Strategy Tester Report
CorianderStrategyTester
Tickmill-Live (Build 1280)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period5 Minutes (M5) 2011.01.03 00:00 - 2020.11.04 10:10 (2011.01.01 - 2020.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=81217; CommentStr="Kori USDCHF-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 test731959Ticks modelled130275144Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit48.41Gross profit130.29Gross loss-81.88
Profit factor1.59Expected payoff0.41
Absolute drawdown16.07Maximal drawdown16.74 (0.17%)Relative drawdown0.17% (16.74)
Total trades119Short positions (won %)55 (50.91%)Long positions (won %)64 (84.38%)
Profit trades (% of total)82 (68.91%)Loss trades (% of total)37 (31.09%)
Largestprofit trade2.08loss trade-4.67
Averageprofit trade1.59loss trade-2.21
Maximumconsecutive wins (profit in money)7 (12.55)consecutive losses (loss in money)4 (-3.82)
Maximalconsecutive profit (count of wins)12.55 (7)consecutive loss (count of losses)-7.18 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.11 22:55buy10.010.973520.969920.97532
22011.01.12 01:08s/l10.010.969700.969920.97532-3.979996.03
32011.03.02 22:10sell20.010.924050.927650.92225
42011.03.03 12:05close20.010.925780.927650.92225-2.059993.97
52011.04.12 01:50sell30.010.906910.910510.90511
62011.04.12 06:06t/p30.010.905090.910510.905111.979995.94
72011.04.15 01:30sell40.010.892460.896060.89066
82011.04.15 15:20close40.010.893140.896060.89066-0.809995.14
92011.04.26 01:05sell50.010.881240.884840.87944
102011.04.26 03:51s/l50.010.884850.884840.87944-4.129991.02
112011.05.12 01:30buy60.010.886030.882430.88783
122011.05.12 09:09t/p60.010.887830.882430.887831.999993.01
132011.05.26 01:25sell70.010.872930.876530.87113
142011.05.26 04:53t/p70.010.871130.876530.871132.039995.04
152011.06.01 22:15sell80.010.842460.846060.84066
162011.06.02 12:05close80.010.844430.846060.84066-2.519992.53
172011.08.01 22:15sell90.010.781820.785420.78002
182011.08.02 01:54s/l90.010.785420.785420.78002-4.679987.86
192011.09.28 01:05sell100.010.897070.900670.89527
202011.09.28 10:46t/p100.010.895210.900670.895272.049989.90
212011.11.30 23:00sell110.010.913620.917220.91182
222011.12.01 10:14t/p110.010.911820.917220.911821.799991.68
232012.01.11 23:00buy120.010.954260.950660.95606
242012.01.12 11:51s/l120.010.950660.950660.95606-3.819987.87
252012.01.13 00:40sell130.010.944540.948140.94274
262012.01.13 08:08t/p130.010.942740.948140.942741.879989.74
272012.03.20 01:35sell140.010.911430.915030.90963
282012.03.20 15:03s/l140.010.915030.915030.90963-3.979985.77
292012.04.04 23:45buy150.010.915950.912350.91775
302012.04.05 11:53t/p150.010.917750.912350.917751.949987.71
312012.04.24 22:35sell160.010.911330.914930.90953
322012.04.25 10:03t/p160.010.909530.914930.909531.899989.61
332012.05.24 01:45buy170.010.953420.949820.95522
342012.05.24 02:42t/p170.010.955230.949820.955221.859991.46
352012.06.20 01:20sell180.010.946630.950230.94483
362012.06.20 14:30t/p180.010.944830.950230.944831.879993.33
372012.07.04 01:10sell190.010.952790.956390.95099
382012.07.04 14:00s/l190.010.956400.956390.95099-3.819989.52
392012.07.05 23:55buy200.010.969100.965500.97090
402012.07.06 10:01t/p200.010.970940.965500.970901.879991.38
412012.08.15 22:10buy210.010.977090.973490.97889
422012.08.16 09:09t/p210.010.978890.973490.978891.829993.20
432012.08.16 23:55sell220.010.972090.975690.97029
442012.08.17 12:03t/p220.010.970290.975690.970291.779994.97
452012.08.23 23:35sell230.010.956070.959670.95427
462012.08.24 13:30close230.010.959230.959670.95427-3.389991.59
472012.09.04 00:50sell240.010.953880.957480.95208
