Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2015.12.01 00:45 - 2016.04.22 22:45 (2015.12.01 - 2016.04.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | LondonCloseHourGMT=16; TradeTimeWindowMinutes=5; BarsBack=72; UseMarketOrders=true; UseLimitOrders=true; MinDistPoints=100; SL_LimitOrders_Points=500; ExpTimeLimitOrdersSeconds=4500; MagicNumber=1; ______________________11__="-----> If 0 then PercentForMarketOrders"; LotsForMarketOrders=0.1; LotsForLimitOrders=0.15; ______________________12__="-----> Percent of free margin"; PercentForMarketOrders=4; PercentForLimitOrders=6; ___________________Below_Setting__="_Used For Strategy Tester Only____________________"; BrokerGMToffset=3; | ||||
Bars in test | 9788 | Ticks modelled | 9898955 | Modelling quality | 72.51% |
Mismatched charts errors | 54 | ||||
Initial deposit | 500.00 | Spread | Current (48) | ||
Total net profit | -393.20 | Gross profit | 572.94 | Gross loss | -966.14 |
Profit factor | 0.59 | Expected payoff | -13.56 | ||
Absolute drawdown | 393.20 | Maximal drawdown | 569.82 (84.22%) | Relative drawdown | 84.22% (569.82) |
Total trades | 29 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 25 (60.00%) |
Profit trades (% of total) | 16 (55.17%) | Loss trades (% of total) | 13 (44.83%) | ||
Largest | profit trade | 101.73 | loss trade | -110.33 | |
Average | profit trade | 35.81 | loss trade | -74.32 | |
Maximum | consecutive wins (profit in money) | 7 (181.15) | consecutive losses (loss in money) | 4 (-280.73) | |
Maximal | consecutive profit (count of wins) | 181.15 (7) | consecutive loss (count of losses) | -280.73 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.12.02 19:00 | buy | 1 | 0.10 | 184.404 | 0.000 | 0.000 | ||
2 | 2015.12.02 19:00 | buy limit | 2 | 0.15 | 184.190 | 0.000 | 0.000 | ||
3 | 2015.12.02 19:00 | modify | 2 | 0.15 | 184.190 | 183.690 | 184.528 | ||
4 | 2015.12.02 19:00 | modify | 1 | 0.10 | 184.404 | 183.852 | 184.528 | ||
5 | 2015.12.02 19:26 | buy | 2 | 0.15 | 184.190 | 183.690 | 184.528 | ||
6 | 2015.12.03 10:35 | t/p | 1 | 0.10 | 184.528 | 183.852 | 184.528 | 12.36 | 512.36 |
7 | 2015.12.03 10:35 | t/p | 2 | 0.15 | 184.528 | 183.690 | 184.528 | 49.02 | 561.38 |
8 | 2015.12.03 19:00 | sell limit | 3 | 0.15 | 185.873 | 0.000 | 0.000 | ||
9 | 2015.12.03 19:00 | modify | 3 | 0.15 | 185.873 | 186.373 | 185.429 | ||
10 | 2015.12.03 20:15 | expiration | 3 | 0.15 | 185.873 | 186.373 | 185.429 | ||
11 | 2015.12.14 19:00 | buy | 4 | 0.10 | 182.439 | 0.000 | 0.000 | ||
12 | 2015.12.14 19:00 | buy limit | 5 | 0.15 | 182.103 | 0.000 | 0.000 | ||
13 | 2015.12.14 19:00 | modify | 5 | 0.15 | 182.103 | 181.603 | 182.637 | ||
14 | 2015.12.14 19:00 | modify | 4 | 0.10 | 182.439 | 181.569 | 182.637 | ||
15 | 2015.12.14 19:26 | t/p | 4 | 0.10 | 182.637 | 181.569 | 182.637 | 18.79 | 580.17 |
16 | 2015.12.14 20:15 | expiration | 5 | 0.15 | 182.103 | 181.603 | 182.637 | ||
17 | 2015.12.18 19:00 | buy | 6 | 0.10 | 180.765 | 0.000 | 0.000 | ||
