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="4_5"; 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=30; 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=4; qdc_general=15; 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 profit29.68Gross profit40.38Gross loss-10.70
Profit factor3.77Expected payoff0.30
Absolute drawdown24.91Maximal drawdown41.21 (13.03%)Relative drawdown13.03% (41.21)
Total trades100Short positions (won %)34 (82.35%)Long positions (won %)66 (87.88%)
Profit trades (% of total)86 (86.00%)Loss trades (% of total)14 (14.00%)
Largestprofit trade5.59loss trade-8.75
Averageprofit trade0.47loss trade-0.76
Maximumconsecutive wins (profit in money)23 (7.71)consecutive losses (loss in money)2 (-0.37)
Maximalconsecutive profit (count of wins)12.80 (10)consecutive loss (count of losses)-8.75 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.13 04:37sell10.011.082230.000000.00000
22016.01.13 05:01close10.011.081530.000000.000000.70300.70
32016.01.14 04:31buy20.011.088980.000000.00000
42016.01.14 04:35close20.011.089430.000000.000000.45301.15
52016.01.14 04:46buy30.011.088700.000000.00000
62016.01.14 05:13close30.011.089020.000000.000000.32301.47
72016.01.15 04:00sell40.011.086400.000000.00000
82016.01.15 04:20sell50.011.086820.000000.00000
92016.01.15 10:40close50.011.086440.000000.000000.38301.85
102016.01.15 10:40close40.011.086440.000000.00000-0.04301.81
112016.01.18 04:02buy60.011.090870.000000.00000
122016.01.18 04:06buy70.011.090830.000000.00000
132016.01.19 20:18close70.011.091260.000000.000000.41302.22
142016.01.19 20:18close60.011.091260.000000.000000.37302.60
152016.01.21 04:35sell80.011.088260.000000.00000
162016.01.21 04:43close80.011.087820.000000.000000.44303.04
172016.01.22 04:53sell90.011.085080.000000.00000
182016.01.22 05:21close90.011.084420.000000.000000.66303.70
192016.01.25 04:21sell100.011.080200.000000.00000
202016.01.25 04:40sell110.011.080720.000000.00000
212016.01.25 05:10close110.011.080280.000000.000000.44304.14
222016.01.25 05:10close100.011.080280.000000.00000-0.08304.06
232016.01.26 04:41buy120.011.084790.000000.00000
242016.01.26 04:46close120.011.085220.000000.000000.43304.49
252016.01.27 04:00buy130.011.085370.000000.00000
262016.01.27 04:04buy140.011.085230.000000.00000
272016.01.27 04:10buy150.011.085090.000000.00000
282016.01.27 04:13close150.011.085430.000000.000000.34304.83
292016.01.27 04:13close140.011.085430.000000.000000.20305.03
302016.01.27 04:13close130.011.085430.000000.000000.06305.09
312016.01.27 04:38buy160.011.085710.000000.00000
322016.01.27 05:29close160.011.086060.000000.000000.35305.44
332016.01.28 04:07buy170.011.089280.000000.00000
342016.01.28 04:12buy180.011.089230.000000.00000
352016.01.28 04:17buy190.011.088800.000000.00000
362016.01.28 04:21buy200.011.088650.000000.00000
372016.01.28 04:26close200.011.089070.000000.000000.42305.86
382016.01.28 04:26close190.011.089070.000000.000000.27306.13
392016.01.28 04:26close180.011.089070.000000.00000-0.16305.97
402016.01.28 04:26close170.011.089070.000000.00000-0.21305.76
412016.01.29 04:00buy210.011.092960.000000.00000
422016.01.29 04:07close210.011.093270.000000.000000.31306.07
432016.01.29 04:41buy220.011.093220.000000.00000
442016.01.29 04:49close220.011.093600.000000.000000.38306.45
452016.02.01 04:02sell230.011.083810.000000.00000
462016.02.01 04:15sell240.011.084120.000000.00000
472016.02.01 04:16close240.011.083810.000000.000000.31306.76
482016.02.01 04:16close230.011.083810.000000.000000.00306.76
492016.02.02 04:47buy250.011.090360.000000.00000
502016.02.02 06:42close250.011.090660.000000.000000.30307.06
512016.02.03 04:43buy260.011.093010.000000.00000
522016.02.03 13:58close260.011.093310.000000.000000.30307.36
532016.02.04 04:35buy270.011.108500.000000.00000
542016.02.04 04:45close270.011.109010.000000.000000.51307.87
552016.02.04 04:51buy280.011.108510.000000.00000
562016.02.04 05:09close280.011.109000.000000.000000.49308.36
572016.02.05 04:35buy290.011.120640.000000.00000
