Strategy Tester Report
hyt_stoc_GBPJPY
FOREX.comGlobalCN-Live 111 (Build 1170)
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2018.02.27 00:05 - 2019.03.18 14:25 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 78610 | Ticks modelled | 34667296 | Modelling quality | 46.62% |
| Mismatched charts errors | 18 | ||||
| Initial deposit | 10000.00 | Spread | 80 | ||
| Total net profit | 70253.93 | Gross profit | 110485.64 | Gross loss | -40231.71 |
| Profit factor | 2.75 | Expected payoff | 867.33 | ||
| Absolute drawdown | 145.94 | Maximal drawdown | 12866.83 (20.59%) | Relative drawdown | 21.80% (6258.86) |
| Total trades | 81 | Short positions (won %) | 37 (59.46%) | Long positions (won %) | 44 (54.55%) |
| Profit trades (% of total) | 46 (56.79%) | Loss trades (% of total) | 35 (43.21%) | ||
| Largest | profit trade | 12782.57 | loss trade | -2775.61 | |
| Average | profit trade | 2401.86 | loss trade | -1149.48 | |
| Maximum | consecutive wins (profit in money) | 6 (10473.50) | consecutive losses (loss in money) | 3 (-5239.37) | |
| Maximal | consecutive profit (count of wins) | 19057.25 (3) | consecutive loss (count of losses) | -5239.37 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.03.05 18:00 | buy | 1 | 0.88 | 145.936 | 0.000 | 0.000 | ||
| 2 | 2018.03.06 11:00 | close | 1 | 0.88 | 147.306 | 0.000 | 0.000 | 1080.71 | 11080.71 |
| 3 | 2018.03.13 13:00 | buy | 2 | 0.98 | 148.379 | 0.000 | 0.000 | ||
| 4 | 2018.03.14 00:00 | close | 2 | 0.98 | 149.125 | 0.000 | 0.000 | 655.35 | 11736.06 |
| 5 | 2018.03.15 17:45 | buy | 3 | 1.02 | 147.595 | 0.000 | 0.000 | ||
| 6 | 2018.03.19 20:00 | close | 3 | 1.02 | 149.159 | 0.000 | 0.000 | 1430.03 | 13166.09 |
| 7 | 2018.03.22 23:30 | buy | 4 | 1.16 | 148.506 | 0.000 | 0.000 | ||
| 8 | 2018.03.27 04:00 | close | 4 | 1.16 | 149.995 | 0.000 | 0.000 | 1548.27 | 14714.36 |
| 9 | 2018.03.28 13:00 | buy | 5 | 1.30 | 149.826 | 0.000 | 0.000 | ||
| 10 | 2018.03.28 15:15 | close | 5 | 1.30 | 149.340 | 0.000 | 0.000 | -566.34 | 14148.02 |
| 11 | 2018.03.29 01:00 | buy | 6 | 1.24 | 150.152 | 0.000 | 0.000 | ||
| 12 | 2018.03.29 11:00 | close | 6 | 1.24 | 150.082 | 0.000 | 0.000 | -77.81 | 14070.21 |
| 13 | 2018.04.02 08:00 | buy | 7 | 1.24 | 149.298 | 0.000 | 0.000 | ||
| 14 | 2018.04.02 23:00 | close | 7 | 1.24 | 149.283 | 0.000 | 0.000 | -16.67 | 14053.54 |
| 15 | 2018.04.03 01:45 | buy | 8 | 1.24 | 148.504 | 0.000 | 0.000 | ||
| 16 | 2018.04.05 09:00 | close | 8 | 1.24 | 150.604 | 0.000 | 0.000 | 2334.23 | 16387.77 |
| 17 | 2018.04.09 12:00 | buy | 9 | 1.44 | 150.940 | 0.000 | 0.000 | ||
| 18 | 2018.04.10 01:00 | close | 9 | 1.44 | 151.144 | 0.000 | 0.000 | 263.33 | 16651.10 |
| 19 | 2018.04.10 12:00 | buy | 10 | 1.46 | 151.445 | 0.000 | 0.000 | ||
