Symbol | AUDCHF (Australian Dollar 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 | 9788 | Ticks modelled | 6958946 | Modelling quality | 72.51% |
Mismatched charts errors | 9 | ||||
Initial deposit | 500.00 | Spread | Current (54) | ||
Total net profit | 418.95 | Gross profit | 642.25 | Gross loss | -223.29 |
Profit factor | 2.88 | Expected payoff | 20.95 | ||
Absolute drawdown | 138.16 | Maximal drawdown | 183.39 (33.64%) | Relative drawdown | 33.64% (183.39) |
Total trades | 20 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 81.06 | loss trade | -76.80 | |
Average | profit trade | 40.14 | loss trade | -55.82 | |
Maximum | consecutive wins (profit in money) | 10 (371.59) | consecutive losses (loss in money) | 1 (-76.80) | |
Maximal | consecutive profit (count of wins) | 371.59 (10) | consecutive loss (count of losses) | -76.80 (1) | |
Average | consecutive wins | 4 | 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 | 0.75449 | 0.00000 | 0.00000 | ||
2 | 2015.12.01 19:00 | modify | 1 | 0.15 | 0.75449 | 0.75949 | 0.75129 | ||
3 | 2015.12.01 20:15 | expiration | 1 | 0.15 | 0.75449 | 0.75949 | 0.75129 | ||
4 | 2015.12.03 19:00 | buy | 2 | 0.10 | 0.73108 | 0.00000 | 0.00000 | ||
5 | 2015.12.03 19:00 | buy limit | 3 | 0.15 | 0.73006 | 0.00000 | 0.00000 | ||
6 | 2015.12.03 19:00 | modify | 3 | 0.15 | 0.73006 | 0.72506 | 0.73513 | ||
7 | 2015.12.03 19:00 | modify | 2 | 0.10 | 0.73108 | 0.72499 | 0.73513 | ||
8 | 2015.12.03 19:21 | buy | 3 | 0.15 | 0.73006 | 0.72506 | 0.73513 | ||
9 | 2015.12.04 07:20 | s/l | 3 | 0.15 | 0.72506 | 0.72506 | 0.73513 | -76.40 | 423.60 |
10 | 2015.12.04 17:07 | t/p | 2 | 0.10 | 0.73513 | 0.72499 | 0.73513 | 41.48 | 465.08 |
11 | 2015.12.09 19:00 | buy | 4 | 0.10 | 0.71113 | 0.00000 | 0.00000 | ||
12 | 2015.12.09 19:00 | buy limit | 5 | 0.15 | 0.71013 | 0.00000 | 0.00000 | ||
13 | 2015.12.09 19:00 | modify | 5 | 0.15 | 0.71013 | 0.70513 | 0.71243 | ||
14 | 2015.12.09 19:00 | modify | 4 | 0.10 | 0.71113 | 0.70843 | 0.71243 | ||
15 | 2015.12.09 19:37 | buy | 5 | 0.15 | 0.71013 | 0.70513 | 0.71243 | ||
16 | 2015.12.09 21:38 | s/l | 4 | 0.10 | 0.70843 | 0.70843 | 0.71243 | -27.57 | 437.51 |
17 | 2015.12.10 02:30 | t/p | 5 | 0.15 | 0.71243 | 0.70513 | 0.71243 | 35.79 | 473.30 |
18 | 2015.12.10 19:00 | sell limit | 6 | 0.15 | 0.72273 | 0.00000 | 0.00000 | ||
19 | 2015.12.10 19:00 | modify | 6 | 0.15 | 0.72273 | 0.72773 | 0.71969 | ||
