| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2016.01.04 03:45 - 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 | 7698 | Ticks modelled | 4697661 | Modelling quality | 74.09% |
| Mismatched charts errors | 28 | ||||
| Initial deposit | 500.00 | Spread | Current (16) | ||
| Total net profit | 198.23 | Gross profit | 634.75 | Gross loss | -436.52 |
| Profit factor | 1.45 | Expected payoff | 7.34 | ||
| Absolute drawdown | 59.36 | Maximal drawdown | 146.34 (19.77%) | Relative drawdown | 19.77% (146.34) |
| Total trades | 27 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 18 (77.78%) |
| Profit trades (% of total) | 20 (74.07%) | Loss trades (% of total) | 7 (25.93%) | ||
| Largest | profit trade | 63.77 | loss trade | -75.28 | |
| Average | profit trade | 31.74 | loss trade | -62.36 | |
| Maximum | consecutive wins (profit in money) | 6 (163.46) | consecutive losses (loss in money) | 2 (-107.31) | |
| Maximal | consecutive profit (count of wins) | 163.46 (6) | consecutive loss (count of losses) | -107.31 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2016.01.04 19:00 | buy | 1 | 0.10 | 1.46851 | 0.00000 | 0.00000 | ||
| 2 | 2016.01.04 19:00 | buy limit | 2 | 0.15 | 1.46624 | 0.00000 | 0.00000 | ||
| 3 | 2016.01.04 19:00 | modify | 2 | 0.15 | 1.46624 | 1.46124 | 1.46984 | ||
| 4 | 2016.01.04 19:00 | modify | 1 | 0.10 | 1.46851 | 1.46264 | 1.46984 | ||
| 5 | 2016.01.04 19:45 | t/p | 1 | 0.10 | 1.46984 | 1.46264 | 1.46984 | 13.30 | 513.30 |
| 6 | 2016.01.04 20:15 | expiration | 2 | 0.15 | 1.46624 | 1.46124 | 1.46984 | ||
| 7 | 2016.01.08 19:00 | buy | 3 | 0.10 | 1.45191 | 0.00000 | 0.00000 | ||
| 8 | 2016.01.08 19:00 | buy limit | 4 | 0.15 | 1.45055 | 0.00000 | 0.00000 | ||
| 9 | 2016.01.08 19:00 | modify | 4 | 0.15 | 1.45055 | 1.44555 | 1.45383 | ||
| 10 | 2016.01.08 19:00 | modify | 3 | 0.10 | 1.45191 | 1.44727 | 1.45383 | ||
| 11 | 2016.01.08 20:15 | expiration | 4 | 0.15 | 1.45055 | 1.44555 | 1.45383 | ||
| 12 | 2016.01.11 01:09 | t/p | 3 | 0.10 | 1.45383 | 1.44727 | 1.45383 | 19.32 | 532.63 |
| 13 | 2016.01.15 19:00 | buy | 5 | 0.10 | 1.42928 | 0.00000 | 0.00000 | ||
| 14 | 2016.01.15 19:00 | buy limit | 6 | 0.15 | 1.42775 | 0.00000 | 0.00000 | ||
| 15 | 2016.01.15 19:00 | modify | 6 | 0.15 | 1.42775 | 1.42275 | 1.43128 | ||
| 16 | 2016.01.15 19:00 | modify | 5 | 0.10 | 1.42928 | 1.42422 | 1.43128 | ||
