Strategy Tester Report
FBS-Real (Build 3420)
Settings
Expert:			TestMT5
Symbol:			EURUSD_SQX
Period:			Daily (1990.01.01 - 2021.12.31)
Inputs:			CustomComment=V136-Strategy_0_749
			MagicNumber=11111
			BarOpensPeriod1=500
			ADXRisingPeriod1=14
			MoveSL2BECoef1=1.5
			StopLossCoef1=6.9
			TrailingStopCoef1=4.0
			smm=----------- Money Management - Fixed Amount -----------
			UseMoneyManagement=true
			mmRiskedMoney=500.0
			mmDecimals=2
			mmLotsIfNoMM=0.01
			mmMaxLots=10.0
			sdtw=----------- Dont Trade On Weekends -----------
			DontTradeOnWeekends=false
			FridayCloseTime=00:38
			SundayOpenTime=00:38
			seod=----------- Exit At End Of Day -----------
			ExitAtEndOfDay=false
			EODExitTime=16:00
			seof=----------- Exit On Friday -----------
			ExitOnFriday=false
			FridayExitTime=20:40
			sltr=----------- Limit Time Range -----------
			LimitTimeRange=false
			SignalTimeRangeFrom=08:00
			SignalTimeRangeTo=11:00
			ExitAtEndOfRange=false
			OrderTypeToExit=0
			smmmdfmp=----------- Max distance from market price -----------
			LimitMaxDistanceFromMarketPrice=false
			MaxDistanceFromMarketPct=6.0
			smtpd=----------- Max Trades Per Day -----------
			MaxTradesPerDay=1
			smmslpt=----------- Min/Max SL/PT -----------
			MinimumSL=0
			MinimumPT=0
			MaximumSL=0
			MaximumPT=0
			slts=----------- Use Tick size from SQ (for CFDs) -----------
			UseSQTickSize=false
			MainChartTickSizeSQ=0.0001
			tradeInSessionHoursOnly=true
			MAX_ORDER_RETRIES=20
			OpenBarDelay=0
			slex=----------- Order expiration time (for stocks) -----------
			ExpirationTime=0
			ModifyInsteadOfReplacing=false
Company:			FBS Inc
Currency:			USD
Initial Deposit:			1 000 000.00
Leverage:			1:100
Results
History Quality:			98%
Bars:			4864	Ticks:			19392	Symbols:			1
Total Net Profit:			-63.51	Balance Drawdown Absolute:			320.68	Equity Drawdown Absolute:			334.84
Gross Profit:			1 363.16	Balance Drawdown Maximal:			660.87 (0.07%)	Equity Drawdown Maximal:			1 090.52 (0.11%)
Gross Loss:			-1 426.67	Balance Drawdown Relative:			0.07% (660.87)	Equity Drawdown Relative:			0.11% (1 090.52)
Profit Factor:			0.96	Expected Payoff:			-3.02	Margin Level:			613479.14%
Recovery Factor:			-0.06	Sharpe Ratio:			-0.01	Z-Score:			0.52 (39.69%)
AHPR:			1.0000 (-0.00%)	LR Correlation:			0.28	OnTester result:			0
GHPR:			1.0000 (-0.00%)	LR Standard Error:			266.08
Total Trades:			21	Short Trades (won %):			10 (80.00%)	Long Trades (won %):			11 (63.64%)
