Strategy Tester Report
CorianderStrategyTester
Tickmill-Live (Build 1280)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2011.01.03 00:00 - 2020.11.04 07:45 (2011.01.01 - 2020.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=81217; CommentStr="Kori USDCAD-3 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=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 test731845Ticks modelled153137157Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit43.75Gross profit90.39Gross loss-46.63
Profit factor1.94Expected payoff0.48
Absolute drawdown1.98Maximal drawdown18.69 (0.19%)Relative drawdown0.19% (18.69)
Total trades92Short positions (won %)47 (70.21%)Long positions (won %)45 (80.00%)
Profit trades (% of total)69 (75.00%)Loss trades (% of total)23 (25.00%)
Largestprofit trade1.80loss trade-3.69
Averageprofit trade1.31loss trade-2.03
Maximumconsecutive wins (profit in money)18 (22.88)consecutive losses (loss in money)5 (-13.62)
Maximalconsecutive profit (count of wins)22.88 (18)consecutive loss (count of losses)-13.62 (5)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.03.28 23:05sell10.010.976750.980350.97495
22011.03.29 09:34t/p10.010.974950.980350.974951.7710001.77
32011.04.06 22:30sell20.010.959500.963100.95770
42011.04.07 12:20close20.010.959500.963100.95770-0.1510001.62
52011.06.14 23:25sell30.010.969170.972770.96737
62011.06.15 10:30t/p30.010.967350.972770.967371.8010003.42
72011.09.06 00:10buy40.010.990310.986710.99211
82011.09.06 08:04t/p40.010.992110.986710.992111.7710005.19
92011.09.19 22:40buy50.010.988690.985090.99049
102011.09.19 23:59t/p50.010.990490.985090.990491.7810006.98
112011.10.12 23:15sell60.011.017291.020891.01549
122011.10.13 09:13s/l60.011.020901.020891.01549-3.6910003.28
132012.02.17 01:35sell70.010.996971.000570.99517
142012.02.17 11:38t/p70.010.995171.000570.995171.7710005.05
152012.03.22 23:30buy80.010.999230.995631.00103
162012.03.23 13:25close80.010.999910.995631.001030.6210005.67
172012.04.05 22:00sell90.010.993870.997470.99207
182012.04.06 11:55close90.010.992630.997470.992071.1710006.84
192012.04.17 22:25sell100.010.990000.993600.98820
202012.04.18 12:15close100.010.989890.993600.988200.0310006.88
212012.08.06 23:35sell110.010.999891.003490.99809
222012.08.07 11:42t/p110.010.998091.003490.998091.7210008.60
232012.08.16 01:15sell120.010.989420.993020.98762
242012.08.16 15:05close120.010.988840.993020.987620.5510009.15
252012.09.07 01:55sell130.010.983130.986730.98133
262012.09.07 09:22t/p130.010.981320.986730.981331.8010010.95
272012.12.27 00:35buy140.010.994030.990430.99583
282012.12.27 14:25close140.010.991050.990430.99583-3.0510007.90
292013.01.24 23:30buy150.011.002230.998631.00403
302013.01.25 13:20close150.011.003920.998631.004031.6210009.51
312013.02.19 01:40buy160.011.010451.006851.01225
322013.02.19 11:06t/p160.011.012251.006851.012251.7410011.25
332013.04.18 01:25buy170.011.026281.022681.02808
342013.04.18 15:15close170.011.024261.022681.02808-2.0110009.24
352013.06.07 00:55sell180.011.027001.030601.02520
362013.06.07 13:54t/p180.011.025161.030601.025201.7510010.99
372013.07.26 01:25sell190.011.028351.031951.02655
382013.07.26 11:34t/p190.011.026551.031951.026551.7110012.70
392013.08.09 01:45sell200.011.032861.036461.03106
402013.08.09 10:42t/p200.011.031061.036461.031061.7110014.41
412013.08.23 01:45buy210.011.051371.047771.05317
422013.08.23 04:47t/p210.011.053171.047771.053171.6710016.08
432013.09.05 00:35sell220.011.049481.053081.04768
442013.09.05 14:30close220.011.049421.053081.047680.0210016.10
452013.09.11 01:50sell230.011.035131.038731.03333
462013.09.11 13:18t/p230.011.033331.038731.033331.7010017.80
472013.10.24 23:40buy240.011.042061.038461.04386
482013.10.25 10:58t/p240.011.043861.038461.043861.6610019.46
492013.11.01 01:45sell250.011.043571.047171.04177
