Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
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 | 7273254 | Modelling quality | 72.51% |
Mismatched charts errors | 10 | ||||
Initial deposit | 500.00 | Spread | Current (42) | ||
Total net profit | -328.51 | Gross profit | 366.71 | Gross loss | -695.22 |
Profit factor | 0.53 | Expected payoff | -12.17 | ||
Absolute drawdown | 359.25 | Maximal drawdown | 542.26 (79.39%) | Relative drawdown | 79.39% (542.26) |
Total trades | 27 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 17 (58.82%) |
Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
Largest | profit trade | 47.20 | loss trade | -71.11 | |
Average | profit trade | 24.45 | loss trade | -57.94 | |
Maximum | consecutive wins (profit in money) | 6 (166.08) | consecutive losses (loss in money) | 5 (-307.73) | |
Maximal | consecutive profit (count of wins) | 166.08 (6) | consecutive loss (count of losses) | -307.73 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.12.03 19:00 | sell limit | 1 | 0.15 | 123.156 | 0.000 | 0.000 | ||
2 | 2015.12.03 19:00 | modify | 1 | 0.15 | 123.156 | 123.656 | 122.411 | ||
3 | 2015.12.03 19:18 | sell | 1 | 0.15 | 123.156 | 123.656 | 122.411 | ||
4 | 2015.12.03 21:57 | s/l | 1 | 0.15 | 123.656 | 123.656 | 122.411 | -70.82 | 429.18 |
5 | 2015.12.08 19:00 | sell limit | 2 | 0.15 | 123.823 | 0.000 | 0.000 | ||
6 | 2015.12.08 19:00 | modify | 2 | 0.15 | 123.823 | 124.323 | 123.584 | ||
7 | 2015.12.08 19:32 | sell | 2 | 0.15 | 123.823 | 124.323 | 123.584 | ||
8 | 2015.12.09 09:41 | t/p | 2 | 0.15 | 123.584 | 124.323 | 123.584 | 33.76 | 462.94 |
9 | 2015.12.10 19:00 | buy | 3 | 0.10 | 122.842 | 0.000 | 0.000 | ||
10 | 2015.12.10 19:00 | buy limit | 4 | 0.15 | 122.742 | 0.000 | 0.000 | ||
11 | 2015.12.10 19:00 | modify | 4 | 0.15 | 122.742 | 122.242 | 122.995 | ||
12 | 2015.12.10 19:00 | modify | 3 | 0.10 | 122.842 | 122.491 | 122.995 | ||
13 | 2015.12.10 19:14 | buy | 4 | 0.15 | 122.742 | 122.242 | 122.995 | ||
14 | 2015.12.10 21:58 | t/p | 3 | 0.10 | 122.995 | 122.491 | 122.995 | 14.45 | 477.39 |
15 | 2015.12.10 21:58 | t/p | 4 | 0.15 | 122.995 | 122.242 | 122.995 | 35.84 | 513.23 |
16 | 2015.12.16 19:00 | sell limit | 5 | 0.15 | 123.784 | 0.000 | 0.000 | ||
17 | 2015.12.16 19:00 | modify | 5 | 0.15 | 123.784 | 124.284 | 123.483 | ||
18 | 2015.12.16 19:18 | sell | 5 | 0.15 | 123.784 | 124.284 | 123.483 | ||
19 | 2015.12.16 21:03 | t/p | 5 | 0.15 | 123.483 | 124.284 | 123.483 | 42.64 | 555.87 |
20 | 2015.12.18 19:00 | buy | 6 | 0.10 | 121.956 | 0.000 | 0.000 | ||
21 | 2015.12.18 19:00 | buy limit | 7 | 0.15 | 121.648 | 0.000 | 0.000 | ||
22 | 2015.12.18 19:00 | modify | 7 | 0.15 | 121.648 | 121.148 | 122.206 | ||
23 | 2015.12.18 19:00 | modify | 6 | 0.10 | 121.956 | 121.090 | 122.206 | ||
24 | 2015.12.18 20:15 | expiration | 7 | 0.15 | 121.648 | 121.148 | 122.206 | ||
25 | 2015.12.18 21:55 | t/p | 6 | 0.10 | 122.206 | 121.090 | 122.206 | 23.62 | 579.49 |
