Symbol | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
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 | 6650546 | Modelling quality | 75.60% |
Mismatched charts errors | 10 | ||||
Initial deposit | 500.00 | Spread | Current (51) | ||
Total net profit | 226.72 | Gross profit | 319.34 | Gross loss | -92.62 |
Profit factor | 3.45 | Expected payoff | 14.17 | ||
Absolute drawdown | 19.30 | Maximal drawdown | 96.78 (12.06%) | Relative drawdown | 12.06% (96.78) |
Total trades | 16 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
Largest | profit trade | 46.75 | loss trade | -58.29 | |
Average | profit trade | 24.56 | loss trade | -30.87 | |
Maximum | consecutive wins (profit in money) | 7 (167.74) | consecutive losses (loss in money) | 1 (-58.29) | |
Maximal | consecutive profit (count of wins) | 167.74 (7) | consecutive loss (count of losses) | -58.29 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.11 19:00 | sell limit | 1 | 0.15 | 0.99397 | 0.00000 | 0.00000 | ||
2 | 2016.01.11 19:00 | modify | 1 | 0.15 | 0.99397 | 0.99897 | 0.99078 | ||
3 | 2016.01.11 19:16 | sell | 1 | 0.15 | 0.99397 | 0.99897 | 0.99078 | ||
4 | 2016.01.12 09:15 | t/p | 1 | 0.15 | 0.99078 | 0.99897 | 0.99078 | 36.94 | 536.94 |
5 | 2016.01.12 19:00 | sell limit | 2 | 0.15 | 0.99769 | 0.00000 | 0.00000 | ||
6 | 2016.01.12 19:00 | modify | 2 | 0.15 | 0.99769 | 1.00269 | 0.99516 | ||
7 | 2016.01.12 19:09 | sell | 2 | 0.15 | 0.99769 | 1.00269 | 0.99516 | ||
8 | 2016.01.13 00:10 | t/p | 2 | 0.15 | 0.99516 | 1.00269 | 0.99516 | 29.27 | 566.21 |
9 | 2016.01.14 19:00 | sell limit | 3 | 0.15 | 1.00385 | 0.00000 | 0.00000 | ||
10 | 2016.01.14 19:00 | modify | 3 | 0.15 | 1.00385 | 1.00885 | 1.00106 | ||
11 | 2016.01.14 20:15 | expiration | 3 | 0.15 | 1.00385 | 1.00885 | 1.00106 | ||
12 | 2016.01.18 19:00 | buy | 4 | 0.10 | 0.99728 | 0.00000 | 0.00000 | ||
13 | 2016.01.18 19:00 | buy limit | 5 | 0.15 | 0.99628 | 0.00000 | 0.00000 | ||
14 | 2016.01.18 19:00 | modify | 5 | 0.15 | 0.99628 | 0.99128 | 0.99869 | ||
15 | 2016.01.18 19:00 | modify | 4 | 0.10 | 0.99728 | 0.99473 | 0.99869 | ||
16 | 2016.01.18 19:40 | buy | 5 | 0.15 | 0.99628 | 0.99128 | 0.99869 | ||
17 | 2016.01.18 22:34 | t/p | 4 | 0.10 | 0.99869 | 0.99473 | 0.99869 | 10.93 | 577.14 |
18 | 2016.01.18 22:34 | t/p | 5 | 0.15 | 0.99869 | 0.99128 | 0.99869 | 28.02 | 605.16 |
19 | 2016.01.19 19:00 | sell limit | 6 | 0.15 | 1.00641 | 0.00000 | 0.00000 | ||
20 | 2016.01.19 19:00 | modify | 6 | 0.15 | 1.00641 | 1.01141 | 1.00315 | ||
21 | 2016.01.19 19:39 | sell | 6 | 0.15 | 1.00641 | 1.01141 | 1.00315 | ||
22 | 2016.01.20 08:09 | t/p | 6 | 0.15 | 1.00315 | 1.01141 | 1.00315 | 37.76 | 642.93 |
23 | 2016.01.22 19:00 | buy | 7 | 0.10 | 0.99288 | 0.00000 | 0.00000 | ||
24 | 2016.01.22 19:00 | buy limit | 8 | 0.15 | 0.99184 | 0.00000 | 0.00000 | ||
