Strategy Tester Report
CorianderStrategyTester
Tickmill-Live (Build 1280)

SymbolEURJPY (Euro vs Japanese Yen)
Period5 Minutes (M5) 2011.01.03 00:00 - 2020.10.14 08:55 (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=24; 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 profit92.46Gross profit187.18Gross loss-94.72
Profit factor1.98Expected payoff0.77
Absolute drawdown6.27Maximal drawdown12.49 (0.12%)Relative drawdown0.12% (12.49)
Total trades120Short positions (won %)75 (69.33%)Long positions (won %)45 (77.78%)
Profit trades (% of total)87 (72.50%)Loss trades (% of total)33 (27.50%)
Largestprofit trade2.32loss trade-3.62
Averageprofit trade2.15loss trade-2.87
Maximumconsecutive wins (profit in money)10 (22.45)consecutive losses (loss in money)3 (-8.16)
Maximalconsecutive profit (count of wins)22.45 (10)consecutive loss (count of losses)-8.16 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.02.23 01:30sell10.01113.132113.492112.892
22011.02.23 02:54s/l10.01113.492113.492112.892-3.489996.52
32011.03.28 23:35buy20.01115.089114.729115.329
42011.03.29 09:30t/p20.01115.329114.729115.3292.219998.73
52011.05.26 23:05sell30.01114.976115.336114.736
62011.05.27 02:55t/p30.01114.736115.336114.7362.2410000.97
72011.08.01 23:05sell40.01110.030110.390109.790
82011.08.02 00:48s/l40.01110.404110.390109.790-3.629997.35
92011.08.29 22:35buy50.01111.517111.157111.757
102011.08.30 01:55t/p50.01111.757111.157111.7572.219999.57
112011.08.30 22:10sell60.01110.806111.166110.566
122011.08.31 03:23t/p60.01110.566111.166110.5662.2410001.81
132011.11.24 22:55sell70.01102.905103.265102.665
142011.11.25 11:14t/p70.01102.665103.265102.6652.2410004.05
152012.01.11 23:05sell80.0197.71398.07397.473
162012.01.12 12:00s/l80.0198.07598.07397.473-3.5310000.52
172012.01.30 23:40sell90.01100.260100.620100.020
182012.01.31 04:46s/l90.01100.620100.620100.020-3.489997.04
192012.02.01 00:40sell100.0199.819100.17999.579
202012.02.01 02:55t/p100.0199.579100.17999.5792.259999.29
212012.03.06 23:55sell110.01106.087106.447105.847
222012.03.07 00:58t/p110.01105.843106.447105.8472.2810001.57
232012.03.23 01:00sell120.01108.969109.329108.729
242012.03.23 05:01s/l120.01109.330109.329108.729-3.499998.08
252012.04.02 22:05sell130.01109.583109.943109.343
262012.04.02 22:48t/p130.01109.341109.943109.3432.2710000.35
272012.05.01 01:00sell140.01105.702106.062105.462
282012.05.01 14:50close140.01106.002106.062105.462-2.909997.45
292012.05.29 01:10sell150.0199.692100.05299.452
302012.05.29 15:00close150.0199.698100.05299.452-0.109997.35
312012.06.25 22:05sell160.0199.57699.93699.336
322012.06.26 07:17t/p160.0199.33499.93699.3362.269999.61
332012.07.12 22:25sell170.0196.76397.12396.523
342012.07.13 12:15close170.0196.82697.12396.523-0.659998.96
352012.07.26 22:00buy180.0196.06595.70596.305
362012.07.27 09:41t/p180.0196.30595.70596.3052.2210001.18
372012.08.03 00:10sell190.0195.27995.63995.039
382012.08.03 03:41t/p190.0195.03995.63995.0392.2510003.43
392012.09.06 23:55buy200.0199.61799.25799.857
402012.09.07 09:26t/p200.0199.85899.25799.8572.2310005.66
412012.10.03 23:25buy210.01101.275100.915101.515
422012.10.04 05:27t/p210.01101.522100.915101.5152.2110007.87
432012.10.10 01:00sell220.01100.818101.178100.578
442012.10.10 02:49t/p220.01100.577101.178100.5782.2610010.13
452012.11.05 22:05sell230.01102.686103.046102.446
462012.11.06 06:24t/p230.01102.442103.046102.4462.2810012.41
472012.11.07 22:30sell240.01102.114102.474101.874
482012.11.08 02:07t/p240.01101.873102.474101.8742.2310014.64
492012.11.15 00:55buy250.01102.141101.781102.381
502012.11.15 06:01t/p250.01102.381101.781102.3812.2510016.89
