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="5_6"; 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=9; qdc_general=14; 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 profit39.41Gross profit54.98Gross loss-15.57
Profit factor3.53Expected payoff0.34
Absolute drawdown23.08Maximal drawdown43.52 (13.58%)Relative drawdown13.58% (43.52)
Total trades117Short positions (won %)60 (90.00%)Long positions (won %)57 (85.96%)
Profit trades (% of total)103 (88.03%)Loss trades (% of total)14 (11.97%)
Largestprofit trade8.61loss trade-8.11
Averageprofit trade0.53loss trade-1.11
Maximumconsecutive wins (profit in money)24 (22.86)consecutive losses (loss in money)2 (-0.26)
Maximalconsecutive profit (count of wins)22.86 (24)consecutive loss (count of losses)-8.11 (1)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.11 05:09buy10.011.092770.000000.00000
22016.01.11 05:15buy20.011.092030.000000.00000
32016.01.11 05:22buy30.011.092110.000000.00000
42016.01.11 05:35buy40.011.091800.000000.00000
52016.01.11 05:43close40.011.092270.000000.000000.47300.47
62016.01.11 05:43close30.011.092270.000000.000000.16300.63
72016.01.11 05:43close20.011.092270.000000.000000.24300.87
82016.01.11 05:43close10.011.092270.000000.00000-0.50300.37
92016.01.12 05:21sell50.011.086200.000000.00000
102016.01.12 05:36sell60.011.087200.000000.00000
112016.01.12 05:51sell70.011.087880.000000.00000
122016.01.12 12:15close70.011.086990.000000.000000.89301.26
132016.01.12 12:15close60.011.086990.000000.000000.21301.47
142016.01.12 12:15close50.011.086990.000000.00000-0.79300.68
152016.01.13 05:01buy80.011.081530.000000.00000
162016.01.13 05:23close80.011.081830.000000.000000.30300.98
172016.01.14 05:28buy90.011.088360.000000.00000
182016.01.14 05:38close90.011.088660.000000.000000.30301.28
192016.01.15 05:15sell100.011.087700.000000.00000
202016.01.15 05:23close100.011.087130.000000.000000.57301.85
212016.01.15 05:40sell110.011.087960.000000.00000
222016.01.15 06:12close110.011.087660.000000.000000.30302.15
232016.01.18 05:36sell120.011.090790.000000.00000
242016.01.18 05:47close120.011.090380.000000.000000.41302.56
252016.01.19 05:01sell130.011.089210.000000.00000
262016.01.19 05:03close130.011.088480.000000.000000.73303.29
272016.01.22 05:26buy140.011.083750.000000.00000
282016.01.22 05:43buy150.011.083400.000000.00000
292016.01.22 05:48close150.011.083740.000000.000000.34303.63
302016.01.22 05:48close140.011.083740.000000.00000-0.01303.62
312016.01.25 05:48sell160.011.081210.000000.00000
322016.01.25 09:51close160.011.080770.000000.000000.44304.06
332016.01.27 05:29sell170.011.086060.000000.00000
342016.01.27 05:40sell180.011.086200.000000.00000
352016.01.27 05:49sell190.011.086410.000000.00000
362016.01.27 07:40close190.011.086070.000000.000000.34304.40
372016.01.27 07:40close180.011.086070.000000.000000.13304.53
382016.01.27 07:40close170.011.086070.000000.00000-0.01304.52
392016.01.28 05:01buy200.011.088410.000000.00000
402016.01.28 05:22close200.011.088870.000000.000000.46304.98
412016.01.29 05:42buy210.011.093370.000000.00000
422016.01.29 07:08close210.011.093680.000000.000000.31305.29
432016.02.01 05:10sell220.011.084450.000000.00000
442016.02.01 05:36close220.011.084150.000000.000000.30305.59
452016.02.02 05:28buy230.011.089730.000000.00000
462016.02.02 05:42close230.011.090030.000000.000000.30305.89
472016.02.03 05:33buy240.011.092170.000000.00000
482016.02.03 05:46close240.011.092560.000000.000000.39306.28
492016.02.04 05:31buy250.011.108180.000000.00000
