Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
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 | 2822307 | Modelling quality | 75.60% |
Mismatched charts errors | 11 | ||||
Initial deposit | 500.00 | Spread | Current (24) | ||
Total net profit | 77.20 | Gross profit | 318.72 | Gross loss | -241.51 |
Profit factor | 1.32 | Expected payoff | 4.83 | ||
Absolute drawdown | 144.98 | Maximal drawdown | 222.52 (38.53%) | Relative drawdown | 38.53% (222.52) |
Total trades | 16 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
Largest | profit trade | 84.91 | loss trade | -77.09 | |
Average | profit trade | 26.56 | loss trade | -60.38 | |
Maximum | consecutive wins (profit in money) | 10 (275.69) | consecutive losses (loss in money) | 3 (-164.42) | |
Maximal | consecutive profit (count of wins) | 275.69 (10) | consecutive loss (count of losses) | -164.42 (3) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.15 19:00 | buy | 1 | 0.10 | 0.99821 | 0.00000 | 0.00000 | ||
2 | 2016.01.15 19:00 | buy limit | 2 | 0.15 | 0.99721 | 0.00000 | 0.00000 | ||
3 | 2016.01.15 19:00 | modify | 2 | 0.15 | 0.99721 | 0.99221 | 0.99933 | ||
4 | 2016.01.15 19:00 | modify | 1 | 0.10 | 0.99821 | 0.99523 | 0.99933 | ||
5 | 2016.01.15 19:24 | buy | 2 | 0.15 | 0.99721 | 0.99221 | 0.99933 | ||
6 | 2016.01.15 21:09 | t/p | 1 | 0.10 | 0.99933 | 0.99523 | 0.99933 | 11.21 | 511.21 |
7 | 2016.01.15 21:09 | t/p | 2 | 0.15 | 0.99933 | 0.99221 | 0.99933 | 31.82 | 543.03 |
8 | 2016.01.22 19:00 | sell limit | 3 | 0.15 | 1.01597 | 0.00000 | 0.00000 | ||
9 | 2016.01.22 19:00 | modify | 3 | 0.15 | 1.01597 | 1.02097 | 1.01382 | ||
10 | 2016.01.22 20:15 | expiration | 3 | 0.15 | 1.01597 | 1.02097 | 1.01382 | ||
11 | 2016.01.26 19:00 | sell limit | 4 | 0.15 | 1.02020 | 0.00000 | 0.00000 | ||
12 | 2016.01.26 19:00 | modify | 4 | 0.15 | 1.02020 | 1.02520 | 1.01767 | ||
13 | 2016.01.26 20:15 | expiration | 4 | 0.15 | 1.02020 | 1.02520 | 1.01767 | ||
14 | 2016.02.03 19:00 | buy | 5 | 0.10 | 1.00728 | 0.00000 | 0.00000 | ||
15 | 2016.02.03 19:00 | buy limit | 6 | 0.15 | 1.00596 | 0.00000 | 0.00000 | ||
16 | 2016.02.03 19:00 | modify | 6 | 0.15 | 1.00596 | 1.00096 | 1.00911 | ||
17 | 2016.02.03 19:00 | modify | 5 | 0.10 | 1.00728 | 1.00281 | 1.00911 | ||
18 | 2016.02.03 19:39 | buy | 6 | 0.15 | 1.00596 | 1.00096 | 1.00911 | ||
19 | 2016.02.03 20:09 | s/l | 5 | 0.10 | 1.00281 | 1.00281 | 1.00911 | -44.57 | 498.46 |
20 | 2016.02.03 20:51 | s/l | 6 | 0.15 | 1.00096 | 1.00096 | 1.00911 | -74.93 | 423.53 |
21 | 2016.02.04 19:00 | buy | 7 | 0.10 | 0.99314 | 0.00000 | 0.00000 | ||
22 | 2016.02.04 19:00 | buy limit | 8 | 0.15 | 0.99214 | 0.00000 | 0.00000 | ||
