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-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 test731959Ticks modelled130275144Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit74.43Gross profit159.23Gross loss-84.80
Profit factor1.88Expected payoff0.63
Absolute drawdown11.84Maximal drawdown12.52 (0.13%)Relative drawdown0.13% (12.52)
Total trades119Short positions (won %)55 (47.27%)Long positions (won %)64 (79.69%)
Profit trades (% of total)77 (64.71%)Loss trades (% of total)42 (35.29%)
Largestprofit trade3.42loss trade-4.67
Averageprofit trade2.07loss trade-2.02
Maximumconsecutive wins (profit in money)6 (17.14)consecutive losses (loss in money)5 (-4.26)
Maximalconsecutive profit (count of wins)17.14 (6)consecutive loss (count of losses)-7.32 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.11 22:55buy10.010.973520.969920.97652
22011.01.12 01:08s/l10.010.969700.969920.97652-3.979996.03
32011.03.02 22:10sell20.010.924000.927650.92105
42011.03.03 12:05close20.010.925780.927650.92105-2.109993.92
52011.04.12 01:50sell30.010.906840.910510.90391
62011.04.12 06:07t/p30.010.903910.910510.903913.209997.12
72011.04.15 01:30sell40.010.892460.896060.88946
82011.04.15 15:20close40.010.893150.896060.88946-0.819996.31
92011.04.26 01:05sell50.010.881230.884840.87824
102011.04.26 03:51s/l50.010.884860.884840.87824-4.149992.17
112011.05.12 01:30buy60.010.886030.882430.88903
122011.05.12 13:02t/p60.010.889020.882430.889033.329995.49
132011.05.26 01:25sell70.010.872930.876530.86993
142011.05.26 07:57t/p70.010.869920.876530.869933.429998.91
152011.06.01 22:15sell80.010.842460.846060.83946
162011.06.02 12:05close80.010.844430.846060.83946-2.519996.40
172011.08.01 22:15sell90.010.781820.785420.77882
182011.08.02 01:54s/l90.010.785420.785420.77882-4.679991.73
192011.09.28 01:05sell100.010.897070.900670.89407
202011.09.28 13:18t/p100.010.894060.900670.894073.339995.06
212011.11.30 23:00sell110.010.913560.917220.91062
222011.12.01 11:25t/p110.010.910600.917220.910623.079998.12
232012.01.11 23:00buy120.010.954260.950660.95726
242012.01.12 11:51s/l120.010.950650.950660.95726-3.829994.30
252012.01.13 00:40sell130.010.944520.948140.94154
262012.01.13 08:15t/p130.010.941500.948140.941543.179997.47
272012.03.20 01:35sell140.010.911430.915030.90843
282012.03.20 15:03s/l140.010.915030.915030.90843-3.979993.50
292012.04.04 23:45buy150.010.915950.912350.91895
302012.04.05 12:17t/p150.010.918930.912350.918953.229996.72
312012.04.24 22:35sell160.010.911330.914930.90833
322012.04.25 12:30close160.010.909050.914930.908332.429999.15
332012.05.24 01:45buy170.010.953420.949820.95642
342012.05.24 02:51t/p170.010.956440.949820.956423.1210002.27
352012.06.20 01:20sell180.010.946630.950230.94363
362012.06.20 15:10close180.010.945230.950230.943631.4410003.71
372012.07.04 01:10sell190.010.952800.956390.94979
382012.07.04 14:00s/l190.010.956400.956390.94979-3.809999.91
392012.07.05 23:55buy200.010.969100.965500.97210
402012.07.06 13:45close200.010.970190.965500.972101.0910000.99
412012.08.15 22:10buy210.010.977090.973490.98009
422012.08.16 12:05close210.010.978250.973490.980091.1710002.16
432012.08.16 23:55sell220.010.972090.975690.96909
442012.08.17 13:45close220.010.971230.975690.969090.8010002.96
452012.08.23 23:35sell230.010.956070.959670.95307
462012.08.24 13:30close230.010.959230.959670.95307-3.389999.58
472012.09.04 00:50sell240.010.953880.957480.95088
482012.09.04 14:40close240.010.953970.957480.95088-0.139999.45
492012.09.07 01:15sell250.010.954000.957600.95100
502012.09.07 10:23s/l250.010.957610.957600.95100-3.819995.64