Total Deals:			42	Profit Trades (% of total):			15 (71.43%)	Loss Trades (% of total):			6 (28.57%)
				Largest profit trade:			791.07	Largest loss trade:			-429.75
				Average profit trade:			90.88	Average loss trade:			-237.78
				Maximum consecutive wins ($):			5 (572.09)	Maximum consecutive losses ($):			2 (-445.12)
				Maximal consecutive profit (count):			791.07 (4)	Maximal consecutive loss (count):			-445.12 (2)
				Average consecutive wins:			3	Average consecutive losses:			1
Correlation (Profits,MFE):			0.94	Correlation (Profits,MAE):			0.63	Correlation (MFE,MAE):			0.4043
Minimal position holding time:			167:59:58	Maximal position holding time:			2999:59:58	Average position holding time:			891:25:40

Orders
Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment
2005.11.07 00:00:00	2	EURUSD_SQX	sell	0.06 / 0.06		0.00000	1.25590		2005.11.07 00:00:00		filled	V136-Strategy_0_749
2006.01.04 23:59:58	3	EURUSD_SQX	buy	0.06 / 0.06		0.00000			2006.01.04 23:59:58		filled	sl 1.20716
2007.03.22 00:00:00	4	EURUSD_SQX	buy	0.1 / 0.1		0.00000	1.28955		2007.03.22 00:00:00		filled	V136-Strategy_0_749
2007.06.08 23:59:58	5	EURUSD_SQX	sell	0.1 / 0.1		0.00000			2007.06.08 23:59:58		filled	sl 1.33862
2007.07.11 00:00:00	6	EURUSD_SQX	buy	0.1 / 0.1		0.00000	1.32887		2007.07.11 00:00:00		filled	V136-Strategy_0_749
2007.08.14 23:59:58	7	EURUSD_SQX	sell	0.1 / 0.1		0.00000			2007.08.14 23:59:58		filled	sl 1.35858
2007.09.12 00:00:00	8	EURUSD_SQX	buy	0.08 / 0.08		0.00000	1.32452		2007.09.12 00:00:00		filled	V136-Strategy_0_749
2007.12.14 23:59:58	9	EURUSD_SQX	sell	0.08 / 0.08		0.00000			2007.12.14 23:59:58		filled	sl 1.44552
2008.02.29 00:00:00	10	EURUSD_SQX	buy	0.05 / 0.05		0.00000	1.43164		2008.02.29 00:00:00		filled	V136-Strategy_0_749
2008.05.08 23:59:57	11	EURUSD_SQX	sell	0.05 / 0.05		0.00000			2008.05.08 23:59:57		filled	sl 1.53503
2010.05.17 00:00:00	12	EURUSD_SQX	sell	0.04 / 0.04		0.00000	1.34935		2010.05.17 00:00:00		filled	V136-Strategy_0_749
2010.06.17 23:59:58	13	EURUSD_SQX	buy	0.04 / 0.04		0.00000			2010.06.17 23:59:58		filled	sl 1.23537
2012.05.25 00:00:00	14	EURUSD_SQX	sell	0.07 / 0.07		0.00000	1.32419		2012.05.25 00:00:00		filled	V136-Strategy_0_749
2012.06.05 23:59:57	15	EURUSD_SQX	buy	0.07 / 0.07		0.00000			2012.06.05 23:59:57		filled	sl 1.25315
2012.07.09 00:00:00	16	EURUSD_SQX	sell	0.06 / 0.06		0.00000	1.30861		2012.07.09 00:00:00		filled	V136-Strategy_0_749
