Symbol | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
Period | 15 Minutes (M15) 2016.01.08 02:15 - 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 | 7320 | Ticks modelled | 4757842 | Modelling quality | 75.60% |
Mismatched charts errors | 6 | ||||
Initial deposit | 500.00 | Spread | Current (73) | ||
Total net profit | -94.66 | Gross profit | 174.93 | Gross loss | -269.59 |
Profit factor | 0.65 | Expected payoff | -6.31 | ||
Absolute drawdown | 158.04 | Maximal drawdown | 158.04 (31.61%) | Relative drawdown | 31.61% (158.04) |
Total trades | 15 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 9 (60.00%) | Loss trades (% of total) | 6 (40.00%) | ||
Largest | profit trade | 39.58 | loss trade | -54.01 | |
Average | profit trade | 19.44 | loss trade | -44.93 | |
Maximum | consecutive wins (profit in money) | 5 (114.87) | consecutive losses (loss in money) | 2 (-83.92) | |
Maximal | consecutive profit (count of wins) | 114.87 (5) | consecutive loss (count of losses) | -83.92 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.14 19:00 | sell limit | 1 | 0.15 | 1.07968 | 0.00000 | 0.00000 | ||
2 | 2016.01.14 19:00 | modify | 1 | 0.15 | 1.07968 | 1.08468 | 1.07681 | ||
3 | 2016.01.14 20:15 | expiration | 1 | 0.15 | 1.07968 | 1.08468 | 1.07681 | ||
4 | 2016.01.15 19:00 | buy | 2 | 0.10 | 1.06764 | 0.00000 | 0.00000 | ||
5 | 2016.01.15 19:00 | buy limit | 3 | 0.15 | 1.06664 | 0.00000 | 0.00000 | ||
6 | 2016.01.15 19:00 | modify | 3 | 0.15 | 1.06664 | 1.06164 | 1.07003 | ||
7 | 2016.01.15 19:00 | modify | 2 | 0.10 | 1.06764 | 1.06345 | 1.07003 | ||
8 | 2016.01.15 19:22 | buy | 3 | 0.15 | 1.06664 | 1.06164 | 1.07003 | ||
9 | 2016.01.15 20:03 | s/l | 2 | 0.10 | 1.06345 | 1.06345 | 1.07003 | -30.08 | 469.92 |
10 | 2016.01.15 22:54 | s/l | 3 | 0.15 | 1.06164 | 1.06164 | 1.07003 | -53.84 | 416.08 |
11 | 2016.01.20 19:00 | buy | 4 | 0.10 | 1.07344 | 0.00000 | 0.00000 | ||
12 | 2016.01.20 19:00 | buy limit | 5 | 0.15 | 1.07244 | 0.00000 | 0.00000 | ||
13 | 2016.01.20 19:00 | modify | 5 | 0.15 | 1.07244 | 1.06744 | 1.07533 | ||
14 | 2016.01.20 19:00 | modify | 4 | 0.10 | 1.07344 | 1.07009 | 1.07533 | ||
15 | 2016.01.20 20:15 | expiration | 5 | 0.15 | 1.07244 | 1.06744 | 1.07533 | ||
16 | 2016.01.20 21:54 | t/p | 4 | 0.10 | 1.07533 | 1.07009 | 1.07533 | 13.57 | 429.65 |
17 | 2016.01.22 19:00 | sell limit | 6 | 0.15 | 1.08343 | 0.00000 | 0.00000 | ||
18 | 2016.01.22 19:00 | modify | 6 | 0.15 | 1.08343 | 1.08843 | 1.08053 | ||
