Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
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 | 7319 | Ticks modelled | 3505174 | Modelling quality | 75.60% |
Mismatched charts errors | 11 | ||||
Initial deposit | 500.00 | Spread | Current (27) | ||
Total net profit | -50.71 | Gross profit | 326.22 | Gross loss | -376.93 |
Profit factor | 0.87 | Expected payoff | -2.67 | ||
Absolute drawdown | 106.96 | Maximal drawdown | 181.52 (31.59%) | Relative drawdown | 31.59% (181.52) |
Total trades | 19 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 57.24 | loss trade | -75.62 | |
Average | profit trade | 25.09 | loss trade | -62.82 | |
Maximum | consecutive wins (profit in money) | 4 (85.67) | consecutive losses (loss in money) | 2 (-102.02) | |
Maximal | consecutive profit (count of wins) | 97.06 (3) | consecutive loss (count of losses) | -102.02 (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 | 0.65587 | 0.00000 | 0.00000 | ||
2 | 2016.01.08 19:00 | buy limit | 2 | 0.15 | 0.65410 | 0.00000 | 0.00000 | ||
3 | 2016.01.08 19:00 | modify | 2 | 0.15 | 0.65410 | 0.64910 | 0.65725 | ||
4 | 2016.01.08 19:00 | modify | 1 | 0.10 | 0.65587 | 0.65095 | 0.65725 | ||
5 | 2016.01.08 20:15 | expiration | 2 | 0.15 | 0.65410 | 0.64910 | 0.65725 | ||
6 | 2016.01.11 01:03 | s/l | 1 | 0.10 | 0.65095 | 0.65095 | 0.65725 | -49.09 | 450.91 |
7 | 2016.01.21 19:00 | sell limit | 3 | 0.15 | 0.65372 | 0.00000 | 0.00000 | ||
8 | 2016.01.21 19:00 | modify | 3 | 0.15 | 0.65372 | 0.65872 | 0.65072 | ||
9 | 2016.01.21 20:15 | expiration | 3 | 0.15 | 0.65372 | 0.65872 | 0.65072 | ||
10 | 2016.01.22 19:00 | buy | 4 | 0.10 | 0.64829 | 0.00000 | 0.00000 | ||
11 | 2016.01.22 19:00 | buy limit | 5 | 0.15 | 0.64729 | 0.00000 | 0.00000 | ||
12 | 2016.01.22 19:00 | modify | 5 | 0.15 | 0.64729 | 0.64229 | 0.64932 | ||
13 | 2016.01.22 19:00 | modify | 4 | 0.10 | 0.64829 | 0.64580 | 0.64932 | ||
14 | 2016.01.22 19:24 | buy | 5 | 0.15 | 0.64729 | 0.64229 | 0.64932 | ||
15 | 2016.01.25 00:09 | t/p | 4 | 0.10 | 0.64932 | 0.64580 | 0.64932 | 10.41 | 461.32 |
16 | 2016.01.25 00:09 | t/p | 5 | 0.15 | 0.64932 | 0.64229 | 0.64932 | 30.62 | 491.94 |
17 | 2016.01.26 19:00 | sell limit | 6 | 0.15 | 0.65013 | 0.00000 | 0.00000 | ||
18 | 2016.01.26 19:00 | modify | 6 | 0.15 | 0.65013 | 0.65513 | 0.64794 | ||
19 | 2016.01.26 19:30 | sell | 6 | 0.15 | 0.65013 | 0.65513 | 0.64794 | ||
20 | 2016.01.27 04:09 | t/p | 6 | 0.15 | 0.64794 | 0.65513 | 0.64794 | 32.64 | 524.59 |
21 | 2016.01.29 19:00 | buy | 7 | 0.10 | 0.64653 | 0.00000 | 0.00000 | ||
22 | 2016.01.29 19:00 | buy limit | 8 | 0.15 | 0.64553 | 0.00000 | 0.00000 | ||
23 | 2016.01.29 19:00 | modify | 8 | 0.15 | 0.64553 | 0.64053 | 0.64773 | ||
24 | 2016.01.29 19:00 | modify | 7 | 0.10 | 0.64653 | 0.64373 | 0.64773 | ||
25 | 2016.01.29 20:15 | expiration | 8 | 0.15 | 0.64553 | 0.64053 | 0.64773 | ||
26 | 2016.01.29 21:37 | t/p | 7 | 0.10 | 0.64773 | 0.64373 | 0.64773 | 12.00 | 536.59 |
