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=39; TakeProfitPips=33; 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=51;
Баров в истории666433Смоделировано тиков197981698Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спре䏥६Ґ­­лҐ
Чистая прибыль120.75Общая прибыль236.83Общий убыток-116.09
Прибыльность2.04Матожидание выигрыша1.16
Абсолютная просадка3.32Максимальная просадка24.14 (12.95%)Относительная просадка12.95% (24.14)
Всего сделок104Короткие позиции (% выигравших)51 (82.35%)Длинные позиции (% выигравших)53 (60.38%)
Прибыльные сделки (% от всех)74 (71.15%)Убыточные сделки (% от всех)30 (28.85%)
Самая большаяприбыльная сделка8.09убыточная сделка-4.07
Средняяприбыльная сделка3.20убыточная сделка-3.87
Максимальное количествонепрерывных выигрышей (прибыль)13 (45.54)непрерывных проигрышей (убыток)3 (-11.55)
Макс.непрерывная прибыль (число выигрышей)45.54 (13)непрерывный убыток (число проигрышей)-11.55 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.24 23:30buy10.0181.42081.03081.750
22012.01.25 00:34t/p10.0181.75081.03081.7503.13103.13
32012.02.09 23:05buy20.0183.75283.36284.082
42012.02.10 01:16s/l20.0183.35783.36284.082-3.8599.28
52012.02.16 23:00buy30.0184.81584.42685.146
62012.02.17 01:17t/p30.0185.14784.42685.1463.15102.43
72012.03.22 00:25sell40.0187.23587.62586.905
82012.03.22 02:35t/p40.0186.90387.62586.9053.16105.59
92012.05.17 23:50sell50.0178.61479.00378.283
102012.05.18 00:40t/p50.0178.28379.00378.2833.13108.72
112012.06.15 00:55buy60.0179.49779.12279.842
122012.06.15 02:52s/l60.0179.12279.12279.842-3.65105.07
132012.08.16 22:05buy70.0183.38382.99383.713
142012.08.17 06:38s/l70.0182.99082.99383.713-3.84101.23
152012.11.06 22:00buy80.0183.86483.47484.194
162012.11.07 01:33s/l80.0183.47183.47484.194-3.8497.38
172012.12.12 22:30buy90.0187.75987.36988.089
182012.12.13 03:25t/p90.0188.09187.36988.0893.12100.50
192013.02.21 00:45sell100.0196.10896.50595.785
202013.02.21 03:32t/p100.0195.78596.50595.7853.07103.57
212013.03.07 22:00buy110.0197.37196.98197.701
222013.03.08 03:16t/p110.0197.70196.98197.7013.13106.70
232013.03.25 22:40sell120.0198.52398.91298.192
242013.03.26 12:30s/l120.0198.93998.91298.192-4.06102.64
252013.04.24 23:00buy130.01102.242101.852102.572
262013.04.25 01:43t/p130.01102.575101.852102.5723.14105.78
272013.05.22 22:25sell140.01100.012100.40299.682
282013.05.22 23:23t/p140.0199.681100.40299.6823.15108.93
292013.08.19 22:15sell150.0189.09989.48988.769
302013.08.20 02:02t/p150.0188.76789.48988.7693.14112.07
312013.09.10 23:40buy160.0193.39993.00993.729
322013.09.11 08:16s/l160.0193.00893.00993.729-3.81108.26
332013.09.19 00:25buy170.0193.10592.71593.435
342013.09.19 02:55t/p170.0193.43592.71593.4353.14111.40
352013.09.25 23:25sell180.0192.27092.66091.940
362013.09.26 02:36s/l180.0192.66392.66091.940-3.87107.52
372013.11.07 23:00sell190.0192.83493.22992.509
382013.11.12 16:57t/p190.0192.49893.22992.5093.15110.67
392014.01.13 23:35sell200.0193.33893.73093.010