512012.10.23 23:05buy260.010.932570.928970.93557
522012.10.24 11:05t/p260.010.935570.928970.935573.189998.82
532012.10.30 22:35sell270.010.932470.936070.92947
542012.10.31 11:38t/p270.010.929470.936070.929473.1410001.96
552012.11.08 00:15buy280.010.944640.941040.94764
562012.11.08 12:21t/p280.010.947660.941040.947643.1510005.11
572012.12.07 01:40buy290.010.932400.928800.93540
582012.12.07 10:27t/p290.010.935400.928800.935403.1710008.28
592013.01.08 23:10buy300.010.924040.920440.92704
602013.01.09 13:00close300.010.925160.920440.927041.1810009.46
612013.02.01 01:15sell310.010.910210.913810.90721
622013.02.01 10:58t/p310.010.907150.913810.907213.3310012.79
632013.03.20 22:45sell320.010.944420.948020.94142
642013.03.21 12:35close320.010.945530.948020.94142-1.3510011.43
652013.04.10 00:50sell330.010.932530.936130.92953
662013.04.10 14:45close330.010.929710.936130.929532.9910014.42
672013.06.25 22:50buy340.010.937500.933900.94050
682013.06.26 12:32t/p340.010.940530.933900.940503.1910017.61
692013.06.27 01:55buy350.010.942300.938700.94530
702013.06.27 12:38t/p350.010.945300.938700.945303.1310020.74
712013.08.08 23:25sell360.010.920040.923630.91703
722013.08.09 13:20close360.010.920200.923630.91703-0.2610020.48
732013.08.13 22:10buy370.010.932810.929210.93581
742013.08.14 09:33t/p370.010.935850.929210.935813.2210023.70
752013.09.09 23:40sell380.010.932420.936000.92940
762013.09.10 13:30close380.010.935010.936000.92940-2.8610020.84
772013.09.26 01:05sell390.010.909700.913300.90670
782013.09.26 14:55close390.010.910630.913300.90670-1.0610019.78
792013.10.10 00:55buy400.010.910430.906830.91343
802013.10.10 14:50close400.010.909380.906830.91343-1.1910018.59
812013.12.04 00:50sell410.010.904540.908140.90154
822013.12.04 14:40close410.010.902960.908140.901541.7110020.30
832013.12.31 00:10sell420.010.887970.891570.88497
842013.12.31 13:04s/l420.010.891580.891570.88497-4.0910016.21
852014.01.31 00:05buy430.010.902690.899090.90569
862014.01.31 13:55close430.010.902310.899090.90569-0.4610015.75
872014.02.04 22:25buy440.010.904330.900730.90733
882014.02.05 12:15close440.010.904620.900730.907330.2910016.04
892014.02.06 22:00sell450.010.900610.904240.89764
902014.02.07 11:50close450.010.901670.904240.89764-1.2710014.77
912014.02.26 23:00buy460.010.890690.887090.89369
922014.02.27 12:55close460.010.890820.887090.893690.1310014.90
932014.04.03 23:30buy470.010.890980.887380.89398
942014.04.04 13:20close470.010.892570.887380.893981.7510016.65
952014.04.09 01:45sell480.010.883770.887370.88077
962014.04.09 15:40close480.010.882720.887370.880771.1510017.80
972014.05.13 01:20buy490.010.887740.884140.89074
982014.05.13 15:15close490.010.890300.884140.890742.8410020.64
992014.05.27 23:50buy500.010.896760.893160.89976
1002014.05.28 13:45close500.010.897770.893160.899761.1010021.73
1012014.06.03 01:25buy510.010.898550.894950.90155
1022014.06.03 15:20close510.010.895540.894950.90155-3.4010018.33
1032014.06.09 23:10buy520.010.897150.893550.90015
1042014.06.10 12:56t/p520.010.900150.893550.900153.3010021.63
1052014.07.04 00:10buy530.010.893440.889840.89644
1062014.07.04 14:00close530.010.895000.889840.896441.7010023.33
1072014.07.16 01:45buy540.010.895690.892090.89869
1082014.07.16 15:30t/p540.010.898700.892090.898693.3110026.64
1092014.07.17 00:50buy550.010.898350.894750.90135
1102014.07.17 14:45close550.010.897900.894750.90135-0.5410026.10
1112014.09.10 23:40buy560.010.936680.933080.93968
1122014.09.11 13:30close560.010.937080.933080.939680.4110026.51
1132014.09.17 01:05sell570.010.932670.936270.92967
1142014.09.17 14:55close570.010.934000.936270.92967-1.4610025.05
