Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2016.01.04 03:45 - 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 | 7698 | Ticks modelled | 4697661 | Modelling quality | 74.09% |
Mismatched charts errors | 28 | ||||
Initial deposit | 500.00 | Spread | Current (16) | ||
Total net profit | 198.23 | Gross profit | 634.75 | Gross loss | -436.52 |
Profit factor | 1.45 | Expected payoff | 7.34 | ||
Absolute drawdown | 59.36 | Maximal drawdown | 146.34 (19.77%) | Relative drawdown | 19.77% (146.34) |
Total trades | 27 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 18 (77.78%) |
Profit trades (% of total) | 20 (74.07%) | Loss trades (% of total) | 7 (25.93%) | ||
Largest | profit trade | 63.77 | loss trade | -75.28 | |
Average | profit trade | 31.74 | loss trade | -62.36 | |
Maximum | consecutive wins (profit in money) | 6 (163.46) | consecutive losses (loss in money) | 2 (-107.31) | |
Maximal | consecutive profit (count of wins) | 163.46 (6) | consecutive loss (count of losses) | -107.31 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.04 19:00 | buy | 1 | 0.10 | 1.46851 | 0.00000 | 0.00000 | ||
2 | 2016.01.04 19:00 | buy limit | 2 | 0.15 | 1.46624 | 0.00000 | 0.00000 | ||
3 | 2016.01.04 19:00 | modify | 2 | 0.15 | 1.46624 | 1.46124 | 1.46984 | ||
4 | 2016.01.04 19:00 | modify | 1 | 0.10 | 1.46851 | 1.46264 | 1.46984 | ||
5 | 2016.01.04 19:45 | t/p | 1 | 0.10 | 1.46984 | 1.46264 | 1.46984 | 13.30 | 513.30 |
6 | 2016.01.04 20:15 | expiration | 2 | 0.15 | 1.46624 | 1.46124 | 1.46984 | ||
7 | 2016.01.08 19:00 | buy | 3 | 0.10 | 1.45191 | 0.00000 | 0.00000 | ||
8 | 2016.01.08 19:00 | buy limit | 4 | 0.15 | 1.45055 | 0.00000 | 0.00000 | ||
9 | 2016.01.08 19:00 | modify | 4 | 0.15 | 1.45055 | 1.44555 | 1.45383 | ||
10 | 2016.01.08 19:00 | modify | 3 | 0.10 | 1.45191 | 1.44727 | 1.45383 | ||
11 | 2016.01.08 20:15 | expiration | 4 | 0.15 | 1.45055 | 1.44555 | 1.45383 | ||
12 | 2016.01.11 01:09 | t/p | 3 | 0.10 | 1.45383 | 1.44727 | 1.45383 | 19.32 | 532.63 |
13 | 2016.01.15 19:00 | buy | 5 | 0.10 | 1.42928 | 0.00000 | 0.00000 | ||
14 | 2016.01.15 19:00 | buy limit | 6 | 0.15 | 1.42775 | 0.00000 | 0.00000 | ||
15 | 2016.01.15 19:00 | modify | 6 | 0.15 | 1.42775 | 1.42275 | 1.43128 | ||
16 | 2016.01.15 19:00 | modify | 5 | 0.10 | 1.42928 | 1.42422 | 1.43128 | ||
17 | 2016.01.15 19:24 | buy | 6 | 0.15 | 1.42775 | 1.42275 | 1.43128 | ||
18 | 2016.01.18 10:24 | t/p | 5 | 0.10 | 1.43128 | 1.42422 | 1.43128 | 20.13 | 552.75 |
19 | 2016.01.18 10:24 | t/p | 6 | 0.15 | 1.43128 | 1.42275 | 1.43128 | 53.14 | 605.89 |
20 | 2016.01.19 19:00 | buy | 7 | 0.10 | 1.41672 | 0.00000 | 0.00000 | ||
21 | 2016.01.19 19:00 | buy limit | 8 | 0.15 | 1.41286 | 0.00000 | 0.00000 | ||
