Symbol | USDJPY (US 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 | 7319 | Ticks modelled | 5469332 | Modelling quality | 75.60% |
Mismatched charts errors | 11 | ||||
Initial deposit | 500.00 | Spread | Current (23) | ||
Total net profit | 10.12 | Gross profit | 389.77 | Gross loss | -379.65 |
Profit factor | 1.03 | Expected payoff | 0.48 | ||
Absolute drawdown | 81.05 | Maximal drawdown | 252.39 (37.60%) | Relative drawdown | 37.60% (252.39) |
Total trades | 21 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
Largest | profit trade | 50.00 | loss trade | -73.36 | |
Average | profit trade | 27.84 | loss trade | -54.24 | |
Maximum | consecutive wins (profit in money) | 5 (168.37) | consecutive losses (loss in money) | 3 (-172.26) | |
Maximal | consecutive profit (count of wins) | 168.37 (5) | consecutive loss (count of losses) | -172.26 (3) | |
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 | 116.807 | 0.000 | 0.000 | ||
2 | 2016.01.15 19:00 | buy limit | 2 | 0.15 | 116.611 | 0.000 | 0.000 | ||
3 | 2016.01.15 19:00 | modify | 2 | 0.15 | 116.611 | 116.111 | 117.001 | ||
4 | 2016.01.15 19:00 | modify | 1 | 0.10 | 116.807 | 116.221 | 117.001 | ||
5 | 2016.01.15 19:24 | buy | 2 | 0.15 | 116.611 | 116.111 | 117.001 | ||
6 | 2016.01.15 21:52 | t/p | 1 | 0.10 | 117.001 | 116.221 | 117.001 | 16.58 | 516.58 |
7 | 2016.01.15 21:52 | t/p | 2 | 0.15 | 117.001 | 116.111 | 117.001 | 50.00 | 566.58 |
8 | 2016.01.21 19:00 | sell limit | 3 | 0.15 | 117.721 | 0.000 | 0.000 | ||
9 | 2016.01.21 19:00 | modify | 3 | 0.15 | 117.721 | 118.221 | 117.409 | ||
10 | 2016.01.21 19:03 | sell | 3 | 0.15 | 117.721 | 118.221 | 117.409 | ||
11 | 2016.01.21 21:13 | t/p | 3 | 0.15 | 117.409 | 118.221 | 117.409 | 39.86 | 606.44 |
12 | 2016.01.26 19:00 | sell limit | 4 | 0.15 | 118.605 | 0.000 | 0.000 | ||
13 | 2016.01.26 19:00 | modify | 4 | 0.15 | 118.605 | 119.105 | 118.379 | ||
14 | 2016.01.26 19:31 | sell | 4 | 0.15 | 118.605 | 119.105 | 118.379 | ||
15 | 2016.01.27 01:07 | t/p | 4 | 0.15 | 118.379 | 119.105 | 118.379 | 28.55 | 634.99 |
16 | 2016.01.27 19:00 | sell limit | 5 | 0.15 | 118.914 | 0.000 | 0.000 | ||
17 | 2016.01.27 19:00 | modify | 5 | 0.15 | 118.914 | 119.414 | 118.650 | ||
18 | 2016.01.27 19:07 | sell | 5 | 0.15 | 118.914 | 119.414 | 118.650 | ||
19 | 2016.01.27 21:09 | t/p | 5 | 0.15 | 118.650 | 119.414 | 118.650 | 33.38 | 668.37 |
20 | 2016.01.29 19:00 | sell limit | 6 | 0.15 | 121.670 | 0.000 | 0.000 | ||
21 | 2016.01.29 19:00 | modify | 6 | 0.15 | 121.670 | 122.170 | 120.926 | ||
22 | 2016.01.29 20:15 | expiration | 6 | 0.15 | 121.670 | 122.170 | 120.926 | ||
23 | 2016.02.03 19:00 | buy | 7 | 0.10 | 117.951 | 0.000 | 0.000 | ||
24 | 2016.02.03 19:00 | buy limit | 8 | 0.15 | 117.654 | 0.000 | 0.000 | ||
25 | 2016.02.03 19:00 | modify | 8 | 0.15 | 117.654 | 117.154 | 118.216 | ||
26 | 2016.02.03 19:00 | modify | 7 | 0.10 | 117.951 | 117.092 | 118.216 | ||
27 | 2016.02.03 19:41 | buy | 8 | 0.15 | 117.654 | 117.154 | 118.216 | ||
