Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
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 | 9787 | Ticks modelled | 8015922 | Modelling quality | 72.51% |
Mismatched charts errors | 9 | ||||
Initial deposit | 500.00 | Spread | Current (60) | ||
Total net profit | -304.16 | Gross profit | 662.46 | Gross loss | -966.63 |
Profit factor | 0.69 | Expected payoff | -11.27 | ||
Absolute drawdown | 307.79 | Maximal drawdown | 430.26 (69.12%) | Relative drawdown | 69.12% (430.26) |
Total trades | 27 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 21 (52.38%) |
Profit trades (% of total) | 14 (51.85%) | Loss trades (% of total) | 13 (48.15%) | ||
Largest | profit trade | 100.63 | loss trade | -106.98 | |
Average | profit trade | 47.32 | loss trade | -74.36 | |
Maximum | consecutive wins (profit in money) | 5 (228.61) | consecutive losses (loss in money) | 4 (-269.16) | |
Maximal | consecutive profit (count of wins) | 228.61 (5) | consecutive loss (count of losses) | -269.16 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.12.02 19:00 | buy | 1 | 0.10 | 1.53393 | 0.00000 | 0.00000 | ||
2 | 2015.12.02 19:00 | buy limit | 2 | 0.15 | 1.53162 | 0.00000 | 0.00000 | ||
3 | 2015.12.02 19:00 | modify | 2 | 0.15 | 1.53162 | 1.52662 | 1.53555 | ||
4 | 2015.12.02 19:00 | modify | 1 | 0.10 | 1.53393 | 1.52769 | 1.53555 | ||
5 | 2015.12.02 19:13 | buy | 2 | 0.15 | 1.53162 | 1.52662 | 1.53555 | ||
6 | 2015.12.02 19:47 | s/l | 1 | 0.10 | 1.52769 | 1.52769 | 1.53555 | -63.72 | 436.28 |
7 | 2015.12.02 19:55 | s/l | 2 | 0.15 | 1.52662 | 1.52662 | 1.53555 | -76.60 | 359.68 |
8 | 2015.12.03 19:00 | buy | 3 | 0.10 | 1.50876 | 0.00000 | 0.00000 | ||
9 | 2015.12.03 19:00 | buy limit | 4 | 0.15 | 1.50619 | 0.00000 | 0.00000 | ||
10 | 2015.12.03 19:00 | modify | 4 | 0.15 | 1.50619 | 1.50119 | 1.51211 | ||
11 | 2015.12.03 19:00 | modify | 3 | 0.10 | 1.50876 | 1.50027 | 1.51211 | ||
12 | 2015.12.03 19:18 | delete | 4 | 0.15 | 1.50619 | 1.50119 | 1.51211 | ||
13 | 2015.12.03 21:32 | s/l | 3 | 0.10 | 1.50027 | 1.50027 | 1.51211 | -86.70 | 272.98 |
14 | 2015.12.16 19:00 | buy | 5 | 0.10 | 1.47931 | 0.00000 | 0.00000 | ||
15 | 2015.12.16 19:00 | modify | 5 | 0.10 | 1.47931 | 1.47457 | 1.48097 | ||
16 | 2015.12.16 21:03 | t/p | 5 | 0.10 | 1.48097 | 1.47457 | 1.48097 | 16.96 | 289.94 |
17 | 2015.12.22 19:00 | buy | 6 | 0.10 | 1.46304 | 0.00000 | 0.00000 | ||
