Strategy Tester Report
Quantum London Trading EA v1.6.1 m13-9-20[staxis]
Alpari-Standard2 (Build 1045)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2015.01.02 09:00 - 2017.03.15 21:45 (2015.01.01 - 2017.03.18)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersmn=6; comm="EURUSD_M5"; manual=false; wait=20; onlylowerhigher=false; xdist=60; multi_xdist=1; exponent_factor_xdist=1; stop=false; xcandles=0; reverse=false; MaxWaiting=30; Slip=10; Spred=20; ber=false; percbedd=0; ll80="######################## ÁËÎÊ Ìèíèìàëüíîãî ðàññòîÿíèÿ ïåðåä âõîäîì ####################"; GX_on=true; _GX_time_="Âðåìÿ ôèêñàöèè öåíû"; GX_hour=12; GX_minut=0; GX_points=700; GX_points_buy=700; GX_points_sell=700; GX_ATR_perc=0; GX_ATR_Period=14; GX_Price_buy=0; GX_Price_sell=0; ll81="======================== Ïàðàìåòðû äëÿ ðåæèìà 'PivotEnvelope' ===================="; PE_op_dm=false; PE_i_maPeriod_op_old=3; PE_i_maShift_op_old=0; PE_i_indBarsCount_op_old=1000; PE_i_shift_op_old=0; ll83="------------------------ Ïàðàìåòðû 'PivotEnvelope' ìëàäøåãî TF --------------------"; PE_op_on_jr=false; PE_i_maPeriod_op_jr=3; PE_i_maShift_op_jr=0; PE_i_indBarsCount_op_jr=1000; PE_i_shift_op_jr=0; GX_Line_color=White; GX_Line_color_buy=White; GX_Line_color_sell=White; mm04="######################## ÁËÎÊ SL/TP ####################"; pointstp=0; dollartp=0; percequitytp=0; pointssl=0; dollarsl=0; percequitysl=0; indivtp=200; indivsl=0; indiv_Period_tp=13; indiv_Period_sl=13; stop_sl=false; mnn10="######################## ÁËÎÊ Close only in profit ####################"; CloseProfit_min=1; CloseProfit_max=0; CloseProfit=0; CloseProfit_Points=0; CP_ATR_perc=20; CP_ATR_Period=14; CP_ATR_ED=0; CP_TS=false; mn01="######################## ÁËÎÊ ÂÛÁÎÐÀ ËÎÒÀ ####################"; FixLot=0.01; PercentOfDepo=1; multip1=0; multip2=0; AccFreeMargin=900; mn02="======================= ñåêöèÿ Classical ====================="; T1=0.1; T2=0.2; T3=0.5; T4=0.6; T5=0.7; T6=0.89; mn03="======================= ñåêöèÿ Grid ====================="; 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 ÑÐÅÄÑÒÂ #############"; MaxPercDepo=25; MaxPercFree=100; mm01="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ îòëîæåííîãî îðäåðà ##"; Virt_Order_on=false; Virt_TS_on=true; Virt_Order_dist_perc=0; Virt_Order_Period=14; Virt_Order_color=Yellow; lmn0="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ Quantum ###############"; qde_general=150; qde_bars=0; qde_points=0; qde_ATR_perc=0; qde_ATR_Period=14; qde_Line_color_buy=White; qde_Line_color_sell=White; qdc_general=22; ll50="#####################################################################"; ll51="====================================================================="; Stochastic_op_on=false; Stochastic_K_op=5; Stochastic_D_op=3; Stochastic_S_op=10; Stochastic_OS_op=20; Stochastic_OB_op=70; LL52="====================================================================="; Stochastic_cl_on=false; Stochastic_K_cl=5; Stochastic_D_cl=3; Stochastic_S_cl=3; Stochastic_OS_cl=20; Stochastic_OB_cl=75; ll73="############################ ÁËÎÊ ÍÀÑÒÐÎÅÊ PFE ######################"; ll74="============================ ÏÎÄÁËÎÊ ÍÀÑÒÐÎÅÊ PFE äëÿ ÂÕÎÄÀ ========"; Pfe_op_on=true; Pfe_Period_op=5; Pfe_UseAvarage_op=true; Pfe_MaPeriod_op=2; Pfe_Level_op=0.5; ll75="============================ ÏÎÄÁËÎÊ ÍÀÑÒÐÎÅÊ PFE äëÿ ÂÛÕÎÄÀ ======="; Pfe_cl_on=true; Pfe_Period_cl=5; Pfe_UseAvarage_cl=true; Pfe_MaPeriod_cl=2; Pfe_Level_cl=0.5; 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=true; MA_Period=65; MA_Shift=0; Deviation=0.02;
Bars in test165109Ticks modelled58641204Modelling quality90.00%
Mismatched charts errors 0
Initial deposit1000.00Spread14
Total net profit-875.21Gross profit161.86Gross loss-1037.07
Profit factor0.16Expected payoff-9.12
Absolute drawdown875.21Maximal drawdown894.04 (87.75%)Relative drawdown87.75% (894.04)
Total trades96Short positions (won %)0 (0.00%)Long positions (won %)96 (89.58%)
Profit trades (% of total)86 (89.58%)Loss trades (% of total)10 (10.42%)
Largestprofit trade2.00loss trade-142.11
Averageprofit trade1.88loss trade-103.71
Maximumconsecutive wins (profit in money)86 (161.86)consecutive losses (loss in money)10 (-1037.07)
Maximalconsecutive profit (count of wins)161.86 (86)consecutive loss (count of losses)-1037.07 (10)
Averageconsecutive wins86consecutive losses10
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.06 12:10buy10.011.190530.000001.19253
22015.01.06 17:08t/p10.011.192530.000001.192532.001002.00
32015.01.06 22:10buy20.011.189690.000001.19169
42015.01.08 04:40buy30.011.182000.000001.18400
52015.01.08 11:53buy40.011.178230.000001.18023
62015.01.08 12:05buy50.011.177220.000001.17922
72015.01.08 12:24buy60.011.176560.000001.17856
82015.01.08 15:59t/p60.011.178560.000001.178562.001004.00
92015.01.08 16:51t/p50.011.179220.000001.179222.001006.00
102015.01.08 18:13t/p40.011.180230.000001.180232.001008.00
112015.01.09 18:03t/p30.011.184000.000001.184001.891009.89
122015.01.12 10:20buy70.011.183160.000001.18516
132015.01.12 10:33buy80.011.182280.000001.18428
142015.01.12 10:48buy90.011.181240.000001.18324
152015.01.12 12:17buy100.011.180110.000001.18211
162015.01.12 15:58t/p100.011.182110.000001.182112.001011.89
172015.01.12 16:47t/p90.011.183240.000001.183242.001013.89
182015.01.12 16:51t/p80.011.184280.000001.184282.001015.89
192015.01.13 05:09t/p70.011.185160.000001.185161.891017.78
202015.01.13 07:10buy110.011.183300.000001.18530
212015.01.13 07:24buy120.011.182690.000001.18469
222015.01.13 09:34t/p120.011.184690.000001.184692.001019.78
232015.01.13 15:44buy130.011.177300.000001.17930
242015.01.13 16:40buy140.011.176170.000001.17817
252015.01.13 17:29t/p140.011.178170.000001.178172.001021.78
262015.01.13 17:48t/p130.011.179300.000001.179302.001023.78
272015.01.15 07:08buy150.011.177540.000001.17954
282015.01.15 07:29buy160.011.176740.000001.17874
292015.01.15 08:16buy170.011.176140.000001.17814
302015.01.15 09:38t/p170.011.178140.000001.178142.001025.78
312015.01.15 17:56buy180.011.160130.000001.16213
