Strategy Tester Report
current-11-22-EA_QLT_RSI4Cmtf
ICMarkets-Demo01 (Build 1010)

SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period5 Minutes (M5) 2014.10.01 00:00 - 2015.06.30 23:55 (2014.10.01 - 2015.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersA01="Объем сделки. Если Lots = 0, то считается в процентах"; Lots=0.02; PercentOfDepo=0.5; _multip_="при значениях множитей лота > 0, следующий лот = предыдущий лот * множитель1 * множитель2"; MultiLots=true; MultiLotsMax=false; multip1=1.91; multip2=1.51; A1="Максимальное количество позиций (<=0 - не ограничено)"; MaxPosAmount=0; xdist=40; xcandles=4; ll80="######################## БЛОК Минимального расстояния перед входом ####################"; GX_on=false; _GX_time_="Время фиксации цены"; GX_hour=7; GX_minut=30; GX_points=700; GX_points_buy=700; GX_points_sell=700; GX_ATR_perc=20; GX_ATR_Period=14; GX_Line_color=White; GX_Line_color_buy=White; GX_Line_color_sell=White; A2001="Параметры iMACD"; macdFastEMA=12; macdSlowEMA=26; macdATR=0; macdkATR=1; macdATRmin=0; macdPrice=0; macdHistory=0; indMACD_on=false; A203="Параметры HardS"; NumberOfBars=1000; Period1=33; Period2=33; Hrd_on=false; A20="Параметры Quantum-open"; Qnt_op=420; tf=0; qSb=1; QLT_on=true; A21="Параметры Quantum-close"; Qnt_cl=260; QLTcl_on=false; SgQLT_Reset=true; A22="Параметры TDI"; tdiTimeFrame="Current time frame"; tdiRsiPeriod=13; tdiRsiPrice=0; tdiRsiPriceLinePeriod=2; tdiRsiPriceLineMAMode=0; tdiRsiSignalLinePeriod=7; tdiRsiSignalLineMAMode=0; tdiVolatilityBandPeriod=34; tdiVolatilityBandMAMode=0; tdiVolatilityBandMultiplier=1.6185; tdiLevelDown=32; tdiLevelMiddle=50; tdiLevelUp=68; TDI_on=false; A23="Параметры Stoch3"; i_kp1=2; i_dp1=8; i_slw1=8; i_kp2=12; i_dp2=3; i_slw2=8; i_kp3=3; i_dp3=8; i_slw3=2; i_overB_lvl=84; i_overS_lvl=30; Stoch3_On=false; CCI_on=false; CCIPeriods=17; CCItresh=125; A24="Параметры Pfe"; i_PfePeriod=5; i_PfeUseAvarage=true; i_PfeMaPeriod=22; i_PfeTresh=0.32; i_Pfe_On=true; A25="Параметры RSI4"; i_RSI3_On=true; i_RSIperiodMinor=10; i_RSIperiodMiddle=7; i_RSIperiodMajor=7; i_RSIoverB_Average_lvl=80; i_RSIoverS_Average_lvl=20; i_RSIMinor_lvl_On=false; i_RSIoverB_Minor_lvl=80; i_RSIoverS_Minor_lvl=20; i_RSIMiddle_lvl_On=false; i_RSIoverB_Middle_lvl=80; i_RSIoverS_Middle_lvl=20; i_RSIMajor_lvl_On=false; i_RSIoverB_Major_lvl=80; i_RSIoverS_Major_lvl=20; i_RSICCI_on=false; i_RSICCITimeFrame=240; i_RSICCIPeriods=18; i_RSICCItresh=220; i_Close_at_Middle=false; A3="== Настройка расчета стоп-приказа ==="; A4="True - стоп в пунктах, false - в волатильности"; UseSLInPoints=false; A5="Величина стопа (пункты или волатильности)"; StopLoss=6; A6="Период ATR, если стоп выражен в волатильностях"; SLATR=24; A7="== Настройка расчета профита ==="; A8="True - профит в пунктах, false - в волатильности"; UseTPInPoints=false; A9="Величина профита (пункты или волатильности)"; TakeProfit=1; A10="Период ATR, если профит выражен в волатильностях"; TPATR=20; A100="Перевод ордеров в