502016.02.04 05:55close250.011.108480.000000.000000.30306.58
512016.02.05 05:34buy260.011.119470.000000.00000
522016.02.05 05:45close260.011.120010.000000.000000.54307.12
532016.02.08 05:28buy270.011.113910.000000.00000
542016.02.08 09:55close270.011.114220.000000.000000.31307.43
552016.02.09 05:31buy280.011.120150.000000.00000
562016.02.09 05:36close280.011.120800.000000.000000.65308.08
572016.02.09 05:38sell290.011.121520.000000.00000
582016.02.09 06:48close290.011.121200.000000.000000.32308.40
592016.02.11 05:06buy300.011.129410.000000.00000
602016.02.11 05:28close300.011.129800.000000.000000.39308.79
612016.02.11 05:41buy310.011.129060.000000.00000
622016.02.11 05:56buy320.011.128340.000000.00000
632016.02.11 06:40close320.011.128900.000000.000000.56309.35
642016.02.11 06:40close310.011.128900.000000.00000-0.16309.19
652016.02.15 05:10buy330.011.121940.000000.00000
662016.02.15 05:22close330.011.122300.000000.000000.36309.55
672016.02.16 05:30buy340.011.117060.000000.00000
682016.02.16 05:34buy350.011.116780.000000.00000
692016.02.16 11:36close350.011.117080.000000.000000.30309.85
702016.02.16 11:36close340.011.117080.000000.000000.02309.87
712016.02.18 05:02sell360.011.113820.000000.00000
722016.02.18 05:24sell370.011.114430.000000.00000
732016.02.18 05:32close370.011.113920.000000.000000.51310.38
742016.02.18 05:32close360.011.113920.000000.00000-0.10310.28
752016.02.19 05:07sell380.011.112710.000000.00000
762016.02.19 05:39close380.011.112350.000000.000000.36310.64
772016.02.22 05:06sell390.011.111730.000000.00000
782016.02.22 05:21sell400.011.111960.000000.00000
792016.02.22 05:35close400.011.111420.000000.000000.54311.18
802016.02.22 05:35close390.011.111420.000000.000000.31311.49
812016.02.23 05:14sell410.011.104430.000000.00000
822016.02.23 05:19close410.011.103960.000000.000000.47311.96
832016.02.24 05:54sell420.011.101530.000000.00000
842016.02.24 05:58sell430.011.101710.000000.00000
852016.02.24 07:57close430.011.101450.000000.000000.26312.22
862016.02.24 07:57close420.011.101450.000000.000000.08312.30
872016.02.25 05:33sell440.011.102450.000000.00000
882016.02.25 05:45close440.011.102090.000000.000000.36312.66
892016.02.29 05:30sell450.011.093490.000000.00000
902016.02.29 05:38close450.011.093180.000000.000000.31312.97
912016.02.29 05:53buy460.011.092710.000000.00000
922016.02.29 07:54close460.011.093660.000000.000000.95313.92
932016.03.01 05:20sell470.011.088670.000000.00000
942016.03.01 05:40close470.011.088360.000000.000000.31314.23
952016.03.02 05:00buy480.011.086690.000000.00000
962016.03.02 05:21buy490.011.086330.000000.00000
972016.03.02 05:24buy500.011.086240.000000.00000
982016.03.02 05:35close500.011.086570.000000.000000.33314.56
992016.03.02 05:35close490.011.086570.000000.000000.24314.80
1002016.03.02 05:35close480.011.086570.000000.00000-0.12314.68
1012016.03.03 05:01sell510.011.087360.000000.00000
1022016.03.03 05:11close510.011.087060.000000.000000.30314.98
1032016.03.03 05:16sell520.011.087460.000000.00000
1042016.03.03 05:29close520.011.087140.000000.000000.32315.30
1052016.03.03 05:34buy530.011.086600.000000.00000
1062016.03.03 10:59close530.011.086920.000000.000000.32315.62
1072016.03.04 05:10buy540.011.094190.000000.00000
1082016.03.04 05:20buy550.011.094080.000000.00000
1092016.03.04 06:13close550.011.094300.000000.000000.22315.84
1102016.03.04 06:13close540.011.094300.000000.000000.11315.95
1112016.03.08 05:42sell560.011.102640.000000.00000