| 17 | 2016.01.15 19:24 | buy | 6 | 0.15 | 1.42775 | 1.42275 | 1.43128 | ||
| 18 | 2016.01.18 10:24 | t/p | 5 | 0.10 | 1.43128 | 1.42422 | 1.43128 | 20.13 | 552.75 |
| 19 | 2016.01.18 10:24 | t/p | 6 | 0.15 | 1.43128 | 1.42275 | 1.43128 | 53.14 | 605.89 |
| 20 | 2016.01.19 19:00 | buy | 7 | 0.10 | 1.41672 | 0.00000 | 0.00000 | ||
| 21 | 2016.01.19 19:00 | buy limit | 8 | 0.15 | 1.41286 | 0.00000 | 0.00000 | ||
| 22 | 2016.01.19 19:00 | modify | 8 | 0.15 | 1.41286 | 1.40786 | 1.41783 | ||
| 23 | 2016.01.19 19:00 | modify | 7 | 0.10 | 1.41672 | 1.40789 | 1.41783 | ||
| 24 | 2016.01.19 19:31 | t/p | 7 | 0.10 | 1.41783 | 1.40789 | 1.41783 | 11.10 | 616.99 |
| 25 | 2016.01.19 20:15 | expiration | 8 | 0.15 | 1.41286 | 1.40786 | 1.41783 | ||
| 26 | 2016.01.21 19:00 | sell limit | 9 | 0.15 | 1.42056 | 0.00000 | 0.00000 | ||
| 27 | 2016.01.21 19:00 | modify | 9 | 0.15 | 1.42056 | 1.42556 | 1.41738 | ||
| 28 | 2016.01.21 19:07 | sell | 9 | 0.15 | 1.42056 | 1.42556 | 1.41738 | ||
| 29 | 2016.01.22 10:24 | s/l | 9 | 0.15 | 1.42556 | 1.42556 | 1.41738 | -75.28 | 541.71 |
| 30 | 2016.01.26 19:00 | sell limit | 10 | 0.15 | 1.43491 | 0.00000 | 0.00000 | ||
| 31 | 2016.01.26 19:00 | modify | 10 | 0.15 | 1.43491 | 1.43991 | 1.43074 | ||
| 32 | 2016.01.26 19:06 | sell | 10 | 0.15 | 1.43491 | 1.43991 | 1.43074 | ||
| 33 | 2016.01.27 11:23 | t/p | 10 | 0.15 | 1.43074 | 1.43991 | 1.43074 | 62.27 | 603.98 |
| 34 | 2016.01.29 19:00 | buy | 11 | 0.10 | 1.41783 | 0.00000 | 0.00000 | ||
| 35 | 2016.01.29 19:00 | buy limit | 12 | 0.15 | 1.41493 | 0.00000 | 0.00000 | ||
| 36 | 2016.01.29 19:00 | modify | 12 | 0.15 | 1.41493 | 1.40993 | 1.42114 | ||
| 37 | 2016.01.29 19:00 | modify | 11 | 0.10 | 1.41783 | 1.40872 | 1.42114 | ||
| 38 | 2016.01.29 20:06 | t/p | 11 | 0.10 | 1.42114 | 1.40872 | 1.42114 | 33.10 | 637.08 |
| 39 | 2016.01.29 20:15 | expiration | 12 | 0.15 | 1.41493 | 1.40993 | 1.42114 | ||
| 40 | 2016.02.01 19:00 | sell limit | 13 | 0.15 | 1.43773 | 0.00000 | 0.00000 | ||
| 41 | 2016.02.01 19:00 | modify | 13 | 0.15 | 1.43773 | 1.44273 | 1.43419 | ||
| 42 | 2016.02.01 19:30 | sell | 13 | 0.15 | 1.43773 | 1.44273 | 1.43419 | ||
| 43 | 2016.02.01 21:13 | s/l | 13 | 0.15 | 1.44273 | 1.44273 | 1.43419 | -75.00 | 562.08 |
| 44 | 2016.02.03 19:00 | sell limit | 14 | 0.15 | 1.46023 | 0.00000 | 0.00000 | ||
