Strategy Tester Report
Quantum London Trading EA v1.6.1 m13-9-40.12gm[TestTMA]
Alpari-ECN1 (Build 1090)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2017.01.10 00:00 - 2018.05.07 18:30 (2017.01.10 - 2018.05.08)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersmn=176; comm=""; manual=false; wait=0; onlylowerhigher=true; xdist=70; multi_xdist=1; exponent_factor_xdist=1; stop=false; xcandles=1; reverse=false; MaxWaiting=30; Slip=10; Spred=11; ber=false; percbedd=0; ll80="######################## ÁËÎÊ Ìèíèìàëüíîãî ðàññòîÿíèÿ ïåðåä âõîäîì ####################"; GX_on=false; _GX_time_="Âðåìÿ ôèêñàöèè öåíû"; GX_hour=10; 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=1; PE_i_maShift_op_old=0; PE_i_indBarsCount_op_old=1000; PE_i_shift_op_old=1; 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=-1350; percequitysl=0; indivtp=0; indivsl=0; indiv_Period_tp=13; indiv_Period_sl=13; stop_sl=false; mnn10="######################## ÁËÎÊ Close only in profit ####################"; CloseProfit_min=2; CloseProfit_max=8; CloseProfit=0; CloseProfit_Points=5; CP_ATR_perc=0; CP_ATR_Period=0; CP_ATR_ED=0; CP_TS=false; mn01="######################## ÁËÎÊ ÂÛÁÎÐÀ ËÎÒÀ ####################"; FixLot=0.1; PercentOfDepo=1; multip1=1.01; multip2=1.11; AccFreeMargin=0; mn02="======================= ñåêöèÿ Classical ====================="; T1=0.01; T2=0.02; T3=0.05; T4=0.13; T5=0.34; 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=30; 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=325; 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=325; tma28="####################### TMA #########################"; TMA_op_on=false; TMA_cl_on=false; FastHalfLength=110; SlowHalfLength=750; s01=""; BB_On=true; BB_ChgColor=true; BB_CrossBands=false; BandsPeriod=100; BandsDeviations=1.5; BandsShift=0; s02=""; Tresh_On=true; Tresh_Period=500; s03=""; MAtma_On=false; MAtma_Tresh_On=true; MAtma_Period=34; MAtma_Shift=0; TMAHistory=2440; ll50="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ Stochastic ############"; ll51="======================== ÏÎÄÁËÎÊ Stochastic äëÿ ÂÕÎÄÀ ==========="; Stochastic_op_on=true; Stochastic_K_op=5; Stochastic_D_op=3; Stochastic_S_op=3; Stochastic_OS_op=30; Stochastic_OB_op=70; LL52="======================== ÏÎÄÁËÎÊ Stochastic äëÿ ÂÛÕÎÄÀ ==========="; Stochastic_cl_on=false; Stochastic_K_cl=5; Stochastic_D_cl=3; Stochastic_S_cl=3; Stochastic_OS_cl=20; Stochastic_OB_cl=80; ll73="############################ ÁËÎÊ ÍÀÑÒÐÎÅÊ PFE ######################"; ll74="============================ ÏÎÄÁËÎÊ ÍÀÑÒÐÎÅÊ PFE äëÿ ÂÕÎÄÀ ========"; Pfe_op_on=false; 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=false; Pfe_Period_cl=16; Pfe_UseAvarage_cl=true; Pfe_MaPeriod_cl=4; Pfe_Level_cl=0; qq2="######################### ÁËÎÊ ÍÀÑÒÐÎÅÊ _MACD_Xtr #################"; qq3="======================== ÏÎÄÁËÎÊ _MACD_Xtr äëÿ ÂÕÎÄÀ ==========="; MACD_Xtr_on=false; FastMA=12; SlowMA=26; Source=1; SourcePeriod=5; Sens=0;
Bars in test99403Ticks modelled34409434Modelling quality90.00%
Mismatched charts errors9
Initial deposit10000.00Spread11
Total net profit784.79Gross profit1411.94Gross loss-627.15
Profit factor2.25Expected payoff46.16
Absolute drawdown30.00Maximal drawdown866.65 (7.67%)Relative drawdown7.67% (866.65)
Total trades17Short positions (won %)13 (84.62%)Long positions (won %)4 (50.00%)
Profit trades (% of total)13 (76.47%)Loss trades (% of total)4 (23.53%)
Largestprofit trade283.99loss trade-277.86
Averageprofit trade108.61loss trade-156.79
Maximumconsecutive wins (profit in money)8 (590.07)consecutive losses (loss in money)2 (-348.88)
Maximalconsecutive profit (count of wins)678.52 (4)consecutive loss (count of losses)-348.88 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12017.01.12 16:10sell10.101.064620.000000.00000
22017.01.16 15:20close10.101.059890.000000.0000048.2610048.26
32017.01.24 02:40sell20.101.075550.000000.00000
42017.01.26 20:25close20.101.069500.000000.0000062.4210110.67
52017.03.17 02:55sell30.101.076590.000000.00000
62017.04.03 15:20close30.101.066540.000000.00000107.6910218.36
72017.04.25 22:20sell40.101.092840.000000.00000
82017.05.09 16:50close40.101.089820.000000.0000036.9110255.26
92017.06.29 12:20sell50.101.141880.000000.00000
102017.06.30 01:20sell60.101.144080.000000.00000
112017.07.04 15:05close60.101.135290.000000.0000088.8610344.12
122017.07.04 15:05close50.101.135290.000000.0000067.3410411.46
132017.08.02 22:15sell70.101.185370.000000.00000
142017.08.09 07:40close70.101.174010.000000.00000116.9510528.41
152017.09.27 17:15buy80.101.173890.000000.00000
162017.09.29 16:55close80.101.180530.000000.0000061.6610590.07
172017.10.12 00:00sell90.101.185710.000000.00000
182017.10.13 15:35close90.101.185800.000000.00000-0.4210589.65
192017.10.27 19:50buy100.101.159100.000000.00000
202017.10.31 22:45close100.101.164580.000000.0000052.4310642.08
212017.11.15 15:00sell110.101.183640.000000.00000
222017.11.21 16:35close110.101.172860.000000.00000110.6710752.76
232017.12.28 21:15sell120.101.195140.000000.00000
242018.01.25 20:50sell130.101.247410.000000.00000
252018.02.16 08:50sell140.101.253720.000000.00000
262018.03.19 09:00close140.101.226710.000000.00000283.9911036.75
272018.03.19 09:00close130.101.226710.000000.00000231.4311268.18
282018.03.19 09:00close120.101.226710.000000.00000-277.8610990.32
292018.04.11 15:10sell150.101.238120.000000.00000
302018.04.23 16:05close150.101.224360.000000.00000143.3511133.66
312018.04.26 02:00buy160.101.216950.000000.00000
322018.05.01 19:40buy170.101.201380.000000.00000
332018.05.07 18:31close at stop170.101.192610.000000.00000-94.8111038.85
342018.05.07 18:31close at stop160.101.192610.000000.00000-254.0610784.79