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="QuantumLondon"; manual=false; wait=0; onlylowerhigher=false; xdist=30; multi_xdist=1; exponent_factor_xdist=1; stop=false; fifo=false; xcandles=5; reverse=false; MaxWaiting=30; Slip=30; Spred=30; 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; 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=220; qdc_general=210; 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_maPeriod_v2=100;
Bars in test114119Ticks modelled9423573Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00Spread5
Total net profit540.94Gross profit799.45Gross loss-258.51
Profit factor3.09Expected payoff1.05
Absolute drawdown8.45Maximal drawdown168.36 (1.63%)Relative drawdown1.63% (168.36)
Total trades515Short positions (won %)233 (78.54%)Long positions (won %)282 (73.05%)
Profit trades (% of total)389 (75.53%)Loss trades (% of total)126 (24.47%)
Largestprofit trade7.31loss trade-6.74
Averageprofit trade2.06loss trade-2.05
Maximumconsecutive wins (profit in money)40 (65.64)consecutive losses (loss in money)12 (-35.00)
Maximalconsecutive profit (count of wins)80.61 (32)consecutive loss (count of losses)-38.28 (10)
Averageconsecutive wins12consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.11 07:50buy10.011.091420.000000.00000
22016.01.11 10:50close10.011.092400.000000.000000.9410000.94
32016.01.11 11:25buy20.011.090410.000000.00000
42016.01.11 11:47buy30.011.089880.000000.00000
52016.01.11 12:05buy40.011.088830.000000.00000
62016.01.11 12:16buy50.011.088380.000000.00000
72016.01.11 12:35buy60.011.087640.000000.00000
82016.01.11 15:12close60.011.090470.000000.000002.7910003.73
92016.01.11 15:12close50.011.090470.000000.000002.0510005.78
102016.01.11 15:12close40.011.090470.000000.000001.6010007.38
112016.01.11 15:12close30.011.090470.000000.000000.5510007.93
122016.01.11 15:12close20.011.090470.000000.000000.0210007.95
132016.01.12 07:47sell70.011.088280.000000.00000
142016.01.12 10:29sell80.011.088780.000000.00000
152016.01.12 10:45sell90.011.089140.000000.00000
162016.01.12 11:35sell100.011.089580.000000.00000
172016.01.12 12:33close100.011.087490.000000.000002.0510010.00
182016.01.12 12:33close90.011.087490.000000.000001.6110011.61
192016.01.12 12:33close80.011.087490.000000.000001.2510012.86
202016.01.12 12:33close70.011.087490.000000.000000.7510013.61
212016.01.13 09:10sell110.011.083320.000000.00000
222016.01.13 10:31sell120.011.083750.000000.00000
232016.01.13 11:02close120.011.082360.000000.000001.3510014.96
242016.01.13 11:02close110.011.082360.000000.000000.9210015.88
252016.01.13 12:04buy130.011.081590.000000.00000
262016.01.13 12:14buy140.011.081230.000000.00000
272016.01.13 13:27buy150.011.080910.000000.00000
282016.01.13 16:36buy160.011.080530.000000.00000
292016.01.13 17:58close160.011.083030.000000.000002.4610018.34
302016.01.13 17:58close150.011.083030.000000.000002.0810020.42
312016.01.13 17:58close140.011.083030.000000.000001.7610022.18
322016.01.13 17:58close130.011.083030.000000.000001.4010023.58
332016.01.14 08:37sell170.011.089510.000000.00000
342016.01.14 10:04close170.011.087530.000000.000001.9410025.52
352016.01.14 10:04buy180.011.087530.000000.00000
362016.01.14 10:12buy190.011.087180.000000.00000
372016.01.14 10:45buy200.011.086730.000000.00000
382016.01.14 11:17buy210.011.086370.000000.00000
392016.01.14 11:22buy220.011.085860.000000.00000
402016.01.14 12:45close220.011.089170.000000.000003.2710028.79
412016.01.14 12:45close210.011.089170.000000.000002.7610031.55
422016.01.14 12:45close200.011.089170.000000.000002.4010033.95
432016.01.14 12:45close190.011.089170.000000.000001.9510035.90
442016.01.14 12:45close180.011.089170.000000.000001.6010037.50
452016.01.14 12:53sell230.011.089530.000000.00000