27 | 2016.02.03 19:00 | sell limit | 9 | 0.15 | 0.66671 | 0.00000 | 0.00000 | ||
28 | 2016.02.03 19:00 | modify | 9 | 0.15 | 0.66671 | 0.67171 | 0.66229 | ||
29 | 2016.02.03 20:06 | sell | 9 | 0.15 | 0.66671 | 0.67171 | 0.66229 | ||
30 | 2016.02.04 12:49 | s/l | 9 | 0.15 | 0.67171 | 0.67171 | 0.66229 | -75.62 | 460.97 |
31 | 2016.02.05 19:00 | buy | 10 | 0.10 | 0.66237 | 0.00000 | 0.00000 | ||
32 | 2016.02.05 19:00 | buy limit | 11 | 0.15 | 0.66137 | 0.00000 | 0.00000 | ||
33 | 2016.02.05 19:00 | modify | 11 | 0.15 | 0.66137 | 0.65637 | 0.66502 | ||
34 | 2016.02.05 19:00 | modify | 10 | 0.10 | 0.66237 | 0.65878 | 0.66502 | ||
35 | 2016.02.05 20:15 | expiration | 11 | 0.15 | 0.66137 | 0.65637 | 0.66502 | ||
36 | 2016.02.08 10:39 | t/p | 10 | 0.10 | 0.66502 | 0.65878 | 0.66502 | 26.61 | 487.58 |
37 | 2016.02.09 19:00 | sell limit | 12 | 0.15 | 0.66674 | 0.00000 | 0.00000 | ||
38 | 2016.02.09 19:00 | modify | 12 | 0.15 | 0.66674 | 0.67174 | 0.66425 | ||
39 | 2016.02.09 20:15 | expiration | 12 | 0.15 | 0.66674 | 0.67174 | 0.66425 | ||
40 | 2016.02.22 19:00 | sell limit | 13 | 0.15 | 0.67273 | 0.00000 | 0.00000 | ||
41 | 2016.02.22 19:00 | modify | 13 | 0.15 | 0.67273 | 0.67773 | 0.66979 | ||
42 | 2016.02.22 20:15 | expiration | 13 | 0.15 | 0.67273 | 0.67773 | 0.66979 | ||
43 | 2016.03.03 19:00 | sell limit | 14 | 0.15 | 0.67518 | 0.00000 | 0.00000 | ||
44 | 2016.03.03 19:00 | modify | 14 | 0.15 | 0.67518 | 0.68018 | 0.67287 | ||
45 | 2016.03.03 19:54 | sell | 14 | 0.15 | 0.67518 | 0.68018 | 0.67287 | ||
46 | 2016.03.03 23:30 | t/p | 14 | 0.15 | 0.67287 | 0.68018 | 0.67287 | 34.65 | 522.23 |
47 | 2016.03.04 19:00 | sell limit | 15 | 0.15 | 0.68077 | 0.00000 | 0.00000 | ||
48 | 2016.03.04 19:00 | modify | 15 | 0.15 | 0.68077 | 0.68577 | 0.67837 | ||
49 | 2016.03.04 19:33 | sell | 15 | 0.15 | 0.68077 | 0.68577 | 0.67837 | ||
50 | 2016.03.07 00:00 | t/p | 15 | 0.15 | 0.67837 | 0.68577 | 0.67837 | 35.79 | 558.03 |
51 | 2016.03.09 19:00 | sell limit | 16 | 0.15 | 0.68138 | 0.00000 | 0.00000 | ||
52 | 2016.03.09 19:00 | modify | 16 | 0.15 | 0.68138 | 0.68638 | 0.67853 | ||
53 | 2016.03.09 20:15 | expiration | 16 | 0.15 | 0.68138 | 0.68638 | 0.67853 | ||
54 | 2016.03.11 19:00 | sell limit | 17 | 0.15 | 0.67720 | 0.00000 | 0.00000 | ||
55 | 2016.03.11 19:00 | modify | 17 | 0.15 | 0.67720 | 0.68220 | 0.67475 | ||
56 | 2016.03.11 20:15 | expiration | 17 | 0.15 | 0.67720 | 0.68220 | 0.67475 | ||
57 | 2016.03.14 19:00 | buy | 18 | 0.10 | 0.66826 | 0.00000 | 0.00000 | ||
58 | 2016.03.14 19:00 | buy limit | 19 | 0.15 | 0.66726 | 0.00000 | 0.00000 | ||
59 | 2016.03.14 19:00 | modify | 19 | 0.15 | 0.66726 | 0.66226 | 0.66931 | ||
60 | 2016.03.14 19:00 | modify | 18 | 0.10 | 0.66826 | 0.66553 | 0.66931 | ||
61 | 2016.03.14 19:21 | buy | 19 | 0.15 | 0.66726 | 0.66226 | 0.66931 | ||
62 | 2016.03.15 02:58 | s/l | 18 | 0.10 | 0.66553 | 0.66553 | 0.66931 | -27.19 | 530.84 |
