Symbol | CADJPY (Canadian 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 | 6742537 | Modelling quality | 75.60% |
Mismatched charts errors | 20 | ||||
Initial deposit | 500.00 | Spread | Current (48) | ||
Total net profit | 245.47 | Gross profit | 560.43 | Gross loss | -314.96 |
Profit factor | 1.78 | Expected payoff | 12.92 | ||
Absolute drawdown | 113.74 | Maximal drawdown | 169.33 (22.24%) | Relative drawdown | 29.72% (163.34) |
Total trades | 19 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
Largest | profit trade | 83.47 | loss trade | -71.25 | |
Average | profit trade | 40.03 | loss trade | -62.99 | |
Maximum | consecutive wins (profit in money) | 5 (163.82) | consecutive losses (loss in money) | 2 (-141.97) | |
Maximal | consecutive profit (count of wins) | 238.49 (4) | consecutive loss (count of losses) | -141.97 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.15 19:00 | buy | 1 | 0.10 | 80.411 | 0.000 | 0.000 | ||
2 | 2016.01.15 19:00 | buy limit | 2 | 0.15 | 80.311 | 0.000 | 0.000 | ||
3 | 2016.01.15 19:00 | modify | 2 | 0.15 | 80.311 | 79.811 | 80.816 | ||
4 | 2016.01.15 19:00 | modify | 1 | 0.10 | 80.411 | 79.822 | 80.816 | ||
5 | 2016.01.15 19:24 | buy | 2 | 0.15 | 80.311 | 79.811 | 80.816 | ||
6 | 2016.01.18 05:38 | t/p | 1 | 0.10 | 80.816 | 79.822 | 80.816 | 38.31 | 538.31 |
7 | 2016.01.18 05:38 | t/p | 2 | 0.15 | 80.816 | 79.811 | 80.816 | 71.65 | 609.96 |
8 | 2016.01.21 19:00 | sell limit | 3 | 0.15 | 82.702 | 0.000 | 0.000 | ||
9 | 2016.01.21 19:00 | modify | 3 | 0.15 | 82.702 | 83.202 | 82.046 | ||
10 | 2016.01.21 20:15 | expiration | 3 | 0.15 | 82.702 | 83.202 | 82.046 | ||
11 | 2016.01.26 19:00 | sell limit | 4 | 0.15 | 84.357 | 0.000 | 0.000 | ||
12 | 2016.01.26 19:00 | modify | 4 | 0.15 | 84.357 | 84.857 | 83.767 | ||
13 | 2016.01.26 19:27 | sell | 4 | 0.15 | 84.357 | 84.857 | 83.767 | ||
14 | 2016.01.27 03:22 | t/p | 4 | 0.15 | 83.767 | 84.857 | 83.767 | 83.47 | 693.43 |
15 | 2016.01.27 19:00 | sell limit | 5 | 0.15 | 84.698 | 0.000 | 0.000 | ||
16 | 2016.01.27 19:00 | modify | 5 | 0.15 | 84.698 | 85.198 | 84.380 | ||
17 | 2016.01.27 19:07 | sell | 5 | 0.15 | 84.698 | 85.198 | 84.380 | ||
18 | 2016.01.27 21:07 | t/p | 5 | 0.15 | 84.380 | 85.198 | 84.380 | 45.06 | 738.49 |
19 | 2016.02.04 19:00 | buy | 6 | 0.10 | 85.060 | 0.000 | 0.000 | ||
