Strategy Tester Report
Walt_LCTS_v1.1
MetaQuotes-Demo (Build 985)
| Symbol | NZDJPY (New Zealand 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 | 4581802 | Modelling quality | 80.10% |
| Mismatched charts errors | 11 | ||||
| Initial deposit | 500.00 | Spread | Current (59) | ||
| Total net profit | 94.50 | Gross profit | 384.95 | Gross loss | -290.45 |
| Profit factor | 1.33 | Expected payoff | 5.91 | ||
| Absolute drawdown | 11.26 | Maximal drawdown | 259.29 (31.67%) | Relative drawdown | 31.67% (259.29) |
| Total trades | 16 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
| Largest | profit trade | 63.84 | loss trade | -71.05 | |
| Average | profit trade | 35.00 | loss trade | -58.09 | |
| Maximum | consecutive wins (profit in money) | 6 (229.56) | consecutive losses (loss in money) | 2 (-142.08) | |
| Maximal | consecutive profit (count of wins) | 229.56 (6) | consecutive loss (count of losses) | -142.08 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2016.01.08 19:00 | buy | 1 | 0.10 | 77.243 | 0.000 | 0.000 | ||
| 2 | 2016.01.08 19:00 | buy limit | 2 | 0.15 | 76.889 | 0.000 | 0.000 | ||
| 3 | 2016.01.08 19:00 | modify | 2 | 0.15 | 76.889 | 76.389 | 77.401 | ||
| 4 | 2016.01.08 19:00 | modify | 1 | 0.10 | 77.243 | 76.377 | 77.401 | ||
| 5 | 2016.01.08 19:22 | t/p | 1 | 0.10 | 77.401 | 76.377 | 77.401 | 14.92 | 514.92 |
| 6 | 2016.01.08 20:15 | expiration | 2 | 0.15 | 76.889 | 76.389 | 77.401 | ||
| 7 | 2016.01.21 19:00 | sell limit | 3 | 0.15 | 76.880 | 0.000 | 0.000 | ||
| 8 | 2016.01.21 19:00 | modify | 3 | 0.15 | 76.880 | 77.380 | 76.379 | ||
| 9 | 2016.01.21 20:15 | expiration | 3 | 0.15 | 76.880 | 77.380 | 76.379 | ||
| 10 | 2016.01.26 19:00 | sell limit | 4 | 0.15 | 77.015 | 0.000 | 0.000 | ||
| 11 | 2016.01.26 19:00 | modify | 4 | 0.15 | 77.015 | 77.515 | 76.680 | ||
| 12 | 2016.01.26 19:17 | sell | 4 | 0.15 | 77.015 | 77.515 | 76.680 | ||
| 13 | 2016.01.27 03:33 | t/p | 4 | 0.15 | 76.680 | 77.515 | 76.680 | 47.15 | 562.07 |
| 14 | 2016.01.27 19:00 | sell limit | 5 | 0.15 | 77.588 | 0.000 | 0.000 | ||
| 15 | 2016.01.27 19:00 | modify | 5 | 0.15 | 77.588 | 78.088 | 77.287 | ||
| 16 | 2016.01.27 19:01 | sell | 5 | 0.15 | 77.588 | 78.088 | 77.287 | ||
| 17 | 2016.01.27 21:24 | t/p | 5 | 0.15 | 77.287 | 78.088 | 77.287 | 42.61 | 604.68 |
| 18 | 2016.02.05 19:00 | buy | 6 | 0.10 | 77.547 | 0.000 | 0.000 | ||
| 19 | 2016.02.05 19:00 | buy limit | 7 | 0.15 | 77.372 | 0.000 | 0.000 | ||
| 20 | 2016.02.05 19:00 | modify | 7 | 0.15 | 77.372 | 76.872 | 77.703 | ||
| 21 | 2016.02.05 19:00 | modify | 6 | 0.10 | 77.547 | 77.041 | 77.703 | ||
| 22 | 2016.02.05 20:15 | expiration | 7 | 0.15 | 77.372 | 76.872 | 77.703 | ||
| 23 | 2016.02.08 02:39 | t/p | 6 | 0.10 | 77.703 | 77.041 | 77.703 | 14.86 | 619.55 |
| 24 | 2016.02.15 19:00 | sell limit | 8 | 0.15 | 76.297 | 0.000 | 0.000 | ||