26 | 2015.12.23 19:00 | buy | 8 | 0.10 | 121.697 | 0.000 | 0.000 | ||
27 | 2015.12.23 19:00 | buy limit | 9 | 0.15 | 121.597 | 0.000 | 0.000 | ||
28 | 2015.12.23 19:00 | modify | 9 | 0.15 | 121.597 | 121.097 | 121.864 | ||
29 | 2015.12.23 19:00 | modify | 8 | 0.10 | 121.697 | 121.418 | 121.864 | ||
30 | 2015.12.23 20:15 | expiration | 9 | 0.15 | 121.597 | 121.097 | 121.864 | ||
31 | 2015.12.23 20:58 | t/p | 8 | 0.10 | 121.864 | 121.418 | 121.864 | 15.77 | 595.26 |
32 | 2015.12.31 19:00 | buy | 10 | 0.10 | 120.057 | 0.000 | 0.000 | ||
33 | 2015.12.31 19:00 | buy limit | 11 | 0.15 | 119.917 | 0.000 | 0.000 | ||
34 | 2015.12.31 19:00 | modify | 11 | 0.15 | 119.917 | 119.417 | 120.406 | ||
35 | 2015.12.31 19:00 | modify | 10 | 0.10 | 120.057 | 119.428 | 120.406 | ||
36 | 2016.01.04 00:00 | expiration | 11 | 0.15 | 119.917 | 119.417 | 120.406 | ||
37 | 2016.01.04 10:03 | s/l | 10 | 0.10 | 119.428 | 119.428 | 120.406 | -59.36 | 535.91 |
38 | 2016.01.04 19:00 | buy | 12 | 0.10 | 118.814 | 0.000 | 0.000 | ||
39 | 2016.01.04 19:00 | buy limit | 13 | 0.15 | 118.553 | 0.000 | 0.000 | ||
40 | 2016.01.04 19:00 | modify | 13 | 0.15 | 118.553 | 118.053 | 118.980 | ||
41 | 2016.01.04 19:00 | modify | 12 | 0.10 | 118.814 | 118.126 | 118.980 | ||
42 | 2016.01.04 19:47 | t/p | 12 | 0.10 | 118.980 | 118.126 | 118.980 | 15.68 | 551.59 |
43 | 2016.01.04 20:15 | expiration | 13 | 0.15 | 118.553 | 118.053 | 118.980 | ||
44 | 2016.01.05 19:00 | buy | 14 | 0.10 | 117.833 | 0.000 | 0.000 | ||
45 | 2016.01.05 19:00 | buy limit | 15 | 0.15 | 117.578 | 0.000 | 0.000 | ||
46 | 2016.01.05 19:00 | modify | 15 | 0.15 | 117.578 | 117.078 | 118.015 | ||
47 | 2016.01.05 19:00 | modify | 14 | 0.10 | 117.833 | 117.141 | 118.015 | ||
48 | 2016.01.05 20:15 | expiration | 15 | 0.15 | 117.578 | 117.078 | 118.015 | ||
49 | 2016.01.05 22:46 | t/p | 14 | 0.10 | 118.015 | 117.141 | 118.015 | 17.19 | 568.78 |
50 | 2016.01.07 19:00 | sell limit | 16 | 0.15 | 117.891 | 0.000 | 0.000 | ||
51 | 2016.01.07 19:00 | modify | 16 | 0.15 | 117.891 | 118.391 | 117.629 | ||
52 | 2016.01.07 20:15 | expiration | 16 | 0.15 | 117.891 | 118.391 | 117.629 | ||
53 | 2016.01.08 19:00 | buy | 17 | 0.10 | 118.114 | 0.000 | 0.000 | ||
54 | 2016.01.08 19:00 | buy limit | 18 | 0.15 | 118.014 | 0.000 | 0.000 | ||
55 | 2016.01.08 19:00 | modify | 18 | 0.15 | 118.014 | 117.514 | 118.225 | ||
56 | 2016.01.08 19:00 | modify | 17 | 0.10 | 118.114 | 117.811 | 118.225 | ||
57 | 2016.01.08 19:13 | t/p | 17 | 0.10 | 118.225 | 117.811 | 118.225 | 10.49 | 579.27 |
58 | 2016.01.08 20:15 | expiration | 18 | 0.15 | 118.014 | 117.514 | 118.225 | ||
59 | 2016.01.20 19:00 | buy | 19 | 0.10 | 116.035 | 0.000 | 0.000 | ||
60 | 2016.01.20 19:00 | buy limit | 20 | 0.15 | 115.889 | 0.000 | 0.000 | ||
61 | 2016.01.20 19:00 | modify | 20 | 0.15 | 115.889 | 115.389 | 116.208 | ||
62 | 2016.01.20 19:00 | modify | 19 | 0.10 | 116.035 | 115.570 | 116.208 | ||
63 | 2016.01.20 19:45 | t/p | 19 | 0.10 | 116.208 | 115.570 | 116.208 | 16.34 | 595.61 |