63 | 2016.03.15 16:18 | s/l | 19 | 0.15 | 0.66226 | 0.66226 | 0.66931 | -74.83 | 456.01 |
64 | 2016.03.15 19:00 | buy | 20 | 0.10 | 0.65924 | 0.00000 | 0.00000 | ||
65 | 2016.03.15 19:00 | buy limit | 21 | 0.15 | 0.65824 | 0.00000 | 0.00000 | ||
66 | 2016.03.15 19:00 | modify | 21 | 0.15 | 0.65824 | 0.65324 | 0.66105 | ||
67 | 2016.03.15 19:00 | modify | 20 | 0.10 | 0.65924 | 0.65657 | 0.66105 | ||
68 | 2016.03.15 20:15 | expiration | 21 | 0.15 | 0.65824 | 0.65324 | 0.66105 | ||
69 | 2016.03.16 00:31 | t/p | 20 | 0.10 | 0.66105 | 0.65657 | 0.66105 | 18.21 | 474.22 |
70 | 2016.03.17 19:00 | sell limit | 22 | 0.15 | 0.68568 | 0.00000 | 0.00000 | ||
71 | 2016.03.17 19:00 | modify | 22 | 0.15 | 0.68568 | 0.69068 | 0.68185 | ||
72 | 2016.03.17 19:35 | sell | 22 | 0.15 | 0.68568 | 0.69068 | 0.68185 | ||
73 | 2016.03.18 09:43 | t/p | 22 | 0.15 | 0.68185 | 0.69068 | 0.68185 | 57.24 | 531.46 |
74 | 2016.03.29 19:00 | sell limit | 23 | 0.15 | 0.68096 | 0.00000 | 0.00000 | ||
75 | 2016.03.29 19:00 | modify | 23 | 0.15 | 0.68096 | 0.68596 | 0.67856 | ||
76 | 2016.03.29 19:20 | sell | 23 | 0.15 | 0.68096 | 0.68596 | 0.67856 | ||
77 | 2016.03.29 20:54 | s/l | 23 | 0.15 | 0.68596 | 0.68596 | 0.67856 | -75.00 | 456.46 |
78 | 2016.04.07 19:00 | buy | 24 | 0.10 | 0.67775 | 0.00000 | 0.00000 | ||
79 | 2016.04.07 19:00 | buy limit | 25 | 0.15 | 0.67675 | 0.00000 | 0.00000 | ||
80 | 2016.04.07 19:00 | modify | 25 | 0.15 | 0.67675 | 0.67175 | 0.67910 | ||
81 | 2016.04.07 19:00 | modify | 24 | 0.10 | 0.67775 | 0.67490 | 0.67910 | ||
82 | 2016.04.07 19:30 | buy | 25 | 0.15 | 0.67675 | 0.67175 | 0.67910 | ||
83 | 2016.04.08 05:11 | t/p | 24 | 0.10 | 0.67910 | 0.67490 | 0.67910 | 13.61 | 470.08 |
84 | 2016.04.08 05:11 | t/p | 25 | 0.15 | 0.67910 | 0.67175 | 0.67910 | 35.42 | 505.49 |
85 | 2016.04.18 19:00 | sell limit | 26 | 0.15 | 0.69537 | 0.00000 | 0.00000 | ||
86 | 2016.04.18 19:00 | modify | 26 | 0.15 | 0.69537 | 0.70037 | 0.69256 | ||
87 | 2016.04.18 19:22 | sell | 26 | 0.15 | 0.69537 | 0.70037 | 0.69256 | ||
88 | 2016.04.19 06:42 | s/l | 26 | 0.15 | 0.70037 | 0.70037 | 0.69256 | -75.21 | 430.29 |
89 | 2016.04.19 19:00 | sell limit | 27 | 0.15 | 0.70456 | 0.00000 | 0.00000 | ||
90 | 2016.04.19 19:00 | modify | 27 | 0.15 | 0.70456 | 0.70956 | 0.70235 | ||
91 | 2016.04.19 20:15 | expiration | 27 | 0.15 | 0.70456 | 0.70956 | 0.70235 | ||
92 | 2016.04.22 19:00 | buy | 28 | 0.10 | 0.68544 | 0.00000 | 0.00000 | ||
93 | 2016.04.22 19:00 | buy limit | 29 | 0.15 | 0.68444 | 0.00000 | 0.00000 | ||
94 | 2016.04.22 19:00 | modify | 29 | 0.15 | 0.68444 | 0.67944 | 0.68674 | ||
95 | 2016.04.22 19:00 | modify | 28 | 0.10 | 0.68544 | 0.68260 | 0.68674 | ||
96 | 2016.04.22 19:24 | buy | 29 | 0.15 | 0.68444 | 0.67944 | 0.68674 | ||
97 | 2016.04.22 22:59 | close at stop | 29 | 0.15 | 0.68560 | 0.67944 | 0.68674 | 17.40 | 447.69 |
98 | 2016.04.22 22:59 | close at stop | 28 | 0.10 | 0.68560 | 0.68260 | 0.68674 | 1.60 | 449.29 |