Symbol | EURNZD (Euro vs New Zealand 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 | 7210962 | Modelling quality | 76.54% |
Mismatched charts errors | 17 | ||||
Initial deposit | 500.00 | Spread | Current (107) | ||
Total net profit | 518.41 | Gross profit | 772.57 | Gross loss | -254.16 |
Profit factor | 3.04 | Expected payoff | 25.92 | ||
Absolute drawdown | 21.66 | Maximal drawdown | 123.05 (11.16%) | Relative drawdown | 16.12% (117.97) |
Total trades | 20 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 141.58 | loss trade | -78.86 | |
Average | profit trade | 48.29 | loss trade | -63.54 | |
Maximum | consecutive wins (profit in money) | 8 (426.50) | consecutive losses (loss in money) | 1 (-78.86) | |
Maximal | consecutive profit (count of wins) | 426.50 (8) | consecutive loss (count of losses) | -78.86 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.08 19:00 | sell limit | 1 | 0.15 | 1.66609 | 0.00000 | 0.00000 | ||
2 | 2016.01.08 19:00 | modify | 1 | 0.15 | 1.66609 | 1.67109 | 1.65715 | ||
3 | 2016.01.08 20:15 | expiration | 1 | 0.15 | 1.66609 | 1.67109 | 1.65715 | ||
4 | 2016.01.15 19:00 | sell limit | 2 | 0.15 | 1.71176 | 0.00000 | 0.00000 | ||
5 | 2016.01.15 19:00 | modify | 2 | 0.15 | 1.71176 | 1.71676 | 1.70224 | ||
6 | 2016.01.15 19:31 | sell | 2 | 0.15 | 1.71176 | 1.71676 | 1.70224 | ||
7 | 2016.01.15 19:54 | t/p | 2 | 0.15 | 1.70224 | 1.71676 | 1.70224 | 102.62 | 602.62 |
8 | 2016.01.21 19:00 | buy | 3 | 0.10 | 1.66012 | 0.00000 | 0.00000 | ||
9 | 2016.01.21 19:00 | buy limit | 4 | 0.15 | 1.65652 | 0.00000 | 0.00000 | ||
10 | 2016.01.21 19:00 | modify | 4 | 0.15 | 1.65652 | 1.65152 | 1.66685 | ||
11 | 2016.01.21 19:00 | modify | 3 | 0.10 | 1.66012 | 1.64619 | 1.66685 | ||
12 | 2016.01.21 19:54 | t/p | 3 | 0.10 | 1.66685 | 1.64619 | 1.66685 | 48.34 | 650.96 |
13 | 2016.01.21 20:15 | expiration | 4 | 0.15 | 1.65652 | 1.65152 | 1.66685 | ||
14 | 2016.01.25 19:00 | sell limit | 5 | 0.15 | 1.67637 | 0.00000 | 0.00000 | ||
15 | 2016.01.25 19:00 | modify | 5 | 0.15 | 1.67637 | 1.68137 | 1.67105 | ||
16 | 2016.01.25 20:15 | expiration | 5 | 0.15 | 1.67637 | 1.68137 | 1.67105 | ||
17 | 2016.01.26 19:00 | buy | 6 | 0.10 | 1.67001 | 0.00000 | 0.00000 | ||
18 | 2016.01.26 19:00 | buy limit | 7 | 0.15 | 1.66682 | 0.00000 | 0.00000 | ||
19 | 2016.01.26 19:00 | modify | 7 | 0.15 | 1.66682 | 1.66182 | 1.67203 | ||
20 | 2016.01.26 19:00 | modify | 6 | 0.10 | 1.67001 | 1.66161 | 1.67203 | ||
21 | 2016.01.26 19:30 | buy | 7 | 0.15 | 1.66682 | 1.66182 | 1.67203 | ||
22 | 2016.01.26 23:58 | t/p | 6 | 0.10 | 1.67203 | 1.66161 | 1.67203 | 14.51 | 665.47 |
23 | 2016.01.26 23:58 | t/p | 7 | 0.15 | 1.67203 | 1.66182 | 1.67203 | 56.13 | 721.60 |
24 | 2016.01.27 19:00 | buy | 8 | 0.10 | 1.66693 | 0.00000 | 0.00000 | ||
25 | 2016.01.27 19:00 | buy limit | 9 | 0.15 | 1.66448 | 0.00000 | 0.00000 | ||
26 | 2016.01.27 19:00 | modify | 9 | 0.15 | 1.66448 | 1.65948 | 1.66813 | ||
27 | 2016.01.27 19:00 | modify | 8 | 0.10 | 1.66693 | 1.66083 | 1.66813 | ||
28 | 2016.01.27 20:15 | expiration | 9 | 0.15 | 1.66448 | 1.65948 | 1.66813 | ||
