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

SymbolAUDCADmicro (Australian Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2018.09.26 00:00 - 2018.10.25 23:55 (2018.09.26 - 2018.10.26)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersmagic=63939896; fixVolume=9.1; takeProfit=1630; stopLossOtp=240; breaklevel=390; vTrailingStop=110; slippsage=50; waitClosePos=true; MASettings=""; MAPeriod=13; MAUse=false; MACDSettings=""; MACDfast_ema_period=12; MACDslow_ema_period=26; MACDsignal_period=9; MACDUse=false; RSISettings=""; RSIfast_ema_period=14; RSIUpperLevel=55; RSILowerLevel=45; RSIUse=false; FS_1Settings=""; FS_1main_period=28; FS_1adx_period=9; FS_1Use=false; FS_2Settings=""; FS_2Aroon_period=105; FS_2Filter=66; FS_2Use=true; CSA_Settings=""; CSA_size=14; CSA_Use=false; EMA_Settings=""; EMA_FastEMA=18; EMA_SlowEMA=144; EMA_Use=false; FS_3Settings=""; FS_3Sl_add_pips=1000; FS_3changerLiner=1; FS_3Gup=3; FS_3Use=false; trendMagSettings=""; trendMagUse=false; trendTraSettings=""; trendTraUse=false;
Bars in test6724Ticks modelled1189287Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (27)
Total net profit326.75Gross profit347.10Gross loss-20.35
Profit factor17.06Expected payoff40.84
Absolute drawdown10.24Maximal drawdown66.57 (5.12%)Relative drawdown5.34% (56.89)
Total trades8Short positions (won %)3 (100.00%)Long positions (won %)5 (80.00%)
Profit trades (% of total)7 (87.50%)Loss trades (% of total)1 (12.50%)
Largestprofit trade110.07loss trade-20.35
Averageprofit trade49.59loss trade-20.35
Maximumconsecutive wins (profit in money)5 (295.29)consecutive losses (loss in money)1 (-20.35)
Maximalconsecutive profit (count of wins)295.29 (5)consecutive loss (count of losses)-20.35 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12018.09.26 02:50buy19.100.939490.000000.95552
22018.09.26 02:50modify19.100.939490.934980.95552
32018.09.26 20:48modify19.100.939490.939490.95552
42018.09.26 21:02modify19.100.939490.940600.95552
52018.09.26 21:05modify19.100.939490.941730.95552
62018.09.26 21:05modify19.100.939490.942840.95552
72018.09.27 08:54s/l19.100.942840.942840.9555222.441022.44
82018.09.27 08:54sell29.100.942840.000000.92681
92018.09.27 08:54modify29.100.942840.949980.92681
102018.09.28 00:27modify29.100.942840.942840.92681
112018.09.28 15:30modify29.100.942840.941710.92681
122018.09.28 17:57modify29.100.942840.940610.92681
132018.09.28 18:05modify29.100.942840.939510.92681
142018.09.28 21:59modify29.100.942840.938400.92681
152018.09.28 23:46modify29.100.942840.937220.92681
162018.10.01 00:00modify29.100.942840.933150.92681
172018.10.01 04:50modify29.100.942840.932040.92681
182018.10.01 04:51t/p29.100.926810.932040.92681110.071132.51
192018.10.01 04:51sell39.100.926540.000000.91051
202018.10.01 04:51modify39.100.926540.933370.91051
212018.10.02 08:53modify39.100.926540.926540.91051
222018.10.02 11:44modify39.100.926540.925430.91051
232018.10.03 04:30modify39.100.926540.924300.91051
242018.10.03 12:11modify39.100.926540.923190.91051
252018.10.03 15:21modify39.100.926540.922090.91051
262018.10.03 17:42modify39.100.926540.920980.91051
272018.10.03 19:58modify39.100.926540.919870.91051
282018.10.03 20:09modify39.100.926540.918770.91051
292018.10.04 07:53modify39.100.926540.917670.91051
302018.10.04 10:35modify39.100.926540.916570.91051
312018.10.08 09:22s/l39.100.916570.916570.9105165.921198.43
322018.10.08 09:22buy49.100.916600.000000.93263
332018.10.08 09:22modify49.100.916600.909200.93263
342018.10.10 02:34modify49.100.916600.916600.93263
352018.10.10 19:44modify49.100.916600.917700.93263
362018.10.10 21:15modify49.100.916600.918810.93263
372018.10.11 11:09modify49.100.916600.919910.93263
382018.10.11 13:37modify49.100.916600.921010.93263
392018.10.11 15:30modify49.100.916600.922110.93263
402018.10.11 15:33modify49.100.916600.923230.93263
412018.10.15 12:11modify49.100.916600.924330.93263
422018.10.15 16:44modify49.100.916600.925430.93263
432018.10.15 16:58modify49.100.916600.926530.93263
442018.10.15 18:09s/l49.100.926530.926530.9326366.981265.41
452018.10.15 18:09buy59.100.926800.000000.94283
462018.10.15 18:09modify59.100.926800.921980.94283
472018.10.18 12:06modify59.100.926800.926800.94283
482018.10.19 15:30modify59.100.926800.927960.94283
492018.10.19 15:30modify59.100.926800.929120.94283
502018.10.19 15:30modify59.100.926800.930270.94283
512018.10.19 15:32modify59.100.926800.931370.94283
522018.10.22 00:00s/l59.100.931370.931370.9428329.881295.29
532018.10.22 00:00buy69.100.931350.000000.94738
542018.10.22 00:00modify69.100.931350.928410.94738
552018.10.22 17:56s/l69.100.928410.928410.94738-20.351274.94
562018.10.22 17:56sell79.100.928400.000000.91237
572018.10.22 17:56modify79.100.928400.936170.91237
582018.10.24 17:00modify79.100.928400.928400.91237
592018.10.24 17:02modify79.100.928400.927290.91237
602018.10.24 17:05modify79.100.928400.926180.91237
612018.10.24 17:20modify79.100.928400.925080.91237
622018.10.24 19:00modify79.100.928400.923980.91237
632018.10.24 19:14modify79.100.928400.922880.91237
642018.10.25 14:09s/l79.100.922880.922880.9123736.011310.96
652018.10.25 14:09buy89.100.922880.000000.93891
662018.10.25 14:09modify89.100.922880.916910.93891
672018.10.25 16:04modify89.100.922880.922880.93891
682018.10.25 23:59close at stop89.100.925160.922880.9389115.791326.75