Strategy Tester Report
CorianderStrategyTester
Tickmill-Live (Build 1280)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 2011.01.03 00:00 - 2020.11.04 09:35 (2011.01.01 - 2020.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=81217; CommentStr="Kori USDJPY-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 test731494Ticks modelled159845592Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit66.12Gross profit139.67Gross loss-73.55
Profit factor1.90Expected payoff0.55
Absolute drawdown5.12Maximal drawdown16.03 (0.16%)Relative drawdown0.16% (16.03)
Total trades120Short positions (won %)62 (70.97%)Long positions (won %)58 (67.24%)
Profit trades (% of total)83 (69.17%)Loss trades (% of total)37 (30.83%)
Largestprofit trade2.35loss trade-5.12
Averageprofit trade1.68loss trade-1.99
Maximumconsecutive wins (profit in money)13 (23.91)consecutive losses (loss in money)3 (-4.13)
Maximalconsecutive profit (count of wins)23.91 (13)consecutive loss (count of losses)-7.59 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.25 00:05sell10.0182.52282.88282.342
22011.01.25 12:26t/p10.0182.34082.88282.3422.1710002.17
32011.03.08 22:20buy20.0182.62582.26582.805
42011.03.09 01:58t/p20.0182.81682.26582.8052.2610004.43
52011.03.30 01:30buy30.0182.38382.02382.563
62011.03.30 04:37t/p30.0182.56782.02382.5632.1910006.62
72011.04.18 22:35sell40.0182.62982.98982.449
82011.04.19 00:52t/p40.0182.44282.98982.4492.1910008.81
92011.04.21 22:50sell50.0181.84982.20981.669
102011.04.22 12:40close50.0182.02782.20981.669-2.2510006.56
112011.05.05 01:10sell60.0180.64881.00880.468
122011.05.05 05:52t/p60.0180.46881.00880.4682.2010008.76
132011.06.01 22:45sell70.0180.94681.30680.766
142011.06.02 04:16s/l70.0181.31181.30680.766-4.6510004.11
152011.06.14 22:15buy80.0180.45980.09980.639
162011.06.15 11:28t/p80.0180.63980.09980.6392.1810006.29
172011.07.07 23:45buy90.0181.20480.84481.384
182011.07.08 13:35close90.0181.34780.84481.3841.7110008.00
192011.08.26 01:20buy100.0177.39277.03277.572
202011.08.26 09:38s/l100.0177.00177.03277.572-5.1210002.88
212011.09.19 23:35sell110.0176.57976.93976.399
222011.09.20 13:25close110.0176.49676.93976.3991.0110003.89
232011.10.12 23:40buy120.0177.26476.90477.444
242011.10.13 11:55s/l120.0176.90076.90477.444-4.819999.08
252011.11.23 23:05buy130.0177.32876.96877.508
262011.11.24 12:55close130.0177.12076.96877.508-2.789996.30
272012.01.12 22:35sell140.0176.77177.13176.591
282012.01.13 12:30close140.0176.70177.13176.5910.839997.13
292012.01.20 00:10buy150.0177.09876.73877.278
302012.01.20 09:42t/p150.0177.27876.73877.2782.299999.42
312012.01.24 23:55buy160.0177.69177.33177.871
322012.01.25 04:19t/p160.0177.87177.33177.8712.2610001.67
332012.01.31 00:45sell170.0176.37676.73676.196
342012.01.31 06:55t/p170.0176.19476.73676.1962.3510004.02
352012.02.15 01:55buy180.0178.37578.01578.555
362012.02.15 03:06t/p180.0178.55678.01578.5552.2610006.28
372012.03.06 23:30sell190.0180.87181.23180.691
382012.03.07 00:59t/p190.0180.68981.23180.6912.1810008.47
392012.03.23 01:05sell200.0182.60282.95982.419
402012.03.23 14:50t/p200.0182.41582.95982.4192.2310010.70
412012.05.01 01:15sell210.0179.85180.21479.674
422012.05.01 10:04t/p210.0179.67280.21479.6742.2110012.91
432012.05.30 22:20sell220.0179.07879.43878.898
442012.05.31 03:04t/p220.0178.89579.43878.8982.1610015.07
452012.07.16 22:30sell230.0178.83879.19878.658
462012.07.17 12:20close230.0179.04179.19878.658-2.6510012.42
472012.08.07 23:45buy240.0178.61178.25178.791
482012.08.08 12:55s/l240.0178.24878.25178.791-4.6910007.73
492012.08.14 22:35buy250.0178.72878.36878.908
