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Merge pull request #302 from EA31337/v2.006-test
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Monthly test results [2020]
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@kenorb
kenorb committed Sep 20, 2021
2 parents a7114b0 + 89a7de1 commit 7bd30fd
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50 changes: 25 additions & 25 deletions docker/tests/Advanced/_results/EA31337_Advanced_202001.json
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{
"Time": "1",
"Time": "2",
"Title": "Strategy Tester Report",
"EA Name": "EA31337-Advanced-10d8f5d8a284afcd9d043215db7f3bfc66900f35",
"Build": "1280",
"EA Name": "EA31337-Advanced-a05474312349d775b3bebe6aa71f3a7e0e7be692",
"Build": "1320",
"Symbol": "EURUSD (Euro vs US Dollar)",
"Period": "1 Minute (M1) 2020.01.01 23:41 - 2020.01.30 23:59 (2020.01.01 - 2020.01.31)",
"Model": "Every tick ",
"Initial deposit": "10000.00",
"Spread": "10",
"Modelling quality": "24.92%",
"Parameters": "__EA_Params__=">> EA31337 Advanced v2.005 build 1630676729 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30; EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --"; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=3; EA_DisplayDetailsOnChart=true; ,",
"Parameters": "__EA_Params__=">> EA31337 Advanced v2.006 build 1632165021 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=13; Strategy_M30=6; Strategy_H1=21; Strategy_H2=21; Strategy_H3=30; Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=18; EA_Stops_M30=32; EA_Stops_H1=21; EA_Stops_H2=16; EA_Stops_H3=30; EA_Stops_H4=16; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=60; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=3; EA_DisplayDetailsOnChart=true; ,",
"Bars in test": "30333",
"Ticks modelled": "5465702",
"Mismatched charts errors": "0",
"Total net profit": "-118.69",
"Gross profit": "0.00",
"Gross loss": "-118.69",
"Profit factor": "0.00",
"Expected payoff": "-14.84",
"Absolute drawdown": "121.39",
"Maximal drawdown": "130.59 (1.30%)",
"Relative drawdown": "1.30% (130.59)",
"Total trades": "8",
"Short positions": "3 (0.00%)",
"Long positions": "5 (0.00%)",
"Profit trades": "0 (0.00%)",
"Loss trades": "8 (100.00%)",
"profit trade": "0.00,0.00",
"loss trade": "-36.50,-14.84",
"consecutive wins (profit in money)": "0 (0.00)",
"consecutive losses (loss in money)": "8 (-118.69)",
"consecutive profit": "0.00 (0)",
"consecutive loss": "8 (-118.69),-118.69 (8),8",
"consecutive wins": "0 (0.00),0",
"consecutive losses": "8 (-118.69),8"
"Total net profit": "701.35",
"Gross profit": "2321.73",
"Gross loss": "-1620.38",
"Profit factor": "1.43",
"Expected payoff": "3.29",
"Absolute drawdown": "808.53",
"Maximal drawdown": "1150.23 (11.12%)",
"Relative drawdown": "11.12% (1150.23)",
"Total trades": "213",
"Short positions": "119 (65.55%)",
"Long positions": "94 (42.55%)",
"Profit trades": "118 (55.40%)",
"Loss trades": "95 (44.60%)",
"profit trade": "84.03,19.68",
"loss trade": "-167.64,-17.06",
"consecutive wins (profit in money)": "7 (24.60)",
"consecutive losses (loss in money)": "12 (-254.56)",
"consecutive profit": "207.94 (6)",
"consecutive loss": "12 (-254.56),-295.18 (2),2",
"consecutive wins": "7 (24.60),3",
"consecutive losses": "12 (-254.56),2"
}
45 changes: 23 additions & 22 deletions docker/tests/Advanced/_results/EA31337_Advanced_202001.txt
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Strategy Tester Report
EA31337-Advanced-10d8f5d8a284afcd9d043215db7f3bfc66900f35
(Build 1280)
EA31337-Advanced-a05474312349d775b3bebe6aa71f3a7e0e7be692
(Build 1320)

Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2020.01.01 23:41 - 2020.01.30 23:59 (2020.01.01 - 2020.01.31)
