Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
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 | 9788 | Ticks modelled | 4775926 | Modelling quality | 72.51% |
Mismatched charts errors | 30 | ||||
Initial deposit | 500.00 | Spread | Current (20) | ||
Total net profit | 200.62 | Gross profit | 610.11 | Gross loss | -409.49 |
Profit factor | 1.49 | Expected payoff | 7.72 | ||
Absolute drawdown | 27.82 | Maximal drawdown | 220.16 (29.44%) | Relative drawdown | 29.44% (220.16) |
Total trades | 26 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
Largest | profit trade | 56.27 | loss trade | -75.66 | |
Average | profit trade | 32.11 | loss trade | -58.50 | |
Maximum | consecutive wins (profit in money) | 8 (204.53) | consecutive losses (loss in money) | 2 (-150.88) | |
Maximal | consecutive profit (count of wins) | 204.53 (8) | consecutive loss (count of losses) | -150.88 (2) | |
Average | consecutive wins | 3 | 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 | 0.73289 | 0.00000 | 0.00000 | ||
2 | 2015.12.01 19:00 | modify | 1 | 0.15 | 0.73289 | 0.73789 | 0.72994 | ||
3 | 2015.12.01 20:15 | expiration | 1 | 0.15 | 0.73289 | 0.73789 | 0.72994 | ||
4 | 2015.12.14 19:00 | sell limit | 2 | 0.15 | 0.72661 | 0.00000 | 0.00000 | ||
5 | 2015.12.14 19:00 | modify | 2 | 0.15 | 0.72661 | 0.73161 | 0.72357 | ||
6 | 2015.12.14 19:12 | sell | 2 | 0.15 | 0.72661 | 0.73161 | 0.72357 | ||
7 | 2015.12.15 10:05 | t/p | 2 | 0.15 | 0.72357 | 0.73161 | 0.72357 | 45.38 | 545.38 |
8 | 2015.12.15 19:00 | buy | 3 | 0.10 | 0.71768 | 0.00000 | 0.00000 | ||
9 | 2015.12.15 19:00 | buy limit | 4 | 0.15 | 0.71598 | 0.00000 | 0.00000 | ||
10 | 2015.12.15 19:00 | modify | 4 | 0.15 | 0.71598 | 0.71098 | 0.71888 | ||
11 | 2015.12.15 19:00 | modify | 3 | 0.10 | 0.71768 | 0.71308 | 0.71888 | ||
12 | 2015.12.15 20:15 | expiration | 4 | 0.15 | 0.71598 | 0.71098 | 0.71888 | ||
13 | 2015.12.15 20:47 | t/p | 3 | 0.10 | 0.71888 | 0.71308 | 0.71888 | 12.00 | 557.38 |
14 | 2015.12.17 19:00 | buy | 5 | 0.10 | 0.71010 | 0.00000 | 0.00000 | ||
15 | 2015.12.17 19:00 | buy limit | 6 | 0.15 | 0.70910 | 0.00000 | 0.00000 | ||
16 | 2015.12.17 19:00 | modify | 6 | 0.15 | 0.70910 | 0.70410 | 0.71254 | ||
17 | 2015.12.17 19:00 | modify | 5 | 0.10 | 0.71010 | 0.70704 | 0.71254 | ||
18 | 2015.12.17 20:15 | expiration | 6 | 0.15 | 0.70910 | 0.70410 | 0.71254 | ||
19 | 2015.12.17 22:56 | t/p | 5 | 0.10 | 0.71254 | 0.70704 | 0.71254 | 24.40 | 581.78 |