| 45 | 2016.02.03 19:00 | modify | 14 | 0.15 | 1.46023 | 1.46523 | 1.45505 | ||
| 46 | 2016.02.03 20:15 | expiration | 14 | 0.15 | 1.46023 | 1.46523 | 1.45505 | ||
| 47 | 2016.02.05 19:00 | buy | 15 | 0.10 | 1.44645 | 0.00000 | 0.00000 | ||
| 48 | 2016.02.05 19:00 | buy limit | 16 | 0.15 | 1.44512 | 0.00000 | 0.00000 | ||
| 49 | 2016.02.05 19:00 | modify | 16 | 0.15 | 1.44512 | 1.44012 | 1.44840 | ||
| 50 | 2016.02.05 19:00 | modify | 15 | 0.10 | 1.44645 | 1.44184 | 1.44840 | ||
| 51 | 2016.02.05 20:15 | expiration | 16 | 0.15 | 1.44512 | 1.44012 | 1.44840 | ||
| 52 | 2016.02.05 21:18 | t/p | 15 | 0.10 | 1.44840 | 1.44184 | 1.44840 | 19.50 | 581.58 |
| 53 | 2016.02.09 19:00 | sell limit | 17 | 0.15 | 1.45147 | 0.00000 | 0.00000 | ||
| 54 | 2016.02.09 19:00 | modify | 17 | 0.15 | 1.45147 | 1.45647 | 1.44824 | ||
| 55 | 2016.02.09 20:15 | expiration | 17 | 0.15 | 1.45147 | 1.45647 | 1.44824 | ||
| 56 | 2016.02.12 19:00 | buy | 18 | 0.10 | 1.44600 | 0.00000 | 0.00000 | ||
| 57 | 2016.02.12 19:00 | buy limit | 19 | 0.15 | 1.44440 | 0.00000 | 0.00000 | ||
| 58 | 2016.02.12 19:00 | modify | 19 | 0.15 | 1.44440 | 1.43940 | 1.44727 | ||
| 59 | 2016.02.12 19:00 | modify | 18 | 0.10 | 1.44600 | 1.44153 | 1.44727 | ||
| 60 | 2016.02.12 19:36 | t/p | 18 | 0.10 | 1.44727 | 1.44153 | 1.44727 | 12.70 | 594.28 |
| 61 | 2016.02.12 20:15 | expiration | 19 | 0.15 | 1.44440 | 1.43940 | 1.44727 | ||
| 62 | 2016.02.15 19:00 | buy | 20 | 0.10 | 1.44364 | 0.00000 | 0.00000 | ||
| 63 | 2016.02.15 19:00 | buy limit | 21 | 0.15 | 1.44246 | 0.00000 | 0.00000 | ||
| 64 | 2016.02.15 19:00 | modify | 21 | 0.15 | 1.44246 | 1.43746 | 1.44506 | ||
| 65 | 2016.02.15 19:00 | modify | 20 | 0.10 | 1.44364 | 1.43986 | 1.44506 | ||
| 66 | 2016.02.15 19:06 | buy | 21 | 0.15 | 1.44246 | 1.43746 | 1.44506 | ||
| 67 | 2016.02.16 01:57 | t/p | 20 | 0.10 | 1.44506 | 1.43986 | 1.44506 | 14.32 | 608.60 |
| 68 | 2016.02.16 01:57 | t/p | 21 | 0.15 | 1.44506 | 1.43746 | 1.44506 | 39.19 | 647.79 |
| 69 | 2016.02.16 19:00 | buy | 22 | 0.10 | 1.42899 | 0.00000 | 0.00000 | ||
| 70 | 2016.02.16 19:00 | buy limit | 23 | 0.15 | 1.42756 | 0.00000 | 0.00000 | ||
| 71 | 2016.02.16 19:00 | modify | 23 | 0.15 | 1.42756 | 1.42256 | 1.43321 | ||
| 72 | 2016.02.16 19:00 | modify | 22 | 0.10 | 1.42899 | 1.42191 | 1.43321 | ||