20 | 2015.12.10 20:15 | expiration | 6 | 0.15 | 0.72273 | 0.72773 | 0.71969 | ||
21 | 2015.12.14 19:00 | sell limit | 7 | 0.15 | 0.71359 | 0.00000 | 0.00000 | ||
22 | 2015.12.14 19:00 | modify | 7 | 0.15 | 0.71359 | 0.71859 | 0.71069 | ||
23 | 2015.12.14 19:12 | sell | 7 | 0.15 | 0.71359 | 0.71859 | 0.71069 | ||
24 | 2015.12.15 09:53 | t/p | 7 | 0.15 | 0.71069 | 0.71859 | 0.71069 | 44.18 | 517.48 |
25 | 2015.12.18 19:00 | sell limit | 8 | 0.15 | 0.71599 | 0.00000 | 0.00000 | ||
26 | 2015.12.18 19:00 | modify | 8 | 0.15 | 0.71599 | 0.72099 | 0.71377 | ||
27 | 2015.12.18 20:15 | expiration | 8 | 0.15 | 0.71599 | 0.72099 | 0.71377 | ||
28 | 2015.12.29 19:00 | sell limit | 9 | 0.15 | 0.72456 | 0.00000 | 0.00000 | ||
29 | 2015.12.29 19:00 | modify | 9 | 0.15 | 0.72456 | 0.72956 | 0.72253 | ||
30 | 2015.12.29 20:15 | expiration | 9 | 0.15 | 0.72456 | 0.72956 | 0.72253 | ||
31 | 2015.12.31 19:00 | sell limit | 10 | 0.15 | 0.73107 | 0.00000 | 0.00000 | ||
32 | 2015.12.31 19:00 | modify | 10 | 0.15 | 0.73107 | 0.73607 | 0.72811 | ||
33 | 2016.01.04 00:00 | expiration | 10 | 0.15 | 0.73107 | 0.73607 | 0.72811 | ||
34 | 2016.01.06 19:00 | buy | 11 | 0.10 | 0.71322 | 0.00000 | 0.00000 | ||
35 | 2016.01.06 19:00 | buy limit | 12 | 0.15 | 0.71175 | 0.00000 | 0.00000 | ||
36 | 2016.01.06 19:00 | modify | 12 | 0.15 | 0.71175 | 0.70675 | 0.71448 | ||
37 | 2016.01.06 19:00 | modify | 11 | 0.10 | 0.71322 | 0.70902 | 0.71448 | ||
38 | 2016.01.06 20:15 | expiration | 12 | 0.15 | 0.71175 | 0.70675 | 0.71448 | ||
39 | 2016.01.07 03:18 | s/l | 11 | 0.10 | 0.70902 | 0.70902 | 0.71448 | -42.52 | 474.96 |
40 | 2016.01.14 19:00 | sell limit | 13 | 0.15 | 0.70370 | 0.00000 | 0.00000 | ||
41 | 2016.01.14 19:00 | modify | 13 | 0.15 | 0.70370 | 0.70870 | 0.70072 | ||
42 | 2016.01.14 19:02 | sell | 13 | 0.15 | 0.70370 | 0.70870 | 0.70072 | ||
43 | 2016.01.15 03:26 | t/p | 13 | 0.15 | 0.70072 | 0.70870 | 0.70072 | 45.41 | 520.37 |
44 | 2016.01.15 19:00 | buy | 14 | 0.10 | 0.68575 | 0.00000 | 0.00000 | ||
45 | 2016.01.15 19:00 | buy limit | 15 | 0.15 | 0.68461 | 0.00000 | 0.00000 | ||
46 | 2016.01.15 19:00 | modify | 15 | 0.15 | 0.68461 | 0.67961 | 0.68912 | ||
47 | 2016.01.15 19:00 | modify | 14 | 0.10 | 0.68575 | 0.68010 | 0.68912 | ||
48 | 2016.01.15 19:17 | buy | 15 | 0.15 | 0.68461 | 0.67961 | 0.68912 | ||
49 | 2016.01.18 03:07 | t/p | 14 | 0.10 | 0.68912 | 0.68010 | 0.68912 | 34.53 | 554.90 |
50 | 2016.01.18 03:07 | t/p | 15 | 0.15 | 0.68912 | 0.67961 | 0.68912 | 69.27 | 624.17 |