18 | 2015.12.18 19:00 | buy limit | 7 | 0.15 | 180.639 | 0.000 | 0.000 | ||
19 | 2015.12.18 19:00 | modify | 7 | 0.15 | 180.639 | 180.139 | 181.410 | ||
20 | 2015.12.18 19:00 | modify | 6 | 0.10 | 180.765 | 179.868 | 181.410 | ||
21 | 2015.12.18 20:15 | expiration | 7 | 0.15 | 180.639 | 180.139 | 181.410 | ||
22 | 2015.12.22 13:47 | s/l | 6 | 0.10 | 179.868 | 179.868 | 181.410 | -84.71 | 495.46 |
23 | 2015.12.22 19:00 | buy | 8 | 0.10 | 179.161 | 0.000 | 0.000 | ||
24 | 2015.12.22 19:00 | buy limit | 9 | 0.15 | 179.004 | 0.000 | 0.000 | ||
25 | 2015.12.22 19:00 | modify | 9 | 0.15 | 179.004 | 178.504 | 179.377 | ||
26 | 2015.12.22 19:00 | modify | 8 | 0.10 | 179.161 | 178.631 | 179.377 | ||
27 | 2015.12.22 20:15 | expiration | 9 | 0.15 | 179.004 | 178.504 | 179.377 | ||
28 | 2015.12.22 23:17 | t/p | 8 | 0.10 | 179.377 | 178.631 | 179.377 | 20.50 | 515.96 |
29 | 2015.12.28 19:00 | buy | 10 | 0.10 | 179.057 | 0.000 | 0.000 | ||
30 | 2015.12.28 19:00 | buy limit | 11 | 0.15 | 178.957 | 0.000 | 0.000 | ||
31 | 2015.12.28 19:00 | modify | 11 | 0.15 | 178.957 | 178.457 | 179.223 | ||
32 | 2015.12.28 19:00 | modify | 10 | 0.10 | 179.057 | 178.725 | 179.223 | ||
33 | 2015.12.28 20:15 | expiration | 11 | 0.15 | 178.957 | 178.457 | 179.223 | ||
34 | 2015.12.29 01:53 | t/p | 10 | 0.10 | 179.223 | 178.725 | 179.223 | 15.96 | 531.92 |
35 | 2015.12.29 19:00 | buy | 12 | 0.10 | 178.239 | 0.000 | 0.000 | ||
36 | 2015.12.29 19:00 | buy limit | 13 | 0.15 | 178.094 | 0.000 | 0.000 | ||
37 | 2015.12.29 19:00 | modify | 13 | 0.15 | 178.094 | 177.594 | 178.431 | ||
38 | 2015.12.29 19:00 | modify | 12 | 0.10 | 178.239 | 177.757 | 178.431 | ||
39 | 2015.12.29 20:15 | expiration | 13 | 0.15 | 178.094 | 177.594 | 178.431 | ||
40 | 2015.12.29 20:56 | t/p | 12 | 0.10 | 178.431 | 177.757 | 178.431 | 18.22 | 550.14 |
41 | 2016.01.04 19:00 | buy | 14 | 0.10 | 175.222 | 0.000 | 0.000 | ||
42 | 2016.01.04 19:00 | buy limit | 15 | 0.15 | 174.920 | 0.000 | 0.000 | ||
43 | 2016.01.04 19:00 | modify | 15 | 0.15 | 174.920 | 174.420 | 175.493 | ||
44 | 2016.01.04 19:00 | modify | 14 | 0.10 | 175.222 | 174.347 | 175.493 | ||
45 | 2016.01.04 19:47 | t/p | 14 | 0.10 | 175.493 | 174.347 | 175.493 | 25.71 | 575.85 |
46 | 2016.01.04 20:15 | expiration | 15 | 0.15 | 174.920 | 174.420 | 175.493 | ||
47 | 2016.01.05 19:00 | buy | 16 | 0.10 | 174.420 | 0.000 | 0.000 | ||
48 | 2016.01.05 19:00 | buy limit | 17 | 0.15 | 174.158 | 0.000 | 0.000 | ||
49 | 2016.01.05 19:00 | modify | 17 | 0.15 | 174.158 | 173.658 | 174.626 | ||
50 | 2016.01.05 19:00 | modify | 16 | 0.10 | 174.420 | 173.690 | 174.626 | ||
51 | 2016.01.05 19:16 | buy | 17 | 0.15 | 174.158 | 173.658 | 174.626 | ||
52 | 2016.01.05 22:58 | t/p | 16 | 0.10 | 174.626 | 173.690 | 174.626 | 19.54 | 595.39 |
53 | 2016.01.05 22:58 | t/p | 17 | 0.15 | 174.626 | 173.658 | 174.626 | 66.61 | 662.00 |
54 | 2016.01.08 19:00 | buy | 18 | 0.10 | 170.978 | 0.000 | 0.000 | ||
55 | 2016.01.08 19:00 | buy limit | 19 | 0.15 | 170.459 | 0.000 | 0.000 | ||