Model Every tick (the most precise method based on all available least timeframes)
__EA_Params__=">> EA31337 Advanced v2.005 build 1630676729 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30;
__Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30;
EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32;
Parameters EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7;
__EA_Tasks__="-- EA's tasks --"; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0;
__Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40;
__EA_Risk_Params__="-- EA's risk management --"; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
__EA_Params__=">> EA31337 Advanced v2.006 build 1632165021 <<"; __Strategies_Active__="-- Active strategies --";
Strategy_M1=0; Strategy_M5=0; Strategy_M15=13; Strategy_M30=6; Strategy_H1=21; Strategy_H2=21; Strategy_H3=30;
Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=18;
EA_Stops_M30=32; EA_Stops_H1=21; EA_Stops_H2=16; EA_Stops_H3=30; EA_Stops_H4=16; __Strategies_Filters__="-
- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=3;
Parameters EA_TickFilterMethod=60; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3;
EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200;
EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --";
EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0;
EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=3;
EA_DisplayDetailsOnChart=true;
Bars in test 30333 Ticks modelled 5465702 Modelling quality 24.92%
Bars in test 30333 Ticks modelled 5465702 Modelling quality 24.92%
Mismatched charts errors 0
Initial deposit 10000.00 Spread 10
Total net profit -118.69 Gross profit 0.00 Gross loss -118.69
Profit factor 0.00 Expected payoff -14.84
Absolute drawdown 121.39 Maximal drawdown 130.59 (1.30%) Relative drawdown 1.30% (130.59)
Total trades 8 Short positions (won %) 3 (0.00%) Long positions (won %) 5 (0.00%)
Profit trades (% of total) 0 (0.00%) Loss trades (% of total) 8 (100.00%)
Largest profit trade 0.00 loss trade -36.50
Average profit trade 0.00 loss trade -14.84
Maximum consecutive wins (profit in 0 (0.00) consecutive losses (loss in money) 8 (-118.69)
Initial deposit 10000.00 Spread 10
Total net profit 701.35 Gross profit 2321.73 Gross loss -1620.38
Profit factor 1.43 Expected payoff 3.29
Absolute drawdown 808.53 Maximal drawdown 1150.23 (11.12%) Relative drawdown 11.12% (1150.23)
Total trades 213 Short positions (won %) 119 (65.55%) Long positions (won %) 94 (42.55%)
Profit trades (% of total) 118 (55.40%) Loss trades (% of total) 95 (44.60%)
Largest profit trade 84.03 loss trade -167.64
Average profit trade 19.68 loss trade -17.06
Maximum consecutive wins (profit in 7 (24.60) consecutive losses (loss in money) 12 (-254.56)
money)
Maximal consecutive profit (count of 0.00 (0) consecutive loss (count of losses) -118.69 (8)
Maximal consecutive profit (count of 207.94 (6) consecutive loss (count of losses) -295.18 (2)
wins)
Average consecutive wins 0 consecutive losses 8
Average consecutive wins 3 consecutive losses 2
[Graph]
50 changes: 25 additions & 25 deletions docker/tests/Advanced/_results/EA31337_Advanced_202002.json
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{
"Time": "1",
"Time": "2",
"Title": "Strategy Tester Report",
"EA Name": "EA31337-Advanced-10d8f5d8a284afcd9d043215db7f3bfc66900f35",
"Build": "1280",
"EA Name": "EA31337-Advanced-a05474312349d775b3bebe6aa71f3a7e0e7be692",
"Build": "1320",
"Symbol": "EURUSD (Euro vs US Dollar)",
"Period": "1 Minute (M1) 2020.02.02 22:01 - 2020.02.28 21:59 (2020.02.01 - 2020.02.29)",
"Model": "Every tick ",
"Initial deposit": "10000.00",