2012.07.26 23:59:58	17	EURUSD_SQX	buy	0.06 / 0.06		0.00000			2012.07.26 23:59:58		filled	sl 1.22584
2013.10.23 00:00:00	18	EURUSD_SQX	buy	0.08 / 0.08		0.00000	1.32156		2013.10.23 00:00:00		filled	V136-Strategy_0_749
2013.11.01 23:59:58	19	EURUSD_SQX	sell	0.08 / 0.08		0.00000			2013.11.01 23:59:58		filled	sl 1.35095
2014.03.17 00:00:00	20	EURUSD_SQX	buy	0.1 / 0.1		0.00000	1.34277		2014.03.17 00:00:00		filled	V136-Strategy_0_749
2014.05.15 23:59:57	21	EURUSD_SQX	sell	0.1 / 0.1		0.00000			2014.05.15 23:59:57		filled	sl 1.36871
2014.09.29 00:00:00	22	EURUSD_SQX	sell	0.1 / 0.1		0.00000	1.31728		2014.09.29 00:00:00		filled	V136-Strategy_0_749
2014.10.07 23:59:58	23	EURUSD_SQX	buy	0.1 / 0.1		0.00000			2014.10.07 23:59:58		filled	sl 1.26808
2014.11.03 00:00:00	24	EURUSD_SQX	sell	0.07 / 0.07		0.00000	1.31719		2014.11.03 00:00:00		filled	V136-Strategy_0_749
2014.12.16 23:59:58	25	EURUSD_SQX	buy	0.07 / 0.07		0.00000			2014.12.16 23:59:58		filled	sl 1.25067
2015.01.01 00:00:00	26	EURUSD_SQX	sell	0.07 / 0.07		0.00000	1.27293		2015.01.01 00:00:00		filled	V136-Strategy_0_749
2015.03.18 23:59:58	27	EURUSD_SQX	buy	0.07 / 0.07		0.00000			2015.03.18 23:59:58		filled	sl 1.09668
2017.07.24 00:00:00	28	EURUSD_SQX	buy	0.09 / 0.09		0.00000	1.11400		2017.07.24 00:00:00		filled	V136-Strategy_0_749
2017.08.17 23:59:58	29	EURUSD_SQX	sell	0.09 / 0.09		0.00000			2017.08.17 23:59:58		filled	sl 1.16701
2017.08.28 00:00:00	30	EURUSD_SQX	buy	0.08 / 0.08		0.00000	1.13357		2017.08.28 00:00:00		filled	V136-Strategy_0_749
2017.10.26 23:59:58	31	EURUSD_SQX	sell	0.08 / 0.08		0.00000			2017.10.26 23:59:58		filled	sl 1.16596
2018.01.22 00:00:00	32	EURUSD_SQX	buy	0.08 / 0.08		0.00000	1.16815		2018.01.22 00:00:00		filled	V136-Strategy_0_749
2018.02.07 23:59:58	33	EURUSD_SQX	sell	0.08 / 0.08		0.00000			2018.02.07 23:59:58		filled	sl 1.22708
2019.04.26 00:00:00	34	EURUSD_SQX	sell	0.14 / 0.14		0.00000	1.14820		2019.04.26 00:00:00		filled	V136-Strategy_0_749
2019.10.17 23:59:58	35	EURUSD_SQX	buy	0.14 / 0.14		0.00000			2019.10.17 23:59:58		filled	sl 1.11283
2020.02.13 00:00:00	36	EURUSD_SQX	sell	0.15 / 0.15		0.00000	1.11855		2020.02.13 00:00:00		filled	V136-Strategy_0_749
2020.02.24 23:59:58	37	EURUSD_SQX	buy	0.15 / 0.15		0.00000			2020.02.24 23:59:58		filled	sl 1.08707
2020.03.20 00:00:00	38	EURUSD_SQX	sell	0.05 / 0.05		0.00000	1.15209		2020.03.20 00:00:00		filled	V136-Strategy_0_749
2020.07.21 23:59:58	39	EURUSD_SQX	buy	0.05 / 0.05		0.00000			2020.07.21 23:59:58		filled	sl 1.15209
