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=0.04; PercentOfDepo=0.5; _multip_="при значениях множитей лота > 0, следующий лот = предыдущий лот * множитель1 * множитель2"; MultiLots=true; MultiLotsMax=false; multip1=2.11; multip2=1.91; 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=410; tf=0; qSb=1; QLT_on=true; A21="Параметры Quantum-close"; Qnt_cl=340; 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 profit428.31Gross profit630.88Gross loss-202.57
Profit factor3.11Expected payoff3.48
Absolute drawdown29.68Maximal drawdown90.08 (12.23%)Relative drawdown12.23% (90.08)
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 trade69.56loss trade-39.85
Averageprofit trade5.58loss trade-20.26
Maximumconsecutive wins (profit in money)25 (109.53)consecutive losses (loss in money)1 (-39.85)
Maximalconsecutive profit (count of wins)239.08 (22)consecutive loss (count of losses)-39.85 (1)
Averageconsecutive wins10consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.10.02 05:10sell10.040.792350.799640.79102
22014.10.02 05:10t/p10.040.791020.799640.791025.04505.04
32014.10.03 16:20buy20.040.776180.767030.77749
42014.10.06 00:55buy30.160.772280.769680.77277
52014.10.06 01:00t/p30.160.772770.769680.772776.72511.76
62014.10.06 01:15buy40.160.771460.768210.77205
72014.10.06 01:18t/p40.160.772050.768210.772058.32520.08
82014.10.06 07:57t/p20.040.777490.767030.777495.05525.13
92014.10.10 10:15buy50.040.781530.777030.78237
102014.10.10 10:36t/p50.040.782370.777030.782373.08528.21
112014.10.15 14:55sell60.040.790920.796000.78996
122014.10.15 15:08t/p60.040.789960.796000.789963.56531.77
132014.10.15 15:25sell70.040.792010.798350.79083
142014.10.15 15:38s/l70.040.798350.798350.79083-25.64506.13
152014.10.15 15:40sell80.040.798870.807120.79736
162014.10.15 15:42t/p80.040.797360.807120.797365.76511.89
172014.10.23 00:00buy90.040.787060.783290.78764
182014.10.23 00:06t/p90.040.787640.783290.787642.04513.93
192014.10.23 00:30buy100.040.786630.782980.78731
202014.10.23 01:11t/p100.040.787310.782980.787312.44516.37
212014.10.29 15:35sell110.040.796960.800180.79640
222014.10.29 15:58t/p110.040.796400.800180.796401.96518.33
232014.10.29 19:05buy120.040.787710.783310.78852
242014.10.29 19:13s/l120.040.783310.783310.78852-17.88500.45
252014.10.29 19:15buy130.040.783430.777780.78447
262014.10.29 19:37t/p130.040.784470.777780.784473.88504.33
272014.11.03 01:45buy140.040.775430.772550.77584
282014.11.03 01:48t/p140.040.775840.772550.775841.36505.69
292014.11.03 16:05buy150.040.771740.768160.77235
302014.11.03 16:17t/p150.040.772350.768160.772352.16507.85
312014.11.12 07:15sell160.040.784810.788100.78422
322014.11.12 07:26t/p160.040.784220.788100.784222.08509.93
332014.11.13 10:00sell170.040.790540.793990.78995
342014.11.13 11:10sell180.160.791850.795060.79129
352014.11.13 12:29t/p180.160.791290.795060.791297.84517.77
362014.11.13 13:01t/p170.040.789950.793990.789952.08519.85
372014.11.19 02:25buy190.040.787160.783620.78781
382014.11.19 02:29t/p190.040.787810.783620.787812.32522.17
392014.11.25 05:35buy200.040.780740.776770.78140
402014.11.25 05:44t/p200.040.781400.776770.781402.36524.53
412014.11.25 09:50buy210.040.780700.778020.78116
422014.11.25 09:55t/p210.040.781160.778020.781161.56526.09
432014.11.26 18:00sell220.040.788700.792530.78806
442014.11.26 18:08t/p220.040.788060.792530.788062.28528.37
452014.11.27 06:00sell230.040.791310.794720.79088
462014.11.27 06:01t/p230.040.790880.794720.790881.44529.81
472014.12.01 01:20buy240.040.780660.777390.78128
482014.12.01 01:40buy250.160.779350.775710.77991
492014.12.01 02:30buy260.650.778720.775430.77929