51 | 2016.01.21 19:00 | sell limit | 16 | 0.15 | 0.70895 | 0.00000 | 0.00000 | ||
52 | 2016.01.21 19:00 | modify | 16 | 0.15 | 0.70895 | 0.71395 | 0.70405 | ||
53 | 2016.01.21 20:15 | expiration | 16 | 0.15 | 0.70895 | 0.71395 | 0.70405 | ||
54 | 2016.01.26 19:00 | sell limit | 17 | 0.15 | 0.71467 | 0.00000 | 0.00000 | ||
55 | 2016.01.26 19:00 | modify | 17 | 0.15 | 0.71467 | 0.71967 | 0.71080 | ||
56 | 2016.01.26 19:08 | sell | 17 | 0.15 | 0.71467 | 0.71967 | 0.71080 | ||
57 | 2016.01.27 18:56 | s/l | 17 | 0.15 | 0.71967 | 0.71967 | 0.71080 | -76.80 | 547.36 |
58 | 2016.01.27 19:00 | sell limit | 18 | 0.15 | 0.72057 | 0.00000 | 0.00000 | ||
59 | 2016.01.27 19:00 | modify | 18 | 0.15 | 0.72057 | 0.72557 | 0.71779 | ||
60 | 2016.01.27 20:15 | expiration | 18 | 0.15 | 0.72057 | 0.72557 | 0.71779 | ||
61 | 2016.02.04 19:00 | buy | 19 | 0.10 | 0.71718 | 0.00000 | 0.00000 | ||
62 | 2016.02.04 19:00 | buy limit | 20 | 0.15 | 0.71618 | 0.00000 | 0.00000 | ||
63 | 2016.02.04 19:00 | modify | 20 | 0.15 | 0.71618 | 0.71118 | 0.71827 | ||
64 | 2016.02.04 19:00 | modify | 19 | 0.10 | 0.71718 | 0.71437 | 0.71827 | ||
65 | 2016.02.04 19:54 | t/p | 19 | 0.10 | 0.71827 | 0.71437 | 0.71827 | 11.13 | 558.49 |
66 | 2016.02.04 20:15 | expiration | 20 | 0.15 | 0.71618 | 0.71118 | 0.71827 | ||
67 | 2016.02.17 19:00 | sell limit | 21 | 0.15 | 0.71234 | 0.00000 | 0.00000 | ||
68 | 2016.02.17 19:00 | modify | 21 | 0.15 | 0.71234 | 0.71734 | 0.70902 | ||
69 | 2016.02.17 20:09 | sell | 21 | 0.15 | 0.71234 | 0.71734 | 0.70902 | ||
70 | 2016.02.18 02:39 | t/p | 21 | 0.15 | 0.70902 | 0.71734 | 0.70902 | 50.14 | 608.63 |
71 | 2016.02.22 19:00 | sell limit | 22 | 0.15 | 0.72363 | 0.00000 | 0.00000 | ||
72 | 2016.02.22 19:00 | modify | 22 | 0.15 | 0.72363 | 0.72863 | 0.71943 | ||
73 | 2016.02.22 19:39 | sell | 22 | 0.15 | 0.72363 | 0.72863 | 0.71943 | ||
74 | 2016.02.23 09:31 | t/p | 22 | 0.15 | 0.71943 | 0.72863 | 0.71943 | 64.09 | 672.72 |
75 | 2016.02.26 19:00 | buy | 23 | 0.10 | 0.71087 | 0.00000 | 0.00000 | ||
76 | 2016.02.26 19:00 | buy limit | 24 | 0.15 | 0.70949 | 0.00000 | 0.00000 | ||
77 | 2016.02.26 19:00 | modify | 24 | 0.15 | 0.70949 | 0.70449 | 0.71198 | ||
78 | 2016.02.26 19:00 | modify | 23 | 0.10 | 0.71087 | 0.70700 | 0.71198 | ||
79 | 2016.02.26 20:15 | expiration | 24 | 0.15 | 0.70949 | 0.70449 | 0.71198 | ||
80 | 2016.02.29 06:30 | t/p | 23 | 0.10 | 0.71198 | 0.70700 | 0.71198 | 11.46 | 684.18 |