64 | 2016.01.20 20:15 | expiration | 20 | 0.15 | 115.889 | 115.389 | 116.208 | ||
65 | 2016.02.08 19:00 | buy | 21 | 0.10 | 116.855 | 0.000 | 0.000 | ||
66 | 2016.02.08 19:00 | buy limit | 22 | 0.15 | 116.670 | 0.000 | 0.000 | ||
67 | 2016.02.08 19:00 | modify | 22 | 0.15 | 116.670 | 116.170 | 117.038 | ||
68 | 2016.02.08 19:00 | modify | 21 | 0.10 | 116.855 | 116.302 | 117.038 | ||
69 | 2016.02.08 19:09 | t/p | 21 | 0.10 | 117.038 | 116.302 | 117.038 | 17.28 | 612.89 |
70 | 2016.02.08 20:15 | expiration | 22 | 0.15 | 116.670 | 116.170 | 117.038 | ||
71 | 2016.02.09 19:00 | sell limit | 23 | 0.15 | 118.593 | 0.000 | 0.000 | ||
72 | 2016.02.09 19:00 | modify | 23 | 0.15 | 118.593 | 119.093 | 118.003 | ||
73 | 2016.02.09 20:15 | expiration | 23 | 0.15 | 118.593 | 119.093 | 118.003 | ||
74 | 2016.02.10 19:00 | buy | 24 | 0.10 | 116.779 | 0.000 | 0.000 | ||
75 | 2016.02.10 19:00 | buy limit | 25 | 0.15 | 116.679 | 0.000 | 0.000 | ||
76 | 2016.02.10 19:00 | modify | 25 | 0.15 | 116.679 | 116.179 | 117.108 | ||
77 | 2016.02.10 19:00 | modify | 24 | 0.10 | 116.779 | 116.288 | 117.108 | ||
78 | 2016.02.10 19:01 | buy | 25 | 0.15 | 116.679 | 116.179 | 117.108 | ||
79 | 2016.02.11 01:54 | s/l | 24 | 0.10 | 116.288 | 116.288 | 117.108 | -46.31 | 566.58 |
80 | 2016.02.11 02:39 | s/l | 25 | 0.15 | 116.179 | 116.179 | 117.108 | -70.74 | 495.84 |
81 | 2016.02.23 19:00 | sell limit | 26 | 0.15 | 113.158 | 0.000 | 0.000 | ||
82 | 2016.02.23 19:00 | modify | 26 | 0.15 | 113.158 | 113.658 | 112.942 | ||
83 | 2016.02.23 19:24 | sell | 26 | 0.15 | 113.158 | 113.658 | 112.942 | ||
84 | 2016.02.23 21:52 | t/p | 26 | 0.15 | 112.942 | 113.658 | 112.942 | 30.59 | 526.43 |
85 | 2016.02.25 19:00 | sell limit | 27 | 0.15 | 113.952 | 0.000 | 0.000 | ||
86 | 2016.02.25 19:00 | modify | 27 | 0.15 | 113.952 | 114.452 | 113.739 | ||
87 | 2016.02.25 19:11 | sell | 27 | 0.15 | 113.952 | 114.452 | 113.739 | ||
88 | 2016.02.26 03:00 | s/l | 27 | 0.15 | 114.452 | 114.452 | 113.739 | -70.92 | 455.52 |
89 | 2016.03.01 19:00 | sell limit | 28 | 0.15 | 114.055 | 0.000 | 0.000 | ||
90 | 2016.03.01 19:00 | modify | 28 | 0.15 | 114.055 | 114.555 | 113.617 | ||
91 | 2016.03.01 19:09 | sell | 28 | 0.15 | 114.055 | 114.555 | 113.617 | ||
92 | 2016.03.02 10:09 | s/l | 28 | 0.15 | 114.555 | 114.555 | 113.617 | -70.92 | 384.60 |
93 | 2016.03.08 19:00 | buy | 29 | 0.10 | 113.311 | 0.000 | 0.000 | ||
94 | 2016.03.08 19:00 | buy limit | 30 | 0.15 | 113.211 | 0.000 | 0.000 | ||
95 | 2016.03.08 19:00 | modify | 30 | 0.15 | 113.211 | 112.711 | 113.427 | ||
96 | 2016.03.08 19:00 | modify | 29 | 0.10 | 113.311 | 113.057 | 113.427 | ||
97 | 2016.03.08 19:30 | buy | 30 | 0.15 | 113.211 | 112.711 | 113.427 | ||
98 | 2016.03.08 19:50 | s/l | 29 | 0.10 | 113.057 | 113.057 | 113.427 | -23.99 | 360.61 |
99 | 2016.03.09 03:35 | s/l | 30 | 0.15 | 112.711 | 112.711 | 113.427 | -70.80 | 289.81 |
100 | 2016.03.09 19:00 | sell limit | 31 | 0.15 | 113.585 | 0.000 | 0.000 | ||
