Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2015.12.01 00:00 - 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 | 7460 | Ticks modelled | 5646840 | Modelling quality | 90.00% |
Mismatched charts errors | 28 | ||||
Initial deposit | 500.00 | Spread | Current (21) | ||
Total net profit | -369.35 | Gross profit | 146.31 | Gross loss | -515.66 |
Profit factor | 0.28 | Expected payoff | -20.52 | ||
Absolute drawdown | 383.42 | Maximal drawdown | 427.74 (78.58%) | Relative drawdown | 78.58% (427.74) |
Total trades | 18 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 16 (56.25%) |
Profit trades (% of total) | 9 (50.00%) | Loss trades (% of total) | 9 (50.00%) | ||
Largest | profit trade | 30.13 | loss trade | -71.10 | |
Average | profit trade | 16.26 | loss trade | -57.30 | |
Maximum | consecutive wins (profit in money) | 3 (62.33) | consecutive losses (loss in money) | 4 (-189.20) | |
Maximal | consecutive profit (count of wins) | 62.33 (3) | consecutive loss (count of losses) | -189.20 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.12.03 19:00 | sell limit | 1 | 0.15 | 134.496 | 0.000 | 0.000 | ||
2 | 2015.12.03 19:00 | modify | 1 | 0.15 | 134.496 | 134.996 | 133.397 | ||
3 | 2015.12.03 20:15 | expiration | 1 | 0.15 | 134.496 | 134.996 | 133.397 | ||
4 | 2015.12.10 19:00 | buy | 2 | 0.10 | 132.975 | 0.000 | 0.000 | ||
5 | 2015.12.10 19:00 | buy limit | 3 | 0.15 | 132.767 | 0.000 | 0.000 | ||
6 | 2015.12.10 19:00 | modify | 3 | 0.15 | 132.767 | 132.267 | 133.085 | ||
7 | 2015.12.10 19:00 | modify | 2 | 0.10 | 132.975 | 132.449 | 133.085 | ||
8 | 2015.12.10 20:15 | expiration | 3 | 0.15 | 132.767 | 132.267 | 133.085 | ||
9 | 2015.12.10 22:10 | t/p | 2 | 0.10 | 133.085 | 132.449 | 133.085 | 10.39 | 510.39 |
10 | 2016.02.02 19:00 | buy | 4 | 0.10 | 131.239 | 0.000 | 0.000 | ||
11 | 2016.02.02 19:00 | buy limit | 5 | 0.15 | 131.042 | 0.000 | 0.000 | ||
12 | 2016.02.02 19:00 | modify | 5 | 0.15 | 131.042 | 130.542 | 131.476 | ||
13 | 2016.02.02 19:00 | modify | 4 | 0.10 | 131.239 | 130.608 | 131.476 | ||
14 | 2016.02.02 19:46 | buy | 5 | 0.15 | 131.042 | 130.542 | 131.476 | ||
15 | 2016.02.03 05:11 | s/l | 4 | 0.10 | 130.608 | 130.608 | 131.476 | -59.48 | 450.91 |
16 | 2016.02.03 05:21 | s/l | 5 | 0.15 | 130.542 | 130.542 | 131.476 | -70.66 | 380.25 |
17 | 2016.02.04 19:00 | buy | 6 | 0.10 | 130.734 | 0.000 | 0.000 | ||
18 | 2016.02.04 19:00 | buy limit | 7 | 0.15 | 130.634 | 0.000 | 0.000 | ||
19 | 2016.02.04 19:00 | modify | 7 | 0.15 | 130.634 | 130.134 | 130.874 | ||
20 | 2016.02.04 19:00 | modify | 6 | 0.10 | 130.734 | 130.394 | 130.874 | ||