81 | 2016.03.02 19:00 | sell limit | 25 | 0.15 | 0.72685 | 0.00000 | 0.00000 | ||
82 | 2016.03.02 19:00 | modify | 25 | 0.15 | 0.72685 | 0.73185 | 0.72372 | ||
83 | 2016.03.02 20:15 | expiration | 25 | 0.15 | 0.72685 | 0.73185 | 0.72372 | ||
84 | 2016.03.10 19:00 | buy | 26 | 0.10 | 0.73393 | 0.00000 | 0.00000 | ||
85 | 2016.03.10 19:00 | buy limit | 27 | 0.15 | 0.73217 | 0.00000 | 0.00000 | ||
86 | 2016.03.10 19:00 | modify | 27 | 0.15 | 0.73217 | 0.72717 | 0.73745 | ||
87 | 2016.03.10 19:00 | modify | 26 | 0.10 | 0.73393 | 0.72689 | 0.73745 | ||
88 | 2016.03.10 19:25 | buy | 27 | 0.15 | 0.73217 | 0.72717 | 0.73745 | ||
89 | 2016.03.11 05:21 | t/p | 26 | 0.10 | 0.73745 | 0.72689 | 0.73745 | 36.07 | 720.26 |
90 | 2016.03.11 05:21 | t/p | 27 | 0.15 | 0.73745 | 0.72717 | 0.73745 | 81.06 | 801.31 |
91 | 2016.04.05 19:00 | buy | 28 | 0.10 | 0.71997 | 0.00000 | 0.00000 | ||
92 | 2016.04.05 19:00 | buy limit | 29 | 0.15 | 0.71897 | 0.00000 | 0.00000 | ||
93 | 2016.04.05 19:00 | modify | 29 | 0.15 | 0.71897 | 0.71397 | 0.72202 | ||
94 | 2016.04.05 19:00 | modify | 28 | 0.10 | 0.71997 | 0.71624 | 0.72202 | ||
95 | 2016.04.05 19:25 | buy | 29 | 0.15 | 0.71897 | 0.71397 | 0.72202 | ||
96 | 2016.04.06 03:21 | t/p | 28 | 0.10 | 0.72202 | 0.71624 | 0.72202 | 21.06 | 822.38 |
97 | 2016.04.06 03:21 | t/p | 29 | 0.15 | 0.72202 | 0.71397 | 0.72202 | 46.91 | 869.28 |
98 | 2016.04.07 19:00 | buy | 30 | 0.10 | 0.71714 | 0.00000 | 0.00000 | ||
99 | 2016.04.07 19:00 | buy limit | 31 | 0.15 | 0.71538 | 0.00000 | 0.00000 | ||
100 | 2016.04.07 19:00 | modify | 31 | 0.15 | 0.71538 | 0.71038 | 0.71855 | ||
101 | 2016.04.07 19:00 | modify | 30 | 0.10 | 0.71714 | 0.71221 | 0.71855 | ||
102 | 2016.04.07 20:15 | expiration | 31 | 0.15 | 0.71538 | 0.71038 | 0.71855 | ||
103 | 2016.04.07 20:49 | t/p | 30 | 0.10 | 0.71855 | 0.71221 | 0.71855 | 14.39 | 883.67 |
104 | 2016.04.18 19:00 | sell limit | 32 | 0.15 | 0.74756 | 0.00000 | 0.00000 | ||
105 | 2016.04.18 19:00 | modify | 32 | 0.15 | 0.74756 | 0.75256 | 0.74500 | ||
106 | 2016.04.18 20:15 | expiration | 32 | 0.15 | 0.74756 | 0.75256 | 0.74500 | ||
107 | 2016.04.20 19:00 | sell limit | 33 | 0.15 | 0.75679 | 0.00000 | 0.00000 | ||
108 | 2016.04.20 19:00 | modify | 33 | 0.15 | 0.75679 | 0.76179 | 0.75444 | ||
109 | 2016.04.20 20:14 | sell | 33 | 0.15 | 0.75679 | 0.76179 | 0.75444 | ||
110 | 2016.04.21 16:05 | t/p | 33 | 0.15 | 0.75444 | 0.76179 | 0.75444 | 35.28 | 918.95 |