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Alt 10.05.13
garte1 garte1 ist offline
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Registriert seit: Oct 2012
Beiträge: 49
garte1 befindet sich auf einem aufstrebenden Ast
Standard EA Backtest

OK, danke. Jetzt hätte ich noch einen Backtest, aber ob der real ist glaube ich nicht so ganz. Vielleicht hat noch jemand eine Meinung dazu.


Strategy Tester Report



MetaQuotes-Demo (Build 778)




Settings

Expert: Universal EA v 04032013
Symbol: EURUSD
Period: H1 (2013.01.01 - 2013.03.06)
Inputs: Signal========== Signal options =========
shift=0
IndSigToTrade=8
IndSigToTrade2=11
IndSigToTrade3=5
ReverseSignal=1
ONlyOnePosbySignal=0
ClosePosifChange=0
lotsset========== Lots options =========
lot=0.1
DynamicLot=1
LotBalancePcnt=20
MaxLot=999
Martin=2
trade========== Stops options =========
StopLoss=0
TakeProfit=50
timetrade_========== Times options =========
OpenHour=0
OpenMinute=0
CloseHour=23
CloseMinute=59
Trailing_========== Trailing options =========
TrailingStopUSE=1
IfProfTrail=true
TrailingStop=450
TrailingStep=1
MovingInWLUSE_========== WithoutLOSS options =========
MovingInWLUSE=false
LevelWLoss=0
LevelProfit=100
CloseProfitLoss========== CloseALL when Profit or LOSS options =========
TypeofClose=2
CloseProfit=1
prifitessss=10
CloseLoss=false
lossss=-10
OFFAllEaAfterClosePROF=false
OFFAllEaAfterCloseLOSS=false
pair========== Symbols options =========
PAIR1=USDCHF
PAIR2=EURJPY
PAIR3=EURUSD
PAIR4=USDJPY
PAIR5=USDCAD
PAIR6=GBPJPY
PAIR7=EURGBP
PAIR8=
PAIR9=
PAIR10=
PAIR11=
PAIR12=
ind========== Indicators options =========
Moving_Average_input_parameters=------------------------
periodma1=8
periodma2=16
MAmethod=0
MAprice=1
MACD_input_parameters=------------------------
FastMACD=110
SlowMACD=136
MACDSMA=14
MACDprice=4
Stochastic_Oscillator_input_parameters=------------------------
SOPeriodK=5
SOPeriodD=3
SOslowing=3
SOmethod=0
SOpricefield=0
RSI_input_parameters=------------------------
RSIPeriod=14
RSIprice=1
CCI_input_parameters=------------------------
CCIPeriod=14
CCIprice=6
WPR_input_parameters=------------------------
WPRPeriod=14
Bollinger_Bands_input_parameters=------------------------
BBPeriod=20
BBdeviation=2
BBprice=1
Alligator_input_parameters=------------------------
ALjawperiod=13
ALteethperiod=8
ALlipsperiod=5
ALmethod=2
ALprice=5
Ichimoku_Kinko_Hyo_input_parameters=------------------------
IKHtenkansen=9
IKHkijunsen=26
IKHsenkouspanb=52
Envelopes_input_parameters=------------------------
ENVPeriod=14
ENVdeviation=0.1
ENVprice=1
ENVmethod=0
AMA_input_parameters=------------------------
AMAperiod=9
AMAfastperiod=2
AMAslowperiod=30
AMAprice=1
Broker: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100


Results

History Quality: 100%
Bars: 1073 Ticks: 2243484 Symbols: 1
Total Net Profit: 90 462.16 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 2 216.70
Gross Profit: 91 262.53 Balance Drawdown Maximal: 717.16 (1.80%) Equity Drawdown Maximal: 39 188.48 (74.87%)
Gross Loss: -800.37 Balance Drawdown Relative: 1.80% (717.16) Equity Drawdown Relative: 74.87% (39 188.48)

Profit Factor: 114.03 Expected Payoff: 2 206.39 Margin Level: 25.77%
Recovery Factor: 2.31 Sharpe Ratio: 1.43 Z-Score: -1.33 (81.65%)
AHPR: 1.0587 (5.87%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0579 (5.79%) LR Standard Error: 8 503.88

Total Trades: 41 Short Trades (won %): 14 (92.86%) Long Trades (won %): 27 (92.59%)
Total Deals: 1764 Profit Trades (% of total): 38 (92.68%) Loss Trades (% of total): 3 (7.32%)
Largest profit trade: 11 900.34 Largest loss trade: -479.03
Average profit trade: 2 401.65 Average loss trade: -266.79
Maximum consecutive wins ($): 16 (61 264.05) Maximum consecutive losses ($): 2 (-717.16)
Maximal consecutive profit (count): 61 264.05 (16) Maximal consecutive loss (count): -717.16 (2)
Average consecutive wins: 13 Average consecutive losses: 2