502012.08.15 09:43t/p250.0178.91178.36878.9082.2710010.00
512012.08.23 23:30sell260.0178.49078.85078.310
522012.08.24 13:25close260.0178.57378.85078.310-1.1410008.86
532012.09.06 22:15buy270.0178.87678.51679.056
542012.09.07 12:10close270.0178.92978.51679.0560.6210009.47
552012.09.12 01:00sell280.0177.79278.15777.617
562012.09.12 14:50close280.0177.85378.15777.617-0.8210008.65
572012.09.18 01:35buy290.0178.70278.34278.882
582012.09.18 15:25close290.0178.59978.34278.882-1.3510007.30
592012.10.03 23:45buy300.0178.50778.14778.687
602012.10.04 06:16t/p300.0178.68778.14778.6872.2110009.51
612012.11.07 22:30sell310.0179.97680.33679.796
622012.11.08 05:17t/p310.0179.79680.33679.7962.1010011.62
632012.11.16 01:55buy320.0181.12980.76981.309
642012.11.16 15:50close320.0181.12180.76981.309-0.1410011.48
652012.11.21 01:30buy330.0181.66181.30181.841
662012.11.21 02:15t/p330.0181.84281.30181.8412.1710013.65
672012.12.27 00:25buy340.0185.55185.19185.731
682012.12.27 03:08t/p340.0185.73485.19185.7312.0910015.74
692013.01.09 23:20buy350.0187.75287.39187.931
702013.01.10 00:27t/p350.0187.93287.39187.9311.9710017.71
712013.03.26 01:25sell360.0194.18894.54894.008
722013.03.26 02:51t/p360.0194.00894.54894.0081.8710019.58
732013.04.03 23:50sell370.0193.00193.36392.823
742013.04.04 03:00t/p370.0192.82393.36392.8231.7610021.34
752013.05.03 01:25buy380.0197.90797.54798.087
762013.05.03 09:10t/p380.0198.08997.54798.0871.8210023.16
772013.07.18 23:10buy390.01100.375100.015100.555
782013.07.19 01:35t/p390.01100.555100.015100.5551.7410024.90
792013.10.18 01:05sell400.0197.94898.30897.768
802013.10.18 12:26t/p400.0197.76498.30897.7681.8410026.74
812013.10.23 01:15sell410.0198.14998.50997.969
822013.10.23 05:24t/p410.0197.96898.50997.9691.8110028.55
832013.10.23 23:00sell420.0197.36397.72397.183
842013.10.24 04:34t/p420.0197.17697.72397.1831.7610030.31
852013.12.02 23:55buy430.01102.937102.579103.119
862013.12.03 03:17t/p430.01103.122102.579103.1191.7410032.05
872014.01.29 23:15sell440.01102.318102.678102.138
882014.01.30 00:41t/p440.01102.138102.678102.1381.6010033.65
892014.01.30 01:20sell450.01102.324102.683102.143
902014.01.30 02:31t/p450.01102.143102.683102.1431.7310035.38
912014.02.12 01:10buy460.01102.578102.220102.760
922014.02.12 15:00close460.01102.282102.220102.760-2.9310032.45
932014.03.14 01:50sell470.01101.855102.215101.675
942014.03.14 06:14t/p470.01101.673102.215101.6751.7510034.20
952014.04.11 00:15sell480.01101.560101.920101.380
962014.04.11 02:43t/p480.01101.380101.920101.3801.7410035.94
972014.05.01 00:35sell490.01102.231102.591102.051
982014.05.01 14:30close490.01102.250102.591102.051-0.2310035.71
992014.05.06 23:15sell500.01101.660102.020101.480
1002014.05.07 08:55t/p500.01101.479102.020101.4801.7010037.41
1012014.05.16 00:10sell510.01101.576101.936101.396
1022014.05.16 14:00close510.01101.401101.936101.3961.6910039.10
1032014.06.05 01:55buy520.01102.691102.331102.871
1042014.06.05 15:50close520.01102.586102.331102.871-1.0610038.04
1052014.06.11 23:30sell530.01102.039102.399101.859
1062014.06.12 13:20close530.01102.052102.399101.859-0.2910037.76
1072014.07.14 22:55buy540.01101.545101.185101.725
1082014.07.15 12:45close540.01101.576101.185101.7250.2610038.02
1092014.07.24 23:35buy550.01101.773101.413101.953
1102014.07.25 13:30close550.01101.866101.413101.9530.8610038.87
1112014.08.14 00:40buy560.01102.426102.066102.606
1122014.08.14 04:27t/p560.01102.606102.066102.6061.7110040.58
1132014.09.02 23:30buy570.01105.062104.702105.242
1142014.09.03 02:39t/p570.01105.249104.702105.2421.7310042.31
1152014.09.24 01:45buy580.01108.837108.477109.017
