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=1.01; multip2=1.81; 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=100; tf=0; qSb=1; QLT_on=true; A21="Параметры Quantum-close"; Qnt_cl=390; QLTcl_on=false; SgQLT_Reset=false; 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=4; i_PfeUseAvarage=true; i_PfeMaPeriod=7; i_PfeTresh=0.16; i_Pfe_On=true; A25="Параметры RSI4"; i_RSI3_On=true; i_RSIperiodMinor=14; i_RSIperiodMiddle=2; 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=true; A3="== Настройка расчета стоп-приказа ==="; A4="True - стоп в пунктах, false - в волатильности"; UseSLInPoints=false; A5="Величина стопа (пункты или волатильности)"; StopLoss=5; 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=0; A10="Период ATR, если профит выражен в волатильностях"; TPATR=20; A100="Перевод ордеров в безубыток"; BE_start=1; A110="Закрытие только в профит"; CloseOnlyProfit=true; _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 profit903.51Gross profit1962.45Gross loss-1058.93
Profit factor1.85Expected payoff1.51
Absolute drawdown99.30Maximal drawdown179.82 (16.50%)Relative drawdown23.82% (125.30)
Total trades597Short positions (won %)234 (68.38%)Long positions (won %)363 (66.39%)
Profit trades (% of total)401 (67.17%)Loss trades (% of total)196 (32.83%)
Largestprofit trade88.56loss trade-25.20
Averageprofit trade4.89loss trade-5.40
Maximumconsecutive wins (profit in money)13 (49.62)consecutive losses (loss in money)6 (-90.16)
Maximalconsecutive profit (count of wins)208.66 (11)consecutive loss (count of losses)-90.16 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.10.01 16:05sell10.020.785280.789010.00000
22014.10.01 16:50close10.020.778510.789010.0000013.40513.40
32014.10.02 04:45sell20.020.784760.788750.00000
42014.10.02 05:09s/l20.020.788750.788750.00000-8.12505.28
52014.10.02 05:10sell30.020.792350.798430.00000
62014.10.02 06:10close30.020.787220.798430.0000010.12515.40
72014.10.02 20:35sell40.020.791990.795370.00000
82014.10.03 00:40close40.020.789440.795370.000004.88520.28
92014.10.03 14:45buy50.020.780230.775780.00000
102014.10.03 15:20buy60.040.778940.772850.00000
112014.10.03 15:45buy70.070.777550.771050.00000
122014.10.03 16:05buy80.120.776950.769600.00000
132014.10.03 16:19s/l50.020.775780.775780.00000-9.04511.24
142014.10.03 16:25buy90.120.775640.767880.00000
152014.10.03 16:45buy100.220.775000.768960.00000
162014.10.03 17:25close60.040.776600.772850.00000-9.64501.60
172014.10.03 17:25close70.070.776600.771050.00000-7.14494.46
182014.10.03 17:25close80.120.776600.769600.00000-5.04489.42
192014.10.03 17:25close90.120.776600.767880.0000010.68500.10
202014.10.03 17:25close100.220.776600.768960.0000033.66533.76
212014.10.06 00:25buy110.020.774860.773140.00000
222014.10.06 00:43s/l110.020.773140.773140.00000-3.58530.18
232014.10.06 00:45buy120.020.773210.771340.00000
242014.10.06 01:10buy130.040.772470.769960.00000
252014.10.06 02:15close120.020.774640.771340.000002.72532.90
262014.10.06 02:15close130.040.774640.769960.000008.40541.30
272014.10.06 21:40sell140.020.785710.789100.00000
282014.10.06 23:55close140.020.783390.789100.000004.50545.80
292014.10.08 20:15sell150.020.786790.790810.00000
302014.10.08 20:35sell160.040.789900.795230.00000
312014.10.08 20:40s/l150.020.790810.790810.00000-8.18537.62
322014.10.08 22:10sell170.040.791230.796980.00000
332014.10.08 23:55close160.040.789780.795230.000000.20537.82
342014.10.08 23:55close170.040.789780.796980.000005.52543.34
352014.10.09 03:05sell180.020.793290.796820.00000
362014.10.09 04:35close180.020.791650.796820.000003.14546.48
372014.10.09 05:45sell190.020.794780.798140.00000