402014.01.14 14:53t/p200.0193.01093.73093.0103.09113.76
412014.01.23 22:10sell210.0190.57790.96390.243
422014.01.24 04:52t/p210.0190.23990.96390.2433.19116.96
432014.02.04 22:00buy220.0190.74590.34791.067
442014.02.05 00:37s/l220.0190.34790.34791.067-3.88113.07
452014.02.11 22:05buy230.0192.71892.32893.048
462014.02.12 01:18s/l230.0192.32692.32893.048-3.82109.25
472014.03.06 22:50buy240.0193.61993.22993.949
482014.03.07 09:26t/p240.0193.94993.22993.9493.13112.38
492014.03.13 22:00sell250.0192.06792.46391.743
502014.03.13 23:36t/p250.0191.73992.46391.7433.12115.50
512014.06.04 00:15buy260.0194.95794.56795.287
522014.06.04 01:30t/p260.0195.28694.56795.2873.13118.63
532014.06.04 22:50buy270.0195.27094.88095.600
542014.06.05 12:53t/p270.0195.60294.88095.6003.13121.76
552014.06.05 22:20buy280.0195.60495.21495.934
562014.06.09 02:45t/p280.0195.93495.21495.9343.12124.87
572014.07.01 22:10buy290.0196.38095.99096.710
582014.07.02 08:20s/l290.0195.98995.99096.710-3.81121.06
592014.07.18 01:35sell300.0194.60294.99294.272
602014.07.18 06:28s/l300.0194.99594.99294.272-3.82117.24
612014.08.05 22:20sell310.0195.47095.86095.140
622014.08.06 10:42t/p310.0195.13995.86095.1403.12120.36
632014.08.20 23:15buy320.0196.29295.90296.622
642014.08.21 22:05t/p320.0196.62395.90296.6223.12123.48
652014.09.10 01:00sell330.0197.79498.18597.465
662014.09.10 02:35t/p330.0197.46698.18597.4653.12126.60
672014.11.25 22:00sell340.01100.605101.007100.287
682014.11.26 08:48t/p340.01100.287101.007100.2873.00129.60
692015.01.13 23:00sell350.0196.26696.65495.934
702015.01.14 01:52t/p350.0195.93496.65495.9343.13132.73
712015.01.21 23:25sell360.0195.53095.92095.200
722015.01.22 04:47t/p360.0195.19795.92095.2003.12135.85
732015.02.17 22:30buy370.0193.18992.79993.519
742015.02.18 14:20s/l370.0192.79992.79993.519-3.81132.04
752015.02.26 23:35sell380.0193.18393.57392.853
762015.02.27 02:29t/p380.0192.85193.57392.8533.13135.17
772015.03.23 23:55buy390.0194.29393.90394.623
782015.03.24 01:45s/l390.0193.88193.90394.623-4.01131.16
792015.04.28 23:05buy400.0195.23294.84295.562
802015.04.29 12:40t/p400.0195.56294.84295.5623.12134.28
812015.06.02 22:40buy410.0196.38895.99796.717
822015.06.03 01:30t/p410.0196.74295.99796.7173.35137.63
832015.06.24 23:35sell420.0195.46995.85995.139
842015.06.26 06:42t/p420.0195.13595.85995.1393.11140.74
852015.07.23 22:45sell430.0191.17791.56990.849
862015.07.24 01:45t/p430.0190.84391.56990.8493.15143.89
872015.08.10 22:20buy440.0192.29491.90492.624
882015.08.11 00:47t/p440.0192.62491.90492.6243.12147.01
892015.10.06 23:05buy450.0186.04885.65886.378
902015.10.07 06:34t/p450.0186.37885.65886.3783.13150.14
912015.11.25 01:50buy460.0188.85488.46489.184
922015.11.26 10:12s/l460.0188.45688.46489.184-3.90146.23
932015.12.07 22:20sell470.0189.64490.03489.314
942015.12.08 03:01t/p470.0189.31390.03489.3143.12149.36
952016.03.09 22:00buy480.0184.88484.49485.214
962016.03.10 00:19s/l480.0184.49184.49485.214-3.85145.50
