Strategy Tester Report Cross_Trader_06.44 OANDA-GMT-5 Practice (Build 1010) Symbol GBPJPY (GBP/JPY) Period 5 Minutes (M5) 2016.06.01 00:00 - 2016.08.18 23:55 (2016.06.01 - 2016.08.19) Model Every tick (the most precise method based on all available least timeframes) Parameters Magic_Number=160726; Fixed_Lot_Size=0.01; Bal_Perc_Lot_Size=1; signal_filter="____________________"; loop_back_bars=2; MA_Period=2; Indicators="____________________"; RSI=false; RVI=false; CCI=false; Pip_Levels="____________________"; SL_Pips=0; TP_Pips=700; BE_Pips=0; PL_Pips=400; Trail_Stop_Pips=300; Trail_Stop_Jump_Pips=30; min_pip_dist=170; ATR_Levels="____________________"; enable_atr=false; atr_period=23; ATR_SL=6; ATR_TP=15; ATR_TS=2; ATR_BE=5; ATR_PL=7; ATR_Max_Dist=3; ATR_Min_Dist=50; atr_normalization="____________________"; min_atr_pips=30; max_atr_pips=50; trade_conditions="____________________"; max_orders=1; close_on_opposite=false; hedge_trades=false; max_spread=80; max_slippage=10; ECN=false; reversal_mode=false; distance_to_ma="____________________"; tMA_Period=0; t_max_pips_to_ma=0; cp_htf_filter="____________________"; hMA_Period=0; HA_filter=false; Bars in test 17428 Ticks modelled 7302839 Modelling quality 90.00% Mismatched charts errors 1 Initial deposit 200.00 Spread 30 Total net profit 281.61 Gross profit 303.31 Gross loss -21.70 Profit factor 13.98 Expected payoff 5.12 Absolute drawdown 3.55 Maximal drawdown 135.33 (26.69%) Relative drawdown 37.09% (120.83) Total trades 55 Short positions (won %) 36 (97.22%) Long positions (won %) 19 (100.00%) Profit trades (% of total) 54 (98.18%) Loss trades (% of total) 1 (1.82%) Largest profit trade 6.75 loss trade -21.70 Average profit trade 5.62 loss trade -21.70 Maximum consecutive wins (profit in money) 54 (303.31) consecutive losses (loss in money) 1 (-21.70) Maximal consecutive profit (count of wins) 303.31 (54) consecutive loss (count of losses) -21.70 (1) Average consecutive wins 54 consecutive losses 1 Graph # Time Type Order Size Price S / L T / P Profit Balance 1 2016.06.01 06:30 sell 1 0.01 158.288 0.000 157.588 2 2016.06.01 09:01 t/p 1 0.01 157.588 0.000 157.588 6.73 206.73 3 2016.06.01 10:00 sell 2 0.01 157.333 0.000 156.633 4 2016.06.02 10:35 t/p 2 0.01 156.633 0.000 156.633 6.73 213.46 5 2016.06.03 03:30 buy 3 0.01 156.768 0.000 157.468 6 2016.06.03 06:14 modify 3 0.01 156.768 156.768 157.468 7 2016.06.03 09:30 s/l 3 0.01 156.768 156.768 157.468 0.00 213.46 8 2016.06.03 11:30 sell 4 0.01 155.098 0.000 154.398 9 2016.06.05 18:01 t/p 4 0.01 154.398 0.000 154.398 6.73 220.19 10 2016.06.05 18:30 sell 5 0.01 154.002 0.000 153.302 11 2016.06.05 20:18 t/p 5 0.01 153.302 0.000 153.302 6.73 226.92 12 2016.06.06 04:30 buy 6 0.01 154.365 0.000 155.065 13 2016.06.06 05:04 modify 6 0.01 154.365 154.365 155.065 14 2016.06.06 06:56 s/l 6 0.01 154.365 154.365 155.065 0.00 226.92 15 2016.06.06 11:30 buy 7 0.01 155.078 0.000 155.778 16 2016.06.06 16:36 modify 7 0.01 155.078 155.078 155.778 17 2016.06.06 21:25 s/l 7 0.01 155.078 155.078 155.778 0.00 226.92 18 2016.06.07 05:30 buy 8 0.01 157.080 0.000 157.780 19 2016.06.07 06:44 modify 8 0.01 157.080 157.080 157.780 20 2016.06.07 07:01 s/l 8 0.01 157.080 157.080 157.780 0.00 226.92 21 2016.06.07 10:00 sell 9 0.01 156.519 0.000 155.819 22 