Strategy Tester Report
17
XMGlobal-Real 22 (Build 1090)

SymbolGBPUSDmicro (Great Britan Pound vs US Dollar)
Period5 Minutes (M5) 2018.10.01 00:00 - 2018.10.30 23:55 (2018.09.30 - 2018.10.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersBS="---------------- Base settings---------------"; MagicNumber=89539235; ProfitFactor=10; StopLossFactor=15; Slippage=3; AccountOrders=6; Distance=26; BarsControl=false; MM="---------------- Money Managment---------------"; FixedLot=false; Lots=0.01; MaximumRisk=0.4; DecreaseFactor=1.5; TS="---------------- Trailing Settings ---------------"; Trailing=false; MinProfit=20; TrailingStop=60; TrailingStep=20; NS="---------------- NoLoss Settings ---------------"; NoLoss=false; MinProfitB=50; NoLossLevel=36; STS="---------------- Strategy Settings ---------------"; RsiTeacher=true; RsiTeacher2=true; RTS="---------------- RSI Teacher Settings ---------------"; RSIPeriod=6; RSIMA=8; RSIPeriod2=14; RSIMA2=12; RSISellLevel=20; RSIBuyLevel=80; RSISellLevel2=10; RSIBuyLevel2=68; Shift=0; TrendFilter=false; MAMode=0; MAPrice=0; MAFilter=20; TMS="---------------- Time Settings ---------------"; TradeOnFriday=true; BaginTradeHour=0; EndTradeHour=0;
Bars in test7349Ticks modelled1530181Modelling quality90.00%
Mismatched charts errors0
Initial deposit100.00SpreadCurrent (21)
Total net profit14.25Gross profit17.82Gross loss-3.57
Profit factor4.99Expected payoff1.19
Absolute drawdown3.03Maximal drawdown3.39 (2.96%)Relative drawdown3.29% (3.30)
Total trades12Short positions (won %)7 (85.71%)Long positions (won %)5 (80.00%)
Profit trades (% of total)10 (83.33%)Loss trades (% of total)2 (16.67%)
Largestprofit trade2.68loss trade-3.26
Averageprofit trade1.78loss trade-1.79
Maximumconsecutive wins (profit in money)6 (11.70)consecutive losses (loss in money)1 (-3.26)
Maximalconsecutive profit (count of wins)11.70 (6)consecutive loss (count of losses)-3.26 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12018.10.02 17:30sell10.401.296470.000000.00000
22018.10.02 17:30modify10.401.296471.305321.29057
32018.10.03 06:11sell20.391.299470.000000.00000
42018.10.03 06:11modify20.391.299471.303971.29647
52018.10.03 06:11modify10.401.296471.305321.29647
62018.10.03 14:12t/p10.401.296471.305321.296470.01100.01
72018.10.03 14:12t/p20.391.296471.303971.296471.17101.18
82018.10.05 00:07buy30.401.302420.000000.00000
92018.10.05 00:07modify30.401.302421.293201.30857
102018.10.05 15:57t/p30.401.308571.293201.308572.46103.64
112018.10.09 19:39sell40.411.313560.000000.00000
122018.10.09 19:39modify40.411.313561.321541.30824
132018.10.10 00:10buy50.411.314740.000000.00000
142018.10.10 00:10modify50.411.314741.305691.32077
152018.10.10 17:52t/p50.411.320771.305691.320772.48106.12
162018.10.10 21:19s/l40.411.321541.321541.30824-3.26102.86
172018.10.11 15:23sell60.411.322240.000000.00000
182018.10.11 15:23modify60.411.322241.331291.31621
192018.10.12 17:42t/p60.411.316211.331291.316212.48105.33
202018.10.12 22:04sell70.421.315220.000000.00000
212018.10.12 22:04modify70.421.315221.321951.31074
222018.10.15 00:00t/p70.421.310741.321951.310741.89107.22
232018.10.15 08:52buy80.431.311450.000000.00000
242018.10.15 08:52modify80.431.311451.306481.31477
252018.10.15 12:20t/p80.431.314771.306481.314771.43108.65
262018.10.16 00:05buy90.431.315530.000000.00000
272018.10.16 00:05modify90.431.315531.306181.32176
282018.10.16 13:26t/p90.431.321761.306181.321762.68111.33
292018.10.16 14:35sell100.451.322020.000000.00000
302018.10.16 14:35modify100.451.322021.326601.31897
312018.10.16 19:26t/p100.451.318971.326601.318971.37112.70
322018.10.25 22:00sell110.451.281700.000000.00000
332018.10.25 22:00modify110.451.281701.287781.27765
342018.10.30 09:35t/p110.451.277651.287781.277651.86114.56
352018.10.30 23:04buy120.461.271290.000000.00000
362018.10.30 23:04modify120.461.271291.262671.27704
372018.10.30 23:59close at stop120.461.270601.262671.27704-0.31114.25