512012.11.15 22:25buy260.01103.628103.268103.868
522012.11.16 02:28t/p260.01103.871103.268103.8682.2410019.14
532012.12.27 00:35buy270.01113.144112.784113.384
542012.12.27 02:00t/p270.01113.385112.784113.3842.2710021.41
552013.01.31 00:25buy280.01123.540123.180123.780
562013.01.31 04:35s/l280.01123.180123.180123.780-3.4710017.94
572013.04.03 23:50sell290.01119.462119.822119.222
582013.04.04 03:07t/p290.01119.222119.822119.2222.2210020.16
592013.06.03 22:50sell300.01130.077130.437129.837
602013.06.04 02:49s/l300.01130.437130.437129.837-3.4910016.67
612013.07.09 23:55sell310.01129.287129.647129.047
622013.07.10 06:04t/p310.01129.046129.647129.0472.2510018.92
632013.11.01 01:05sell320.01133.655134.015133.415
642013.11.01 03:19t/p320.01133.415134.015133.4152.2510021.17
652013.11.11 22:15buy330.01132.998132.638133.238
662013.11.12 03:11t/p330.01133.238132.638133.2382.2110023.38
672013.11.21 01:30sell340.01134.586134.946134.346
682013.11.21 03:10s/l340.01134.946134.946134.346-3.4810019.90
692014.01.16 23:30sell350.01142.052142.412141.812
702014.01.17 11:31t/p350.01141.811142.412141.8122.2510022.15
712014.01.29 23:15sell360.01139.707140.067139.467
722014.01.30 03:04t/p360.01139.467140.067139.4672.2210024.37
732014.02.04 01:45sell370.01136.822137.182136.582
742014.02.04 07:55t/p370.01136.578137.182136.5822.2910026.66
752014.02.11 23:25buy380.01139.942139.582140.182
762014.02.12 12:03s/l380.01139.580139.582140.182-3.5410023.13
772014.03.28 00:40sell390.01140.476140.836140.236
782014.03.28 11:00t/p390.01140.235140.836140.2362.2710025.40
792014.05.06 23:10sell400.01141.595141.955141.355
802014.05.07 08:55t/p400.01141.355141.955141.3552.2410027.64
812014.05.14 22:55sell410.01139.625139.985139.385
822014.05.15 11:03t/p410.01139.384139.985139.3852.2310029.87
832014.05.28 22:45sell420.01138.478138.838138.238
842014.05.29 04:58t/p420.01138.238138.838138.2382.2210032.09
852014.06.10 00:40sell430.01139.393139.753139.153
862014.06.10 04:18t/p430.01139.152139.753139.1532.2610034.35
872014.06.11 23:40sell440.01138.070138.430137.830
882014.06.12 12:36t/p440.01137.830138.430137.8302.2210036.57
892014.06.26 22:20sell450.01138.408138.768138.168
902014.06.27 06:33t/p450.01138.165138.768138.1682.2710038.84
912014.07.10 23:00sell460.01137.865138.225137.625
922014.07.11 12:50close460.01137.868138.225137.625-0.0810038.76
932014.08.08 00:45sell470.01136.425136.785136.185
942014.08.08 04:16t/p470.01136.185136.785136.1852.2510041.01
952014.08.13 22:25buy480.01136.920136.560137.160
962014.08.14 12:20close480.01136.956136.560137.1600.1910041.20
972014.09.25 23:55sell490.01138.644139.004138.404
982014.09.26 03:52t/p490.01138.402139.004138.4042.2610043.46
992014.12.04 22:00buy500.01148.155147.795148.395
1002014.12.05 01:27t/p500.01148.395147.795148.3952.2110045.67
1012015.03.05 00:25sell510.01132.663133.023132.423
1022015.03.05 08:08t/p510.01132.417133.023132.4232.3110047.98
1032015.04.03 01:20buy520.01130.212129.852130.452
1042015.04.03 14:48t/p520.01130.452129.852130.4522.2510050.23
1052015.04.10 00:20sell530.01128.552128.912128.312
1062015.04.10 09:58t/p530.01128.310128.912128.3122.2710052.50
1072015.06.16 22:30sell540.01138.781139.141138.541
1082015.06.17 09:52s/l540.01139.141139.141138.541-3.4910049.01
1092015.07.28 01:10buy550.01136.664136.304136.904
1102015.07.28 08:12t/p550.01136.909136.304136.9042.3010051.31
1112015.07.31 01:00sell560.01135.776136.136135.536
1122015.07.31 12:10s/l560.01136.137136.136135.536-3.4910047.82
1132015.08.11 01:55buy570.01137.225136.865137.465
1142015.08.11 03:48t/p570.01137.465136.865137.4652.2510050.07
