Symbol | XAUUSD (Gold) | ||||
Period | 15 Minutes (M15) 2015.12.01 02:45 - 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 | 9359 | Ticks modelled | 4304153 | Modelling quality | 54.04% |
Mismatched charts errors | 4 | ||||
Initial deposit | 500.00 | Spread | Current (41) | ||
Total net profit | -421.05 | Gross profit | 169.02 | Gross loss | -590.06 |
Profit factor | 0.29 | Expected payoff | -35.09 | ||
Absolute drawdown | 421.05 | Maximal drawdown | 428.48 (84.44%) | Relative drawdown | 84.44% (428.48) |
Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
Largest | profit trade | 58.63 | loss trade | -129.50 | |
Average | profit trade | 42.25 | loss trade | -73.76 | |
Maximum | consecutive wins (profit in money) | 3 (126.13) | consecutive losses (loss in money) | 4 (-266.82) | |
Maximal | consecutive profit (count of wins) | 126.13 (3) | consecutive loss (count of losses) | -266.82 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.12.02 19:00 | buy | 1 | 0.10 | 1055.36 | 0.00 | 0.00 | ||
2 | 2015.12.02 19:00 | buy limit | 2 | 0.15 | 1054.36 | 0.00 | 0.00 | ||
3 | 2015.12.02 19:00 | modify | 2 | 0.15 | 1054.36 | 1049.36 | 1058.77 | ||
4 | 2015.12.02 19:00 | modify | 1 | 0.10 | 1055.36 | 1050.99 | 1058.77 | ||
5 | 2015.12.02 19:25 | buy | 2 | 0.15 | 1054.36 | 1049.36 | 1058.77 | ||
6 | 2015.12.02 19:27 | s/l | 1 | 0.10 | 1050.99 | 1050.99 | 1058.77 | -43.70 | 456.30 |
7 | 2015.12.03 03:12 | s/l | 2 | 0.15 | 1049.36 | 1049.36 | 1058.77 | -75.00 | 381.30 |
8 | 2015.12.04 19:00 | sell limit | 3 | 0.15 | 1088.74 | 0.00 | 0.00 | ||
9 | 2015.12.04 19:00 | modify | 3 | 0.15 | 1088.74 | 1093.74 | 1081.50 | ||
10 | 2015.12.04 20:15 | expiration | 3 | 0.15 | 1088.74 | 1093.74 | 1081.50 | ||
11 | 2015.12.16 19:00 | sell limit | 4 | 0.15 | 1076.83 | 0.00 | 0.00 | ||
12 | 2015.12.16 19:00 | modify | 4 | 0.15 | 1076.83 | 1081.83 | 1073.05 | ||
13 | 2015.12.16 20:01 | sell | 4 | 0.15 | 1076.83 | 1081.83 | 1073.05 | ||
14 | 2015.12.16 20:40 | t/p | 4 | 0.15 | 1073.05 | 1081.83 | 1073.05 | 56.70 | 438.00 |
15 | 2015.12.21 19:00 | sell limit | 5 | 0.15 | 1080.19 | 0.00 | 0.00 | ||
16 | 2015.12.21 19:00 | modify | 5 | 0.15 | 1080.19 | 1085.19 | 1076.28 | ||
17 | 2015.12.21 19:26 | sell | 5 | 0.15 | 1080.19 | 1085.19 | 1076.28 | ||
18 | 2015.12.22 04:42 | t/p | 5 | 0.15 | 1076.28 | 1085.19 | 1076.28 | 58.63 | 496.63 |
19 | 2015.12.30 19:00 | buy | 6 | 0.10 | 1061.18 | 0.00 | 0.00 | ||
20 | 2015.12.30 19:00 | buy limit | 7 | 0.15 | 1059.26 | 0.00 | 0.00 | ||
21 | 2015.12.30 19:00 | modify | 7 | 0.15 | 1059.26 | 1054.26 | 1062.26 | ||
22 | 2015.12.30 19:00 | modify | 6 | 0.10 | 1061.18 | 1056.26 | 1062.26 | ||
23 | 2015.12.30 20:15 | expiration | 7 | 0.15 | 1059.26 | 1054.26 | 1062.26 | ||
24 | 2015.12.31 03:08 | t/p | 6 | 0.10 | 1062.26 | 1056.26 | 1062.26 | 10.80 | 507.43 |
25 | 2016.01.06 19:00 | sell limit | 8 | 0.15 | 1092.82 | 0.00 | 0.00 | ||
26 | 2016.01.06 19:00 | modify | 8 | 0.15 | 1092.82 | 1097.82 | 1088.58 | ||
27 | 2016.01.06 20:15 | expiration | 8 | 0.15 | 1092.82 | 1097.82 | 1088.58 | ||
