Strategy Tester Report
5
XMGlobal-Real 22 (Build 1090)

SymbolEURUSDmicro (Euro vs US Dollar)
Period5 Minutes (M5) 2018.10.01 00:00 - 2018.10.28 23:55 (2018.09.29 - 2018.10.29)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters
Bars in test6774Ticks modelled976763Modelling quality90.00%
Mismatched charts errors0
Initial deposit100.00SpreadCurrent (17)
Total net profit31.93Gross profit37.45Gross loss-5.52
Profit factor6.79Expected payoff2.28
Absolute drawdown4.91Maximal drawdown7.69 (6.77%)Relative drawdown6.77% (7.69)
Total trades14Short positions (won %)5 (80.00%)Long positions (won %)9 (66.67%)
Profit trades (% of total)10 (71.43%)Loss trades (% of total)4 (28.57%)
Largestprofit trade11.13loss trade-1.72
Averageprofit trade3.74loss trade-1.38
Maximumconsecutive wins (profit in money)3 (12.53)consecutive losses (loss in money)1 (-1.72)
Maximalconsecutive profit (count of wins)12.53 (3)consecutive loss (count of losses)-1.72 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12018.10.01 00:00buy10.141.161710.000000.00000
22018.10.01 00:00modify10.141.161711.131710.00000
32018.10.01 00:00modify10.141.161711.131711.16701
42018.10.01 00:18sell20.141.160760.000000.00000
52018.10.01 00:18modify20.141.160761.190760.00000
62018.10.01 00:18modify20.141.160761.190761.15546
72018.10.02 08:24t/p20.141.155461.190761.155460.76100.76
82018.10.02 08:24sell30.141.155290.000000.00000
92018.10.02 08:24modify30.141.155291.185290.00000
102018.10.02 08:24modify30.141.155291.185291.14999
112018.10.03 23:39t/p30.141.149991.185291.149990.75101.51
122018.10.04 00:00sell40.141.147540.000000.00000
132018.10.04 00:00modify40.141.147541.177540.00000
142018.10.04 00:00modify40.141.147541.177541.14224
152018.10.09 12:55buy52.101.145200.000000.00000
162018.10.09 12:55modify52.101.145201.115200.00000
172018.10.09 12:55modify52.101.145201.115201.15050
182018.10.09 12:55modify10.141.161711.131711.15050
192018.10.10 02:35t/p10.141.150501.131711.15050-1.7299.78
202018.10.10 02:35t/p52.101.150501.115201.1505010.88110.66
212018.10.10 02:35buy60.141.150670.000000.00000
222018.10.10 02:35modify60.141.150671.120670.00000
232018.10.10 02:35modify60.141.150671.120671.15597
242018.10.11 04:56t/p60.141.155971.120671.155970.70111.36
252018.10.11 04:56buy70.141.156140.000000.00000
262018.10.11 04:56modify70.141.156141.126140.00000
272018.10.11 04:56modify70.141.156141.126141.16144
282018.10.16 16:10t/p70.141.161441.126141.161440.69112.05
292018.10.16 16:10buy80.141.161620.000000.00000
302018.10.16 16:10modify80.141.161621.131620.00000
312018.10.16 16:10modify80.141.161621.131621.16692
322018.10.18 22:41buy92.101.145120.000000.00000
332018.10.18 22:41modify92.101.145121.115120.00000
342018.10.18 22:41modify92.101.145121.115121.15042
352018.10.18 22:41modify80.141.161621.131621.15042
362018.10.19 18:52t/p80.141.150421.131621.15042-1.65110.39
372018.10.19 18:52t/p92.101.150421.115121.1504210.88121.27
382018.10.19 18:52buy100.141.150610.000000.00000
392018.10.19 18:52modify100.141.150611.120610.00000
402018.10.19 18:52modify100.141.150611.120611.15591
412018.10.24 11:00t/p40.141.142241.177541.142240.89122.16
422018.10.24 11:00sell110.141.142050.000000.00000
432018.10.24 11:00modify110.141.142051.172050.00000
442018.10.24 11:00modify110.141.142051.172051.13675
452018.10.25 18:18t/p110.141.136751.172051.136750.76122.93
462018.10.25 18:18sell120.141.136570.000000.00000
472018.10.25 18:18modify120.141.136571.166570.00000
482018.10.25 18:18modify120.141.136571.166571.13127
492018.10.26 14:39buy132.101.134100.000000.00000
502018.10.26 14:39modify132.101.134101.104100.00000
512018.10.26 14:39modify132.101.134101.104101.13940
522018.10.26 14:39modify100.141.150611.120611.13940
532018.10.26 19:00t/p100.141.139401.120611.13940-1.69121.24
542018.10.26 19:00t/p132.101.139401.104101.1394011.13132.37
552018.10.26 19:00buy140.141.139570.000000.00000
562018.10.26 19:00modify140.141.139571.109570.00000
572018.10.26 19:00modify140.141.139571.109571.14487
582018.10.28 23:59close at stop140.141.139661.109571.144870.01132.38
592018.10.28 23:59close at stop120.141.139831.166571.13127-0.45131.93