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=50;
Баров в истории666433Смоделировано тиков197981698Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спре䏥६Ґ­­лҐ
Чистая прибыль118.80Общая прибыль246.19Общий убыток-127.38
Прибыльность1.93Матожидание выигрыша1.08
Абсолютная просадка7.17Максимальная просадка20.82 (11.25%)Относительная просадка13.76% (14.81)
Всего сделок110Короткие позиции (% выигравших)55 (81.82%)Длинные позиции (% выигравших)55 (58.18%)
Прибыльные сделки (% от всех)77 (70.00%)Убыточные сделки (% от всех)33 (30.00%)
Самая большаяприбыльная сделка7.92убыточная сделка-4.07
Средняяприбыльная сделка3.20убыточная сделка-3.86
Максимальное количествонепрерывных выигрышей (прибыль)13 (45.41)непрерывных проигрышей (убыток)3 (-11.51)
Макс.непрерывная прибыль (число выигрышей)45.41 (13)непрерывный убыток (число проигрышей)-11.51 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.24 23:00buy10.0181.41481.02481.744
22012.01.25 00:34t/p10.0181.74281.02481.7443.11103.11
32012.02.09 23:05buy20.0183.75283.36284.082
42012.02.10 01:16s/l20.0183.35783.36284.082-3.8599.26
52012.02.16 23:00buy30.0184.81584.42685.146
62012.02.17 01:17t/p30.0185.14784.42685.1463.14102.40
72012.03.22 00:25sell40.0187.23587.62586.905
82012.03.22 02:35t/p40.0186.90387.62586.9053.16105.56
92012.05.14 23:10sell50.0179.62280.01279.292
102012.05.15 07:15s/l50.0180.01280.01279.292-3.82101.74
112012.05.17 23:45sell60.0178.58678.97678.256
122012.05.18 01:00t/p60.0178.25578.97678.2563.12104.86
132012.06.15 00:55buy70.0179.49779.12279.842
142012.06.15 02:52s/l70.0179.12279.12279.842-3.65101.21
152012.08.16 22:05buy80.0183.38382.99383.713
162012.08.17 06:38s/l80.0182.99082.99383.713-3.8397.38
172012.11.06 22:15buy90.0183.87183.47684.196
182012.11.07 01:05s/l90.0183.47583.47684.196-3.8693.52
192012.12.12 22:30buy100.0187.75987.36988.089
202012.12.13 03:25t/p100.0188.09187.36988.0893.1396.64
212013.02.21 00:45sell110.0196.10896.50595.785
222013.02.21 03:32t/p110.0195.78596.50595.7853.0799.71
232013.03.07 22:00buy120.0197.37196.98197.701
242013.03.08 03:16t/p120.0197.70196.98197.7013.13102.84
252013.03.25 22:40sell130.0198.52398.91298.192
262013.03.26 12:30s/l130.0198.93998.91298.192-4.0698.78
272013.04.15 23:10sell140.01100.354100.743100.023
282013.04.16 00:00t/p140.01100.021100.743100.0233.14101.93
292013.04.24 23:00buy150.01102.241101.852102.572
302013.04.25 01:43t/p150.01102.575101.852102.5723.14105.06
312013.05.22 22:20sell160.01100.032100.42199.701
322013.05.22 23:23t/p160.0199.698100.42199.7013.17108.23
332013.08.19 22:15sell170.0189.09989.48988.769
342013.08.20 02:02t/p170.0188.76889.48988.7693.13111.37
352013.09.10 23:05buy180.0193.40493.01493.734
362013.09.11 08:16s/l180.0193.01393.01493.734-3.81107.55
372013.09.19 00:25buy190.0193.10592.71593.435
382013.09.19 02:55t/p190.0193.43592.71593.4353.14110.69
392013.09.25 23:25sell200.0192.27092.66091.940
402013.09.26 02:36s/l200.0192.66392.66091.940-3.87106.82
412013.11.07 22:50sell210.0192.83093.22092.500
422013.11.12 16:57t/p210.0192.49893.22092.5003.11109.93
432014.01.13 23:35sell220.0193.33893.73093.010