20 | 2015.12.18 19:00 | sell limit | 7 | 0.15 | 0.72025 | 0.00000 | 0.00000 | ||
21 | 2015.12.18 19:00 | modify | 7 | 0.15 | 0.72025 | 0.72525 | 0.71786 | ||
22 | 2015.12.18 20:15 | expiration | 7 | 0.15 | 0.72025 | 0.72525 | 0.71786 | ||
23 | 2016.01.04 19:00 | buy | 8 | 0.10 | 0.71667 | 0.00000 | 0.00000 | ||
24 | 2016.01.04 19:00 | buy limit | 9 | 0.15 | 0.71553 | 0.00000 | 0.00000 | ||
25 | 2016.01.04 19:00 | modify | 9 | 0.15 | 0.71553 | 0.71053 | 0.71875 | ||
26 | 2016.01.04 19:00 | modify | 8 | 0.10 | 0.71667 | 0.71231 | 0.71875 | ||
27 | 2016.01.04 20:15 | expiration | 9 | 0.15 | 0.71553 | 0.71053 | 0.71875 | ||
28 | 2016.01.04 22:56 | t/p | 8 | 0.10 | 0.71875 | 0.71231 | 0.71875 | 20.80 | 602.58 |
29 | 2016.01.06 19:00 | buy | 10 | 0.10 | 0.70705 | 0.00000 | 0.00000 | ||
30 | 2016.01.06 19:00 | buy limit | 11 | 0.15 | 0.70555 | 0.00000 | 0.00000 | ||
31 | 2016.01.06 19:00 | modify | 11 | 0.15 | 0.70555 | 0.70055 | 0.70827 | ||
32 | 2016.01.06 19:00 | modify | 10 | 0.10 | 0.70705 | 0.70283 | 0.70827 | ||
33 | 2016.01.06 19:18 | buy | 11 | 0.15 | 0.70555 | 0.70055 | 0.70827 | ||
34 | 2016.01.07 01:27 | t/p | 10 | 0.10 | 0.70827 | 0.70283 | 0.70827 | 12.55 | 615.13 |
35 | 2016.01.07 01:27 | t/p | 11 | 0.15 | 0.70827 | 0.70055 | 0.70827 | 41.32 | 656.45 |
36 | 2016.01.08 19:00 | buy | 12 | 0.10 | 0.69758 | 0.00000 | 0.00000 | ||
37 | 2016.01.08 19:00 | buy limit | 13 | 0.15 | 0.69621 | 0.00000 | 0.00000 | ||
38 | 2016.01.08 19:00 | modify | 13 | 0.15 | 0.69621 | 0.69121 | 0.69887 | ||
39 | 2016.01.08 19:00 | modify | 12 | 0.10 | 0.69758 | 0.69355 | 0.69887 | ||
40 | 2016.01.08 19:22 | t/p | 12 | 0.10 | 0.69887 | 0.69355 | 0.69887 | 12.90 | 669.35 |
41 | 2016.01.08 20:15 | expiration | 13 | 0.15 | 0.69621 | 0.69121 | 0.69887 | ||
42 | 2016.01.14 19:00 | sell limit | 14 | 0.15 | 0.69870 | 0.00000 | 0.00000 | ||
43 | 2016.01.14 19:00 | modify | 14 | 0.15 | 0.69870 | 0.70370 | 0.69634 | ||
44 | 2016.01.14 20:08 | sell | 14 | 0.15 | 0.69870 | 0.70370 | 0.69634 | ||
45 | 2016.01.15 04:58 | t/p | 14 | 0.15 | 0.69634 | 0.70370 | 0.69634 | 35.18 | 704.53 |
46 | 2016.01.15 19:00 | buy | 15 | 0.10 | 0.68687 | 0.00000 | 0.00000 | ||
47 | 2016.01.15 19:00 | buy limit | 16 | 0.15 | 0.68587 | 0.00000 | 0.00000 | ||
48 | 2016.01.15 19:00 | modify | 16 | 0.15 | 0.68587 | 0.68087 | 0.68947 | ||
49 | 2016.01.15 19:00 | modify | 15 | 0.10 | 0.68687 | 0.68289 | 0.68947 | ||