582016.02.05 04:53buy300.011.120020.000000.00000
592016.02.05 04:58buy310.011.119710.000000.00000
602016.02.05 11:01close310.011.120550.000000.000000.84309.20
612016.02.05 11:01close300.011.120550.000000.000000.53309.73
622016.02.05 11:01close290.011.120550.000000.00000-0.09309.64
632016.02.09 04:42buy320.011.120140.000000.00000
642016.02.09 04:45buy330.011.120210.000000.00000
652016.02.09 04:53close330.011.120490.000000.000000.28309.92
662016.02.09 04:53close320.011.120490.000000.000000.35310.27
672016.02.11 04:33buy340.011.131030.000000.00000
682016.02.11 11:19close340.011.131400.000000.000000.37310.64
692016.02.12 04:06sell350.011.130970.000000.00000
702016.02.12 04:49close350.011.130670.000000.000000.30310.94
712016.02.15 04:26sell360.011.123620.000000.00000
722016.02.15 04:38close360.011.122980.000000.000000.64311.58
732016.02.17 04:08sell370.011.113360.000000.00000
742016.02.17 12:37close370.011.113060.000000.000000.30311.88
752016.02.19 04:21buy380.011.111750.000000.00000
762016.02.19 04:44close380.011.112050.000000.000000.30312.18
772016.02.26 04:35buy390.011.104740.000000.00000
782016.02.26 04:44close390.011.105210.000000.000000.47312.65
792016.02.29 04:40sell400.011.093110.000000.00000
802016.02.29 04:43sell410.011.093210.000000.00000
812016.02.29 04:51close410.011.092890.000000.000000.32312.97
822016.02.29 04:51close400.011.092890.000000.000000.22313.19
832016.03.02 04:18sell420.011.087280.000000.00000
842016.03.02 04:24close420.011.086870.000000.000000.41313.60
852016.03.03 04:39buy430.011.087000.000000.00000
862016.03.03 05:01close430.011.087360.000000.000000.36313.96
872016.03.04 04:37buy440.011.094310.000000.00000
882016.03.04 05:02close440.011.094640.000000.000000.33314.29
892016.03.07 04:34buy450.011.099150.000000.00000
902016.03.07 04:36buy460.011.099080.000000.00000
912016.03.07 04:47buy470.011.098480.000000.00000
922016.03.07 05:32close470.011.099010.000000.000000.53314.82
932016.03.07 05:32close460.011.099010.000000.00000-0.07314.75
942016.03.07 05:32close450.011.099010.000000.00000-0.14314.61
952016.03.08 04:17buy480.011.101590.000000.00000
962016.03.08 04:26buy490.011.101390.000000.00000
972016.03.08 04:30buy500.011.101250.000000.00000
982016.03.08 04:38close500.011.101710.000000.000000.46315.07
992016.03.08 04:38close490.011.101710.000000.000000.32315.39
1002016.03.08 04:38close480.011.101710.000000.000000.12315.51
1012016.03.10 04:44sell510.011.098220.000000.00000
1022016.03.10 06:35close510.011.097910.000000.000000.31315.82
1032016.03.11 04:30buy520.011.119580.000000.00000
1042016.03.11 04:34buy530.011.119510.000000.00000
1052016.03.11 04:44buy540.011.118860.000000.00000
1062016.03.16 21:28close540.011.119690.000000.000000.78316.60
1072016.03.16 21:28close530.011.119690.000000.000000.13316.73
1082016.03.16 21:28close520.011.119690.000000.000000.06316.79
1092016.03.17 04:21buy550.011.121080.000000.00000
1102016.03.17 04:46close550.011.121380.000000.000000.30317.09
1112016.03.18 04:46buy560.011.132730.000000.00000
1122016.03.29 04:17buy570.011.119400.000000.00000
1132016.03.29 04:33buy580.011.118530.000000.00000
1142016.03.29 19:21close580.011.124120.000000.000005.59322.68
1152016.03.29 19:21close570.011.124120.000000.000004.72327.40
1162016.03.29 19:21close560.011.124120.000000.00000-8.75318.65
1172016.03.30 04:11buy590.011.129560.000000.00000
1182016.03.30 04:13buy600.011.129190.000000.00000
1192016.03.30 04:27buy610.011.129190.000000.00000
1202016.03.30 05:57close610.011.129430.000000.000000.24318.89
1212016.03.30 05:57close600.011.129430.000000.000000.24319.13
1222016.03.30 05:57close590.011.129430.000000.00000-0.13319.00
1232016.04.01 04:23buy620.011.137360.000000.00000
1242016.04.01 04:30close620.011.137820.000000.000000.46319.46
1252016.04.04 04:47buy630.011.140540.000000.00000
1262016.04.04 16:31close630.011.140840.000000.000000.30319.76
1272016.04.05 04:34buy640.011.139960.000000.00000
1282016.04.05 04:54close640.011.140260.000000.000000.30320.06
1292016.04.07 04:15buy650.011.140450.000000.00000