442014.01.14 14:53t/p220.0193.01093.73093.0103.10113.03
452014.01.23 22:10sell230.0190.57790.96390.243
462014.01.24 04:52t/p230.0190.23990.96390.2433.19116.23
472014.02.04 22:00buy240.0190.74590.34791.067
482014.02.05 00:37s/l240.0190.34790.34791.067-3.88112.34
492014.02.11 22:05buy250.0192.71892.32893.048
502014.02.12 01:18s/l250.0192.32692.32893.048-3.82108.52
512014.03.06 22:50buy260.0193.61993.22993.949
522014.03.07 09:26t/p260.0193.94993.22993.9493.12111.64
532014.03.13 22:00sell270.0192.06792.46391.743
542014.03.13 23:36t/p270.0191.73992.46391.7433.12114.76
552014.06.04 00:10buy280.0194.95194.56195.281
562014.06.04 01:30t/p280.0195.28294.56195.2813.15117.91
572014.06.04 22:50buy290.0195.27094.88095.600
582014.06.05 12:53t/p290.0195.60294.88095.6003.13121.04
592014.06.05 22:05buy300.0195.62395.23395.953
602014.06.11 03:16t/p300.0195.96095.23395.9533.15124.19
612014.07.01 22:10buy310.0196.38095.99096.710
622014.07.02 08:20s/l310.0195.98995.99096.710-3.81120.38
632014.07.18 01:35sell320.0194.60294.99294.272
642014.07.18 06:28s/l320.0194.99594.99294.272-3.82116.56
652014.08.05 22:20sell330.0195.47095.86095.140
662014.08.06 10:42t/p330.0195.13995.86095.1403.13119.69
672014.08.20 23:15buy340.0196.29295.90296.622
682014.08.21 22:05t/p340.0196.62395.90296.6223.12122.81
692014.09.09 23:45sell350.0197.79398.18397.463
702014.09.10 02:58t/p350.0197.46298.18397.4633.13125.94
712014.11.25 22:00sell360.01100.605101.007100.287
722014.11.26 08:48t/p360.01100.287101.007100.2873.00128.94
732015.01.13 22:30sell370.0196.27496.66495.944
742015.01.14 01:52t/p370.0195.94496.66495.9443.11132.06
752015.01.21 23:25sell380.0195.53095.92095.200
762015.01.22 04:47t/p380.0195.19795.92095.2003.11135.16
772015.02.17 22:15buy390.0193.19192.80193.521
782015.02.18 14:20s/l390.0192.80192.80193.521-3.81131.35
792015.02.26 23:35sell400.0193.18393.57392.853
802015.02.27 02:29t/p400.0192.85193.57392.8533.14134.49
812015.03.23 22:05buy410.0194.28893.89894.618
822015.03.24 01:45s/l410.0193.88193.89894.618-3.97130.52
832015.04.28 23:05buy420.0195.23294.84295.562
842015.04.29 12:40t/p420.0195.56294.84295.5623.13133.65
852015.06.02 22:40buy430.0196.38895.99796.717
862015.06.03 01:30t/p430.0196.74295.99796.7173.35137.00
872015.06.24 23:35sell440.0195.46795.85995.139
882015.06.26 06:42t/p440.0195.13595.85995.1393.09140.09
892015.07.23 22:45sell450.0191.17791.56990.849
902015.07.24 01:45t/p450.0190.84391.56990.8493.16143.25
912015.08.10 22:15buy460.0192.29591.90892.628
922015.08.11 00:47t/p460.0192.64191.90892.6283.28146.53
932015.10.06 23:05buy470.0186.04885.65886.378
942015.10.07 06:34t/p470.0186.37885.65886.3783.13149.66
952015.11.25 01:50buy480.0188.85488.46489.184
962015.11.26 10:12s/l480.0188.45688.46489.184-3.90145.76
972015.12.07 22:20sell490.0189.64490.03489.314
982015.12.08 03:01t/p490.0189.31390.03489.3143.13148.89
992016.03.09 22:00buy500.0184.88484.49485.214
1002016.03.10 00:19s/l500.0184.49184.49485.214-3.85145.03
1012016.03.22 23:10buy510.0185.49685.10685.826
1022016.03.23 01:20t/p510.0185.82985.10685.8263.16148.19
1032016.03.23 23:30sell520.0184.70585.09584.375