462016.01.14 13:01sell240.011.092390.000000.00000
472016.01.14 13:06sell250.011.093130.000000.00000
482016.01.14 15:39sell260.011.093880.000000.00000
492016.01.14 16:36close260.011.090250.000000.000003.5910041.09
502016.01.14 16:36close250.011.090250.000000.000002.8410043.93
512016.01.14 16:36close240.011.090250.000000.000002.1010046.03
522016.01.14 16:36close230.011.090250.000000.00000-0.7610045.27
532016.01.15 07:00sell270.011.088110.000000.00000
542016.01.15 08:15sell280.011.088490.000000.00000
552016.01.15 10:52sell290.011.088830.000000.00000
562016.01.15 11:34close290.011.087200.000000.000001.5910046.86
572016.01.15 11:34close280.011.087200.000000.000001.2510048.11
582016.01.15 11:34close270.011.087200.000000.000000.8710048.98
592016.01.15 11:40buy300.011.086470.000000.00000
602016.01.15 12:18close300.011.089190.000000.000002.6810051.66
612016.01.15 12:23sell310.011.089100.000000.00000
622016.01.15 12:35sell320.011.089650.000000.00000
632016.01.15 13:20sell330.011.091430.000000.00000
642016.01.15 16:36sell340.011.091750.000000.00000
652016.01.15 17:25sell350.011.092260.000000.00000
662016.01.15 17:38sell360.011.094790.000000.00000
672016.01.15 17:44sell370.011.095820.000000.00000
682016.01.15 17:50sell380.011.097750.000000.00000
692016.01.15 23:14close380.011.094070.000000.000003.6410055.30
702016.01.15 23:14close370.011.094070.000000.000001.7110057.01
712016.01.15 23:14close360.011.094070.000000.000000.6810057.69
722016.01.15 23:14close350.011.094070.000000.00000-1.8510055.84
732016.01.15 23:14close340.011.094070.000000.00000-2.3610053.48
742016.01.15 23:14close330.011.094070.000000.00000-2.6810050.80
752016.01.15 23:14close320.011.094070.000000.00000-4.4610046.34
762016.01.15 23:14close310.011.094070.000000.00000-5.0110041.33
772016.01.18 07:01buy390.011.089480.000000.00000
782016.01.18 07:39buy400.011.089040.000000.00000
792016.01.18 10:17close400.011.090300.000000.000001.2210042.55
802016.01.18 10:17close390.011.090300.000000.000000.7810043.33
812016.01.18 11:01buy410.011.088140.000000.00000
822016.01.18 11:10buy420.011.087790.000000.00000
832016.01.18 13:44close420.011.090630.000000.000002.8010046.13
842016.01.18 13:44close410.011.090630.000000.000002.4510048.58
852016.01.19 09:29buy430.011.088130.000000.00000
862016.01.19 10:12buy440.011.087760.000000.00000
872016.01.19 10:57buy450.011.087320.000000.00000
882016.01.19 11:03buy460.011.086900.000000.00000
892016.01.19 11:08buy470.011.086320.000000.00000
902016.01.19 13:02close470.011.088780.000000.000002.4210051.00
912016.01.19 13:02close460.011.088780.000000.000001.8410052.84
922016.01.19 13:02close450.011.088780.000000.000001.4210054.26
932016.01.19 13:02close440.011.088780.000000.000000.9810055.24
942016.01.19 13:02close430.011.088780.000000.000000.6110055.85
952016.01.20 07:01sell480.011.093620.000000.00000
962016.01.20 07:12sell490.011.094050.000000.00000
972016.01.20 07:51sell500.011.094730.000000.00000
982016.01.20 08:20sell510.011.095190.000000.00000
992016.01.20 09:35sell520.011.095630.000000.00000
1002016.01.20 10:17sell530.011.096210.000000.00000
1012016.01.20 11:36close530.011.094410.000000.000001.7610057.61
1022016.01.20 11:36close520.011.094410.000000.000001.1810058.79
1032016.01.20 11:36close510.011.094410.000000.000000.7410059.53
1042016.01.20 11:36close500.011.094410.000000.000000.2810059.81
1052016.01.20 11:36close490.011.094410.000000.00000-0.4010059.41
1062016.01.20 11:36close480.011.094410.000000.00000-0.8310058.58
1072016.01.20 12:21sell540.011.096170.000000.00000
1082016.01.20 12:27sell550.011.096990.000000.00000
1092016.01.20 13:25close550.011.093720.000000.000003.2310061.81
1102016.01.20 13:25close540.011.093720.000000.000002.4110064.22