25 | 2016.01.22 19:00 | modify | 8 | 0.15 | 0.99184 | 0.98684 | 0.99421 | ||
26 | 2016.01.22 19:00 | modify | 7 | 0.10 | 0.99288 | 0.98947 | 0.99421 | ||
27 | 2016.01.22 19:09 | buy | 8 | 0.15 | 0.99184 | 0.98684 | 0.99421 | ||
28 | 2016.01.25 02:06 | s/l | 7 | 0.10 | 0.98947 | 0.98947 | 0.99421 | -26.36 | 616.57 |
29 | 2016.01.26 10:54 | t/p | 8 | 0.15 | 0.99421 | 0.98684 | 0.99421 | 27.78 | 644.35 |
30 | 2016.01.26 19:00 | buy | 9 | 0.10 | 0.98511 | 0.00000 | 0.00000 | ||
31 | 2016.01.26 19:00 | buy limit | 10 | 0.15 | 0.98411 | 0.00000 | 0.00000 | ||
32 | 2016.01.26 19:00 | modify | 10 | 0.15 | 0.98411 | 0.97911 | 0.98680 | ||
33 | 2016.01.26 19:00 | modify | 9 | 0.10 | 0.98511 | 0.98218 | 0.98680 | ||
34 | 2016.01.26 19:51 | t/p | 9 | 0.10 | 0.98680 | 0.98218 | 0.98680 | 13.11 | 657.46 |
35 | 2016.01.26 20:15 | expiration | 10 | 0.15 | 0.98411 | 0.97911 | 0.98680 | ||
36 | 2016.01.28 19:00 | sell limit | 11 | 0.15 | 0.99849 | 0.00000 | 0.00000 | ||
37 | 2016.01.28 19:00 | modify | 11 | 0.15 | 0.99849 | 1.00349 | 0.99598 | ||
38 | 2016.01.28 20:15 | expiration | 11 | 0.15 | 0.99849 | 1.00349 | 0.99598 | ||
39 | 2016.02.04 19:00 | sell limit | 12 | 0.15 | 0.99163 | 0.00000 | 0.00000 | ||
40 | 2016.02.04 19:00 | modify | 12 | 0.15 | 0.99163 | 0.99663 | 0.98931 | ||
41 | 2016.02.04 20:15 | expiration | 12 | 0.15 | 0.99163 | 0.99663 | 0.98931 | ||
42 | 2016.02.08 19:00 | sell limit | 13 | 0.15 | 0.98962 | 0.00000 | 0.00000 | ||
43 | 2016.02.08 19:00 | modify | 13 | 0.15 | 0.98962 | 0.99462 | 0.98756 | ||
44 | 2016.02.08 20:15 | expiration | 13 | 0.15 | 0.98962 | 0.99462 | 0.98756 | ||
45 | 2016.02.10 19:00 | sell limit | 14 | 0.15 | 0.99069 | 0.00000 | 0.00000 | ||
46 | 2016.02.10 19:00 | modify | 14 | 0.15 | 0.99069 | 0.99569 | 0.98707 | ||
47 | 2016.02.10 19:22 | sell | 14 | 0.15 | 0.99069 | 0.99569 | 0.98707 | ||
48 | 2016.02.11 10:24 | t/p | 14 | 0.15 | 0.98707 | 0.99569 | 0.98707 | 41.65 | 699.11 |
49 | 2016.02.12 19:00 | buy | 15 | 0.10 | 0.98234 | 0.00000 | 0.00000 | ||
50 | 2016.02.12 19:00 | buy limit | 16 | 0.15 | 0.98084 | 0.00000 | 0.00000 | ||
51 | 2016.02.12 19:00 | modify | 16 | 0.15 | 0.98084 | 0.97584 | 0.98341 | ||
52 | 2016.02.12 19:00 | modify | 15 | 0.10 | 0.98234 | 0.97827 | 0.98341 | ||
53 | 2016.02.12 20:15 | expiration | 16 | 0.15 | 0.98084 | 0.97584 | 0.98341 | ||
54 | 2016.02.12 20:54 | t/p | 15 | 0.10 | 0.98341 | 0.97827 | 0.98341 | 8.30 | 707.41 |
55 | 2016.02.19 19:00 | sell limit | 17 | 0.15 | 0.98368 | 0.00000 | 0.00000 | ||
56 | 2016.02.19 19:00 | modify | 17 | 0.15 | 0.98368 | 0.98868 | 0.98167 | ||
57 | 2016.02.19 20:15 | expiration | 17 | 0.15 | 0.98368 | 0.98868 | 0.98167 | ||
58 | 2016.02.25 19:00 | buy | 18 | 0.10 | 0.97864 | 0.00000 | 0.00000 | ||
59 | 2016.02.25 19:00 | buy limit | 19 | 0.15 | 0.97764 | 0.00000 | 0.00000 | ||
60 | 2016.02.25 19:00 | modify | 19 | 0.15 | 0.97764 | 0.97264 | 0.97975 | ||