482012.09.04 04:50t/p240.010.952080.957480.952081.859993.44
492012.09.07 01:15sell250.010.954000.957600.95220
502012.09.07 10:23s/l250.010.957610.957600.95220-3.819989.63
512012.10.23 23:05buy260.010.932570.928970.93437
522012.10.24 11:00t/p260.010.934540.928970.934372.089991.71
532012.10.30 22:35sell270.010.932470.936070.93067
542012.10.31 11:10t/p270.010.930670.936070.930671.849993.55
552012.11.08 00:15buy280.010.944640.941040.94644
562012.11.08 11:30t/p280.010.946450.941040.946441.879995.42
572012.12.07 01:40buy290.010.932400.928800.93420
582012.12.07 09:33t/p290.010.934200.928800.934201.899997.31
592013.01.08 23:10buy300.010.924040.920440.92584
602013.01.09 13:00close300.010.925160.920440.925841.189998.49
612013.02.01 01:15sell310.010.910210.913810.90841
622013.02.01 10:57t/p310.010.908400.913810.908411.9510000.44
632013.03.20 22:45sell320.010.944420.948020.94262
642013.03.21 12:35close320.010.945520.948020.94262-1.349999.09
652013.04.10 00:50sell330.010.932530.936130.93073
662013.04.10 10:27t/p330.010.930720.936130.930731.9010000.99
672013.06.25 22:50buy340.010.937500.933900.93930
682013.06.26 02:12t/p340.010.939300.933900.939301.8910002.88
692013.06.27 01:55buy350.010.942300.938700.94410
702013.06.27 10:22t/p350.010.944110.938700.944101.8810004.76
712013.08.08 23:25sell360.010.920030.923630.91823
722013.08.09 13:20close360.010.920200.923630.91823-0.2710004.49
732013.08.13 22:10buy370.010.932810.929210.93461
742013.08.14 08:56t/p370.010.934620.929210.934611.9110006.40
752013.09.09 23:40sell380.010.932400.936000.93060
762013.09.10 13:30close380.010.934990.936000.93060-2.8610003.54
772013.09.26 01:05sell390.010.909700.913300.90790
782013.09.26 14:55close390.010.910640.913300.90790-1.0710002.47
792013.10.10 00:55buy400.010.910430.906830.91223
802013.10.10 05:29t/p400.010.912230.906830.912231.9310004.40
812013.12.04 00:50sell410.010.904540.908140.90274
822013.12.04 13:15t/p410.010.902740.908140.902741.9510006.35
832013.12.31 00:10sell420.010.887970.891570.88617
842013.12.31 13:04s/l420.010.891580.891570.88617-4.0910002.26
852014.01.31 00:05buy430.010.902690.899090.90449
862014.01.31 12:11t/p430.010.904500.899090.904491.9610004.22
872014.02.04 22:25buy440.010.904330.900730.90613
882014.02.05 12:15close440.010.904620.900730.906130.2910004.51
892014.02.06 22:00sell450.010.900640.904240.89884
902014.02.07 11:50close450.010.901670.904240.89884-1.2310003.28
912014.02.26 23:00buy460.010.890690.887090.89249
922014.02.27 12:55close460.010.890820.887090.892490.1310003.41
932014.04.03 23:30buy470.010.890980.887380.89278
942014.04.04 09:07t/p470.010.892790.887380.892782.0010005.41
952014.04.09 01:45sell480.010.883770.887370.88197
962014.04.09 15:40close480.010.882720.887370.881971.1510006.56
972014.05.13 01:20buy490.010.887740.884140.88954
982014.05.13 13:13t/p490.010.889550.884140.889541.9910008.55
992014.05.27 23:50buy500.010.896760.893160.89856
1002014.05.28 13:45close500.010.897770.893160.898561.1010009.64
1012014.06.03 01:25buy510.010.898550.894950.90035
1022014.06.03 15:20close510.010.895540.894950.90035-3.4010006.24
1032014.06.09 23:10buy520.010.897150.893550.89895
1042014.06.10 11:21t/p520.010.898960.893550.898951.9810008.22
1052014.07.04 00:10buy530.010.893440.889840.89524
1062014.07.04 14:00close530.010.895000.889840.895241.7010009.92
1072014.07.16 01:45buy540.010.895690.892090.89749
1082014.07.16 11:49t/p540.010.897500.892090.897491.9810011.90
1092014.07.17 00:50buy550.010.898350.894750.90015
1102014.07.17 14:45close550.010.897900.894750.90015-0.5410011.36
1112014.09.10 23:40buy560.010.936680.933080.93848
1122014.09.11 13:30close560.010.937050.933080.938480.3710011.73
