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-4 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=(NULL); 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=(NULL); Trail_S="#======= Trailing stop =======#"; TrailingStopType=0; TrailCandleTimeFrame=240; TrailHiLoOffsetPips=1; TrailStartPips=10; TrailStopPips=8; TrailStepPips=1; MinProfitPips=0; MoveToBreakEvenPips=0; Separator_S3=(NULL); 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 profit74.04Gross profit157.80Gross loss-83.76
Profit factor1.88Expected payoff0.62
Absolute drawdown13.75Maximal drawdown14.43 (0.14%)Relative drawdown0.14% (14.43)
Total trades120Short positions (won %)55 (52.73%)Long positions (won %)65 (83.08%)
Profit trades (% of total)83 (69.17%)Loss trades (% of total)37 (30.83%)
Largestprofit trade2.74loss trade-4.67
Averageprofit trade1.90loss trade-2.26
Maximumconsecutive wins (profit in money)9 (21.64)consecutive losses (loss in money)4 (-3.83)
Maximalconsecutive profit (count of wins)21.64 (9)consecutive loss (count of losses)-7.18 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.11 22:55buy10.010.973520.969920.97592
22011.01.12 01:08s/l10.010.969700.969920.97592-3.979996.03
32011.03.02 22:10sell20.010.924000.927650.92165
42011.03.03 12:05close20.010.925780.927650.92165-2.109993.92
52011.04.12 01:50sell30.010.906910.910510.90451
62011.04.12 06:06t/p30.010.904510.910510.904512.619996.53
72011.04.15 01:30sell40.010.892460.896060.89006
82011.04.15 15:20close40.010.893140.896060.89006-0.809995.73
92011.04.26 01:05sell50.010.881240.884840.87884
102011.04.26 03:51s/l50.010.884860.884840.87884-4.139991.60
112011.05.12 01:30buy60.010.886030.882430.88843
122011.05.12 09:40t/p60.010.888430.882430.888432.669994.26
132011.05.26 01:25sell70.010.872930.876530.87053
142011.05.26 07:55t/p70.010.870510.876530.870532.749997.00
152011.06.01 22:15sell80.010.842460.846060.84006
162011.06.02 12:05close80.010.844430.846060.84006-2.519994.49
172011.08.01 22:15sell90.010.781820.785420.77942
182011.08.02 01:54s/l90.010.785420.785420.77942-4.679989.82
192011.09.28 01:05sell100.010.897070.900670.89467
202011.09.28 12:53t/p100.010.894670.900670.894672.649992.46
212011.11.30 23:00sell110.010.913560.917220.91122
222011.12.01 11:03t/p110.010.911220.917220.911222.399994.84
232012.01.11 23:00buy120.010.954260.950660.95666
242012.01.12 11:51s/l120.010.950650.950660.95666-3.829991.02
252012.01.13 00:40sell130.010.944520.948140.94214
262012.01.13 08:11t/p130.010.942140.948140.942142.499993.51
272012.03.20 00:35sell140.010.911430.915030.90903
282012.03.20 14:03s/l140.010.915030.915030.90903-3.979989.54
292012.04.04 23:45buy150.010.915950.912350.91835
302012.04.05 12:16t/p150.010.918360.912350.918352.609992.14
312012.04.24 22:35sell160.010.911330.914930.90893
322012.04.25 10:38t/p160.010.908920.914930.908932.569994.71
332012.05.24 01:45buy170.010.953420.949820.95582
342012.05.24 02:43t/p170.010.955890.949820.955822.549997.25
352012.06.20 01:20sell180.010.946630.950230.94423
362012.06.20 14:56t/p180.010.944230.950230.944232.509999.75
372012.07.04 01:10sell190.010.952790.956390.95039
382012.07.04 14:00s/l190.010.956400.956390.95039-3.819995.94
392012.07.05 23:55buy200.010.969100.965500.97150
402012.07.06 13:45close200.010.970190.965500.971501.099997.02
412012.08.15 22:10buy210.010.977090.973490.97949
422012.08.16 09:12t/p210.010.979520.973490.979492.469999.48
432012.08.16 23:55sell220.010.972090.975690.96969
442012.08.17 13:45close220.010.971230.975690.969690.8010000.28
452012.08.23 23:35sell230.010.956070.959670.95367
462012.08.24 13:30close230.010.959230.959670.95367-3.389996.90
472012.09.04 00:50sell240.010.953880.957480.95148
