Business & Investment

Strategy Tester Report-EA Zone EURUSD Level 2-Statistics-April 29, 2021

Strategy Tester Report

ICMarketsEU-Demo (Build 2875)

Setting

Expert: EA Zone EURUSD Level 2 MT5 symbol: EURUSD Limit: M15 (2012.01.01-2021.04.28) input: MagicNum = 5002 = = Manage_Strat = 2 Strat_act = 1 smus = multi-strategy ———– m_Strat_1 = true m_Strat_2 = true m_Strat_3 = true m_Strat_4 = true m_Strat_5 = true m_Strat_6 = true m_Strat_7 = true m_Strat_8 = true m_Strat_9 = true m_Strat_10 = true m_Strat_11 = true m_Strat_12 = true = = UseMoneyManagement = true mmRiskPercent = 2 mmDecimals = 2 mmLotsIfNoMM = 0.01 mmMaxLots = 100 = = DontTradeOnWeekends = false FridayCloseTime = 00: 38.333 SundayOpenTime = 00: 38.333 seod = ———– Ends at the end of the day ———– ExitAtEndOfDay = false EODExitTime = 00: 39.25 = = ExitOnFriday = false FridayExitTime = 00: 38.333 = = LimitTimeRange = false SignalTimeRangeFrom = 00: 13.333 SignalTimeRangeTo = 00: 26.667 ExitAtEndOfRange = false OrderTypeToExit = 0 = = LimitMaxDistanceFromMarketPrice = false MaxDistanceFromMarketPct = 6 = = MaxTradesPerDay = 0 = = Minimum SL = 0 Minimum PT = 0 MaximumSL = 0 MaximumPT = 0 OpenBarDelay = 0 broker: IC Markets (EU) Ltd currency: Euro down payment: 10 000.00 Leverage: 1:25

result

Quality of history: 100% real tick bar: 230208 Tick: 299912934 symbol: 1 Total net profit: 159 369.19 Balance drawdown absolute: 201.92 Equity Drawdown Absolute: 395.78 gross profit: 463 122.90 Balanced drawdown maximum: 37 760.77 (19.45%) Equity drawdown maximum: 46 349.63 (23.14%) Total loss: -303 753.71 Balanced Drawdown Relative: 38.69% (16 089.36) Equity Drawdown Relative: 40.76% (17 055.40) Profit rate: 1.52 Expected rewards: 164.81 Margin level: 99.20% Recovery factor: 3.44 Sharpe ratio: 0.15 Z score: -3.70 (99.74%) AHPR: 1.0031 (0.31%) LR correlation: 0.91 OnTester result: 0 GHPR: 1.0029 (0.29%) LR standard error: 20 237.32 Total transaction: 967 Short trade (win rate): 153 (62.09%) Long trade (win rate): 814 (64.86%) Total deal: 1934 Profit trading (% of total): 623 (64.43%) Loss transaction (% of the total): 344 (35.57%) Maximum profit trading: 15 112.38 Largest loss transaction: -4 361.23 Average profit trading: 743.38 Average loss trading: -883.00 Maximum consecutive wins ($): 17 (12 660.56) Maximum continuous loss ($): 7 (-17 792.71) Maximum continuous profit (count): 44 425.49 (12) Maximum continuous loss (count): -17 792.71 (7) Average consecutive wins: 3 Average continuous loss: 2

Correlation (Profit, MFE): 0.67 Correlation (Profit, MAE): 0.26 Correlation (MFE, MAE): -0.3584 Minimum position holding time: 0:00:15 Maximum position holding time: 5153: 59: 58 Average position retention time: 107: 24: 58

Strategy Tester Report-EA Zone EURUSD Level 2-Statistics-April 29, 2021

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