972016.03.22 23:10buy490.0185.49685.10685.826
982016.03.23 01:20t/p490.0185.82985.10685.8263.15148.65
992016.03.23 23:30sell500.0184.70585.09584.375
1002016.03.24 00:37t/p500.0184.37585.09584.3753.08151.73
1012016.04.26 22:30buy510.0186.18185.79186.511
1022016.04.27 01:30s/l510.0185.76385.79186.511-4.07147.65
1032016.07.11 22:05buy520.0177.41777.02777.747
1042016.07.12 01:05t/p520.0177.74877.02777.7473.14150.79
1052016.07.25 22:05sell530.0179.05179.44178.721
1062016.07.26 00:13t/p530.0178.70979.44178.7213.23154.03
1072016.08.11 22:25buy540.0178.46978.07878.798
1082016.08.12 12:34s/l540.0178.07778.07878.798-3.83150.19
1092016.11.08 00:25buy550.0180.60880.22180.941
1102016.11.08 15:55t/p550.0180.94480.22180.9413.19153.38
1112016.11.08 23:00buy560.0181.39780.98781.707
1122016.11.09 00:14s/l560.0180.98280.98781.707-4.04149.34
1132016.11.24 23:00buy570.0183.90483.53384.253
1142016.11.25 00:31t/p570.0184.25583.53384.2533.32152.66
1152017.01.30 23:00sell580.0185.96186.35085.630
1162017.01.31 14:27t/p580.0185.62986.35085.6303.13155.79
1172017.02.16 23:50sell590.0187.19587.58686.866
1182017.02.17 09:02t/p590.0186.86687.58686.8663.11158.91
1192017.04.06 23:20sell600.0183.61384.00383.283
1202017.04.07 01:14t/p600.0183.27984.00383.2833.16162.07
1212017.04.11 23:00sell610.0182.27282.66081.940
1222017.04.12 01:07t/p610.0181.94282.66081.9403.12165.19
1232017.05.17 23:20sell620.0182.52082.91282.192
1242017.05.18 01:06t/p620.0182.19282.91282.1923.07168.26
1252017.08.18 01:10sell630.0186.39786.78586.065
1262017.08.18 13:59t/p630.0186.06586.78586.0653.15171.41
1272017.09.11 22:10buy640.0187.79087.39988.119
1282017.09.12 07:22t/p640.0188.12187.39988.1193.14174.55
1292017.09.25 23:50sell650.0188.71289.10288.382
1302017.09.26 10:04t/p650.0188.38289.10288.3823.12177.67
1312017.10.19 00:10buy660.0188.60688.21688.936
1322017.10.19 06:31t/p660.0188.93788.21688.9363.14180.81
1332018.01.17 22:30buy670.0188.67288.28389.003
1342018.01.19 02:25t/p670.0189.00388.28389.0033.10183.91
1352018.03.27 23:55sell680.0181.02681.41680.696
1362018.03.28 11:59s/l680.0181.42081.41680.696-3.86180.06
1372018.03.28 23:05buy690.0181.76281.36982.089
1382018.04.02 15:01s/l690.0181.36981.36982.089-3.88176.18
1392018.04.05 00:30buy700.0182.32781.93782.657
1402018.04.06 18:50s/l700.0181.93681.93782.657-3.81172.37
1412018.04.20 00:40sell710.0183.03683.42682.706
1422018.04.20 12:49t/p710.0182.70683.42682.7063.14175.51
1432018.06.27 23:30sell720.0180.94281.33780.617
1442018.06.29 02:36s/l720.0181.33781.33780.617-3.91171.60
1452018.09.20 23:20buy730.0181.94481.55482.274
1462018.09.21 05:28t/p730.0182.27481.55482.2743.13174.72
1472018.10.11 00:45sell740.0179.41179.80579.085
1482018.10.11 12:30s/l740.0179.80579.80579.085-3.83170.89
1492018.10.29 23:20sell750.0179.32879.71878.998
1502018.10.30 02:31s/l750.0179.71779.71878.998-3.80167.10
1512018.10.30 23:55buy760.0180.25779.86780.587
1522018.10.31 16:02s/l760.0179.86479.86780.587-3.83163.26