23 | 2016.02.04 19:00 | modify | 8 | 0.15 | 0.99214 | 0.98714 | 0.99582 | ||
24 | 2016.02.04 19:00 | modify | 7 | 0.10 | 0.99314 | 0.98870 | 0.99582 | ||
25 | 2016.02.04 20:15 | expiration | 8 | 0.15 | 0.99214 | 0.98714 | 0.99582 | ||
26 | 2016.02.05 15:31 | s/l | 7 | 0.10 | 0.98870 | 0.98870 | 0.99582 | -44.92 | 378.61 |
27 | 2016.02.09 19:00 | buy | 9 | 0.10 | 0.97130 | 0.00000 | 0.00000 | ||
28 | 2016.02.09 19:00 | buy limit | 10 | 0.15 | 0.96946 | 0.00000 | 0.00000 | ||
29 | 2016.02.09 19:00 | modify | 10 | 0.15 | 0.96946 | 0.96446 | 0.97368 | ||
30 | 2016.02.09 19:00 | modify | 9 | 0.10 | 0.97130 | 0.96524 | 0.97368 | ||
31 | 2016.02.09 20:15 | expiration | 10 | 0.15 | 0.96946 | 0.96446 | 0.97368 | ||
32 | 2016.02.10 00:22 | t/p | 9 | 0.10 | 0.97368 | 0.96524 | 0.97368 | 24.43 | 403.03 |
33 | 2016.02.15 19:00 | sell limit | 11 | 0.15 | 0.98888 | 0.00000 | 0.00000 | ||
34 | 2016.02.15 19:00 | modify | 11 | 0.15 | 0.98888 | 0.99388 | 0.98609 | ||
35 | 2016.02.15 20:15 | expiration | 11 | 0.15 | 0.98888 | 0.99388 | 0.98609 | ||
36 | 2016.02.19 19:00 | buy | 12 | 0.10 | 0.98941 | 0.00000 | 0.00000 | ||
37 | 2016.02.19 19:00 | buy limit | 13 | 0.15 | 0.98841 | 0.00000 | 0.00000 | ||
38 | 2016.02.19 19:00 | modify | 13 | 0.15 | 0.98841 | 0.98341 | 0.99089 | ||
39 | 2016.02.19 19:00 | modify | 12 | 0.10 | 0.98941 | 0.98733 | 0.99089 | ||
40 | 2016.02.19 20:15 | expiration | 13 | 0.15 | 0.98841 | 0.98341 | 0.99089 | ||
41 | 2016.02.22 01:24 | t/p | 12 | 0.10 | 0.99089 | 0.98733 | 0.99089 | 14.93 | 417.96 |
42 | 2016.02.22 19:00 | sell limit | 14 | 0.15 | 0.99991 | 0.00000 | 0.00000 | ||
43 | 2016.02.22 19:00 | modify | 14 | 0.15 | 0.99991 | 1.00491 | 0.99760 | ||
44 | 2016.02.22 20:15 | expiration | 14 | 0.15 | 0.99991 | 1.00491 | 0.99760 | ||
45 | 2016.02.24 19:00 | buy | 15 | 0.10 | 0.98648 | 0.00000 | 0.00000 | ||
46 | 2016.02.24 19:00 | buy limit | 16 | 0.15 | 0.98523 | 0.00000 | 0.00000 | ||
47 | 2016.02.24 19:00 | modify | 16 | 0.15 | 0.98523 | 0.98023 | 0.98758 | ||
48 | 2016.02.24 19:00 | modify | 15 | 0.10 | 0.98648 | 0.98288 | 0.98758 | ||
49 | 2016.02.24 20:15 | expiration | 16 | 0.15 | 0.98523 | 0.98023 | 0.98758 | ||
50 | 2016.02.24 21:24 | t/p | 15 | 0.10 | 0.98758 | 0.98288 | 0.98758 | 11.14 | 429.10 |
51 | 2016.03.09 19:00 | buy | 17 | 0.10 | 0.99572 | 0.00000 | 0.00000 | ||
52 | 2016.03.09 19:00 | buy limit | 18 | 0.15 | 0.99472 | 0.00000 | 0.00000 | ||
53 | 2016.03.09 19:00 | modify | 18 | 0.15 | 0.99472 | 0.98972 | 0.99708 | ||
54 | 2016.03.09 19:00 | modify | 17 | 0.10 | 0.99572 | 0.99294 | 0.99708 | ||
55 | 2016.03.09 19:24 | buy | 18 | 0.15 | 0.99472 | 0.98972 | 0.99708 | ||
56 | 2016.03.09 21:51 | t/p | 17 | 0.10 | 0.99708 | 0.99294 | 0.99708 | 13.64 | 442.74 |