29 | 2016.01.27 20:18 | t/p | 8 | 0.10 | 1.66813 | 1.66083 | 1.66813 | 8.62 | 730.22 |
30 | 2016.02.05 19:00 | sell limit | 10 | 0.15 | 1.68256 | 0.00000 | 0.00000 | ||
31 | 2016.02.05 19:00 | modify | 10 | 0.15 | 1.68256 | 1.68756 | 1.67744 | ||
32 | 2016.02.05 20:15 | expiration | 10 | 0.15 | 1.68256 | 1.68756 | 1.67744 | ||
33 | 2016.02.17 19:00 | buy | 11 | 0.10 | 1.68170 | 0.00000 | 0.00000 | ||
34 | 2016.02.17 19:00 | buy limit | 12 | 0.15 | 1.67686 | 0.00000 | 0.00000 | ||
35 | 2016.02.17 19:00 | modify | 12 | 0.15 | 1.67686 | 1.67186 | 1.68292 | ||
36 | 2016.02.17 19:00 | modify | 11 | 0.10 | 1.68170 | 1.67080 | 1.68292 | ||
37 | 2016.02.17 20:15 | expiration | 12 | 0.15 | 1.67686 | 1.67186 | 1.68292 | ||
38 | 2016.02.18 04:45 | s/l | 11 | 0.10 | 1.67080 | 1.67080 | 1.68292 | -78.86 | 651.36 |
39 | 2016.02.22 19:00 | buy | 13 | 0.10 | 1.64010 | 0.00000 | 0.00000 | ||
40 | 2016.02.22 19:00 | buy limit | 14 | 0.15 | 1.63873 | 0.00000 | 0.00000 | ||
41 | 2016.02.22 19:00 | modify | 14 | 0.15 | 1.63873 | 1.63373 | 1.64825 | ||
42 | 2016.02.22 19:00 | modify | 13 | 0.10 | 1.64010 | 1.62921 | 1.64825 | ||
43 | 2016.02.22 19:39 | buy | 14 | 0.15 | 1.63873 | 1.63373 | 1.64825 | ||
44 | 2016.02.23 03:16 | t/p | 13 | 0.10 | 1.64825 | 1.62921 | 1.64825 | 58.35 | 709.72 |
45 | 2016.02.23 03:16 | t/p | 14 | 0.15 | 1.64825 | 1.63373 | 1.64825 | 102.28 | 811.99 |
46 | 2016.02.23 19:00 | sell limit | 15 | 0.15 | 1.65504 | 0.00000 | 0.00000 | ||
47 | 2016.02.23 19:00 | modify | 15 | 0.15 | 1.65504 | 1.66004 | 1.65119 | ||
48 | 2016.02.23 19:07 | sell | 15 | 0.15 | 1.65504 | 1.66004 | 1.65119 | ||
49 | 2016.02.23 21:09 | t/p | 15 | 0.15 | 1.65119 | 1.66004 | 1.65119 | 41.50 | 853.49 |
50 | 2016.02.29 19:00 | buy | 16 | 0.10 | 1.64696 | 0.00000 | 0.00000 | ||
51 | 2016.02.29 19:00 | buy limit | 17 | 0.15 | 1.64392 | 0.00000 | 0.00000 | ||
52 | 2016.02.29 19:00 | modify | 17 | 0.15 | 1.64392 | 1.63892 | 1.64848 | ||
53 | 2016.02.29 19:00 | modify | 16 | 0.10 | 1.64696 | 1.63936 | 1.64848 | ||
54 | 2016.02.29 20:04 | t/p | 16 | 0.10 | 1.64848 | 1.63936 | 1.64848 | 10.92 | 864.41 |
55 | 2016.02.29 20:15 | expiration | 17 | 0.15 | 1.64392 | 1.63892 | 1.64848 | ||
56 | 2016.03.01 19:00 | buy | 18 | 0.10 | 1.63891 | 0.00000 | 0.00000 | ||
57 | 2016.03.01 19:00 | buy limit | 19 | 0.15 | 1.63734 | 0.00000 | 0.00000 | ||
58 | 2016.03.01 19:00 | modify | 19 | 0.15 | 1.63734 | 1.63234 | 1.64050 | ||
59 | 2016.03.01 19:00 | modify | 18 | 0.10 | 1.63891 | 1.63418 | 1.64050 | ||
60 | 2016.03.01 19:09 | buy | 19 | 0.15 | 1.63734 | 1.63234 | 1.64050 | ||
61 | 2016.03.01 19:37 | t/p | 18 | 0.10 | 1.64050 | 1.63418 | 1.64050 | 11.42 | 875.83 |
62 | 2016.03.01 19:37 | t/p | 19 | 0.15 | 1.64050 | 1.63234 | 1.64050 | 34.05 | 909.88 |
63 | 2016.03.10 19:00 | sell limit | 20 | 0.15 | 1.67998 | 0.00000 | 0.00000 | ||
64 | 2016.03.10 19:00 | modify | 20 | 0.15 | 1.67998 | 1.68498 | 1.66687 | ||
65 | 2016.03.10 19:41 | sell | 20 | 0.15 | 1.67998 | 1.68498 | 1.66687 | ||