1162014.09.24 02:49s/l580.01108.476108.477109.017-3.3710038.94
1172014.10.22 22:45buy590.01107.162106.802107.342
1182014.10.23 06:36t/p590.01107.340106.802107.3421.5810040.52
1192014.11.24 22:05buy600.01118.269117.909118.449
1202014.11.25 01:28t/p600.01118.452117.909118.4491.4910042.00
1212014.12.03 01:50buy610.01119.166118.806119.346
1222014.12.03 03:03t/p610.01119.349118.806119.3461.4910043.49
1232014.12.09 22:00sell620.01119.474119.834119.294
1242014.12.10 01:35t/p620.01119.289119.834119.2941.4710044.96
1252014.12.30 22:15sell630.01119.551119.911119.371
1262014.12.31 03:52t/p630.01119.365119.911119.3711.4810046.45
1272015.01.30 01:55buy640.01118.261117.901118.441
1282015.01.30 05:09s/l640.01117.895117.901118.441-3.1410043.31
1292015.02.27 01:25buy650.01119.370119.010119.550
1302015.02.27 15:15close650.01119.282119.010119.550-0.7810042.53
1312015.04.14 22:50sell660.01119.449119.809119.269
1322015.04.15 12:40close660.01119.464119.809119.269-0.2110042.32
1332015.05.14 00:20sell670.01119.175119.535118.995
1342015.05.14 09:48t/p670.01118.995119.535118.9951.4710043.79
1352015.07.27 22:10sell680.01123.268123.628123.088
1362015.07.28 04:30t/p680.01123.083123.628123.0881.4210045.21
1372015.08.12 22:30sell690.01124.241124.601124.061
1382015.08.13 12:20close690.01124.566124.601124.061-2.7710042.44
1392015.10.12 23:25sell700.01120.022120.382119.842
1402015.10.13 05:30t/p700.01119.842120.382119.8421.4210043.87
1412015.10.21 01:40buy710.01119.826119.468120.008
1422015.10.21 07:31t/p710.01120.008119.468120.0081.4810045.35
1432015.11.05 00:25buy720.01121.494121.129121.669
1442015.11.05 09:33t/p720.01121.669121.129121.6691.4010046.75
1452015.11.30 23:25buy730.01123.081122.721123.261
1462015.12.01 02:10t/p730.01123.262122.721123.2611.4210048.16
1472015.12.10 01:35sell740.01121.665122.025121.485
1482015.12.10 02:55t/p740.01121.485122.025121.4851.4410049.60
1492016.03.09 01:35sell750.01112.710113.066112.526
1502016.03.09 02:17t/p750.01112.526113.066112.5261.6010051.20
1512016.04.07 01:05sell760.01109.793110.153109.613
1522016.04.07 03:06t/p760.01109.612110.153109.6131.6110052.81
1532016.04.27 01:20buy770.01111.272110.912111.452
1542016.04.27 15:10close770.01111.297110.912111.4520.1810052.99
1552016.07.05 22:45sell780.01101.695102.052101.512
1562016.07.06 02:05t/p780.01101.506102.052101.5121.7810054.77
1572016.08.25 00:05buy790.01100.432100.072100.612
1582016.08.25 03:09t/p790.01100.612100.072100.6121.7510056.52
1592016.08.31 01:35buy800.01102.939102.579103.119
1602016.08.31 03:41t/p800.01103.121102.579103.1191.7210058.24
1612016.10.07 01:40buy810.01103.943103.582104.122
1622016.10.07 04:05s/l810.01103.581103.582104.122-3.5310054.71
1632016.10.11 00:15buy820.01103.617103.257103.797
1642016.10.11 03:02t/p820.01103.800103.257103.7971.7210056.43
1652016.10.24 23:30buy830.01104.204103.844104.384
1662016.10.25 03:20t/p830.01104.386103.844104.3841.6910058.12
1672016.11.25 00:45buy840.01113.262112.902113.442
1682016.11.25 02:10t/p840.01113.504112.902113.4422.0910060.21
1692016.12.08 22:50buy850.01113.985113.625114.165
1702016.12.09 02:11t/p850.01114.165113.625114.1651.5310061.74
1712017.01.31 01:25sell860.01113.793114.153113.613
1722017.01.31 02:04t/p860.01113.613114.153113.6131.5410063.28
1732017.07.19 22:50sell870.01111.835112.193111.653
1742017.07.20 08:59s/l870.01112.193112.193111.653-3.3510059.93
1752017.12.19 23:40buy880.01112.867112.507113.047
1762017.12.20 07:47t/p880.01113.049112.507113.0471.5610061.49
1772018.01.16 01:00sell890.01110.545110.904110.364
1782018.01.16 03:17s/l890.01110.904110.904110.364-3.2810058.21
