Symbol | CADCHF (Canadian Dollar vs Swiss Franc) | ||||
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 | 5532742 | Modelling quality | 75.60% |
Mismatched charts errors | 10 | ||||
Initial deposit | 500.00 | Spread | Current (45) | ||
Total net profit | 189.30 | Gross profit | 296.37 | Gross loss | -107.07 |
Profit factor | 2.77 | Expected payoff | 21.03 | ||
Absolute drawdown | 26.91 | Maximal drawdown | 162.77 (25.40%) | Relative drawdown | 25.40% (162.77) |
Total trades | 9 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
Largest | profit trade | 83.96 | loss trade | -76.64 | |
Average | profit trade | 42.34 | loss trade | -53.53 | |
Maximum | consecutive wins (profit in money) | 3 (133.81) | consecutive losses (loss in money) | 1 (-76.64) | |
Maximal | consecutive profit (count of wins) | 133.81 (3) | consecutive loss (count of losses) | -76.64 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.15 19:00 | buy | 1 | 0.10 | 0.68720 | 0.00000 | 0.00000 | ||
2 | 2016.01.15 19:00 | buy limit | 2 | 0.15 | 0.68609 | 0.00000 | 0.00000 | ||
3 | 2016.01.15 19:00 | modify | 2 | 0.15 | 0.68609 | 0.68109 | 0.68958 | ||
4 | 2016.01.15 19:00 | modify | 1 | 0.10 | 0.68720 | 0.68260 | 0.68958 | ||
5 | 2016.01.15 19:31 | buy | 2 | 0.15 | 0.68609 | 0.68109 | 0.68958 | ||
6 | 2016.01.15 22:39 | t/p | 1 | 0.10 | 0.68958 | 0.68260 | 0.68958 | 24.31 | 524.31 |
7 | 2016.01.15 22:39 | t/p | 2 | 0.15 | 0.68958 | 0.68109 | 0.68958 | 53.46 | 577.77 |
8 | 2016.01.21 19:00 | sell limit | 3 | 0.15 | 0.71115 | 0.00000 | 0.00000 | ||
9 | 2016.01.21 19:00 | modify | 3 | 0.15 | 0.71115 | 0.71615 | 0.70535 | ||
10 | 2016.01.21 20:15 | expiration | 3 | 0.15 | 0.71115 | 0.71615 | 0.70535 | ||
11 | 2016.01.22 19:00 | sell limit | 4 | 0.15 | 0.71839 | 0.00000 | 0.00000 | ||
12 | 2016.01.22 19:00 | modify | 4 | 0.15 | 0.71839 | 0.72339 | 0.71500 | ||
13 | 2016.01.22 20:15 | expiration | 4 | 0.15 | 0.71839 | 0.72339 | 0.71500 | ||
14 | 2016.01.26 19:00 | sell limit | 5 | 0.15 | 0.72569 | 0.00000 | 0.00000 | ||
15 | 2016.01.26 19:00 | modify | 5 | 0.15 | 0.72569 | 0.73069 | 0.72042 | ||
16 | 2016.01.26 20:15 | expiration | 5 | 0.15 | 0.72569 | 0.73069 | 0.72042 | ||
17 | 2016.01.27 19:00 | sell limit | 6 | 0.15 | 0.72530 | 0.00000 | 0.00000 | ||
18 | 2016.01.27 19:00 | modify | 6 | 0.15 | 0.72530 | 0.73030 | 0.72303 | ||
19 | 2016.01.27 19:18 | sell | 6 | 0.15 | 0.72530 | 0.73030 | 0.72303 | ||
20 | 2016.01.27 21:09 | t/p | 6 | 0.15 | 0.72303 | 0.73030 | 0.72303 | 34.77 | 612.54 |
21 | 2016.02.04 19:00 | buy | 7 | 0.10 | 0.72371 | 0.00000 | 0.00000 | ||
22 | 2016.02.04 19:00 | buy limit | 8 | 0.15 | 0.72271 | 0.00000 | 0.00000 | ||
23 | 2016.02.04 19:00 | modify | 8 | 0.15 | 0.72271 | 0.71771 | 0.72577 | ||
24 | 2016.02.04 19:00 | modify | 7 | 0.10 | 0.72371 | 0.72073 | 0.72577 | ||