безубыток"; BE_start=1; A110="Закрытие только в профит"; CloseOnlyProfit=false; _Parameters_Fibo_Trail="----- Параметры Fibo трала"; TrailTFL=false; FiboProfit1=0.2; FiboMoving1=0.02; FiboProfit2=0.387; FiboMoving2=0.05; FiboProfit3=0.622; FiboMoving3=0.387; _Parameters_Simple_Trail="----- Параметры Simple трала"; TrailSimple=false; TrailingStop=40; TrailingStep=5; _Parameters_Candle_Trail="----- Параметры Candle трала"; TrailExtCandle=false; CandleNumber=3; A11="=== Прочие настройки ==="; OpenOrderSound="ok.wav"; MagicNumber=4863; AccFreeMargin=0; UseSound=false; TrailOrderSound="ok.wav"; DebugerOn=false; Debuger1On=false;
Bars in test56083Ticks modelled11023518Modelling quality90.00%
Mismatched charts errors0
Initial deposit500.00Spread2
Total net profit136.70Gross profit237.98Gross loss-101.28
Profit factor2.35Expected payoff1.11
Absolute drawdown8.35Maximal drawdown43.45 (7.20%)Relative drawdown7.20% (43.45)
Total trades123Short positions (won %)42 (90.48%)Long positions (won %)81 (92.59%)
Profit trades (% of total)113 (91.87%)Loss trades (% of total)10 (8.13%)
Largestprofit trade18.19loss trade-19.93
Averageprofit trade2.11loss trade-10.13
Maximumconsecutive wins (profit in money)25 (44.87)consecutive losses (loss in money)1 (-19.93)
Maximalconsecutive profit (count of wins)76.24 (22)consecutive loss (count of losses)-19.93 (1)
Averageconsecutive wins10consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.10.02 05:10sell10.020.792350.799640.79102
22014.10.02 05:10t/p10.020.791020.799640.791022.52502.52
32014.10.03 16:20buy20.020.776180.767030.77749
42014.10.06 00:55buy30.060.772280.769680.77277
52014.10.06 01:00t/p30.060.772770.769680.772772.52505.04
62014.10.06 01:15buy40.060.771460.768210.77205
72014.10.06 01:18t/p40.060.772050.768210.772053.12508.16
82014.10.06 07:57t/p20.020.777490.767030.777492.53510.69
92014.10.10 10:15buy50.020.781530.777030.78237
102014.10.10 10:36t/p50.020.782370.777030.782371.54512.23
112014.10.15 14:55sell60.020.790920.796000.78996
122014.10.15 15:08t/p60.020.789960.796000.789961.78514.01
132014.10.15 15:25sell70.020.792010.798350.79083
142014.10.15 15:38s/l70.020.798350.798350.79083-12.82501.19
152014.10.15 15:40sell80.020.798870.807120.79736
162014.10.15 15:42t/p80.020.797360.807120.797362.88504.07
172014.10.23 00:00buy90.020.787060.783290.78764
182014.10.23 00:06t/p90.020.787640.783290.787641.02505.09
192014.10.23 00:30buy100.020.786630.782980.78731
202014.10.23 01:11t/p100.020.787310.782980.787311.22506.31
212014.10.29 15:35sell110.020.796960.800180.79640
222014.10.29 15:58t/p110.020.796400.800180.796400.98507.29
232014.10.29 19:05buy120.020.787710.783310.78852
242014.10.29 19:13s/l120.020.783310.783310.78852-8.94498.35
252014.10.29 19:15buy130.020.783430.777780.78447
262014.10.29 19:37t/p130.020.784470.777780.784471.94500.29
272014.11.03 01:45buy140.020.775430.772550.77584
282014.11.03 01:48t/p140.020.775840.772550.775840.68500.97
292014.11.03 16:05buy150.020.771740.768160.77235
