Strategy Tester Report
CorianderStrategyTester
Tickmill-Live (Build 1280)

SymbolEURJPY (Euro vs Japanese Yen)
Period5 Minutes (M5) 2011.01.03 00:00 - 2020.11.03 08:40 (2011.01.01 - 2020.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=81217; CommentStr="Kori EURJPY-5 M5"; 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=30; 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 profit76.87Gross profit201.00Gross loss-124.12
Profit factor1.62Expected payoff0.64
Absolute drawdown13.76Maximal drawdown15.94 (0.16%)Relative drawdown0.16% (15.94)
Total trades120Short positions (won %)75 (62.67%)Long positions (won %)45 (71.11%)
Profit trades (% of total)79 (65.83%)Loss trades (% of total)41 (34.17%)
Largestprofit trade2.94loss trade-4.74
Averageprofit trade2.54loss trade-3.03
Maximumconsecutive wins (profit in money)7 (17.24)consecutive losses (loss in money)3 (-11.74)
Maximalconsecutive profit (count of wins)17.24 (7)consecutive loss (count of losses)-11.74 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.02.23 01:30sell10.01113.150113.492112.832
22011.02.23 02:54s/l10.01113.492113.492112.832-3.319996.69
32011.03.28 23:35buy20.01115.083114.729115.389
42011.03.29 10:13t/p20.01115.390114.729115.3892.859999.54
52011.05.26 23:05sell30.01114.976115.336114.676
62011.05.27 06:15s/l30.01115.341115.336114.676-3.549996.00
72011.08.01 23:05sell40.01110.030110.390109.730
82011.08.02 00:48s/l40.01110.404110.390109.730-3.629992.38
92011.08.29 22:35buy50.01111.518111.157111.817
102011.08.30 09:41s/l50.01111.153111.157111.817-3.579988.82
112011.08.30 22:10sell60.01110.806111.166110.506
122011.08.31 04:13t/p60.01110.506111.166110.5062.829991.64
132011.11.24 22:55sell70.01102.905103.265102.605
142011.11.25 12:42t/p70.01102.604103.265102.6052.829994.46
152012.01.11 23:05sell80.0197.71398.07397.413
162012.01.12 12:00s/l80.0198.07498.07397.413-3.529990.94
172012.01.30 23:40sell90.01100.260100.62099.960
182012.01.31 04:46s/l90.01100.620100.62099.960-3.489987.46
192012.02.01 00:40sell100.0199.819100.17999.519
202012.02.01 03:23t/p100.0199.517100.17999.5192.849990.30
212012.03.06 23:55sell110.01106.089106.447105.787
222012.03.07 02:00t/p110.01105.783106.447105.7872.879993.17
232012.03.23 01:00sell120.01108.968109.329108.669
242012.03.23 05:01s/l120.01109.330109.329108.669-3.499989.68
252012.04.02 22:05sell130.01109.583109.943109.283
262012.04.03 00:38t/p130.01109.298109.943109.2832.679992.35
272012.05.01 01:00sell140.01105.702106.062105.402
282012.05.01 14:50close140.01106.002106.062105.402-2.909989.45
292012.05.29 01:10sell150.0199.692100.05299.392
302012.05.29 15:00close150.0199.698100.05299.392-0.109989.35
312012.06.25 22:05sell160.0199.57799.93699.276
322012.06.26 11:41t/p160.0199.26999.93699.2762.899992.24
332012.07.12 22:25sell170.0196.76397.12396.463
342012.07.13 12:15close170.0196.82697.12396.463-0.659991.59
352012.07.26 22:00buy180.0196.06595.70596.365
362012.07.27 09:44t/p180.0196.36595.70596.3652.799994.38
372012.08.03 00:10sell190.0195.27995.63994.979
382012.08.03 12:26s/l190.0195.64195.63994.979-3.509990.88
392012.09.06 23:55buy200.0199.61799.25799.917
402012.09.07 09:34t/p200.0199.91399.25799.9172.759993.64
412012.10.03 23:25buy210.01101.273100.915101.575
422012.10.04 05:32t/p210.01101.577100.915101.5752.759996.38
432012.10.10 01:00sell220.01100.814101.178100.518
442012.10.10 02:52t/p220.01100.517101.178100.5182.809999.18
452012.11.05 22:05sell230.01102.686103.046102.386
462012.11.06 06:38t/p230.01102.386103.046102.3862.8110001.99
472012.11.07 22:30sell240.01102.114102.474101.814
482012.11.08 05:17t/p240.01101.809102.474101.8142.8410004.83