1042016.03.24 00:37t/p520.0184.37685.09584.3753.07151.26
1052016.04.26 22:30buy530.0186.18185.79186.511
1062016.04.27 01:30s/l530.0185.76385.79186.511-4.07147.19
1072016.07.11 22:05buy540.0177.41777.02777.747
1082016.07.12 01:05t/p540.0177.74877.02777.7473.14150.33
1092016.07.25 22:05sell550.0179.05179.44178.721
1102016.07.26 00:13t/p550.0178.70979.44178.7213.23153.56
1112016.08.11 22:25buy560.0178.46978.07878.798
1122016.08.12 12:34s/l560.0178.07778.07878.798-3.83149.73
1132016.11.08 00:25buy570.0180.60880.22180.941
1142016.11.08 15:55t/p570.0180.94880.22180.9413.23152.96
1152016.11.08 23:00buy580.0181.39780.98781.707
1162016.11.09 00:14s/l580.0180.98280.98781.707-4.04148.92
1172016.11.15 23:20buy590.0182.34781.95382.673
1182016.11.16 11:59s/l590.0181.95281.95382.673-3.85145.07
1192016.11.24 23:00buy600.0183.90783.53384.253
1202016.11.25 00:31t/p600.0184.25583.53384.2533.29148.35
1212017.01.30 23:00sell610.0185.96186.35085.630
1222017.01.31 14:27t/p610.0185.62986.35085.6303.14151.50
1232017.02.16 23:50sell620.0187.19587.58686.866
1242017.02.17 09:02t/p620.0186.86687.58686.8663.10154.60
1252017.03.23 23:25sell630.0184.71185.10184.381
1262017.03.24 19:20t/p630.0184.38185.10184.3813.11157.71
1272017.04.06 23:20sell640.0183.61384.00383.283
1282017.04.07 01:14t/p640.0183.27984.00383.2833.15160.87
1292017.04.11 23:00sell650.0182.27282.66081.940
1302017.04.12 01:07t/p650.0181.94282.66081.9403.12163.99
1312017.05.17 23:20sell660.0182.52082.91282.192
1322017.05.18 01:06t/p660.0182.19282.91282.1923.06167.05
1332017.08.18 01:10sell670.0186.39786.78586.065
1342017.08.18 13:59t/p670.0186.06586.78586.0653.15170.20
1352017.09.11 22:10buy680.0187.79087.39988.119
1362017.09.12 07:22t/p680.0188.12187.39988.1193.13173.32
1372017.09.25 23:40sell690.0188.69789.08788.367
1382017.09.26 10:04t/p690.0188.36689.08788.3673.12176.45
1392017.10.19 00:10buy700.0188.60688.21688.936
1402017.10.19 06:31t/p700.0188.93788.21688.9363.14179.59
1412018.01.17 22:10buy710.0188.69088.30089.020
1422018.01.19 02:29t/p710.0189.02088.30089.0203.09182.68
1432018.03.27 23:50sell720.0181.01281.40180.681
1442018.03.28 11:38s/l720.0181.40281.40180.681-3.82178.86
1452018.03.28 23:05buy730.0181.76281.36982.089
1462018.04.02 15:01s/l730.0181.36981.36982.089-3.88174.99
1472018.04.05 00:30buy740.0182.32781.93782.657
1482018.04.06 18:50s/l740.0181.93681.93782.657-3.81171.17
1492018.04.20 00:40sell750.0183.03683.42682.706
1502018.04.20 12:49t/p750.0182.70683.42682.7063.13174.30
1512018.06.12 22:15sell760.0183.62784.01783.297
1522018.06.14 02:59t/p760.0183.29784.01783.2973.07177.38
1532018.06.27 23:35sell770.0180.95881.34880.628
1542018.06.29 02:36s/l770.0181.34881.34880.628-3.86173.52
1552018.09.20 23:20buy780.0181.94481.55482.274
1562018.09.21 05:28t/p780.0182.27481.55482.2743.12176.64
1572018.10.11 00:45sell790.0179.41579.80579.085
1582018.10.11 12:30s/l790.0179.80579.80579.085-3.79172.85
1592018.10.29 23:20sell800.0179.32879.71878.998
1602018.10.30 02:31s/l800.0179.71779.71878.998-3.80169.05
1612018.10.30 23:55buy810.0180.25779.86780.587
1622018.10.31 16:02s/l810.0179.86479.86780.587-3.83165.22