| 73 | 2016.02.16 20:15 | expiration | 23 | 0.15 | 1.42756 | 1.42256 | 1.43321 | ||
| 74 | 2016.02.17 12:13 | t/p | 22 | 0.10 | 1.43321 | 1.42191 | 1.43321 | 42.33 | 690.12 |
| 75 | 2016.02.19 19:00 | sell limit | 24 | 0.15 | 1.43472 | 0.00000 | 0.00000 | ||
| 76 | 2016.02.19 19:00 | modify | 24 | 0.15 | 1.43472 | 1.43972 | 1.43234 | ||
| 77 | 2016.02.19 19:39 | sell | 24 | 0.15 | 1.43472 | 1.43972 | 1.43234 | ||
| 78 | 2016.02.22 00:00 | t/p | 24 | 0.15 | 1.43234 | 1.43972 | 1.43234 | 35.42 | 725.54 |
| 79 | 2016.02.23 19:00 | buy | 25 | 0.10 | 1.40404 | 0.00000 | 0.00000 | ||
| 80 | 2016.02.23 19:00 | buy limit | 26 | 0.15 | 1.40304 | 0.00000 | 0.00000 | ||
| 81 | 2016.02.23 19:00 | modify | 26 | 0.15 | 1.40304 | 1.39804 | 1.40643 | ||
| 82 | 2016.02.23 19:00 | modify | 25 | 0.10 | 1.40404 | 1.40079 | 1.40643 | ||
| 83 | 2016.02.23 19:06 | buy | 26 | 0.15 | 1.40304 | 1.39804 | 1.40643 | ||
| 84 | 2016.02.23 22:24 | s/l | 25 | 0.10 | 1.40079 | 1.40079 | 1.40643 | -32.50 | 693.04 |
| 85 | 2016.02.24 04:04 | s/l | 26 | 0.15 | 1.39804 | 1.39804 | 1.40643 | -74.81 | 618.23 |
| 86 | 2016.02.26 19:00 | buy | 27 | 0.10 | 1.38652 | 0.00000 | 0.00000 | ||
| 87 | 2016.02.26 19:00 | buy limit | 28 | 0.15 | 1.38532 | 0.00000 | 0.00000 | ||
| 88 | 2016.02.26 19:00 | modify | 28 | 0.15 | 1.38532 | 1.38032 | 1.38977 | ||
| 89 | 2016.02.26 19:00 | modify | 27 | 0.10 | 1.38652 | 1.38087 | 1.38977 | ||
| 90 | 2016.02.26 20:15 | expiration | 28 | 0.15 | 1.38532 | 1.38032 | 1.38977 | ||
| 91 | 2016.02.29 09:39 | t/p | 27 | 0.10 | 1.38977 | 1.38087 | 1.38977 | 32.63 | 650.85 |
| 92 | 2016.03.02 19:00 | sell limit | 29 | 0.15 | 1.40811 | 0.00000 | 0.00000 | ||
| 93 | 2016.03.02 19:00 | modify | 29 | 0.15 | 1.40811 | 1.41311 | 1.40417 | ||
| 94 | 2016.03.02 20:15 | expiration | 29 | 0.15 | 1.40811 | 1.41311 | 1.40417 | ||
| 95 | 2016.03.04 19:00 | sell limit | 30 | 0.15 | 1.42476 | 0.00000 | 0.00000 | ||
| 96 | 2016.03.04 19:00 | modify | 30 | 0.15 | 1.42476 | 1.42976 | 1.42160 | ||
| 97 | 2016.03.04 20:15 | expiration | 30 | 0.15 | 1.42476 | 1.42976 | 1.42160 | ||
| 98 | 2016.03.07 19:00 | sell limit | 31 | 0.15 | 1.42628 | 0.00000 | 0.00000 | ||
| 99 | 2016.03.07 19:00 | modify | 31 | 0.15 | 1.42628 | 1.43128 | 1.42265 | ||
| 100 | 2016.03.07 19:04 | sell | 31 | 0.15 | 1.42628 | 1.43128 | 1.42265 | ||