1532018.11.01 22:00buy770.0181.12880.73781.457
1542018.11.02 04:45t/p770.0181.45880.73781.4573.12166.38
1552018.11.28 22:25buy780.0183.00782.61783.337
1562018.12.02 22:00t/p780.0183.85782.61783.3378.09174.48
1572018.12.17 22:00sell790.0181.02281.41280.692
1582018.12.18 16:27t/p790.0180.68681.41280.6923.18177.66
1592018.12.20 00:35sell800.0180.08680.47679.756
1602018.12.20 04:06t/p800.0179.75780.47679.7563.12180.78
1612019.02.19 22:10buy810.0179.23178.84279.562
1622019.02.20 01:54t/p810.0179.56278.84279.5623.13183.91
1632019.03.07 23:25sell820.0178.33378.72378.003
1642019.03.08 04:32t/p820.0177.99778.72378.0033.17187.08
1652019.05.01 23:45sell830.0178.19278.58277.862
1662019.05.03 01:30t/p830.0177.86078.58277.8623.08190.16
1672019.05.08 23:30sell840.0176.99077.37976.659
1682019.05.09 00:30t/p840.0176.65877.37976.6593.11193.27
1692019.05.16 23:55sell850.0175.72576.11575.395
1702019.05.17 08:33t/p850.0175.39776.11575.3953.10196.37
1712019.06.12 23:15sell860.0175.20075.59074.870
1722019.06.13 02:09t/p860.0174.86775.59074.8703.11199.48
1732019.06.17 23:05sell870.0174.41574.80574.085
1742019.06.18 03:41t/p870.0174.08574.80574.0853.12202.60
1752019.07.31 23:20sell880.0174.50174.89174.171
1762019.08.01 13:18t/p880.0174.17074.89174.1713.09205.69
1772019.08.01 23:45sell890.0173.14573.53572.815
1782019.08.02 01:12t/p890.0172.81573.53572.8153.11208.80
1792019.08.13 22:50buy900.0172.45072.05872.778
1802019.08.14 02:00s/l900.0172.03372.05872.778-4.06204.74
1812019.09.04 22:55buy910.0172.26771.87572.595
1822019.09.05 01:29t/p910.0172.59571.87572.5953.09207.82
1832019.09.11 00:45buy920.0173.75273.36674.086
1842019.09.11 04:04t/p920.0174.09473.36674.0863.25211.07
1852019.10.23 23:30buy930.0174.43774.04774.767
1862019.10.24 14:13s/l930.0174.04574.04774.767-3.84207.23
1872019.12.04 22:10buy940.0174.57874.18874.908
1882019.12.05 15:26s/l940.0174.18874.18874.908-3.82203.40
1892019.12.11 22:35buy950.0174.61874.22874.948
1902019.12.12 14:35t/p950.0174.95474.22874.9483.16206.56
1912020.01.21 23:20sell960.0175.20875.59874.878
1922020.01.23 15:47t/p960.0174.87875.59874.8783.07209.63
1932020.02.04 23:40buy970.0173.72773.33774.057
1942020.02.05 08:37t/p970.0174.06173.33774.0573.17212.80
1952020.06.01 22:45buy980.0173.07372.68373.403
1962020.06.02 07:31t/p980.0173.40872.68373.4033.17215.97
1972020.06.02 22:55buy990.0174.80974.41875.138
1982020.06.02 23:31t/p990.0175.13974.41875.1383.13219.10
1992020.08.20 00:05sell1000.0176.25076.64375.923
2002020.08.20 08:13t/p1000.0175.92576.64375.9233.08222.18
2012020.09.09 00:40sell1010.0176.48776.87976.159
2022020.09.09 12:03s/l1010.0176.87876.87976.159-3.81218.37
2032020.09.16 23:20sell1020.0176.69777.08776.367
2042020.09.17 00:35t/p1020.0176.36677.08776.3673.09221.45
2052020.10.07 00:20sell1030.0175.13275.52274.802
2062020.10.07 07:13s/l1030.0175.52675.52274.802-3.84217.61
2072020.10.13 22:25sell1040.0175.52975.91975.199
2082020.10.14 16:24t/p1040.0175.19875.91975.1993.13220.75