1152014.10.28 23:55sell580.010.947220.950820.94422
1162014.10.29 13:45close580.010.946810.950820.944220.3410025.39
1172014.11.19 00:40sell590.010.958560.962160.95556
1182014.11.19 14:30close590.010.958490.962160.955560.0310025.42
1192014.12.03 01:50buy600.010.971910.968310.97491
1202014.12.03 10:28t/p600.010.974920.968310.974913.0510028.47
1212014.12.19 01:10buy610.010.979620.976020.98262
1222014.12.19 15:05close610.010.980890.976020.982621.2510029.72
1232015.02.26 23:45buy620.010.952750.949150.95575
1242015.02.27 07:54s/l620.010.949140.949150.95575-3.8310025.89
1252015.03.05 00:25buy630.010.963170.959550.96615
1262015.03.05 08:39t/p630.010.966150.959550.966153.0410028.93
1272015.04.02 22:15sell640.010.959700.963300.95670
1282015.04.03 12:10close640.010.959540.963300.956700.0810029.01
1292015.04.22 01:25sell650.010.955350.958950.95235
1302015.04.22 09:57t/p650.010.952340.958950.952353.1210032.13
1312015.05.06 01:50sell660.010.927360.930960.92436
1322015.05.06 06:19t/p660.010.924290.930960.924363.2810035.41
1332015.08.12 22:25sell670.010.974550.978150.97155
1342015.08.13 09:26s/l670.010.978170.978150.97155-3.8810031.52
1352015.09.03 22:10buy680.010.973290.969690.97629
1362015.09.04 12:05close680.010.973600.969690.976290.2910031.81
1372015.09.09 01:11buy690.010.978970.975370.98197
1382015.09.09 09:00t/p690.010.981970.975370.981973.0210034.83
1392015.11.05 00:25buy700.010.993240.989640.99624
1402015.11.05 09:32t/p700.010.996240.989640.996242.9710037.80
1412015.11.17 23:40buy710.011.014231.010631.01723
1422015.11.18 13:30close710.011.015451.010631.017231.1710038.97
1432016.01.06 00:25buy720.011.008771.005171.01177
1442016.01.06 14:20close720.011.008361.005171.01177-0.4510038.52
1452016.01.18 23:55buy730.011.005271.001671.00827
1462016.01.19 13:45close730.011.005711.001671.008270.4110038.92
1472016.01.20 01:05sell740.011.003361.006961.00036
1482016.01.20 06:19t/p740.011.000361.006961.000362.9610041.88
1492016.02.15 23:35buy750.010.987210.983610.99021
1502016.02.16 13:25close750.010.986710.983610.99021-0.5410041.34
1512016.02.24 23:00sell760.010.989070.992670.98607
1522016.02.25 12:50close760.010.990900.992670.98607-2.0310039.30
1532016.03.04 01:40sell770.010.992250.995850.98925
1542016.03.04 15:30close770.010.993330.995850.98925-1.1310038.17
1552016.03.31 22:00sell780.010.960370.963980.95738
1562016.04.01 11:50close780.010.960400.963980.95738-0.1210038.06
1572016.06.02 01:35sell790.010.988810.992410.98581
1582016.06.02 15:30close790.010.989200.992410.98581-0.4310037.63
1592016.08.26 01:15buy800.010.967660.964060.97066
1602016.08.26 15:10close800.010.967760.964060.970660.0610037.69
1612016.10.11 01:30buy810.010.982250.978680.98528
1622016.10.11 10:28t/p810.010.985290.978680.985283.0510040.74
1632016.10.12 01:30buy820.010.988240.984640.99124
1642016.10.12 15:25close820.010.989900.984640.991241.6410042.38
1652016.12.09 01:45buy830.011.016121.012521.01912
1662016.12.09 14:30t/p830.011.019131.012521.019122.9110045.29
1672016.12.16 00:05buy840.011.029981.026381.03298
1682016.12.16 14:00close840.011.028561.026381.03298-1.4210043.87
1692017.02.14 23:25buy850.011.006441.002861.00946
1702017.02.15 12:25t/p850.011.009551.002861.009463.0510046.91
1712017.05.10 00:55buy860.011.007281.003681.01028
1722017.05.10 14:50close860.011.006531.003681.01028-0.7910046.12
1732017.07.18 22:35sell870.010.954990.958590.95199
1742017.07.19 12:25close870.010.953110.958590.951991.8810048.00
1752017.08.22 01:55sell880.010.962620.966220.95962
1762017.08.22 12:42s/l880.010.966230.966220.95962-3.7810044.22