20 | 2016.02.04 19:00 | buy limit | 7 | 0.15 | 84.960 | 0.000 | 0.000 | ||
21 | 2016.02.04 19:00 | modify | 7 | 0.15 | 84.960 | 84.460 | 85.290 | ||
22 | 2016.02.04 19:00 | modify | 6 | 0.10 | 85.060 | 84.734 | 85.290 | ||
23 | 2016.02.04 20:15 | expiration | 7 | 0.15 | 84.960 | 84.460 | 85.290 | ||
24 | 2016.02.05 15:32 | s/l | 6 | 0.10 | 84.734 | 84.734 | 85.290 | -30.77 | 707.72 |
25 | 2016.02.08 19:00 | buy | 8 | 0.10 | 82.849 | 0.000 | 0.000 | ||
26 | 2016.02.08 19:00 | buy limit | 9 | 0.15 | 82.556 | 0.000 | 0.000 | ||
27 | 2016.02.08 19:00 | modify | 9 | 0.15 | 82.556 | 82.056 | 83.062 | ||
28 | 2016.02.08 19:00 | modify | 8 | 0.10 | 82.849 | 82.050 | 83.062 | ||
29 | 2016.02.08 19:09 | t/p | 8 | 0.10 | 83.062 | 82.050 | 83.062 | 20.13 | 727.85 |
30 | 2016.02.08 20:15 | expiration | 9 | 0.15 | 82.556 | 82.056 | 83.062 | ||
31 | 2016.02.12 19:00 | sell limit | 10 | 0.15 | 81.756 | 0.000 | 0.000 | ||
32 | 2016.02.12 19:00 | modify | 10 | 0.15 | 81.756 | 82.256 | 81.403 | ||
33 | 2016.02.12 19:52 | sell | 10 | 0.15 | 81.756 | 82.256 | 81.403 | ||
34 | 2016.02.15 03:30 | s/l | 10 | 0.15 | 82.256 | 82.256 | 81.403 | -70.97 | 656.88 |
35 | 2016.02.15 19:00 | sell limit | 11 | 0.15 | 82.989 | 0.000 | 0.000 | ||
36 | 2016.02.15 19:00 | modify | 11 | 0.15 | 82.989 | 83.489 | 82.656 | ||
37 | 2016.02.15 20:15 | expiration | 11 | 0.15 | 82.989 | 83.489 | 82.656 | ||
38 | 2016.02.17 19:00 | sell limit | 12 | 0.15 | 83.614 | 0.000 | 0.000 | ||
39 | 2016.02.17 19:00 | modify | 12 | 0.15 | 83.614 | 84.114 | 83.131 | ||
40 | 2016.02.17 20:15 | expiration | 12 | 0.15 | 83.614 | 84.114 | 83.131 | ||
41 | 2016.02.22 19:00 | sell limit | 13 | 0.15 | 82.744 | 0.000 | 0.000 | ||
42 | 2016.02.22 19:00 | modify | 13 | 0.15 | 82.744 | 83.244 | 82.454 | ||
43 | 2016.02.22 19:24 | sell | 13 | 0.15 | 82.744 | 83.244 | 82.454 | ||
44 | 2016.02.22 21:15 | t/p | 13 | 0.15 | 82.454 | 83.244 | 82.454 | 41.09 | 697.97 |
45 | 2016.02.25 19:00 | sell limit | 14 | 0.15 | 83.075 | 0.000 | 0.000 | ||
46 | 2016.02.25 19:00 | modify | 14 | 0.15 | 83.075 | 83.575 | 82.697 | ||
47 | 2016.02.25 20:15 | expiration | 14 | 0.15 | 83.075 | 83.575 | 82.697 | ||
48 | 2016.03.01 19:00 | sell limit | 15 | 0.15 | 85.078 | 0.000 | 0.000 | ||
49 | 2016.03.01 19:00 | modify | 15 | 0.15 | 85.078 | 85.578 | 84.461 | ||
50 | 2016.03.01 20:15 | expiration | 15 | 0.15 | 85.078 | 85.578 | 84.461 | ||
