Symbol | AUDJPY (Australian Dollar vs Japanese Yen) | ||||
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 | 6287929 | Modelling quality | 80.11% |
Mismatched charts errors | 14 | ||||
Initial deposit | 500.00 | Spread | Current (31) | ||
Total net profit | 301.17 | Gross profit | 755.29 | Gross loss | -454.12 |
Profit factor | 1.66 | Expected payoff | 10.76 | ||
Absolute drawdown | 77.84 | Maximal drawdown | 168.47 (19.52%) | Relative drawdown | 24.07% (133.82) |
Total trades | 28 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 20 (71.43%) | Loss trades (% of total) | 8 (28.57%) | ||
Largest | profit trade | 79.94 | loss trade | -71.16 | |
Average | profit trade | 37.76 | loss trade | -56.76 | |
Maximum | consecutive wins (profit in money) | 7 (277.16) | consecutive losses (loss in money) | 2 (-142.31) | |
Maximal | consecutive profit (count of wins) | 277.16 (7) | consecutive loss (count of losses) | -142.31 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.08 19:00 | buy | 1 | 0.10 | 82.145 | 0.000 | 0.000 | ||
2 | 2016.01.08 19:00 | buy limit | 2 | 0.15 | 81.779 | 0.000 | 0.000 | ||
3 | 2016.01.08 19:00 | modify | 2 | 0.15 | 81.779 | 81.279 | 82.250 | ||
4 | 2016.01.08 19:00 | modify | 1 | 0.10 | 82.145 | 81.308 | 82.250 | ||
5 | 2016.01.08 19:07 | t/p | 1 | 0.10 | 82.250 | 81.308 | 82.250 | 9.92 | 509.92 |
6 | 2016.01.08 20:15 | expiration | 2 | 0.15 | 81.779 | 81.279 | 82.250 | ||
7 | 2016.01.14 19:00 | sell limit | 3 | 0.15 | 82.443 | 0.000 | 0.000 | ||
8 | 2016.01.14 19:00 | modify | 3 | 0.15 | 82.443 | 82.943 | 82.116 | ||
9 | 2016.01.14 19:02 | sell | 3 | 0.15 | 82.443 | 82.943 | 82.116 | ||
10 | 2016.01.15 03:28 | t/p | 3 | 0.15 | 82.116 | 82.943 | 82.116 | 46.06 | 555.98 |
11 | 2016.01.15 19:00 | buy | 4 | 0.10 | 80.221 | 0.000 | 0.000 | ||
12 | 2016.01.15 19:00 | buy limit | 5 | 0.15 | 80.121 | 0.000 | 0.000 | ||
13 | 2016.01.15 19:00 | modify | 5 | 0.15 | 80.121 | 79.621 | 80.753 | ||
14 | 2016.01.15 19:00 | modify | 4 | 0.10 | 80.221 | 79.495 | 80.753 | ||
15 | 2016.01.15 19:08 | buy | 5 | 0.15 | 80.121 | 79.621 | 80.753 | ||
16 | 2016.01.15 19:32 | s/l | 5 | 0.15 | 79.621 | 79.621 | 80.753 | -70.88 | 485.10 |
17 | 2016.01.18 03:18 | t/p | 4 | 0.10 | 80.753 | 79.495 | 80.753 | 50.43 | 535.53 |
18 | 2016.01.21 19:00 | sell limit | 6 | 0.15 | 82.470 | 0.000 | 0.000 | ||
19 | 2016.01.21 19:00 | modify | 6 | 0.15 | 82.470 | 82.970 | 81.906 | ||