2020.07.30 00:00:00	40	EURUSD_SQX	buy	0.08 / 0.08		0.00000	1.11955		2020.07.30 00:00:00		filled	V136-Strategy_0_749
2020.08.21 23:59:58	41	EURUSD_SQX	sell	0.08 / 0.08		0.00000			2020.08.21 23:59:58		filled	sl 1.17917
2020.12.03 00:00:00	42	EURUSD_SQX	buy	0.09 / 0.09		0.00000	1.15970		2020.12.03 00:00:00		filled	V136-Strategy_0_749
2021.01.14 23:59:57	43	EURUSD_SQX	sell	0.09 / 0.09		0.00000			2021.01.14 23:59:57		filled	sl 1.21153
Deals
Time	Deal	Symbol	Type	Direction	Volume	Price	Order	Commission	Swap	Profit	Balance	Comment
1990.01.01 00:00:00	1		balance					0.00	0.00	1 000 000.00	1 000 000.00
2005.11.07 00:00:00	2	EURUSD_SQX	sell	in	0.06	1.18063	2	0.00	0.00	0.00	1 000 000.00	V136-Strategy_0_749
2006.01.04 23:59:58	3	EURUSD_SQX	buy	out	0.06	1.20716	3	0.00	0.00	-159.18	999 840.82	sl 1.20716
2007.03.22 00:00:00	4	EURUSD_SQX	buy	in	0.1	1.33862	4	0.00	0.00	0.00	999 840.82	V136-Strategy_0_749
2007.06.08 23:59:58	5	EURUSD_SQX	sell	out	0.1	1.33862	5	0.00	0.00	0.00	999 840.82	sl 1.33862
2007.07.11 00:00:00	6	EURUSD_SQX	buy	in	0.1	1.37473	6	0.00	0.00	0.00	999 840.82	V136-Strategy_0_749
2007.08.14 23:59:58	7	EURUSD_SQX	sell	out	0.1	1.35858	7	0.00	0.00	-161.50	999 679.32	sl 1.35858
2007.09.12 00:00:00	8	EURUSD_SQX	buy	in	0.08	1.38384	8	0.00	0.00	0.00	999 679.32	V136-Strategy_0_749
2007.12.14 23:59:58	9	EURUSD_SQX	sell	out	0.08	1.44552	9	0.00	0.00	493.44	1 000 172.76	sl 1.44552
2008.02.29 00:00:00	10	EURUSD_SQX	buy	in	0.05	1.51930	10	0.00	0.00	0.00	1 000 172.76	V136-Strategy_0_749
2008.05.08 23:59:57	11	EURUSD_SQX	sell	out	0.05	1.53503	11	0.00	0.00	78.65	1 000 251.41	sl 1.53503
2010.05.17 00:00:00	12	EURUSD_SQX	sell	in	0.04	1.23537	12	0.00	0.00	0.00	1 000 251.41	V136-Strategy_0_749
2010.06.17 23:59:58	13	EURUSD_SQX	buy	out	0.04	1.23537	13	0.00	0.00	0.00	1 000 251.41	sl 1.23537
2012.05.25 00:00:00	14	EURUSD_SQX	sell	in	0.07	1.25315	14	0.00	0.00	0.00	1 000 251.41	V136-Strategy_0_749
2012.06.05 23:59:57	15	EURUSD_SQX	buy	out	0.07	1.25315	15	0.00	0.00	0.00	1 000 251.41	sl 1.25315
2012.07.09 00:00:00	16	EURUSD_SQX	sell	in	0.06	1.22584	16	0.00	0.00	0.00	1 000 251.41	V136-Strategy_0_749
2012.07.26 23:59:58	17	EURUSD_SQX	buy	out	0.06	1.22584	17	0.00	0.00	0.00	1 000 251.41	sl 1.22584
2013.10.23 00:00:00	18	EURUSD_SQX	buy	in	0.08	1.37814	18	0.00	0.00	0.00	1 000 251.41	V136-Strategy_0_749
2013.11.01 23:59:58	19	EURUSD_SQX	sell	out	0.08	1.35095	19	0.00	0.00	-217.52	1 000 033.89	sl 1.35095