492012.11.15 00:55buy250.01102.141101.781102.441
502012.11.15 06:02t/p250.01102.442101.781102.4412.8310007.66
512012.11.15 22:25buy260.01103.628103.268103.928
522012.11.16 08:34s/l260.01103.266103.268103.928-3.5410004.13
532012.12.27 00:35buy270.01113.144112.784113.444
542012.12.27 02:03t/p270.01113.445112.784113.4442.8310006.96
552013.01.31 00:25buy280.01123.540123.180123.840
562013.01.31 04:35s/l280.01123.184123.180123.840-3.4410003.52
572013.04.03 23:50sell290.01119.462119.822119.162
582013.04.04 07:40s/l290.01119.951119.822119.162-4.749998.78
592013.06.03 22:50sell300.01130.070130.437129.777
602013.06.04 02:49s/l300.01130.438130.437129.777-3.569995.22
612013.07.09 23:55sell310.01129.291129.647128.987
622013.07.10 06:29t/p310.01128.984129.647128.9872.889998.10
632013.11.01 01:05sell320.01133.644134.015133.355
642013.11.01 03:22t/p320.01133.351134.015133.3552.7610000.86
652013.11.11 22:15buy330.01132.994132.638133.298
662013.11.12 03:13t/p330.01133.301132.638133.2982.8510003.71
672013.11.21 01:30sell340.01134.585134.946134.286
682013.11.21 03:10s/l340.01134.946134.946134.286-3.4910000.22
692014.01.16 23:30sell350.01142.052142.412141.752
702014.01.17 13:20close350.01142.016142.412141.7520.3010000.52
712014.01.29 23:15sell360.01139.703140.067139.407
722014.01.30 03:05t/p360.01139.407140.067139.4072.7610003.28
732014.02.04 01:45sell370.01136.822137.182136.522
742014.02.04 07:56t/p370.01136.522137.182136.5222.8210006.10
752014.02.11 23:25buy380.01139.945139.582140.242
762014.02.12 12:03s/l380.01139.580139.582140.242-3.5710002.54
772014.03.28 00:40sell390.01140.476140.836140.176
782014.03.28 11:01t/p390.01140.173140.836140.1762.8510005.39
792014.05.06 23:10sell400.01141.595141.955141.295
802014.05.07 08:55t/p400.01141.294141.955141.2952.8210008.21
812014.05.14 22:55sell410.01139.625139.985139.325
822014.05.15 11:05t/p410.01139.324139.985139.3252.8010011.01
832014.05.28 22:45sell420.01138.478138.838138.178
842014.05.29 10:04t/p420.01138.176138.838138.1782.8210013.83
852014.06.10 00:40sell430.01139.393139.753139.093
862014.06.10 06:44t/p430.01139.092139.753139.0932.8410016.67
872014.06.11 23:40sell440.01138.070138.430137.770
882014.06.12 13:30close440.01138.032138.430137.7700.3010016.97
892014.06.26 22:20sell450.01138.408138.768138.108
902014.06.27 06:38t/p450.01138.109138.768138.1082.8110019.78
912014.07.10 23:00sell460.01137.866138.225137.565
922014.07.11 12:50close460.01137.868138.225137.565-0.0710019.71
932014.08.08 00:45sell470.01136.425136.785136.125
942014.08.08 04:31t/p470.01136.121136.785136.1252.8610022.57
952014.08.13 22:25buy480.01136.918136.560137.220
962014.08.14 12:20close480.01136.956136.560137.2200.2110022.78
972014.09.25 23:55sell490.01138.644139.004138.344
982014.09.26 05:43s/l490.01139.009139.004138.344-3.5410019.24
992014.12.04 22:00buy500.01148.157147.795148.455
1002014.12.05 01:28t/p500.01148.455147.795148.4552.7710022.01
1012015.03.05 00:25sell510.01132.659133.023132.363
1022015.03.05 08:08t/p510.01132.362133.023132.3632.8010024.81
1032015.04.03 01:20buy520.01130.212129.852130.512
1042015.04.03 14:48t/p520.01130.513129.852130.5122.8310027.64
1052015.04.10 00:20sell530.01128.544128.912128.252
1062015.04.10 10:05t/p530.01128.240128.912128.2522.8610030.50
1072015.06.16 22:30sell540.01138.778139.141138.481
1082015.06.17 09:52s/l540.01139.141139.141138.481-3.5210026.98
1092015.07.28 01:10buy550.01136.662136.304136.964
1102015.07.28 08:12t/p550.01136.965136.304136.9642.8510029.83
1112015.07.31 01:00sell560.01135.776136.136135.476
1122015.07.31 12:10s/l560.01136.137136.136135.476-3.4910026.34
1132015.08.11 01:55buy570.01137.225136.865137.525
