Strategy Tester Report
CorianderStrategyTester
Tickmill-Live (Build 1280)

SymbolEURJPY (Euro vs Japanese Yen)
Period5 Minutes (M5) 2011.01.03 00:00 - 2020.11.03 08:15 (2011.01.01 - 2020.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=81217; CommentStr=""; InpTradeMode=2; MoneyManagement_S="#======Money Management======#"; MMStartLot=0.01; MMRiskMode=0; MMAmountDivider=5000; MMMaxLot=0; LotIncrementor_S="======Lot Increment======"; UseLotIncrement=false; LIFirstLevelToMultiply=1; LILastLevelToMultiply=1; LIFactor=1; LIIncrementPercent=20; LIChangeEvery=5; LIChangeFactor=1.19; Separator_S1=""; MaxSpreadPips=3; TicksToAverageSpread=10; MultiOrder_S="#======== Multi-order =======#"; IsFIFO=false; MaxOrdersOneType=1; PauseBars=1; GridNoSignal=false; GridTimeFrame=1; SpacerInitialPips=1.2; SpacerIncreaseEvery=0; SpacerIncrementPips=0; SpacerFactor=1; SpacerMethod=1; CommonTakesAndStops=false; Exit_S="#============ Exit ==========#"; StopLossPips=36; TakeProfitPips=18; TTLMinutes=830; CloseMaxLossPips=200; DrawDownLimitCurrency=0; Separator_S2=""; Trail_S="#======= Trailing stop =======#"; TrailingStopType=0; TrailCandleTimeFrame=240; TrailHiLoOffsetPips=1; TrailStartPips=10; TrailStopPips=8; TrailStepPips=1; MinProfitPips=0; MoveToBreakEvenPips=0; Separator_S3=""; TradeTimeStr0="#============= Time settings =============#"; TradeRoundTheClock=false; TradeTimeStr1="- broker GMT offset will be auto-adjusted -"; TradeTimeStr2="-- Set your winter GMT offset for tester --"; AutoGMT=false; BrokerGMTOffsetWinter=2; BrokerDstMode=2; TargetGMTOffsetWinter=2; TargetDstMode=2; TradeTimeStr3="----- Trade intervals, comma separated ----"; TradeTimeStr4="----- set time in the target timezone -----"; TradeTimeStr5="Format: 'hh:mm-hh:mm', blank for no trading"; TradeTimeStr6="----------------- WINTER ------------------"; TradeTimeStr7="<== SUNDAY ==>"; SUNDAY_TradeIntervalsW=""; TradeTimeStr8="<== MONDAY ==>"; MONDAY_TradeIntervalsW="22:00-23:59"; TradeTimeStr9="<== TUESDAY ==>"; TUESDAY_TradeIntervalsW="00:00-02:00,22:00-23:59"; TradeTimeStr10="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsW="00:00-02:00,22:00-23:59"; TradeTimeStr11="<== THURSDAY ==>"; THURSDAY_TradeIntervalsW="00:00-02:00,22:00-23:59"; TradeTimeStr12="<== FRIDAY ==>"; FRIDAY_TradeIntervalsW="00:00-02:00"; TradeTimeStr13="--- Extra interval, every day (for opt) ---"; AddExtraIntervalW=false; StartTradeHourW=22; StartTradeMinuteW=0; DurationMinutesW=0; EndTradeHourW=2; EndTradeMinuteW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS=""; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS="22:00-02:00"; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS="00:00-23:59"; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS="00:00-23:59"; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS="00:00-23:59"; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS="00:00-02:00"; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; AddExtraIntervalS=true; StartTradeHourS=22; StartTradeMinuteS=0; DurationMinutesS=0; EndTradeHourS=2; EndTradeMinuteS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=0; FreezeMinutesAfterRollover=5; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=31; DayChristmasBreakStops=6; MonthsToSkip=""; SessionTargetDollars=0; ConsoleLogLevel=3; Strategy_S="#========= Strategy =========#"; IndicatorsTimeFrame=5; Type=1.6; WPRPeriod=73;
Bars in test731642Ticks modelled275545314Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit70.94Gross profit156.61Gross loss-85.67