| 101 | 2016.03.08 11:33 | t/p | 31 | 0.15 | 1.42265 | 1.43128 | 1.42265 | 54.17 | 705.02 |
| 102 | 2016.03.10 19:00 | sell limit | 32 | 0.15 | 1.43134 | 0.00000 | 0.00000 | ||
| 103 | 2016.03.10 19:00 | modify | 32 | 0.15 | 1.43134 | 1.43634 | 1.42707 | ||
| 104 | 2016.03.10 19:10 | sell | 32 | 0.15 | 1.43134 | 1.43634 | 1.42707 | ||
| 105 | 2016.03.11 02:26 | t/p | 32 | 0.15 | 1.42707 | 1.43634 | 1.42707 | 63.77 | 768.79 |
| 106 | 2016.03.11 19:00 | sell limit | 33 | 0.15 | 1.44358 | 0.00000 | 0.00000 | ||
| 107 | 2016.03.11 19:00 | modify | 33 | 0.15 | 1.44358 | 1.44858 | 1.43928 | ||
| 108 | 2016.03.11 20:15 | expiration | 33 | 0.15 | 1.44358 | 1.44858 | 1.43928 | ||
| 109 | 2016.03.15 19:00 | buy | 34 | 0.10 | 1.41446 | 0.00000 | 0.00000 | ||
| 110 | 2016.03.15 19:00 | buy limit | 35 | 0.15 | 1.41346 | 0.00000 | 0.00000 | ||
| 111 | 2016.03.15 19:00 | modify | 35 | 0.15 | 1.41346 | 1.40846 | 1.41772 | ||
| 112 | 2016.03.15 19:00 | modify | 34 | 0.10 | 1.41446 | 1.41048 | 1.41772 | ||
| 113 | 2016.03.15 20:15 | expiration | 35 | 0.15 | 1.41346 | 1.40846 | 1.41772 | ||
| 114 | 2016.03.16 08:43 | s/l | 34 | 0.10 | 1.41048 | 1.41048 | 1.41772 | -39.67 | 729.12 |
| 115 | 2016.03.17 19:00 | sell limit | 36 | 0.15 | 1.45026 | 0.00000 | 0.00000 | ||
| 116 | 2016.03.17 19:00 | modify | 36 | 0.15 | 1.45026 | 1.45526 | 1.44361 | ||
| 117 | 2016.03.17 20:15 | expiration | 36 | 0.15 | 1.45026 | 1.45526 | 1.44361 | ||
| 118 | 2016.03.22 19:00 | buy | 37 | 0.10 | 1.42049 | 0.00000 | 0.00000 | ||
| 119 | 2016.03.22 19:00 | buy limit | 38 | 0.15 | 1.41897 | 0.00000 | 0.00000 | ||
| 120 | 2016.03.22 19:00 | modify | 38 | 0.15 | 1.41897 | 1.41397 | 1.42386 | ||
| 121 | 2016.03.22 19:00 | modify | 37 | 0.10 | 1.42049 | 1.41408 | 1.42386 | ||
| 122 | 2016.03.22 20:15 | expiration | 38 | 0.15 | 1.41897 | 1.41397 | 1.42386 | ||
| 123 | 2016.03.23 15:03 | s/l | 37 | 0.10 | 1.41408 | 1.41408 | 1.42386 | -63.97 | 665.14 |
| 124 | 2016.03.23 19:00 | buy | 39 | 0.10 | 1.40996 | 0.00000 | 0.00000 | ||
| 125 | 2016.03.23 19:00 | buy limit | 40 | 0.15 | 1.40828 | 0.00000 | 0.00000 | ||
| 126 | 2016.03.23 19:00 | modify | 40 | 0.15 | 1.40828 | 1.40328 | 1.41168 | ||
| 127 | 2016.03.23 19:00 | modify | 39 | 0.10 | 1.40996 | 1.40488 | 1.41168 | ||
| 128 | 2016.03.23 20:15 | expiration | 40 | 0.15 | 1.40828 | 1.40328 | 1.41168 | ||
