Symbol | EURGBP (Euro vs Great Britain Pound) | ||||
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 | 9787 | Ticks modelled | 6087117 | Modelling quality | 72.51% |
Mismatched charts errors | 10 | ||||
Initial deposit | 500.00 | Spread | Current (24) | ||
Total net profit | 286.87 | Gross profit | 487.53 | Gross loss | -200.66 |
Profit factor | 2.43 | Expected payoff | 23.91 | ||
Absolute drawdown | 12.04 | Maximal drawdown | 164.06 (19.69%) | Relative drawdown | 19.69% (164.06) |
Total trades | 12 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
Largest | profit trade | 88.75 | loss trade | -100.36 | |
Average | profit trade | 48.75 | loss trade | -100.33 | |
Maximum | consecutive wins (profit in money) | 6 (314.12) | consecutive losses (loss in money) | 1 (-100.36) | |
Maximal | consecutive profit (count of wins) | 314.12 (6) | consecutive loss (count of losses) | -100.36 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.12.03 19:00 | sell limit | 1 | 0.15 | 0.72413 | 0.00000 | 0.00000 | ||
2 | 2015.12.03 19:00 | modify | 1 | 0.15 | 0.72413 | 0.72913 | 0.71956 | ||
3 | 2015.12.03 20:15 | expiration | 1 | 0.15 | 0.72413 | 0.72913 | 0.71956 | ||
4 | 2015.12.22 19:00 | sell limit | 2 | 0.15 | 0.74115 | 0.00000 | 0.00000 | ||
5 | 2015.12.22 19:00 | modify | 2 | 0.15 | 0.74115 | 0.74615 | 0.73895 | ||
6 | 2015.12.22 19:09 | sell | 2 | 0.15 | 0.74115 | 0.74615 | 0.73895 | ||
7 | 2015.12.22 23:57 | t/p | 2 | 0.15 | 0.73895 | 0.74615 | 0.73895 | 44.17 | 544.17 |
8 | 2016.01.15 19:00 | sell limit | 3 | 0.15 | 0.76822 | 0.00000 | 0.00000 | ||
9 | 2016.01.15 19:00 | modify | 3 | 0.15 | 0.76822 | 0.77322 | 0.76380 | ||
10 | 2016.01.15 19:07 | sell | 3 | 0.15 | 0.76822 | 0.77322 | 0.76380 | ||
11 | 2016.01.18 03:18 | t/p | 3 | 0.15 | 0.76380 | 0.77322 | 0.76380 | 88.75 | 632.92 |
12 | 2016.01.21 19:00 | buy | 4 | 0.10 | 0.76332 | 0.00000 | 0.00000 | ||
13 | 2016.01.21 19:00 | buy limit | 5 | 0.15 | 0.76232 | 0.00000 | 0.00000 | ||
14 | 2016.01.21 19:00 | modify | 5 | 0.15 | 0.76232 | 0.75732 | 0.76550 | ||
15 | 2016.01.21 19:00 | modify | 4 | 0.10 | 0.76332 | 0.76016 | 0.76550 | ||
16 | 2016.01.21 19:17 | buy | 5 | 0.15 | 0.76232 | 0.75732 | 0.76550 | ||
17 | 2016.01.21 20:36 | t/p | 4 | 0.10 | 0.76550 | 0.76016 | 0.76550 | 29.17 | 662.09 |
18 | 2016.01.21 20:36 | t/p | 5 | 0.15 | 0.76550 | 0.75732 | 0.76550 | 63.83 | 725.92 |
19 | 2016.01.26 19:00 | buy | 6 | 0.10 | 0.75625 | 0.00000 | 0.00000 | ||
20 | 2016.01.26 19:00 | buy limit | 7 | 0.15 | 0.75525 | 0.00000 | 0.00000 | ||
21 | 2016.01.26 19:00 | modify | 7 | 0.15 | 0.75525 | 0.75025 | 0.75829 | ||
22 | 2016.01.26 19:00 | modify | 6 | 0.10 | 0.75625 | 0.75333 | 0.75829 | ||
23 | 2016.01.26 19:13 | buy | 7 | 0.15 | 0.75525 | 0.75025 | 0.75829 | ||
24 | 2016.01.27 09:17 | t/p | 6 | 0.10 | 0.75829 | 0.75333 | 0.75829 | 27.25 | 753.17 |
25 | 2016.01.27 09:17 | t/p | 7 | 0.15 | 0.75829 | 0.75025 | 0.75829 | 60.95 | 814.12 |
26 | 2016.01.29 19:00 | sell limit | 8 | 0.15 | 0.76483 | 0.00000 | 0.00000 | ||
27 | 2016.01.29 19:00 | modify | 8 | 0.15 | 0.76483 | 0.76983 | 0.76274 | ||
28 | 2016.01.29 20:15 | expiration | 8 | 0.15 | 0.76483 | 0.76983 | 0.76274 | ||