18 | 2015.12.22 19:00 | modify | 6 | 0.10 | 1.46304 | 1.45617 | 1.46517 | ||
19 | 2015.12.23 04:08 | t/p | 6 | 0.10 | 1.46517 | 1.45617 | 1.46517 | 21.90 | 311.84 |
20 | 2015.12.23 19:00 | sell limit | 7 | 0.15 | 1.47812 | 0.00000 | 0.00000 | ||
21 | 2015.12.23 19:00 | modify | 7 | 0.15 | 1.47812 | 1.48312 | 1.47467 | ||
22 | 2015.12.23 19:13 | sell | 7 | 0.15 | 1.47812 | 1.48312 | 1.47467 | ||
23 | 2015.12.23 20:46 | t/p | 7 | 0.15 | 1.47467 | 1.48312 | 1.47467 | 52.83 | 364.67 |
24 | 2015.12.24 19:00 | sell limit | 8 | 0.15 | 1.47594 | 0.00000 | 0.00000 | ||
25 | 2015.12.24 19:00 | modify | 8 | 0.15 | 1.47594 | 1.48094 | 1.47299 | ||
26 | 2015.12.28 00:00 | expiration | 8 | 0.15 | 1.47594 | 1.48094 | 1.47299 | ||
27 | 2015.12.31 19:00 | sell limit | 9 | 0.15 | 1.47999 | 0.00000 | 0.00000 | ||
28 | 2015.12.31 19:00 | modify | 9 | 0.15 | 1.47999 | 1.48499 | 1.47592 | ||
29 | 2016.01.04 00:00 | expiration | 9 | 0.15 | 1.47999 | 1.48499 | 1.47592 | ||
30 | 2016.01.11 19:00 | sell limit | 10 | 0.15 | 1.45765 | 0.00000 | 0.00000 | ||
31 | 2016.01.11 19:00 | modify | 10 | 0.15 | 1.45765 | 1.46265 | 1.45288 | ||
32 | 2016.01.11 20:15 | expiration | 10 | 0.15 | 1.45765 | 1.46265 | 1.45288 | ||
33 | 2016.01.15 19:00 | buy | 11 | 0.10 | 1.42679 | 0.00000 | 0.00000 | ||
34 | 2016.01.15 19:00 | buy limit | 12 | 0.15 | 1.42544 | 0.00000 | 0.00000 | ||
35 | 2016.01.15 19:00 | modify | 12 | 0.15 | 1.42544 | 1.42044 | 1.43133 | ||
36 | 2016.01.15 19:00 | modify | 11 | 0.10 | 1.42679 | 1.41955 | 1.43133 | ||
37 | 2016.01.15 19:08 | buy | 12 | 0.15 | 1.42544 | 1.42044 | 1.43133 | ||
38 | 2016.01.18 03:10 | t/p | 11 | 0.10 | 1.43133 | 1.41955 | 1.43133 | 46.50 | 411.16 |
39 | 2016.01.18 03:10 | t/p | 12 | 0.15 | 1.43133 | 1.42044 | 1.43133 | 90.43 | 501.59 |
40 | 2016.01.19 19:00 | buy | 13 | 0.10 | 1.42234 | 0.00000 | 0.00000 | ||
41 | 2016.01.19 19:00 | buy limit | 14 | 0.15 | 1.41801 | 0.00000 | 0.00000 | ||
42 | 2016.01.19 19:00 | modify | 14 | 0.15 | 1.41801 | 1.41301 | 1.42417 | ||
43 | 2016.01.19 19:00 | modify | 13 | 0.10 | 1.42234 | 1.41185 | 1.42417 | ||
44 | 2016.01.19 20:15 | expiration | 14 | 0.15 | 1.41801 | 1.41301 | 1.42417 | ||
45 | 2016.01.20 11:18 | s/l | 13 | 0.10 | 1.41185 | 1.41185 | 1.42417 | -106.98 | 394.61 |
46 | 2016.01.21 19:00 | sell limit | 15 | 0.15 | 1.43644 | 0.00000 | 0.00000 | ||