50 | 2016.01.15 19:18 | buy | 16 | 0.15 | 0.68587 | 0.68087 | 0.68947 | ||
51 | 2016.01.15 19:32 | s/l | 15 | 0.10 | 0.68289 | 0.68289 | 0.68947 | -39.80 | 664.73 |
52 | 2016.01.18 03:52 | t/p | 16 | 0.15 | 0.68947 | 0.68087 | 0.68947 | 54.17 | 718.91 |
53 | 2016.01.21 19:00 | sell limit | 17 | 0.15 | 0.70118 | 0.00000 | 0.00000 | ||
54 | 2016.01.21 19:00 | modify | 17 | 0.15 | 0.70118 | 0.70618 | 0.69794 | ||
55 | 2016.01.21 20:15 | expiration | 17 | 0.15 | 0.70118 | 0.70618 | 0.69794 | ||
56 | 2016.01.26 19:00 | sell limit | 18 | 0.15 | 0.70135 | 0.00000 | 0.00000 | ||
57 | 2016.01.26 19:00 | modify | 18 | 0.15 | 0.70135 | 0.70635 | 0.69886 | ||
58 | 2016.01.26 19:13 | sell | 18 | 0.15 | 0.70135 | 0.70635 | 0.69886 | ||
59 | 2016.01.27 15:42 | s/l | 18 | 0.15 | 0.70635 | 0.70635 | 0.69886 | -75.22 | 643.69 |
60 | 2016.01.27 19:00 | sell limit | 19 | 0.15 | 0.70848 | 0.00000 | 0.00000 | ||
61 | 2016.01.27 19:00 | modify | 19 | 0.15 | 0.70848 | 0.71348 | 0.70576 | ||
62 | 2016.01.27 20:15 | expiration | 19 | 0.15 | 0.70848 | 0.71348 | 0.70576 | ||
63 | 2016.02.03 19:00 | sell limit | 20 | 0.15 | 0.71415 | 0.00000 | 0.00000 | ||
64 | 2016.02.03 19:00 | modify | 20 | 0.15 | 0.71415 | 0.71915 | 0.71036 | ||
65 | 2016.02.03 19:50 | sell | 20 | 0.15 | 0.71415 | 0.71915 | 0.71036 | ||
66 | 2016.02.04 03:35 | s/l | 20 | 0.15 | 0.71915 | 0.71915 | 0.71036 | -75.66 | 568.03 |
67 | 2016.02.05 19:00 | buy | 21 | 0.10 | 0.70859 | 0.00000 | 0.00000 | ||
68 | 2016.02.05 19:00 | buy limit | 22 | 0.15 | 0.70759 | 0.00000 | 0.00000 | ||
69 | 2016.02.05 19:00 | modify | 22 | 0.15 | 0.70759 | 0.70259 | 0.71133 | ||
70 | 2016.02.05 19:00 | modify | 21 | 0.10 | 0.70859 | 0.70489 | 0.71133 | ||
71 | 2016.02.05 19:55 | buy | 22 | 0.15 | 0.70759 | 0.70259 | 0.71133 | ||
72 | 2016.02.08 09:47 | t/p | 21 | 0.10 | 0.71133 | 0.70489 | 0.71133 | 27.52 | 595.55 |
73 | 2016.02.08 09:47 | t/p | 22 | 0.15 | 0.71133 | 0.70259 | 0.71133 | 56.27 | 651.82 |
74 | 2016.02.09 19:00 | sell limit | 23 | 0.15 | 0.70912 | 0.00000 | 0.00000 | ||
75 | 2016.02.09 19:00 | modify | 23 | 0.15 | 0.70912 | 0.71412 | 0.70633 | ||
76 | 2016.02.09 20:15 | expiration | 23 | 0.15 | 0.70912 | 0.71412 | 0.70633 | ||
77 | 2016.02.17 19:00 | sell limit | 24 | 0.15 | 0.71776 | 0.00000 | 0.00000 | ||
78 | 2016.02.17 19:00 | modify | 24 | 0.15 | 0.71776 | 0.72276 | 0.71554 | ||
79 | 2016.02.17 19:34 | sell | 24 | 0.15 | 0.71776 | 0.72276 | 0.71554 | ||