482012.09.04 05:12t/p240.010.951440.957480.951482.529999.42
492012.09.07 01:15sell250.010.954000.957600.95160
502012.09.07 10:23s/l250.010.957610.957600.95160-3.819995.61
512012.10.23 23:05buy260.010.932570.928970.93497
522012.10.24 11:01t/p260.010.935040.928970.934972.619998.22
532012.10.30 22:45sell270.010.932450.936050.93005
542012.10.31 10:15t/p270.010.930010.936050.930052.5310000.75
552012.11.08 00:15buy280.010.944640.941040.94704
562012.11.08 11:32t/p280.010.947080.941040.947042.5410003.29
572012.12.07 01:40buy290.010.932400.928800.93480
582012.12.07 09:35t/p290.010.934850.928800.934802.5810005.87
592013.01.08 23:10buy300.010.924040.920440.92644
602013.01.09 13:00close300.010.925160.920440.926441.1810007.05
612013.02.01 01:15sell310.010.910210.913810.90781
622013.02.01 10:58t/p310.010.907770.913810.907812.6510009.70
632013.04.10 00:50sell320.010.932530.936130.93013
642013.04.10 11:29t/p320.010.930130.936130.930132.5410012.24
652013.06.25 22:50buy330.010.937500.933900.93990
662013.06.26 12:21t/p330.010.939900.933900.939902.5210014.76
672013.06.27 01:55buy340.010.942300.938700.94470
682013.06.27 12:11t/p340.010.944700.938700.944702.5010017.26
692013.08.08 23:25sell350.010.920040.923630.91763
702013.08.09 13:20close350.010.920200.923630.91763-0.2610017.00
712013.08.13 22:10buy360.010.932810.929210.93521
722013.08.14 09:19t/p360.010.935230.929210.935212.5610019.55
732013.09.09 23:40sell370.010.932410.936000.93000
742013.09.10 13:30close370.010.935010.936000.93000-2.8710016.69
752013.09.26 01:05sell380.010.909700.913300.90730
762013.09.26 14:55close380.010.910630.913300.90730-1.0610015.63
772013.10.10 00:55buy390.010.910430.906830.91283
782013.10.10 05:37t/p390.010.912850.906830.912832.6110018.24
792013.12.04 00:50sell400.010.904540.908140.90214
802013.12.04 14:40close400.010.902960.908140.902141.7110019.95
812013.12.31 00:10sell410.010.887970.891570.88557
822013.12.31 13:04s/l410.010.891580.891570.88557-4.0910015.86
832014.01.31 00:05buy420.010.902690.899090.90509
842014.01.31 13:55close420.010.902310.899090.90509-0.4610015.40
852014.02.04 22:25buy430.010.904330.900730.90673
862014.02.05 12:15close430.010.904620.900730.906730.2910015.68
872014.02.06 22:00sell440.010.900610.904240.89824
882014.02.07 11:50close440.010.901670.904240.89824-1.2710014.41
892014.02.26 23:00buy450.010.890690.887090.89309
902014.02.27 12:55close450.010.890820.887090.893090.1310014.54
912014.04.03 23:30buy460.010.890980.887380.89338
922014.04.04 10:45t/p460.010.893380.887380.893382.6610017.20
932014.04.09 01:45sell470.010.883770.887370.88137
942014.04.09 15:40close470.010.882720.887370.881371.1510018.35
952014.05.13 01:20buy480.010.887740.884140.89014
962014.05.13 13:40t/p480.010.890140.884140.890142.6610021.01
972014.05.27 23:50buy490.010.896760.893160.89916
982014.05.28 13:45close490.010.897770.893160.899161.1010022.11
992014.06.03 01:25buy500.010.898550.894950.90095
1002014.06.03 15:20close500.010.895540.894950.90095-3.4010018.71
1012014.06.09 23:10buy510.010.897150.893550.89955
1022014.06.10 12:28t/p510.010.899560.893550.899552.6510021.35
1032014.07.04 00:10buy520.010.893440.889840.89584
1042014.07.04 14:00close520.010.895000.889840.895841.7010023.05
1052014.07.16 01:45buy530.010.895690.892090.89809
1062014.07.16 12:57t/p530.010.898090.892090.898092.6310025.68
1072014.07.17 00:50buy540.010.898350.894750.90075
1082014.07.17 14:45close540.010.897900.894750.90075-0.5410025.14
1092014.09.10 23:40buy550.010.936680.933080.93908
1102014.09.11 13:30close550.010.937050.933080.939080.3710025.51
1112014.09.17 01:05sell560.010.932670.936270.93027
1122014.09.17 14:55close560.010.934000.936270.93027-1.4610024.05