20 | 2016.01.21 19:03 | sell | 6 | 0.15 | 82.470 | 82.970 | 81.906 | ||
21 | 2016.01.21 21:18 | t/p | 6 | 0.15 | 81.906 | 82.970 | 81.906 | 79.94 | 615.47 |
22 | 2016.01.26 19:00 | sell limit | 7 | 0.15 | 83.090 | 0.000 | 0.000 | ||
23 | 2016.01.26 19:00 | modify | 7 | 0.15 | 83.090 | 83.590 | 82.693 | ||
24 | 2016.01.26 19:06 | sell | 7 | 0.15 | 83.090 | 83.590 | 82.693 | ||
25 | 2016.01.27 15:41 | s/l | 7 | 0.15 | 83.590 | 83.590 | 82.693 | -71.15 | 544.32 |
26 | 2016.01.27 19:00 | sell limit | 8 | 0.15 | 84.159 | 0.000 | 0.000 | ||
27 | 2016.01.27 19:00 | modify | 8 | 0.15 | 84.159 | 84.659 | 83.781 | ||
28 | 2016.01.27 19:03 | sell | 8 | 0.15 | 84.159 | 84.659 | 83.781 | ||
29 | 2016.01.27 21:23 | t/p | 8 | 0.15 | 83.781 | 84.659 | 83.781 | 53.57 | 597.89 |
30 | 2016.02.04 19:00 | buy | 9 | 0.10 | 84.278 | 0.000 | 0.000 | ||
31 | 2016.02.04 19:00 | buy limit | 10 | 0.15 | 84.178 | 0.000 | 0.000 | ||
32 | 2016.02.04 19:00 | modify | 10 | 0.15 | 84.178 | 83.678 | 84.436 | ||
33 | 2016.02.04 19:00 | modify | 9 | 0.10 | 84.278 | 84.058 | 84.436 | ||
34 | 2016.02.04 20:15 | expiration | 10 | 0.15 | 84.178 | 83.678 | 84.436 | ||
35 | 2016.02.04 21:00 | s/l | 9 | 0.10 | 84.058 | 84.058 | 84.436 | -20.80 | 577.09 |
36 | 2016.02.05 19:00 | buy | 11 | 0.10 | 82.947 | 0.000 | 0.000 | ||
37 | 2016.02.05 19:00 | buy limit | 12 | 0.15 | 82.759 | 0.000 | 0.000 | ||
38 | 2016.02.05 19:00 | modify | 12 | 0.15 | 82.759 | 82.259 | 83.121 | ||
39 | 2016.02.05 19:00 | modify | 11 | 0.10 | 82.947 | 82.397 | 83.121 | ||
40 | 2016.02.05 19:54 | buy | 12 | 0.15 | 82.759 | 82.259 | 83.121 | ||
41 | 2016.02.08 03:19 | t/p | 11 | 0.10 | 83.121 | 82.397 | 83.121 | 16.60 | 593.69 |
42 | 2016.02.08 03:19 | t/p | 12 | 0.15 | 83.121 | 82.259 | 83.121 | 51.55 | 645.24 |
43 | 2016.02.08 19:00 | buy | 13 | 0.10 | 81.922 | 0.000 | 0.000 | ||
44 | 2016.02.08 19:00 | buy limit | 14 | 0.15 | 81.588 | 0.000 | 0.000 | ||
45 | 2016.02.08 19:00 | modify | 14 | 0.15 | 81.588 | 81.088 | 82.033 | ||
46 | 2016.02.08 19:00 | modify | 13 | 0.10 | 81.922 | 81.143 | 82.033 | ||
47 | 2016.02.08 19:06 | t/p | 13 | 0.10 | 82.033 | 81.143 | 82.033 | 10.49 | 655.73 |
48 | 2016.02.08 20:15 | expiration | 14 | 0.15 | 81.588 | 81.088 | 82.033 | ||
49 | 2016.02.15 19:00 | sell limit | 15 | 0.15 | 81.909 | 0.000 | 0.000 | ||
50 | 2016.02.15 19:00 | modify | 15 | 0.15 | 81.909 | 82.409 | 81.597 | ||
51 | 2016.02.15 19:22 | sell | 15 | 0.15 | 81.909 | 82.409 | 81.597 | ||