19 | 2016.01.22 20:15 | expiration | 6 | 0.15 | 1.08343 | 1.08843 | 1.08053 | ||
20 | 2016.02.12 19:00 | sell limit | 7 | 0.15 | 1.07164 | 0.00000 | 0.00000 | ||
21 | 2016.02.12 19:00 | modify | 7 | 0.15 | 1.07164 | 1.07664 | 1.06778 | ||
22 | 2016.02.12 20:09 | sell | 7 | 0.15 | 1.07164 | 1.07664 | 1.06778 | ||
23 | 2016.02.15 07:39 | s/l | 7 | 0.15 | 1.07664 | 1.07664 | 1.06778 | -53.86 | 375.79 |
24 | 2016.03.02 19:00 | sell limit | 8 | 0.15 | 1.09489 | 0.00000 | 0.00000 | ||
25 | 2016.03.02 19:00 | modify | 8 | 0.15 | 1.09489 | 1.09989 | 1.09122 | ||
26 | 2016.03.02 19:07 | sell | 8 | 0.15 | 1.09489 | 1.09989 | 1.09122 | ||
27 | 2016.03.03 19:09 | t/p | 8 | 0.15 | 1.09122 | 1.09989 | 1.09122 | 39.58 | 415.37 |
28 | 2016.03.07 19:00 | sell limit | 9 | 0.15 | 1.09860 | 0.00000 | 0.00000 | ||
29 | 2016.03.07 19:00 | modify | 9 | 0.15 | 1.09860 | 1.10360 | 1.09625 | ||
30 | 2016.03.07 20:05 | sell | 9 | 0.15 | 1.09860 | 1.10360 | 1.09625 | ||
31 | 2016.03.08 04:37 | t/p | 9 | 0.15 | 1.09625 | 1.10360 | 1.09625 | 25.33 | 440.70 |
32 | 2016.03.10 19:00 | buy | 10 | 0.10 | 1.11731 | 0.00000 | 0.00000 | ||
33 | 2016.03.10 19:00 | buy limit | 11 | 0.15 | 1.11590 | 0.00000 | 0.00000 | ||
34 | 2016.03.10 19:00 | modify | 11 | 0.15 | 1.11590 | 1.11090 | 1.11882 | ||
35 | 2016.03.10 19:00 | modify | 10 | 0.10 | 1.11731 | 1.11298 | 1.11882 | ||
36 | 2016.03.10 19:25 | buy | 11 | 0.15 | 1.11590 | 1.11090 | 1.11882 | ||
37 | 2016.03.10 22:43 | t/p | 10 | 0.10 | 1.11882 | 1.11298 | 1.11882 | 10.84 | 451.54 |
38 | 2016.03.10 22:43 | t/p | 11 | 0.15 | 1.11882 | 1.11090 | 1.11882 | 31.44 | 482.98 |
39 | 2016.03.15 19:00 | sell limit | 12 | 0.15 | 1.13169 | 0.00000 | 0.00000 | ||
40 | 2016.03.15 19:00 | modify | 12 | 0.15 | 1.13169 | 1.13669 | 1.12857 | ||
41 | 2016.03.15 20:15 | expiration | 12 | 0.15 | 1.13169 | 1.13669 | 1.12857 | ||
42 | 2016.03.17 19:00 | buy | 13 | 0.10 | 1.11607 | 0.00000 | 0.00000 | ||
43 | 2016.03.17 19:00 | buy limit | 14 | 0.15 | 1.11446 | 0.00000 | 0.00000 | ||
44 | 2016.03.17 19:00 | modify | 14 | 0.15 | 1.11446 | 1.10946 | 1.11714 | ||
45 | 2016.03.17 19:00 | modify | 13 | 0.10 | 1.11607 | 1.11178 | 1.11714 | ||
46 | 2016.03.17 20:15 | expiration | 14 | 0.15 | 1.11446 | 1.10946 | 1.11714 | ||
47 | 2016.03.17 23:50 | t/p | 13 | 0.10 | 1.11714 | 1.11178 | 1.11714 | 7.68 | 490.66 |
48 | 2016.03.22 19:00 | sell limit | 15 | 0.15 | 1.12971 | 0.00000 | 0.00000 | ||
49 | 2016.03.22 19:00 | modify | 15 | 0.15 | 1.12971 | 1.13471 | 1.12665 | ||