502014.12.01 02:55t/p260.650.779290.775430.7792932.50562.31
512014.12.01 04:02t/p250.160.779910.775710.779917.84570.15
522014.12.01 06:01t/p240.040.781280.777390.781282.20572.35
532014.12.03 20:20buy270.040.774800.772380.77520
542014.12.03 20:44t/p270.040.775200.772380.775201.32573.67
552014.12.08 01:00buy280.040.768020.765440.76850
562014.12.08 01:21t/p280.040.768500.765440.768501.64575.31
572014.12.08 10:20buy290.040.762720.759420.76328
582014.12.08 10:33t/p290.040.763280.759420.763281.96577.27
592014.12.09 05:25buy300.040.761330.758550.76179
602014.12.09 05:54t/p300.040.761790.758550.761791.56578.83
612014.12.09 17:15sell310.040.774090.778860.77324
622014.12.09 17:16t/p310.040.773240.778860.773243.12581.95
632014.12.29 11:35sell320.040.779420.781300.77912
642014.12.29 12:00sell330.160.779830.781600.77956
652014.12.29 12:04t/p330.160.779560.781600.779563.20585.15
662014.12.29 12:34t/p320.040.779120.781300.779120.92586.07
672014.12.30 09:55sell340.040.781190.783860.78070
682014.12.30 10:15sell350.160.782210.785270.78164
692014.12.30 10:25t/p350.160.781640.785270.781648.00594.07
702014.12.30 16:52s/l340.040.783860.783860.78070-10.96583.11
712015.01.02 13:50buy360.040.772350.770040.77275
722015.01.02 13:55t/p360.040.772750.770040.772751.32584.43
732015.01.02 14:10buy370.040.772020.769510.77242
742015.01.02 14:30buy380.160.770940.768490.77136
752015.01.02 15:13t/p380.160.771360.768490.771365.60590.03
762015.01.02 17:30t/p370.040.772420.769510.772421.32591.35
772015.01.05 00:35buy390.040.766530.762680.76721
782015.01.05 00:38t/p390.040.767210.762680.767212.44593.79
792015.01.05 05:20buy400.040.763170.759590.76375
802015.01.05 06:53t/p400.040.763750.759590.763752.04595.83
812015.01.06 18:30sell410.040.779530.784670.77873
822015.01.06 18:32t/p410.040.778730.784670.778732.92598.75
832015.01.12 11:50buy420.040.776500.772260.77721
842015.01.12 11:53t/p420.040.777210.772260.777212.56601.31
852015.01.15 14:55sell430.040.786140.793440.78490
862015.01.15 15:31t/p430.040.784900.793440.784904.68605.99
872015.01.20 05:50buy440.040.772010.768070.77251
882015.01.20 06:10t/p440.040.772510.768070.772511.72607.71
892015.01.20 21:25buy450.040.766510.764120.76691
902015.01.20 21:48t/p450.040.766910.764120.766911.32609.03
912015.01.21 18:35buy460.040.755540.744630.75745
922015.01.21 18:56t/p460.040.757450.744630.757457.36616.39
932015.01.22 05:05buy470.040.751680.747580.75231
942015.01.22 05:12t/p470.040.752310.747580.752312.24618.63
952015.01.22 20:20buy480.040.750730.747120.75134
962015.01.22 21:21t/p480.040.751340.747120.751342.16620.79
972015.01.22 23:10buy490.040.748100.744870.74861
982015.01.22 23:37t/p490.040.748610.744870.748611.76622.55
992015.01.23 07:25buy500.040.748030.744740.74862
1002015.01.23 07:29t/p500.040.748620.744740.748622.08624.63
1012015.01.26 00:05buy510.040.742840.739740.74340
1022015.01.26 00:25buy520.160.742210.738930.74280
1032015.01.26 00:45buy530.650.741290.737850.74193
1042015.01.26 00:51t/p530.650.741930.737850.7419337.05661.68
1052015.01.26 01:50buy540.650.740510.736920.74099
1062015.01.26 01:52t/p540.650.740990.736920.7409926.65688.33
1072015.01.26 01:55buy550.650.740700.737180.74118
1082015.01.26 01:56t/p550.650.741180.737180.7411826.65714.98
1092015.01.26 02:14t/p520.160.742800.738930.742808.32723.30
1102015.01.26 03:13t/p510.040.743400.739740.743401.96725.26
1112015.01.28 22:30buy560.040.735240.725430.73710
1122015.01.28 23:05buy570.160.732610.722140.73432
1132015.01.28 23:50buy580.650.731790.722970.73286
1142015.01.29 00:19t/p580.650.732860.722970.7328669.56794.83
1152015.01.29 02:52t/p570.160.734320.722140.7343227.36822.19
1162015.01.29 18:33s/l560.040.725430.725430.73710-39.24782.95