| 129 | 2016.03.23 20:20 | t/p | 39 | 0.10 | 1.41168 | 1.40488 | 1.41168 | 17.20 | 682.34 |
| 130 | 2016.03.24 19:00 | sell limit | 41 | 0.15 | 1.41589 | 0.00000 | 0.00000 | ||
| 131 | 2016.03.24 19:00 | modify | 41 | 0.15 | 1.41589 | 1.42089 | 1.41341 | ||
| 132 | 2016.03.24 19:25 | sell | 41 | 0.15 | 1.41589 | 1.42089 | 1.41341 | ||
| 133 | 2016.03.25 01:51 | t/p | 41 | 0.15 | 1.41341 | 1.42089 | 1.41341 | 36.92 | 719.26 |
| 134 | 2016.04.01 19:00 | buy | 42 | 0.10 | 1.42019 | 0.00000 | 0.00000 | ||
| 135 | 2016.04.01 19:00 | buy limit | 43 | 0.15 | 1.41708 | 0.00000 | 0.00000 | ||
| 136 | 2016.04.01 19:00 | modify | 43 | 0.15 | 1.41708 | 1.41208 | 1.42179 | ||
| 137 | 2016.04.01 19:00 | modify | 42 | 0.10 | 1.42019 | 1.41237 | 1.42179 | ||
| 138 | 2016.04.01 19:22 | t/p | 42 | 0.10 | 1.42179 | 1.41237 | 1.42179 | 16.00 | 735.26 |
| 139 | 2016.04.01 20:15 | expiration | 43 | 0.15 | 1.41708 | 1.41208 | 1.42179 | ||
| 140 | 2016.04.06 19:00 | sell limit | 44 | 0.15 | 1.41694 | 0.00000 | 0.00000 | ||
| 141 | 2016.04.06 19:00 | modify | 44 | 0.15 | 1.41694 | 1.42194 | 1.41305 | ||
| 142 | 2016.04.06 20:15 | expiration | 44 | 0.15 | 1.41694 | 1.42194 | 1.41305 | ||
| 143 | 2016.04.11 19:00 | sell limit | 45 | 0.15 | 1.42787 | 0.00000 | 0.00000 | ||
| 144 | 2016.04.11 19:00 | modify | 45 | 0.15 | 1.42787 | 1.43287 | 1.42380 | ||
| 145 | 2016.04.11 20:15 | expiration | 45 | 0.15 | 1.42787 | 1.43287 | 1.42380 | ||
| 146 | 2016.04.15 19:00 | sell limit | 46 | 0.15 | 1.42253 | 0.00000 | 0.00000 | ||
| 147 | 2016.04.15 19:00 | modify | 46 | 0.15 | 1.42253 | 1.42753 | 1.41998 | ||
| 148 | 2016.04.15 19:03 | sell | 46 | 0.15 | 1.42253 | 1.42753 | 1.41998 | ||
| 149 | 2016.04.15 22:48 | t/p | 46 | 0.15 | 1.41998 | 1.42753 | 1.41998 | 38.25 | 773.51 |
| 150 | 2016.04.18 19:00 | sell limit | 47 | 0.15 | 1.42795 | 0.00000 | 0.00000 | ||
| 151 | 2016.04.18 19:00 | modify | 47 | 0.15 | 1.42795 | 1.43295 | 1.42443 | ||
| 152 | 2016.04.18 19:32 | sell | 47 | 0.15 | 1.42795 | 1.43295 | 1.42443 | ||
| 153 | 2016.04.19 09:23 | s/l | 47 | 0.15 | 1.43295 | 1.43295 | 1.42443 | -75.28 | 698.23 |
| 154 | 2016.04.19 19:00 | sell limit | 48 | 0.15 | 1.44146 | 0.00000 | 0.00000 | ||
| 155 | 2016.04.19 19:00 | modify | 48 | 0.15 | 1.44146 | 1.44646 | 1.43805 | ||
| 156 | 2016.04.19 20:15 | expiration | 48 | 0.15 | 1.44146 | 1.44646 | 1.43805 | ||