51 | 2016.03.04 19:00 | sell limit | 16 | 0.15 | 85.471 | 0.000 | 0.000 | ||
52 | 2016.03.04 19:00 | modify | 16 | 0.15 | 85.471 | 85.971 | 85.175 | ||
53 | 2016.03.04 19:21 | sell | 16 | 0.15 | 85.471 | 85.971 | 85.175 | ||
54 | 2016.03.07 02:23 | t/p | 16 | 0.15 | 85.175 | 85.971 | 85.175 | 41.81 | 739.77 |
55 | 2016.03.08 19:00 | buy | 17 | 0.10 | 84.086 | 0.000 | 0.000 | ||
56 | 2016.03.08 19:00 | buy limit | 18 | 0.15 | 83.816 | 0.000 | 0.000 | ||
57 | 2016.03.08 19:00 | modify | 18 | 0.15 | 83.816 | 83.316 | 84.186 | ||
58 | 2016.03.08 19:00 | modify | 17 | 0.10 | 84.086 | 83.446 | 84.186 | ||
59 | 2016.03.08 19:25 | t/p | 17 | 0.10 | 84.186 | 83.446 | 84.186 | 9.45 | 749.22 |
60 | 2016.03.08 20:15 | expiration | 18 | 0.15 | 83.816 | 83.316 | 84.186 | ||
61 | 2016.03.09 19:00 | sell limit | 19 | 0.15 | 85.399 | 0.000 | 0.000 | ||
62 | 2016.03.09 19:00 | modify | 19 | 0.15 | 85.399 | 85.899 | 84.966 | ||
63 | 2016.03.09 19:05 | sell | 19 | 0.15 | 85.399 | 85.899 | 84.966 | ||
64 | 2016.03.10 14:48 | s/l | 19 | 0.15 | 85.899 | 85.899 | 84.966 | -71.25 | 677.97 |
65 | 2016.03.10 19:00 | buy | 20 | 0.10 | 84.596 | 0.000 | 0.000 | ||
66 | 2016.03.10 19:00 | buy limit | 21 | 0.15 | 84.331 | 0.000 | 0.000 | ||
67 | 2016.03.10 19:00 | modify | 21 | 0.15 | 84.331 | 83.831 | 84.737 | ||
68 | 2016.03.10 19:00 | modify | 20 | 0.10 | 84.596 | 83.925 | 84.737 | ||
69 | 2016.03.10 19:41 | buy | 21 | 0.15 | 84.331 | 83.831 | 84.737 | ||
70 | 2016.03.10 22:16 | t/p | 20 | 0.10 | 84.737 | 83.925 | 84.737 | 13.32 | 691.29 |
71 | 2016.03.10 22:16 | t/p | 21 | 0.15 | 84.737 | 83.831 | 84.737 | 57.54 | 748.83 |
72 | 2016.03.11 19:00 | sell limit | 22 | 0.15 | 86.198 | 0.000 | 0.000 | ||
73 | 2016.03.11 19:00 | modify | 22 | 0.15 | 86.198 | 86.698 | 85.799 | ||
74 | 2016.03.11 20:15 | expiration | 22 | 0.15 | 86.198 | 86.698 | 85.799 | ||
75 | 2016.03.22 19:00 | sell limit | 23 | 0.15 | 85.925 | 0.000 | 0.000 | ||
76 | 2016.03.22 19:00 | modify | 23 | 0.15 | 85.925 | 86.425 | 85.626 | ||
77 | 2016.03.22 19:24 | sell | 23 | 0.15 | 85.925 | 86.425 | 85.626 | ||
78 | 2016.03.23 16:04 | t/p | 23 | 0.15 | 85.626 | 86.425 | 85.626 | 42.23 | 791.06 |
79 | 2016.03.28 19:00 | sell limit | 24 | 0.15 | 86.007 | 0.000 | 0.000 | ||
80 | 2016.03.28 19:00 | modify | 24 | 0.15 | 86.007 | 86.507 | 85.732 | ||
81 | 2016.03.28 20:15 | expiration | 24 | 0.15 | 86.007 | 86.507 | 85.732 | ||
