Strategy Tester Report
Quantum London Trading EA v1.6.1 m13-7-20[staxis]
Tickmill-Live (Build 950)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2016.01.11 02:01 - 2016.04.28 23:59 (2016.01.11 - 2016.04.29)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersmn=2016; comm="24 15-30"; manual=false; wait=0; onlylowerhigher=false; xdist=0; multi_xdist=1; exponent_factor_xdist=1; stop=false; fifo=false; xcandles=0; reverse=false; MaxWaiting=30; Slip=30; Spred=20; ber=false; percbedd=0; mm04="######################## ÁËÎÊ SL/TP ####################"; pointstp=0; dollartp=0; percequitytp=0; pointssl=0; dollarsl=0; percequitysl=0; indivtp=0; indivsl=0; stop_sl=false; mnn10="######################## ÁËÎÊ Close only in profit ####################"; CloseProfit_min=9; CloseProfit_max=0; CloseProfit=0; CloseProfit_Points=70; CP_ATR_perc=0; CP_ATR_Period=0; CP_ATR_ED=0; mn01="######################## ÁËÎÊ ÂÛÁÎÐÀ ËÎÒÀ ####################"; FixLot=0.01; PercentOfDepo=0.004; _multip_="ïðè çíà÷åíèÿõ ìíîæèòåé ëîòà > 0, ñëåäóþùèé ëîò = ïðåäûäóùèé ëîò * ìíîæèòåëü1 * ìíîæèòåëü2"; multip1=1.11; multip2=1; AccFreeMargin=300; mn02="======================= ñåêöèÿ Classical ====================="; T1=0.02; T2=0.04; T3=0.08; T4=0.1; T5=0.2; T6=0.4; mn03="======================= ñåêöèÿ Grid ====================="; grid=false; drawgrid=false; grid1size=0; grid1inc=0; grid1maxtrades=0; grid1lots=0; grid2size=0; grid2inc=0; grid2maxtrades=0; grid2lots=0; grid3size=0; grid3inc=0; grid3maxtrades=0; grid3lots=0; grid4size=0; grid4inc=0; grid4maxtrades=0; grid4lots=0; mmn01="######################## ÁËÎÊ ÊÎÍÒÐÎËß ÑÐÅÄÑÒ #############"; MaxPercDepo=0; MaxPercFree=100; mm01="######################## ÁËÎÊ ÍÀÑÒÐÎÅÊ îòëîæåííîãî îðäåðà ##"; Virt_Order_on=false; Virt_TS_on=false; Virt_Order_dist_perc=0; Virt_Order_Period=14; Virt_Order_color=Yellow; lmn0="#####################################################################"; qde_general=30; qdc_general=25; ll50="#####################################################################"; ll51="====================================================================="; Stochastic_op_on=false; Stochastic_K_op=5; Stochastic_D_op=3; Stochastic_S_op=3; Stochastic_OS_op=20; Stochastic_OB_op=80; LL52="====================================================================="; Stochastic_cl_on=false; Stochastic_K_cl=5; Stochastic_D_cl=3; Stochastic_S_cl=3; Stochastic_OS_cl=20; Stochastic_OB_cl=80; qq2="#####################################################################"; qq3="====================================================================="; MACD_Xtr_on=false; FastMA=12; SlowMA=26; Source=1; SourcePeriod=5; BackPeriod=444; xVolatility=0.5; Sens=0; qq4="====================================================================="; MACD_Xtr_cl_on=false; FastMA_cl=12; SlowMA_cl=26; Source_cl=1; SourcePeriod_cl=5; BackPeriod_cl=444; xVolatility_cl=0.5; Sens_cl=0; qq5="#####################################################################"; qq6="====================================================================="; Envelopes_on=false; MA_Period=14; MA_Shift=0; qq61="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2"; Deviation=0.1; qq7="====================================================================="; Envelopes_cl_on=false; MA_Period_cl=14; MA_Shift_cl=0; qq71="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2"; Deviation_cl=0.1; env_open_cl=false; ll9="#####################################################################"; ll10="====================================================================="; ChannelsFIBO_MTF_AD_EA_on=false; i_extremumDepth=150; i_maPeriod=100; ll12="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2;-8=100.0"; i_fiboLevel1=-2; i_indBarsCount=10000; ll11="====================================================================="; ChannelsFIBO_MTF_AD_EA_cl_on=false; i_extremumDepth_cl=370; i_maPeriod_cl=100; ll13="-1=23.6;-2=38.2;-3=50.0;-4=61.8;-5=78.6;-6=82.87(Gann);-7=88.2;-8=100.0"; i_fiboLevel1_cl=-2; i_indBarsCount_cl=10000; i_open_cl=false; ll20="#####################################################################"; ll21="====================================================================="; ChannelsFIBO_v2_MTF_AD_EA_on=false; i_extremumDepth_v2=78;