382014.10.09 07:25close190.020.794030.798140.000001.36547.84
392014.10.09 09:55sell200.020.795940.799440.00000
402014.10.09 10:55close200.020.794530.799440.000002.68550.52
412014.10.09 13:10sell210.020.796110.798900.00000
422014.10.09 14:00close210.020.794310.798900.000003.46553.98
432014.10.10 10:10buy220.020.781700.778050.00000
442014.10.10 11:00close220.020.783480.778050.000003.42557.40
452014.10.13 04:25sell230.020.787750.790660.00000
462014.10.13 05:15close230.020.786270.790660.000002.82560.22
472014.10.14 03:45sell240.020.790810.793430.00000
482014.10.14 05:30close240.020.790080.793430.000001.32561.54
492014.10.14 21:20buy250.020.782170.779670.00000
502014.10.14 22:05close250.020.783510.779670.000002.54564.08
512014.10.15 01:30buy260.020.782600.781310.00000
522014.10.15 03:24s/l260.020.781310.781310.00000-2.72561.36
532014.10.15 14:40sell270.020.788480.791690.00000
542014.10.15 14:52s/l270.020.791690.791690.00000-6.56554.80
552014.10.15 14:55sell280.020.790920.795150.00000
562014.10.15 15:20sell290.040.791580.796730.00000
572014.10.15 15:33s/l280.020.795150.795150.00000-8.60546.20
582014.10.15 15:36s/l290.040.796730.796730.00000-20.88525.32
592014.10.15 15:40sell300.020.798870.805750.00000
602014.10.15 19:30close300.020.793730.805750.0000010.14535.46
612014.10.15 21:10sell310.020.797090.800820.00000
622014.10.15 21:50sell320.040.798260.802100.00000
632014.10.15 23:40close310.020.797700.800820.00000-1.36534.10
642014.10.15 23:40close320.040.797700.802100.000001.96536.06
652014.10.16 07:00sell330.020.799200.801310.00000
662014.10.16 08:15close330.020.797310.801310.000003.64539.70
672014.10.21 06:35sell340.020.802420.805560.00000
682014.10.21 08:50close340.020.799620.805560.000005.46545.16
692014.10.21 14:45sell350.020.800860.803680.00000
702014.10.21 15:40close350.020.799140.803680.000003.30548.46
712014.10.22 15:00buy360.020.793730.790710.00000
722014.10.22 15:50close360.020.794960.790710.000002.32550.78
732014.10.22 21:20buy370.020.792370.790570.00000
742014.10.22 23:44s/l370.020.790570.790570.00000-3.74547.04
752014.10.22 23:45buy380.020.790470.788200.00000
762014.10.22 23:45s/l380.020.788200.788200.00000-4.68542.36
772014.10.22 23:50buy390.020.787410.784460.00000
782014.10.23 01:40buy400.040.785990.782680.00000
792014.10.23 02:00buy410.070.785110.782560.00000
802014.10.23 02:38s/l390.020.784460.784460.00000-5.90536.46
812014.10.23 02:50buy420.070.783460.780560.00000
822014.10.23 05:50close400.040.785350.782680.00000-2.84533.62
832014.10.23 05:50close410.070.785350.782560.000001.19534.81
842014.10.23 05:50close420.070.785350.780560.0000012.74547.55
852014.10.23 15:10buy430.020.783190.780410.00000
862014.10.23 16:15buy440.040.782640.779710.00000
872014.10.23 17:35close430.020.783590.780410.000000.66548.21
882014.10.23 17:35close440.040.783590.779710.000003.52551.73
892014.10.23 18:35buy450.020.781850.779490.00000
902014.10.23 19:20buy460.040.781450.779300.00000
912014.10.23 19:45close450.020.782300.779490.000000.76552.49
922014.10.23 19:45close460.040.782300.779300.000003.12555.61
932014.10.23 20:45buy470.020.781230.779580.00000
942014.10.23 22:10close470.020.782600.779580.000002.60558.21
952014.10.27 17:25sell480.020.789680.791520.00000
962014.10.27 19:00close480.020.789260.791520.000000.70558.91
972014.10.28 13:35sell490.020.793140.795380.00000
982014.10.28 14:05sell500.040.794490.797540.00000
992014.10.28 14:06s/l490.020.795380.795380.00000-4.62554.29
1002014.10.28 15:05close500.040.791700.797540.0000010.88565.17
1012014.10.29 06:10sell510.020.793530.794730.00000
1022014.10.29 14:21s/l510.020.794730.794730.00000-2.54562.63
1032014.10.29 14:25sell520.020.795200.797050.00000