82 | 2016.04.05 19:00 | buy | 25 | 0.10 | 83.670 | 0.000 | 0.000 | ||
83 | 2016.04.05 19:00 | buy limit | 26 | 0.15 | 83.554 | 0.000 | 0.000 | ||
84 | 2016.04.05 19:00 | modify | 26 | 0.15 | 83.554 | 83.054 | 83.922 | ||
85 | 2016.04.05 19:00 | modify | 25 | 0.10 | 83.670 | 83.186 | 83.922 | ||
86 | 2016.04.05 20:15 | expiration | 26 | 0.15 | 83.554 | 83.054 | 83.922 | ||
87 | 2016.04.05 21:34 | t/p | 25 | 0.10 | 83.922 | 83.186 | 83.922 | 23.81 | 814.87 |
88 | 2016.04.07 19:00 | buy | 27 | 0.10 | 82.049 | 0.000 | 0.000 | ||
89 | 2016.04.07 19:00 | buy limit | 28 | 0.15 | 81.813 | 0.000 | 0.000 | ||
90 | 2016.04.07 19:00 | modify | 28 | 0.15 | 81.813 | 81.313 | 82.334 | ||
91 | 2016.04.07 19:00 | modify | 27 | 0.10 | 82.049 | 81.292 | 82.334 | ||
92 | 2016.04.07 20:15 | expiration | 28 | 0.15 | 81.813 | 81.313 | 82.334 | ||
93 | 2016.04.07 20:55 | t/p | 27 | 0.10 | 82.334 | 81.292 | 82.334 | 26.92 | 841.79 |
94 | 2016.04.12 19:00 | sell limit | 29 | 0.15 | 84.894 | 0.000 | 0.000 | ||
95 | 2016.04.12 19:00 | modify | 29 | 0.15 | 84.894 | 85.394 | 84.570 | ||
96 | 2016.04.12 19:51 | sell | 29 | 0.15 | 84.894 | 85.394 | 84.570 | ||
97 | 2016.04.13 05:33 | s/l | 29 | 0.15 | 85.394 | 85.394 | 84.570 | -70.98 | 770.80 |
98 | 2016.04.18 19:00 | sell limit | 30 | 0.15 | 85.024 | 0.000 | 0.000 | ||
99 | 2016.04.18 19:00 | modify | 30 | 0.15 | 85.024 | 85.524 | 84.567 | ||
100 | 2016.04.18 19:22 | sell | 30 | 0.15 | 85.024 | 85.524 | 84.567 | ||
101 | 2016.04.19 03:08 | s/l | 30 | 0.15 | 85.524 | 85.524 | 84.567 | -70.98 | 699.82 |
102 | 2016.04.19 19:00 | sell limit | 31 | 0.15 | 86.512 | 0.000 | 0.000 | ||
103 | 2016.04.19 19:00 | modify | 31 | 0.15 | 86.512 | 87.012 | 86.168 | ||
104 | 2016.04.19 20:15 | expiration | 31 | 0.15 | 86.512 | 87.012 | 86.168 | ||
105 | 2016.04.20 19:00 | sell limit | 32 | 0.15 | 86.858 | 0.000 | 0.000 | ||
106 | 2016.04.20 19:00 | modify | 32 | 0.15 | 86.858 | 87.358 | 86.533 | ||
107 | 2016.04.20 19:46 | sell | 32 | 0.15 | 86.858 | 87.358 | 86.533 | ||
108 | 2016.04.21 16:08 | t/p | 32 | 0.15 | 86.533 | 87.358 | 86.533 | 45.65 | 745.47 |
109 | 2016.04.22 19:00 | sell limit | 33 | 0.15 | 88.222 | 0.000 | 0.000 | ||
110 | 2016.04.22 19:00 | modify | 33 | 0.15 | 88.222 | 88.722 | 87.676 | ||
111 | 2016.04.22 20:15 | expiration | 33 | 0.15 | 88.222 | 88.722 | 87.676 |