Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2015.12.01 00:00 - 2016.04.22 23:45 (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 | 10731 | Ticks modelled | 11885701 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Current (17) | ||
Total net profit | 138.01 | Gross profit | 391.49 | Gross loss | -253.49 |
Profit factor | 1.54 | Expected payoff | 7.67 | ||
Absolute drawdown | 113.85 | Maximal drawdown | 123.90 (24.29%) | Relative drawdown | 24.29% (123.90) |
Total trades | 18 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 13 (69.23%) |
Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
Largest | profit trade | 131.69 | loss trade | -75.00 | |
Average | profit trade | 32.62 | loss trade | -42.25 | |
Maximum | consecutive wins (profit in money) | 8 (311.06) | consecutive losses (loss in money) | 3 (-78.55) | |
Maximal | consecutive profit (count of wins) | 311.06 (8) | consecutive loss (count of losses) | -78.55 (3) | |
Average | consecutive wins | 4 | 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 | 1.09420 | 0.00000 | 0.00000 | ||
2 | 2015.12.03 19:00 | modify | 1 | 0.15 | 1.09420 | 1.09920 | 1.08429 | ||
3 | 2015.12.03 20:15 | expiration | 1 | 0.15 | 1.09420 | 1.09920 | 1.08429 | ||
4 | 2015.12.09 19:00 | sell limit | 2 | 0.15 | 1.09921 | 0.00000 | 0.00000 | ||
5 | 2015.12.09 19:00 | modify | 2 | 0.15 | 1.09921 | 1.10421 | 1.09647 | ||
6 | 2015.12.09 19:30 | sell | 2 | 0.15 | 1.09921 | 1.10421 | 1.09647 | ||
7 | 2015.12.09 21:43 | s/l | 2 | 0.15 | 1.10421 | 1.10421 | 1.09647 | -75.00 | 425.00 |
8 | 2015.12.15 19:00 | buy | 3 | 0.10 | 1.09115 | 0.00000 | 0.00000 | ||
9 | 2015.12.15 19:00 | buy limit | 4 | 0.15 | 1.09015 | 0.00000 | 0.00000 | ||
10 | 2015.12.15 19:00 | modify | 4 | 0.15 | 1.09015 | 1.08515 | 1.09442 | ||
11 | 2015.12.15 19:00 | modify | 3 | 0.10 | 1.09115 | 1.08732 | 1.09442 | ||
12 | 2015.12.15 20:15 | expiration | 4 | 0.15 | 1.09015 | 1.08515 | 1.09442 | ||
13 | 2015.12.16 03:51 | t/p | 3 | 0.10 | 1.09442 | 1.08732 | 1.09442 | 32.73 | 457.73 |
14 | 2015.12.17 19:00 | buy | 5 | 0.10 | 1.08063 | 0.00000 | 0.00000 | ||
15 | 2015.12.17 19:00 | buy limit | 6 | 0.15 | 1.07963 | 0.00000 | 0.00000 | ||
16 | 2015.12.17 19:00 | modify | 6 | 0.15 | 1.07963 | 1.07463 | 1.08233 | ||
17 | 2015.12.17 19:00 | modify | 5 | 0.10 | 1.08063 | 1.07839 | 1.08233 | ||
18 | 2015.12.17 20:15 | expiration | 6 | 0.15 | 1.07963 | 1.07463 | 1.08233 | ||