28 | 2016.01.07 19:00 | sell limit | 9 | 0.15 | 1107.36 | 0.00 | 0.00 | ||
29 | 2016.01.07 19:00 | modify | 9 | 0.15 | 1107.36 | 1112.36 | 1103.57 | ||
30 | 2016.01.07 19:26 | sell | 9 | 0.15 | 1107.36 | 1112.36 | 1103.57 | ||
31 | 2016.01.08 02:07 | s/l | 9 | 0.15 | 1112.36 | 1112.36 | 1103.57 | -75.02 | 432.42 |
32 | 2016.01.14 19:00 | buy | 10 | 0.10 | 1082.36 | 0.00 | 0.00 | ||
33 | 2016.01.14 19:00 | buy limit | 11 | 0.15 | 1081.36 | 0.00 | 0.00 | ||
34 | 2016.01.14 19:00 | modify | 11 | 0.15 | 1081.36 | 1076.36 | 1084.64 | ||
35 | 2016.01.14 19:00 | modify | 10 | 0.10 | 1082.36 | 1078.18 | 1084.64 | ||
36 | 2016.01.14 19:02 | buy | 11 | 0.15 | 1081.36 | 1076.36 | 1084.64 | ||
37 | 2016.01.14 19:26 | s/l | 10 | 0.10 | 1078.18 | 1078.18 | 1084.64 | -41.80 | 390.62 |
38 | 2016.01.14 20:19 | s/l | 11 | 0.15 | 1076.36 | 1076.36 | 1084.64 | -75.00 | 315.62 |
39 | 2016.01.20 19:00 | sell limit | 12 | 0.15 | 1104.40 | 0.00 | 0.00 | ||
40 | 2016.01.20 19:00 | modify | 12 | 0.15 | 1104.40 | 1109.40 | 1100.06 | ||
41 | 2016.01.20 19:12 | sell | 12 | 0.15 | 1104.40 | 1109.40 | 1100.06 | ||
42 | 2016.01.20 19:42 | s/l | 12 | 0.15 | 1109.40 | 1109.40 | 1100.06 | -75.00 | 240.62 |
43 | 2016.01.25 19:00 | sell limit | 13 | 0.15 | 1108.49 | 0.00 | 0.00 | ||
44 | 2016.01.25 19:00 | modify | 13 | 0.15 | 1108.49 | 1113.49 | 1105.79 | ||
45 | 2016.01.25 20:15 | expiration | 13 | 0.15 | 1108.49 | 1113.49 | 1105.79 | ||
46 | 2016.01.26 19:00 | sell limit | 14 | 0.15 | 1119.08 | 0.00 | 0.00 | ||
47 | 2016.01.26 19:00 | modify | 14 | 0.15 | 1119.08 | 1124.08 | 1116.22 | ||
48 | 2016.01.26 19:33 | sell | 14 | 0.15 | 1119.08 | 1124.08 | 1116.22 | ||
49 | 2016.01.27 17:05 | t/p | 14 | 0.15 | 1116.22 | 1124.08 | 1116.22 | 42.88 | 283.50 |
50 | 2016.02.03 19:00 | sell limit | 15 | 0.15 | 1140.34 | 0.00 | 0.00 | ||
51 | 2016.02.03 19:00 | modify | 15 | 0.15 | 1140.34 | 1145.34 | 1136.55 | ||
52 | 2016.02.03 20:10 | sell | 15 | 0.15 | 1140.34 | 1145.34 | 1136.55 | ||
53 | 2016.02.04 11:00 | s/l | 15 | 0.15 | 1145.34 | 1145.34 | 1136.55 | -75.05 | 208.45 |
54 | 2016.02.04 19:00 | sell limit | 16 | 0.15 | 1156.23 | 0.00 | 0.00 | ||
55 | 2016.02.04 19:00 | modify | 16 | 0.15 | 1156.23 | 1161.23 | 1152.27 | ||
56 | 2016.02.04 20:15 | expiration | 16 | 0.15 | 1156.23 | 1161.23 | 1152.27 | ||
57 | 2016.02.08 19:00 | sell limit | 17 | 0.15 | 1199.03 | 0.00 | 0.00 | ||
58 | 2016.02.08 19:00 | modify | 17 | 0.15 | 1199.03 | 1204.03 | 1190.81 | ||
59 | 2016.02.08 20:15 | expiration | 17 | 0.15 | 1199.03 | 1204.03 | 1190.81 | ||
60 | 2016.02.11 19:00 | sell limit | 18 | 0.15 | 1263.23 | 0.00 | 0.00 | ||
61 | 2016.02.11 19:00 | modify | 18 | 0.15 | 1263.23 | 1268.23 | 1247.65 | ||
62 | 2016.02.11 20:15 | expiration | 18 | 0.15 | 1263.23 | 1268.23 | 1247.65 | ||
63 | 2016.02.15 19:00 | buy | 19 | 0.10 | 1207.28 | 0.00 | 0.00 | ||
64 | 2016.02.15 19:00 | modify | 19 | 0.10 | 1207.28 | 1194.33 | 1209.75 | ||
65 | 2016.02.16 05:28 | s/l | 19 | 0.10 | 1194.33 | 1194.33 | 1209.75 | -129.50 | 78.95 |