22 | 2016.01.19 19:00 | modify | 8 | 0.15 | 1.41286 | 1.40786 | 1.41783 | ||
23 | 2016.01.19 19:00 | modify | 7 | 0.10 | 1.41672 | 1.40789 | 1.41783 | ||
24 | 2016.01.19 19:31 | t/p | 7 | 0.10 | 1.41783 | 1.40789 | 1.41783 | 11.10 | 616.99 |
25 | 2016.01.19 20:15 | expiration | 8 | 0.15 | 1.41286 | 1.40786 | 1.41783 | ||
26 | 2016.01.21 19:00 | sell limit | 9 | 0.15 | 1.42056 | 0.00000 | 0.00000 | ||
27 | 2016.01.21 19:00 | modify | 9 | 0.15 | 1.42056 | 1.42556 | 1.41738 | ||
28 | 2016.01.21 19:07 | sell | 9 | 0.15 | 1.42056 | 1.42556 | 1.41738 | ||
29 | 2016.01.22 10:24 | s/l | 9 | 0.15 | 1.42556 | 1.42556 | 1.41738 | -75.28 | 541.71 |
30 | 2016.01.26 19:00 | sell limit | 10 | 0.15 | 1.43491 | 0.00000 | 0.00000 | ||
31 | 2016.01.26 19:00 | modify | 10 | 0.15 | 1.43491 | 1.43991 | 1.43074 | ||
32 | 2016.01.26 19:06 | sell | 10 | 0.15 | 1.43491 | 1.43991 | 1.43074 | ||
33 | 2016.01.27 11:23 | t/p | 10 | 0.15 | 1.43074 | 1.43991 | 1.43074 | 62.27 | 603.98 |
34 | 2016.01.29 19:00 | buy | 11 | 0.10 | 1.41783 | 0.00000 | 0.00000 | ||
35 | 2016.01.29 19:00 | buy limit | 12 | 0.15 | 1.41493 | 0.00000 | 0.00000 | ||
36 | 2016.01.29 19:00 | modify | 12 | 0.15 | 1.41493 | 1.40993 | 1.42114 | ||
37 | 2016.01.29 19:00 | modify | 11 | 0.10 | 1.41783 | 1.40872 | 1.42114 | ||
38 | 2016.01.29 20:06 | t/p | 11 | 0.10 | 1.42114 | 1.40872 | 1.42114 | 33.10 | 637.08 |
39 | 2016.01.29 20:15 | expiration | 12 | 0.15 | 1.41493 | 1.40993 | 1.42114 | ||
40 | 2016.02.01 19:00 | sell limit | 13 | 0.15 | 1.43773 | 0.00000 | 0.00000 | ||
41 | 2016.02.01 19:00 | modify | 13 | 0.15 | 1.43773 | 1.44273 | 1.43419 | ||
42 | 2016.02.01 19:30 | sell | 13 | 0.15 | 1.43773 | 1.44273 | 1.43419 | ||
43 | 2016.02.01 21:13 | s/l | 13 | 0.15 | 1.44273 | 1.44273 | 1.43419 | -75.00 | 562.08 |
44 | 2016.02.03 19:00 | sell limit | 14 | 0.15 | 1.46023 | 0.00000 | 0.00000 | ||
45 | 2016.02.03 19:00 | modify | 14 | 0.15 | 1.46023 | 1.46523 | 1.45505 | ||
46 | 2016.02.03 20:15 | expiration | 14 | 0.15 | 1.46023 | 1.46523 | 1.45505 | ||
47 | 2016.02.05 19:00 | buy | 15 | 0.10 | 1.44645 | 0.00000 | 0.00000 | ||
48 | 2016.02.05 19:00 | buy limit | 16 | 0.15 | 1.44512 | 0.00000 | 0.00000 | ||
49 | 2016.02.05 19:00 | modify | 16 | 0.15 | 1.44512 | 1.44012 | 1.44840 | ||
50 | 2016.02.05 19:00 | modify | 15 | 0.10 | 1.44645 | 1.44184 | 1.44840 | ||
51 | 2016.02.05 20:15 | expiration | 16 | 0.15 | 1.44512 | 1.44012 | 1.44840 | ||
52 | 2016.02.05 21:18 | t/p | 15 | 0.10 | 1.44840 | 1.44184 | 1.44840 | 19.50 | 581.58 |
53 | 2016.02.09 19:00 | sell limit | 17 | 0.15 | 1.45147 | 0.00000 | 0.00000 | ||
54 | 2016.02.09 19:00 | modify | 17 | 0.15 | 1.45147 | 1.45647 | 1.44824 | ||
55 | 2016.02.09 20:15 | expiration | 17 | 0.15 | 1.45147 | 1.45647 | 1.44824 | ||