| 25 | 2016.02.15 19:00 | modify | 8 | 0.15 | 76.297 | 76.797 | 75.969 | ||
| 26 | 2016.02.15 19:22 | sell | 8 | 0.15 | 76.297 | 76.797 | 75.969 | ||
| 27 | 2016.02.16 04:09 | t/p | 8 | 0.15 | 75.969 | 76.797 | 75.969 | 46.17 | 665.72 |
| 28 | 2016.02.22 19:00 | sell limit | 9 | 0.15 | 76.086 | 0.000 | 0.000 | ||
| 29 | 2016.02.22 19:00 | modify | 9 | 0.15 | 76.086 | 76.586 | 75.635 | ||
| 30 | 2016.02.22 19:39 | sell | 9 | 0.15 | 76.086 | 76.586 | 75.635 | ||
| 31 | 2016.02.22 23:54 | t/p | 9 | 0.15 | 75.635 | 76.586 | 75.635 | 63.84 | 729.56 |
| 32 | 2016.02.23 19:00 | buy | 10 | 0.10 | 74.725 | 0.000 | 0.000 | ||
| 33 | 2016.02.23 19:00 | buy limit | 11 | 0.15 | 74.560 | 0.000 | 0.000 | ||
| 34 | 2016.02.23 19:00 | modify | 11 | 0.15 | 74.560 | 74.060 | 74.865 | ||
| 35 | 2016.02.23 19:00 | modify | 10 | 0.10 | 74.725 | 74.255 | 74.865 | ||
| 36 | 2016.02.23 20:15 | expiration | 11 | 0.15 | 74.560 | 74.060 | 74.865 | ||
| 37 | 2016.02.24 00:54 | s/l | 10 | 0.10 | 74.255 | 74.255 | 74.865 | -44.22 | 685.34 |
| 38 | 2016.02.25 19:00 | sell limit | 12 | 0.15 | 75.569 | 0.000 | 0.000 | ||
| 39 | 2016.02.25 19:00 | modify | 12 | 0.15 | 75.569 | 76.069 | 75.301 | ||
| 40 | 2016.02.25 20:15 | expiration | 12 | 0.15 | 75.569 | 76.069 | 75.301 | ||
| 41 | 2016.03.01 19:00 | sell limit | 13 | 0.15 | 75.477 | 0.000 | 0.000 | ||
| 42 | 2016.03.01 19:00 | modify | 13 | 0.15 | 75.477 | 75.977 | 75.045 | ||
| 43 | 2016.03.01 20:15 | expiration | 13 | 0.15 | 75.477 | 75.977 | 75.045 | ||
| 44 | 2016.03.03 19:00 | sell limit | 14 | 0.15 | 76.637 | 0.000 | 0.000 | ||
| 45 | 2016.03.03 19:00 | modify | 14 | 0.15 | 76.637 | 77.137 | 76.326 | ||
| 46 | 2016.03.03 19:45 | sell | 14 | 0.15 | 76.637 | 77.137 | 76.326 | ||
| 47 | 2016.03.04 03:54 | t/p | 14 | 0.15 | 76.326 | 77.137 | 76.326 | 43.76 | 729.10 |
| 48 | 2016.03.04 19:00 | sell limit | 15 | 0.15 | 77.513 | 0.000 | 0.000 | ||
| 49 | 2016.03.04 19:00 | modify | 15 | 0.15 | 77.513 | 78.013 | 77.196 | ||
| 50 | 2016.03.04 19:13 | sell | 15 | 0.15 | 77.513 | 78.013 | 77.196 | ||
| 51 | 2016.03.07 02:05 | t/p | 15 | 0.15 | 77.196 | 78.013 | 77.196 | 44.61 | 773.72 |
| 52 | 2016.03.09 19:00 | sell limit | 16 | 0.15 | 76.976 | 0.000 | 0.000 | ||
| 53 | 2016.03.09 19:00 | modify | 16 | 0.15 | 76.976 | 77.476 | 76.615 | ||
| 54 | 2016.03.09 20:15 | expiration | 16 | 0.15 | 76.976 | 77.476 | 76.615 | ||
| 55 | 2016.03.11 19:00 | sell limit | 17 | 0.15 | 76.990 | 0.000 | 0.000 | ||
| 56 | 2016.03.11 19:00 | modify | 17 | 0.15 | 76.990 | 77.490 | 76.588 | ||
| 57 | 2016.03.11 20:15 | expiration | 17 | 0.15 | 76.990 | 77.490 | 76.588 | ||
| 58 | 2016.03.14 19:00 | buy | 18 | 0.10 | 75.932 | 0.000 | 0.000 | ||
| 59 | 2016.03.14 19:00 | buy limit | 19 | 0.15 | 75.828 | 0.000 | 0.000 | ||
| 60 | 2016.03.14 19:00 | modify | 19 | 0.15 | 75.828 | 75.328 | 76.081 | ||