101 | 2016.03.09 19:00 | modify | 31 | 0.15 | 113.585 | 114.085 | 113.139 | ||
102 | 2016.03.09 19:13 | sell | 31 | 0.15 | 113.585 | 114.085 | 113.139 | ||
103 | 2016.03.10 05:55 | s/l | 31 | 0.15 | 114.085 | 114.085 | 113.139 | -71.11 | 218.71 |
104 | 2016.03.11 19:00 | sell limit | 32 | 0.15 | 115.908 | 0.000 | 0.000 | ||
105 | 2016.03.11 19:00 | modify | 32 | 0.15 | 115.908 | 116.408 | 115.574 | ||
106 | 2016.03.11 19:37 | sell | 32 | 0.15 | 115.908 | 116.408 | 115.574 | ||
107 | 2016.03.14 08:37 | t/p | 32 | 0.15 | 115.574 | 116.408 | 115.574 | 47.20 | 265.91 |
108 | 2016.03.28 19:00 | sell limit | 33 | 0.15 | 116.491 | 0.000 | 0.000 | ||
109 | 2016.03.28 19:00 | modify | 33 | 0.15 | 116.491 | 116.991 | 116.270 | ||
110 | 2016.03.28 20:15 | expiration | 33 | 0.15 | 116.491 | 116.991 | 116.270 | ||
111 | 2016.03.31 19:00 | sell limit | 34 | 0.15 | 117.417 | 0.000 | 0.000 | ||
112 | 2016.03.31 19:00 | modify | 34 | 0.15 | 117.417 | 117.917 | 117.073 | ||
113 | 2016.03.31 20:15 | expiration | 34 | 0.15 | 117.417 | 117.917 | 117.073 | ||
114 | 2016.04.07 19:00 | buy | 35 | 0.10 | 113.030 | 0.000 | 0.000 | ||
115 | 2016.04.07 19:00 | buy limit | 36 | 0.15 | 112.838 | 0.000 | 0.000 | ||
116 | 2016.04.07 19:00 | modify | 36 | 0.15 | 112.838 | 112.338 | 113.331 | ||
117 | 2016.04.07 19:00 | modify | 35 | 0.10 | 113.030 | 112.345 | 113.331 | ||
118 | 2016.04.07 20:15 | expiration | 36 | 0.15 | 112.838 | 112.338 | 113.331 | ||
119 | 2016.04.07 20:59 | t/p | 35 | 0.10 | 113.331 | 112.345 | 113.331 | 28.43 | 294.34 |
120 | 2016.04.15 19:00 | buy | 37 | 0.10 | 112.490 | 0.000 | 0.000 | ||
121 | 2016.04.15 19:00 | buy limit | 38 | 0.15 | 112.390 | 0.000 | 0.000 | ||
122 | 2016.04.15 19:00 | modify | 38 | 0.15 | 112.390 | 111.890 | 112.658 | ||
123 | 2016.04.15 19:00 | modify | 37 | 0.10 | 112.490 | 112.168 | 112.658 | ||
124 | 2016.04.15 20:15 | expiration | 38 | 0.15 | 112.390 | 111.890 | 112.658 | ||
125 | 2016.04.18 00:00 | s/l | 37 | 0.10 | 112.168 | 112.168 | 112.658 | -30.39 | 263.95 |
126 | 2016.04.18 19:00 | sell limit | 39 | 0.15 | 113.017 | 0.000 | 0.000 | ||
127 | 2016.04.18 19:00 | modify | 39 | 0.15 | 113.017 | 113.517 | 112.599 | ||
128 | 2016.04.18 19:19 | sell | 39 | 0.15 | 113.017 | 113.517 | 112.599 | ||
129 | 2016.04.19 12:13 | s/l | 39 | 0.15 | 113.517 | 113.517 | 112.599 | -70.91 | 193.05 |
130 | 2016.04.21 19:00 | buy | 40 | 0.10 | 112.544 | 0.000 | 0.000 | ||
131 | 2016.04.21 19:00 | modify | 40 | 0.10 | 112.544 | 112.131 | 112.695 | ||
132 | 2016.04.22 03:10 | s/l | 40 | 0.10 | 112.131 | 112.131 | 112.695 | -38.98 | 154.07 |
133 | 2016.04.22 19:00 | sell limit | 41 | 0.15 | 114.155 | 0.000 | 0.000 | ||
134 | 2016.04.22 19:00 | modify | 41 | 0.15 | 114.155 | 114.655 | 113.675 | ||
135 | 2016.04.22 19:14 | sell | 41 | 0.15 | 114.155 | 114.655 | 113.675 | ||
136 | 2016.04.22 22:59 | close at stop | 41 | 0.15 | 114.032 | 114.655 | 113.675 | 17.42 | 171.49 |