52 | 2016.02.16 05:34 | s/l | 15 | 0.15 | 82.409 | 82.409 | 81.597 | -71.15 | 584.58 |
53 | 2016.02.17 19:00 | sell limit | 16 | 0.15 | 82.062 | 0.000 | 0.000 | ||
54 | 2016.02.17 19:00 | modify | 16 | 0.15 | 82.062 | 82.562 | 81.656 | ||
55 | 2016.02.17 20:15 | expiration | 16 | 0.15 | 82.062 | 82.562 | 81.656 | ||
56 | 2016.02.22 19:00 | sell limit | 17 | 0.15 | 81.962 | 0.000 | 0.000 | ||
57 | 2016.02.22 19:00 | modify | 17 | 0.15 | 81.962 | 82.462 | 81.518 | ||
58 | 2016.02.22 19:21 | sell | 17 | 0.15 | 81.962 | 82.462 | 81.518 | ||
59 | 2016.02.23 02:47 | t/p | 17 | 0.15 | 81.518 | 82.462 | 81.518 | 62.64 | 647.22 |
60 | 2016.02.25 19:00 | sell limit | 18 | 0.15 | 81.351 | 0.000 | 0.000 | ||
61 | 2016.02.25 19:00 | modify | 18 | 0.15 | 81.351 | 81.851 | 81.077 | ||
62 | 2016.02.25 20:15 | expiration | 18 | 0.15 | 81.351 | 81.851 | 81.077 | ||
63 | 2016.03.01 19:00 | sell limit | 19 | 0.15 | 81.824 | 0.000 | 0.000 | ||
64 | 2016.03.01 19:00 | modify | 19 | 0.15 | 81.824 | 82.324 | 81.270 | ||
65 | 2016.03.01 20:15 | expiration | 19 | 0.15 | 81.824 | 82.324 | 81.270 | ||
66 | 2016.03.02 19:00 | sell limit | 20 | 0.15 | 82.905 | 0.000 | 0.000 | ||
67 | 2016.03.02 19:00 | modify | 20 | 0.15 | 82.905 | 83.405 | 82.574 | ||
68 | 2016.03.02 20:15 | expiration | 20 | 0.15 | 82.905 | 83.405 | 82.574 | ||
69 | 2016.03.04 19:00 | sell limit | 21 | 0.15 | 84.661 | 0.000 | 0.000 | ||
70 | 2016.03.04 19:00 | modify | 21 | 0.15 | 84.661 | 85.161 | 84.298 | ||
71 | 2016.03.04 19:18 | sell | 21 | 0.15 | 84.661 | 85.161 | 84.298 | ||
72 | 2016.03.07 02:01 | t/p | 21 | 0.15 | 84.298 | 85.161 | 84.298 | 51.16 | 698.37 |
73 | 2016.03.07 19:00 | sell limit | 22 | 0.15 | 84.903 | 0.000 | 0.000 | ||
74 | 2016.03.07 19:00 | modify | 22 | 0.15 | 84.903 | 85.403 | 84.653 | ||
75 | 2016.03.07 19:05 | sell | 22 | 0.15 | 84.903 | 85.403 | 84.653 | ||
76 | 2016.03.07 21:35 | t/p | 22 | 0.15 | 84.653 | 85.403 | 84.653 | 35.44 | 733.81 |
77 | 2016.03.09 19:00 | sell limit | 23 | 0.15 | 85.109 | 0.000 | 0.000 | ||
78 | 2016.03.09 19:00 | modify | 23 | 0.15 | 85.109 | 85.609 | 84.672 | ||
79 | 2016.03.09 20:15 | expiration | 23 | 0.15 | 85.109 | 85.609 | 84.672 | ||
80 | 2016.03.10 19:00 | buy | 24 | 0.10 | 84.208 | 0.000 | 0.000 | ||
81 | 2016.03.10 19:00 | buy limit | 25 | 0.15 | 83.968 | 0.000 | 0.000 | ||
82 | 2016.03.10 19:00 | modify | 25 | 0.15 | 83.968 | 83.468 | 84.344 | ||
83 | 2016.03.10 19:00 | modify | 24 | 0.10 | 84.208 | 83.592 | 84.344 | ||