Profit factor1.83Expected payoff0.59
Absolute drawdown8.29Maximal drawdown11.36 (0.11%)Relative drawdown0.11% (11.36)
Total trades121Short positions (won %)76 (76.32%)Long positions (won %)45 (80.00%)
Profit trades (% of total)94 (77.69%)Loss trades (% of total)27 (22.31%)
Largestprofit trade1.88loss trade-3.62
Averageprofit trade1.67loss trade-3.17
Maximumconsecutive wins (profit in money)15 (25.16)consecutive losses (loss in money)2 (-7.01)
Maximalconsecutive profit (count of wins)25.16 (15)consecutive loss (count of losses)-7.01 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.02.23 01:30sell10.01113.150113.492112.952
22011.02.23 02:54s/l10.01113.492113.492112.952-3.309996.70
32011.03.28 23:35buy20.01115.083114.729115.269
42011.03.29 09:19t/p20.01115.270114.729115.2691.709998.40
52011.05.26 23:05sell30.01114.976115.336114.796
62011.05.27 01:49t/p30.01114.793115.336114.7961.6910000.09
72011.08.01 23:05sell40.01110.030110.390109.850
82011.08.02 00:48s/l40.01110.404110.390109.850-3.629996.47
92011.08.29 22:35buy50.01111.518111.157111.697
102011.08.30 01:33t/p50.01111.698111.157111.6971.639998.11
112011.08.30 22:10sell60.01110.806111.166110.626
122011.08.31 03:20t/p60.01110.626111.166110.6261.679999.78
132011.11.24 22:55sell70.01102.905103.265102.725
142011.11.25 10:57t/p70.01102.721103.265102.7251.7110001.49
152012.01.11 23:05sell80.0197.71398.07397.533
162012.01.12 12:00s/l80.0198.07498.07397.533-3.529997.97
172012.01.30 23:40sell90.01100.260100.620100.080
182012.01.31 04:46s/l90.01100.620100.620100.080-3.499994.48
192012.02.01 00:40sell100.0199.819100.17999.639
202012.02.01 02:53t/p100.0199.637100.17999.6391.709996.18
212012.03.06 23:55sell110.01106.089106.447105.907
222012.03.07 00:57t/p110.01105.906106.447105.9071.699997.87
232012.03.23 01:00sell120.01108.968109.329108.789
242012.03.23 05:01s/l120.01109.330109.329108.789-3.499994.38
252012.04.02 22:05sell130.01109.583109.943109.403
262012.04.02 22:39t/p130.01109.403109.943109.4031.689996.06
272012.05.01 01:00sell140.01105.702106.062105.522
282012.05.01 14:50close140.01106.002106.062105.522-2.909993.16
292012.05.29 01:10sell150.0199.692100.05299.512
302012.05.29 06:14t/p150.0199.515100.05299.5121.659994.81
312012.06.25 22:05sell160.0199.57799.93699.396
322012.06.26 07:16t/p160.0199.39699.93699.3961.689996.49
332012.07.12 22:25sell170.0196.76397.12396.583
342012.07.13 10:15t/p170.0196.58397.12396.5831.679998.16
352012.07.26 22:00buy180.0196.06595.70596.245
362012.07.27 09:34t/p180.0196.24695.70596.2451.659999.81
372012.08.03 00:10sell190.0195.27995.63995.099
382012.08.03 03:21t/p190.0195.09695.63995.0991.7110001.52
392012.09.06 23:55buy200.0199.61799.25799.797
402012.09.07 09:24t/p200.0199.79899.25799.7971.6510003.17
412012.10.03 23:25buy210.01101.273100.915101.455
422012.10.04 05:26t/p210.01101.455100.915101.4551.5910004.76
432012.10.10 01:00sell220.01100.814101.178100.638
442012.10.10 02:48t/p220.01100.635101.178100.6381.6710006.43
452012.11.05 22:05sell230.01102.686103.046102.506
462012.11.06 05:46t/p230.01102.506103.046102.5061.6610008.09
472012.11.07 22:30sell240.01102.114102.474101.934
482012.11.08 02:05t/p240.01101.934102.474101.9341.6510009.74
492012.11.15 00:55buy250.01102.141101.781102.321
502012.11.15 06:01t/p250.01102.322101.781102.3211.6910011.43
512012.11.15 22:25buy260.01103.628103.268103.808
522012.11.16 02:22t/p260.01103.808103.268103.8081.6410013.08
532012.12.27 00:35buy270.01113.144112.784113.324
542012.12.27 01:55t/p270.01113.324112.784113.3241.6810014.76
552013.01.31 00:25buy280.01123.540123.180123.720