56 | 2016.01.08 19:00 | modify | 19 | 0.15 | 170.459 | 169.959 | 171.132 | ||
57 | 2016.01.08 19:00 | modify | 18 | 0.10 | 170.978 | 169.786 | 171.132 | ||
58 | 2016.01.08 19:18 | t/p | 18 | 0.10 | 171.132 | 169.786 | 171.132 | 14.61 | 676.61 |
59 | 2016.01.08 20:15 | expiration | 19 | 0.15 | 170.459 | 169.959 | 171.132 | ||
60 | 2016.01.15 19:00 | buy | 20 | 0.10 | 166.943 | 0.000 | 0.000 | ||
61 | 2016.01.15 19:00 | buy limit | 21 | 0.15 | 166.777 | 0.000 | 0.000 | ||
62 | 2016.01.15 19:00 | modify | 21 | 0.15 | 166.777 | 166.277 | 167.667 | ||
63 | 2016.01.15 19:00 | modify | 20 | 0.10 | 166.943 | 165.887 | 167.667 | ||
64 | 2016.01.15 19:16 | buy | 21 | 0.15 | 166.777 | 166.277 | 167.667 | ||
65 | 2016.01.15 19:33 | s/l | 21 | 0.15 | 166.277 | 166.277 | 167.667 | -71.16 | 605.45 |
66 | 2016.01.18 10:17 | t/p | 20 | 0.10 | 167.667 | 165.887 | 167.667 | 68.89 | 674.35 |
67 | 2016.01.19 19:00 | buy | 22 | 0.10 | 166.834 | 0.000 | 0.000 | ||
68 | 2016.01.19 19:00 | buy limit | 23 | 0.15 | 166.321 | 0.000 | 0.000 | ||
69 | 2016.01.19 19:00 | modify | 23 | 0.15 | 166.321 | 165.821 | 166.973 | ||
70 | 2016.01.19 19:00 | modify | 22 | 0.10 | 166.834 | 165.669 | 166.973 | ||
71 | 2016.01.19 20:15 | expiration | 23 | 0.15 | 166.321 | 165.821 | 166.973 | ||
72 | 2016.01.20 03:43 | s/l | 22 | 0.10 | 165.669 | 165.669 | 166.973 | -110.33 | 564.02 |
73 | 2016.01.21 19:00 | sell limit | 24 | 0.15 | 167.071 | 0.000 | 0.000 | ||
74 | 2016.01.21 19:00 | modify | 24 | 0.15 | 167.071 | 167.571 | 166.424 | ||
75 | 2016.01.21 19:02 | sell | 24 | 0.15 | 167.071 | 167.571 | 166.424 | ||
76 | 2016.01.21 23:02 | s/l | 24 | 0.15 | 167.571 | 167.571 | 166.424 | -71.15 | 492.87 |
77 | 2016.01.26 19:00 | sell limit | 25 | 0.15 | 170.004 | 0.000 | 0.000 | ||
78 | 2016.01.26 19:00 | modify | 25 | 0.15 | 170.004 | 170.504 | 169.286 | ||
79 | 2016.01.26 19:03 | sell | 25 | 0.15 | 170.004 | 170.504 | 169.286 | ||
80 | 2016.01.27 10:08 | t/p | 25 | 0.15 | 169.286 | 170.504 | 169.286 | 101.73 | 594.59 |
81 | 2016.02.01 19:00 | sell limit | 26 | 0.15 | 174.000 | 0.000 | 0.000 | ||
82 | 2016.02.01 19:00 | modify | 26 | 0.15 | 174.000 | 174.500 | 173.622 | ||
83 | 2016.02.01 19:33 | sell | 26 | 0.15 | 174.000 | 174.500 | 173.622 | ||
84 | 2016.02.01 20:49 | s/l | 26 | 0.15 | 174.500 | 174.500 | 173.622 | -71.15 | 523.44 |
85 | 2016.02.03 19:00 | buy | 27 | 0.10 | 171.901 | 0.000 | 0.000 | ||
86 | 2016.02.03 19:00 | buy limit | 28 | 0.15 | 171.546 | 0.000 | 0.000 | ||
87 | 2016.02.03 19:00 | modify | 28 | 0.15 | 171.546 | 171.046 | 172.050 | ||
88 | 2016.02.03 19:00 | modify | 27 | 0.10 | 171.901 | 171.042 | 172.050 | ||
89 | 2016.02.03 19:18 | buy | 28 | 0.15 | 171.546 | 171.046 | 172.050 | ||
90 | 2016.02.03 20:45 | s/l | 27 | 0.10 | 171.042 | 171.042 | 172.050 | -81.50 | 441.94 |
91 | 2016.02.03 20:45 | s/l | 28 | 0.15 | 171.046 | 171.046 | 172.050 | -71.16 | 370.78 |
92 | 2016.02.04 19:00 | buy | 29 | 0.10 | 170.141 | 0.000 | 0.000 | ||