84 | 2016.03.10 19:39 | buy | 25 | 0.15 | 83.968 | 83.468 | 84.344 | ||
85 | 2016.03.10 22:56 | t/p | 24 | 0.10 | 84.344 | 83.592 | 84.344 | 12.85 | 746.66 |
86 | 2016.03.10 22:56 | t/p | 25 | 0.15 | 84.344 | 83.468 | 84.344 | 53.31 | 799.97 |
87 | 2016.03.11 19:00 | sell limit | 26 | 0.15 | 86.196 | 0.000 | 0.000 | ||
88 | 2016.03.11 19:00 | modify | 26 | 0.15 | 86.196 | 86.696 | 85.692 | ||
89 | 2016.03.11 20:15 | expiration | 26 | 0.15 | 86.196 | 86.696 | 85.692 | ||
90 | 2016.03.14 19:00 | buy | 27 | 0.10 | 85.344 | 0.000 | 0.000 | ||
91 | 2016.03.14 19:00 | buy limit | 28 | 0.15 | 85.244 | 0.000 | 0.000 | ||
92 | 2016.03.14 19:00 | modify | 28 | 0.15 | 85.244 | 84.744 | 85.525 | ||
93 | 2016.03.14 19:00 | modify | 27 | 0.10 | 85.344 | 84.987 | 85.525 | ||
94 | 2016.03.14 20:15 | expiration | 28 | 0.15 | 85.244 | 84.744 | 85.525 | ||
95 | 2016.03.15 01:09 | t/p | 27 | 0.10 | 85.525 | 84.987 | 85.525 | 17.26 | 817.24 |
96 | 2016.03.22 19:00 | sell limit | 29 | 0.15 | 85.443 | 0.000 | 0.000 | ||
97 | 2016.03.22 19:00 | modify | 29 | 0.15 | 85.443 | 85.943 | 85.127 | ||
98 | 2016.03.22 19:28 | sell | 29 | 0.15 | 85.443 | 85.943 | 85.127 | ||
99 | 2016.03.23 16:05 | t/p | 29 | 0.15 | 85.127 | 85.943 | 85.127 | 44.50 | 861.73 |
100 | 2016.03.23 19:00 | buy | 30 | 0.10 | 84.898 | 0.000 | 0.000 | ||
101 | 2016.03.23 19:00 | buy limit | 31 | 0.15 | 84.771 | 0.000 | 0.000 | ||
102 | 2016.03.23 19:00 | modify | 31 | 0.15 | 84.771 | 84.271 | 85.028 | ||
103 | 2016.03.23 19:00 | modify | 30 | 0.10 | 84.898 | 84.514 | 85.028 | ||
104 | 2016.03.23 20:15 | expiration | 31 | 0.15 | 84.771 | 84.271 | 85.028 | ||
105 | 2016.03.23 21:16 | s/l | 30 | 0.10 | 84.514 | 84.514 | 85.028 | -36.29 | 825.44 |
106 | 2016.04.04 19:00 | buy | 32 | 0.10 | 84.634 | 0.000 | 0.000 | ||
107 | 2016.04.04 19:00 | buy limit | 33 | 0.15 | 84.497 | 0.000 | 0.000 | ||
108 | 2016.04.04 19:00 | modify | 33 | 0.15 | 84.497 | 83.997 | 84.801 | ||
109 | 2016.04.04 19:00 | modify | 32 | 0.10 | 84.634 | 84.193 | 84.801 | ||
110 | 2016.04.04 20:15 | expiration | 33 | 0.15 | 84.497 | 83.997 | 84.801 | ||
111 | 2016.04.05 03:17 | s/l | 32 | 0.10 | 84.193 | 84.193 | 84.801 | -41.53 | 783.92 |
112 | 2016.04.05 19:00 | buy | 34 | 0.10 | 82.903 | 0.000 | 0.000 | ||
113 | 2016.04.05 19:00 | buy limit | 35 | 0.15 | 82.803 | 0.000 | 0.000 | ||
114 | 2016.04.05 19:00 | modify | 35 | 0.15 | 82.803 | 82.303 | 83.256 | ||