19 | 2015.12.17 23:50 | t/p | 5 | 0.10 | 1.08233 | 1.07839 | 1.08233 | 17.00 | 474.73 |
20 | 2015.12.22 19:00 | sell limit | 7 | 0.15 | 1.09869 | 0.00000 | 0.00000 | ||
21 | 2015.12.22 19:00 | modify | 7 | 0.15 | 1.09869 | 1.10369 | 1.09646 | ||
22 | 2015.12.22 20:15 | expiration | 7 | 0.15 | 1.09869 | 1.10369 | 1.09646 | ||
23 | 2015.12.23 19:00 | buy | 8 | 0.10 | 1.08759 | 0.00000 | 0.00000 | ||
24 | 2015.12.23 19:00 | buy limit | 9 | 0.15 | 1.08659 | 0.00000 | 0.00000 | ||
25 | 2015.12.23 19:00 | modify | 9 | 0.15 | 1.08659 | 1.08159 | 1.08913 | ||
26 | 2015.12.23 19:00 | modify | 8 | 0.10 | 1.08759 | 1.08535 | 1.08913 | ||
27 | 2015.12.23 20:15 | expiration | 9 | 0.15 | 1.08659 | 1.08159 | 1.08913 | ||
28 | 2015.12.23 20:22 | t/p | 8 | 0.10 | 1.08913 | 1.08535 | 1.08913 | 15.40 | 490.13 |
29 | 2015.12.31 19:00 | buy | 10 | 0.10 | 1.08582 | 0.00000 | 0.00000 | ||
30 | 2015.12.31 19:00 | buy limit | 11 | 0.15 | 1.08482 | 0.00000 | 0.00000 | ||
31 | 2015.12.31 19:00 | modify | 11 | 0.15 | 1.08482 | 1.07982 | 1.08728 | ||
32 | 2015.12.31 19:00 | modify | 10 | 0.10 | 1.08582 | 1.08332 | 1.08728 | ||
33 | 2016.01.04 00:00 | expiration | 11 | 0.15 | 1.08482 | 1.07982 | 1.08728 | ||
34 | 2016.01.04 03:14 | s/l | 10 | 0.10 | 1.08332 | 1.08332 | 1.08728 | -24.93 | 465.20 |
35 | 2016.01.04 19:00 | buy | 12 | 0.10 | 1.08045 | 0.00000 | 0.00000 | ||
36 | 2016.01.04 19:00 | buy limit | 13 | 0.15 | 1.07808 | 0.00000 | 0.00000 | ||
37 | 2016.01.04 19:00 | modify | 13 | 0.15 | 1.07808 | 1.07308 | 1.08198 | ||
38 | 2016.01.04 19:00 | modify | 12 | 0.10 | 1.08045 | 1.07418 | 1.08198 | ||
39 | 2016.01.04 19:55 | t/p | 12 | 0.10 | 1.08198 | 1.07418 | 1.08198 | 15.30 | 480.50 |
40 | 2016.01.04 20:15 | expiration | 13 | 0.15 | 1.07808 | 1.07308 | 1.08198 | ||
41 | 2016.01.28 19:00 | sell limit | 14 | 0.15 | 1.09618 | 0.00000 | 0.00000 | ||
42 | 2016.01.28 19:00 | modify | 14 | 0.15 | 1.09618 | 1.10118 | 1.09356 | ||
43 | 2016.01.28 20:15 | expiration | 14 | 0.15 | 1.09618 | 1.10118 | 1.09356 | ||
44 | 2016.02.03 19:00 | sell limit | 15 | 0.15 | 1.10802 | 0.00000 | 0.00000 | ||
45 | 2016.02.03 19:00 | modify | 15 | 0.15 | 1.10802 | 1.11302 | 1.10385 | ||
46 | 2016.02.03 20:05 | sell | 15 | 0.15 | 1.10802 | 1.11302 | 1.10385 | ||
47 | 2016.02.03 20:48 | s/l | 15 | 0.15 | 1.11302 | 1.11302 | 1.10385 | -75.00 | 405.50 |