21 | 2016.02.04 20:15 | expiration | 7 | 0.15 | 130.634 | 130.134 | 130.874 | ||
22 | 2016.02.04 20:15 | t/p | 6 | 0.10 | 130.874 | 130.394 | 130.874 | 13.23 | 393.48 |
23 | 2016.02.05 19:00 | buy | 8 | 0.10 | 130.228 | 0.000 | 0.000 | ||
24 | 2016.02.05 19:00 | buy limit | 9 | 0.15 | 130.128 | 0.000 | 0.000 | ||
25 | 2016.02.05 19:00 | modify | 9 | 0.15 | 130.128 | 129.628 | 130.397 | ||
26 | 2016.02.05 19:00 | modify | 8 | 0.10 | 130.228 | 130.017 | 130.397 | ||
27 | 2016.02.05 20:15 | expiration | 9 | 0.15 | 130.128 | 129.628 | 130.397 | ||
28 | 2016.02.08 02:54 | t/p | 8 | 0.10 | 130.397 | 130.017 | 130.397 | 16.07 | 409.56 |
29 | 2016.02.08 19:00 | buy | 10 | 0.10 | 129.013 | 0.000 | 0.000 | ||
30 | 2016.02.08 19:00 | buy limit | 11 | 0.15 | 128.755 | 0.000 | 0.000 | ||
31 | 2016.02.08 19:00 | modify | 11 | 0.15 | 128.755 | 128.255 | 129.260 | ||
32 | 2016.02.08 19:00 | modify | 10 | 0.10 | 129.013 | 128.250 | 129.260 | ||
33 | 2016.02.08 19:15 | t/p | 10 | 0.10 | 129.260 | 128.250 | 129.260 | 23.33 | 432.89 |
34 | 2016.02.08 20:15 | expiration | 11 | 0.15 | 128.755 | 128.255 | 129.260 | ||
35 | 2016.02.09 19:00 | sell limit | 12 | 0.15 | 130.257 | 0.000 | 0.000 | ||
36 | 2016.02.09 19:00 | modify | 12 | 0.15 | 130.257 | 130.757 | 129.787 | ||
37 | 2016.02.09 20:15 | expiration | 12 | 0.15 | 130.257 | 130.757 | 129.787 | ||
38 | 2016.02.10 19:00 | buy | 13 | 0.10 | 128.077 | 0.000 | 0.000 | ||
39 | 2016.02.10 19:00 | buy limit | 14 | 0.15 | 127.977 | 0.000 | 0.000 | ||
40 | 2016.02.10 19:00 | modify | 14 | 0.15 | 127.977 | 127.477 | 128.490 | ||
41 | 2016.02.10 19:00 | modify | 13 | 0.10 | 128.077 | 127.492 | 128.490 | ||
42 | 2016.02.10 19:06 | buy | 14 | 0.15 | 127.977 | 127.477 | 128.490 | ||
43 | 2016.02.11 02:52 | s/l | 13 | 0.10 | 127.492 | 127.492 | 128.490 | -54.90 | 377.98 |
44 | 2016.02.11 02:52 | s/l | 14 | 0.15 | 127.477 | 127.477 | 128.490 | -70.32 | 307.66 |
45 | 2016.02.18 19:00 | buy | 15 | 0.10 | 126.065 | 0.000 | 0.000 | ||
46 | 2016.02.18 19:00 | buy limit | 16 | 0.15 | 125.871 | 0.000 | 0.000 | ||
47 | 2016.02.18 19:00 | modify | 16 | 0.15 | 125.871 | 125.371 | 126.174 | ||
48 | 2016.02.18 19:00 | modify | 15 | 0.10 | 126.065 | 125.568 | 126.174 | ||
49 | 2016.02.18 19:19 | t/p | 15 | 0.10 | 126.174 | 125.568 | 126.174 | 10.29 | 317.95 |
50 | 2016.02.18 20:15 | expiration | 16 | 0.15 | 125.871 | 125.371 | 126.174 | ||
51 | 2016.02.22 19:00 | buy | 17 | 0.10 | 124.647 | 0.000 | 0.000 | ||
52 | 2016.02.22 19:00 | buy limit | 18 | 0.15 | 124.523 | 0.000 | 0.000 | ||
53 | 2016.02.22 19:00 | modify | 18 | 0.15 | 124.523 | 124.023 | 124.767 | ||