115 | 2016.04.05 19:00 | modify | 34 | 0.10 | 82.903 | 82.388 | 83.256 | ||
116 | 2016.04.05 20:15 | expiration | 35 | 0.15 | 82.803 | 82.303 | 83.256 | ||
117 | 2016.04.05 21:52 | t/p | 34 | 0.10 | 83.256 | 82.388 | 83.256 | 33.36 | 817.28 |
118 | 2016.04.07 19:00 | buy | 36 | 0.10 | 81.035 | 0.000 | 0.000 | ||
119 | 2016.04.07 19:00 | buy limit | 37 | 0.15 | 80.791 | 0.000 | 0.000 | ||
120 | 2016.04.07 19:00 | modify | 37 | 0.15 | 80.791 | 80.291 | 81.482 | ||
121 | 2016.04.07 19:00 | modify | 36 | 0.10 | 81.035 | 80.100 | 81.482 | ||
122 | 2016.04.07 20:15 | expiration | 37 | 0.15 | 80.791 | 80.291 | 81.482 | ||
123 | 2016.04.08 02:59 | t/p | 36 | 0.10 | 81.482 | 80.100 | 81.482 | 42.40 | 859.68 |
124 | 2016.04.12 19:00 | sell limit | 38 | 0.15 | 83.262 | 0.000 | 0.000 | ||
125 | 2016.04.12 19:00 | modify | 38 | 0.15 | 83.262 | 83.762 | 82.930 | ||
126 | 2016.04.12 19:53 | sell | 38 | 0.15 | 83.262 | 83.762 | 82.930 | ||
127 | 2016.04.13 05:04 | s/l | 38 | 0.15 | 83.762 | 83.762 | 82.930 | -71.15 | 788.53 |
128 | 2016.04.18 19:00 | sell limit | 39 | 0.15 | 84.429 | 0.000 | 0.000 | ||
129 | 2016.04.18 19:00 | modify | 39 | 0.15 | 84.429 | 84.929 | 83.954 | ||
130 | 2016.04.18 19:20 | sell | 39 | 0.15 | 84.429 | 84.929 | 83.954 | ||
131 | 2016.04.19 03:15 | s/l | 39 | 0.15 | 84.929 | 84.929 | 83.954 | -71.16 | 717.36 |
132 | 2016.04.19 19:00 | sell limit | 40 | 0.15 | 85.453 | 0.000 | 0.000 | ||
133 | 2016.04.19 19:00 | modify | 40 | 0.15 | 85.453 | 85.953 | 85.186 | ||
134 | 2016.04.19 20:15 | expiration | 40 | 0.15 | 85.453 | 85.953 | 85.186 | ||
135 | 2016.04.20 19:00 | sell limit | 41 | 0.15 | 85.665 | 0.000 | 0.000 | ||
136 | 2016.04.20 19:00 | modify | 41 | 0.15 | 85.665 | 86.165 | 85.407 | ||
137 | 2016.04.20 19:46 | sell | 41 | 0.15 | 85.665 | 86.165 | 85.407 | ||
138 | 2016.04.21 04:39 | t/p | 41 | 0.15 | 85.407 | 86.165 | 85.407 | 35.69 | 753.06 |
139 | 2016.04.21 19:00 | buy | 42 | 0.10 | 84.947 | 0.000 | 0.000 | ||
140 | 2016.04.21 19:00 | buy limit | 43 | 0.15 | 84.817 | 0.000 | 0.000 | ||
141 | 2016.04.21 19:00 | modify | 43 | 0.15 | 84.817 | 84.317 | 85.071 | ||
142 | 2016.04.21 19:00 | modify | 42 | 0.10 | 84.947 | 84.563 | 85.071 | ||
143 | 2016.04.21 20:13 | buy | 43 | 0.15 | 84.817 | 84.317 | 85.071 | ||
144 | 2016.04.22 05:28 | t/p | 42 | 0.10 | 85.071 | 84.563 | 85.071 | 11.87 | 764.93 |
145 | 2016.04.22 05:28 | t/p | 43 | 0.15 | 85.071 | 84.317 | 85.071 | 36.24 | 801.17 |