2014.03.17 00:00:00	20	EURUSD_SQX	buy	in	0.1	1.39147	20	0.00	0.00	0.00	1 000 033.89	V136-Strategy_0_749
2014.05.15 23:59:57	21	EURUSD_SQX	sell	out	0.1	1.36871	21	0.00	0.00	-227.60	999 806.29	sl 1.36871
2014.09.29 00:00:00	22	EURUSD_SQX	sell	in	0.1	1.26808	22	0.00	0.00	0.00	999 806.29	V136-Strategy_0_749
2014.10.07 23:59:58	23	EURUSD_SQX	buy	out	0.1	1.26808	23	0.00	0.00	0.00	999 806.29	sl 1.26808
2014.11.03 00:00:00	24	EURUSD_SQX	sell	in	0.07	1.25067	24	0.00	0.00	0.00	999 806.29	V136-Strategy_0_749
2014.12.16 23:59:58	25	EURUSD_SQX	buy	out	0.07	1.25067	25	0.00	0.00	0.00	999 806.29	sl 1.25067
2015.01.01 00:00:00	26	EURUSD_SQX	sell	in	0.07	1.20969	26	0.00	0.00	0.00	999 806.29	V136-Strategy_0_749
2015.03.18 23:59:58	27	EURUSD_SQX	buy	out	0.07	1.09668	27	0.00	0.00	791.07	1 000 597.36	sl 1.09668
2017.07.24 00:00:00	28	EURUSD_SQX	buy	in	0.09	1.16701	28	0.00	0.00	0.00	1 000 597.36	V136-Strategy_0_749
2017.08.17 23:59:58	29	EURUSD_SQX	sell	out	0.09	1.16701	29	0.00	0.00	0.00	1 000 597.36	sl 1.16701
2017.08.28 00:00:00	30	EURUSD_SQX	buy	in	0.08	1.19485	30	0.00	0.00	0.00	1 000 597.36	V136-Strategy_0_749
2017.10.26 23:59:58	31	EURUSD_SQX	sell	out	0.08	1.16596	31	0.00	0.00	-231.12	1 000 366.24	sl 1.16596
2018.01.22 00:00:00	32	EURUSD_SQX	buy	in	0.08	1.22708	32	0.00	0.00	0.00	1 000 366.24	V136-Strategy_0_749
2018.02.07 23:59:58	33	EURUSD_SQX	sell	out	0.08	1.22708	33	0.00	0.00	0.00	1 000 366.24	sl 1.22708
2019.04.26 00:00:00	34	EURUSD_SQX	sell	in	0.14	1.11283	34	0.00	0.00	0.00	1 000 366.24	V136-Strategy_0_749
2019.10.17 23:59:58	35	EURUSD_SQX	buy	out	0.14	1.11283	35	0.00	0.00	0.00	1 000 366.24	sl 1.11283
2020.02.13 00:00:00	36	EURUSD_SQX	sell	in	0.15	1.08707	36	0.00	0.00	0.00	1 000 366.24	V136-Strategy_0_749
2020.02.24 23:59:58	37	EURUSD_SQX	buy	out	0.15	1.08707	37	0.00	0.00	0.00	1 000 366.24	sl 1.08707
2020.03.20 00:00:00	38	EURUSD_SQX	sell	in	0.05	1.06614	38	0.00	0.00	0.00	1 000 366.24	V136-Strategy_0_749
2020.07.21 23:59:58	39	EURUSD_SQX	buy	out	0.05	1.15209	39	0.00	0.00	-429.75	999 936.49	sl 1.15209
2020.07.30 00:00:00	40	EURUSD_SQX	buy	in	0.08	1.17917	40	0.00	0.00	0.00	999 936.49	V136-Strategy_0_749
2020.08.21 23:59:58	41	EURUSD_SQX	sell	out	0.08	1.17917	41	0.00	0.00	0.00	999 936.49	sl 1.17917
2020.12.03 00:00:00	42	EURUSD_SQX	buy	in	0.09	1.21153	42	0.00	0.00	0.00	999 936.49	V136-Strategy_0_749
2021.01.14 23:59:57	43	EURUSD_SQX	sell	out	0.09	1.21153	43	0.00	0.00	0.00	999 936.49	sl 1.21153
								0.00	0.00	-63.51	999 936.49