EA Analyzer Report
USDCAD H1
Source: MetaTrader4 Backtest Resuts| Symbol | USDCAD | Period | H1 : 23.02.2010 - 13.01.2017 |
|---|---|---|---|
| Initial deposit | 10000.0 | Model | Every tick - Modelling quality: 99.00% |
| Parameters | msg01="-------- SERVER END TRADE NY SESSION HOUR -------- "; msg02="-- This is a very important parameter. Put here the hour when the market closes on Friday (close of the american session)."; msg03="-- For example, if the last minute of trade session is 23:59, this value must be 0, because market closes at 00:00."; server_end_trade_NY_session_hour=0; msg10="-------- MODE --------"; msg11="-- The expert opens until 4 trades for every signal produced (in normal mode), with different management."; msg12="-- For low balance accounts or for brokers that doesn't allow to many trades opened at same time, use 'light' mode"; msg13="-- The values for this parameter can be: 0. for normal mode (default). 1. for light mode."; light_mode=0; msg20="-------- ORDER SIZE --------"; msg21="-- The RECOMMENDED SIZE (low risk) of the trade if you activate all the pairs and timeframes recommended (see info below) is:"; msg22="-- 0.01 lots / $2400.00 of balance for 'normal' mode."; msg23="-- 0.01 lots / $600.00 of balance for 'light' mode."; Fixed_Order_Size=0.1; msg30="-------- AUTOLOT (OPTIONAL) -------- "; msg31="-- Set the next value to 0 (not apply) or 1 (apply Autolot)"; msg32="-- The expert manages the size of the orders considering that you are using all the timeframes and pairs recommended in normal or light mode (see below),"; Autolot_Enabled=0; msg40="-------- BALANCE PERCENT (OPTIONAL) --------"; msg41="-- This is the percentage of the total balance of your account that you want to assign to this expert (value between 0.0 and 100.0)"; msg42="-- (only applies if autolot is selected: autolot=1)."; Balance_Percent=100; msg60="-------- SYMBOLS NAME --------"; msg61="-- Update the symbols name on the parameter 'Symbol_Name', only if the names in your platform are different than 'normal' names that you see by default."; msg62="-- If you have to do that, follow the same order and separates the names by the semicolon character (; ) ."; msg63="-- Order: (1)EURUSD (2)GBPUSD (3)USDCHF (4)USDJPY (5)AUDUSD (6)EURGBP (7)NZDUSD (8)EURAUD (9)EURJPY (10)GBPJPY (11)AUDJPY (12)USDCAD (13)AUDCAD (14)EURCAD (15)XAUUSD"; Symbol_Name="EURUSD; GBPUSD; USDCHF; USDJPY; AUDUSD; EURGBP; NZDUSD; EURAUD; EURJPY; GBPJPY; AUDJPY; USDCAD; AUDCAD; EURCAD; XAUUSD"; msg70="-------- SINGLE CHART MODE --------"; msg71="-- Set this value to 1 if you want to use the 'single chart mode', which manages all the pairs selected from a single chart. (only works on live trading)"; msg72="-- In this mode, you