| 20 | 2018.04.10 21:00 | close | 10 | 1.46 | 151.646 | 0.000 | 0.000 | 263.05 | 16914.15 |
| 21 | 2018.04.12 19:00 | buy | 11 | 1.48 | 152.084 | 0.000 | 0.000 | ||
| 22 | 2018.04.13 20:00 | close | 11 | 1.48 | 153.515 | 0.000 | 0.000 | 1898.44 | 18812.59 |
| 23 | 2018.04.24 21:25 | sell | 12 | 1.66 | 152.429 | 0.000 | 0.000 | ||
| 24 | 2018.04.27 19:00 | close | 12 | 1.66 | 150.566 | 0.000 | 0.000 | 2771.80 | 21584.39 |
| 25 | 2018.05.01 17:30 | sell | 13 | 1.90 | 150.040 | 0.000 | 0.000 | ||
| 26 | 2018.05.04 01:00 | close | 13 | 1.90 | 148.312 | 0.000 | 0.000 | 2942.65 | 24527.04 |
| 27 | 2018.05.08 15:35 | sell | 14 | 2.16 | 147.561 | 0.000 | 0.000 | ||
| 28 | 2018.05.08 21:15 | close | 14 | 2.16 | 147.564 | 0.000 | 0.000 | -5.81 | 24521.23 |
| 29 | 2018.05.10 22:15 | buy | 15 | 2.16 | 147.829 | 0.000 | 0.000 | ||
| 30 | 2018.05.23 16:00 | close | 15 | 2.16 | 147.202 | 0.000 | 0.000 | -1213.98 | 23307.25 |
| 31 | 2018.05.25 18:20 | sell | 16 | 2.04 | 146.127 | 0.000 | 0.000 | ||
| 32 | 2018.05.26 01:10 | close | 16 | 2.04 | 145.791 | 0.000 | 0.000 | 614.34 | 23921.59 |
| 33 | 2018.05.28 19:00 | buy | 17 | 2.10 | 145.892 | 0.000 | 0.000 | ||
| 34 | 2018.05.28 20:35 | close | 17 | 2.10 | 145.403 | 0.000 | 0.000 | -920.49 | 23001.10 |
| 35 | 2018.05.28 21:00 | sell | 18 | 2.02 | 145.474 | 0.000 | 0.000 | ||
| 36 | 2018.05.29 19:00 | close | 18 | 2.02 | 144.305 | 0.000 | 0.000 | 2116.44 | 25117.54 |
| 37 | 2018.06.01 11:00 | buy | 19 | 2.20 | 144.915 | 0.000 | 0.000 | ||
| 38 | 2018.06.02 02:35 | close | 19 | 2.20 | 146.042 | 0.000 | 0.000 | 2222.48 | 27340.02 |
| 39 | 2018.06.05 18:50 | buy | 20 | 2.40 | 146.774 | 0.000 | 0.000 | ||
| 40 | 2018.06.06 12:00 | close | 20 | 2.40 | 147.298 | 0.000 | 0.000 | 1127.28 | 28467.30 |
| 41 | 2018.06.08 18:50 | buy | 21 | 2.50 | 146.440 | 0.000 | 0.000 | ||
| 42 | 2018.06.19 08:00 | close | 21 | 2.50 | 146.000 | 0.000 | 0.000 | -986.00 | 27481.30 |
| 43 | 2018.06.22 23:00 | sell | 22 | 2.42 | 145.828 | 0.000 | 0.000 | ||
| 44 | 2018.06.25 19:00 | close | 22 | 2.42 | 145.280 | 0.000 | 0.000 | 1188.58 | 28669.88 |
| 45 | 2018.06.27 09:00 | sell | 23 | 2.52 | 145.393 | 0.000 | 0.000 | ||
| 46 | 2018.06.27 20:00 | close | 23 | 2.52 | 145.397 | 0.000 | 0.000 | -9.03 | 28660.85 |
| 47 | 2018.06.29 15:55 | buy | 24 | 2.52 | 145.204 | 0.000 | 0.000 | ||
| 48 | 2018.06.30 04:35 | close | 24 | 2.52 | 146.132 | 0.000 | 0.000 | 2096.20 | 30757.05 |
| 49 | 2018.07.06 20:40 | buy | 25 | 2.70 | 146.682 | 0.000 | 0.000 | ||
| 50 | 2018.07.07 03:00 | close | 25 | 2.70 | 146.514 | 0.000 | 0.000 | -406.59 | 30350.46 |
| 51 | 2018.07.10 09:00 | buy | 26 | 2.66 | 147.235 | 0.000 | 0.000 | ||
| 52 | 2018.07.11 06:00 | close | 26 | 2.66 | 147.314 | 0.000 | 0.000 | 188.37 | 30538.83 |
| 53 | 2018.07.14 00:00 | buy | 27 | 2.68 | 148.589 | 0.000 | 0.000 | ||