502013.11.01 12:38t/p250.011.041741.047171.041771.7210021.18
512013.11.28 01:50buy260.011.059331.055731.06113
522013.11.28 15:40close260.011.059271.055731.06113-0.1010021.08
532014.02.14 01:20sell270.011.097931.101531.09613
542014.02.14 03:58t/p270.011.096041.101531.096131.6810022.76
552014.03.06 23:00sell280.011.099151.102751.09735
562014.03.07 12:50close280.011.099021.102751.097350.0410022.80
572014.04.08 01:30sell290.011.097351.100951.09555
582014.04.08 09:41t/p290.011.095551.100951.095551.6010024.40
592014.05.07 00:50sell300.011.089311.092911.08751
602014.05.07 14:45close300.011.088551.092911.087510.6610025.06
612014.06.03 01:45buy310.011.089791.086191.09159
622014.06.03 13:40t/p310.011.091591.086191.091591.6110026.67
632014.07.04 01:00sell320.011.063991.067591.06219
642014.07.04 14:50close320.011.063451.067591.062190.4710027.14
652014.07.16 01:20buy330.011.075561.071961.07736
662014.07.16 14:17t/p330.011.077361.071961.077361.6310028.77
672014.08.06 00:20buy340.011.095991.092391.09779
682014.08.06 13:21t/p340.011.097791.092391.097791.6010030.37
692014.11.07 00:15buy350.011.142511.138911.14431
702014.11.07 06:59t/p350.011.144311.138911.144311.5310031.90
712014.11.26 23:45sell360.011.124461.128061.12266
722014.11.27 12:43s/l360.011.128061.128061.12266-3.3410028.56
732014.12.12 00:25buy370.011.152371.148771.15417
742014.12.12 03:07t/p370.011.154231.148771.154171.5710030.13
752015.01.30 01:20buy380.011.261301.257701.26310
762015.01.30 05:24t/p380.011.263101.257701.263101.3910031.52
772015.02.13 00:05sell390.011.250831.254431.24903
782015.02.13 06:25t/p390.011.249031.254431.249031.4010032.92
792015.04.14 22:20sell400.011.249381.252981.24758
802015.04.15 12:15close400.011.252051.252981.24758-2.2110030.72
812015.04.24 01:50sell410.011.214961.218561.21316
822015.04.24 09:47t/p410.011.213131.218561.213161.4710032.19
832015.05.12 23:30sell420.011.202191.205791.20039
842015.05.13 01:00t/p420.011.200351.205791.200391.4510033.64
852015.06.03 01:20sell430.011.241201.244801.23940
862015.06.03 04:38t/p430.011.239401.244801.239401.4110035.05
872015.06.25 00:40buy440.011.238601.235001.24040
882015.06.25 14:35close440.011.238031.235001.24040-0.5010034.55
892015.07.13 22:15buy450.011.274221.270621.27602
902015.07.14 03:40t/p450.011.276021.270621.276021.3510035.89
912015.10.16 01:30sell460.011.286841.290441.28504
922015.10.16 13:11s/l460.011.290451.290441.28504-2.8410033.05
932015.11.27 01:55sell470.011.329471.333071.32767
942015.11.27 11:47s/l470.011.333101.333071.32767-2.7610030.29
952015.12.08 00:30buy480.011.350321.346721.35212
962015.12.08 05:51t/p480.011.352121.346721.352121.2910031.58
972015.12.18 00:35buy490.011.394131.390531.39593
982015.12.18 05:51t/p490.011.396021.390531.395931.3110032.89
992016.01.06 01:05buy500.011.397611.394011.39941
1002016.01.06 03:08t/p500.011.399411.394011.399411.2510034.14
1012016.02.22 23:05sell510.011.371231.374831.36943
1022016.02.23 12:55close510.011.374391.374831.36943-2.3810031.77
1032016.03.02 01:45sell520.011.342561.346161.34076
1042016.03.02 10:14s/l520.011.346191.346161.34076-2.7410029.03
1052016.03.08 01:40sell530.011.329031.332631.32723
1062016.03.08 04:23s/l530.011.332661.332631.32723-2.7610026.27
1072016.04.20 01:20sell540.011.267651.271251.26585
1082016.04.20 06:46s/l540.011.271291.271251.26585-2.9010023.37
1092016.05.09 22:55buy550.011.296811.293211.29861
1102016.05.10 10:16s/l550.011.293211.293211.29861-2.8410020.52
1112016.05.12 00:45sell560.011.285201.288801.28340
1122016.05.12 11:33t/p560.011.283401.288801.283401.3610021.88
1132016.07.12 01:35buy570.011.311451.307851.31325
1142016.07.12 04:29t/p570.011.313251.307851.313251.3310023.21
1152016.07.14 01:15sell580.011.298371.301971.29657
1162016.07.14 03:08t/p580.011.296531.301971.296571.3810024.59
1172016.07.15 01:30sell590.011.289811.293411.28801