only have to attach the expert to one EURUSD chart for every timeframe you want (M5,M15,M30,H1)"; msg73="-- Enter the desired pairs, by his number above, which you want to execute for every timeframe. By default, the parameter contains the pairs recommended."; msg74="-- You must use the semicolon character (; ) to separate the pairs selected."; Single_Chart_Mode=0; Single_Chart_M5_Pairs="1; 2; 3; 4; 5; 6; 7; 8; 9; 10; 11; 12; 13; 14; 15"; Single_Chart_M15_Pairs="1; 2; 3; 4; 5; 6; 7; 8; 9; 10; 11; 12; 13; 14; 15"; Single_Chart_M30_Pairs="1; 2; 3; 4; 5; 6; 7; 8; 9; 10; 11; 15"; Single_Chart_H1_Pairs="1; 3; 4; 5; 6; 7; 8; 9; 10; 11; 15"; msg80="-------- GENERAL INFORMATION --------"; msg81="-- The RECOMMENDED PAIRS AND TIMEFRAMES for the current version 2.1 are:"; msg82="-- M5,M15,M30,H1 : EURUSD, USDCHF, USDJPY, AUDUSD, EURGBP, XAUUSD, NZDUSD, EURAUD, EURJPY, GBPJPY, AUDJPY."; msg83="-- M5,M15,M30 : GBPUSD. M5,M15: USDCAD, AUDCAD, EURCAD."; msg84="-- The Magic Number is handled internally and uses the range 400051 to 400604, where the 4 and 5 digits are the timeframe."; msg85="--If you want to disable the running message put the next value in 1"; disable_msg=0; | ||
Total Profit
$ 785.2
Profit in pips
953.6 pips
Yearly Avg profit
$ 114.91
# of trades
52
Sharpe ratio
0.47
Profit factor
3.25
Return / DD ratio
5.51
Winning %
67.31 %
Drawdown
$ 142.48
% Drawdown
1.36 %
Daily Avg profit
$ 0.31
Monthly Avg profit
$ 9.58
Average trade
$ 28.53
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2017 | 149.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 149.26 |
| 2016 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 242.64 | 0 | 0 | 0 | 0 | 242.64 |
| 2015 | 0 | 0 | 0 | 0 | 0 | 0 | -37.94 | -104.54 | 0 | 0 | 0 | 0 | -142.48 |
| 2014 | 136.82 | 0 | 109.99 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 246.81 |
| 2013 | 0 | 0 | 47.3 | 0 | 31.45 | 0 | 0 | -103.35 | 0 | 0 | 0 | 0 | -24.6 |
| 2012 | 127.92 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 140.13 | 0 | 0 | 0 | 268.05 |
| 2011 | 0 | 0 | 0 | 0 | 0 | 33.32 | 0 | 0 | 0 | 0 | 0 | 0 | 33.32 |
| 2010 | 0 | 12.2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 12.2 |
Stats
Strategy
| Wins/Losses Ratio | 2.06 | Payout Ratio (Avg Win/Loss) | 1.58 | Average # of Bars in Trade | 0 |
| AHPR | 0.15 | Z-Score | -3.63 | Z-Probability | 99.99 % |
| Expectancy | 15.1 | Deviation | $ 35.08 | Exposure | 0 % |
| Stagnation in Days | 892 | Stagnation in % | 35.47 % |
Trades
| # of Wins | 35 | # of Losses | 17 | ||||
| Gross Profit | $ 1134.38 | Gross Loss | $ -349.18 | Average Win | $ 32.41 | Average Loss | $ -20.54 |
| Largest Win | $ 93.09 | Largest Loss | $ -41.45 | Max Consec Wins | 10 | Max Consec Losses | 6 |