302014.11.03 16:17t/p150.020.772350.768160.772351.08502.05
312014.11.12 07:15sell160.020.784810.788100.78422
322014.11.12 07:26t/p160.020.784220.788100.784221.04503.09
332014.11.13 10:00sell170.020.790540.793990.78995
342014.11.13 11:10sell180.060.791850.795060.79129
352014.11.13 12:29t/p180.060.791290.795060.791292.94506.03
362014.11.13 13:01t/p170.020.789950.793990.789951.04507.07
372014.11.19 02:25buy190.020.787160.783620.78781
382014.11.19 02:29t/p190.020.787810.783620.787811.16508.23
392014.11.25 05:35buy200.020.780740.776770.78140
402014.11.25 05:44t/p200.020.781400.776770.781401.18509.41
412014.11.25 09:50buy210.020.780700.778020.78116
422014.11.25 09:55t/p210.020.781160.778020.781160.78510.19
432014.11.26 18:00sell220.020.788700.792530.78806
442014.11.26 18:08t/p220.020.788060.792530.788061.14511.33
452014.11.27 06:00sell230.020.791310.794720.79088
462014.11.27 06:01t/p230.020.790880.794720.790880.72512.05
472014.12.01 01:20buy240.020.780660.777390.78128
482014.12.01 01:40buy250.060.779350.775710.77991
492014.12.01 02:30buy260.170.778720.775430.77929
502014.12.01 02:55t/p260.170.779290.775430.779298.50520.55
512014.12.01 04:02t/p250.060.779910.775710.779912.94523.49
522014.12.01 06:01t/p240.020.781280.777390.781281.10524.59
532014.12.03 20:20buy270.020.774800.772380.77520
542014.12.03 20:44t/p270.020.775200.772380.775200.66525.25
552014.12.08 01:00buy280.020.768020.765440.76850
562014.12.08 01:21t/p280.020.768500.765440.768500.82526.07
572014.12.08 10:20buy290.020.762720.759420.76328
582014.12.08 10:33t/p290.020.763280.759420.763280.98527.05
592014.12.09 05:25buy300.020.761330.758550.76179
602014.12.09 05:54t/p300.020.761790.758550.761790.78527.83
612014.12.09 17:15sell310.020.774090.778860.77324
622014.12.09 17:16t/p310.020.773240.778860.773241.56529.39
632014.12.29 11:35sell320.020.779420.781300.77912
642014.12.29 12:00sell330.060.779830.781600.77956
652014.12.29 12:04t/p330.060.779560.781600.779561.20530.59
662014.12.29 12:34t/p320.020.779120.781300.779120.46531.05
672014.12.30 09:55sell340.020.781190.783860.78070
682014.12.30 10:15sell350.060.782210.785270.78164
692014.12.30 10:25t/p350.060.781640.785270.781643.00534.05
702014.12.30 16:52s/l340.020.783860.783860.78070-5.48528.57
712015.01.02 13:50buy360.020.772350.770040.77275
722015.01.02 13:55t/p360.020.772750.770040.772750.66529.23
732015.01.02 14:10buy370.020.772020.769510.77242
742015.01.02 14:30buy380.060.770940.768490.77136
752015.01.02 15:13t/p380.060.771360.768490.771362.10531.33
762015.01.02 17:30t/p370.020.772420.769510.772420.66531.99
772015.01.05 00:35buy390.020.766530.762680.76721
782015.01.05 00:38t/p390.020.767210.762680.767211.22533.21
792015.01.05 05:20buy400.020.763170.759590.76375
802015.01.05 06:53t/p400.020.763750.759590.763751.02534.23
812015.01.06 18:30sell410.020.779530.784670.77873
822015.01.06 18:32t/p410.020.778730.784670.778731.46535.69
832015.01.12 11:50buy420.020.776500.772260.77721
842015.01.12 11:53t/p420.020.777210.772260.777211.28536.97
