Strategy Tester Report
CorianderStrategyTester
Tickmill-Live08 (Build 1260)

СимволAUDJPY (Australian Dollar vs Japanese Yen)
Период5 Минут (M5) 2012.01.02 06:20 - 2020.11.29 23:55 (2012.01.01 - 2020.11.30)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыInpTradeMode=2; LotIncrementor_S="======Lot Increment======"; UseLotIncrement=false; LIFirstLevelToMultiply=1; LILastLevelToMultiply=3; LIFactor=1; LIIncrementPercent=0; LIChangeEvery=5; LIChangeFactor=2; Separator_S1=""; MaxSpreadPips=5; TicksToAverageSpread=5; MultiOrder_S="#======== Multi-order =======#"; IsFIFO=true; MaxOrdersOneType=1; PauseBars=1; GridNoSignal=false; GridTimeFrame=1; SpacerInitialPips=11; SpacerIncreaseEvery=0; SpacerIncrementPips=0; SpacerFactor=1; SpacerMethod=1; CommonTakesAndStops=true; Exit_S="#============ Exit ==========#"; StopLossPips=46; TakeProfitPips=27; TTLMinutes=0; CloseMaxLossPips=200; DrawDownLimitCurrency=0; Separator_S2=""; Trail_S="#======= Trailing stop =======#"; TrailingStopType=0; TrailCandleTimeFrame=1; TrailHiLoOffsetPips=0; TrailStartPips=6; TrailStopPips=4; 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=17; StartTradeMinuteW=0; DurationMinutesW=120; EndTradeHourW=17; EndTradeMinuteW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS=""; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS=""; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS=""; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS=""; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS=""; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS=""; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; AddExtraIntervalS=true; StartTradeHourS=22; StartTradeMinuteS=0; DurationMinutesS=120; EndTradeHourS=17; EndTradeMinuteS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=0; FreezeMinutesAfterRollover=5; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=22; DayChristmasBreakStops=6; MonthsToSkip=""; SessionTargetDollars=0; ConsoleLogLevel=3; Strategy_S="#========= Strategy =========#"; IndicatorsTimeFrame=5; Type=1; WPRPeriod=68;
Баров в истории666433Смоделировано тиков197981698Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спре䏥६Ґ­­лҐ
Чистая прибыль64.55Общая прибыль87.40Общий убыток-22.85
Прибыльность3.82Матожидание выигрыша1.66
Абсолютная просадка3.78Максимальная просадка10.78 (10.08%)Относительная просадка10.08% (10.78)
Всего сделок39Короткие позиции (% выигравших)17 (94.12%)Длинные позиции (% выигравших)22 (81.82%)
Прибыльные сделки (% от всех)34 (87.18%)Убыточные сделки (% от всех)5 (12.82%)
Самая большаяприбыльная сделка2.81убыточная сделка-4.73
Средняяприбыльная сделка2.57убыточная сделка-4.57
Максимальное количествонепрерывных выигрышей (прибыль)24 (61.73)непрерывных проигрышей (убыток)2 (-8.95)
Макс.непрерывная прибыль (число выигрышей)61.73 (24)непрерывный убыток (число проигрышей)-8.95 (2)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.02.16 23:10buy10.0184.81084.35085.080
22012.02.17 01:09t/p10.0185.09384.35085.0802.67102.67
32012.09.06 23:15buy20.0181.08780.62681.356
42012.09.07 03:45t/p20.0181.35680.62681.3562.54105.21
52013.03.25 22:10sell30.0198.45698.91698.186
62013.03.26 12:30s/l30.0198.93998.91698.186-4.70100.51
72014.01.23 23:25sell40.0190.57191.03190.301
82014.01.24 04:49t/p40.0190.29791.03190.3012.57103.08
92014.02.11 22:05buy50.0192.71892.25892.988
102014.02.13 00:30s/l50.0192.23692.25892.988-4.7398.36
112014.03.06 22:25buy60.0193.66493.20493.934
