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="20_21"; 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=11; qdc_general=10; 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 profit26.87Gross profit39.96Gross loss-13.09
Profit factor3.05Expected payoff0.30
Absolute drawdown27.74Maximal drawdown30.70 (10.13%)Relative drawdown10.13% (30.70)
Total trades91Short positions (won %)43 (93.02%)Long positions (won %)48 (91.67%)
Profit trades (% of total)84 (92.31%)Loss trades (% of total)7 (7.69%)
Largestprofit trade2.27loss trade-10.67
Averageprofit trade0.48loss trade-1.87
Maximumconsecutive wins (profit in money)18 (8.33)consecutive losses (loss in money)1 (-10.67)
Maximalconsecutive profit (count of wins)8.33 (18)consecutive loss (count of losses)-10.67 (1)
Averageconsecutive wins12consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.11 20:33sell10.011.089340.000000.00000
22016.01.11 20:46close10.011.088880.000000.000000.46300.46
32016.01.12 20:30sell20.011.083720.000000.00000
42016.01.12 20:47close20.011.083200.000000.000000.52300.98
52016.01.13 20:24buy30.011.084730.000000.00000
62016.01.13 20:39close30.011.085420.000000.000000.69301.67
72016.01.14 20:22sell40.011.086370.000000.00000
82016.01.14 20:27sell50.011.086770.000000.00000
92016.01.14 20:36close50.011.085940.000000.000000.83302.50
102016.01.14 20:36close40.011.085940.000000.000000.43302.93
112016.01.15 20:37buy60.011.097100.000000.00000
122016.01.15 20:44buy70.011.095970.000000.00000
132016.01.15 20:52buy80.011.095350.000000.00000
142016.01.20 11:20close80.011.096290.000000.000000.89303.82
152016.01.20 11:20close70.011.096290.000000.000000.27304.09
162016.01.20 11:20close60.011.096290.000000.00000-0.86303.24
172016.01.20 20:58buy90.011.092070.000000.00000
182016.01.20 21:16close90.011.092370.000000.000000.30303.54
192016.01.21 20:08sell100.011.083960.000000.00000
202016.01.21 20:15sell110.011.084150.000000.00000
212016.01.21 20:28close110.011.083520.000000.000000.63304.17
222016.01.21 20:28close100.011.083520.000000.000000.44304.61
232016.01.21 20:56sell120.011.084280.000000.00000
242016.01.21 21:05close120.011.083700.000000.000000.58305.19
252016.01.26 20:23buy130.011.084090.000000.00000
262016.01.26 20:59close130.011.084430.000000.000000.34305.53
272016.01.27 20:30buy140.011.086340.000000.00000
282016.01.27 20:41close140.011.086950.000000.000000.61306.14
292016.01.28 20:36buy150.011.094650.000000.00000
302016.01.28 20:46close150.011.095150.000000.000000.50306.64
312016.01.28 20:58buy160.011.094530.000000.00000
322016.01.28 21:02close160.011.095100.000000.000000.57307.21
332016.01.29 20:58sell170.011.083730.000000.00000
342016.01.29 21:31close170.011.083410.000000.000000.32307.53
352016.02.01 20:52buy180.011.088990.000000.00000
362016.02.01 21:13close180.011.089300.000000.000000.31307.84
372016.02.02 20:27buy190.011.090490.000000.00000
382016.02.02 20:34close190.011.090800.000000.000000.31308.15
392016.02.03 20:01buy200.011.104800.000000.00000
402016.02.03 20:26close200.011.105760.000000.000000.96309.11
412016.02.04 20:11buy210.011.118850.000000.00000
422016.02.04 20:26close210.011.119210.000000.000000.36309.47
432016.02.05 20:21sell220.011.114310.000000.00000
442016.02.05 20:28close220.011.113780.000000.000000.53310.00
452016.02.09 20:52buy230.011.131550.000000.00000
462016.02.11 04:19close230.011.131990.000000.000000.38310.37
472016.02.11 20:27buy240.011.135260.000000.00000
482016.02.11 20:41close240.011.135720.000000.000000.46310.83
492016.02.11 20:48buy250.011.134620.000000.00000
502016.02.11 22:31close250.011.134930.000000.000000.31311.14
512016.02.15 20:46sell260.011.114600.000000.00000