1132014.10.28 22:55sell570.010.947220.950820.94482
1142014.10.29 12:45close570.010.946810.950820.944820.3410024.39
1152014.11.19 00:40sell580.010.958560.962160.95616
1162014.11.19 14:30close580.010.958490.962160.956160.0310024.42
1172014.12.03 01:50buy590.010.971910.968310.97431
1182014.12.03 10:28t/p590.010.974310.968310.974312.4210026.84
1192014.12.19 01:10buy600.010.979620.976020.98202
1202014.12.19 13:02t/p600.010.982040.976020.982022.4210029.26
1212015.02.26 23:45buy610.010.952750.949150.95515
1222015.02.27 07:54s/l610.010.949140.949150.95515-3.8310025.43
1232015.03.05 00:25buy620.010.963170.959550.96555
1242015.03.05 04:44t/p620.010.965550.959550.965552.4210027.85
1252015.03.24 22:05sell630.010.958730.962330.95633
1262015.03.25 11:55close630.010.957490.962330.956331.2110029.06
1272015.04.02 22:15sell640.010.959700.963300.95730
1282015.04.03 12:10close640.010.959540.963300.957300.0810029.14
1292015.04.22 01:25sell650.010.955350.958950.95295
1302015.04.22 09:56t/p650.010.952950.958950.952952.4810031.62
1312015.05.06 01:50sell660.010.927360.930960.92496
1322015.05.06 06:19t/p660.010.924870.930960.924962.6510034.27
1332015.08.12 22:25sell670.010.974550.978150.97215
1342015.08.13 09:26s/l670.010.978170.978150.97215-3.8810030.39
1352015.09.03 22:10buy680.010.973290.969690.97569
1362015.09.04 12:05close680.010.973600.969690.975690.2910030.68
1372015.09.09 01:11buy690.010.978970.975370.98137
1382015.09.09 08:56t/p690.010.981370.975370.981372.4110033.09
1392015.10.27 01:50buy700.010.982750.979150.98515
1402015.10.27 15:45close700.010.984470.979150.985151.7110034.80
1412015.11.05 00:25buy710.010.993240.989640.99564
1422015.11.05 09:31t/p710.010.995630.989640.995642.3610037.16
1432015.11.17 23:40buy720.011.014231.010631.01663
1442015.11.18 04:49t/p720.011.016681.010631.016632.3810039.53
1452016.01.06 00:25buy730.011.008771.005171.01117
1462016.01.06 11:24t/p730.011.011161.005171.011172.3210041.85
1472016.01.18 23:55buy740.011.005271.001671.00767
1482016.01.19 08:03t/p740.011.007681.001671.007672.3610044.21
1492016.01.20 01:05sell750.011.003361.006961.00096
1502016.01.20 05:03t/p750.011.000951.006961.000962.3710046.58
1512016.02.15 23:35buy760.010.987210.983610.98961
1522016.02.16 13:25close760.010.986710.983610.98961-0.5410046.04
1532016.02.24 23:00sell770.010.989070.992670.98667
1542016.02.25 12:50close770.010.990900.992670.98667-2.0310044.00
1552016.03.04 01:40sell780.010.992250.995850.98985
1562016.03.04 15:30close780.010.993330.995850.98985-1.1310042.87
1572016.03.31 22:00sell790.010.960370.963980.95798
1582016.04.01 11:50close790.010.960400.963980.95798-0.1210042.75
1592016.06.02 01:35sell800.010.988810.992410.98641
1602016.06.02 10:22t/p800.010.986400.992410.986412.4010045.15
1612016.08.26 01:15buy810.010.967660.964060.97006
1622016.08.26 15:10close810.010.967760.964060.970060.0610045.21
1632016.10.11 01:30buy820.010.982250.978680.98468
1642016.10.11 10:12t/p820.010.984680.978680.984682.4310047.64
1652016.10.12 01:30buy830.010.988240.984640.99064
1662016.10.12 15:25close830.010.989900.984640.990641.6410049.28
1672016.12.09 01:45buy840.011.016121.012521.01852
1682016.12.09 13:53t/p840.011.018541.012521.018522.3410051.62
1692016.12.16 00:05buy850.011.029981.026381.03238
1702016.12.16 14:00close850.011.028561.026381.03238-1.4210050.20
1712017.02.14 23:25buy860.011.006441.002861.00886
1722017.02.15 10:37t/p860.011.008861.002861.008862.3710052.57
1732017.05.10 00:55buy870.011.007281.003681.00968
1742017.05.10 14:50close870.011.006531.003681.00968-0.7910051.78
1752017.07.18 22:35sell880.010.954990.958590.95259
1762017.07.19 12:25close880.010.953110.958590.952591.8810053.66
1772017.08.22 01:55sell890.010.962620.966220.96022