50 | 2016.03.22 20:15 | expiration | 15 | 0.15 | 1.12971 | 1.13471 | 1.12665 | ||
51 | 2016.03.23 19:00 | buy | 16 | 0.10 | 1.12453 | 0.00000 | 0.00000 | ||
52 | 2016.03.23 19:00 | buy limit | 17 | 0.15 | 1.12346 | 0.00000 | 0.00000 | ||
53 | 2016.03.23 19:00 | modify | 17 | 0.15 | 1.12346 | 1.11846 | 1.12573 | ||
54 | 2016.03.23 19:00 | modify | 16 | 0.10 | 1.12453 | 1.12119 | 1.12573 | ||
55 | 2016.03.23 19:40 | buy | 17 | 0.15 | 1.12346 | 1.11846 | 1.12573 | ||
56 | 2016.03.23 19:55 | s/l | 16 | 0.10 | 1.12119 | 1.12119 | 1.12573 | -23.98 | 466.68 |
57 | 2016.03.24 03:05 | s/l | 17 | 0.15 | 1.11846 | 1.11846 | 1.12573 | -54.01 | 412.67 |
58 | 2016.03.29 19:00 | buy | 18 | 0.10 | 1.11280 | 0.00000 | 0.00000 | ||
59 | 2016.03.29 19:00 | buy limit | 19 | 0.15 | 1.11146 | 0.00000 | 0.00000 | ||
60 | 2016.03.29 19:00 | modify | 19 | 0.15 | 1.11146 | 1.10646 | 1.11386 | ||
61 | 2016.03.29 19:00 | modify | 18 | 0.10 | 1.11280 | 1.10906 | 1.11386 | ||
62 | 2016.03.29 19:23 | buy | 19 | 0.15 | 1.11146 | 1.10646 | 1.11386 | ||
63 | 2016.03.29 22:19 | t/p | 18 | 0.10 | 1.11386 | 1.10906 | 1.11386 | 7.61 | 420.28 |
64 | 2016.03.29 22:19 | t/p | 19 | 0.15 | 1.11386 | 1.10646 | 1.11386 | 25.85 | 446.13 |
65 | 2016.04.05 19:00 | buy | 20 | 0.10 | 1.10836 | 0.00000 | 0.00000 | ||
66 | 2016.04.05 19:00 | buy limit | 21 | 0.15 | 1.10721 | 0.00000 | 0.00000 | ||
67 | 2016.04.05 19:00 | modify | 21 | 0.15 | 1.10721 | 1.10221 | 1.11018 | ||
68 | 2016.04.05 19:00 | modify | 20 | 0.10 | 1.10836 | 1.10424 | 1.11018 | ||
69 | 2016.04.05 20:15 | expiration | 21 | 0.15 | 1.10721 | 1.10221 | 1.11018 | ||
70 | 2016.04.06 05:15 | t/p | 20 | 0.10 | 1.11018 | 1.10424 | 1.11018 | 13.03 | 459.16 |
71 | 2016.04.06 19:00 | sell limit | 22 | 0.15 | 1.11418 | 0.00000 | 0.00000 | ||
72 | 2016.04.06 19:00 | modify | 22 | 0.15 | 1.11418 | 1.11918 | 1.11213 | ||
73 | 2016.04.06 20:15 | expiration | 22 | 0.15 | 1.11418 | 1.11918 | 1.11213 | ||
74 | 2016.04.14 19:00 | sell limit | 23 | 0.15 | 1.12340 | 0.00000 | 0.00000 | ||
75 | 2016.04.14 19:00 | modify | 23 | 0.15 | 1.12340 | 1.12840 | 1.11925 | ||
76 | 2016.04.14 20:15 | expiration | 23 | 0.15 | 1.12340 | 1.12840 | 1.11925 | ||
77 | 2016.04.20 19:00 | sell limit | 24 | 0.15 | 1.11762 | 0.00000 | 0.00000 | ||
78 | 2016.04.20 19:00 | modify | 24 | 0.15 | 1.11762 | 1.12262 | 1.11517 | ||
79 | 2016.04.20 19:38 | sell | 24 | 0.15 | 1.11762 | 1.12262 | 1.11517 | ||
80 | 2016.04.21 11:12 | s/l | 24 | 0.15 | 1.12262 | 1.12262 | 1.11517 | -53.82 | 405.34 |