1132014.09.17 01:05sell570.010.932670.936270.93087
1142014.09.17 14:55close570.010.934000.936270.93087-1.4610010.27
1152014.10.28 23:55sell580.010.947220.950820.94542
1162014.10.29 13:45close580.010.946810.950820.945420.3410010.61
1172014.11.19 00:40sell590.010.958560.962160.95676
1182014.11.19 14:30close590.010.958490.962160.956760.0310010.64
1192014.12.03 01:50buy600.010.971910.968310.97371
1202014.12.03 10:17t/p600.010.973710.968310.973711.8110012.45
1212014.12.19 01:10buy610.010.979620.976020.98142
1222014.12.19 05:58t/p610.010.981420.976020.981421.7910014.24
1232015.02.26 23:45buy620.010.952750.949150.95455
1242015.02.27 07:54s/l620.010.949140.949150.95455-3.8310010.41
1252015.03.05 00:25buy630.010.963150.959550.96495
1262015.03.05 04:16t/p630.010.964970.959550.964951.8510012.26
1272015.04.02 22:15sell640.010.959700.963300.95790
1282015.04.03 12:10close640.010.959540.963300.957900.0810012.34
1292015.04.22 01:25sell650.010.955350.958950.95355
1302015.04.22 09:33t/p650.010.953550.958950.953551.8510014.19
1312015.05.06 01:50sell660.010.927360.930960.92556
1322015.05.06 06:19t/p660.010.925490.930960.925561.9810016.17
1332015.08.12 22:25sell670.010.974550.978150.97275
1342015.08.13 09:26s/l670.010.978170.978150.97275-3.8810012.28
1352015.09.03 22:10buy680.010.973290.969690.97509
1362015.09.04 10:35t/p680.010.975090.969690.975091.8210014.10
1372015.09.09 01:11buy690.010.978970.975370.98077
1382015.09.09 08:44t/p690.010.980780.975370.980771.8110015.91
1392015.11.05 00:25buy700.010.993240.989640.99504
1402015.11.05 09:24t/p700.010.995100.989640.995041.8310017.74
1412015.11.17 23:40buy710.011.014231.010631.01603
1422015.11.18 04:46t/p710.011.016031.010631.016031.7410019.48
1432016.01.06 00:25buy720.011.008771.005171.01057
1442016.01.06 11:12t/p720.011.010591.005171.010571.7610021.24
1452016.01.18 23:55buy730.011.005271.001671.00707
1462016.01.19 06:18t/p730.011.007081.001671.007071.7710023.00
1472016.01.20 01:05sell740.011.003361.006961.00156
1482016.01.20 05:00t/p740.011.001491.006961.001561.8310024.83
1492016.02.15 23:35buy750.010.987210.983610.98901
1502016.02.16 13:25close750.010.986710.983610.98901-0.5410024.29
1512016.02.24 23:00sell760.010.989070.992670.98727
1522016.02.25 12:50close760.010.990900.992670.98727-2.0310022.25
1532016.03.04 01:40sell770.010.992250.995850.99045
1542016.03.04 15:30close770.010.993330.995850.99045-1.1310021.12
1552016.03.31 22:00sell780.010.960380.963980.95858
1562016.04.01 11:50close780.010.960400.963980.95858-0.1110021.02
1572016.06.02 01:35sell790.010.988810.992410.98701
1582016.06.02 05:24t/p790.010.986940.992410.987011.8510022.87
1592016.08.26 01:15buy800.010.967660.964060.96946
1602016.08.26 15:10close800.010.967760.964060.969460.0610022.93
1612016.10.11 01:30buy810.010.982280.978680.98408
1622016.10.11 09:00t/p810.010.984090.978680.984081.8010024.73
1632016.10.12 01:30buy820.010.988240.984640.99004
1642016.10.12 11:44t/p820.010.990040.984640.990041.7810026.51
1652016.12.09 01:45buy830.011.016121.012521.01792
1662016.12.09 13:43t/p830.011.017941.012521.017921.7510028.26
1672016.12.16 00:05buy840.011.029981.026381.03178
1682016.12.16 14:00close840.011.028541.026381.03178-1.4410026.82
1692017.02.14 23:25buy850.011.006461.002861.00826
1702017.02.15 10:09t/p850.011.008301.002861.008261.7910028.60
1712017.05.10 00:55buy860.011.007281.003681.00908
1722017.05.10 14:50close860.011.006531.003681.00908-0.7910027.81
1732017.07.18 22:35sell870.010.954990.958590.95319
1742017.07.19 12:10t/p870.010.953170.958590.953191.8210029.63
1752017.08.22 01:55sell880.010.962620.966220.96082