1142015.08.11 05:18s/l570.01136.865136.865137.525-3.4710022.87
1152015.09.04 00:15sell580.01133.594133.957133.297
1162015.09.04 04:00t/p580.01133.295133.957133.2972.8210025.69
1172015.09.10 01:25buy590.01134.957134.596135.256
1182015.09.10 07:54t/p590.01135.262134.596135.2562.8710028.56
1192015.11.05 00:15sell600.01132.107132.470131.810
1202015.11.05 10:50s/l600.01132.471132.470131.810-3.5110025.05
1212015.11.10 22:05sell610.01131.979132.339131.679
1222015.11.11 10:22s/l610.01132.340132.339131.679-3.5010021.55
1232015.11.23 23:55sell620.01130.626130.988130.328
1242015.11.24 13:45close620.01130.480130.988130.3281.3410022.89
1252015.12.11 01:00sell630.01133.084133.448132.788
1262015.12.11 02:23s/l630.01133.448133.448132.788-3.5210019.37
1272016.01.06 00:40sell640.01128.010128.370127.710
1282016.01.06 03:17t/p640.01127.710128.370127.7102.8210022.19
1292016.01.11 23:55sell650.01127.875128.229127.569
1302016.01.12 13:45close650.01127.735128.229127.5691.2910023.48
1312016.01.25 23:20buy660.01128.345127.985128.645
1322016.01.26 07:49s/l660.01127.980127.985128.645-3.5610019.93
1332016.02.08 22:00sell670.01129.351129.711129.051
1342016.02.09 03:04t/p670.01129.049129.711129.0512.8310022.76
1352016.02.16 23:30sell680.01127.039127.399126.739
1362016.02.17 09:17t/p680.01126.736127.399126.7392.8510025.61
1372016.03.10 01:25buy690.01124.564124.204124.864
1382016.03.10 05:31t/p690.01124.865124.204124.8642.8410028.45
1392016.04.01 01:15buy700.01128.039127.679128.339
1402016.04.01 04:29s/l700.01127.676127.679128.339-3.5110024.94
1412016.04.07 22:10sell710.01123.314123.674123.014
1422016.04.08 00:18t/p710.01123.014123.674123.0142.8210027.76
1432016.04.19 23:10buy720.01124.024123.664124.324
1442016.04.20 08:38s/l720.01123.663123.664124.324-3.5310024.23
1452016.05.09 22:45buy730.01123.407123.045123.705
1462016.05.10 04:49t/p730.01123.705123.045123.7052.7710027.00
1472016.06.02 23:50sell740.01121.449121.809121.149
1482016.06.03 07:45t/p740.01121.148121.809121.1492.8210029.82
1492016.06.07 23:55sell750.01121.961122.321121.661
1502016.06.08 03:05t/p750.01121.661122.321121.6612.8110032.63
1512016.06.14 23:00sell760.01118.937119.297118.637
1522016.06.15 09:20s/l760.01119.297119.297118.637-3.4910029.14
1532016.10.19 22:10sell770.01113.410113.770113.110
1542016.10.20 09:53s/l770.01113.771113.770113.110-3.5210025.62
1552016.11.24 00:20buy780.01118.670118.310118.970
1562016.11.24 09:11t/p780.01118.971118.310118.9702.8410028.46
1572016.11.24 23:30buy790.01119.614119.243119.903
1582016.11.25 02:24t/p790.01119.903119.243119.9032.6810031.15
1592017.01.31 01:00sell800.01121.713122.073121.413
1602017.01.31 04:22t/p800.01121.413122.073121.4132.8310033.98
1612017.03.29 22:30sell810.01119.511119.871119.211
1622017.03.30 11:01t/p810.01119.211119.871119.2112.7910036.77
1632017.05.09 22:30buy820.01124.167123.807124.467
1642017.05.09 22:39s/l820.01123.805123.807124.467-3.5010033.27
1652017.06.12 23:10sell830.01123.122123.482122.822
1662017.06.13 10:29s/l830.01123.483123.482122.822-3.5010029.77
1672017.07.07 01:15buy840.01129.208128.848129.508
1682017.07.07 04:14t/p840.01129.515128.848129.5082.8910032.66
1692017.07.19 22:10sell850.01128.825129.185128.525
1702017.07.20 09:58s/l850.01129.185129.185128.525-3.5110029.15
1712017.09.26 00:50sell860.01132.357132.717132.057
1722017.09.26 08:41t/p860.01132.055132.717132.0572.8510032.00
1732017.10.06 00:05sell870.01132.113132.478131.818
1742017.10.06 14:00close870.01132.191132.478131.818-0.7910031.21
1752017.12.21 01:50buy880.01134.519134.158134.818
1762017.12.21 09:38t/p880.01134.818134.158134.8182.8110034.02
1772018.05.29 01:45sell890.01127.257127.617126.957