1042014.10.29 14:45sell530.040.795700.797720.00000
1052014.10.29 15:30sell540.070.796590.799130.00000
1062014.10.29 15:31s/l520.020.797050.797050.00000-3.84558.79
1072014.10.29 16:25close530.040.795680.797720.00000-0.20558.59
1082014.10.29 16:25close540.070.795680.799130.000005.88564.47
1092014.10.29 19:05buy550.020.787710.784040.00000
1102014.10.29 19:11s/l550.020.784040.784040.00000-7.48556.99
1112014.10.29 19:15buy560.020.783430.778730.00000
1122014.10.29 20:40buy570.040.782220.775320.00000
1132014.10.29 21:00buy580.070.780850.773690.00000
1142014.10.29 21:00s/l560.020.778730.778730.00000-9.54547.45
1152014.10.29 23:10close570.040.781450.775320.00000-3.36544.09
1162014.10.29 23:10close580.070.781450.773690.000003.71547.80
1172014.10.30 00:50buy590.020.779450.777270.00000
1182014.10.30 01:10buy600.040.777630.775410.00000
1192014.10.30 01:11s/l590.020.777270.777270.00000-4.50543.30
1202014.10.30 02:55close600.040.780240.775410.0000010.16553.46
1212014.10.30 04:40buy610.020.778700.776370.00000
1222014.10.30 05:25close610.020.779810.776370.000002.08555.54
1232014.10.31 14:00buy620.020.780380.775850.00000
1242014.10.31 14:20buy630.040.779610.774540.00000
1252014.11.03 00:05buy640.070.777520.775920.00000
1262014.11.03 01:39s/l640.070.775920.775920.00000-11.69543.85
1272014.11.03 01:39s/l620.020.775850.775850.00000-9.15534.70
1282014.11.03 01:40buy650.040.775860.773560.00000
1292014.11.03 01:59s/l630.040.774540.774540.00000-20.47514.23
1302014.11.03 02:00buy660.040.774700.772100.00000
1312014.11.03 03:05close650.040.776550.773560.000002.48516.71
1322014.11.03 03:05close660.040.776550.772100.000007.12523.83
1332014.11.03 15:25buy670.020.772950.770380.00000
1342014.11.03 15:55buy680.040.772530.769770.00000
1352014.11.03 16:10s/l670.020.770380.770380.00000-5.28518.55
1362014.11.03 16:11s/l680.040.769770.769770.00000-11.32507.23
1372014.11.03 16:15buy690.020.771350.767880.00000
1382014.11.03 17:30close690.020.772740.767880.000002.64509.87
1392014.11.03 18:50buy700.020.771310.768740.00000
1402014.11.03 19:55close700.020.772230.768740.000001.70511.57
1412014.11.04 23:10sell710.020.781530.784670.00000
1422014.11.04 23:30sell720.040.782280.785880.00000
1432014.11.04 23:50sell730.070.782750.786360.00000
1442014.11.05 01:05close710.020.781630.784670.00000-0.42511.15
1452014.11.05 01:05close720.040.781630.785880.000002.16513.32
1462014.11.05 01:05close730.070.781630.786360.000007.08520.40
1472014.11.05 10:10buy740.020.775230.772600.00000
1482014.11.05 11:08s/l740.020.772600.772600.00000-5.40515.00
1492014.11.05 11:10buy750.020.772910.769960.00000
1502014.11.05 14:05close750.020.773750.769960.000001.54516.54
1512014.11.05 16:15buy760.020.769630.764650.00000
1522014.11.05 16:50close760.020.771490.764650.000003.58520.12
1532014.11.05 23:50buy770.020.770920.769050.00000
1542014.11.06 01:05close770.020.771500.769050.000001.16521.28
1552014.11.07 04:50buy780.020.766170.764170.00000
1562014.11.07 07:30close780.020.767020.764170.000001.56522.84
1572014.11.10 03:05sell790.020.778720.781170.00000
1582014.11.10 06:45close790.020.778520.781170.000000.26523.10
1592014.11.10 08:50sell800.020.781170.783440.00000
1602014.11.10 10:35sell810.040.781590.784250.00000
1612014.11.10 11:20close800.020.780440.783440.000001.32524.42
1622014.11.10 11:20close810.040.780440.784250.000004.32528.74
1632014.11.11 20:10sell820.020.783490.786600.00000
1642014.11.11 21:05close820.020.780860.786600.000005.12533.86
1652014.11.12 06:35sell830.020.783470.785860.00000
1662014.11.12 07:10sell840.040.784230.786870.00000
1672014.11.12 08:17s/l830.020.785860.785860.00000-4.92528.94
1682014.11.12 08:25sell850.040.785920.789120.00000