1152015.09.04 00:15sell580.01133.597133.957133.357
1162015.09.04 03:57t/p580.01133.356133.957133.3572.2610052.33
1172015.09.10 01:25buy590.01134.956134.596135.196
1182015.09.10 07:53t/p590.01135.196134.596135.1962.2610054.59
1192015.11.05 00:15sell600.01132.110132.470131.870
1202015.11.05 09:32t/p600.01131.868132.470131.8702.2710056.86
1212015.11.10 22:05sell610.01131.979132.339131.739
1222015.11.11 10:22s/l610.01132.340132.339131.739-3.5010053.36
1232015.11.23 23:55sell620.01130.628130.988130.388
1242015.11.24 07:11t/p620.01130.387130.988130.3882.2510055.61
1252015.12.11 01:00sell630.01133.088133.448132.848
1262015.12.11 02:23s/l630.01133.448133.448132.848-3.4810052.13
1272016.01.06 00:40sell640.01128.010128.370127.770
1282016.01.06 03:16t/p640.01127.770128.370127.7702.2510054.38
1292016.01.11 23:55sell650.01127.869128.229127.629
1302016.01.12 13:45close650.01127.735128.229127.6291.2310055.61
1312016.01.25 23:20buy660.01128.345127.985128.585
1322016.01.26 07:49s/l660.01127.980127.985128.585-3.5710052.04
1332016.02.08 22:00sell670.01129.351129.711129.111
1342016.02.09 02:47t/p670.01129.110129.711129.1112.2610054.31
1352016.02.16 23:30sell680.01127.039127.399126.799
1362016.02.17 09:05t/p680.01126.798127.399126.7992.2510056.56
1372016.03.10 01:25buy690.01124.564124.204124.804
1382016.03.10 03:52t/p690.01124.804124.204124.8042.2510058.81
1392016.04.01 01:15buy700.01128.039127.679128.279
1402016.04.01 04:29s/l700.01127.676127.679128.279-3.5110055.30
1412016.04.07 22:10sell710.01123.314123.674123.074
1422016.04.08 00:18t/p710.01123.065123.674123.0742.3210057.62
1432016.04.19 23:10buy720.01124.024123.664124.264
1442016.04.20 08:38s/l720.01123.664123.664124.264-3.5210054.10
1452016.05.09 22:45buy730.01123.405123.045123.645
1462016.05.10 04:48t/p730.01123.650123.045123.6452.2610056.36
1472016.06.02 23:50sell740.01121.449121.809121.209
1482016.06.03 07:19t/p740.01121.208121.809121.2092.2610058.62
1492016.06.07 23:55sell750.01121.961122.321121.721
1502016.06.08 03:03t/p750.01121.721122.321121.7212.2410060.86
1512016.06.14 23:00sell760.01118.937119.297118.697
1522016.06.15 09:20s/l760.01119.297119.297118.697-3.4810057.38
1532016.10.19 22:10sell770.01113.410113.770113.170
1542016.10.20 09:53s/l770.01113.770113.770113.170-3.5110053.87
1552016.11.24 00:20buy780.01118.670118.310118.910
1562016.11.24 08:18t/p780.01118.910118.310118.9102.2510056.12
1572016.11.24 23:30buy790.01119.603119.243119.843
1582016.11.25 02:14t/p790.01119.843119.243119.8432.2110058.34
1592017.01.31 01:00sell800.01121.713122.073121.473
1602017.01.31 04:19t/p800.01121.469122.073121.4732.2910060.63
1612017.03.29 22:30sell810.01119.511119.871119.271
1622017.03.30 10:45t/p810.01119.267119.871119.2712.2610062.89
1632017.05.09 22:30buy820.01124.167123.807124.407
1642017.05.09 22:39s/l820.01123.805123.807124.407-3.4910059.40
1652017.06.12 23:10sell830.01123.122123.482122.882
1662017.06.13 10:29s/l830.01123.483123.482122.882-3.5010055.90
1672017.07.07 01:15buy840.01129.208128.848129.448
1682017.07.07 04:13t/p840.01129.452128.848129.4482.2910058.19
1692017.07.19 22:10sell850.01128.825129.185128.585
1702017.07.20 09:58s/l850.01129.185129.185128.585-3.5110054.68
1712017.09.26 00:50sell860.01132.357132.717132.117
1722017.09.26 08:18t/p860.01132.117132.717132.1172.2510056.93
1732017.10.06 00:05sell870.01132.118132.478131.878
1742017.10.06 14:00close870.01132.197132.478131.878-0.8010056.13
1752017.12.21 01:50buy880.01134.518134.158134.758
1762017.12.21 09:17t/p880.01134.758134.158134.7582.2510058.38
1772018.05.29 01:45sell890.01127.257127.617127.017