1782017.08.22 12:42s/l890.010.966230.966220.96022-3.7810049.88
1792017.09.14 01:50buy900.010.963420.959820.96582
1802017.09.14 10:31t/p900.010.965750.959820.965822.3710052.25
1812017.10.03 01:55buy910.010.974150.970550.97655
1822017.10.03 04:00t/p910.010.976840.970550.976552.7110054.96
1832017.10.06 01:00buy920.010.978300.974700.98070
1842017.10.06 14:50close920.010.979440.974700.980701.1210056.08
1852017.11.10 01:40sell930.010.994230.997830.99183
1862017.11.10 15:35close930.010.995440.997830.99183-1.2610054.82
1872017.12.29 00:30sell940.010.978360.982320.97632
1882017.12.29 10:15t/p940.010.976320.982320.976322.0510056.87
1892018.02.07 23:55buy950.010.942600.939000.94500
1902018.02.08 06:34t/p950.010.945010.939000.945002.5310059.40
1912018.04.20 00:45buy960.010.971370.967770.97377
1922018.04.20 12:44t/p960.010.973770.967770.973772.4210061.82
1932018.07.02 22:20buy970.010.994240.990640.99664
1942018.07.03 12:15close970.010.993220.990640.99664-1.0610060.76
1952018.09.04 23:05buy980.010.974180.970580.97658
1962018.09.05 13:00close980.010.974390.970580.976580.1910060.94
1972018.10.25 22:40buy990.011.000050.996451.00245
1982018.10.26 12:30close990.011.000510.996451.002450.4310061.37
1992018.12.06 22:30sell1000.010.993170.996820.99082
2002018.12.07 12:20close1000.010.993760.996820.99082-0.6810060.69
2012019.02.20 01:35sell1010.011.001401.005000.99900
2022019.02.20 15:30close1010.011.000581.005000.999000.7810061.47
2032019.04.17 01:40buy1020.011.007371.003731.00973
2042019.04.17 15:35close1020.011.007861.003731.009730.4510061.92
2052019.05.09 23:45sell1030.011.015371.018991.01299
2062019.05.10 13:35close1030.011.014141.018991.012991.1210063.04
2072019.05.13 22:20sell1040.011.006791.010391.00439
2082019.05.14 12:10close1040.011.007401.010391.00439-0.7010062.34
2092019.07.02 01:45buy1050.010.987140.983540.98954
2102019.07.02 15:40close1050.010.988440.983540.989541.2810063.62
2112019.11.06 00:15buy1060.010.993020.989420.99542
2122019.11.06 14:10close1060.010.993580.989420.995420.5210064.14
2132019.11.07 23:30buy1070.010.994850.991250.99725
2142019.11.08 13:20close1070.010.996550.991250.997251.6810065.82
2152019.11.18 23:00sell1080.010.988510.992090.98609
2162019.11.19 12:50close1080.010.991400.992090.98609-3.0110062.81
2172019.12.03 23:30sell1090.010.987220.990820.98482
2182019.12.04 13:20close1090.010.989190.990820.98482-2.0810060.74
2192019.12.30 23:00sell1100.010.969220.972830.96683
2202019.12.31 12:50close1100.010.967550.972830.966831.6410062.38
2212020.01.23 23:45buy1110.010.969170.965570.97157
2222020.01.24 13:35close1110.010.970800.965570.971571.6510064.02
2232020.01.29 00:35buy1120.010.972920.969320.97532
2242020.01.29 14:30close1120.010.975250.969320.975322.3510066.37
2252020.03.17 22:30buy1130.010.960230.956630.96263
2262020.03.18 07:42s/l1130.010.956630.956630.96263-3.7910062.58
2272020.04.03 00:45buy1140.010.974220.970620.97662
2282020.04.03 10:21t/p1140.010.976630.970620.976622.4310065.01
2292020.04.17 00:50buy1150.010.969470.965870.97187
2302020.04.17 10:40t/p1150.010.971900.965870.971872.4610067.47
2312020.04.28 00:15buy1160.010.975770.972170.97817
2322020.04.28 09:26t/p1160.010.978170.972170.978172.4110069.88
2332020.05.12 22:50sell1170.010.969350.972950.96695
2342020.05.13 12:45close1170.010.970490.972950.96695-1.2610068.62
2352020.06.09 01:31sell1180.010.957620.961220.95522
2362020.06.09 11:24t/p1180.010.955140.961220.955222.5610071.18
2372020.06.09 23:05sell1190.010.950760.954360.94836
2382020.06.10 09:46t/p1190.010.948350.954360.948362.4510073.63
2392020.09.23 00:40buy1200.010.919900.916300.92230
2402020.09.23 14:30close1200.010.920310.916300.922300.4110074.04