562013.01.31 04:35s/l280.01123.184123.180123.720-3.4410011.32
572013.04.03 23:50sell290.01119.462119.822119.282
582013.04.04 03:00t/p290.01119.282119.822119.2821.6510012.97
592013.06.03 22:50sell300.01130.070130.437129.897
602013.06.04 02:49s/l300.01130.438130.437129.897-3.5710009.40
612013.07.09 23:55sell310.01129.291129.647129.107
622013.07.10 05:05t/p310.01129.103129.647129.1071.7410011.14
632013.11.01 01:05sell320.01133.644134.015133.475
642013.11.01 03:10t/p320.01133.472134.015133.4751.6010012.74
652013.11.11 22:15buy330.01132.994132.638133.178
662013.11.12 03:08t/p330.01133.178132.638133.1781.6810014.42
672013.11.21 01:30sell340.01134.585134.946134.406
682013.11.21 03:10s/l340.01134.946134.946134.406-3.4910010.93
692014.01.16 23:30sell350.01142.052142.412141.872
702014.01.17 02:11t/p350.01141.868142.412141.8721.7110012.64
712014.01.29 23:15sell360.01139.703140.067139.527
722014.01.30 00:42t/p360.01139.527140.067139.5271.6110014.25
732014.01.30 01:15sell370.01139.739140.099139.559
742014.01.30 02:31t/p370.01139.556140.099139.5591.7110015.96
752014.02.04 01:45sell380.01136.822137.182136.642
762014.02.04 03:34t/p380.01136.642137.182136.6421.6810017.64
772014.02.11 23:25buy390.01139.945139.582140.122
782014.02.12 12:03s/l390.01139.580139.582140.122-3.5710014.08
792014.03.28 00:40sell400.01140.476140.836140.296
802014.03.28 03:31t/p400.01140.296140.836140.2961.6810015.76
812014.05.06 23:10sell410.01141.595141.955141.415
822014.05.07 08:40t/p410.01141.414141.955141.4151.6810017.44
832014.05.14 22:55sell420.01139.625139.985139.445
842014.05.15 10:54t/p420.01139.444139.985139.4451.6610019.10
852014.05.28 22:45sell430.01138.478138.838138.298
862014.05.29 02:48t/p430.01138.297138.838138.2981.6510020.75
872014.06.10 00:40sell440.01139.393139.753139.213
882014.06.10 03:44t/p440.01139.212139.753139.2131.6910022.44
892014.06.11 23:40sell450.01138.070138.430137.890
902014.06.12 12:36t/p450.01137.890138.430137.8901.6510024.09
912014.06.26 22:20sell460.01138.408138.768138.228
922014.06.27 03:51t/p460.01138.225138.768138.2281.7010025.79
932014.07.10 23:00sell470.01137.866138.225137.685
942014.07.11 08:07t/p470.01137.684138.225137.6851.6910027.48
952014.08.08 00:45sell480.01136.425136.785136.245
962014.08.08 04:15t/p480.01136.242136.785136.2451.7010029.18
972014.08.13 22:25buy490.01136.918136.560137.100
982014.08.14 04:30t/p490.01137.100136.560137.1001.5910030.77
992014.09.25 23:55sell500.01138.644139.004138.464
1002014.09.26 02:28t/p500.01138.462139.004138.4641.6910032.46
1012014.12.04 22:00buy510.01148.157147.795148.335
1022014.12.04 23:00t/p510.01148.335147.795148.3351.6610034.12
1032015.03.05 00:25sell520.01132.659133.023132.483
1042015.03.05 07:59t/p520.01132.483133.023132.4831.6410035.76
1052015.04.03 01:20buy530.01130.212129.852130.392
1062015.04.03 14:48t/p530.01130.413129.852130.3921.8810037.64
1072015.04.10 00:20sell540.01128.544128.912128.372
1082015.04.10 09:53t/p540.01128.372128.912128.3721.6010039.24
1092015.06.16 22:30sell550.01138.778139.141138.601
1102015.06.17 09:52s/l550.01139.141139.141138.601-3.5210035.72
1112015.07.28 01:10buy560.01136.662136.304136.844
1122015.07.28 05:57t/p560.01136.846136.304136.8441.7210037.44
1132015.07.31 01:00sell570.01135.776136.136135.596
1142015.07.31 05:34t/p570.01135.593136.136135.5961.7010039.14
1152015.08.11 01:55buy580.01137.225136.865137.405
1162015.08.11 03:44t/p580.01137.408136.865137.4051.7010040.84
1172015.09.04 00:15sell590.01133.594133.957133.417
1182015.09.04 03:18t/p590.01133.418133.957133.4171.6410042.48
