Symbol | EURCHF (Euro 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 | 4982655 | Modelling quality | 72.51% |
Mismatched charts errors | 10 | ||||
Initial deposit | 500.00 | Spread | Current (36) | ||
Total net profit | 46.90 | Gross profit | 71.72 | Gross loss | -24.82 |
Profit factor | 2.89 | Expected payoff | 9.38 | ||
Absolute drawdown | 14.10 | Maximal drawdown | 47.01 (8.82%) | Relative drawdown | 8.82% (47.01) |
Total trades | 5 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 37.66 | loss trade | -24.82 | |
Average | profit trade | 17.93 | loss trade | -24.82 | |
Maximum | consecutive wins (profit in money) | 2 (49.40) | consecutive losses (loss in money) | 1 (-24.82) | |
Maximal | consecutive profit (count of wins) | 49.40 (2) | consecutive loss (count of losses) | -24.82 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.12.01 19:00 | sell limit | 1 | 0.15 | 1.09430 | 0.00000 | 0.00000 | ||
2 | 2015.12.01 19:00 | modify | 1 | 0.15 | 1.09430 | 1.09930 | 1.09146 | ||
3 | 2015.12.01 20:15 | expiration | 1 | 0.15 | 1.09430 | 1.09930 | 1.09146 | ||
4 | 2015.12.14 19:00 | sell limit | 2 | 0.15 | 1.08375 | 0.00000 | 0.00000 | ||
5 | 2015.12.14 19:00 | modify | 2 | 0.15 | 1.08375 | 1.08875 | 1.08128 | ||
6 | 2015.12.14 19:05 | sell | 2 | 0.15 | 1.08375 | 1.08875 | 1.08128 | ||
7 | 2015.12.15 16:23 | t/p | 2 | 0.15 | 1.08128 | 1.08875 | 1.08128 | 37.66 | 537.66 |
8 | 2015.12.31 19:00 | sell limit | 3 | 0.15 | 1.08872 | 0.00000 | 0.00000 | ||
9 | 2015.12.31 19:00 | modify | 3 | 0.15 | 1.08872 | 1.09372 | 1.08575 | ||
10 | 2016.01.04 00:00 | expiration | 3 | 0.15 | 1.08872 | 1.09372 | 1.08575 | ||
11 | 2016.01.28 19:00 | sell limit | 4 | 0.15 | 1.11074 | 0.00000 | 0.00000 | ||
12 | 2016.01.28 19:00 | modify | 4 | 0.15 | 1.11074 | 1.11574 | 1.10853 | ||
13 | 2016.01.28 20:15 | expiration | 4 | 0.15 | 1.11074 | 1.11574 | 1.10853 | ||
14 | 2016.02.04 19:00 | buy | 5 | 0.10 | 1.11245 | 0.00000 | 0.00000 | ||
15 | 2016.02.04 19:00 | buy limit | 6 | 0.15 | 1.11145 | 0.00000 | 0.00000 | ||
16 | 2016.02.04 19:00 | modify | 6 | 0.15 | 1.11145 | 1.10645 | 1.11360 | ||
17 | 2016.02.04 19:00 | modify | 5 | 0.10 | 1.11245 | 1.10984 | 1.11360 | ||
18 | 2016.02.04 19:31 | t/p | 5 | 0.10 | 1.11360 | 1.10984 | 1.11360 | 11.74 | 549.40 |
19 | 2016.02.04 20:15 | expiration | 6 | 0.15 | 1.11145 | 1.10645 | 1.11360 | ||
20 | 2016.02.05 19:00 | buy | 7 | 0.10 | 1.10618 | 0.00000 | 0.00000 | ||
21 | 2016.02.05 19:00 | buy limit | 8 | 0.15 | 1.10518 | 0.00000 | 0.00000 | ||
22 | 2016.02.05 19:00 | modify | 8 | 0.15 | 1.10518 | 1.10018 | 1.10741 | ||
23 | 2016.02.05 19:00 | modify | 7 | 0.10 | 1.10618 | 1.10375 | 1.10741 | ||
24 | 2016.02.05 20:15 | expiration | 8 | 0.15 | 1.10518 | 1.10018 | 1.10741 | ||
25 | 2016.02.05 21:19 | s/l | 7 | 0.10 | 1.10375 | 1.10375 | 1.10741 | -24.82 | 524.58 |
26 | 2016.02.11 19:00 | sell limit | 9 | 0.15 | 1.10401 | 0.00000 | 0.00000 | ||
27 | 2016.02.11 19:00 | modify | 9 | 0.15 | 1.10401 | 1.10901 | 1.10185 | ||
28 | 2016.02.11 20:15 | expiration | 9 | 0.15 | 1.10401 | 1.10901 | 1.10185 | ||
29 | 2016.02.17 19:00 | sell limit | 10 | 0.15 | 1.10677 | 0.00000 | 0.00000 | ||
30 | 2016.02.17 19:00 | modify | 10 | 0.15 | 1.10677 | 1.11177 | 1.10455 | ||
31 | 2016.02.17 20:15 | expiration | 10 | 0.15 | 1.10677 | 1.11177 | 1.10455 | ||
32 | 2016.02.23 19:00 | buy | 11 | 0.10 | 1.09293 | 0.00000 | 0.00000 | ||
33 | 2016.02.23 19:00 | buy limit | 12 | 0.15 | 1.09145 | 0.00000 | 0.00000 | ||
34 | 2016.02.23 19:00 | modify | 12 | 0.15 | 1.09145 | 1.08645 | 1.09405 | ||
35 | 2016.02.23 19:00 | modify | 11 | 0.10 | 1.09293 | 1.08885 | 1.09405 | ||
36 | 2016.02.23 20:15 | expiration | 12 | 0.15 | 1.09145 | 1.08645 | 1.09405 | ||
37 | 2016.02.24 06:09 | t/p | 11 | 0.10 | 1.09405 | 1.08885 | 1.09405 | 11.50 | 536.08 |
38 | 2016.02.24 19:00 | buy | 13 | 0.10 | 1.08725 | 0.00000 | 0.00000 | ||
39 | 2016.02.24 19:00 | buy limit | 14 | 0.15 | 1.08625 | 0.00000 | 0.00000 | ||
40 | 2016.02.24 19:00 | modify | 14 | 0.15 | 1.08625 | 1.08125 | 1.08831 | ||
41 | 2016.02.24 19:00 | modify | 13 | 0.10 | 1.08725 | 1.08471 | 1.08831 | ||
42 | 2016.02.24 20:15 | expiration | 14 | 0.15 | 1.08625 | 1.08125 | 1.08831 | ||
43 | 2016.02.24 22:15 | t/p | 13 | 0.10 | 1.08831 | 1.08471 | 1.08831 | 10.82 | 546.90 |
44 | 2016.03.04 19:00 | sell limit | 15 | 0.15 | 1.09375 | 0.00000 | 0.00000 | ||
45 | 2016.03.04 19:00 | modify | 15 | 0.15 | 1.09375 | 1.09875 | 1.09144 | ||
46 | 2016.03.04 20:15 | expiration | 15 | 0.15 | 1.09375 | 1.09875 | 1.09144 | ||
47 | 2016.03.10 19:00 | sell limit | 16 | 0.15 | 1.10208 | 0.00000 | 0.00000 | ||
48 | 2016.03.10 19:00 | modify | 16 | 0.15 | 1.10208 | 1.10708 | 1.09900 | ||
49 | 2016.03.10 20:15 | expiration | 16 | 0.15 | 1.10208 | 1.10708 | 1.09900 |