852015.01.15 14:55sell430.020.786140.793440.78490
862015.01.15 15:31t/p430.020.784900.793440.784902.34539.31
872015.01.20 05:50buy440.020.772010.768070.77251
882015.01.20 06:10t/p440.020.772510.768070.772510.86540.17
892015.01.20 21:25buy450.020.766510.764120.76691
902015.01.20 21:48t/p450.020.766910.764120.766910.66540.83
912015.01.21 18:35buy460.020.755540.744630.75745
922015.01.21 18:56t/p460.020.757450.744630.757453.68544.51
932015.01.22 05:05buy470.020.751680.747580.75231
942015.01.22 05:12t/p470.020.752310.747580.752311.12545.63
952015.01.22 20:20buy480.020.750730.747120.75134
962015.01.22 21:21t/p480.020.751340.747120.751341.08546.71
972015.01.22 23:10buy490.020.748100.744870.74861
982015.01.22 23:37t/p490.020.748610.744870.748610.88547.59
992015.01.23 07:25buy500.020.748030.744740.74862
1002015.01.23 07:29t/p500.020.748620.744740.748621.04548.63
1012015.01.26 00:05buy510.020.742840.739740.74340
1022015.01.26 00:25buy520.060.742210.738930.74280
1032015.01.26 00:45buy530.170.741290.737850.74193
1042015.01.26 00:51t/p530.170.741930.737850.741939.69558.32
1052015.01.26 01:50buy540.170.740510.736920.74099
1062015.01.26 01:52t/p540.170.740990.736920.740996.97565.29
1072015.01.26 01:55buy550.170.740700.737180.74118
1082015.01.26 01:56t/p550.170.741180.737180.741186.97572.26
1092015.01.26 02:14t/p520.060.742800.738930.742803.12575.38
1102015.01.26 03:13t/p510.020.743400.739740.743400.98576.36
1112015.01.28 22:30buy560.020.735240.725430.73710
1122015.01.28 23:05buy570.060.732610.722140.73432
1132015.01.28 23:50buy580.170.731790.722970.73286
1142015.01.29 00:19t/p580.170.732860.722970.7328618.19594.55
1152015.01.29 02:52t/p570.060.734320.722140.7343210.26604.81
1162015.01.29 18:33s/l560.020.725430.725430.73710-19.62585.19
1172015.02.03 05:55buy590.020.720230.714320.72133
1182015.02.03 06:03t/p590.020.721330.714320.721332.06587.25
1192015.02.12 18:50sell600.020.747140.752860.74616
1202015.02.12 18:59t/p600.020.746160.752860.746161.82589.07
1212015.02.19 03:50sell610.020.756480.757970.75622
1222015.02.19 03:54t/p610.020.756220.757970.756220.38589.45
1232015.02.24 04:35buy620.020.748920.746420.74938
1242015.02.24 04:55buy630.060.747800.744820.74834
1252015.02.24 05:11t/p630.060.748340.744820.748342.82592.27
1262015.02.24 06:17s/l620.020.746420.746420.74938-5.14587.13
1272015.02.26 01:00sell640.020.757110.759630.75664
1282015.02.26 02:09t/p640.020.756640.759630.756640.80587.93
1292015.03.05 11:30buy650.020.751400.749190.75174
1302015.03.05 11:37t/p650.020.751740.749190.751740.54588.47
1312015.03.05 15:05buy660.020.749190.746890.74959
1322015.03.05 15:06t/p660.020.749590.746890.749590.66589.13
1332015.03.06 16:45buy670.020.738870.728930.74072
1342015.03.10 04:33s/l670.020.728930.728930.74072-19.93569.21
1352015.03.10 10:50buy680.020.726280.722060.72701
1362015.03.10 10:50t/p680.020.727010.722060.727011.32570.53
1372015.03.11 05:00buy690.020.724370.721010.72490
1382015.03.11 07:14t/p690.020.724900.721010.724900.92571.45
1392015.03.12 08:50sell700.020.737380.741790.73660