56 | 2016.02.12 19:00 | buy | 18 | 0.10 | 1.44600 | 0.00000 | 0.00000 | ||
57 | 2016.02.12 19:00 | buy limit | 19 | 0.15 | 1.44440 | 0.00000 | 0.00000 | ||
58 | 2016.02.12 19:00 | modify | 19 | 0.15 | 1.44440 | 1.43940 | 1.44727 | ||
59 | 2016.02.12 19:00 | modify | 18 | 0.10 | 1.44600 | 1.44153 | 1.44727 | ||
60 | 2016.02.12 19:36 | t/p | 18 | 0.10 | 1.44727 | 1.44153 | 1.44727 | 12.70 | 594.28 |
61 | 2016.02.12 20:15 | expiration | 19 | 0.15 | 1.44440 | 1.43940 | 1.44727 | ||
62 | 2016.02.15 19:00 | buy | 20 | 0.10 | 1.44364 | 0.00000 | 0.00000 | ||
63 | 2016.02.15 19:00 | buy limit | 21 | 0.15 | 1.44246 | 0.00000 | 0.00000 | ||
64 | 2016.02.15 19:00 | modify | 21 | 0.15 | 1.44246 | 1.43746 | 1.44506 | ||
65 | 2016.02.15 19:00 | modify | 20 | 0.10 | 1.44364 | 1.43986 | 1.44506 | ||
66 | 2016.02.15 19:06 | buy | 21 | 0.15 | 1.44246 | 1.43746 | 1.44506 | ||
67 | 2016.02.16 01:57 | t/p | 20 | 0.10 | 1.44506 | 1.43986 | 1.44506 | 14.32 | 608.60 |
68 | 2016.02.16 01:57 | t/p | 21 | 0.15 | 1.44506 | 1.43746 | 1.44506 | 39.19 | 647.79 |
69 | 2016.02.16 19:00 | buy | 22 | 0.10 | 1.42899 | 0.00000 | 0.00000 | ||
70 | 2016.02.16 19:00 | buy limit | 23 | 0.15 | 1.42756 | 0.00000 | 0.00000 | ||
71 | 2016.02.16 19:00 | modify | 23 | 0.15 | 1.42756 | 1.42256 | 1.43321 | ||
72 | 2016.02.16 19:00 | modify | 22 | 0.10 | 1.42899 | 1.42191 | 1.43321 | ||
73 | 2016.02.16 20:15 | expiration | 23 | 0.15 | 1.42756 | 1.42256 | 1.43321 | ||
74 | 2016.02.17 12:13 | t/p | 22 | 0.10 | 1.43321 | 1.42191 | 1.43321 | 42.33 | 690.12 |
75 | 2016.02.19 19:00 | sell limit | 24 | 0.15 | 1.43472 | 0.00000 | 0.00000 | ||
76 | 2016.02.19 19:00 | modify | 24 | 0.15 | 1.43472 | 1.43972 | 1.43234 | ||
77 | 2016.02.19 19:39 | sell | 24 | 0.15 | 1.43472 | 1.43972 | 1.43234 | ||
78 | 2016.02.22 00:00 | t/p | 24 | 0.15 | 1.43234 | 1.43972 | 1.43234 | 35.42 | 725.54 |
79 | 2016.02.23 19:00 | buy | 25 | 0.10 | 1.40404 | 0.00000 | 0.00000 | ||
80 | 2016.02.23 19:00 | buy limit | 26 | 0.15 | 1.40304 | 0.00000 | 0.00000 | ||
81 | 2016.02.23 19:00 | modify | 26 | 0.15 | 1.40304 | 1.39804 | 1.40643 | ||
82 | 2016.02.23 19:00 | modify | 25 | 0.10 | 1.40404 | 1.40079 | 1.40643 | ||
83 | 2016.02.23 19:06 | buy | 26 | 0.15 | 1.40304 | 1.39804 | 1.40643 | ||
84 | 2016.02.23 22:24 | s/l | 25 | 0.10 | 1.40079 | 1.40079 | 1.40643 | -32.50 | 693.04 |
85 | 2016.02.24 04:04 | s/l | 26 | 0.15 | 1.39804 | 1.39804 | 1.40643 | -74.81 | 618.23 |
86 | 2016.02.26 19:00 | buy | 27 | 0.10 | 1.38652 | 0.00000 | 0.00000 | ||
87 | 2016.02.26 19:00 | buy limit | 28 | 0.15 | 1.38532 | 0.00000 | 0.00000 | ||
88 | 2016.02.26 19:00 | modify | 28 | 0.15 | 1.38532 | 1.38032 | 1.38977 | ||
89 | 2016.02.26 19:00 | modify | 27 | 0.10 | 1.38652 | 1.38087 | 1.38977 | ||