2016.06.07 11:50 t/p 9 0.01 155.819 0.000 155.819 6.73 233.65 23 2016.06.07 21:30 sell 10 0.01 155.544 0.000 154.844 24 2016.06.08 22:08 t/p 10 0.01 154.844 0.000 154.844 6.73 240.38 25 2016.06.08 22:30 sell 11 0.01 154.668 0.000 153.968 26 2016.06.09 04:31 t/p 11 0.01 153.968 0.000 153.968 6.73 247.11 27 2016.06.09 04:35 sell 12 0.01 153.889 0.000 153.189 28 2016.06.10 10:41 t/p 12 0.01 153.189 0.000 153.189 6.73 253.84 29 2016.06.10 15:00 sell 13 0.01 152.256 0.000 151.556 30 2016.06.12 20:27 t/p 13 0.01 151.556 0.000 151.556 6.73 260.57 31 2016.06.12 20:30 sell 14 0.01 151.450 0.000 150.750 32 2016.06.12 20:47 t/p 14 0.01 150.750 0.000 150.750 6.73 267.30 33 2016.06.12 20:50 sell 15 0.01 150.874 0.000 150.174 34 2016.06.13 02:12 t/p 15 0.01 150.174 0.000 150.174 6.73 274.03 35 2016.06.13 06:00 sell 16 0.01 149.956 0.000 149.256 36 2016.06.14 04:08 t/p 16 0.01 149.256 0.000 149.256 6.74 280.77 37 2016.06.14 07:30 buy 17 0.01 150.160 0.000 150.860 38 2016.06.15 03:08 modify 17 0.01 150.160 150.160 150.860 39 2016.06.15 05:30 t/p 17 0.01 150.860 150.160 150.860 6.74 287.51 40 2016.06.15 21:30 sell 18 0.01 149.973 0.000 149.273 41 2016.06.15 23:34 t/p 18 0.01 149.273 0.000 149.273 6.75 294.26 42 2016.06.16 02:00 sell 19 0.01 147.755 0.000 147.055 43 2016.06.16 03:36 t/p 19 0.01 147.055 0.000 147.055 6.75 301.01 44 2016.06.16 04:00 sell 20 0.01 146.656 0.000 145.956 45 2016.06.16 11:17 t/p 20 0.01 145.956 0.000 145.956 6.75 307.76 46 2016.06.16 12:30 buy 21 0.01 146.830 0.000 147.530 47 2016.06.16 13:19 modify 21 0.01 146.830 146.830 147.530 48 2016.06.16 13:23 t/p 21 0.01 147.530 146.830 147.530 6.75 314.51 49 2016.06.16 13:30 buy 22 0.01 147.635 0.000 148.335 50 2016.06.16 13:43 modify 22 0.01 147.635 147.635 148.335 51 2016.06.16 13:44 t/p 22 0.01 148.335 147.635 148.335 6.75 321.26 52 2016.06.16 13:45 buy 23 0.01 148.349 0.000 149.049 53 2016.06.16 14:11 modify 23 0.01 148.349 148.349 149.049 54 2016.06.16 14:18 s/l 23 0.01 148.349 148.349 149.049 0.00 321.26 55 2016.06.16 18:00 sell 24 0.01 148.035 0.000 147.335 56 2016.06.23 20:17 t/p 24 0.01 147.335 0.000 147.335 6.74 328.00 57 2016.06.23 20:20 sell 25 0.01 150.865 0.000 150.165 58 2016.06.23 22:04 t/p 25 0.01 150.165 0.000 150.165 6.75 334.75 59 2016.06.24 00:00 sell 26 0.01 137.914 0.000 137.214 60 2016.06.24 00:00 t/p 26 0.01 137.214 0.000 137.214 6.74 341.49 61 2016.06.24 00:05 sell 27 0.01 136.912 0.000 136.212 62 2016.06.24 00:43 t/p 27 0.01 136.212 0.000 136.212 6.74 348.23 63 2016.06.24 03:00 buy 28 0.01 139.937 0.000 140.637 64 2016.06.24 03:18 modify 28 0.01 139.937 139.937 140.637 65 2016.06.24 03:18 t/p 28 0.01 140.637 139.937 140.637 6.74 354.97 66 2016.06.24 03:20 buy 29 0.01 140.891 0.000 141.591 67 2016.06.24 04:30 modify 29 0.01 140.891 140.891 141.591 68 2016.06.24 04:30 t/p 29 0.01 141.591 140.891 141.591 6.74 361.71 69 2016.06.24 05:00 buy 30 0.01 142.326 0.000 143.026 70 2016.06.24 05:37 modify 30 0.01 142.326 142.326 143.026 71 2016.06.24 05:37 t/p 30 0.01 143.026 142.326 143.026 6.74 368.45 72 2016.06.24 07:30 sell 31 0.01 141.193 0.000 140.493 73 2016.06.24 07:32 t/p 31 0.01 140.493 0.000 140.493 6.74 375.19 74 2016.06.24 07:35 sell 32 0.01 140.653 0.000 139.953 75 2016.06.24 07:48 t/p 32 0.01 139.953 0.000 139.953 6.74 381.93 76 2016.06.24 07:50 