1172015.02.03 05:55buy590.040.720230.714320.72133
1182015.02.03 06:03t/p590.040.721330.714320.721334.12787.07
1192015.02.12 18:50sell600.040.747140.752860.74616
1202015.02.12 18:59t/p600.040.746160.752860.746163.64790.71
1212015.02.19 03:50sell610.040.756480.757970.75622
1222015.02.19 03:54t/p610.040.756220.757970.756220.76791.47
1232015.02.24 04:35buy620.040.748920.746420.74938
1242015.02.24 04:55buy630.160.747800.744820.74834
1252015.02.24 05:11t/p630.160.748340.744820.748347.52798.99
1262015.02.24 06:17s/l620.040.746420.746420.74938-10.28788.71
1272015.02.26 01:00sell640.040.757110.759630.75664
1282015.02.26 02:09t/p640.040.756640.759630.756641.60790.31
1292015.03.05 11:30buy650.040.751400.749190.75174
1302015.03.05 11:37t/p650.040.751740.749190.751741.08791.39
1312015.03.05 15:05buy660.040.749190.746890.74959
1322015.03.05 15:06t/p660.040.749590.746890.749591.32792.71
1332015.03.06 16:45buy670.040.738870.728930.74072
1342015.03.10 04:33s/l670.040.728930.728930.74072-39.85752.86
1352015.03.10 10:50buy680.040.726280.722060.72701
1362015.03.10 10:50t/p680.040.727010.722060.727012.64755.50
1372015.03.11 05:00buy690.040.724370.721010.72490
1382015.03.11 07:14t/p690.040.724900.721010.724901.84757.34
1392015.03.12 08:50sell700.040.737380.741790.73660
1402015.03.12 08:58t/p700.040.736600.741790.736602.84760.18
1412015.03.12 09:15sell710.040.738800.743910.73789
1422015.03.12 09:45sell720.160.740000.745890.73902
1432015.03.12 10:11t/p720.160.739020.745890.7390214.56774.74
1442015.03.12 10:24t/p710.040.737890.743910.737893.36778.10
1452015.03.20 17:50sell730.040.754160.759410.75339
1462015.03.20 18:35sell740.160.757540.762650.75668
1472015.03.20 20:21t/p740.160.756680.762650.7566812.64790.74
1482015.03.23 00:18s/l730.040.759410.759410.75339-21.44769.30
1492015.03.23 06:05sell750.040.764870.769450.76406
1502015.03.23 06:07t/p750.040.764060.769450.764062.96772.26
1512015.03.23 06:10sell760.040.766340.771440.76542
1522015.03.23 06:11t/p760.040.765420.771440.765423.40775.66
1532015.03.23 06:15sell770.040.764470.769870.76347
1542015.03.23 06:19t/p770.040.763470.769870.763473.72779.38
1552015.03.23 21:45sell780.040.767130.770270.76665
1562015.03.23 22:00t/p780.040.766650.770270.766651.64781.02
1572015.03.30 23:05buy790.040.748610.746290.74898
1582015.03.30 23:15t/p790.040.748980.746290.748981.20782.22
1592015.04.01 02:35buy800.040.744300.742100.74466
1602015.04.01 02:59t/p800.040.744660.742100.744661.16783.38
1612015.04.01 11:50buy810.040.739650.735280.74038
1622015.04.01 11:56t/p810.040.740380.735280.740382.64786.02
1632015.04.03 14:50sell820.040.753600.755640.75326
1642015.04.03 14:50t/p820.040.753260.755640.753261.08787.10
1652015.04.03 16:10sell830.040.762900.771930.76116
1662015.04.03 16:14t/p830.040.761160.771930.761166.68793.78
1672015.04.13 06:55buy840.040.746840.742280.74744
1682015.04.13 07:15buy850.160.745180.741350.74575
1692015.04.13 07:35buy860.650.744690.741400.74525
1702015.04.13 07:48t/p860.650.745250.741400.7452531.85825.63
1712015.04.13 08:10t/p850.160.745750.741350.745758.00833.63
1722015.04.13 10:10t/p840.040.747440.742280.747442.12835.75
1732015.04.15 20:25sell870.040.760030.764620.75924
1742015.04.15 20:40t/p870.040.759240.764620.759242.88838.63
1752015.04.16 13:45sell880.040.766320.770510.76561
1762015.04.16 13:46t/p880.040.765610.770510.765612.56841.19
1772015.04.17 10:40sell890.040.769990.774110.76924
1782015.04.17 11:29t/p890.040.769240.774110.769242.72843.91
1792015.04.17 13:10sell900.040.773140.776560.77255
1802015.04.17 13:26t/p900.040.772550.776560.772552.08845.99
1812015.04.23 04:05buy910.040.759190.755650.75986