29 | 2016.02.04 19:00 | sell limit | 9 | 0.15 | 0.76929 | 0.00000 | 0.00000 | ||
30 | 2016.02.04 19:00 | modify | 9 | 0.15 | 0.76929 | 0.77429 | 0.76615 | ||
31 | 2016.02.04 20:15 | expiration | 9 | 0.15 | 0.76929 | 0.77429 | 0.76615 | ||
32 | 2016.02.08 19:00 | sell limit | 10 | 0.15 | 0.77657 | 0.00000 | 0.00000 | ||
33 | 2016.02.08 19:00 | modify | 10 | 0.15 | 0.77657 | 0.78157 | 0.77352 | ||
34 | 2016.02.08 20:15 | expiration | 10 | 0.15 | 0.77657 | 0.78157 | 0.77352 | ||
35 | 2016.02.16 19:00 | sell limit | 11 | 0.15 | 0.78055 | 0.00000 | 0.00000 | ||
36 | 2016.02.16 19:00 | modify | 11 | 0.15 | 0.78055 | 0.78555 | 0.77794 | ||
37 | 2016.02.16 20:15 | expiration | 11 | 0.15 | 0.78055 | 0.78555 | 0.77794 | ||
38 | 2016.02.23 19:00 | sell limit | 12 | 0.15 | 0.78543 | 0.00000 | 0.00000 | ||
39 | 2016.02.23 19:00 | modify | 12 | 0.15 | 0.78543 | 0.79043 | 0.78284 | ||
40 | 2016.02.23 19:07 | sell | 12 | 0.15 | 0.78543 | 0.79043 | 0.78284 | ||
41 | 2016.02.24 12:52 | s/l | 12 | 0.15 | 0.79043 | 0.79043 | 0.78284 | -100.36 | 713.76 |
42 | 2016.02.29 19:00 | buy | 13 | 0.10 | 0.78061 | 0.00000 | 0.00000 | ||
43 | 2016.02.29 19:00 | buy limit | 14 | 0.15 | 0.77932 | 0.00000 | 0.00000 | ||
44 | 2016.02.29 19:00 | modify | 14 | 0.15 | 0.77932 | 0.77432 | 0.78176 | ||
45 | 2016.02.29 19:00 | modify | 13 | 0.10 | 0.78061 | 0.77688 | 0.78176 | ||
46 | 2016.02.29 20:15 | expiration | 14 | 0.15 | 0.77932 | 0.77432 | 0.78176 | ||
47 | 2016.02.29 20:22 | t/p | 13 | 0.10 | 0.78176 | 0.77688 | 0.78176 | 15.39 | 729.15 |
48 | 2016.03.10 19:00 | sell limit | 15 | 0.15 | 0.78193 | 0.00000 | 0.00000 | ||
49 | 2016.03.10 19:00 | modify | 15 | 0.15 | 0.78193 | 0.78693 | 0.77818 | ||
50 | 2016.03.10 19:25 | sell | 15 | 0.15 | 0.78193 | 0.78693 | 0.77818 | ||
51 | 2016.03.11 11:42 | t/p | 15 | 0.15 | 0.77818 | 0.78693 | 0.77818 | 75.30 | 804.45 |
52 | 2016.03.11 19:00 | buy | 16 | 0.10 | 0.77516 | 0.00000 | 0.00000 | ||
53 | 2016.03.11 19:00 | buy limit | 17 | 0.15 | 0.77416 | 0.00000 | 0.00000 | ||
54 | 2016.03.11 19:00 | modify | 17 | 0.15 | 0.77416 | 0.76916 | 0.77704 | ||
55 | 2016.03.11 19:00 | modify | 16 | 0.10 | 0.77516 | 0.77232 | 0.77704 | ||
56 | 2016.03.11 19:37 | buy | 17 | 0.15 | 0.77416 | 0.76916 | 0.77704 | ||
57 | 2016.03.15 01:16 | t/p | 16 | 0.10 | 0.77704 | 0.77232 | 0.77704 | 25.06 | 829.51 |
58 | 2016.03.15 01:16 | t/p | 17 | 0.15 | 0.77704 | 0.76916 | 0.77704 | 57.66 | 887.17 |
59 | 2016.03.15 19:00 | sell limit | 18 | 0.15 | 0.78545 | 0.00000 | 0.00000 | ||
60 | 2016.03.15 19:00 | modify | 18 | 0.15 | 0.78545 | 0.79045 | 0.78270 | ||
61 | 2016.03.15 19:23 | sell | 18 | 0.15 | 0.78545 | 0.79045 | 0.78270 | ||
62 | 2016.03.17 12:02 | s/l | 18 | 0.15 | 0.79045 | 0.79045 | 0.78270 | -100.30 | 786.87 |
63 | 2016.04.01 19:00 | sell limit | 19 | 0.15 | 0.80200 | 0.00000 | 0.00000 | ||
64 | 2016.04.01 19:00 | modify | 19 | 0.15 | 0.80200 | 0.80700 | 0.79939 | ||
65 | 2016.04.01 20:15 | expiration | 19 | 0.15 | 0.80200 | 0.80700 | 0.79939 | ||
66 | 2016.04.05 19:00 | sell limit | 20 | 0.15 | 0.80591 | 0.00000 | 0.00000 | ||
67 | 2016.04.05 19:00 | modify | 20 | 0.15 | 0.80591 | 0.81091 | 0.80348 | ||
68 | 2016.04.05 20:15 | expiration | 20 | 0.15 | 0.80591 | 0.81091 | 0.80348 |