1302016.04.07 04:35buy660.011.139580.000000.00000
1312016.04.07 05:21close660.011.140170.000000.000000.59320.65
1322016.04.07 05:21close650.011.140170.000000.00000-0.28320.37
1332016.04.11 04:00buy670.011.139550.000000.00000
1342016.04.11 04:12close670.011.140310.000000.000000.76321.13
1352016.04.11 04:55buy680.011.141310.000000.00000
1362016.04.11 07:12close680.011.141620.000000.000000.31321.44
1372016.04.12 04:08buy690.011.140760.000000.00000
1382016.04.12 04:24close690.011.141130.000000.000000.37321.81
1392016.04.12 04:39buy700.011.140810.000000.00000
1402016.04.12 04:54buy710.011.140640.000000.00000
1412016.04.12 05:01close710.011.141050.000000.000000.41322.22
1422016.04.12 05:01close700.011.141050.000000.000000.24322.46
1432016.04.18 04:02buy720.011.129410.000000.00000
1442016.04.18 04:16close720.011.129720.000000.000000.31322.77
1452016.04.18 04:21buy730.011.129310.000000.00000
1462016.04.18 04:26buy740.011.129050.000000.00000
1472016.04.18 04:35close740.011.129550.000000.000000.50323.27
1482016.04.18 04:35close730.011.129550.000000.000000.24323.51
1492016.04.19 04:45buy750.011.131600.000000.00000
1502016.04.19 04:55close750.011.132030.000000.000000.43323.94
1512016.04.22 04:10sell760.011.129910.000000.00000
1522016.04.22 04:29sell770.011.130170.000000.00000
1532016.04.22 07:31close770.011.129880.000000.000000.29324.23
1542016.04.22 07:31close760.011.129880.000000.000000.03324.26
1552016.04.25 04:48sell780.011.124030.000000.00000
1562016.04.25 05:10close780.011.123730.000000.000000.30324.56
1572016.04.26 04:34buy790.011.126630.000000.00000
1582016.04.26 05:15close790.011.126930.000000.000000.30324.86
1592016.04.27 04:44buy800.011.130310.000000.00000
1602016.04.27 05:05close800.011.130610.000000.000000.30325.16
1612016.04.28 04:50sell810.011.130800.000000.00000
1622016.04.28 04:59close810.011.130500.000000.000000.30325.46
1632016.04.29 04:16buy820.011.136330.000000.00000
1642016.04.29 04:21close820.011.136680.000000.000000.35325.81
1652016.05.02 04:03buy830.011.147220.000000.00000
1662016.05.02 04:42close830.011.147530.000000.000000.31326.12
1672016.05.03 04:00buy840.011.153380.000000.00000
1682016.05.03 04:06close840.011.153710.000000.000000.33326.45
1692016.05.03 04:45buy850.011.153260.000000.00000
1702016.05.03 04:51buy860.011.153170.000000.00000
1712016.05.03 04:54close860.011.153430.000000.000000.26326.71
1722016.05.03 04:54close850.011.153430.000000.000000.17326.88
1732016.05.04 04:02sell870.011.150580.000000.00000
1742016.05.04 04:22close870.011.150280.000000.000000.30327.18
1752016.05.09 04:11sell880.011.138900.000000.00000
1762016.05.09 04:21sell890.011.139160.000000.00000
1772016.05.09 04:25sell900.011.139280.000000.00000
1782016.05.09 04:47sell910.011.140160.000000.00000
1792016.05.09 09:03close910.011.139270.000000.000000.89328.07
1802016.05.09 09:03close900.011.139270.000000.000000.01328.08
1812016.05.09 09:03close890.011.139270.000000.00000-0.11327.97
1822016.05.09 09:03close880.011.139270.000000.00000-0.37327.60
1832016.05.11 04:07sell920.011.137410.000000.00000
1842016.05.11 04:23sell930.011.138070.000000.00000
1852016.05.12 19:16close930.011.137580.000000.000000.49328.09
1862016.05.12 19:16close920.011.137580.000000.00000-0.17327.91
1872016.05.16 04:15sell940.011.130790.000000.00000
1882016.05.17 15:34close940.011.130250.000000.000000.54328.45
1892016.05.18 04:12sell950.011.131120.000000.00000
1902016.05.18 04:26close950.011.130820.000000.000000.30328.75
1912016.05.19 04:15sell960.011.122650.000000.00000
1922016.05.19 04:25sell970.011.122870.000000.00000
1932016.05.19 04:34close970.011.122450.000000.000000.42329.17
1942016.05.19 04:34close960.011.122450.000000.000000.20329.37
1952016.05.20 04:18sell980.011.120010.000000.00000
1962016.05.20 04:29sell990.011.120190.000000.00000
1972016.05.20 04:51sell1000.011.120410.000000.00000
1982016.05.20 07:59close1000.011.120100.000000.000000.31329.68
1992016.05.20 07:59close990.011.120100.000000.000000.09329.77
2002016.05.20 07:59close980.011.120100.000000.00000-0.09329.68