28 | 2016.02.03 20:45 | s/l | 8 | 0.15 | 117.154 | 117.154 | 118.216 | -64.02 | 604.35 |
29 | 2016.02.03 20:59 | s/l | 7 | 0.10 | 117.092 | 117.092 | 118.216 | -73.36 | 530.99 |
30 | 2016.02.04 19:00 | buy | 9 | 0.10 | 116.736 | 0.000 | 0.000 | ||
31 | 2016.02.04 19:00 | buy limit | 10 | 0.15 | 116.636 | 0.000 | 0.000 | ||
32 | 2016.02.04 19:00 | modify | 10 | 0.15 | 116.636 | 116.136 | 117.056 | ||
33 | 2016.02.04 19:00 | modify | 9 | 0.10 | 116.736 | 116.330 | 117.056 | ||
34 | 2016.02.04 20:15 | expiration | 10 | 0.15 | 116.636 | 116.136 | 117.056 | ||
35 | 2016.02.05 15:33 | s/l | 9 | 0.10 | 116.330 | 116.330 | 117.056 | -34.88 | 496.11 |
36 | 2016.02.08 19:00 | buy | 11 | 0.10 | 115.452 | 0.000 | 0.000 | ||
37 | 2016.02.08 19:00 | buy limit | 12 | 0.15 | 115.210 | 0.000 | 0.000 | ||
38 | 2016.02.08 19:00 | modify | 12 | 0.15 | 115.210 | 114.710 | 115.754 | ||
39 | 2016.02.08 19:00 | modify | 11 | 0.10 | 115.452 | 114.666 | 115.754 | ||
40 | 2016.02.08 19:24 | t/p | 11 | 0.10 | 115.754 | 114.666 | 115.754 | 26.09 | 522.20 |
41 | 2016.02.08 20:15 | expiration | 12 | 0.15 | 115.210 | 114.710 | 115.754 | ||
42 | 2016.02.12 19:00 | sell limit | 13 | 0.15 | 113.158 | 0.000 | 0.000 | ||
43 | 2016.02.12 19:00 | modify | 13 | 0.15 | 113.158 | 113.658 | 112.802 | ||
44 | 2016.02.12 20:04 | sell | 13 | 0.15 | 113.158 | 113.658 | 112.802 | ||
45 | 2016.02.15 01:09 | s/l | 13 | 0.15 | 113.658 | 113.658 | 112.802 | -66.08 | 456.12 |
46 | 2016.02.15 19:00 | sell limit | 14 | 0.15 | 114.761 | 0.000 | 0.000 | ||
47 | 2016.02.15 19:00 | modify | 14 | 0.15 | 114.761 | 115.261 | 114.339 | ||
48 | 2016.02.15 20:15 | expiration | 14 | 0.15 | 114.761 | 115.261 | 114.339 | ||
49 | 2016.02.19 19:00 | buy | 15 | 0.10 | 112.527 | 0.000 | 0.000 | ||
50 | 2016.02.19 19:00 | buy limit | 16 | 0.15 | 112.427 | 0.000 | 0.000 | ||
51 | 2016.02.19 19:00 | modify | 16 | 0.15 | 112.427 | 111.927 | 112.676 | ||
52 | 2016.02.19 19:00 | modify | 15 | 0.10 | 112.527 | 112.248 | 112.676 | ||
53 | 2016.02.19 19:07 | buy | 16 | 0.15 | 112.427 | 111.927 | 112.676 | ||
54 | 2016.02.19 22:39 | t/p | 15 | 0.10 | 112.676 | 112.248 | 112.676 | 13.22 | 469.34 |
55 | 2016.02.19 22:39 | t/p | 16 | 0.15 | 112.676 | 111.927 | 112.676 | 33.15 | 502.49 |
56 | 2016.02.26 19:00 | sell limit | 17 | 0.15 | 113.953 | 0.000 | 0.000 | ||
57 | 2016.02.26 19:00 | modify | 17 | 0.15 | 113.953 | 114.453 | 113.623 | ||
58 | 2016.02.26 20:15 | expiration | 17 | 0.15 | 113.953 | 114.453 | 113.623 | ||
59 | 2016.03.01 19:00 | sell limit | 18 | 0.15 | 114.019 | 0.000 | 0.000 | ||
60 | 2016.03.01 19:00 | modify | 18 | 0.15 | 114.019 | 114.519 | 113.503 | ||
61 | 2016.03.01 19:09 | sell | 18 | 0.15 | 114.019 | 114.519 | 113.503 | ||
62 | 2016.03.02 15:24 | s/l | 18 | 0.15 | 114.519 | 114.519 | 113.503 | -65.58 | 436.91 |
63 | 2016.03.17 19:00 | buy | 19 | 0.10 | 111.061 | 0.000 | 0.000 | ||
64 | 2016.03.17 19:00 | buy limit | 20 | 0.15 | 110.661 | 0.000 | 0.000 | ||
65 | 2016.03.17 19:00 | modify | 20 | 0.15 | 110.661 | 110.161 | 111.201 | ||
