 14:54buy1150.011.156930.000000.00000
2282016.05.03 14:55buy1160.011.156860.000000.00000
2292016.05.03 14:56buy1170.011.156840.000000.00000
2302016.05.03 14:57buy1180.011.156790.000000.00000
2312016.05.03 14:58buy1190.011.156700.000000.00000
2322016.05.03 15:14close1190.011.157020.000000.000000.32339.57
2332016.05.03 15:14close1180.011.157020.000000.000000.23339.80
2342016.05.03 15:14close1170.011.157020.000000.000000.18339.98
2352016.05.03 15:14close1160.011.157020.000000.000000.16340.14
2362016.05.03 15:14close1150.011.157020.000000.000000.09340.23
2372016.05.03 15:14close1140.011.157020.000000.00000-0.14340.09
2382016.05.03 15:14close1130.011.157020.000000.00000-0.48339.61
2392016.05.04 14:00sell1200.011.148470.000000.00000
2402016.05.04 14:30sell1210.011.149810.000000.00000
2412016.05.04 15:56close1210.011.148910.000000.000000.90340.51
2422016.05.04 15:56close1200.011.148910.000000.00000-0.44340.07
2432016.05.11 14:30buy1220.011.139610.000000.00000
2442016.05.11 14:44close1220.011.139960.000000.000000.35340.42
2452016.05.11 14:48buy1230.011.139670.000000.00000
2462016.05.11 14:58close1230.011.140160.000000.000000.49340.91
2472016.05.12 14:09sell1240.011.139860.000000.00000
2482016.05.12 14:23close1240.011.139520.000000.000000.34341.25
2492016.05.13 14:28sell1250.011.135360.000000.00000
2502016.05.13 14:34close1250.011.135020.000000.000000.34341.59
2512016.05.13 14:51sell1260.011.135240.000000.00000
2522016.05.13 15:06close1260.011.134800.000000.000000.44342.03
2532016.05.17 14:34sell1270.011.132180.000000.00000
2542016.05.17 14:35sell1280.011.132190.000000.00000
2552016.05.17 14:38close1280.011.131710.000000.000000.48342.51
2562016.05.17 14:38close1270.011.131710.000000.000000.47342.98
2572016.05.19 14:09sell1290.011.120630.000000.00000
2582016.05.19 14:23close1290.011.120250.000000.000000.38343.36