| Avg Consec Wins | 5 | Avg Consec Loss | 2.83 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
 P/L by hour |
 P/L by weekday |
 P/L by month |
 Long vs Short trades |
 Long vs Short P/L |
 Trades by month |
 P/L by trade duration |
 Wins/Losses by hour |
 Wins/Losses Profit by weekday |
Trades
| Order | Type | Open time | Open price | Size | Close time | Close price | Profit/Loss | Comment |
| 1 | LONG | 23.02.2010 20:00:00 | 1.0563 | 0.1 | 24.02.2010 12:01:00 | 1.0565 | $ 0.8 | SL |
| 2 | LONG | 23.02.2010 20:00:00 | 1.0563 | 0.1 | 24.02.2010 12:01:00 | 1.0565 | $ 0.8 | SL |
| 3 | LONG | 23.02.2010 20:00:00 | 1.0563 | 0.1 | 24.02.2010 10:57:00 | 1.0575 | $ 9.8 | PT |
| 4 | LONG | 23.02.2010 20:00:00 | 1.0563 | 0.1 | 24.02.2010 12:01:00 | 1.0565 | $ 0.8 | SL |
| 5 | LONG | 15.06.2011 20:00:00 | 0.9815 | 0.1 | 16.06.2011 13:21:00 | 0.9855 | $ 38.44 | PT |
| 6 | LONG | 15.06.2011 20:00:00 | 0.9815 | 0.1 | 16.06.2011 03:53:00 | 0.9776 | $ -41.45 | SL |
| 7 | LONG | 15.06.2011 20:00:00 | 0.9815 | 0.1 | 16.06.2011 03:53:00 | 0.9776 | $ -41.45 | SL |
| 8 | LONG | 15.06.2011 20:00:00 | 0.9815 | 0.1 | 16.06.2011 15:20:00 | 0.9894 | $ 77.78 | PT |
| 9 | SHORT | 25.01.2012 21:00:00 | 1.0051 | 0.1 | 26.01.2012 07:58:00 | 1.0023 | $ 27.76 | PT |
| 10 | SHORT | 25.01.2012 21:00:00 | 1.0051 | 0.1 | 26.01.2012 22:29:00 | 1.0021 | $ 30.27 | SL |
| 11 | SHORT | 25.01.2012 21:00:00 | 1.0051 | 0.1 | 26.01.2012 07:00:00 | 1.003 | $ 20.47 | Exit rule |
| 12 | SHORT | 25.01.2012 21:00:00 | 1.0051 | 0.1 | 26.01.2012 12:00:00 | 1.0002 | $ 49.42 | Exit rule |
| 13 | SHORT | 13.09.2012 21:00:00 | 0.9699 | 0.1 | 13.09.2012 21:25:00 | 0.9674 | $ 25.35 | PT |
| 14 | SHORT | 13.09.2012 21:00:00 | 0.9699 | 0.1 | 14.09.2012 15:39:00 | 0.9668 | $ 32.06 | SL |
| 15 | SHORT | 13.09.2012 21:00:00 | 0.9699 | 0.1 | 14.09.2012 06:18:00 | 0.9663 | $ 37.25 | PT |
| 16 | SHORT | 13.09.2012 21:00:00 | 0.9699 | 0.1 | 14.09.2012 07:00:00 | 0.9655 | $ 45.47 | Exit rule |
| 17 | SHORT | 14.03.2013 20:00:00 | 1.0226 | 0.1 | 15.03.2013 11:00:00 | 1.0212 | $ 12.8 | Exit rule |
| 18 | SHORT | 14.03.2013 20:00:00 | 1.0226 | 0.1 | 15.03.2013 07:11:00 | 1.0229 | $ -3.16 | SL |
| 19 | SHORT | 14.03.2013 20:00:00 | 1.0226 | 0.1 | 15.03.2013 07:11:00 | 1.0229 | $ -3.16 | SL |
| 20 | SHORT | 14.03.2013 20:00:00 | 1.0226 | 0.1 | 15.03.2013 15:18:00 | 1.0184 | $ 40.82 | PT |
| 21 | LONG | 22.05.2013 20:00:00 | 1.0358 | 0.1 | 23.05.2013 11:34:00 | 1.036 | $ -0.13 | SL |
| 22 | LONG | 22.05.2013 20:00:00 | 1.0358 | 0.1 | 23.05.2013 10:30:00 | 1.0364 | $ 3.73 | SL |
| 23 | LONG | 22.05.2013 20:00:00 | 1.0358 | 0.1 | 23.05.2013 04:10:00 | 1.0389 | $ 27.98 | PT |
| 24 | LONG | 22.05.2013 20:00:00 | 1.0358 | 0.1 | 23.05.2013 11:34:00 | 1.036 | $ -0.13 | SL |