1822015.04.23 04:10t/p910.040.759860.755650.759862.40848.39
1832015.04.23 04:25buy920.040.758360.754220.75915
1842015.04.23 07:06t/p920.040.759150.754220.759152.88851.27
1852015.04.27 17:35sell930.040.763750.766990.76318
1862015.04.27 17:42t/p930.040.763180.766990.763182.00853.27
1872015.04.28 18:10sell940.040.773510.778510.77268
1882015.04.28 18:29t/p940.040.772680.778510.772683.04856.31
1892015.04.30 00:50buy950.040.759480.753690.76057
1902015.04.30 01:00t/p950.040.760570.753690.760574.08860.39
1912015.05.01 18:25buy960.040.752360.747160.75330
1922015.05.01 19:05buy970.160.751620.747140.75234
1932015.05.01 19:26t/p970.160.752340.747140.7523410.40870.79
1942015.05.01 19:33t/p960.040.753300.747160.753303.48874.27
1952015.05.07 17:15buy980.040.743630.739580.74426
1962015.05.07 17:29t/p980.040.744260.739580.744262.24876.51
1972015.05.13 15:40sell990.040.747890.751570.74724
1982015.05.13 16:31t/p990.040.747240.751570.747242.32878.83
1992015.05.14 01:20sell1000.040.751510.754680.75091
2002015.05.14 01:45s/l1000.040.754680.754680.75091-12.96865.87
2012015.05.26 10:20buy1010.040.726660.723380.72726
2022015.05.26 10:22t/p1010.040.727260.723380.727262.12867.99
2032015.05.26 17:00buy1020.040.724080.719740.72487
2042015.05.26 17:54t/p1020.040.724870.719740.724872.88870.87
2052015.05.28 14:05buy1030.040.721000.718020.72150
2062015.05.28 14:21s/l1030.040.718020.718020.72150-12.20858.67
2072015.05.28 14:25buy1040.040.718700.714840.71940
2082015.05.28 14:32t/p1040.040.719400.714840.719402.52861.19
2092015.05.28 14:55buy1050.040.716740.711940.71760
2102015.05.28 15:50buy1060.160.714350.707710.71550
2112015.05.28 15:54t/p1060.160.715500.707710.7155017.28878.47
2122015.05.28 16:30buy1070.160.714020.708230.71496
2132015.05.28 17:06t/p1070.160.714960.708230.7149613.92892.39
2142015.05.28 21:39t/p1050.040.717600.711940.717603.16895.55
2152015.06.09 14:35sell1080.040.716870.720720.71621
2162015.06.09 14:50t/p1080.040.716210.720720.716212.36897.91
2172015.06.10 09:10sell1090.040.718710.723970.71791
2182015.06.10 09:28t/p1090.040.717910.723970.717912.92900.83
2192015.06.11 03:25buy1100.040.701800.698220.70234
2202015.06.11 03:34t/p1100.040.702340.698220.702341.88902.71
2212015.06.12 11:20buy1110.040.696510.694340.69688
2222015.06.12 11:25t/p1110.040.696880.694340.696881.20903.91
2232015.06.12 11:30buy1120.040.696600.694370.69697
2242015.06.12 11:50buy1130.160.695700.693440.69610
2252015.06.12 11:55t/p1130.160.696100.693440.696105.28909.19
2262015.06.12 12:10buy1140.160.695710.693170.69617
2272015.06.12 12:18t/p1140.160.696170.693170.696176.24915.43
2282015.06.12 12:21t/p1120.040.696970.694370.696971.20916.63
2292015.06.17 10:35buy1150.040.694530.691840.69502
2302015.06.17 10:44t/p1150.040.695020.691840.695021.68918.31
2312015.06.17 11:20buy1160.040.693820.690860.69436
2322015.06.17 11:55buy1170.160.692870.689550.69344
2332015.06.17 12:05t/p1170.160.693440.689550.693448.00926.31
2342015.06.17 17:45buy1180.160.691090.688850.69146
2352015.06.17 17:49t/p1180.160.691460.688850.691464.80931.11
2362015.06.17 17:59s/l1160.040.690860.690860.69436-12.12918.99
2372015.06.25 04:10sell1190.040.691210.693140.69089
2382015.06.25 04:29t/p1190.040.690890.693140.690891.00919.99
2392015.06.26 16:20buy1200.040.683250.680390.68372
2402015.06.26 16:21t/p1200.040.683720.680390.683721.60921.59
2412015.06.29 00:40buy1210.040.681300.678830.68177
2422015.06.29 00:54t/p1210.040.681770.678830.681771.60923.19
2432015.06.29 01:05buy1220.040.678630.674900.67933
2442015.06.29 01:06t/p1220.040.679330.674900.679332.52925.71
2452015.06.30 12:50buy1230.040.675270.671240.67599
2462015.06.30 12:58t/p1230.040.675990.671240.675992.60928.31