1192015.09.10 01:25buy600.01134.957134.596135.136
1202015.09.10 03:45t/p600.01135.138134.596135.1361.6910044.17
1212015.11.05 00:15sell610.01132.107132.470131.930
1222015.11.05 03:08t/p610.01131.928132.470131.9301.6710045.84
1232015.11.10 22:05sell620.01131.979132.339131.799
1242015.11.11 10:22s/l620.01132.340132.339131.799-3.5010042.34
1252015.11.23 23:55sell630.01130.626130.988130.448
1262015.11.24 06:39t/p630.01130.447130.988130.4481.6610044.00
1272015.12.11 01:00sell640.01133.084133.448132.908
1282015.12.11 02:23s/l640.01133.448133.448132.908-3.5110040.49
1292016.01.06 00:40sell650.01128.010128.370127.830
1302016.01.06 03:16t/p650.01127.830128.370127.8301.6810042.17
1312016.01.11 23:55sell660.01127.875128.229127.689
1322016.01.12 01:25t/p660.01127.688128.229127.6891.7310043.90
1332016.01.25 23:20buy670.01128.345127.985128.525
1342016.01.26 07:49s/l670.01127.980127.985128.525-3.5710040.33
1352016.02.08 22:00sell680.01129.352129.711129.171
1362016.02.09 02:46t/p680.01129.171129.711129.1711.6810042.01
1372016.02.16 23:30sell690.01127.039127.399126.859
1382016.02.17 09:05t/p690.01126.857127.399126.8591.6910043.70
1392016.03.10 01:25buy700.01124.564124.204124.744
1402016.03.10 03:38t/p700.01124.750124.204124.7441.7410045.44
1412016.04.01 01:15buy710.01128.039127.679128.219
1422016.04.01 04:29s/l710.01127.676127.679128.219-3.5010041.94
1432016.04.07 22:10sell720.01123.314123.674123.134
1442016.04.07 23:51t/p720.01123.134123.674123.1341.6810043.62
1452016.04.19 23:10buy730.01124.024123.664124.204
1462016.04.20 08:38s/l730.01123.663123.664124.204-3.5210040.11
1472016.05.09 22:45buy740.01123.407123.045123.585
1482016.05.10 03:48t/p740.01123.587123.045123.5851.6410041.75
1492016.06.02 23:50sell750.01121.449121.809121.269
1502016.06.03 07:14t/p750.01121.268121.809121.2691.6810043.43
1512016.06.07 23:55sell760.01121.961122.321121.781
1522016.06.08 03:00t/p760.01121.779122.321121.7811.6810045.11
1532016.06.14 23:00sell770.01118.937119.297118.757
1542016.06.15 04:29t/p770.01118.755119.297118.7571.6910046.80
1552016.10.19 22:10sell780.01113.410113.770113.230
1562016.10.20 09:53s/l780.01113.771113.770113.230-3.5210043.28
1572016.11.24 00:20buy790.01118.670118.310118.850
1582016.11.24 05:21t/p790.01118.847118.310118.8501.6510044.93
1592016.11.24 23:30buy800.01119.614119.243119.783
1602016.11.25 02:10t/p800.01119.781119.243119.7831.5210046.45
1612017.01.31 01:00sell810.01121.711122.073121.533
1622017.01.31 03:58t/p810.01121.535122.073121.5331.6410048.09
1632017.03.29 22:30sell820.01119.511119.871119.331
1642017.03.30 10:09t/p820.01119.326119.871119.3311.7010049.79
1652017.05.09 22:30buy830.01124.167123.807124.347
1662017.05.09 22:39s/l830.01123.805123.807124.347-3.4910046.30
1672017.06.12 23:10sell840.01123.122123.482122.942
1682017.06.13 10:29s/l840.01123.483123.482122.942-3.5010042.80
1692017.07.07 01:15buy850.01129.208128.848129.388
1702017.07.07 04:10t/p850.01129.388128.848129.3881.6810044.48
1712017.07.19 22:10sell860.01128.825129.185128.645
1722017.07.20 09:58s/l860.01129.185129.185128.645-3.5110040.98
1732017.09.26 00:50sell870.01132.357132.717132.177
1742017.09.26 08:11t/p870.01132.176132.717132.1771.6910042.67
1752017.10.06 00:05sell880.01132.113132.478131.938
1762017.10.06 14:00close880.01132.191132.478131.938-0.7910041.88
1772017.12.21 01:50buy890.01134.519134.158134.698
1782017.12.21 09:05t/p890.01134.702134.158134.6981.7110043.59
1792018.05.29 01:45sell900.01127.257127.617127.077
1802018.05.29 03:05t/p900.01127.076127.617127.0771.6910045.28