1772017.09.14 01:50buy890.010.963420.959820.96642
1782017.09.14 11:29t/p890.010.966420.959820.966423.0610047.28
1792017.10.03 01:55buy900.010.974150.970550.97715
1802017.10.03 04:28t/p900.010.977230.970550.977153.1110050.39
1812017.10.06 01:00buy910.010.978300.974700.98130
1822017.10.06 14:50close910.010.979440.974700.981301.1210051.51
1832017.11.10 01:40sell920.010.994230.997830.99123
1842017.11.10 15:35close920.010.995460.997830.99123-1.2810050.23
1852017.12.29 00:30sell930.010.978360.982320.97572
1862017.12.29 11:01t/p930.010.975750.982320.975722.6310052.86
1872018.02.07 23:55buy940.010.942600.939000.94560
1882018.02.08 11:13t/p940.010.945600.939000.945603.1510056.01
1892018.04.20 00:45buy950.010.971370.967770.97437
1902018.04.20 13:52t/p950.010.974390.967770.974373.0610059.07
1912018.07.02 22:20buy960.010.994240.990640.99724
1922018.07.03 12:15close960.010.993220.990640.99724-1.0610058.01
1932018.09.04 23:05buy970.010.974180.970580.97718
1942018.09.05 13:00close970.010.974390.970580.977180.1910058.20
1952018.10.25 22:40buy980.011.000050.996451.00305
1962018.10.26 12:30close980.011.000510.996451.003050.4310058.62
1972018.12.06 22:30sell990.010.993170.996820.99022
1982018.12.07 12:20close990.010.993760.996820.99022-0.6810057.94
1992019.02.20 01:35sell1000.011.001401.005000.99840
2002019.02.20 15:30close1000.011.000581.005000.998400.7810058.72
2012019.03.12 01:00buy1010.011.010551.006951.01355
2022019.03.12 14:50close1010.011.009321.006951.01355-1.2610057.46
2032019.04.17 01:40buy1020.011.007401.003731.01033
2042019.04.17 15:35close1020.011.007861.003731.010330.4210057.88
2052019.05.09 23:45sell1030.011.015361.018991.01239
2062019.05.10 13:35close1030.011.014141.018991.012391.1110059.00
2072019.05.13 22:20sell1040.011.006791.010391.00379
2082019.05.14 12:10close1040.011.007401.010391.00379-0.7010058.30
2092019.07.02 01:45buy1050.010.987140.983540.99014
2102019.07.02 15:40close1050.010.988440.983540.990141.2810059.58
2112019.11.06 00:15buy1060.010.993020.989420.99602
2122019.11.06 14:10close1060.010.993580.989420.996020.5210060.10
2132019.11.07 23:30buy1070.010.994850.991250.99785
2142019.11.08 13:20close1070.010.996550.991250.997851.6810061.78
2152019.11.18 23:00sell1080.010.988510.992090.98549
2162019.11.19 12:50close1080.010.991400.992090.98549-3.0110058.77
2172019.12.03 23:30sell1090.010.987220.990820.98422
2182019.12.04 13:20close1090.010.989190.990820.98422-2.0810056.69
2192019.12.30 23:00sell1100.010.969220.972830.96623
2202019.12.31 12:50close1100.010.967550.972830.966231.6410058.33
2212020.01.23 23:45buy1110.010.969170.965570.97217
2222020.01.24 13:35close1110.010.970800.965570.972171.6510059.98
2232020.01.29 00:35buy1120.010.972920.969320.97592
2242020.01.29 14:30close1120.010.975250.969320.975922.3510062.33
2252020.04.03 00:45buy1130.010.974220.970620.97722
2262020.04.03 10:30t/p1130.010.977220.970620.977223.0310065.36
2272020.04.17 00:50buy1140.010.969470.965870.97247
2282020.04.17 14:45close1140.010.970120.965870.972470.6310065.99
2292020.04.28 00:15buy1150.010.975770.972170.97877
2302020.04.28 09:45t/p1150.010.978810.972170.978773.0710069.06
2312020.05.12 22:50sell1160.010.969350.972950.96635
2322020.05.13 12:45close1160.010.970490.972950.96635-1.2610067.80
2332020.06.09 01:31sell1170.010.957620.961220.95462
2342020.06.09 12:18t/p1170.010.954620.961220.954623.1010070.90
2352020.06.09 23:05sell1180.010.950760.954360.94776
2362020.06.10 10:56t/p1180.010.947740.954360.947763.1010074.00
2372020.09.23 00:40buy1190.010.919900.916300.92290
2382020.09.23 14:30close1190.010.920330.916300.922900.4310074.43