25 | 2016.02.04 20:15 | expiration | 8 | 0.15 | 0.72271 | 0.71771 | 0.72577 | ||
26 | 2016.02.05 13:39 | s/l | 7 | 0.10 | 0.72073 | 0.72073 | 0.72577 | -30.42 | 582.12 |
27 | 2016.02.15 19:00 | sell limit | 9 | 0.15 | 0.71513 | 0.00000 | 0.00000 | ||
28 | 2016.02.15 19:00 | modify | 9 | 0.15 | 0.71513 | 0.72013 | 0.71268 | ||
29 | 2016.02.15 20:15 | expiration | 9 | 0.15 | 0.71513 | 0.72013 | 0.71268 | ||
30 | 2016.02.17 19:00 | sell limit | 10 | 0.15 | 0.72622 | 0.00000 | 0.00000 | ||
31 | 2016.02.17 19:00 | modify | 10 | 0.15 | 0.72622 | 0.73122 | 0.72196 | ||
32 | 2016.02.17 20:15 | expiration | 10 | 0.15 | 0.72622 | 0.73122 | 0.72196 | ||
33 | 2016.02.22 19:00 | sell limit | 11 | 0.15 | 0.73063 | 0.00000 | 0.00000 | ||
34 | 2016.02.22 19:00 | modify | 11 | 0.15 | 0.73063 | 0.73563 | 0.72736 | ||
35 | 2016.02.22 19:39 | sell | 11 | 0.15 | 0.73063 | 0.73563 | 0.72736 | ||
36 | 2016.02.23 03:51 | t/p | 11 | 0.15 | 0.72736 | 0.73563 | 0.72736 | 50.02 | 632.13 |
37 | 2016.03.01 19:00 | sell limit | 12 | 0.15 | 0.74655 | 0.00000 | 0.00000 | ||
38 | 2016.03.01 19:00 | modify | 12 | 0.15 | 0.74655 | 0.75155 | 0.74336 | ||
39 | 2016.03.01 20:15 | expiration | 12 | 0.15 | 0.74655 | 0.75155 | 0.74336 | ||
40 | 2016.03.04 19:00 | sell limit | 13 | 0.15 | 0.74467 | 0.00000 | 0.00000 | ||
41 | 2016.03.04 19:00 | modify | 13 | 0.15 | 0.74467 | 0.74967 | 0.74266 | ||
42 | 2016.03.04 19:12 | sell | 13 | 0.15 | 0.74467 | 0.74967 | 0.74266 | ||
43 | 2016.03.07 10:16 | s/l | 13 | 0.15 | 0.74967 | 0.74967 | 0.74266 | -76.64 | 555.49 |
44 | 2016.03.10 19:00 | buy | 14 | 0.10 | 0.73720 | 0.00000 | 0.00000 | ||
45 | 2016.03.10 19:00 | buy limit | 15 | 0.15 | 0.73559 | 0.00000 | 0.00000 | ||
46 | 2016.03.10 19:00 | modify | 15 | 0.15 | 0.73559 | 0.73059 | 0.74107 | ||
47 | 2016.03.10 19:00 | modify | 14 | 0.10 | 0.73720 | 0.73011 | 0.74107 | ||
48 | 2016.03.10 19:39 | buy | 15 | 0.15 | 0.73559 | 0.73059 | 0.74107 | ||
49 | 2016.03.11 05:31 | t/p | 14 | 0.10 | 0.74107 | 0.73011 | 0.74107 | 39.53 | 595.02 |
50 | 2016.03.11 05:31 | t/p | 15 | 0.15 | 0.74107 | 0.73059 | 0.74107 | 83.96 | 678.98 |
51 | 2016.03.31 19:00 | buy | 16 | 0.10 | 0.73889 | 0.00000 | 0.00000 | ||
52 | 2016.03.31 19:00 | buy limit | 17 | 0.15 | 0.73789 | 0.00000 | 0.00000 | ||
53 | 2016.03.31 19:00 | modify | 17 | 0.15 | 0.73789 | 0.73289 | 0.73990 | ||
54 | 2016.03.31 19:00 | modify | 16 | 0.10 | 0.73889 | 0.73672 | 0.73990 | ||
55 | 2016.03.31 20:15 | expiration | 17 | 0.15 | 0.73789 | 0.73289 | 0.73990 | ||
56 | 2016.03.31 21:57 | t/p | 16 | 0.10 | 0.73990 | 0.73672 | 0.73990 | 10.32 | 689.30 |
57 | 2016.04.18 19:00 | sell limit | 18 | 0.15 | 0.75296 | 0.00000 | 0.00000 | ||
58 | 2016.04.18 19:00 | modify | 18 | 0.15 | 0.75296 | 0.75796 | 0.75065 | ||
59 | 2016.04.18 20:15 | expiration | 18 | 0.15 | 0.75296 | 0.75796 | 0.75065 |