1632018.11.01 22:00buy820.0181.12880.73781.457
1642018.11.02 04:45t/p820.0181.45880.73781.4573.12168.33
1652018.11.28 22:20buy830.0183.02582.63583.355
1662018.12.02 22:00t/p830.0183.85782.63583.3557.92176.26
1672018.12.17 22:00sell840.0181.02281.41280.692
1682018.12.18 16:27t/p840.0180.68681.41280.6923.18179.44
1692018.12.20 00:35sell850.0180.08680.47679.756
1702018.12.20 04:06t/p850.0179.75780.47679.7563.12182.56
1712019.02.19 22:10buy860.0179.23178.84279.562
1722019.02.20 01:54t/p860.0179.56278.84279.5623.14185.70
1732019.03.07 23:25sell870.0178.33378.72378.003
1742019.03.08 04:32t/p870.0177.99778.72378.0033.17188.87
1752019.05.01 23:40sell880.0178.19578.58577.865
1762019.05.03 01:30t/p880.0177.86078.58577.8653.12191.99
1772019.05.08 23:30sell890.0176.99077.37976.659
1782019.05.09 00:30t/p890.0176.65777.37976.6593.11195.10
1792019.05.16 23:55sell900.0175.72576.11575.395
1802019.05.17 08:33t/p900.0175.39776.11575.3953.10198.20
1812019.06.12 23:15sell910.0175.20075.59074.870
1822019.06.13 02:09t/p910.0174.86775.59074.8703.11201.31
1832019.06.17 23:05sell920.0174.41574.80574.085
1842019.06.18 03:41t/p920.0174.08574.80574.0853.12204.44
1852019.07.31 23:15sell930.0174.49174.88074.160
1862019.08.01 13:19t/p930.0174.16174.88074.1603.08207.51
1872019.08.01 23:45sell940.0173.14573.53572.815
1882019.08.02 01:12t/p940.0172.81573.53572.8153.11210.63
1892019.08.13 22:50buy950.0172.44872.05872.778
1902019.08.14 02:00s/l950.0172.03372.05872.778-4.04206.58
1912019.09.04 22:55buy960.0172.26771.87572.595
1922019.09.05 01:29t/p960.0172.59571.87572.5953.09209.67
1932019.09.11 00:45buy970.0173.75273.36674.086
1942019.09.11 04:04t/p970.0174.09473.36674.0863.25212.92
1952019.10.23 23:30buy980.0174.43774.04774.767
1962019.10.24 14:13s/l980.0174.04674.04774.767-3.83209.09
1972019.12.04 22:10buy990.0174.57874.18874.908
1982019.12.05 15:26s/l990.0174.18874.18874.908-3.83205.25
1992019.12.11 22:35buy1000.0174.61874.22874.948
2002019.12.12 14:35t/p1000.0174.95474.22874.9483.17208.42
2012020.01.21 23:20sell1010.0175.20875.59874.878
2022020.01.23 15:47t/p1010.0174.87875.59874.8783.07211.49
2032020.02.04 23:40buy1020.0173.72773.33774.057
2042020.02.05 08:37t/p1020.0174.06173.33774.0573.16214.65
2052020.02.19 23:00buy1030.0174.27773.89374.613
2062020.02.20 01:56s/l1030.0173.88773.89374.613-3.82210.82
2072020.06.01 22:45buy1040.0173.07372.68373.403
2082020.06.02 07:31t/p1040.0173.40872.68373.4033.17213.99
2092020.06.02 22:55buy1050.0174.80974.41875.138
2102020.06.02 23:31t/p1050.0175.13974.41875.1383.14217.13
2112020.08.20 00:05sell1060.0176.25076.64375.923
2122020.08.20 08:13t/p1060.0175.92576.64375.9233.09220.22
2132020.09.09 00:40sell1070.0176.48776.87976.159
2142020.09.09 12:03s/l1070.0176.87876.87976.159-3.81216.41
2152020.09.16 23:15sell1080.0176.69177.08176.361
2162020.09.17 00:35t/p1080.0176.36077.08176.3613.10219.51
2172020.10.07 00:20sell1090.0175.13275.52274.802
2182020.10.07 07:13s/l1090.0175.52675.52274.802-3.83215.68
2192020.10.13 22:25sell1100.0175.52975.91975.199
2202020.10.14 16:24t/p1100.0175.19875.91975.1993.12218.80