sell 33 0.01 139.582 0.000 138.882 77 2016.06.24 12:01 t/p 33 0.01 138.882 0.000 138.882 6.74 388.67 78 2016.06.24 12:05 sell 34 0.01 139.181 0.000 138.481 79 2016.06.26 18:01 t/p 34 0.01 138.481 0.000 138.481 6.74 395.41 80 2016.06.26 18:30 sell 35 0.01 136.472 0.000 135.772 81 2016.06.26 22:35 t/p 35 0.01 135.772 0.000 135.772 6.74 402.15 82 2016.06.27 03:30 buy 36 0.01 137.045 0.000 137.745 83 2016.06.27 04:01 modify 36 0.01 137.045 137.045 137.745 84 2016.06.27 04:21 s/l 36 0.01 137.045 137.045 137.745 0.00 402.15 85 2016.06.27 06:30 sell 37 0.01 134.990 0.000 134.290 86 2016.06.27 07:27 t/p 37 0.01 134.290 0.000 134.290 6.74 408.89 87 2016.06.27 17:00 buy 38 0.01 134.871 0.000 135.571 88 2016.06.27 22:45 modify 38 0.01 134.871 134.871 135.571 89 2016.06.27 22:50 t/p 38 0.01 135.571 134.871 135.571 6.75 415.64 90 2016.06.27 23:00 buy 39 0.01 135.746 0.000 136.446 91 2016.06.27 23:48 modify 39 0.01 135.746 135.746 136.446 92 2016.06.28 00:49 s/l 39 0.01 135.746 135.746 136.446 0.00 415.64 93 2016.06.28 05:00 buy 40 0.01 136.398 0.000 137.098 94 2016.06.28 09:08 modify 40 0.01 136.398 136.398 137.098 95 2016.06.28 09:12 t/p 40 0.01 137.098 136.398 137.098 6.75 422.39 96 2016.06.28 09:30 buy 41 0.01 137.120 0.000 137.820 97 2016.06.29 05:50 modify 41 0.01 137.120 137.120 137.820 98 2016.06.29 07:27 t/p 41 0.01 137.820 137.120 137.820 6.74 429.13 99 2016.06.29 07:30 buy 42 0.01 137.786 0.000 138.486 100 2016.06.29 09:40 modify 42 0.01 137.786 137.786 138.486 101 2016.06.29 09:56 t/p 42 0.01 138.486 137.786 138.486 6.75 435.88 102 2016.06.29 10:00 buy 43 0.01 138.488 0.000 139.188 103 2016.06.29 11:00 modify 43 0.01 138.488 138.488 139.188 104 2016.06.29 13:04 s/l 43 0.01 138.488 138.488 139.188 0.00 435.88 105 2016.06.29 14:30 sell 44 0.01 138.012 0.000 137.312 106 2016.06.30 03:00 t/p 44 0.01 137.312 0.000 137.312 6.75 442.63 107 2016.06.30 05:00 buy 45 0.01 138.226 0.000 138.926 108 2016.06.30 05:13 modify 45 0.01 138.226 138.226 138.926 109 2016.06.30 05:31 s/l 45 0.01 138.226 138.226 138.926 0.00 442.63 110 2016.06.30 09:00 sell 46 0.01 137.850 0.000 137.150 111 2016.06.30 12:00 t/p 46 0.01 137.150 0.000 137.150 6.75 449.38 112 2016.07.01 01:00 sell 47 0.01 137.083 0.000 136.383 113 2016.07.01 03:16 t/p 47 0.01 136.383 0.000 136.383 6.74 456.12 114 2016.07.01 03:30 sell 48 0.01 136.328 0.000 135.628 115 2016.07.04 22:18 t/p 48 0.01 135.628 0.000 135.628 6.74 462.86 116 2016.07.04 22:30 sell 49 0.01 135.219 0.000 134.519 117 2016.07.05 03:51 t/p 49 0.01 134.519 0.000 134.519 6.74 469.60 118 2016.07.05 03:55 sell 50 0.01 134.595 0.000 133.895 119 2016.07.05 04:38 t/p 50 0.01 133.895 0.000 133.895 6.74 476.34 120 2016.07.05 05:00 sell 51 0.01 133.853 0.000 133.153 121 2016.07.05 09:51 t/p 51 0.01 133.153 0.000 133.153 6.75 483.09 122 2016.07.05 10:00 sell 52 0.01 132.663 0.000 131.963 123 2016.07.05 19:56 t/p 52 0.01 131.963 0.000 131.963 6.74 489.83 124 2016.07.05 20:30 sell 53 0.01 131.203 0.000 130.503 125 2016.07.05 22:24 t/p 53 0.01 130.503 0.000 130.503 6.74 496.57 126 2016.07.05 22:30 sell 54 0.01 130.391 0.000 129.691 127 2016.07.05 23:05 t/p 54 0.01 129.691 0.000 129.691 6.74 503.31 128 2016.07.05 23:30 sell 55 0.01 129.589 0.000 128.889 129 2016.08.18 23:59 close at stop 55 0.01 131.837 0.000 128.889 -21.70 481.61