80 | 2016.02.18 02:30 | t/p | 24 | 0.15 | 0.71554 | 0.72276 | 0.71554 | 32.64 | 684.46 |
81 | 2016.02.22 19:00 | sell limit | 25 | 0.15 | 0.72468 | 0.00000 | 0.00000 | ||
82 | 2016.02.22 19:00 | modify | 25 | 0.15 | 0.72468 | 0.72968 | 0.72194 | ||
83 | 2016.02.22 20:15 | expiration | 25 | 0.15 | 0.72468 | 0.72968 | 0.72194 | ||
84 | 2016.02.26 19:00 | buy | 26 | 0.10 | 0.71313 | 0.00000 | 0.00000 | ||
85 | 2016.02.26 19:00 | buy limit | 27 | 0.15 | 0.71212 | 0.00000 | 0.00000 | ||
86 | 2016.02.26 19:00 | modify | 27 | 0.15 | 0.71212 | 0.70712 | 0.71530 | ||
87 | 2016.02.26 19:00 | modify | 26 | 0.10 | 0.71313 | 0.70894 | 0.71530 | ||
88 | 2016.02.26 19:40 | buy | 27 | 0.15 | 0.71212 | 0.70712 | 0.71530 | ||
89 | 2016.02.29 12:00 | t/p | 26 | 0.10 | 0.71530 | 0.70894 | 0.71530 | 21.82 | 706.28 |
90 | 2016.02.29 12:00 | t/p | 27 | 0.15 | 0.71530 | 0.70712 | 0.71530 | 47.87 | 754.15 |
91 | 2016.03.02 19:00 | sell limit | 28 | 0.15 | 0.72754 | 0.00000 | 0.00000 | ||
92 | 2016.03.02 19:00 | modify | 28 | 0.15 | 0.72754 | 0.73254 | 0.72449 | ||
93 | 2016.03.02 19:42 | sell | 28 | 0.15 | 0.72754 | 0.73254 | 0.72449 | ||
94 | 2016.03.03 08:25 | s/l | 28 | 0.15 | 0.73254 | 0.73254 | 0.72449 | -75.66 | 678.50 |
95 | 2016.03.04 19:00 | sell limit | 29 | 0.15 | 0.74350 | 0.00000 | 0.00000 | ||
96 | 2016.03.04 19:00 | modify | 29 | 0.15 | 0.74350 | 0.74850 | 0.74084 | ||
97 | 2016.03.04 20:09 | sell | 29 | 0.15 | 0.74350 | 0.74850 | 0.74084 | ||
98 | 2016.03.07 00:00 | t/p | 29 | 0.15 | 0.74084 | 0.74850 | 0.74084 | 39.68 | 718.18 |
99 | 2016.03.07 19:00 | sell limit | 30 | 0.15 | 0.74751 | 0.00000 | 0.00000 | ||
100 | 2016.03.07 19:00 | modify | 30 | 0.15 | 0.74751 | 0.75251 | 0.74537 | ||
101 | 2016.03.07 19:06 | sell | 30 | 0.15 | 0.74751 | 0.75251 | 0.74537 | ||
102 | 2016.03.08 02:49 | t/p | 30 | 0.15 | 0.74537 | 0.75251 | 0.74537 | 31.88 | 750.06 |
103 | 2016.03.09 19:00 | sell limit | 31 | 0.15 | 0.75333 | 0.00000 | 0.00000 | ||
104 | 2016.03.09 19:00 | modify | 31 | 0.15 | 0.75333 | 0.75833 | 0.74999 | ||
105 | 2016.03.09 20:15 | expiration | 31 | 0.15 | 0.75333 | 0.75833 | 0.74999 | ||
106 | 2016.03.11 19:00 | sell limit | 32 | 0.15 | 0.75828 | 0.00000 | 0.00000 | ||
107 | 2016.03.11 19:00 | modify | 32 | 0.15 | 0.75828 | 0.76328 | 0.75505 | ||
108 | 2016.03.11 20:15 | expiration | 32 | 0.15 | 0.75828 | 0.76328 | 0.75505 | ||