1762017.08.22 12:42s/l880.010.966230.966220.96082-3.7810025.85
1772017.09.14 01:50buy890.010.963420.959820.96522
1782017.09.14 09:40t/p890.010.965220.959820.965221.8210027.67
1792017.10.03 01:55buy900.010.974150.970550.97595
1802017.10.03 03:55t/p900.010.975950.970550.975951.8010029.47
1812017.10.06 01:00buy910.010.978300.974700.98010
1822017.10.06 14:50close910.010.979440.974700.980101.1210030.59
1832017.11.10 01:40sell920.010.994230.997830.99243
1842017.11.10 15:35close920.010.995440.997830.99243-1.2610029.33
1852017.12.29 00:30sell930.010.978720.982320.97692
1862017.12.29 10:00t/p930.010.976910.982320.976921.8110031.14
1872018.02.07 23:55buy940.010.942600.939000.94440
1882018.02.08 06:25t/p940.010.944420.939000.944401.9110033.05
1892018.04.20 00:45buy950.010.971370.967770.97317
1902018.04.20 12:10t/p950.010.973170.967770.973171.8110034.86
1912018.07.02 22:20buy960.010.994240.990640.99604
1922018.07.03 12:15close960.010.993220.990640.99604-1.0610033.80
1932018.09.04 23:05buy970.010.974180.970580.97598
1942018.09.05 13:00close970.010.974390.970580.975980.1910033.99
1952018.10.25 22:40buy980.011.000050.996451.00185
1962018.10.26 12:30close980.011.000510.996451.001850.4310034.41
1972018.12.06 22:30sell990.010.993220.996820.99142
1982018.12.07 12:20close990.010.993740.996820.99142-0.6110033.80
1992019.02.20 01:35sell1000.011.001401.005000.99960
2002019.02.20 15:30close1000.011.000581.005000.999600.7810034.58
2012019.03.12 01:00buy1010.011.010551.006951.01235
2022019.03.12 14:50close1010.011.009331.006951.01235-1.2510033.33
2032019.04.17 01:40buy1020.011.007331.003731.00913
2042019.04.17 15:35close1020.011.007851.003731.009130.4810033.81
2052019.05.09 23:45sell1030.011.015391.018991.01359
2062019.05.10 11:56t/p1030.011.013571.018991.013591.7110035.53
2072019.05.13 22:20sell1040.011.006791.010391.00499
2082019.05.14 12:10close1040.011.007401.010391.00499-0.7010034.83
2092019.07.02 01:45buy1050.010.987140.983540.98894
2102019.07.02 15:40close1050.010.988440.983540.988941.2810036.11
2112019.11.06 00:15buy1060.010.993020.989420.99482
2122019.11.06 14:10close1060.010.993580.989420.994820.5210036.63
2132019.11.07 23:30buy1070.010.994850.991250.99665
2142019.11.08 13:20close1070.010.996550.991250.996651.6810038.31
2152019.11.18 23:00sell1080.010.988490.992090.98669
2162019.11.19 12:50close1080.010.991340.992090.98669-2.9610035.35
2172019.12.03 23:30sell1090.010.987220.990820.98542
2182019.12.04 13:20close1090.010.989190.990820.98542-2.0810033.27
2192019.12.30 23:00sell1100.010.969230.972830.96743
2202019.12.31 12:50close1100.010.967550.972830.967431.6510034.92
2212020.01.23 23:45buy1110.010.969170.965570.97097
2222020.01.24 12:03t/p1110.010.971000.965570.970971.8510036.77
2232020.01.29 00:35buy1120.010.972920.969320.97472
2242020.01.29 11:56t/p1120.010.974720.969320.974721.8110038.58
2252020.04.03 00:45buy1130.010.974220.970620.97602
2262020.04.03 10:16t/p1130.010.976030.970620.976021.8110040.39
2272020.04.17 00:50buy1140.010.969470.965870.97127
2282020.04.17 10:36t/p1140.010.971320.965870.971271.8610042.25
2292020.04.28 00:15buy1150.010.975770.972170.97757
2302020.04.28 09:23t/p1150.010.977610.972170.977571.8410044.09
2312020.05.12 22:50sell1160.010.969350.972950.96755
2322020.05.13 12:45close1160.010.970480.972950.96755-1.2510042.84
2332020.06.09 01:31sell1170.010.957620.961220.95582
2342020.06.09 10:29t/p1170.010.955820.961220.955821.8410044.68
2352020.06.09 23:05sell1180.010.950760.954360.94896
2362020.06.10 09:16t/p1180.010.948950.954360.948961.8210046.50
2372020.09.23 00:40buy1190.010.919900.916300.92170
2382020.09.23 04:16t/p1190.010.921700.916300.921701.9110048.41