EA_FPS PriceReversalBand

Strategy Tester Report

EA_FPS PriceReversalBand

MetaQuotes-Demo (Build 1361)

 

交易品种		EURUSD (Euro vs US Dollar)
时间周期		15 分钟图 2020.01.01 22:00 – 2021.12.30 23:45 (2020.01.01 – 2022.01.01)
复盘模型		每个即时价格(基于所有可利用的最小时段的每一个价格的分形插值计算)
参数		Note=”FPS”; ECN=false; TXT_left_Margin=20; fontsize=10; Slippage=3; Maxspread=100; Reverse_Mode=false; TRADE=3; Use_Hedge=false; Max_order=100; Use_Order_distance_Pips=false; Order_distance_Pips=5; Money_Management=”===Money Management===”; MM=1; FixLotSize=0.01; Max_martingale=5; Multiplier=2; Risk=5; Takeprofit_Stoploss=”===Takeprofit & Stoploss===”; takeprofit=0; stoploss=0; Opposite_close=false; Use_OppositeClose_profit=false; Opposite_close_profit=0; Use_buystop_sellstop=false; buystop_sellstop_pips=9; Trailing_stop=”===Trailing stop===”; Use_trailingStop=true; TS_Start=20; TS_Stop=10; TS_Step=5; Break_Even=”===Break even===”; Use_BE=false; BE_Start=5; MoveStopPips=0; Attack_Martingale=”===Attack Martingale —Add multiple order every xx pips===”; Use_Attack_Martin=false; Martin_Lotsize=0; Lot_Multiplier=2; Max_Martin=5; Use_stoploss=false; Close_Oldest_Newest_Order=false; Pip_distance=”===PIP distance between Attack Martin===”; PipStep_default=10; Pip_Multiple=1; Takeprofit_Type=0; Profit_dollars=”===Profit dollars to close order===”; Type_of_profit=0; Profit_by_manual_input=0; Profit_by_equity_percentage=0; Basket_Profit=”===Basket Profit to close all orders in the account===”; Use_BasketProfit=false; Type_of_baslet_close=1; Manual_input_dollar=0; AUTO_by_balance_percentage=0; Basket_Stoploss=”===Basket stoploss to close all orders— Total account loss reach to xx dollars, close all===”; Use_Basket_Stoploss=false; Stoploss_dollars=200; Select1=1; StopHours1=12; Lock_profit=”===Lock profit dollars===”; Use_LockProfit=false; Type_of_Lockprofit=1; Lockprofit_start=50; Lockprofit_stoploss=5; BALANCE_percentage=1; Equity_Guard=”===Equity guard (total balance)XX percent of equity-drawndown to close all orders===”; Equity_guard=false; XXpercent=3; Select2=1; StopHours2=12; Daily_Profit_Target=”===Daily profit Target dollars (EA will stop orders if reach to the target & restart in next day)===”; Use_Daily_Target=false; When_Target_reached=2; Daily_profit_Target=0; Time_Filter=”===EA time filter –Stop or Run EA during the time period(hours)===”; UseTimeFilter=3; Start_Time=”6:40″; End_Time=”18:00″; Time_based_stoploss=”===Time based StopLoss—-Order should be closed after XXX hours===”; UseTimeBasedStopLoss=false; Close_rule=2; TimeBasedSLhours=24; News_Filter=”===NEWS Filter —Select impact to stop or run EA===”; Use_News_Filter=false; URL=”http://cdn-nfs.faireconomy.media/ff_calendar_thisweek.xml”; RUN_or_STOP=1; MinimumImpact=1; CloseOrder_beforeNews=false; MinsBeforeNews=60; MinsAfterNews=60; OffSetHours=0; Friday_Timer=”===Friday Timer —Close all orders at xx:xx on Friday===”; Use_FridayTimer=false; CloseTime=”22:00″; Stop_On_Friday=false; Filter=”===Filter===”; EMA_filter=”===EMA filter=== EMA1>EMA2 =BUY ONLY & EMA170 =SELL” use_rsi_filter=”false;” period=”14;” atr_filter=”===ATR filter===” use_atr_filter=”false;” ratio=”0.5;” bollinger_filter=”===Bollinger filter===” use_bollinger=”false;” bollinger_period=”20;” sigma=”2;” hull_filter=”===Hull-moving-average filter===” use_hull_moving_average_filter=”false;” method=”3;” price=”0;” parabolic_filter=”===Parabolic SAR filter===” use_parabolic_filter=”false;” step=”0.02;” maximum=”0.2;” macd_filter=”===MACD filter===” use_macd=”false;” inpfastema=”8;” inpslowema=”17;” inpsignalsma=”9;” indicator_settings=”===Indicator settings===” stochastic_filter=”===Stochastic filter===” k_period=”14;” d_period=”3;” slowing=”3;” upper=”80;” lower=”20;” <=”” td=””>
经测试过的柱数	50080	用于复盘的即时价数量	904424	复盘模型的质量	90.00%
输入图表错误	0
起始资金	10000.00			点差	3
总净盈利	-5328.41	总获利	2924.67	总亏损	-8253.08
盈利比	0.35	预期盈利	-3.41
绝对亏损	9502.89	最大亏损	11432.43 (95.83%)	相对亏损	95.83% (11432.43)
交易单总计	1564	卖单 (%获利百分比)	835 (88.02%)	买单 (%获利百分比)	729 (100.00%)
		盈利交易(%占总百分比)	1464 (93.61%)	亏损交易(%占总百分比)	100 (6.39%)
最大:		获利交易	8.00	亏损交易	-112.11
平均		获利交易	2.00	亏损交易	-82.53
最大:		连续获利金额	1464 (2924.67)	连续亏损金额	100 (-8253.08)
最多:		连续获利次数	2924.67 (1464)	连续亏损次数	-8253.08 (100)
平均:		连续获利	1464	连续亏损	100