47 | 2016.01.21 19:00 | modify | 15 | 0.15 | 1.43644 | 1.44144 | 1.43065 | ||
48 | 2016.01.21 19:02 | sell | 15 | 0.15 | 1.43644 | 1.44144 | 1.43065 | ||
49 | 2016.01.21 20:38 | t/p | 15 | 0.15 | 1.43065 | 1.44144 | 1.43065 | 88.68 | 483.29 |
50 | 2016.01.22 19:00 | sell limit | 16 | 0.15 | 1.45627 | 0.00000 | 0.00000 | ||
51 | 2016.01.22 19:00 | modify | 16 | 0.15 | 1.45627 | 1.46127 | 1.45031 | ||
52 | 2016.01.22 20:15 | expiration | 16 | 0.15 | 1.45627 | 1.46127 | 1.45031 | ||
53 | 2016.01.26 19:00 | sell limit | 17 | 0.15 | 1.46223 | 0.00000 | 0.00000 | ||
54 | 2016.01.26 19:00 | modify | 17 | 0.15 | 1.46223 | 1.46723 | 1.45564 | ||
55 | 2016.01.26 19:03 | sell | 17 | 0.15 | 1.46223 | 1.46723 | 1.45564 | ||
56 | 2016.01.27 10:08 | t/p | 17 | 0.15 | 1.45564 | 1.46723 | 1.45564 | 100.63 | 583.92 |
57 | 2016.01.29 19:00 | buy | 18 | 0.10 | 1.45049 | 0.00000 | 0.00000 | ||
58 | 2016.01.29 19:00 | buy limit | 19 | 0.15 | 1.44794 | 0.00000 | 0.00000 | ||
59 | 2016.01.29 19:00 | modify | 19 | 0.15 | 1.44794 | 1.44294 | 1.45215 | ||
60 | 2016.01.29 19:00 | modify | 18 | 0.10 | 1.45049 | 1.44373 | 1.45215 | ||
61 | 2016.01.29 19:53 | t/p | 18 | 0.10 | 1.45215 | 1.44373 | 1.45215 | 16.95 | 600.87 |
62 | 2016.01.29 20:15 | expiration | 19 | 0.15 | 1.44794 | 1.44294 | 1.45215 | ||
63 | 2016.02.01 19:00 | sell limit | 20 | 0.15 | 1.46599 | 0.00000 | 0.00000 | ||
64 | 2016.02.01 19:00 | modify | 20 | 0.15 | 1.46599 | 1.47099 | 1.46308 | ||
65 | 2016.02.01 19:07 | sell | 20 | 0.15 | 1.46599 | 1.47099 | 1.46308 | ||
66 | 2016.02.01 21:29 | s/l | 20 | 0.15 | 1.47099 | 1.47099 | 1.46308 | -76.58 | 524.29 |
67 | 2016.02.04 19:00 | buy | 21 | 0.10 | 1.44769 | 0.00000 | 0.00000 | ||
68 | 2016.02.04 19:00 | buy limit | 22 | 0.15 | 1.44669 | 0.00000 | 0.00000 | ||
69 | 2016.02.04 19:00 | modify | 22 | 0.15 | 1.44669 | 1.44169 | 1.45269 | ||
70 | 2016.02.04 19:00 | modify | 21 | 0.10 | 1.44769 | 1.44147 | 1.45269 | ||
71 | 2016.02.04 20:15 | expiration | 22 | 0.15 | 1.44669 | 1.44169 | 1.45269 | ||
72 | 2016.02.04 20:39 | t/p | 21 | 0.10 | 1.45269 | 1.44147 | 1.45269 | 51.07 | 575.36 |
73 | 2016.02.08 19:00 | buy | 23 | 0.10 | 1.42379 | 0.00000 | 0.00000 | ||
74 | 2016.02.08 19:00 | buy limit | 24 | 0.15 | 1.42069 | 0.00000 | 0.00000 | ||
75 | 2016.02.08 19:00 | modify | 24 | 0.15 | 1.42069 | 1.41569 | 1.42635 | ||
76 | 2016.02.08 19:00 | modify | 23 | 0.10 | 1.42379 | 1.41503 | 1.42635 | ||