54 | 2016.02.22 19:00 | modify | 17 | 0.10 | 124.647 | 124.279 | 124.767 | ||
55 | 2016.02.22 20:15 | expiration | 18 | 0.15 | 124.523 | 124.023 | 124.767 | ||
56 | 2016.02.23 02:54 | s/l | 17 | 0.10 | 124.279 | 124.279 | 124.767 | -34.64 | 283.32 |
57 | 2016.02.29 19:00 | buy | 19 | 0.10 | 122.717 | 0.000 | 0.000 | ||
58 | 2016.02.29 19:00 | buy limit | 20 | 0.15 | 122.532 | 0.000 | 0.000 | ||
59 | 2016.02.29 19:00 | modify | 20 | 0.15 | 122.532 | 122.032 | 122.964 | ||
60 | 2016.02.29 19:00 | modify | 19 | 0.10 | 122.717 | 122.100 | 122.964 | ||
61 | 2016.02.29 20:15 | expiration | 20 | 0.15 | 122.532 | 122.032 | 122.964 | ||
62 | 2016.03.01 00:30 | s/l | 19 | 0.10 | 122.100 | 122.100 | 122.964 | -58.16 | 225.16 |
63 | 2016.03.01 19:00 | sell limit | 21 | 0.15 | 123.625 | 0.000 | 0.000 | ||
64 | 2016.03.01 19:00 | modify | 21 | 0.15 | 123.625 | 124.125 | 123.203 | ||
65 | 2016.03.01 19:09 | sell | 21 | 0.15 | 123.625 | 124.125 | 123.203 | ||
66 | 2016.03.02 09:39 | s/l | 21 | 0.15 | 124.125 | 124.125 | 123.203 | -71.10 | 154.06 |
67 | 2016.03.08 19:00 | buy | 22 | 0.10 | 124.161 | 0.000 | 0.000 | ||
68 | 2016.03.08 19:00 | modify | 22 | 0.10 | 124.161 | 123.893 | 124.317 | ||
69 | 2016.03.08 20:20 | s/l | 22 | 0.10 | 123.893 | 123.893 | 124.317 | -25.31 | 128.75 |
70 | 2016.03.14 19:00 | buy | 23 | 0.10 | 126.166 | 0.000 | 0.000 | ||
71 | 2016.03.14 19:00 | modify | 23 | 0.10 | 126.166 | 125.827 | 126.331 | ||
72 | 2016.03.14 21:37 | t/p | 23 | 0.10 | 126.331 | 125.827 | 126.331 | 15.58 | 144.33 |
73 | 2016.04.05 19:00 | buy | 24 | 0.10 | 125.451 | 0.000 | 0.000 | ||
74 | 2016.04.05 19:00 | modify | 24 | 0.10 | 125.451 | 124.907 | 125.627 | ||
75 | 2016.04.05 19:10 | t/p | 24 | 0.10 | 125.627 | 124.907 | 125.627 | 16.62 | 160.95 |
76 | 2016.04.07 19:00 | buy | 25 | 0.10 | 122.882 | 0.000 | 0.000 | ||
77 | 2016.04.07 19:00 | modify | 25 | 0.10 | 122.882 | 121.903 | 123.201 | ||
78 | 2016.04.07 20:59 | t/p | 25 | 0.10 | 123.201 | 121.903 | 123.201 | 30.13 | 191.08 |
79 | 2016.04.18 19:00 | sell limit | 26 | 0.15 | 123.300 | 0.000 | 0.000 | ||
80 | 2016.04.18 19:00 | modify | 26 | 0.15 | 123.300 | 123.800 | 122.922 | ||
81 | 2016.04.18 19:20 | sell | 26 | 0.15 | 123.300 | 123.800 | 122.922 | ||
82 | 2016.04.19 12:01 | s/l | 26 | 0.15 | 123.800 | 123.800 | 122.922 | -71.10 | 119.98 |
83 | 2016.04.21 19:00 | buy | 27 | 0.10 | 123.649 | 0.000 | 0.000 | ||
84 | 2016.04.21 19:00 | modify | 27 | 0.10 | 123.649 | 123.046 | 123.762 | ||
85 | 2016.04.21 19:58 | t/p | 27 | 0.10 | 123.762 | 123.046 | 123.762 | 10.67 | 130.65 |