522016.02.15 20:55sell270.011.115120.000000.00000
532016.02.15 22:58close270.011.114700.000000.000000.42311.56
542016.02.15 22:58close260.011.114700.000000.00000-0.10311.46
552016.02.16 20:14sell280.011.114430.000000.00000
562016.02.16 20:19sell290.011.114900.000000.00000
572016.02.16 20:26close290.011.114270.000000.000000.63312.09
582016.02.16 20:26close280.011.114270.000000.000000.16312.25
592016.02.17 20:56sell300.011.114200.000000.00000
602016.02.17 21:48close300.011.113820.000000.000000.38312.63
612016.02.18 20:14sell310.011.110020.000000.00000
622016.02.18 20:18sell320.011.110880.000000.00000
632016.02.18 20:24close320.011.109490.000000.000001.39314.02
642016.02.18 20:24close310.011.109490.000000.000000.53314.55
652016.02.18 20:53sell330.011.110090.000000.00000
662016.02.18 22:09close330.011.109780.000000.000000.31314.86
672016.02.22 20:54sell340.011.102410.000000.00000
682016.02.22 21:04close340.011.102010.000000.000000.40315.26
692016.02.23 20:38sell350.011.102300.000000.00000
702016.02.23 20:56close350.011.101990.000000.000000.31315.57
712016.02.25 20:00buy360.011.102500.000000.00000
722016.02.25 20:08buy370.011.102220.000000.00000
732016.02.25 20:24close370.011.102550.000000.000000.33315.90
742016.02.25 20:24close360.011.102550.000000.000000.05315.95
752016.02.26 20:56sell380.011.092790.000000.00000
762016.02.26 21:04close380.011.092430.000000.000000.36316.31
772016.02.29 20:31sell390.011.086830.000000.00000
782016.02.29 20:38sell400.011.087010.000000.00000
792016.02.29 20:57sell410.011.087610.000000.00000
802016.02.29 21:04close410.011.087000.000000.000000.61316.92
812016.02.29 21:04close400.011.087000.000000.000000.01316.93
822016.02.29 21:04close390.011.087000.000000.00000-0.17316.76
832016.03.01 20:31sell420.011.084660.000000.00000
842016.03.02 16:03close420.011.084340.000000.000000.32317.08
852016.03.02 20:15sell430.011.084780.000000.00000
862016.03.02 20:26close430.011.084420.000000.000000.36317.44
872016.03.02 20:55sell440.011.084980.000000.00000
882016.03.10 15:58close440.011.084670.000000.000000.30317.74
892016.03.10 20:03buy450.011.114980.000000.00000
902016.03.10 20:10close450.011.117250.000000.000002.27320.01
912016.03.11 20:12buy460.011.117170.000000.00000
922016.03.11 20:16buy470.011.117150.000000.00000
932016.03.11 20:21close470.011.117620.000000.000000.47320.48
942016.03.11 20:21close460.011.117620.000000.000000.45320.93
952016.03.11 20:25buy480.011.116830.000000.00000
962016.03.11 20:32buy490.011.115890.000000.00000
972016.03.11 20:47buy500.011.114950.000000.00000
982016.03.11 21:04close500.011.116090.000000.000001.14322.07
992016.03.11 21:04close490.011.116090.000000.000000.20322.27
1002016.03.11 21:04close480.011.116090.000000.00000-0.74321.53
1012016.03.14 20:09sell510.011.110700.000000.00000
1022016.03.14 20:18close510.011.109730.000000.000000.97322.50
1032016.03.15 20:06sell520.011.110640.000000.00000
1042016.03.15 21:39close520.011.110210.000000.000000.43322.93
1052016.03.16 20:04sell530.011.108470.000000.00000
1062016.03.16 20:12close530.011.107740.000000.000000.73323.66
1072016.03.17 20:24buy540.011.131690.000000.00000
1082016.03.17 20:35close540.011.132390.000000.000000.70324.36
1092016.03.17 20:58buy550.011.131700.000000.00000
1102016.03.17 21:09close550.011.132020.000000.000000.32324.68
1112016.03.18 20:22sell560.011.127480.000000.00000
1122016.03.18 20:45sell570.011.127600.000000.00000
1132016.03.18 20:56close570.011.127300.000000.000000.30324.98
1142016.03.18 20:56close560.011.127300.000000.000000.18325.16
1152016.03.22 20:21sell580.011.121600.000000.00000
1162016.03.22 20:51close580.011.121290.000000.000000.31325.47
1172016.03.23 20:02sell590.011.117040.000000.00000