Bars in test114119Ticks modelled9423573Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00Spread5
Total net profit114.17Gross profit200.75Gross loss-86.59
Profit factor2.32Expected payoff0.18
Absolute drawdown4.53Maximal drawdown26.60 (0.27%)Relative drawdown0.27% (26.60)
Total trades649Short positions (won %)250 (67.20%)Long positions (won %)399 (67.42%)
Profit trades (% of total)437 (67.33%)Loss trades (% of total)212 (32.67%)
Largestprofit trade4.28loss trade-1.64
Averageprofit trade0.46loss trade-0.41
Maximumconsecutive wins (profit in money)30 (12.91)consecutive losses (loss in money)14 (-8.55)
Maximalconsecutive profit (count of wins)28.09 (29)consecutive loss (count of losses)-8.55 (14)
Averageconsecutive wins6consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.11 02:59sell10.011.094490.000000.00000
22016.01.11 03:27close10.011.094730.000000.00000-0.289999.72
32016.01.11 03:44buy20.011.093370.000000.00000
42016.01.11 03:46buy30.011.093490.000000.00000
52016.01.11 03:47buy40.011.093700.000000.00000
62016.01.11 03:56close40.011.094040.000000.000000.3010000.02
72016.01.11 03:56close30.011.094040.000000.000000.5110000.53
82016.01.11 03:56close20.011.094040.000000.000000.6310001.16
92016.01.11 06:09buy50.011.092810.000000.00000
102016.01.11 06:10buy60.011.092520.000000.00000
112016.01.11 06:11buy70.011.092300.000000.00000
122016.01.11 06:12buy80.011.092240.000000.00000
132016.01.11 06:15buy90.021.092060.000000.00000
142016.01.11 06:16buy100.021.092080.000000.00000
152016.01.11 06:18buy110.021.092060.000000.00000
162016.01.11 06:19buy120.021.091910.000000.00000
172016.01.11 06:44close120.021.092310.000000.000000.7210001.88
182016.01.11 06:44close110.021.092310.000000.000000.4210002.30
192016.01.11 06:44close100.021.092310.000000.000000.3810002.68
202016.01.11 06:44close90.021.092310.000000.000000.4210003.10
212016.01.11 06:44close80.011.092310.000000.000000.0310003.13
222016.01.11 06:44close70.011.092310.000000.00000-0.0310003.10
232016.01.11 06:44close60.011.092310.000000.00000-0.2510002.85
242016.01.11 06:44close50.011.092310.000000.00000-0.5410002.31
252016.01.12 00:17sell130.011.087930.000000.00000
262016.01.12 00:24close130.011.087010.000000.000000.8810003.19
272016.01.12 00:28buy140.011.086360.000000.00000
282016.01.12 00:29buy150.011.086130.000000.00000
292016.01.12 00:30buy160.011.086040.000000.00000
302016.01.12 00:31buy170.011.086160.000000.00000
312016.01.12 00:38buy180.021.085740.000000.00000
322016.01.12 01:06close180.021.085720.000000.00000-0.1210003.07
332016.01.12 01:06close170.011.085720.000000.00000-0.4810002.59
342016.01.12 01:06close160.011.085720.000000.00000-0.3610002.23
352016.01.12 01:06close150.011.085720.000000.00000-0.4510001.78
362016.01.12 01:06close140.011.085720.000000.00000-0.6810001.10
372016.01.12 03:25buy190.011.085720.000000.00000
382016.01.12 03:26buy200.011.085410.000000.00000
392016.01.12 03:27buy210.011.085480.000000.00000
402016.01.12 03:54close210.011.085620.000000.000000.1010001.20
412016.01.12 03:54close200.011.085620.000000.000000.1710001.37
422016.01.12 03:54close190.011.085620.000000.00000-0.1410001.23
432016.01.13 00:08buy220.011.085250.000000.00000
442016.01.13 00:17close220.011.085840.000000.000000.5510001.78
452016.01.13 01:54sell230.011.085840.000000.00000
462016.01.13 02:01close230.011.085690.000000.000000.1110001.89
472016.01.13 02:35buy240.011.084910.000000.00000