1122016.03.08 05:51sell570.011.102640.000000.00000
1132016.03.08 05:52sell580.011.102670.000000.00000
1142016.03.08 06:03close580.011.102380.000000.000000.29316.24
1152016.03.08 06:03close570.011.102380.000000.000000.26316.50
1162016.03.08 06:03close560.011.102380.000000.000000.26316.76
1172016.03.09 05:18buy590.011.097620.000000.00000
1182016.03.09 05:31close590.011.097950.000000.000000.33317.09
1192016.03.09 05:35buy600.011.097690.000000.00000
1202016.03.09 05:44buy610.011.097420.000000.00000
1212016.03.09 05:49close610.011.097910.000000.000000.49317.58
1222016.03.09 05:49close600.011.097910.000000.000000.22317.80
1232016.03.10 05:28sell620.011.098530.000000.00000
1242016.03.10 05:44close620.011.098230.000000.000000.30318.10
1252016.03.10 05:52sell630.011.098630.000000.00000
1262016.03.10 06:32close630.011.098280.000000.000000.35318.45
1272016.03.11 05:53buy640.011.117810.000000.00000
1282016.03.11 05:54buy650.011.117720.000000.00000
1292016.03.11 09:00close650.011.117970.000000.000000.25318.70
1302016.03.11 09:00close640.011.117970.000000.000000.16318.86
1312016.03.14 05:17sell660.011.115900.000000.00000
1322016.03.14 05:21close660.011.115340.000000.000000.56319.42
1332016.03.15 05:00sell670.011.110890.000000.00000
1342016.03.15 05:21sell680.011.110990.000000.00000
1352016.03.15 06:02close680.011.110720.000000.000000.27319.69
1362016.03.15 06:02close670.011.110720.000000.000000.17319.86
1372016.03.17 05:08sell690.011.121730.000000.00000
1382016.03.17 05:52close690.011.121420.000000.000000.31320.17
1392016.03.18 05:24buy700.011.132090.000000.00000
1402016.03.22 05:01buy710.011.123680.000000.00000
1412016.03.22 05:13buy720.011.123700.000000.00000
1422016.03.23 05:37buy730.011.121190.000000.00000
1432016.03.28 05:16buy740.011.115490.000000.00000
1442016.03.29 05:42buy750.011.118830.000000.00000
1452016.03.29 19:21close750.011.124120.000000.000005.29325.46
1462016.03.29 19:21close740.011.124120.000000.000008.61334.07
1472016.03.29 19:21close730.011.124120.000000.000002.83336.91
1482016.03.29 19:21close720.011.124120.000000.000000.31337.22
1492016.03.29 19:21close710.011.124120.000000.000000.33337.54
1502016.03.29 19:21close700.011.124120.000000.00000-8.11329.43
1512016.03.30 05:54sell760.011.129280.000000.00000
1522016.04.07 05:40sell770.011.140420.000000.00000
1532016.04.07 16:11close770.011.134660.000000.000005.76335.19
1542016.04.07 16:11close760.011.134660.000000.00000-5.39329.80
1552016.04.13 05:50buy780.011.136680.000000.00000
1562016.04.13 06:04close780.011.136990.000000.000000.31330.11
1572016.04.14 05:08sell790.011.126700.000000.00000
1582016.04.14 05:17close790.011.126090.000000.000000.61330.72
1592016.04.15 05:24sell800.011.126090.000000.00000
1602016.04.15 05:26sell810.011.126060.000000.00000
1612016.04.15 05:30close810.011.125770.000000.000000.29331.01
1622016.04.15 05:30close800.011.125770.000000.000000.32331.33
1632016.04.18 05:02buy820.011.128660.000000.00000
1642016.04.18 05:07buy830.011.128680.000000.00000
1652016.04.18 05:32buy840.011.127970.000000.00000
1662016.04.18 06:32close840.011.128540.000000.000000.57331.90
1672016.04.18 06:32close830.011.128540.000000.00000-0.14331.76
1682016.04.18 06:32close820.011.128540.000000.00000-0.12331.64
1692016.04.19 05:30buy850.011.131610.000000.00000
1702016.04.19 05:39close850.011.131920.000000.000000.31331.95
1712016.04.19 05:45sell860.011.132060.000000.00000
1722016.04.19 05:51sell870.011.132150.000000.00000
1732016.04.19 06:05close870.011.131930.000000.000000.22332.17