"Spread": "10",
"Modelling quality": "25.00%",
"Parameters": "__EA_Params__=&#34;&gt;&gt; EA31337 Advanced v2.005 build 1630676729 &lt;&lt;&#34;; __Strategies_Active__=&#34;-- Active strategies --&#34;; Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30; __Strategies_Stops__=&#34;-- Strategies&#39; stops --&#34;; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30; EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__=&#34;-- Strategies&#39; filters --&#34;; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7; __EA_Tasks__=&#34;-- EA&#39;s tasks --&#34;; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0; __Order_Params__=&#34;-- Orders&#39; limits --&#34;; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__=&#34;-- EA&#39;s risk management --&#34;; __EA_Trade_Params__=&#34;-- EA&#39;s trade parameters --&#34;; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__=&#34;-- EA&#39;s logging &amp; messaging --&#34;; VerboseLevel=3; EA_DisplayDetailsOnChart=true; ,",
"Parameters": "__EA_Params__=&#34;&gt;&gt; EA31337 Advanced v2.006 build 1632165021 &lt;&lt;&#34;; __Strategies_Active__=&#34;-- Active strategies --&#34;; Strategy_M1=0; Strategy_M5=0; Strategy_M15=13; Strategy_M30=6; Strategy_H1=21; Strategy_H2=21; Strategy_H3=30; Strategy_H4=30; __Strategies_Stops__=&#34;-- Strategies&#39; stops --&#34;; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=18; EA_Stops_M30=32; EA_Stops_H1=21; EA_Stops_H2=16; EA_Stops_H3=30; EA_Stops_H4=16; __Strategies_Filters__=&#34;-- Strategies&#39; filters --&#34;; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=60; __EA_Tasks__=&#34;-- EA&#39;s tasks --&#34;; EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__=&#34;-- Orders&#39; limits --&#34;; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__=&#34;-- EA&#39;s risk management --&#34;; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__=&#34;-- EA&#39;s trade parameters --&#34;; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__=&#34;-- EA&#39;s logging &amp; messaging --&#34;; VerboseLevel=3; EA_DisplayDetailsOnChart=true; ,",
"Bars in test": "29706",
"Ticks modelled": "6173879",
"Mismatched charts errors": "0",
"Total net profit": "140.83",
"Gross profit": "144.50",
"Gross loss": "-3.67",
"Profit factor": "39.41",
"Expected payoff": "28.17",
"Absolute drawdown": "19.10",
"Maximal drawdown": "41.70 (0.41%)",
"Relative drawdown": "0.41% (41.70)",
"Total trades": "5",
"Short positions": "3 (100.00%)",
"Long positions": "2 (50.00%)",
"Profit trades": "4 (80.00%)",
"Loss trades": "1 (20.00%)",
"profit trade": "86.60,36.12",
"loss trade": "-3.67,-3.67",
"consecutive wins (profit in money)": "3 (131.20)",
"consecutive losses (loss in money)": "1 (-3.67)",
"consecutive profit": "131.20 (3)",
"consecutive loss": "1 (-3.67),-3.67 (1),1",
"consecutive wins": "3 (131.20),2",
"consecutive losses": "1 (-3.67),1"
"Total net profit": "3965.30",
"Gross profit": "5616.93",
"Gross loss": "-1651.64",
"Profit factor": "3.40",
"Expected payoff": "14.11",
"Absolute drawdown": "127.76",
"Maximal drawdown": "1478.60 (10.36%)",
"Relative drawdown": "10.36% (1478.60)",
"Total trades": "281",
"Short positions": "135 (70.37%)",
"Long positions": "146 (64.38%)",
"Profit trades": "189 (67.26%)",
"Loss trades": "92 (32.74%)",
"profit trade": "125.57,29.72",
"loss trade": "-199.36,-17.95",
"consecutive wins (profit in money)": "19 (497.60)",
"consecutive losses (loss in money)": "6 (-19.80)",
"consecutive profit": "499.16 (7)",
"consecutive loss": "6 (-19.80),-234.47 (3),2",
"consecutive wins": "19 (497.60),4",
"consecutive losses": "6 (-19.80),2"
}

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