482016.01.13 03:04close240.011.084840.000000.00000-0.1110001.78
492016.01.14 01:01sell250.011.088060.000000.00000
502016.01.14 01:36close250.011.087790.000000.000000.2310002.01
512016.01.14 04:14sell260.011.089120.000000.00000
522016.01.14 04:15sell270.011.089120.000000.00000
532016.01.14 04:17sell280.011.089220.000000.00000
542016.01.14 04:19sell290.011.089240.000000.00000
552016.01.14 04:20sell300.021.089320.000000.00000
562016.01.14 04:21sell310.021.089270.000000.00000
572016.01.14 04:29close310.021.088660.000000.000001.1410003.15
582016.01.14 04:29close300.021.088660.000000.000001.2410004.39
592016.01.14 04:29close290.011.088660.000000.000000.5410004.93
602016.01.14 04:29close280.011.088660.000000.000000.5210005.45
612016.01.14 04:29close270.011.088660.000000.000000.4210005.87
622016.01.14 04:29close260.011.088660.000000.000000.4210006.29
632016.01.14 04:52buy320.011.088120.000000.00000
642016.01.14 05:03close320.011.089360.000000.000001.2010007.49
652016.01.15 01:28sell330.011.086710.000000.00000
662016.01.15 01:29sell340.011.086760.000000.00000
672016.01.15 01:30sell350.011.086920.000000.00000
682016.01.15 01:31sell360.011.086900.000000.00000
692016.01.15 01:53close360.011.086510.000000.000000.3510007.84
702016.01.15 01:53close350.011.086510.000000.000000.3710008.21
712016.01.15 01:53close340.011.086510.000000.000000.2110008.42
722016.01.15 01:53close330.011.086510.000000.000000.1610008.58
732016.01.15 03:00buy370.011.086150.000000.00000
742016.01.15 03:03close370.011.086440.000000.000000.2510008.83
752016.01.15 03:32buy380.011.085720.000000.00000
762016.01.15 03:33buy390.011.085800.000000.00000
772016.01.15 04:01close390.011.085780.000000.00000-0.0610008.77
782016.01.15 04:01close380.011.085780.000000.000000.0210008.79
792016.01.16 01:29buy400.011.091040.000000.00000
802016.01.16 01:30buy410.011.090840.000000.00000
812016.01.16 01:31buy420.011.090800.000000.00000
822016.01.16 01:32buy430.011.090750.000000.00000
832016.01.16 01:33buy440.021.090730.000000.00000
842016.01.16 01:51close440.021.091380.000000.000001.2210010.01
852016.01.16 01:51close430.011.091380.000000.000000.5910010.60
862016.01.16 01:51close420.011.091380.000000.000000.5410011.14
872016.01.16 01:51close410.011.091380.000000.000000.5010011.64
882016.01.16 01:51close400.011.091380.000000.000000.3010011.94
892016.01.18 05:06buy450.011.090870.000000.00000
902016.01.18 05:08buy460.011.090540.000000.00000
912016.01.18 05:34close460.011.090760.000000.000000.1810012.12
922016.01.18 05:34close450.011.090760.000000.00000-0.1510011.97
932016.01.18 06:35sell470.011.090720.000000.00000
942016.01.18 06:36sell480.011.090780.000000.00000
952016.01.18 06:49close480.011.090130.000000.000000.6110012.58
962016.01.18 06:49close470.011.090130.000000.000000.5510013.13
972016.01.18 07:06buy490.011.089300.000000.00000
982016.01.18 07:40buy500.011.089050.000000.00000
992016.01.18 07:58close500.011.089400.000000.000000.3110013.44
1002016.01.18 07:58close490.011.089400.000000.000000.0610013.50
1012016.01.19 00:00buy510.011.089180.000000.00000
1022016.01.19 00:06close510.011.089510.000000.000000.2910013.79
1032016.01.19 04:16buy520.011.088880.000000.00000
1042016.01.19 04:17buy530.011.088760.000000.00000
1052016.01.19 04:19buy540.011.088480.000000.00000
1062016.01.19 04:20buy550.011.088470.000000.00000
1072016.01.19 05:02close550.011.088670.000000.000000.1610013.95
1082016.01.19 05:02close540.011.088670.000000.000000.1510014.10
1092016.01.19 05:02close530.011.088670.000000.00000-0.1310013.97
1102016.01.19 05:02close520.011.088670.000000.00000-0.2510013.72
1112016.01.19 07:18sell560.011.090330.000000.00000
1122016.01.19 07:28close560.011.089330.000000.000000.9610014.68
1132016.01.20 00:10buy570.011.091570.000000.00000
1142016.01.20 00:11buy580.011.091680.000000.00000