57 | 2016.03.09 21:51 | t/p | 18 | 0.15 | 0.99708 | 0.98972 | 0.99708 | 35.50 | 478.24 |
58 | 2016.03.10 19:00 | buy | 19 | 0.10 | 0.98590 | 0.00000 | 0.00000 | ||
59 | 2016.03.10 19:00 | buy limit | 20 | 0.15 | 0.98450 | 0.00000 | 0.00000 | ||
60 | 2016.03.10 19:00 | modify | 20 | 0.15 | 0.98450 | 0.97950 | 0.99011 | ||
61 | 2016.03.10 19:00 | modify | 19 | 0.10 | 0.98590 | 0.97889 | 0.99011 | ||
62 | 2016.03.10 19:19 | buy | 20 | 0.15 | 0.98450 | 0.97950 | 0.99011 | ||
63 | 2016.03.16 15:13 | t/p | 19 | 0.10 | 0.99011 | 0.97889 | 0.99011 | 42.46 | 520.70 |
64 | 2016.03.16 15:13 | t/p | 20 | 0.15 | 0.99011 | 0.97950 | 0.99011 | 84.91 | 605.61 |
65 | 2016.03.17 19:00 | buy | 21 | 0.10 | 0.96582 | 0.00000 | 0.00000 | ||
66 | 2016.03.17 19:00 | buy limit | 22 | 0.15 | 0.96482 | 0.00000 | 0.00000 | ||
67 | 2016.03.17 19:00 | modify | 22 | 0.15 | 0.96482 | 0.95982 | 0.96821 | ||
68 | 2016.03.17 19:00 | modify | 21 | 0.10 | 0.96582 | 0.96181 | 0.96821 | ||
69 | 2016.03.17 20:15 | expiration | 22 | 0.15 | 0.96482 | 0.95982 | 0.96821 | ||
70 | 2016.03.18 09:36 | t/p | 21 | 0.10 | 0.96821 | 0.96181 | 0.96821 | 24.67 | 630.27 |
71 | 2016.03.31 19:00 | buy | 23 | 0.10 | 0.95819 | 0.00000 | 0.00000 | ||
72 | 2016.03.31 19:00 | buy limit | 24 | 0.15 | 0.95719 | 0.00000 | 0.00000 | ||
73 | 2016.03.31 19:00 | modify | 24 | 0.15 | 0.95719 | 0.95219 | 0.95945 | ||
74 | 2016.03.31 19:00 | modify | 23 | 0.10 | 0.95819 | 0.95527 | 0.95945 | ||
75 | 2016.03.31 20:15 | expiration | 24 | 0.15 | 0.95719 | 0.95219 | 0.95945 | ||
76 | 2016.03.31 20:47 | t/p | 23 | 0.10 | 0.95945 | 0.95527 | 0.95945 | 13.13 | 643.40 |
77 | 2016.04.06 19:00 | buy | 25 | 0.10 | 0.95415 | 0.00000 | 0.00000 | ||
78 | 2016.04.06 19:00 | buy limit | 26 | 0.15 | 0.95315 | 0.00000 | 0.00000 | ||
79 | 2016.04.06 19:00 | modify | 26 | 0.15 | 0.95315 | 0.94815 | 0.95519 | ||
80 | 2016.04.06 19:00 | modify | 25 | 0.10 | 0.95415 | 0.95131 | 0.95519 | ||
81 | 2016.04.06 19:55 | t/p | 25 | 0.10 | 0.95519 | 0.95131 | 0.95519 | 10.89 | 654.29 |
82 | 2016.04.06 20:15 | expiration | 26 | 0.15 | 0.95315 | 0.94815 | 0.95519 | ||
83 | 2016.04.13 19:00 | sell limit | 27 | 0.15 | 0.96642 | 0.00000 | 0.00000 | ||
84 | 2016.04.13 19:00 | modify | 27 | 0.15 | 0.96642 | 0.97142 | 0.96329 | ||
85 | 2016.04.13 20:15 | expiration | 27 | 0.15 | 0.96642 | 0.97142 | 0.96329 | ||
86 | 2016.04.20 19:00 | sell limit | 28 | 0.15 | 0.96786 | 0.00000 | 0.00000 | ||
87 | 2016.04.20 19:00 | modify | 28 | 0.15 | 0.96786 | 0.97286 | 0.96568 | ||
88 | 2016.04.20 19:24 | sell | 28 | 0.15 | 0.96786 | 0.97286 | 0.96568 | ||
89 | 2016.04.20 22:13 | s/l | 28 | 0.15 | 0.97286 | 0.97286 | 0.96568 | -77.09 | 577.20 |