109 | 2016.03.17 19:00 | sell limit | 33 | 0.15 | 0.76501 | 0.00000 | 0.00000 | ||
110 | 2016.03.17 19:00 | modify | 33 | 0.15 | 0.76501 | 0.77001 | 0.76229 | ||
111 | 2016.03.17 19:34 | sell | 33 | 0.15 | 0.76501 | 0.77001 | 0.76229 | ||
112 | 2016.03.18 09:19 | t/p | 33 | 0.15 | 0.76229 | 0.77001 | 0.76229 | 40.58 | 790.64 |
113 | 2016.03.18 19:00 | buy | 34 | 0.10 | 0.76102 | 0.00000 | 0.00000 | ||
114 | 2016.03.18 19:00 | buy limit | 35 | 0.15 | 0.76002 | 0.00000 | 0.00000 | ||
115 | 2016.03.18 19:00 | modify | 35 | 0.15 | 0.76002 | 0.75502 | 0.76207 | ||
116 | 2016.03.18 19:00 | modify | 34 | 0.10 | 0.76102 | 0.75845 | 0.76207 | ||
117 | 2016.03.18 19:31 | buy | 35 | 0.15 | 0.76002 | 0.75502 | 0.76207 | ||
118 | 2016.03.21 02:39 | s/l | 34 | 0.10 | 0.75845 | 0.75845 | 0.76207 | -25.58 | 765.05 |
119 | 2016.03.21 10:49 | t/p | 35 | 0.15 | 0.76207 | 0.75502 | 0.76207 | 30.92 | 795.98 |
120 | 2016.03.23 19:00 | buy | 36 | 0.10 | 0.75351 | 0.00000 | 0.00000 | ||
121 | 2016.03.23 19:00 | buy limit | 37 | 0.15 | 0.75221 | 0.00000 | 0.00000 | ||
122 | 2016.03.23 19:00 | modify | 37 | 0.15 | 0.75221 | 0.74721 | 0.75518 | ||
123 | 2016.03.23 19:00 | modify | 36 | 0.10 | 0.75351 | 0.74924 | 0.75518 | ||
124 | 2016.03.23 20:15 | expiration | 37 | 0.15 | 0.75221 | 0.74721 | 0.75518 | ||
125 | 2016.03.24 03:03 | s/l | 36 | 0.10 | 0.74924 | 0.74924 | 0.75518 | -42.35 | 753.63 |
126 | 2016.04.06 19:00 | sell limit | 38 | 0.15 | 0.76175 | 0.00000 | 0.00000 | ||
127 | 2016.04.06 19:00 | modify | 38 | 0.15 | 0.76175 | 0.76675 | 0.75959 | ||
128 | 2016.04.06 20:15 | expiration | 38 | 0.15 | 0.76175 | 0.76675 | 0.75959 | ||
129 | 2016.04.07 19:00 | buy | 39 | 0.10 | 0.75074 | 0.00000 | 0.00000 | ||
130 | 2016.04.07 19:00 | buy limit | 40 | 0.15 | 0.74963 | 0.00000 | 0.00000 | ||
131 | 2016.04.07 19:00 | modify | 40 | 0.15 | 0.74963 | 0.74463 | 0.75295 | ||
132 | 2016.04.07 19:00 | modify | 39 | 0.10 | 0.75074 | 0.74631 | 0.75295 | ||
133 | 2016.04.07 20:15 | expiration | 40 | 0.15 | 0.74963 | 0.74463 | 0.75295 | ||
134 | 2016.04.08 04:26 | t/p | 39 | 0.10 | 0.75295 | 0.74631 | 0.75295 | 22.22 | 775.84 |
135 | 2016.04.18 19:00 | sell limit | 41 | 0.15 | 0.77564 | 0.00000 | 0.00000 | ||
136 | 2016.04.18 19:00 | modify | 41 | 0.15 | 0.77564 | 0.78064 | 0.77268 | ||
137 | 2016.04.18 20:01 | sell | 41 | 0.15 | 0.77564 | 0.78064 | 0.77268 | ||
138 | 2016.04.19 15:26 | s/l | 41 | 0.15 | 0.78064 | 0.78064 | 0.77268 | -75.22 | 700.62 |