1152016.01.20 01:18close580.011.091270.000000.00000-0.4510014.23
1162016.01.20 01:18close570.011.091270.000000.00000-0.3410013.89
1172016.01.20 01:22sell590.011.091600.000000.00000
1182016.01.20 01:49close590.011.091250.000000.000000.3110014.20
1192016.01.20 02:01buy600.011.090550.000000.00000
1202016.01.20 02:23close600.011.090600.000000.000000.0110014.21
1212016.01.21 03:40buy610.011.087740.000000.00000
1222016.01.21 03:41buy620.011.087570.000000.00000
1232016.01.21 04:21close620.011.087830.000000.000000.2210014.43
1242016.01.21 04:21close610.011.087830.000000.000000.0510014.48
1252016.01.21 05:36sell630.011.088100.000000.00000
1262016.01.21 05:52close630.011.087530.000000.000000.5310015.01
1272016.01.21 06:13buy640.011.087150.000000.00000
1282016.01.21 06:21close640.011.087580.000000.000000.3910015.40
1292016.01.22 01:32buy650.011.087580.000000.00000
1302016.01.22 02:56close650.011.087070.000000.00000-0.5510014.85
1312016.01.22 06:26buy660.011.083800.000000.00000
1322016.01.22 06:51close660.011.083950.000000.000000.1110014.96
1332016.01.22 10:41sell670.011.083690.000000.00000
1342016.01.22 10:57close670.011.083340.000000.000000.3110015.27
1352016.01.23 00:00buy680.011.079050.000000.00000
1362016.01.23 00:19close680.011.079470.000000.000000.3810015.65
1372016.01.23 01:02sell690.011.079820.000000.00000
1382016.01.23 01:03sell700.011.079750.000000.00000
1392016.01.23 01:04sell710.011.079850.000000.00000
1402016.01.23 01:23close710.011.079540.000000.000000.2710015.92
1412016.01.23 01:23close700.011.079540.000000.000000.1710016.09
1422016.01.23 01:23close690.011.079540.000000.000000.2410016.33
1432016.01.25 03:08buy720.011.079160.000000.00000
1442016.01.25 03:19buy730.011.078950.000000.00000
1452016.01.25 03:42close730.011.079290.000000.000000.3010016.63
1462016.01.25 03:42close720.011.079290.000000.000000.0910016.72
1472016.01.25 03:52sell740.011.079470.000000.00000
1482016.01.25 03:53sell750.011.079530.000000.00000
1492016.01.25 03:55sell760.011.079660.000000.00000
1502016.01.25 03:57sell770.011.079720.000000.00000
1512016.01.25 04:20close770.011.079260.000000.000000.4210017.14
1522016.01.25 04:20close760.011.079260.000000.000000.3610017.50
1532016.01.25 04:20close750.011.079260.000000.000000.2310017.73
1542016.01.25 04:20close740.011.079260.000000.000000.1710017.90
1552016.01.25 05:17sell780.011.080160.000000.00000
1562016.01.25 05:21sell790.011.080190.000000.00000
1572016.01.25 06:00close790.011.080450.000000.00000-0.3010017.60
1582016.01.25 06:00close780.011.080450.000000.00000-0.3310017.27
1592016.01.26 00:19sell800.011.084210.000000.00000
1602016.01.26 00:20sell810.011.084280.000000.00000
1612016.01.26 00:21sell820.011.084380.000000.00000
1622016.01.26 00:22sell830.011.084510.000000.00000
1632016.01.26 00:23sell840.021.084480.000000.00000
1642016.01.26 01:05close840.021.085240.000000.00000-1.6010015.67
1652016.01.26 01:05close830.011.085240.000000.00000-0.7710014.90
1662016.01.26 01:05close820.011.085240.000000.00000-0.9010014.00
1672016.01.26 01:05close810.011.085240.000000.00000-1.0010013.00
1682016.01.26 01:05close800.011.085240.000000.00000-1.0710011.93
1692016.01.26 04:42buy850.011.084460.000000.00000
1702016.01.26 05:05close850.011.085090.000000.000000.5910012.52
1712016.01.26 06:48sell860.011.085630.000000.00000
1722016.01.26 06:53close860.011.085030.000000.000000.5610013.08
1732016.01.27 01:35sell870.011.085950.000000.00000
1742016.01.27 01:37sell880.011.086060.000000.00000
1752016.01.27 01:39sell890.011.086140.000000.00000
1762016.01.27 01:40sell900.011.086180.000000.00000
1772016.01.27 01:41sell910.021.086150.000000.00000
1782016.01.27 01:42sell920.021.086050.000000.00000
1792016.01.27 01:45sell930.021.086340.000000.00000
1802016.01.27 01:47sell940.021.086420.000000.00000
1812016.01.27 02:13close940.021.086300.000000.000000.1610013.24