1182016.07.15 05:38t/p590.011.288011.293411.288011.3610025.95
1192016.08.15 23:30sell600.011.292321.295921.29052
1202016.08.16 09:02t/p600.011.290521.295921.290521.3110027.27
1212016.09.07 01:20sell610.011.285141.288741.28334
1222016.09.07 13:32t/p610.011.283341.288741.283341.3610028.63
1232016.12.06 01:50sell620.011.327481.331081.32568
1242016.12.06 09:51t/p620.011.325671.331081.325681.3310029.96
1252016.12.23 01:25buy630.011.348161.344561.34996
1262016.12.23 08:59t/p630.011.349971.344561.349961.3010031.26
1272017.01.19 23:15buy640.011.330971.327371.33277
1282017.01.20 01:26t/p640.011.332781.327371.332771.3010032.55
1292017.02.06 22:40buy650.011.308071.304471.30987
1302017.02.07 02:54t/p650.011.309871.304471.309871.3110033.86
1312017.04.19 01:15buy660.011.337561.333961.33936
1322017.04.19 04:36t/p660.011.339361.333961.339361.3010035.16
1332017.05.02 23:10buy670.011.371221.367621.37302
1342017.05.03 09:01t/p670.011.373041.367621.373021.2710036.42
1352017.06.01 00:15buy680.011.349371.345771.35117
1362017.06.01 14:05close680.011.349601.345771.351170.1310036.55
1372017.06.13 23:45sell690.011.324291.327891.32249
1382017.06.14 03:46t/p690.011.322481.327891.322491.2910037.85
1392017.07.13 01:20sell700.011.275091.278691.27329
1402017.07.13 09:27t/p700.011.273291.278691.273291.3710039.22
1412017.10.25 01:55buy710.011.267151.263551.26895
1422017.10.25 12:11t/p710.011.269021.263551.268951.4310040.65
1432017.10.26 00:45buy720.011.279221.275621.28102
1442017.10.26 02:27t/p720.011.281041.275621.281021.3810042.03
1452017.11.01 01:10buy730.011.288821.285221.29062
1462017.11.01 04:40t/p730.011.290651.285221.290621.3810043.41
1472017.11.15 22:10buy740.011.276581.272981.27838
1482017.11.16 12:00close740.011.275891.272981.27838-0.6510042.76
1492017.12.12 23:10buy750.011.286731.283131.28853
1502017.12.13 13:05close750.011.287181.283131.288530.2910043.04
1512017.12.21 23:25sell760.011.274631.278231.27283
1522017.12.22 10:27t/p760.011.272821.278231.272831.3410044.38
1532018.02.26 22:10buy770.011.268101.264501.26990
1542018.02.27 12:00close770.011.269071.264501.269900.7010045.08
1552018.07.30 22:55sell780.011.302681.306281.30088
1562018.07.31 05:17s/l780.011.306281.306281.30088-2.8410042.24
1572018.08.01 01:25sell790.011.301401.305001.29960
1582018.08.01 15:20close790.011.302841.305001.29960-1.1510041.09
1592018.08.15 23:05buy800.011.313351.309751.31515
1602018.08.16 03:08t/p800.011.315161.309751.315151.2710042.36
1612018.10.16 22:30sell810.011.294481.298081.29268
1622018.10.17 12:20close810.011.295351.298081.29268-0.7510041.61
1632018.11.28 01:30buy820.011.329471.325871.33127
1642018.11.28 09:20t/p820.011.331281.325871.331271.3210042.93
1652018.12.05 23:25buy830.011.336511.332911.33831
1662018.12.06 02:03t/p830.011.338381.332911.338311.2910044.22
1672018.12.19 01:20buy840.011.345901.342301.34770
1682018.12.19 10:41t/p840.011.347701.342301.347701.3010045.52
1692019.03.22 00:25buy850.011.336621.333021.33842
1702019.03.22 13:27t/p850.011.338451.333021.338421.3310046.85
1712019.04.15 23:55buy860.011.336941.333341.33874
1722019.04.16 04:46t/p860.011.338741.333341.338741.2810048.13
1732019.05.30 00:45buy870.011.351681.348081.35348
1742019.05.30 14:35close870.011.349061.348081.35348-1.9810046.15
1752019.12.31 23:55sell880.011.298891.302491.29709
1762020.01.02 00:00close880.011.298701.302491.29709-0.0410046.11
1772020.02.11 00:10buy890.011.331921.328321.33372
1782020.02.11 14:05close890.011.329091.328321.33372-2.1710043.94
1792020.07.21 23:50sell900.011.345691.349291.34389
1802020.07.22 10:05t/p900.011.343871.349291.343891.2710045.21
1812020.08.25 00:25buy910.011.321981.318381.32378
1822020.08.25 08:09t/p910.011.323791.318381.323781.3310046.54
1832020.09.04 00:20buy920.011.313081.309481.31488
1842020.09.04 11:40s/l920.011.309481.309481.31488-2.7910043.75