322015.01.15 18:00buy190.011.158730.000001.16073
332015.01.15 18:02buy200.011.158060.000001.16006
342015.01.15 18:06t/p200.011.160060.000001.160062.001027.78
352015.01.15 18:06t/p190.011.160730.000001.160732.001029.78
362015.01.15 20:12t/p180.011.162130.000001.162132.001031.78
372015.01.16 13:17buy210.011.159030.000001.16103
382015.01.16 13:26buy220.011.158330.000001.16033
392015.01.16 15:30t/p220.011.160330.000001.160332.001033.78
402015.01.16 16:20buy230.011.156310.000001.15831
412015.01.16 16:25buy240.011.155260.000001.15726
422015.01.16 16:28buy250.011.154430.000001.15643
432015.01.16 17:19buy260.011.152260.000001.15426
442015.01.16 17:22buy270.011.151630.000001.15363
452015.01.16 17:33buy280.011.150800.000001.15280
462015.01.16 17:44buy290.011.148480.000001.15048
472015.01.16 17:46buy300.011.147650.000001.14965
482015.01.16 17:47buy310.011.146340.000001.14834
492015.01.16 17:49t/p310.011.148340.000001.148342.001035.78
502015.01.16 17:54t/p300.011.149650.000001.149652.001037.78
512015.01.16 17:56t/p290.011.150480.000001.150482.001039.78
522015.01.16 19:07t/p280.011.152800.000001.152802.001041.78
532015.01.16 19:07t/p270.011.153630.000001.153632.001043.78
542015.01.16 19:59t/p260.011.154260.000001.154262.001045.78
552015.01.16 20:21t/p250.011.156430.000001.156432.001047.78
562015.01.16 21:52t/p240.011.157260.000001.157262.001049.78
572015.01.16 21:59t/p230.011.158310.000001.158312.001051.78
582015.01.19 11:26t/p210.011.161030.000001.161031.891053.67
592015.01.20 03:12buy320.011.158140.000001.16014
602015.01.20 03:25buy330.011.157450.000001.15945
612015.01.20 11:37t/p330.011.159450.000001.159452.001055.67
622015.01.20 11:40t/p320.011.160140.000001.160142.001057.67
632015.01.22 08:28buy340.011.158870.000001.16087
642015.01.22 08:52buy350.011.158010.000001.16001
652015.01.22 10:21t/p350.011.160010.000001.160012.001059.67
662015.01.22 10:27t/p340.011.160870.000001.160872.001061.67
672015.01.22 16:06buy360.011.152180.000001.15418
682015.01.22 16:08buy370.011.151140.000001.15314
692015.01.22 16:09buy380.011.149980.000001.15198
702015.01.22 16:10buy390.011.148950.000001.15095
712015.01.22 16:13buy400.011.147920.000001.14992
722015.01.22 16:17buy410.011.146950.000001.14895
732015.01.22 16:21t/p410.011.148950.000001.148952.001063.67
742015.01.22 16:38t/p400.011.149920.000001.149922.001065.67
752015.01.22 16:38t/p390.011.150950.000001.150952.001067.67
762015.01.22 17:56buy420.011.142380.000001.14438
772015.01.22 17:59buy430.011.141570.000001.14357
782015.01.22 18:12buy440.011.140720.000001.14272
792015.01.22 18:34t/p440.011.142720.000001.142722.001069.67
802015.01.22 19:14buy450.011.140340.000001.14234
812015.01.22 20:00buy460.011.138330.000001.14033
822015.01.22 20:04buy470.011.137370.000001.13937
832015.01.22 20:27buy480.011.136510.000001.13851
842015.01.22 21:12t/p480.011.138510.000001.138512.001071.67
852015.01.27 17:38t/p470.011.139370.000001.139371.671073.35
862015.01.27 17:39t/p460.011.140330.000001.140331.671075.02