1692014.11.12 08:50sell860.070.786540.789580.00000
1702014.11.12 09:30close840.040.784780.786870.00000-2.48526.46
1712014.11.12 09:30close850.040.784780.789120.000004.28530.74
1722014.11.12 09:30close860.070.784780.789580.0000011.83542.57
1732014.11.12 11:05sell870.020.786300.789650.00000
1742014.11.12 11:25sell880.040.786690.789910.00000
1752014.11.12 11:45sell890.070.787220.790470.00000
1762014.11.12 12:50close870.020.786100.789650.000000.26542.83
1772014.11.12 12:50close880.040.786100.789910.000002.08544.91
1782014.11.12 12:50close890.070.786100.790470.000007.35552.26
1792014.11.12 14:40sell900.020.787210.790020.00000
1802014.11.12 16:20sell910.040.788510.791890.00000
1812014.11.12 16:35s/l900.020.790020.790020.00000-5.76546.50
1822014.11.12 16:40sell920.040.789940.792920.00000
1832014.11.12 19:00close910.040.788250.791890.000000.76547.26
1842014.11.12 19:00close920.040.788250.792920.000006.48553.74
1852014.11.12 22:35sell930.020.788350.790270.00000
1862014.11.12 23:30close930.020.787470.790270.000001.62555.36
1872014.11.13 09:05sell940.020.788520.790690.00000
1882014.11.13 09:55sell950.040.789940.792680.00000
1892014.11.13 09:56s/l940.020.790690.790690.00000-4.48550.88
1902014.11.13 10:15sell960.040.790780.793750.00000
1912014.11.13 11:05sell970.070.791410.794180.00000
1922014.11.13 11:10s/l950.040.792680.792680.00000-11.24539.64
1932014.11.13 11:40sell980.070.792010.794650.00000
1942014.11.13 12:30close960.040.791250.793750.00000-2.16537.48
1952014.11.13 12:30close970.070.791250.794180.000000.63538.11
1962014.11.13 12:30close980.070.791250.794650.000004.83542.94
1972014.11.14 18:05sell990.020.792280.796610.00000
1982014.11.14 18:55close990.020.790460.796610.000003.50546.44
1992014.11.17 03:30sell1000.020.796530.799360.00000
2002014.11.17 04:45close1000.020.796130.799360.000000.66547.10
2012014.11.18 09:55sell1010.020.795900.797840.00000
2022014.11.18 10:30sell1020.040.797100.799580.00000
2032014.11.18 11:05close1010.020.794820.797840.000002.02549.12
2042014.11.18 11:05close1020.040.794820.799580.000008.84557.96
2052014.11.19 02:25buy1030.020.787160.784210.00000
2062014.11.19 03:20close1030.020.788920.784210.000003.38561.34
2072014.11.19 10:30buy1040.020.784330.781480.00000
2082014.11.19 11:35close1040.020.786140.781480.000003.48564.82
2092014.11.19 16:15buy1050.020.784140.781220.00000
2102014.11.19 17:05close1050.020.786180.781220.000003.94568.76
2112014.11.20 00:05buy1060.020.782710.779840.00000
2122014.11.20 01:10close1060.020.784050.779840.000002.54571.30
2132014.11.20 05:15buy1070.020.782850.780810.00000
2142014.11.20 07:05close1070.020.783890.780810.000001.94573.24
2152014.11.20 08:35buy1080.020.780660.777840.00000
2162014.11.20 09:05close1080.020.784110.777840.000006.76580.00
2172014.11.21 11:40sell1090.020.794140.799530.00000
2182014.11.21 13:50close1090.020.790520.799530.000007.10587.10
2192014.11.24 02:20sell1100.020.790040.791760.00000
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5032015.01.28 23:50buy2540.220.731750.724400.00000
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5212015.01.30 13:40close2600.020.726800.720970.000004.46866.81
5222015.01.30 13:40close2610.040.726800.721100.0000011.36878.17
5232015.01.30 16:00buy2620.020.721980.718110.00000
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5312015.02.03 20:10sell2660.020.734850.739980.00000
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5332015.02.03 20:15sell2670.020.739110.745140.00000
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5432015.02.04 22:40sell2720.020.740410.743020.00000
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5512015.02.06 14:40sell2760.020.744070.746750.00000