66 | 2016.03.11 09:16 | t/p | 20 | 0.15 | 1.66687 | 1.68498 | 1.66687 | 141.58 | 1051.46 |
67 | 2016.03.11 19:00 | buy | 21 | 0.10 | 1.65320 | 0.00000 | 0.00000 | ||
68 | 2016.03.11 19:00 | buy limit | 22 | 0.15 | 1.65088 | 0.00000 | 0.00000 | ||
69 | 2016.03.11 19:00 | modify | 22 | 0.15 | 1.65088 | 1.64588 | 1.65690 | ||
70 | 2016.03.11 19:00 | modify | 21 | 0.10 | 1.65320 | 1.64486 | 1.65690 | ||
71 | 2016.03.11 20:15 | expiration | 22 | 0.15 | 1.65088 | 1.64588 | 1.65690 | ||
72 | 2016.03.14 00:08 | t/p | 21 | 0.10 | 1.65690 | 1.64486 | 1.65690 | 26.40 | 1077.86 |
73 | 2016.03.14 19:00 | sell limit | 23 | 0.15 | 1.66310 | 0.00000 | 0.00000 | ||
74 | 2016.03.14 19:00 | modify | 23 | 0.15 | 1.66310 | 1.66810 | 1.66023 | ||
75 | 2016.03.14 19:22 | sell | 23 | 0.15 | 1.66310 | 1.66810 | 1.66023 | ||
76 | 2016.03.15 03:01 | s/l | 23 | 0.15 | 1.66810 | 1.66810 | 1.66023 | -53.71 | 1024.15 |
77 | 2016.03.15 19:00 | sell limit | 24 | 0.15 | 1.68383 | 0.00000 | 0.00000 | ||
78 | 2016.03.15 19:00 | modify | 24 | 0.15 | 1.68383 | 1.68883 | 1.67808 | ||
79 | 2016.03.15 19:15 | sell | 24 | 0.15 | 1.68383 | 1.68883 | 1.67808 | ||
80 | 2016.03.16 07:39 | t/p | 24 | 0.15 | 1.67808 | 1.68883 | 1.67808 | 62.21 | 1086.35 |
81 | 2016.03.31 19:00 | sell limit | 25 | 0.15 | 1.64491 | 0.00000 | 0.00000 | ||
82 | 2016.03.31 19:00 | modify | 25 | 0.15 | 1.64491 | 1.64991 | 1.64265 | ||
83 | 2016.03.31 19:23 | sell | 25 | 0.15 | 1.64491 | 1.64991 | 1.64265 | ||
84 | 2016.03.31 20:28 | s/l | 25 | 0.15 | 1.64991 | 1.64991 | 1.64265 | -53.92 | 1032.43 |
85 | 2016.04.07 19:00 | sell limit | 26 | 0.15 | 1.68204 | 0.00000 | 0.00000 | ||
86 | 2016.04.07 19:00 | modify | 26 | 0.15 | 1.68204 | 1.68704 | 1.67776 | ||
87 | 2016.04.07 19:31 | sell | 26 | 0.15 | 1.68204 | 1.68704 | 1.67776 | ||
88 | 2016.04.07 21:01 | t/p | 26 | 0.15 | 1.67776 | 1.68704 | 1.67776 | 46.16 | 1078.59 |
89 | 2016.04.13 19:00 | buy | 27 | 0.10 | 1.63176 | 0.00000 | 0.00000 | ||
90 | 2016.04.13 19:00 | buy limit | 28 | 0.15 | 1.62906 | 0.00000 | 0.00000 | ||
91 | 2016.04.13 19:00 | modify | 28 | 0.15 | 1.62906 | 1.62406 | 1.63288 | ||
92 | 2016.04.13 19:00 | modify | 27 | 0.10 | 1.63176 | 1.62524 | 1.63288 | ||
93 | 2016.04.13 20:15 | expiration | 28 | 0.15 | 1.62906 | 1.62406 | 1.63288 | ||
94 | 2016.04.14 03:02 | t/p | 27 | 0.10 | 1.63288 | 1.62524 | 1.63288 | 7.48 | 1086.08 |
95 | 2016.04.18 19:00 | buy | 29 | 0.10 | 1.62987 | 0.00000 | 0.00000 | ||
96 | 2016.04.18 19:00 | buy limit | 30 | 0.15 | 1.62576 | 0.00000 | 0.00000 | ||
97 | 2016.04.18 19:00 | modify | 30 | 0.15 | 1.62576 | 1.62076 | 1.63104 | ||
98 | 2016.04.18 19:00 | modify | 29 | 0.10 | 1.62987 | 1.62048 | 1.63104 | ||
99 | 2016.04.18 20:15 | expiration | 30 | 0.15 | 1.62576 | 1.62076 | 1.63104 | ||
100 | 2016.04.19 02:36 | s/l | 29 | 0.10 | 1.62048 | 1.62048 | 1.63104 | -67.67 | 1018.41 |
101 | 2016.04.22 19:00 | sell limit | 31 | 0.15 | 1.64074 | 0.00000 | 0.00000 | ||
102 | 2016.04.22 19:00 | modify | 31 | 0.15 | 1.64074 | 1.64574 | 1.63794 | ||
103 | 2016.04.22 20:15 | expiration | 31 | 0.15 | 1.64074 | 1.64574 | 1.63794 |