1812018.07.12 00:40buy910.01130.698130.338130.878
1822018.07.12 03:25t/p910.01130.878130.338130.8781.6810046.96
1832018.07.31 22:10buy920.01130.800130.440130.980
1842018.08.01 09:59t/p920.01130.980130.440130.9801.6410048.60
1852018.08.22 01:45buy930.01127.465127.096127.636
1862018.08.22 04:07t/p930.01127.636127.096127.6361.5910050.19
1872018.09.17 22:00buy940.01130.746130.388130.928
1882018.09.18 01:58s/l940.01130.388130.388130.928-3.5010046.69
1892018.10.02 01:10sell950.01131.971132.331131.791
1902018.10.02 04:16t/p950.01131.788132.331131.7911.7110048.40
1912018.10.08 23:15sell960.01130.012130.372129.832
1922018.10.09 03:30t/p960.01129.829130.372129.8321.7010050.10
1932018.10.17 22:55sell970.01129.493129.853129.313
1942018.10.18 08:19t/p970.01129.307129.853129.3131.7010051.80
1952019.02.28 23:50buy980.01126.676126.315126.855
1962019.03.01 02:56t/p980.01126.855126.315126.8551.6310053.44
1972019.04.19 01:05sell990.01125.799126.160125.620
1982019.04.19 14:55close990.01125.857126.160125.620-0.5910052.85
1992019.04.23 22:55sell1000.01125.507125.861125.321
2002019.04.24 06:59t/p1000.01125.320125.861125.3211.7410054.59
2012019.05.21 23:55buy1010.01123.326122.967123.507
2022019.05.22 05:15t/p1010.01123.506122.967123.5071.6410056.23
2032019.05.23 22:55sell1020.01122.513122.873122.333
2042019.05.24 12:45close1020.01122.594122.873122.333-0.8210055.41
2052019.09.05 22:10buy1030.01118.049117.689118.229
2062019.09.06 09:41t/p1030.01118.230117.689118.2291.6510057.06
2072019.10.10 23:10buy1040.01118.725118.363118.903
2082019.10.11 03:51t/p1040.01118.905118.363118.9031.6410058.70
2092019.11.13 23:30sell1050.01119.755120.112119.572
2102019.11.14 06:04t/p1050.01119.573120.112119.5721.6710060.37
2112019.12.04 00:20sell1060.01120.381120.741120.201
2122019.12.04 03:05t/p1060.01120.200120.741120.2011.6910062.06
2132019.12.20 00:15sell1070.01121.632121.992121.452
2142019.12.20 09:10t/p1070.01121.451121.992121.4521.6910063.75
2152020.01.23 23:05sell1080.01121.060121.420120.880
2162020.01.24 12:01t/p1080.01120.880121.420120.8801.6710065.43
2172020.03.23 23:30buy1090.01119.255118.882119.422
2182020.03.24 03:12t/p1090.01119.427118.882119.4221.5710067.00
2192020.04.13 23:35sell1100.01117.583117.943117.403
2202020.04.14 07:28s/l1100.01117.944117.943117.403-3.4910063.51
2212020.04.23 01:35sell1110.01116.644117.004116.464
2222020.04.23 05:28t/p1110.01116.464117.004116.4641.6810065.19
2232020.05.12 00:25buy1120.01116.369116.007116.547
2242020.05.12 03:45s/l1120.01116.007116.007116.547-3.4910061.70
2252020.06.04 01:20buy1130.01122.328121.968122.508
2262020.06.04 12:32s/l1130.01121.968121.968122.508-3.4810058.22
2272020.06.29 22:05buy1140.01120.975120.615121.155
2282020.06.30 05:02t/p1140.01121.155120.615121.1551.6410059.86
2292020.07.08 22:30buy1150.01121.538121.178121.718
2302020.07.09 05:26t/p1150.01121.721121.178121.7181.6010061.46
2312020.07.13 22:40buy1160.01121.710121.350121.890
2322020.07.14 12:15t/p1160.01121.890121.350121.8901.6410063.10
2332020.07.22 23:25buy1170.01124.010123.650124.190
2342020.07.23 09:02t/p1170.01124.197123.650124.1901.6310064.73
2352020.08.05 22:20buy1180.01125.269124.909125.449
2362020.08.06 09:07t/p1180.01125.451124.909125.4491.5810066.31
2372020.08.13 00:20buy1190.01125.970125.578126.118
2382020.08.13 09:01t/p1190.01126.117125.578126.1181.3710067.68
2392020.08.31 22:20buy1200.01126.330125.967126.507
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2412020.09.02 23:05sell1210.01125.785126.145125.605
2422020.09.03 04:33t/p1210.01125.605126.145125.6051.6510070.94