93 | 2016.02.04 19:00 | buy limit | 30 | 0.15 | 170.041 | 0.000 | 0.000 | ||
94 | 2016.02.04 19:00 | modify | 30 | 0.15 | 170.041 | 169.541 | 170.647 | ||
95 | 2016.02.04 19:00 | modify | 29 | 0.10 | 170.141 | 169.539 | 170.647 | ||
96 | 2016.02.04 20:15 | expiration | 30 | 0.15 | 170.041 | 169.541 | 170.647 | ||
97 | 2016.02.05 09:42 | s/l | 29 | 0.10 | 169.539 | 169.539 | 170.647 | -56.92 | 313.86 |
98 | 2016.02.05 19:00 | buy | 31 | 0.10 | 169.326 | 0.000 | 0.000 | ||
99 | 2016.02.05 19:00 | modify | 31 | 0.10 | 169.326 | 168.820 | 169.466 | ||
100 | 2016.02.05 22:02 | t/p | 31 | 0.10 | 169.466 | 168.820 | 169.466 | 13.28 | 327.14 |
101 | 2016.02.08 19:00 | buy | 32 | 0.10 | 166.330 | 0.000 | 0.000 | ||
102 | 2016.02.08 19:00 | modify | 32 | 0.10 | 166.330 | 164.850 | 167.050 | ||
103 | 2016.02.08 22:45 | t/p | 32 | 0.10 | 167.050 | 164.850 | 167.050 | 68.32 | 395.46 |
104 | 2016.02.10 19:00 | buy | 33 | 0.10 | 165.167 | 0.000 | 0.000 | ||
105 | 2016.02.10 19:00 | buy limit | 34 | 0.15 | 164.829 | 0.000 | 0.000 | ||
106 | 2016.02.10 19:00 | modify | 34 | 0.15 | 164.829 | 164.329 | 165.486 | ||
107 | 2016.02.10 19:00 | modify | 33 | 0.10 | 165.167 | 164.172 | 165.486 | ||
108 | 2016.02.10 19:04 | buy | 34 | 0.15 | 164.829 | 164.329 | 165.486 | ||
109 | 2016.02.11 02:39 | s/l | 34 | 0.15 | 164.329 | 164.329 | 165.486 | -70.25 | 325.21 |
110 | 2016.02.11 02:51 | s/l | 33 | 0.10 | 164.172 | 164.172 | 165.486 | -93.80 | 231.41 |
111 | 2016.02.15 19:00 | sell limit | 35 | 0.15 | 165.736 | 0.000 | 0.000 | ||
112 | 2016.02.15 19:00 | modify | 35 | 0.15 | 165.736 | 166.236 | 165.409 | ||
113 | 2016.02.15 20:15 | expiration | 35 | 0.15 | 165.736 | 166.236 | 165.409 | ||
114 | 2016.02.16 19:00 | buy | 36 | 0.10 | 162.796 | 0.000 | 0.000 | ||
115 | 2016.02.16 19:00 | modify | 36 | 0.10 | 162.796 | 161.557 | 163.279 | ||
116 | 2016.02.17 00:43 | t/p | 36 | 0.10 | 163.279 | 161.557 | 163.279 | 46.02 | 277.44 |
117 | 2016.02.23 19:00 | buy | 37 | 0.10 | 157.524 | 0.000 | 0.000 | ||
118 | 2016.02.23 19:00 | modify | 37 | 0.10 | 157.524 | 156.862 | 158.022 | ||
119 | 2016.02.24 01:46 | s/l | 37 | 0.10 | 156.862 | 156.862 | 158.022 | -62.61 | 214.83 |
120 | 2016.03.01 19:00 | sell limit | 38 | 0.15 | 158.871 | 0.000 | 0.000 | ||
121 | 2016.03.01 19:00 | modify | 38 | 0.15 | 158.871 | 159.371 | 158.165 | ||
122 | 2016.03.01 19:03 | sell | 38 | 0.15 | 158.871 | 159.371 | 158.165 | ||
123 | 2016.03.01 20:20 | s/l | 38 | 0.15 | 159.371 | 159.371 | 158.165 | -71.14 | 143.69 |
124 | 2016.03.08 19:00 | buy | 39 | 0.10 | 159.972 | 0.000 | 0.000 | ||
125 | 2016.03.08 19:00 | modify | 39 | 0.10 | 159.972 | 159.045 | 160.113 | ||
126 | 2016.03.08 19:08 | t/p | 39 | 0.10 | 160.113 | 159.045 | 160.113 | 13.38 | 157.07 |
127 | 2016.03.14 19:00 | buy | 40 | 0.10 | 162.774 | 0.000 | 0.000 | ||
128 | 2016.03.14 19:00 | modify | 40 | 0.10 | 162.774 | 162.242 | 162.898 | ||
129 | 2016.03.15 04:30 | s/l | 40 | 0.10 | 162.242 | 162.242 | 162.898 | -50.27 | 106.80 |