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5532015.02.06 15:35buy2770.020.734070.729020.00000
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5612015.02.11 18:00close2800.020.737810.734290.000001.56917.46
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5632015.02.12 02:50buy2820.020.734240.731340.00000
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5712015.02.13 06:05sell2860.020.744740.746350.00000
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5732015.02.16 00:15sell2870.020.748230.750960.00000
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5832015.02.17 03:30sell2920.020.751390.754100.00000
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6212015.03.05 04:45buy3110.020.755020.752540.00000
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6232015.03.05 08:05buy3120.020.753760.752440.00000
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6312015.03.05 19:05buy3160.020.745960.743190.00000
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6432015.03.06 20:55close3200.070.737580.731790.00000-9.73889.75
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6632015.03.10 04:35buy3320.020.728740.725790.00000
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6712015.03.10 18:00buy3360.020.727030.724080.00000
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6812015.03.11 06:55close3400.070.724530.721310.000003.43949.42
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6832015.03.11 12:35buy3420.020.723440.719920.00000
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6912015.03.12 08:10sell3460.020.734640.737770.00000
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7032015.03.16 03:35sell3520.020.736830.739430.00000
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7112015.03.18 07:55buy3560.020.729280.727900.00000
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7232015.03.19 02:33s/l3610.040.752900.752900.00000-12.16983.24
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7512015.03.25 21:05buy3760.020.758670.755930.00000
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7532015.03.26 01:50buy3770.020.757530.755560.00000
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10512015.05.28 17:20close5250.070.715150.709190.000007.421305.87
10522015.05.28 17:20close5260.120.715150.708790.0000022.681328.55
10532015.05.29 04:05buy5270.020.714190.711510.00000
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10602015.05.29 12:25close5300.040.712140.707480.000005.401338.17
10612015.05.29 16:15buy5310.020.711000.707750.00000
10622015.05.29 16:55close5310.020.712900.707750.000003.661341.83
10632015.05.29 18:25buy5320.020.708620.704500.00000
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10682015.05.29 23:50close5340.040.710050.707620.000002.961348.31
10692015.06.02 19:35sell5350.020.719340.722650.00000
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10712015.06.02 22:05close5350.020.718200.722650.000002.141350.45
10722015.06.02 22:05close5360.040.718200.723410.000006.281356.73
10732015.06.04 18:20buy5370.020.710440.707440.00000
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10812015.06.05 17:15close5400.070.705290.698520.000009.661372.63
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10832015.06.08 20:35sell5420.020.711870.714780.00000
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11632015.06.25 04:00sell5820.020.690370.691790.00000
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11922015.06.30 14:50close5960.070.676240.672430.000008.961400.35
11932015.06.30 18:05buy5970.020.676050.673050.00000
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