77 | 2016.02.08 19:51 | t/p | 23 | 0.10 | 1.42635 | 1.41503 | 1.42635 | 26.14 | 601.50 |
78 | 2016.02.08 20:15 | expiration | 24 | 0.15 | 1.42069 | 1.41569 | 1.42635 | ||
79 | 2016.02.16 19:00 | buy | 25 | 0.10 | 1.41284 | 0.00000 | 0.00000 | ||
80 | 2016.02.16 19:00 | buy limit | 26 | 0.15 | 1.41071 | 0.00000 | 0.00000 | ||
81 | 2016.02.16 19:00 | modify | 26 | 0.15 | 1.41071 | 1.40571 | 1.41561 | ||
82 | 2016.02.16 19:00 | modify | 25 | 0.10 | 1.41284 | 1.40581 | 1.41561 | ||
83 | 2016.02.16 20:15 | expiration | 26 | 0.15 | 1.41071 | 1.40571 | 1.41561 | ||
84 | 2016.02.17 09:09 | s/l | 25 | 0.10 | 1.40581 | 1.40581 | 1.41561 | -71.65 | 529.84 |
85 | 2016.02.17 19:00 | sell limit | 27 | 0.15 | 1.42303 | 0.00000 | 0.00000 | ||
86 | 2016.02.17 19:00 | modify | 27 | 0.15 | 1.42303 | 1.42803 | 1.41849 | ||
87 | 2016.02.17 20:15 | expiration | 27 | 0.15 | 1.42303 | 1.42803 | 1.41849 | ||
88 | 2016.02.23 19:00 | buy | 28 | 0.10 | 1.39309 | 0.00000 | 0.00000 | ||
89 | 2016.02.23 19:00 | buy limit | 29 | 0.15 | 1.39209 | 0.00000 | 0.00000 | ||
90 | 2016.02.23 19:00 | modify | 29 | 0.15 | 1.39209 | 1.38709 | 1.39769 | ||
91 | 2016.02.23 19:00 | modify | 28 | 0.10 | 1.39309 | 1.38701 | 1.39769 | ||
92 | 2016.02.23 19:06 | buy | 29 | 0.15 | 1.39209 | 1.38709 | 1.39769 | ||
93 | 2016.02.24 02:07 | s/l | 29 | 0.15 | 1.38709 | 1.38709 | 1.39769 | -76.40 | 453.45 |
94 | 2016.02.24 02:07 | s/l | 28 | 0.10 | 1.38701 | 1.38701 | 1.39769 | -61.95 | 391.49 |
95 | 2016.02.24 19:00 | buy | 30 | 0.10 | 1.37489 | 0.00000 | 0.00000 | ||
96 | 2016.02.24 19:00 | buy limit | 31 | 0.15 | 1.37298 | 0.00000 | 0.00000 | ||
97 | 2016.02.24 19:00 | modify | 31 | 0.15 | 1.37298 | 1.36798 | 1.37754 | ||
98 | 2016.02.24 19:00 | modify | 30 | 0.10 | 1.37489 | 1.36842 | 1.37754 | ||
99 | 2016.02.24 20:03 | buy | 31 | 0.15 | 1.37298 | 1.36798 | 1.37754 | ||
100 | 2016.02.24 22:52 | t/p | 30 | 0.10 | 1.37754 | 1.36842 | 1.37754 | 27.06 | 418.55 |
101 | 2016.02.24 22:52 | t/p | 31 | 0.15 | 1.37754 | 1.36798 | 1.37754 | 69.85 | 488.40 |
102 | 2016.03.04 19:00 | sell limit | 32 | 0.15 | 1.41261 | 0.00000 | 0.00000 | ||
103 | 2016.03.04 19:00 | modify | 32 | 0.15 | 1.41261 | 1.41761 | 1.40974 | ||
104 | 2016.03.04 19:07 | sell | 32 | 0.15 | 1.41261 | 1.41761 | 1.40974 | ||
105 | 2016.03.07 10:18 | s/l | 32 | 0.15 | 1.41761 | 1.41761 | 1.40974 | -76.88 | 411.52 |