1402015.03.12 08:58t/p700.020.736600.741790.736601.42572.87
1412015.03.12 09:15sell710.020.738800.743910.73789
1422015.03.12 09:45sell720.060.740000.745890.73902
1432015.03.12 10:11t/p720.060.739020.745890.739025.46578.33
1442015.03.12 10:24t/p710.020.737890.743910.737891.68580.01
1452015.03.20 17:50sell730.020.754160.759410.75339
1462015.03.20 18:35sell740.060.757540.762650.75668
1472015.03.20 20:21t/p740.060.756680.762650.756684.74584.75
1482015.03.23 00:18s/l730.020.759410.759410.75339-10.72574.03
1492015.03.23 06:05sell750.020.764870.769450.76406
1502015.03.23 06:07t/p750.020.764060.769450.764061.48575.51
1512015.03.23 06:10sell760.020.766340.771440.76542
1522015.03.23 06:11t/p760.020.765420.771440.765421.70577.21
1532015.03.23 06:15sell770.020.764470.769870.76347
1542015.03.23 06:19t/p770.020.763470.769870.763471.86579.07
1552015.03.23 21:45sell780.020.767130.770270.76665
1562015.03.23 22:00t/p780.020.766650.770270.766650.82579.89
1572015.03.30 23:05buy790.020.748610.746290.74898
1582015.03.30 23:15t/p790.020.748980.746290.748980.60580.49
1592015.04.01 02:35buy800.020.744300.742100.74466
1602015.04.01 02:59t/p800.020.744660.742100.744660.58581.07
1612015.04.01 11:50buy810.020.739650.735280.74038
1622015.04.01 11:56t/p810.020.740380.735280.740381.32582.39
1632015.04.03 14:50sell820.020.753600.755640.75326
1642015.04.03 14:50t/p820.020.753260.755640.753260.54582.93
1652015.04.03 16:10sell830.020.762900.771930.76116
1662015.04.03 16:14t/p830.020.761160.771930.761163.34586.27
1672015.04.13 06:55buy840.020.746840.742280.74744
1682015.04.13 07:15buy850.060.745180.741350.74575
1692015.04.13 07:35buy860.170.744690.741400.74525
1702015.04.13 07:48t/p860.170.745250.741400.745258.33594.60
1712015.04.13 08:10t/p850.060.745750.741350.745753.00597.60
1722015.04.13 10:10t/p840.020.747440.742280.747441.06598.66
1732015.04.15 20:25sell870.020.760030.764620.75924
1742015.04.15 20:40t/p870.020.759240.764620.759241.44600.10
1752015.04.16 13:45sell880.020.766320.770510.76561
1762015.04.16 13:46t/p880.020.765610.770510.765611.28601.38
1772015.04.17 10:40sell890.020.769990.774110.76924
1782015.04.17 11:29t/p890.020.769240.774110.769241.36602.74
1792015.04.17 13:10sell900.020.773140.776560.77255
1802015.04.17 13:26t/p900.020.772550.776560.772551.04603.78
1812015.04.23 04:05buy910.020.759190.755650.75986
1822015.04.23 04:10t/p910.020.759860.755650.759861.20604.98
1832015.04.23 04:25buy920.020.758360.754220.75915
1842015.04.23 07:06t/p920.020.759150.754220.759151.44606.42
1852015.04.27 17:35sell930.020.763750.766990.76318
1862015.04.27 17:42t/p930.020.763180.766990.763181.00607.42
1872015.04.28 18:10sell940.020.773510.778510.77268
1882015.04.28 18:29t/p940.020.772680.778510.772681.52608.94
1892015.04.30 00:50buy950.020.759480.753690.76057
1902015.04.30 01:00t/p950.020.760570.753690.760572.04610.98
1912015.05.01 18:25buy960.020.752360.747160.75330
1922015.05.01 19:05buy970.060.751620.747140.75234
1932015.05.01 19:26t/p970.060.752340.747140.752343.90614.88