1742016.04.19 06:05close860.011.131930.000000.000000.13332.30
1752016.04.22 05:05sell880.011.130310.000000.00000
1762016.04.22 07:12close880.011.130010.000000.000000.30332.60
1772016.04.25 05:27sell890.011.124160.000000.00000
1782016.04.25 05:37sell900.011.124500.000000.00000
1792016.04.25 06:07close900.011.124160.000000.000000.34332.94
1802016.04.25 06:07close890.011.124160.000000.000000.00332.94
1812016.04.26 05:16sell910.011.126980.000000.00000
1822016.04.26 05:30sell920.011.127350.000000.00000
1832016.04.26 05:40close920.011.127010.000000.000000.34333.28
1842016.04.26 05:40close910.011.127010.000000.00000-0.03333.25
1852016.04.27 05:10sell930.011.130860.000000.00000
1862016.04.27 05:46close930.011.130560.000000.000000.30333.55
1872016.04.28 05:40buy940.011.130070.000000.00000
1882016.04.28 05:48buy950.011.130100.000000.00000
1892016.04.28 06:01close950.011.130260.000000.000000.16333.71
1902016.04.28 06:01close940.011.130260.000000.000000.19333.90
1912016.05.02 05:47buy960.011.146740.000000.00000
1922016.05.02 10:48close960.011.147040.000000.000000.30334.20
1932016.05.03 05:10sell970.011.153860.000000.00000
1942016.05.03 06:12close970.011.153560.000000.000000.30334.50
1952016.05.04 05:02buy980.011.148250.000000.00000
1962016.05.04 05:07buy990.011.148000.000000.00000
1972016.05.04 05:19buy1000.011.147780.000000.00000
1982016.05.04 05:26close1000.011.148180.000000.000000.40334.90
1992016.05.04 05:26close990.011.148180.000000.000000.18335.08
2002016.05.04 05:26close980.011.148180.000000.00000-0.07335.01
2012016.05.04 05:50buy1010.011.147790.000000.00000
2022016.05.04 06:07close1010.011.148090.000000.000000.30335.31
2032016.05.05 05:18buy1020.011.148400.000000.00000
2042016.05.05 05:28close1020.011.148710.000000.000000.31335.62
2052016.05.06 05:08sell1030.011.140620.000000.00000
2062016.05.06 05:35sell1040.011.140700.000000.00000
2072016.05.06 05:39close1040.011.140340.000000.000000.36335.98
2082016.05.06 05:39close1030.011.140340.000000.000000.28336.26
2092016.05.06 05:49sell1050.011.140710.000000.00000
2102016.05.06 05:55close1050.011.140410.000000.000000.30336.56
2112016.05.11 05:13sell1060.011.138700.000000.00000
2122016.05.11 05:27sell1070.011.139060.000000.00000
2132016.05.11 05:30close1070.011.138700.000000.000000.36336.92
2142016.05.11 05:30close1060.011.138700.000000.000000.00336.92
2152016.05.12 05:47buy1080.011.142310.000000.00000
2162016.05.12 05:54buy1090.011.142260.000000.00000
2172016.05.12 06:06close1090.011.142440.000000.000000.18337.10
2182016.05.12 06:06close1080.011.142440.000000.000000.13337.23
2192016.05.16 05:01sell1100.011.131120.000000.00000
2202016.05.16 05:08sell1110.011.131300.000000.00000
2212016.05.16 05:13sell1120.011.131450.000000.00000
2222016.05.16 05:21close1120.011.131140.000000.000000.31337.54
2232016.05.16 05:21close1110.011.131140.000000.000000.16337.70
2242016.05.16 05:21close1100.011.131140.000000.00000-0.02337.68
2252016.05.16 05:41buy1130.011.130720.000000.00000
2262016.05.16 07:06close1130.011.131020.000000.000000.30337.98
2272016.05.17 05:36sell1140.011.132250.000000.00000
2282016.05.17 05:48close1140.011.131950.000000.000000.30338.28
2292016.05.17 05:58sell1150.011.132330.000000.00000
2302016.05.17 06:07close1150.011.131850.000000.000000.48338.76
2312016.05.18 05:41buy1160.011.128840.000000.00000
2322016.05.18 06:36close1160.011.129170.000000.000000.33339.09
2332016.05.20 05:08sell1170.011.120670.000000.00000
2342016.05.20 05:54close1170.011.120350.000000.000000.32339.41