48 | 2016.02.09 19:00 | sell limit | 16 | 0.15 | 1.13266 | 0.00000 | 0.00000 | ||
49 | 2016.02.09 19:00 | modify | 16 | 0.15 | 1.13266 | 1.13766 | 1.12857 | ||
50 | 2016.02.09 19:18 | sell | 16 | 0.15 | 1.13266 | 1.13766 | 1.12857 | ||
51 | 2016.02.09 22:07 | t/p | 16 | 0.15 | 1.12857 | 1.13766 | 1.12857 | 61.35 | 466.85 |
52 | 2016.02.22 19:00 | buy | 17 | 0.10 | 1.10185 | 0.00000 | 0.00000 | ||
53 | 2016.02.22 19:00 | buy limit | 18 | 0.15 | 1.10028 | 0.00000 | 0.00000 | ||
54 | 2016.02.22 19:00 | modify | 18 | 0.15 | 1.10028 | 1.09528 | 1.10313 | ||
55 | 2016.02.22 19:00 | modify | 17 | 0.10 | 1.10185 | 1.09743 | 1.10313 | ||
56 | 2016.02.22 19:55 | t/p | 17 | 0.10 | 1.10313 | 1.09743 | 1.10313 | 12.80 | 479.65 |
57 | 2016.02.22 20:15 | expiration | 18 | 0.15 | 1.10028 | 1.09528 | 1.10313 | ||
58 | 2016.02.26 19:00 | buy | 19 | 0.10 | 1.09326 | 0.00000 | 0.00000 | ||
59 | 2016.02.26 19:00 | buy limit | 20 | 0.15 | 1.09114 | 0.00000 | 0.00000 | ||
60 | 2016.02.26 19:00 | modify | 20 | 0.15 | 1.09114 | 1.08614 | 1.09483 | ||
61 | 2016.02.26 19:00 | modify | 19 | 0.10 | 1.09326 | 1.08745 | 1.09483 | ||
62 | 2016.02.26 20:15 | expiration | 20 | 0.15 | 1.09114 | 1.08614 | 1.09483 | ||
63 | 2016.02.29 09:09 | t/p | 19 | 0.10 | 1.09483 | 1.08745 | 1.09483 | 15.73 | 495.38 |
64 | 2016.02.29 19:00 | buy | 21 | 0.10 | 1.08691 | 0.00000 | 0.00000 | ||
65 | 2016.02.29 19:00 | buy limit | 22 | 0.15 | 1.08589 | 0.00000 | 0.00000 | ||
66 | 2016.02.29 19:00 | modify | 22 | 0.15 | 1.08589 | 1.08089 | 1.08833 | ||
67 | 2016.02.29 19:00 | modify | 21 | 0.10 | 1.08691 | 1.08345 | 1.08833 | ||
68 | 2016.02.29 20:15 | expiration | 22 | 0.15 | 1.08589 | 1.08089 | 1.08833 | ||
69 | 2016.02.29 20:35 | t/p | 21 | 0.10 | 1.08833 | 1.08345 | 1.08833 | 14.20 | 509.58 |
70 | 2016.03.09 19:00 | sell limit | 23 | 0.15 | 1.10307 | 0.00000 | 0.00000 | ||
71 | 2016.03.09 19:00 | modify | 23 | 0.15 | 1.10307 | 1.10807 | 1.10089 | ||
72 | 2016.03.09 19:47 | sell | 23 | 0.15 | 1.10307 | 1.10807 | 1.10089 | ||
73 | 2016.03.09 21:48 | t/p | 23 | 0.15 | 1.10089 | 1.10807 | 1.10089 | 32.70 | 542.28 |
74 | 2016.03.10 19:00 | sell limit | 24 | 0.15 | 1.11944 | 0.00000 | 0.00000 | ||
75 | 2016.03.10 19:00 | modify | 24 | 0.15 | 1.11944 | 1.12444 | 1.11065 | ||
76 | 2016.03.10 19:23 | sell | 24 | 0.15 | 1.11944 | 1.12444 | 1.11065 | ||
77 | 2016.03.11 10:49 | t/p | 24 | 0.15 | 1.11065 | 1.12444 | 1.11065 | 131.69 | 673.98 |