872015.02.03 15:45t/p450.011.142340.000001.142340.911075.93
882015.02.03 15:46t/p430.011.143570.000001.143570.911076.84
892015.02.03 15:51t/p420.011.144380.000001.144380.911077.75
902015.02.03 20:27t/p380.011.151980.000001.151980.911078.66
912015.02.03 20:31t/p370.011.153140.000001.153140.911079.57
922015.02.04 10:40buy490.011.144170.000001.14617
932015.02.04 10:55t/p490.011.146170.000001.146172.001081.57
942015.02.04 17:01buy500.011.140630.000001.14263
952015.02.04 17:18t/p500.011.142630.000001.142632.001083.57
962015.02.04 23:09buy510.011.138430.000001.14043
972015.02.04 23:17buy520.011.137190.000001.13919
982015.02.04 23:22buy530.011.136450.000001.13845
992015.02.04 23:24buy540.011.135450.000001.13745
1002015.02.04 23:29buy550.011.134550.000001.13655
1012015.02.04 23:34buy560.011.133910.000001.13591
1022015.02.04 23:36buy570.011.133080.000001.13508
1032015.02.04 23:38buy580.011.131760.000001.13376
1042015.02.04 23:39t/p580.011.133760.000001.133762.001085.57
1052015.02.05 01:27buy590.011.131450.000001.13345
1062015.02.05 02:05t/p590.011.133450.000001.133452.001087.57
1072015.02.05 04:08t/p570.011.135080.000001.135081.671089.24
1082015.02.05 05:44t/p560.011.135910.000001.135911.671090.92
1092015.02.05 09:35t/p550.011.136550.000001.136551.671092.59
1102015.02.05 09:52t/p540.011.137450.000001.137451.671094.26
1112015.02.05 09:53t/p530.011.138450.000001.138451.671095.93
1122015.02.05 09:54t/p520.011.139190.000001.139191.671097.61
1132015.02.05 12:24t/p510.011.140430.000001.140431.671099.28
1142015.02.06 09:22buy600.011.145250.000001.14725
1152015.02.06 17:13buy610.011.132460.000001.13446
1162015.02.06 17:22buy620.011.131850.000001.13385
1172015.02.06 17:40t/p620.011.133850.000001.133852.001101.28
1182015.02.06 17:41t/p610.011.134460.000001.134462.001103.28
1192015.02.09 13:19buy630.011.131150.000001.13315
1202015.02.09 13:29buy640.011.130290.000001.13229
1212015.02.09 14:40buy650.011.128620.000001.13062
1222015.02.09 16:04t/p650.011.130620.000001.130622.001105.28
1232015.02.09 16:40t/p640.011.132290.000001.132292.001107.28
1242015.02.09 16:40t/p630.011.133150.000001.133152.001109.28
1252015.02.10 11:07buy660.011.131090.000001.13309
1262015.02.10 11:20buy670.011.129920.000001.13192
1272015.02.10 11:56buy680.011.128810.000001.13081
1282015.02.10 12:03buy690.011.128180.000001.13018
1292015.02.10 14:08t/p690.011.130180.000001.130182.001111.28
1302015.02.10 14:08t/p680.011.130810.000001.130812.001113.28
1312015.02.10 14:08t/p670.011.131920.000001.131922.001115.28
1322015.02.10 14:18t/p660.011.133090.000001.133092.001117.28
1332015.02.13 15:05buy700.011.138200.000001.14020
1342015.02.13 16:29t/p700.011.140200.000001.140202.001119.28
1352015.02.16 18:50buy710.011.138890.000001.14089
1362015.02.16 18:56buy720.011.136830.000001.13883
1372015.02.16 19:25buy730.011.135990.000001.13799
1382015.02.16 19:32buy740.011.135380.000001.13738
1392015.02.16 20:25buy750.011.132670.000001.13467
1402015.02.16 21:55t/p750.011.134670.000001.134672.001121.28
1412015.02.17 11:13t/p740.011.137380.000001.137381.891123.17