106 | 2016.03.07 19:00 | sell limit | 33 | 0.15 | 1.42180 | 0.00000 | 0.00000 | ||
107 | 2016.03.07 19:00 | modify | 33 | 0.15 | 1.42180 | 1.42680 | 1.41885 | ||
108 | 2016.03.07 20:15 | expiration | 33 | 0.15 | 1.42180 | 1.42680 | 1.41885 | ||
109 | 2016.03.10 19:00 | buy | 34 | 0.10 | 1.41003 | 0.00000 | 0.00000 | ||
110 | 2016.03.10 19:00 | buy limit | 35 | 0.15 | 1.40756 | 0.00000 | 0.00000 | ||
111 | 2016.03.10 19:00 | modify | 35 | 0.15 | 1.40756 | 1.40256 | 1.41197 | ||
112 | 2016.03.10 19:00 | modify | 34 | 0.10 | 1.41003 | 1.40315 | 1.41197 | ||
113 | 2016.03.10 19:25 | buy | 35 | 0.15 | 1.40756 | 1.40256 | 1.41197 | ||
114 | 2016.03.10 19:51 | s/l | 34 | 0.10 | 1.40315 | 1.40315 | 1.41197 | -70.27 | 341.25 |
115 | 2016.03.10 21:00 | s/l | 35 | 0.15 | 1.40256 | 1.40256 | 1.41197 | -76.60 | 264.65 |
116 | 2016.03.11 19:00 | sell limit | 36 | 0.15 | 1.41697 | 0.00000 | 0.00000 | ||
117 | 2016.03.11 19:00 | modify | 36 | 0.15 | 1.41697 | 1.42197 | 1.41368 | ||
118 | 2016.03.11 20:15 | expiration | 36 | 0.15 | 1.41697 | 1.42197 | 1.41368 | ||
119 | 2016.03.15 19:00 | buy | 37 | 0.10 | 1.39613 | 0.00000 | 0.00000 | ||
120 | 2016.03.15 19:00 | modify | 37 | 0.10 | 1.39613 | 1.39167 | 1.39929 | ||
121 | 2016.03.16 09:09 | s/l | 37 | 0.10 | 1.39167 | 1.39167 | 1.39929 | -45.40 | 219.25 |
122 | 2016.04.01 19:00 | buy | 38 | 0.10 | 1.36250 | 0.00000 | 0.00000 | ||
123 | 2016.04.01 19:00 | modify | 38 | 0.10 | 1.36250 | 1.35498 | 1.36524 | ||
124 | 2016.04.04 11:14 | t/p | 38 | 0.10 | 1.36524 | 1.35498 | 1.36524 | 28.12 | 247.36 |
125 | 2016.04.05 19:00 | buy | 39 | 0.10 | 1.35327 | 0.00000 | 0.00000 | ||
126 | 2016.04.05 19:00 | modify | 39 | 0.10 | 1.35327 | 1.34816 | 1.35574 | ||
127 | 2016.04.06 07:37 | t/p | 39 | 0.10 | 1.35574 | 1.34816 | 1.35574 | 25.36 | 272.72 |
128 | 2016.04.15 19:00 | sell limit | 40 | 0.15 | 1.37540 | 0.00000 | 0.00000 | ||
129 | 2016.04.15 19:00 | modify | 40 | 0.15 | 1.37540 | 1.38040 | 1.37262 | ||
130 | 2016.04.15 20:15 | expiration | 40 | 0.15 | 1.37540 | 1.38040 | 1.37262 | ||
131 | 2016.04.18 19:00 | sell limit | 41 | 0.15 | 1.37634 | 0.00000 | 0.00000 | ||
132 | 2016.04.18 19:00 | modify | 41 | 0.15 | 1.37634 | 1.38134 | 1.37373 | ||
133 | 2016.04.18 19:32 | sell | 41 | 0.15 | 1.37634 | 1.38134 | 1.37373 | ||
134 | 2016.04.19 11:54 | s/l | 41 | 0.15 | 1.38134 | 1.38134 | 1.37373 | -76.88 | 195.84 |