| 25 | SHORT | 08.08.2013 20:00:00 | 1.0307 | 0.1 | 09.08.2013 15:30:00 | 1.0342 | $ -33.58 | SL |
| 26 | SHORT | 08.08.2013 20:00:00 | 1.0307 | 0.1 | 09.08.2013 15:30:00 | 1.0332 | $ -24.23 | SL |
| 27 | SHORT | 08.08.2013 20:00:00 | 1.0307 | 0.1 | 09.08.2013 09:17:00 | 1.0319 | $ -11.96 | PT |
| 28 | SHORT | 08.08.2013 20:00:00 | 1.0307 | 0.1 | 09.08.2013 15:30:00 | 1.0342 | $ -33.58 | SL |
| 29 | LONG | 22.01.2014 20:00:00 | 1.1074 | 0.1 | 23.01.2014 02:23:00 | 1.111 | $ 30.62 | PT |
| 30 | LONG | 22.01.2014 20:00:00 | 1.1074 | 0.1 | 23.01.2014 15:54:00 | 1.1111 | $ 31.34 | SL |
| 31 | LONG | 22.01.2014 20:00:00 | 1.1074 | 0.1 | 23.01.2014 00:49:00 | 1.1094 | $ 15.8 | PT |
| 32 | LONG | 22.01.2014 20:00:00 | 1.1074 | 0.1 | 23.01.2014 04:00:00 | 1.1142 | $ 59.06 | Exit rule |
| 33 | LONG | 18.03.2014 21:00:00 | 1.1133 | 0.1 | 19.03.2014 12:33:00 | 1.1166 | $ 28.29 | PT |
| 34 | LONG | 18.03.2014 21:00:00 | 1.1133 | 0.1 | 19.03.2014 19:59:00 | 1.1165 | $ 27.66 | SL |
| 35 | LONG | 18.03.2014 21:00:00 | 1.1133 | 0.1 | 19.03.2014 11:40:00 | 1.1148 | $ 12.73 | PT |
| 36 | LONG | 18.03.2014 21:00:00 | 1.1133 | 0.1 | 19.03.2014 15:00:00 | 1.118 | $ 41.31 | Exit rule |
| 37 | LONG | 15.07.2015 20:00:00 | 1.2945 | 0.1 | 16.07.2015 20:01:00 | 1.2947 | $ -0.51 | SL |
| 38 | LONG | 15.07.2015 20:00:00 | 1.2945 | 0.1 | 16.07.2015 09:13:00 | 1.2924 | $ -18.46 | SL |
| 39 | LONG | 15.07.2015 20:00:00 | 1.2945 | 0.1 | 16.07.2015 09:13:00 | 1.2924 | $ -18.46 | SL |
| 40 | LONG | 15.07.2015 20:00:00 | 1.2945 | 0.1 | 16.07.2015 20:01:00 | 1.2947 | $ -0.51 | SL |
| 41 | SHORT | 10.08.2015 20:00:00 | 1.3015 | 0.1 | 11.08.2015 04:55:00 | 1.3066 | $ -39.47 | SL |
| 42 | SHORT | 10.08.2015 20:00:00 | 1.3015 | 0.1 | 11.08.2015 04:55:00 | 1.3066 | $ -39.47 | SL |
| 43 | SHORT | 10.08.2015 20:00:00 | 1.3015 | 0.1 | 11.08.2015 03:48:00 | 1.2997 | $ 13.87 | PT |
| 44 | SHORT | 10.08.2015 20:00:00 | 1.3015 | 0.1 | 11.08.2015 04:55:00 | 1.3066 | $ -39.47 | SL |
| 45 | LONG | 26.08.2016 20:00:00 | 1.297 | 0.1 | 29.08.2016 03:14:00 | 1.3022 | $ 39.16 | PT |
| 46 | LONG | 26.08.2016 20:00:00 | 1.297 | 0.1 | 01.09.2016 04:49:00 | 1.3096 | $ 93.09 | SL |
| 47 | LONG | 26.08.2016 20:00:00 | 1.297 | 0.1 | 29.08.2016 01:02:00 | 1.3013 | $ 32.49 | PT |
| 48 | LONG | 26.08.2016 20:00:00 | 1.297 | 0.1 | 30.08.2016 17:18:00 | 1.3074 | $ 77.9 | PT |
| 49 | SHORT | 11.01.2017 21:00:00 | 1.316 | 0.1 | 12.01.2017 10:08:00 | 1.3109 | $ 38.61 | PT |
| 50 | SHORT | 11.01.2017 21:00:00 | 1.316 | 0.1 | 13.01.2017 01:15:00 | 1.3151 | $ 6.71 | SL |
| 51 | SHORT | 11.01.2017 21:00:00 | 1.316 | 0.1 | 12.01.2017 08:46:00 | 1.3124 | $ 27.59 | PT |
| 52 | SHORT | 11.01.2017 21:00:00 | 1.316 | 0.1 | 12.01.2017 10:27:00 | 1.306 | $ 76.35 | PT |