61 | 2016.02.25 19:00 | modify | 18 | 0.10 | 0.97864 | 0.97569 | 0.97975 | ||
62 | 2016.02.25 20:15 | expiration | 19 | 0.15 | 0.97764 | 0.97264 | 0.97975 | ||
63 | 2016.02.25 22:07 | t/p | 18 | 0.10 | 0.97975 | 0.97569 | 0.97975 | 8.61 | 716.02 |
64 | 2016.02.26 19:00 | buy | 20 | 0.10 | 0.96623 | 0.00000 | 0.00000 | ||
65 | 2016.02.26 19:00 | buy limit | 21 | 0.15 | 0.96499 | 0.00000 | 0.00000 | ||
66 | 2016.02.26 19:00 | modify | 21 | 0.15 | 0.96499 | 0.95999 | 0.96900 | ||
67 | 2016.02.26 19:00 | modify | 20 | 0.10 | 0.96623 | 0.96098 | 0.96900 | ||
68 | 2016.02.26 19:19 | buy | 21 | 0.15 | 0.96499 | 0.95999 | 0.96900 | ||
69 | 2016.02.29 12:01 | t/p | 20 | 0.10 | 0.96900 | 0.96098 | 0.96900 | 21.54 | 737.56 |
70 | 2016.02.29 12:01 | t/p | 21 | 0.15 | 0.96900 | 0.95999 | 0.96900 | 46.75 | 784.31 |
71 | 2016.03.02 19:00 | sell limit | 22 | 0.15 | 0.97927 | 0.00000 | 0.00000 | ||
72 | 2016.03.02 19:00 | modify | 22 | 0.15 | 0.97927 | 0.98427 | 0.97462 | ||
73 | 2016.03.02 20:15 | expiration | 22 | 0.15 | 0.97927 | 0.98427 | 0.97462 | ||
74 | 2016.03.08 19:00 | sell limit | 23 | 0.15 | 0.99781 | 0.00000 | 0.00000 | ||
75 | 2016.03.08 19:00 | modify | 23 | 0.15 | 0.99781 | 1.00281 | 0.99535 | ||
76 | 2016.03.08 19:27 | sell | 23 | 0.15 | 0.99781 | 1.00281 | 0.99535 | ||
77 | 2016.03.09 12:25 | s/l | 23 | 0.15 | 1.00281 | 1.00281 | 0.99535 | -58.29 | 726.03 |
78 | 2016.03.11 19:00 | sell limit | 24 | 0.15 | 1.00110 | 0.00000 | 0.00000 | ||
79 | 2016.03.11 19:00 | modify | 24 | 0.15 | 1.00110 | 1.00610 | 0.99845 | ||
80 | 2016.03.11 20:15 | expiration | 24 | 0.15 | 1.00110 | 1.00610 | 0.99845 | ||
81 | 2016.04.07 19:00 | buy | 25 | 0.10 | 0.98799 | 0.00000 | 0.00000 | ||
82 | 2016.04.07 19:00 | buy limit | 26 | 0.15 | 0.98670 | 0.00000 | 0.00000 | ||
83 | 2016.04.07 19:00 | modify | 26 | 0.15 | 0.98670 | 0.98170 | 0.98910 | ||
84 | 2016.04.07 19:00 | modify | 25 | 0.10 | 0.98799 | 0.98430 | 0.98910 | ||
85 | 2016.04.07 20:15 | expiration | 26 | 0.15 | 0.98670 | 0.98170 | 0.98910 | ||
86 | 2016.04.08 08:25 | t/p | 25 | 0.10 | 0.98910 | 0.98430 | 0.98910 | 8.67 | 734.70 |
87 | 2016.04.15 19:00 | sell limit | 27 | 0.15 | 0.99288 | 0.00000 | 0.00000 | ||
88 | 2016.04.15 19:00 | modify | 27 | 0.15 | 0.99288 | 0.99788 | 0.99086 | ||
89 | 2016.04.15 20:15 | expiration | 27 | 0.15 | 0.99288 | 0.99788 | 0.99086 | ||
90 | 2016.04.22 19:00 | buy | 28 | 0.10 | 0.97799 | 0.00000 | 0.00000 | ||
91 | 2016.04.22 19:00 | buy limit | 29 | 0.15 | 0.97656 | 0.00000 | 0.00000 | ||
92 | 2016.04.22 19:00 | modify | 29 | 0.15 | 0.97656 | 0.97156 | 0.97919 | ||
93 | 2016.04.22 19:00 | modify | 28 | 0.10 | 0.97799 | 0.97393 | 0.97919 | ||
94 | 2016.04.22 20:15 | expiration | 29 | 0.15 | 0.97656 | 0.97156 | 0.97919 | ||
95 | 2016.04.22 22:59 | close at stop | 28 | 0.10 | 0.97696 | 0.97393 | 0.97919 | -7.98 | 726.72 |