1112016.01.21 07:39sell560.011.088360.000000.00000
1122016.01.21 07:59sell570.011.088710.000000.00000
1132016.01.21 08:51sell580.011.089070.000000.00000
1142016.01.21 09:02sell590.011.089390.000000.00000
1152016.01.21 09:58sell600.011.089750.000000.00000
1162016.01.21 10:21sell610.011.090090.000000.00000
1172016.01.21 11:10sell620.011.091130.000000.00000
1182016.01.21 11:36sell630.011.091700.000000.00000
1192016.01.21 12:21close630.011.089500.000000.000002.1610066.38
1202016.01.21 12:21close620.011.089500.000000.000001.5910067.97
1212016.01.21 12:21close610.011.089500.000000.000000.5510068.52
1222016.01.21 12:21close600.011.089500.000000.000000.2110068.73
1232016.01.21 12:21close590.011.089500.000000.00000-0.1510068.58
1242016.01.21 12:21close580.011.089500.000000.00000-0.4710068.11
1252016.01.21 12:21close570.011.089500.000000.00000-0.8310067.28
1262016.01.21 12:21close560.011.089500.000000.00000-1.1810066.10
1272016.01.22 11:05buy640.011.082610.000000.00000
1282016.01.22 11:11buy650.011.082160.000000.00000
1292016.01.22 11:27buy660.011.081780.000000.00000
1302016.01.22 12:40close660.011.084080.000000.000002.2610068.36
1312016.01.22 12:40close650.011.084080.000000.000001.8810070.24
1322016.01.22 12:40close640.011.084080.000000.000001.4310071.67
1332016.01.22 12:40sell670.011.084080.000000.00000
1342016.01.22 13:05sell680.011.084730.000000.00000
1352016.01.22 13:10sell690.011.085600.000000.00000
1362016.01.22 15:33close690.011.082690.000000.000002.8710074.54
1372016.01.22 15:33close680.011.082690.000000.000002.0010076.54
1382016.01.22 15:33close670.011.082690.000000.000001.3510077.89
1392016.01.25 07:50sell700.011.081570.000000.00000
1402016.01.25 10:45close700.011.080930.000000.000000.6010078.49
1412016.01.25 11:36sell710.011.081840.000000.00000
1422016.01.25 12:21sell720.011.082810.000000.00000
1432016.01.25 12:55sell730.011.083370.000000.00000
1442016.01.25 16:18close730.011.081320.000000.000002.0110080.50
1452016.01.25 16:18close720.011.081320.000000.000001.4510081.95
1462016.01.25 16:18close710.011.081320.000000.000000.4810082.43
1472016.01.26 07:12buy740.011.084560.000000.00000
1482016.01.26 09:50buy750.011.084140.000000.00000
1492016.01.26 10:25close750.011.085350.000000.000001.1710083.60
1502016.01.26 10:25close740.011.085350.000000.000000.7510084.35
1512016.01.26 10:40sell760.011.085870.000000.00000
1522016.01.26 11:20sell770.011.086240.000000.00000
1532016.01.26 11:27sell780.011.086620.000000.00000
1542016.01.26 11:32sell790.011.087030.000000.00000
1552016.01.26 13:15close790.011.084130.000000.000002.8610087.21
1562016.01.26 13:15close780.011.084130.000000.000002.4510089.66
1572016.01.26 13:15close770.011.084130.000000.000002.0710091.73
1582016.01.26 13:15close760.011.084130.000000.000001.7010093.43
1592016.01.27 07:35sell800.011.086550.000000.00000
1602016.01.27 07:40sell810.011.086890.000000.00000
1612016.01.27 09:30close810.011.085730.000000.000001.1210094.55
1622016.01.27 09:30close800.011.085730.000000.000000.7810095.33
1632016.01.27 09:45buy820.011.085660.000000.00000
1642016.01.27 11:20close820.011.087930.000000.000002.2310097.56
1652016.01.27 11:20sell830.011.087930.000000.00000
1662016.01.27 12:39close830.011.085480.000000.000002.4110099.97
1672016.01.28 08:59buy840.011.088440.000000.00000
1682016.01.28 09:15buy850.011.088110.000000.00000
1692016.01.28 10:22buy860.011.087630.000000.00000
1702016.01.28 11:10buy870.011.087180.000000.00000
1712016.01.28 12:37close870.011.088890.000000.000001.6710101.64
1722016.01.28 12:37close860.011.088890.000000.000001.2210102.86
1732016.01.28 12:37close850.011.088890.000000.000000.7410103.60
1742016.01.28 12:37close840.011.088890.000000.000000.4110104.01
1752016.01.28 12:40sell880.011.089750.000000.00000