1822016.01.27 02:13close930.021.086300.000000.000000.0010013.24
1832016.01.27 02:13close920.021.086300.000000.00000-0.5810012.66
1842016.01.27 02:13close910.021.086300.000000.00000-0.3810012.28
1852016.01.27 02:13close900.011.086300.000000.00000-0.1610012.12
1862016.01.27 02:13close890.011.086300.000000.00000-0.2010011.92
1872016.01.27 02:13close880.011.086300.000000.00000-0.2810011.64
1882016.01.27 02:13close870.011.086300.000000.00000-0.3910011.25
1892016.01.27 03:08sell950.011.086840.000000.00000
1902016.01.27 03:09sell960.011.086940.000000.00000
1912016.01.27 03:34close960.011.086690.000000.000000.2110011.46
1922016.01.27 03:34close950.011.086690.000000.000000.1110011.57
1932016.01.27 03:43buy970.011.086370.000000.00000
1942016.01.27 03:45buy980.011.086330.000000.00000
1952016.01.27 03:49buy990.011.086160.000000.00000
1962016.01.27 03:50buy1000.011.086160.000000.00000
1972016.01.27 03:51buy1010.021.086140.000000.00000
1982016.01.27 04:15close1010.021.086560.000000.000000.7610012.33
1992016.01.27 04:15close1000.011.086560.000000.000000.3610012.69
2002016.01.27 04:15close990.011.086560.000000.000000.3610013.05
2012016.01.27 04:15close980.011.086560.000000.000000.1910013.24
2022016.01.27 04:15close970.011.086560.000000.000000.1510013.39
2032016.01.28 00:03sell1020.011.090950.000000.00000
2042016.01.28 00:28close1020.011.089800.000000.000001.1110014.50
2052016.01.28 03:41sell1030.011.090430.000000.00000
2062016.01.28 03:42sell1040.011.090450.000000.00000
2072016.01.28 04:01close1040.011.090360.000000.000000.0510014.55
2082016.01.28 04:01close1030.011.090360.000000.000000.0310014.58
2092016.01.28 08:50buy1050.011.088930.000000.00000
2102016.01.28 08:51buy1060.011.088830.000000.00000
2112016.01.28 08:52buy1070.011.088670.000000.00000
2122016.01.28 08:53buy1080.011.088690.000000.00000
2132016.01.28 08:56buy1090.021.088600.000000.00000
2142016.01.28 08:57buy1100.021.088550.000000.00000
2152016.01.28 08:59buy1110.021.088440.000000.00000
2162016.01.28 09:35close1110.021.088420.000000.00000-0.1210014.46
2172016.01.28 09:35close1100.021.088420.000000.00000-0.3410014.12
2182016.01.28 09:35close1090.021.088420.000000.00000-0.4410013.68
2192016.01.28 09:35close1080.011.088420.000000.00000-0.3110013.37
2202016.01.28 09:35close1070.011.088420.000000.00000-0.2910013.08
2212016.01.28 09:35close1060.011.088420.000000.00000-0.4510012.63
2222016.01.28 09:35close1050.011.088420.000000.00000-0.5510012.08
2232016.01.29 03:42buy1120.011.093830.000000.00000
2242016.01.29 03:43buy1130.011.093860.000000.00000
2252016.01.29 03:44buy1140.011.093830.000000.00000
2262016.01.29 03:45buy1150.011.093770.000000.00000
2272016.01.29 03:50buy1160.021.093470.000000.00000
2282016.01.29 03:51buy1170.021.093370.000000.00000
2292016.01.29 03:52buy1180.021.093450.000000.00000
2302016.01.29 04:21close1180.021.093650.000000.000000.3210012.40
2312016.01.29 04:21close1170.021.093650.000000.000000.4810012.88
2322016.01.29 04:21close1160.021.093650.000000.000000.2810013.16
2332016.01.29 04:21close1150.011.093650.000000.00000-0.1610013.00
2342016.01.29 04:21close1140.011.093650.000000.00000-0.2210012.78
2352016.01.29 04:21close1130.011.093650.000000.00000-0.2510012.53
2362016.01.29 04:21close1120.011.093650.000000.00000-0.2210012.31
2372016.01.29 08:18sell1190.011.094410.000000.00000
2382016.01.29 08:20sell1200.011.094510.000000.00000
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11612016.04.18 02:01buy5810.011.129180.000000.00000
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11632016.04.18 06:02buy5820.011.128690.000000.00000
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11732016.04.18 06:52close5850.011.127990.000000.00000-0.4910124.16
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12332016.04.25 05:42sell6170.011.123660.000000.00000
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