| 61 | 2016.03.14 19:00 | modify | 18 | 0.10 | 75.932 | 75.575 | 76.081 | ||
| 62 | 2016.03.14 19:23 | buy | 19 | 0.15 | 75.828 | 75.328 | 76.081 | ||
| 63 | 2016.03.15 03:50 | s/l | 18 | 0.10 | 75.575 | 75.575 | 76.081 | -33.56 | 740.16 |
| 64 | 2016.03.15 09:17 | s/l | 19 | 0.15 | 75.328 | 75.328 | 76.081 | -70.59 | 669.57 |
| 65 | 2016.03.15 19:00 | buy | 20 | 0.10 | 74.500 | 0.000 | 0.000 | ||
| 66 | 2016.03.15 19:00 | buy limit | 21 | 0.15 | 74.400 | 0.000 | 0.000 | ||
| 67 | 2016.03.15 19:00 | modify | 21 | 0.15 | 74.400 | 73.900 | 74.805 | ||
| 68 | 2016.03.15 19:00 | modify | 20 | 0.10 | 74.500 | 74.029 | 74.805 | ||
| 69 | 2016.03.15 20:15 | expiration | 21 | 0.15 | 74.400 | 73.900 | 74.805 | ||
| 70 | 2016.03.16 00:37 | t/p | 20 | 0.10 | 74.805 | 74.029 | 74.805 | 28.93 | 698.50 |
| 71 | 2016.03.28 19:00 | sell limit | 22 | 0.15 | 76.300 | 0.000 | 0.000 | ||
| 72 | 2016.03.28 19:00 | modify | 22 | 0.15 | 76.300 | 76.800 | 76.076 | ||
| 73 | 2016.03.28 20:15 | expiration | 22 | 0.15 | 76.300 | 76.800 | 76.076 | ||
| 74 | 2016.04.07 19:00 | buy | 23 | 0.10 | 73.172 | 0.000 | 0.000 | ||
| 75 | 2016.04.07 19:00 | buy limit | 24 | 0.15 | 72.962 | 0.000 | 0.000 | ||
| 76 | 2016.04.07 19:00 | modify | 24 | 0.15 | 72.962 | 72.462 | 73.462 | ||
| 77 | 2016.04.07 19:00 | modify | 23 | 0.10 | 73.172 | 72.462 | 73.462 | ||
| 78 | 2016.04.07 20:15 | expiration | 24 | 0.15 | 72.962 | 72.462 | 73.462 | ||
| 79 | 2016.04.07 22:49 | t/p | 23 | 0.10 | 73.462 | 72.462 | 73.462 | 27.37 | 725.87 |
| 80 | 2016.04.12 19:00 | sell limit | 25 | 0.15 | 75.027 | 0.000 | 0.000 | ||
| 81 | 2016.04.12 19:00 | modify | 25 | 0.15 | 75.027 | 75.527 | 74.761 | ||
| 82 | 2016.04.12 19:55 | sell | 25 | 0.15 | 75.027 | 75.527 | 74.761 | ||
| 83 | 2016.04.13 05:03 | s/l | 25 | 0.15 | 75.527 | 75.527 | 74.761 | -71.04 | 654.84 |
| 84 | 2016.04.18 19:00 | sell limit | 26 | 0.15 | 75.686 | 0.000 | 0.000 | ||
| 85 | 2016.04.18 19:00 | modify | 26 | 0.15 | 75.686 | 76.186 | 75.291 | ||
| 86 | 2016.04.18 19:20 | sell | 26 | 0.15 | 75.686 | 76.186 | 75.291 | ||
| 87 | 2016.04.19 02:42 | s/l | 26 | 0.15 | 76.186 | 76.186 | 75.291 | -71.05 | 583.79 |
| 88 | 2016.04.19 19:00 | sell limit | 27 | 0.15 | 77.029 | 0.000 | 0.000 | ||
| 89 | 2016.04.19 19:00 | modify | 27 | 0.15 | 77.029 | 77.529 | 76.709 | ||
| 90 | 2016.04.19 20:15 | expiration | 27 | 0.15 | 77.029 | 77.529 | 76.709 | ||
| 91 | 2016.04.21 19:00 | buy | 28 | 0.10 | 75.785 | 0.000 | 0.000 | ||
| 92 | 2016.04.21 19:00 | buy limit | 29 | 0.15 | 75.662 | 0.000 | 0.000 | ||
| 93 | 2016.04.21 19:00 | modify | 29 | 0.15 | 75.662 | 75.162 | 75.897 | ||
| 94 | 2016.04.21 19:00 | modify | 28 | 0.10 | 75.785 | 75.427 | 75.897 | ||
| 95 | 2016.04.21 20:15 | expiration | 29 | 0.15 | 75.662 | 75.162 | 75.897 | ||
| 96 | 2016.04.22 07:37 | t/p | 28 | 0.10 | 75.897 | 75.427 | 75.897 | 10.71 | 594.50 |