1782018.05.29 03:10t/p890.01127.016127.617127.0172.2610060.64
1792018.07.12 00:40buy900.01130.698130.338130.938
1802018.07.12 04:16t/p900.01130.939130.338130.9382.2610062.90
1812018.07.31 22:10buy910.01130.800130.440131.040
1822018.08.01 10:19t/p910.01131.040130.440131.0402.2110065.11
1832018.08.22 01:45buy920.01127.456127.096127.696
1842018.08.22 05:12t/p920.01127.696127.096127.6962.2510067.36
1852018.09.17 22:00buy930.01130.748130.388130.988
1862018.09.18 01:58s/l930.01130.388130.388130.988-3.5210063.84
1872018.10.02 01:10sell940.01131.971132.331131.731
1882018.10.02 08:09t/p940.01131.726132.331131.7312.3010066.14
1892018.10.08 23:15sell950.01130.012130.372129.772
1902018.10.09 04:56t/p950.01129.766130.372129.7722.3010068.44
1912018.10.17 22:55sell960.01129.493129.853129.253
1922018.10.18 09:00t/p960.01129.253129.853129.2532.2210070.67
1932019.02.28 23:50buy970.01126.675126.315126.915
1942019.03.01 03:25t/p970.01126.916126.315126.9152.2210072.89
1952019.04.19 01:05sell980.01125.800126.160125.560
1962019.04.19 14:55close980.01125.857126.160125.560-0.5810072.31
1972019.04.23 22:55sell990.01125.501125.861125.261
1982019.04.24 09:25t/p990.01125.260125.861125.2612.2510074.56
1992019.05.21 23:55buy1000.01123.327122.967123.567
2002019.05.22 13:45close1000.01123.376122.967123.5670.3910074.95
2012019.05.23 22:55sell1010.01122.513122.873122.273
2022019.05.24 12:45close1010.01122.594122.873122.273-0.8310074.12
2032019.09.05 22:10buy1020.01118.049117.689118.289
2042019.09.06 12:05close1020.01118.156117.689118.2890.9410075.06
2052019.10.10 23:10buy1030.01118.723118.363118.963
2062019.10.11 03:53t/p1030.01118.963118.363118.9632.2110077.28
2072019.11.13 23:30sell1040.01119.752120.112119.512
2082019.11.14 09:18t/p1040.01119.512120.112119.5122.2210079.50
2092019.12.04 00:20sell1050.01120.381120.741120.141
2102019.12.04 09:29t/p1050.01120.141120.741120.1412.2510081.75
2112019.12.20 00:15sell1060.01121.632121.992121.392
2122019.12.20 13:15t/p1060.01121.391121.992121.3922.2610084.01
2132020.01.23 23:05sell1070.01121.060121.420120.820
2142020.01.24 12:55close1070.01120.939121.420120.8201.1010085.11
2152020.03.23 23:30buy1080.01119.242118.882119.482
2162020.03.24 03:54t/p1080.01119.482118.882119.4822.2110087.32
2172020.04.13 23:35sell1090.01117.583117.943117.343
2182020.04.14 07:28s/l1090.01117.943117.943117.343-3.4910083.83
2192020.04.23 01:35sell1100.01116.644117.004116.404
2202020.04.23 10:22t/p1100.01116.404117.004116.4042.2510086.08
2212020.05.12 00:25buy1110.01116.367116.007116.607
2222020.05.12 03:45s/l1110.01116.007116.007116.607-3.4810082.60
2232020.06.04 01:20buy1120.01122.328121.968122.568
2242020.06.04 12:32s/l1120.01121.968121.968122.568-3.4810079.12
2252020.06.29 22:05buy1130.01120.975120.615121.215
2262020.06.30 11:55close1130.01120.858120.615121.215-1.2010077.92
2272020.07.08 22:30buy1140.01121.538121.178121.778
2282020.07.09 06:46t/p1140.01121.780121.178121.7782.1610080.08
2292020.07.13 22:40buy1150.01121.710121.350121.950
2302020.07.14 12:30close1150.01121.908121.350121.9501.8110081.89
2312020.07.22 23:25buy1160.01124.010123.650124.250
2322020.07.23 13:15close1160.01124.206123.650124.2501.7310083.62
2332020.08.05 22:20buy1170.01125.269124.909125.509
2342020.08.06 09:08t/p1170.01125.510124.909125.5092.1510085.77
2352020.08.13 00:20buy1180.01125.938125.578126.178
2362020.08.13 09:31t/p1180.01126.179125.578126.1782.2610088.03
2372020.08.31 22:20buy1190.01126.327125.967126.567
2382020.09.01 03:03t/p1190.01126.567125.967126.5672.2110090.24
2392020.09.02 23:05sell1200.01125.785126.145125.545
2402020.09.03 07:14t/p1200.01125.545126.145125.5452.2210092.46