1782018.05.29 03:31t/p890.01126.954127.617126.9572.8610036.88
1792018.07.12 00:40buy900.01130.698130.338130.998
1802018.07.12 04:37t/p900.01131.000130.338130.9982.8510039.73
1812018.07.31 22:10buy910.01130.800130.440131.100
1822018.08.01 10:44t/p910.01131.101130.440131.1002.8010042.53
1832018.08.22 01:45buy920.01127.465127.096127.756
1842018.08.22 05:20t/p920.01127.756127.096127.7562.7410045.27
1852018.09.17 22:00buy930.01130.746130.388131.048
1862018.09.18 01:58s/l930.01130.388130.388131.048-3.5010041.77
1872018.10.02 01:10sell940.01131.971132.331131.671
1882018.10.02 08:21t/p940.01131.671132.331131.6712.8210044.59
1892018.10.08 23:15sell950.01130.012130.372129.712
1902018.10.09 12:28t/p950.01129.701130.372129.7122.9210047.51
1912018.10.17 22:55sell960.01129.493129.853129.193
1922018.10.18 09:03t/p960.01129.192129.853129.1932.8110050.33
1932019.02.28 23:50buy970.01126.676126.315126.975
1942019.03.01 03:30t/p970.01126.972126.315126.9752.7510053.08
1952019.04.19 01:05sell980.01125.799126.160125.500
1962019.04.19 14:55close980.01125.857126.160125.500-0.6010052.48
1972019.04.23 22:55sell990.01125.507125.861125.201
1982019.04.24 11:01t/p990.01125.194125.861125.2012.9410055.42
1992019.05.21 23:55buy1000.01123.326122.967123.627
2002019.05.22 13:45close1000.01123.376122.967123.6270.4010055.82
2012019.05.23 22:55sell1010.01122.513122.873122.213
2022019.05.24 12:45close1010.01122.594122.873122.213-0.8310054.99
2032019.09.05 22:10buy1020.01118.049117.689118.349
2042019.09.06 12:05close1020.01118.156117.689118.3490.9410055.93
2052019.10.10 23:10buy1030.01118.725118.363119.023
2062019.10.11 04:31t/p1030.01119.024118.363119.0232.7810058.72
2072019.11.13 23:30sell1040.01119.756120.112119.452
2082019.11.14 11:30t/p1040.01119.450120.112119.4522.8610061.58
2092019.12.04 00:20sell1050.01120.381120.741120.081
2102019.12.04 14:15close1050.01120.325120.741120.0810.5010062.08
2112019.12.20 00:15sell1060.01121.632121.992121.332
2122019.12.20 13:21t/p1060.01121.332121.992121.3322.8210064.90
2132020.01.23 23:05sell1070.01121.060121.420120.760
2142020.01.24 12:55close1070.01120.939121.420120.7601.1110066.01
2152020.03.23 23:30buy1080.01119.265118.882119.542
2162020.03.24 03:55t/p1080.01119.544118.882119.5422.5910068.60
2172020.04.13 23:35sell1090.01117.583117.943117.283
2182020.04.14 07:28s/l1090.01117.944117.943117.283-3.5010065.10
2192020.04.23 01:35sell1100.01116.644117.004116.344
2202020.04.23 10:25t/p1100.01116.341117.004116.3442.8610067.96
2212020.05.12 00:25buy1110.01116.366116.007116.667
2222020.05.12 03:45s/l1110.01116.007116.007116.667-3.4810064.48
2232020.06.04 01:20buy1120.01122.328121.968122.628
2242020.06.04 12:32s/l1120.01121.968121.968122.628-3.4810061.00
2252020.06.29 22:05buy1130.01120.975120.615121.275
2262020.06.30 11:55close1130.01120.857120.615121.275-1.2110059.79
2272020.07.08 22:30buy1140.01121.538121.178121.838
2282020.07.09 06:46t/p1140.01121.839121.178121.8382.7310062.52
2292020.07.13 22:40buy1150.01121.711121.350122.010
2302020.07.14 12:30close1150.01121.908121.350122.0101.8110064.33
2312020.07.22 23:25buy1160.01124.010123.650124.310
2322020.07.23 13:15close1160.01124.206123.650124.3101.7310066.06
2332020.08.05 22:20buy1170.01125.269124.909125.569
2342020.08.06 09:08t/p1170.01125.569124.909125.5692.7210068.78
2352020.08.13 00:20buy1180.01125.970125.578126.238
2362020.08.13 10:10t/p1180.01126.238125.578126.2382.5210071.30
2372020.08.31 22:20buy1190.01126.329125.967126.627
2382020.09.01 03:06t/p1190.01126.628125.967126.6272.7710074.07
2392020.09.02 23:05sell1200.01125.785126.145125.485
2402020.09.03 07:46t/p1200.01125.485126.145125.4852.8010076.87