1762016.01.28 12:46sell890.011.090390.000000.00000
1772016.01.28 13:07sell900.011.090770.000000.00000
1782016.01.28 13:12sell910.011.091560.000000.00000
1792016.01.28 17:05close910.011.089340.000000.000002.1810106.19
1802016.01.28 17:05close900.011.089340.000000.000001.3910107.58
1812016.01.28 17:05close890.011.089340.000000.000001.0110108.59
1822016.01.28 17:05close880.011.089340.000000.000000.3710108.96
1832016.01.29 07:20buy920.011.092640.000000.00000
1842016.01.29 07:40buy930.011.090790.000000.00000
1852016.01.29 08:17close930.011.093770.000000.000002.9410111.90
1862016.01.29 08:17close920.011.093770.000000.000001.0910112.99
1872016.01.29 08:20sell940.011.094510.000000.00000
1882016.01.29 11:20close940.011.088950.000000.000005.5210118.51
1892016.01.29 12:08buy950.011.088750.000000.00000
1902016.01.29 14:14close950.011.091320.000000.000002.5310121.04
1912016.02.01 07:35sell960.011.084910.000000.00000
1922016.02.01 11:07sell970.011.085320.000000.00000
1932016.02.01 12:41sell980.011.085710.000000.00000
1942016.02.01 13:36close980.011.084150.000000.000001.5210122.56
1952016.02.01 13:36close970.011.084150.000000.000001.1310123.69
1962016.02.01 13:36close960.011.084150.000000.000000.7210124.41
1972016.02.02 07:48sell990.011.090820.000000.00000
1982016.02.02 08:38sell1000.011.091250.000000.00000
1992016.02.02 08:44sell1010.011.091820.000000.00000
2002016.02.02 16:03sell1020.011.092190.000000.00000
2012016.02.02 17:24sell1030.011.092550.000000.00000
2022016.02.02 18:00sell1040.011.093670.000000.00000
2032016.02.02 19:53close1040.011.090790.000000.000002.8410127.25
2042016.02.02 19:53close1030.011.090790.000000.000001.7210128.97
2052016.02.02 19:53close1020.011.090790.000000.000001.3610130.33
2062016.02.02 19:53close1010.011.090790.000000.000000.9910131.32
2072016.02.02 19:53close1000.011.090790.000000.000000.4210131.74
2082016.02.02 19:53close990.011.090790.000000.00000-0.0110131.73
2092016.02.03 07:47buy1050.011.091670.000000.00000
2102016.02.03 08:00buy1060.011.091290.000000.00000
2112016.02.03 10:14close1060.011.092680.000000.000001.3510133.08
2122016.02.03 10:14close1050.011.092680.000000.000000.9710134.05
2132016.02.03 11:59buy1070.011.090830.000000.00000
2142016.02.03 14:21close1070.011.092380.000000.000001.5110135.56
2152016.02.04 10:38buy1080.011.107600.000000.00000
2162016.02.04 10:46buy1090.011.107250.000000.00000
2172016.02.04 11:57close1090.011.108900.000000.000001.6110137.17
2182016.02.04 11:57close1080.011.108900.000000.000001.2610138.43
2192016.02.04 12:18sell1100.011.112310.000000.00000
2202016.02.04 12:55sell1110.011.113920.000000.00000
2212016.02.04 13:01sell1120.011.114280.000000.00000
2222016.02.04 13:06sell1130.011.115420.000000.00000
2232016.02.04 13:20sell1140.011.116220.000000.00000
2242016.02.04 14:05sell1150.011.116850.000000.00000
2252016.02.04 14:42sell1160.011.117790.000000.00000
2262016.02.04 14:47sell1170.011.118170.000000.00000
2272016.02.04 16:20sell1180.011.118700.000000.00000
2282016.02.04 16:45sell1190.011.119230.000000.00000
2292016.02.04 16:57sell1200.011.119780.000000.00000
2302016.02.04 17:05sell1210.011.120380.000000.00000
2312016.02.04 17:10sell1220.011.121380.000000.00000
2322016.02.04 17:27sell1230.011.121940.000000.00000
2332016.02.04 17:32sell1240.011.122960.000000.00000
2342016.02.04 19:37close1240.011.117210.000000.000005.7110144.14
2352016.02.04 19:37close1230.011.117210.000000.000004.6910148.83
2362016.02.04 19:37close1220.011.117210.000000.000004.1310152.96
2372016.02.04 19:37close1210.011.117210.000000.000003.1310156.09
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2392016.02.04 19:37close1190.011.117210.000000.000001.9810160.60
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