66 | 2016.03.17 19:00 | modify | 19 | 0.10 | 111.061 | 110.121 | 111.201 | ||
67 | 2016.03.17 19:07 | t/p | 19 | 0.10 | 111.201 | 110.121 | 111.201 | 12.59 | 449.50 |
68 | 2016.03.17 20:15 | expiration | 20 | 0.15 | 110.661 | 110.161 | 111.201 | ||
69 | 2016.04.05 19:00 | buy | 21 | 0.10 | 110.082 | 0.000 | 0.000 | ||
70 | 2016.04.05 19:00 | buy limit | 22 | 0.15 | 109.982 | 0.000 | 0.000 | ||
71 | 2016.04.05 19:00 | modify | 22 | 0.15 | 109.982 | 109.482 | 110.312 | ||
72 | 2016.04.05 19:00 | modify | 21 | 0.10 | 110.082 | 109.692 | 110.312 | ||
73 | 2016.04.05 19:10 | t/p | 21 | 0.10 | 110.312 | 109.692 | 110.312 | 20.85 | 470.35 |
74 | 2016.04.05 20:15 | expiration | 22 | 0.15 | 109.982 | 109.482 | 110.312 | ||
75 | 2016.04.06 19:00 | buy | 23 | 0.10 | 109.668 | 0.000 | 0.000 | ||
76 | 2016.04.06 19:00 | buy limit | 24 | 0.15 | 109.568 | 0.000 | 0.000 | ||
77 | 2016.04.06 19:00 | modify | 24 | 0.15 | 109.568 | 109.068 | 109.832 | ||
78 | 2016.04.06 19:00 | modify | 23 | 0.10 | 109.668 | 109.338 | 109.832 | ||
79 | 2016.04.06 19:03 | buy | 24 | 0.15 | 109.568 | 109.068 | 109.832 | ||
80 | 2016.04.07 03:37 | t/p | 23 | 0.10 | 109.832 | 109.338 | 109.832 | 14.99 | 485.34 |
81 | 2016.04.07 03:37 | t/p | 24 | 0.15 | 109.832 | 109.068 | 109.832 | 36.15 | 521.49 |
82 | 2016.04.07 19:00 | buy | 25 | 0.10 | 107.947 | 0.000 | 0.000 | ||
83 | 2016.04.07 19:00 | buy limit | 26 | 0.15 | 107.766 | 0.000 | 0.000 | ||
84 | 2016.04.07 19:00 | modify | 26 | 0.15 | 107.766 | 107.266 | 108.269 | ||
85 | 2016.04.07 19:00 | modify | 25 | 0.10 | 107.947 | 107.263 | 108.269 | ||
86 | 2016.04.07 20:15 | expiration | 26 | 0.15 | 107.766 | 107.266 | 108.269 | ||
87 | 2016.04.07 20:41 | t/p | 25 | 0.10 | 108.269 | 107.263 | 108.269 | 29.74 | 551.23 |
88 | 2016.04.13 19:00 | sell limit | 27 | 0.15 | 109.398 | 0.000 | 0.000 | ||
89 | 2016.04.13 19:00 | modify | 27 | 0.15 | 109.398 | 109.898 | 109.186 | ||
90 | 2016.04.13 20:15 | expiration | 27 | 0.15 | 109.398 | 109.898 | 109.186 | ||
91 | 2016.04.18 19:00 | sell limit | 28 | 0.15 | 108.955 | 0.000 | 0.000 | ||
92 | 2016.04.18 19:00 | modify | 28 | 0.15 | 108.955 | 109.455 | 108.684 | ||
93 | 2016.04.18 19:24 | sell | 28 | 0.15 | 108.955 | 109.455 | 108.684 | ||
94 | 2016.04.19 12:50 | s/l | 28 | 0.15 | 109.455 | 109.455 | 108.684 | -68.61 | 482.62 |
95 | 2016.04.20 19:00 | sell limit | 29 | 0.15 | 109.559 | 0.000 | 0.000 | ||
96 | 2016.04.20 19:00 | modify | 29 | 0.15 | 109.559 | 110.059 | 109.304 | ||
97 | 2016.04.20 19:42 | sell | 29 | 0.15 | 109.559 | 110.059 | 109.304 | ||
98 | 2016.04.22 03:10 | t/p | 29 | 0.15 | 109.304 | 110.059 | 109.304 | 34.62 | 517.24 |
99 | 2016.04.22 19:00 | sell limit | 30 | 0.15 | 111.567 | 0.000 | 0.000 | ||
100 | 2016.04.22 19:00 | modify | 30 | 0.15 | 111.567 | 112.067 | 111.011 | ||
101 | 2016.04.22 19:14 | sell | 30 | 0.15 | 111.567 | 112.067 | 111.011 | ||
102 | 2016.04.22 22:59 | close at stop | 30 | 0.15 | 111.620 | 112.067 | 111.011 | -7.12 | 510.12 |