78 | 2016.03.14 19:00 | buy | 25 | 0.10 | 1.11015 | 0.00000 | 0.00000 | ||
79 | 2016.03.14 19:00 | buy limit | 26 | 0.15 | 1.10915 | 0.00000 | 0.00000 | ||
80 | 2016.03.14 19:00 | modify | 26 | 0.15 | 1.10915 | 1.10415 | 1.11125 | ||
81 | 2016.03.14 19:00 | modify | 25 | 0.10 | 1.11015 | 1.10733 | 1.11125 | ||
82 | 2016.03.14 19:46 | buy | 26 | 0.15 | 1.10915 | 1.10415 | 1.11125 | ||
83 | 2016.03.15 04:00 | t/p | 25 | 0.10 | 1.11125 | 1.10733 | 1.11125 | 11.03 | 685.01 |
84 | 2016.03.15 04:00 | t/p | 26 | 0.15 | 1.11125 | 1.10415 | 1.11125 | 31.55 | 716.56 |
85 | 2016.03.17 19:00 | sell limit | 27 | 0.15 | 1.13422 | 0.00000 | 0.00000 | ||
86 | 2016.03.17 19:00 | modify | 27 | 0.15 | 1.13422 | 1.13922 | 1.13098 | ||
87 | 2016.03.17 20:15 | expiration | 27 | 0.15 | 1.13422 | 1.13922 | 1.13098 | ||
88 | 2016.04.06 19:00 | sell limit | 28 | 0.15 | 1.14380 | 0.00000 | 0.00000 | ||
89 | 2016.04.06 19:00 | modify | 28 | 0.15 | 1.14380 | 1.14880 | 1.14068 | ||
90 | 2016.04.06 20:15 | expiration | 28 | 0.15 | 1.14380 | 1.14880 | 1.14068 | ||
91 | 2016.04.13 19:00 | buy | 29 | 0.10 | 1.12810 | 0.00000 | 0.00000 | ||
92 | 2016.04.13 19:00 | buy limit | 30 | 0.15 | 1.12710 | 0.00000 | 0.00000 | ||
93 | 2016.04.13 19:00 | modify | 30 | 0.15 | 1.12710 | 1.12210 | 1.13001 | ||
94 | 2016.04.13 19:00 | modify | 29 | 0.10 | 1.12810 | 1.12439 | 1.13001 | ||
95 | 2016.04.13 20:15 | expiration | 30 | 0.15 | 1.12710 | 1.12210 | 1.13001 | ||
96 | 2016.04.14 10:07 | s/l | 29 | 0.10 | 1.12439 | 1.12439 | 1.13001 | -37.00 | 679.56 |
97 | 2016.04.19 19:00 | sell limit | 31 | 0.15 | 1.13851 | 0.00000 | 0.00000 | ||
98 | 2016.04.19 19:00 | modify | 31 | 0.15 | 1.13851 | 1.14351 | 1.13650 | ||
99 | 2016.04.19 20:15 | expiration | 31 | 0.15 | 1.13851 | 1.14351 | 1.13650 | ||
100 | 2016.04.22 19:00 | buy | 32 | 0.10 | 1.12399 | 0.00000 | 0.00000 | ||
101 | 2016.04.22 19:00 | buy limit | 33 | 0.15 | 1.12299 | 0.00000 | 0.00000 | ||
102 | 2016.04.22 19:00 | modify | 33 | 0.15 | 1.12299 | 1.11799 | 1.12539 | ||
103 | 2016.04.22 19:00 | modify | 32 | 0.10 | 1.12399 | 1.12201 | 1.12539 | ||
104 | 2016.04.22 19:14 | buy | 33 | 0.15 | 1.12299 | 1.11799 | 1.12539 | ||
105 | 2016.04.22 20:02 | s/l | 32 | 0.10 | 1.12201 | 1.12201 | 1.12539 | -19.80 | 659.76 |
106 | 2016.04.22 23:59 | close at stop | 33 | 0.15 | 1.12154 | 1.11799 | 1.12539 | -21.75 | 638.01 |