1942015.05.01 19:33t/p960.020.753300.747160.753301.74616.62
1952015.05.07 17:15buy980.020.743630.739580.74426
1962015.05.07 17:29t/p980.020.744260.739580.744261.12617.74
1972015.05.13 15:40sell990.020.747890.751570.74724
1982015.05.13 16:31t/p990.020.747240.751570.747241.16618.90
1992015.05.14 01:20sell1000.020.751510.754680.75091
2002015.05.14 01:45s/l1000.020.754680.754680.75091-6.48612.42
2012015.05.26 10:20buy1010.020.726660.723380.72726
2022015.05.26 10:22t/p1010.020.727260.723380.727261.06613.48
2032015.05.26 17:00buy1020.020.724080.719740.72487
2042015.05.26 17:54t/p1020.020.724870.719740.724871.44614.92
2052015.05.28 14:05buy1030.020.721000.718020.72150
2062015.05.28 14:21s/l1030.020.718020.718020.72150-6.10608.82
2072015.05.28 14:25buy1040.020.718700.714840.71940
2082015.05.28 14:32t/p1040.020.719400.714840.719401.26610.08
2092015.05.28 14:55buy1050.020.716740.711940.71760
2102015.05.28 15:50buy1060.060.714350.707710.71550
2112015.05.28 15:54t/p1060.060.715500.707710.715506.48616.56
2122015.05.28 16:30buy1070.060.714020.708230.71496
2132015.05.28 17:06t/p1070.060.714960.708230.714965.22621.78
2142015.05.28 21:39t/p1050.020.717600.711940.717601.58623.36
2152015.06.09 14:35sell1080.020.716870.720720.71621
2162015.06.09 14:50t/p1080.020.716210.720720.716211.18624.54
2172015.06.10 09:10sell1090.020.718710.723970.71791
2182015.06.10 09:28t/p1090.020.717910.723970.717911.46626.00
2192015.06.11 03:25buy1100.020.701800.698220.70234
2202015.06.11 03:34t/p1100.020.702340.698220.702340.94626.94
2212015.06.12 11:20buy1110.020.696510.694340.69688
2222015.06.12 11:25t/p1110.020.696880.694340.696880.60627.54
2232015.06.12 11:30buy1120.020.696600.694370.69697
2242015.06.12 11:50buy1130.060.695700.693440.69610
2252015.06.12 11:55t/p1130.060.696100.693440.696101.98629.52
2262015.06.12 12:10buy1140.060.695710.693170.69617
2272015.06.12 12:18t/p1140.060.696170.693170.696172.34631.86
2282015.06.12 12:21t/p1120.020.696970.694370.696970.60632.46
2292015.06.17 10:35buy1150.020.694530.691840.69502
2302015.06.17 10:44t/p1150.020.695020.691840.695020.84633.30
2312015.06.17 11:20buy1160.020.693820.690860.69436
2322015.06.17 11:55buy1170.060.692870.689550.69344
2332015.06.17 12:05t/p1170.060.693440.689550.693443.00636.30
2342015.06.17 17:45buy1180.060.691090.688850.69146
2352015.06.17 17:49t/p1180.060.691460.688850.691461.80638.10
2362015.06.17 17:59s/l1160.020.690860.690860.69436-6.06632.04
2372015.06.25 04:10sell1190.020.691210.693140.69089
2382015.06.25 04:29t/p1190.020.690890.693140.690890.50632.54
2392015.06.26 16:20buy1200.020.683250.680390.68372
2402015.06.26 16:21t/p1200.020.683720.680390.683720.80633.34
2412015.06.29 00:40buy1210.020.681300.678830.68177
2422015.06.29 00:54t/p1210.020.681770.678830.681770.80634.14
2432015.06.29 01:05buy1220.020.678630.674900.67933
2442015.06.29 01:06t/p1220.020.679330.674900.679331.26635.40
2452015.06.30 12:50buy1230.020.675270.671240.67599
2462015.06.30 12:58t/p1230.020.675990.671240.675991.30636.70