90 | 2016.02.26 20:15 | expiration | 28 | 0.15 | 1.38532 | 1.38032 | 1.38977 | ||
91 | 2016.02.29 09:39 | t/p | 27 | 0.10 | 1.38977 | 1.38087 | 1.38977 | 32.63 | 650.85 |
92 | 2016.03.02 19:00 | sell limit | 29 | 0.15 | 1.40811 | 0.00000 | 0.00000 | ||
93 | 2016.03.02 19:00 | modify | 29 | 0.15 | 1.40811 | 1.41311 | 1.40417 | ||
94 | 2016.03.02 20:15 | expiration | 29 | 0.15 | 1.40811 | 1.41311 | 1.40417 | ||
95 | 2016.03.04 19:00 | sell limit | 30 | 0.15 | 1.42476 | 0.00000 | 0.00000 | ||
96 | 2016.03.04 19:00 | modify | 30 | 0.15 | 1.42476 | 1.42976 | 1.42160 | ||
97 | 2016.03.04 20:15 | expiration | 30 | 0.15 | 1.42476 | 1.42976 | 1.42160 | ||
98 | 2016.03.07 19:00 | sell limit | 31 | 0.15 | 1.42628 | 0.00000 | 0.00000 | ||
99 | 2016.03.07 19:00 | modify | 31 | 0.15 | 1.42628 | 1.43128 | 1.42265 | ||
100 | 2016.03.07 19:04 | sell | 31 | 0.15 | 1.42628 | 1.43128 | 1.42265 | ||
101 | 2016.03.08 11:33 | t/p | 31 | 0.15 | 1.42265 | 1.43128 | 1.42265 | 54.17 | 705.02 |
102 | 2016.03.10 19:00 | sell limit | 32 | 0.15 | 1.43134 | 0.00000 | 0.00000 | ||
103 | 2016.03.10 19:00 | modify | 32 | 0.15 | 1.43134 | 1.43634 | 1.42707 | ||
104 | 2016.03.10 19:10 | sell | 32 | 0.15 | 1.43134 | 1.43634 | 1.42707 | ||
105 | 2016.03.11 02:26 | t/p | 32 | 0.15 | 1.42707 | 1.43634 | 1.42707 | 63.77 | 768.79 |
106 | 2016.03.11 19:00 | sell limit | 33 | 0.15 | 1.44358 | 0.00000 | 0.00000 | ||
107 | 2016.03.11 19:00 | modify | 33 | 0.15 | 1.44358 | 1.44858 | 1.43928 | ||
108 | 2016.03.11 20:15 | expiration | 33 | 0.15 | 1.44358 | 1.44858 | 1.43928 | ||
109 | 2016.03.15 19:00 | buy | 34 | 0.10 | 1.41446 | 0.00000 | 0.00000 | ||
110 | 2016.03.15 19:00 | buy limit | 35 | 0.15 | 1.41346 | 0.00000 | 0.00000 | ||
111 | 2016.03.15 19:00 | modify | 35 | 0.15 | 1.41346 | 1.40846 | 1.41772 | ||
112 | 2016.03.15 19:00 | modify | 34 | 0.10 | 1.41446 | 1.41048 | 1.41772 | ||
113 | 2016.03.15 20:15 | expiration | 35 | 0.15 | 1.41346 | 1.40846 | 1.41772 | ||
114 | 2016.03.16 08:43 | s/l | 34 | 0.10 | 1.41048 | 1.41048 | 1.41772 | -39.67 | 729.12 |
115 | 2016.03.17 19:00 | sell limit | 36 | 0.15 | 1.45026 | 0.00000 | 0.00000 | ||
116 | 2016.03.17 19:00 | modify | 36 | 0.15 | 1.45026 | 1.45526 | 1.44361 | ||
117 | 2016.03.17 20:15 | expiration | 36 | 0.15 | 1.45026 | 1.45526 | 1.44361 | ||
118 | 2016.03.22 19:00 | buy | 37 | 0.10 | 1.42049 | 0.00000 | 0.00000 | ||
119 | 2016.03.22 19:00 | buy limit | 38 | 0.15 | 1.41897 | 0.00000 | 0.00000 | ||
120 | 2016.03.22 19:00 | modify | 38 | 0.15 | 1.41897 | 1.41397 | 1.42386 | ||
121 | 2016.03.22 19:00 | modify | 37 | 0.10 | 1.42049 | 1.41408 | 1.42386 | ||
122 | 2016.03.22 20:15 | expiration | 38 | 0.15 | 1.41897 | 1.41397 | 1.42386 | ||
123 | 2016.03.23 15:03 | s/l | 37 | 0.10 | 1.41408 | 1.41408 | 1.42386 | -63.97 | 665.14 |