1422015.02.17 11:13t/p730.011.137990.000001.137991.891125.06
1432015.02.17 11:26t/p720.011.138830.000001.138831.891126.95
1442015.02.17 12:54t/p710.011.140890.000001.140891.891128.84
1452015.02.18 09:06buy760.011.139270.000001.14127
1462015.02.18 13:37buy770.011.136300.000001.13830
1472015.02.18 14:59t/p770.011.138300.000001.138302.001130.84
1482015.02.18 17:05buy780.011.135450.000001.13745
1492015.02.18 17:14buy790.011.134800.000001.13680
1502015.02.18 19:05buy800.011.134040.000001.13604
1512015.02.18 21:00t/p800.011.136040.000001.136042.001132.84
1522015.02.18 21:00t/p790.011.136800.000001.136802.001134.84
1532015.02.18 21:00t/p780.011.137450.000001.137452.001136.84
1542015.02.19 03:43t/p760.011.141270.000001.141271.671138.52
1552015.02.20 07:06buy810.011.136300.000001.13830
1562015.02.20 11:07buy820.011.131730.000001.13373
1572015.02.20 11:10buy830.011.130980.000001.13298
1582015.02.20 11:45t/p830.011.132980.000001.132982.001140.52
1592015.02.20 12:02t/p820.011.133730.000001.133732.001142.52
1602015.02.20 15:15buy840.011.129880.000001.13188
1612015.02.20 15:17buy850.011.128740.000001.13074
1622015.02.20 15:38t/p850.011.130740.000001.130742.001144.52
1632015.02.20 17:22t/p840.011.131880.000001.131882.001146.52
1642015.02.20 19:35t/p810.011.138300.000001.138302.001148.52
1652015.02.23 09:10buy860.011.136700.000001.13870
1662015.02.23 09:17buy870.011.136030.000001.13803
1672015.02.23 09:36buy880.011.135320.000001.13732
1682015.02.23 10:45buy890.011.133650.000001.13565
1692015.02.23 11:59buy900.011.131240.000001.13324
1702015.02.23 12:18buy910.011.130550.000001.13255
1712015.02.23 16:08t/p910.011.132550.000001.132552.001150.52
1722015.02.23 17:00t/p900.011.133240.000001.133242.001152.52
1732015.02.23 17:58t/p890.011.135650.000001.135652.001154.52
1742015.02.24 11:36buy920.011.130680.000001.13268
1752015.02.24 13:29t/p920.011.132680.000001.132682.001156.52
1762015.02.25 09:13t/p880.011.137320.000001.137321.781158.30
1772015.02.25 09:29t/p870.011.138030.000001.138031.781160.08
1782015.02.25 09:30t/p860.011.138700.000001.138701.781161.86
1792015.02.26 14:39buy930.011.131730.000001.13373
1802015.02.26 15:36buy940.011.130070.000001.13207
1812015.02.26 15:38buy950.011.129420.000001.13142
1822015.02.26 15:43buy960.011.128820.000001.13082
1832015.03.11 19:27close at stop960.011.054560.000001.13082-75.461086.40
1842015.03.11 19:27close at stop950.011.054560.000001.13142-76.061010.35
1852015.03.11 19:27close at stop940.011.054560.000001.13207-76.71933.64
1862015.03.11 19:27close at stop930.011.054560.000001.13373-78.37855.27
1872015.03.11 19:27close at stop600.011.054560.000001.14725-94.07761.20
1882015.03.11 19:27close at stop360.011.054560.000001.15418-102.63658.56
1892015.03.11 19:27close at stop160.011.054560.000001.17874-127.96530.61
1902015.03.11 19:27close at stop150.011.054560.000001.17954-128.76401.85
1912015.03.11 19:27close at stop110.011.054560.000001.18530-134.95266.90
1922015.03.11 19:27close at stop20.011.054560.000001.19169-142.11124.79