122014.03.07 09:26t/p60.0193.93593.20493.9342.56100.91
132014.03.13 22:50sell70.0192.07292.53091.800
142014.03.13 23:22t/p70.0191.79692.53091.8002.61103.52
152014.07.01 22:10buy80.0196.38095.92096.650
162014.07.02 12:15s/l80.0195.92095.92096.650-4.4899.04
172014.09.10 01:15sell90.0197.79798.25797.527
182014.09.10 02:14t/p90.0197.52598.25797.5272.58101.62
192014.12.08 23:35sell100.01100.129100.58999.859
202014.12.09 00:30t/p100.0199.857100.58999.8592.56104.19
212015.01.14 00:05sell110.0196.26096.72295.992
222015.01.14 01:52t/p110.0195.98896.72295.9922.58106.77
232015.01.22 00:45sell120.0195.53996.00195.271
242015.01.22 04:19t/p120.0195.26596.00195.2712.60109.37
252015.03.23 23:55buy130.0194.29393.83394.563
262015.03.24 12:46t/p130.0194.56593.83394.5632.57111.93
272015.04.28 23:05buy140.0195.23294.77295.502
282015.04.29 12:30t/p140.0195.50494.77295.5022.57114.50
292015.06.02 22:40buy150.0196.38895.92796.657
302015.06.03 01:30t/p150.0196.68595.92796.6572.81117.31
312015.10.07 00:30buy160.0186.05285.59086.320
322015.10.07 01:39t/p160.0186.32385.59086.3202.57119.88
332015.12.07 22:20sell170.0189.64490.10489.374
342015.12.08 01:42t/p170.0189.37490.10489.3742.54122.42
352016.03.09 22:00buy180.0184.88484.42485.154
362016.03.10 12:46t/p180.0185.15884.42485.1542.56124.98
372016.03.22 23:10buy190.0185.49685.03685.766
382016.03.23 01:09t/p190.0185.79385.03685.7662.81127.79
392016.11.23 22:00buy200.0183.14882.68783.417
402016.11.24 07:32t/p200.0183.41782.68783.4172.52130.30
412017.01.30 23:00sell210.0185.96186.42085.690
422017.01.31 14:27t/p210.0185.68786.42085.6902.57132.88
432017.05.17 23:25sell220.0182.52582.98582.255
442017.05.18 01:05t/p220.0182.25582.98582.2552.51135.38
452017.08.18 01:30sell230.0186.39386.85786.127
462017.08.18 07:01t/p230.0186.12786.85786.1272.52137.90
472017.09.11 23:20buy240.0187.73687.27688.006
482017.09.12 06:43t/p240.0188.00687.27688.0062.54140.44
492017.09.25 23:50sell250.0188.71289.17288.442
502017.09.26 00:45t/p250.0188.43789.17288.4422.59143.04
512018.09.20 23:20buy260.0181.94481.48482.214
522018.09.21 03:46t/p260.0182.21481.48482.2142.55145.58
532018.11.19 22:10sell270.0182.10482.56381.833
542018.11.20 04:36t/p270.0181.83382.56381.8332.55148.14
552018.11.28 23:35buy280.0182.94282.47283.202
562018.11.29 15:30t/p280.0183.21182.47283.2022.52150.65
572018.12.17 23:50sell290.0180.99981.46080.730
582018.12.18 16:21t/p290.0180.73081.46080.7302.53153.18
592018.12.20 23:45sell300.0179.17779.63778.907
602018.12.21 08:54t/p300.0178.90779.63778.9072.54155.73
612019.02.19 23:10buy310.0179.20878.74879.478
622019.02.20 01:44t/p310.0179.47778.74879.4782.54158.27
632019.06.12 23:15sell320.0175.20075.66074.930
642019.06.13 02:06t/p320.0174.93075.66074.9302.51160.77
652019.08.13 23:50buy330.0172.44171.98172.711
662019.08.14 09:30s/l330.0171.98371.98172.711-4.46156.31
672019.12.04 22:00buy340.0174.63374.17374.903
682019.12.05 15:26s/l340.0174.17574.17374.903-4.48151.83
692019.12.11 22:50buy350.0174.61574.15574.885
702019.12.12 11:18t/p350.0174.88574.15574.8852.53154.35
712020.02.04 23:40buy360.0173.72773.26773.997
722020.02.05 08:37t/p360.0173.99773.26773.9972.55156.90
732020.06.01 22:55buy370.0173.05772.59773.327
742020.06.02 05:31t/p370.0173.32872.59773.3272.56159.46
752020.06.02 22:55buy380.0174.80974.34875.078
762020.06.02 23:31t/p380.0175.07874.34875.0782.55162.01
772020.10.13 22:45sell390.0175.53675.99675.266
782020.10.14 16:18t/p390.0175.26675.99675.2662.54164.55