124 | 2016.03.23 19:00 | buy | 39 | 0.10 | 1.40996 | 0.00000 | 0.00000 | ||
125 | 2016.03.23 19:00 | buy limit | 40 | 0.15 | 1.40828 | 0.00000 | 0.00000 | ||
126 | 2016.03.23 19:00 | modify | 40 | 0.15 | 1.40828 | 1.40328 | 1.41168 | ||
127 | 2016.03.23 19:00 | modify | 39 | 0.10 | 1.40996 | 1.40488 | 1.41168 | ||
128 | 2016.03.23 20:15 | expiration | 40 | 0.15 | 1.40828 | 1.40328 | 1.41168 | ||
129 | 2016.03.23 20:20 | t/p | 39 | 0.10 | 1.41168 | 1.40488 | 1.41168 | 17.20 | 682.34 |
130 | 2016.03.24 19:00 | sell limit | 41 | 0.15 | 1.41589 | 0.00000 | 0.00000 | ||
131 | 2016.03.24 19:00 | modify | 41 | 0.15 | 1.41589 | 1.42089 | 1.41341 | ||
132 | 2016.03.24 19:25 | sell | 41 | 0.15 | 1.41589 | 1.42089 | 1.41341 | ||
133 | 2016.03.25 01:51 | t/p | 41 | 0.15 | 1.41341 | 1.42089 | 1.41341 | 36.92 | 719.26 |
134 | 2016.04.01 19:00 | buy | 42 | 0.10 | 1.42019 | 0.00000 | 0.00000 | ||
135 | 2016.04.01 19:00 | buy limit | 43 | 0.15 | 1.41708 | 0.00000 | 0.00000 | ||
136 | 2016.04.01 19:00 | modify | 43 | 0.15 | 1.41708 | 1.41208 | 1.42179 | ||
137 | 2016.04.01 19:00 | modify | 42 | 0.10 | 1.42019 | 1.41237 | 1.42179 | ||
138 | 2016.04.01 19:22 | t/p | 42 | 0.10 | 1.42179 | 1.41237 | 1.42179 | 16.00 | 735.26 |
139 | 2016.04.01 20:15 | expiration | 43 | 0.15 | 1.41708 | 1.41208 | 1.42179 | ||
140 | 2016.04.06 19:00 | sell limit | 44 | 0.15 | 1.41694 | 0.00000 | 0.00000 | ||
141 | 2016.04.06 19:00 | modify | 44 | 0.15 | 1.41694 | 1.42194 | 1.41305 | ||
142 | 2016.04.06 20:15 | expiration | 44 | 0.15 | 1.41694 | 1.42194 | 1.41305 | ||
143 | 2016.04.11 19:00 | sell limit | 45 | 0.15 | 1.42787 | 0.00000 | 0.00000 | ||
144 | 2016.04.11 19:00 | modify | 45 | 0.15 | 1.42787 | 1.43287 | 1.42380 | ||
145 | 2016.04.11 20:15 | expiration | 45 | 0.15 | 1.42787 | 1.43287 | 1.42380 | ||
146 | 2016.04.15 19:00 | sell limit | 46 | 0.15 | 1.42253 | 0.00000 | 0.00000 | ||
147 | 2016.04.15 19:00 | modify | 46 | 0.15 | 1.42253 | 1.42753 | 1.41998 | ||
148 | 2016.04.15 19:03 | sell | 46 | 0.15 | 1.42253 | 1.42753 | 1.41998 | ||
149 | 2016.04.15 22:48 | t/p | 46 | 0.15 | 1.41998 | 1.42753 | 1.41998 | 38.25 | 773.51 |
150 | 2016.04.18 19:00 | sell limit | 47 | 0.15 | 1.42795 | 0.00000 | 0.00000 | ||
151 | 2016.04.18 19:00 | modify | 47 | 0.15 | 1.42795 | 1.43295 | 1.42443 | ||
152 | 2016.04.18 19:32 | sell | 47 | 0.15 | 1.42795 | 1.43295 | 1.42443 | ||
153 | 2016.04.19 09:23 | s/l | 47 | 0.15 | 1.43295 | 1.43295 | 1.42443 | -75.28 | 698.23 |
154 | 2016.04.19 19:00 | sell limit | 48 | 0.15 | 1.44146 | 0.00000 | 0.00000 | ||
155 | 2016.04.19 19:00 | modify | 48 | 0.15 | 1.44146 | 1.44646 | 1.43805 | ||
156 | 2016.04.19 20:15 | expiration | 48 | 0.15 | 1.44146 | 1.44646 | 1.43805 |