1182016.03.23 20:19sell600.011.117590.000000.00000
1192016.03.23 20:25sell610.011.117970.000000.00000
1202016.03.23 23:01close610.011.117430.000000.000000.54326.01
1212016.03.23 23:01close600.011.117430.000000.000000.16326.17
1222016.03.23 23:01close590.011.117430.000000.00000-0.39325.78
1232016.03.24 20:23sell620.011.117520.000000.00000
1242016.03.25 02:44close620.011.117080.000000.000000.44326.22
1252016.03.25 20:12sell630.011.116590.000000.00000
1262016.03.25 23:23close630.011.116210.000000.000000.38326.60
1272016.03.28 20:57buy640.011.119760.000000.00000
1282016.03.28 21:09close640.011.120060.000000.000000.30326.90
1292016.03.30 20:30buy650.011.131640.000000.00000
1302016.03.30 20:40close650.011.132000.000000.000000.36327.26
1312016.04.01 20:28buy660.011.138970.000000.00000
1322016.04.01 21:02close660.011.139270.000000.000000.30327.56
1332016.04.05 20:41buy670.011.138870.000000.00000
1342016.04.06 16:31close670.011.139370.000000.000000.48328.04
1352016.04.06 20:41buy680.011.141310.000000.00000
1362016.04.06 20:45buy690.011.141190.000000.00000
1372016.04.06 20:52close690.011.141770.000000.000000.58328.62
1382016.04.06 20:52close680.011.141770.000000.000000.46329.08
1392016.04.08 20:33buy700.011.139970.000000.00000
1402016.04.08 20:40close700.011.140310.000000.000000.34329.42
1412016.04.08 20:57buy710.011.139910.000000.00000
1422016.04.08 22:08close710.011.140220.000000.000000.31329.73
1432016.04.11 20:27buy720.011.140990.000000.00000
1442016.04.11 20:35buy730.011.140370.000000.00000
1452016.04.11 21:05close730.011.140830.000000.000000.46330.19
1462016.04.11 21:05close720.011.140830.000000.00000-0.16330.03
1472016.04.12 20:18sell740.011.138390.000000.00000
1482016.04.12 20:35close740.011.138050.000000.000000.34330.37
1492016.04.13 20:02sell750.011.129190.000000.00000
1502016.04.13 20:05close750.011.128560.000000.000000.63331.00
1512016.04.14 20:21sell760.011.126750.000000.00000
1522016.04.14 20:51close760.011.126360.000000.000000.39331.39
1532016.04.15 20:28buy770.011.129650.000000.00000
1542016.04.15 20:50buy780.011.129070.000000.00000
1552016.04.15 20:58buy790.011.128840.000000.00000
1562016.04.18 00:01close790.011.129770.000000.000000.91332.31
1572016.04.18 00:01close780.011.129770.000000.000000.68332.99
1582016.04.18 00:01close770.011.129770.000000.000000.10333.10
1592016.04.18 20:19buy800.011.131950.000000.00000
1602016.04.18 20:44close800.011.132310.000000.000000.36333.46
1612016.04.22 20:55sell810.011.122370.000000.00000
1622016.04.22 21:00close810.011.122030.000000.000000.34333.80
1632016.04.25 20:54buy820.011.127370.000000.00000
1642016.04.26 10:50close820.011.127700.000000.000000.31334.11
1652016.04.26 20:07buy830.011.129230.000000.00000
1662016.04.26 23:36close830.011.129530.000000.000000.30334.41
1672016.04.27 20:03buy840.011.131880.000000.00000
1682016.04.27 20:11close840.011.132320.000000.000000.44334.85
1692016.04.29 20:37buy850.011.143550.000000.00000
1702016.04.29 20:57close850.011.143850.000000.000000.30335.15
1712016.05.02 20:32buy860.011.152350.000000.00000
1722016.05.02 20:35close860.011.152870.000000.000000.52335.67
1732016.05.03 20:36buy870.011.152870.000000.00000
1742016.05.03 20:51close870.011.153330.000000.000000.46336.13
1752016.05.11 20:40buy880.011.143060.000000.00000
1762016.05.11 21:10close880.011.143390.000000.000000.33336.46
1772016.05.12 20:10sell890.011.139010.000000.00000
1782016.05.12 20:23close890.011.138390.000000.000000.62337.08
1792016.05.13 20:41sell900.011.130380.000000.00000
1802016.05.13 20:58close900.011.129920.000000.000000.46337.54
1812016.05.17 20:05buy910.011.132810.000000.00000
1822016.05.20 23:59close at stop910.011.122220.000000.00000-10.67326.87