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garte1 07.04.13 10:13

Strategyreport
 
Hallo, da hier ja nicht so viel los ist, kann vielleicht mal jemand etwas zu diesem Report sagen. Mir ist aufgefallen, dass ein Initial-SL fehlt und in der Order/Deal Liste somit auch keine SL und TP stehen. In der Zusammenfassung steht auch unter Total Trades 41, darunter bei Total Deals:
1.764. Das kapier ich auch nicht, da müsste doch bei nur 41 Trades, dann 82 Deals (Kauf/Verkauf) stehen. Hier noch die Angaben:




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


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