1792018.01.25 01:30sell900.01109.242109.597109.057
1802018.01.25 04:51t/p900.01109.057109.597109.0571.6610059.87
1812018.08.15 23:40sell910.01110.722111.082110.542
1822018.08.16 03:01t/p910.01110.542111.082110.5421.4710061.34
1832018.10.08 23:35sell920.01113.171113.529112.989
1842018.10.09 03:26t/p920.01112.989113.529112.9891.5310062.87
1852018.12.18 01:55sell930.01112.844113.204112.664
1862018.12.18 04:07t/p930.01112.664113.204112.6641.5610064.43
1872019.02.26 01:55buy940.01111.029110.663111.203
1882019.02.26 15:45close940.01110.735110.663111.203-2.6910061.74
1892019.02.28 01:05buy950.01110.930110.570111.110
1902019.02.28 14:55close950.01110.810110.570111.110-1.1210060.62
1912019.04.09 23:20sell960.01111.148111.508110.968
1922019.04.10 13:10close960.01111.166111.508110.968-0.2410060.39
1932019.04.25 22:45sell970.01111.655112.015111.475
1942019.04.26 03:17t/p970.01111.473112.015111.4751.5510061.94
1952019.05.21 22:55buy980.01110.536110.174110.714
1962019.05.22 12:45close980.01110.462110.174110.714-0.7210061.21
1972019.05.24 01:20sell990.01109.623109.984109.444
1982019.05.24 15:10close990.01109.576109.984109.4440.3910061.60
1992019.07.02 01:05buy1000.01108.399108.036108.576
2002019.07.02 14:55close1000.01108.277108.036108.576-1.1710060.43
2012019.07.26 01:50buy1010.01108.624108.264108.804
2022019.07.26 15:31t/p1010.01108.806108.264108.8041.6310062.06
2032019.07.30 00:10buy1020.01108.780108.422108.962
2042019.07.30 14:05close1020.01108.603108.422108.962-1.6710060.39
2052019.10.01 00:35buy1030.01108.097107.739108.279
2062019.10.01 07:27t/p1030.01108.278107.739108.2791.6310062.02
2072019.11.15 01:40sell1040.01108.463108.824108.284
2082019.11.15 15:30close1040.01108.689108.824108.284-2.1210059.90
2092019.11.18 23:15sell1050.01108.672109.032108.492
2102019.11.19 02:58t/p1050.01108.488109.032108.4921.6210061.52
2112019.12.04 00:25sell1060.01108.642109.002108.462
2122019.12.04 09:29t/p1060.01108.462109.002108.4621.6210063.14
2132019.12.05 23:35sell1070.01108.781109.141108.601
2142019.12.06 10:50t/p1070.01108.601109.141108.6011.5810064.73
2152019.12.19 23:25sell1080.01109.326109.686109.146
2162019.12.20 13:15close1080.01109.390109.686109.146-0.6710064.06
2172019.12.26 23:30buy1090.01109.620109.254109.794
2182019.12.27 13:20close1090.01109.485109.254109.794-1.2810062.77
2192020.02.26 01:10sell1100.01110.216110.576110.036
2202020.02.26 05:15s/l1100.01110.579110.576110.036-3.3210059.45
2212020.04.14 00:45sell1110.01107.745108.105107.565
2222020.04.14 03:08t/p1110.01107.563108.105107.5651.6510061.10
2232020.06.03 01:55buy1120.01108.591108.230108.770
2242020.06.03 02:31t/p1120.01108.775108.230108.7701.6510062.75
2252020.06.09 01:40sell1130.01108.451108.810108.270
2262020.06.09 03:23t/p1130.01108.268108.810108.2701.6510064.40
2272020.06.23 22:15sell1140.01106.521106.881106.341
2282020.06.24 12:10close1140.01106.536106.881106.341-0.2210064.19
2292020.06.29 23:10buy1150.01107.561107.201107.741
2302020.06.30 04:06t/p1150.01107.741107.201107.7411.6210065.80
2312020.07.22 01:25sell1160.01106.820107.183106.643
2322020.07.22 15:20close1160.01107.029107.183106.643-1.9910063.81
2332020.08.12 01:45buy1170.01106.447106.089106.629
2342020.08.12 03:30t/p1170.01106.629106.089106.6291.6710065.48
2352020.09.08 22:00sell1180.01106.056106.415105.875
2362020.09.09 01:11t/p1180.01105.873106.415105.8751.6510067.13
2372020.09.10 01:00buy1190.01106.198105.818106.358
2382020.09.10 14:50close1190.01106.142105.818106.358-0.5710066.56
2392020.09.14 22:45sell1200.01105.704106.064105.524
2402020.09.15 12:35close1200.01105.743106.064105.524-0.4510066.12