| 54 | 2018.07.17 11:00 | close | 27 | 2.68 | 148.741 | 0.000 | 0.000 | 365.14 | 30903.97 |
| 55 | 2018.07.17 20:00 | sell | 28 | 2.72 | 148.579 | 0.000 | 0.000 | ||
| 56 | 2018.07.18 06:00 | close | 28 | 2.72 | 148.104 | 0.000 | 0.000 | 1157.95 | 32061.92 |
| 57 | 2018.07.24 06:00 | sell | 29 | 2.82 | 145.794 | 0.000 | 0.000 | ||
| 58 | 2018.07.24 16:00 | close | 29 | 2.82 | 145.888 | 0.000 | 0.000 | -237.57 | 31824.35 |
| 59 | 2018.07.25 17:20 | sell | 30 | 2.80 | 146.127 | 0.000 | 0.000 | ||
| 60 | 2018.07.26 02:30 | close | 30 | 2.80 | 146.069 | 0.000 | 0.000 | 145.54 | 31969.89 |
| 61 | 2018.07.26 14:00 | sell | 31 | 2.80 | 146.080 | 0.000 | 0.000 | ||
| 62 | 2018.07.27 14:00 | close | 31 | 2.80 | 145.691 | 0.000 | 0.000 | 976.17 | 32946.06 |
| 63 | 2018.08.08 15:00 | sell | 32 | 2.90 | 143.712 | 0.000 | 0.000 | ||
| 64 | 2018.08.10 18:00 | close | 32 | 2.90 | 141.876 | 0.000 | 0.000 | 4771.95 | 37718.01 |
| 65 | 2018.08.14 09:00 | buy | 33 | 3.30 | 141.430 | 0.000 | 0.000 | ||
| 66 | 2018.08.14 19:00 | close | 33 | 3.30 | 141.699 | 0.000 | 0.000 | 795.69 | 38513.70 |
| 67 | 2018.08.14 19:00 | sell | 34 | 3.38 | 141.699 | 0.000 | 0.000 | ||
| 68 | 2018.08.16 01:00 | close | 34 | 3.38 | 140.688 | 0.000 | 0.000 | 3062.56 | 41576.26 |
| 69 | 2018.08.16 21:00 | sell | 35 | 3.64 | 140.511 | 0.000 | 0.000 | ||
| 70 | 2018.08.16 21:50 | close | 35 | 3.64 | 141.021 | 0.000 | 0.000 | -1663.78 | 39912.48 |
| 71 | 2018.08.16 21:50 | sell | 36 | 3.50 | 140.941 | 0.000 | 0.000 | ||
| 72 | 2018.08.17 01:00 | close | 36 | 3.50 | 140.988 | 0.000 | 0.000 | -147.43 | 39765.05 |
| 73 | 2018.08.29 18:00 | buy | 37 | 3.48 | 143.351 | 0.000 | 0.000 | ||
| 74 | 2018.08.30 09:40 | close | 37 | 3.48 | 145.338 | 0.000 | 0.000 | 6197.91 | 45962.96 |
| 75 | 2018.09.01 04:00 | buy | 38 | 4.04 | 144.073 | 0.000 | 0.000 | ||
| 76 | 2018.09.03 05:05 | close | 38 | 4.04 | 143.427 | 0.000 | 0.000 | -2339.24 | 43623.72 |
| 77 | 2018.09.04 21:05 | buy | 39 | 3.82 | 143.070 | 0.000 | 0.000 | ||
| 78 | 2018.09.04 21:55 | close | 39 | 3.82 | 142.689 | 0.000 | 0.000 | -1304.51 | 42319.21 |
| 79 | 2018.09.10 20:55 | sell | 40 | 3.72 | 144.479 | 0.000 | 0.000 | ||
| 80 | 2018.09.10 22:00 | close | 40 | 3.72 | 144.716 | 0.000 | 0.000 | -790.15 | 41529.06 |
| 81 | 2018.09.13 04:00 | buy | 41 | 3.64 | 145.230 | 0.000 | 0.000 | ||
| 82 | 2018.09.14 05:45 | close | 41 | 3.64 | 146.617 | 0.000 | 0.000 | 4525.28 | 46054.34 |
| 83 | 2018.09.17 19:00 | buy | 42 | 4.04 | 146.909 | 0.000 | 0.000 | ||
| 84 | 2018.09.19 20:10 | close | 42 | 4.04 | 147.437 | 0.000 | 0.000 | 1911.99 | 47966.33 |
| 85 | 2018.09.19 20:10 | sell | 43 | 4.20 | 147.437 | 0.000 | 0.000 | ||
| 86 | 2018.09.19 23:10 | close | 43 | 4.20 | 147.814 | 0.000 | 0.000 | -1419.09 | 46547.24 |
| 87 | 2018.09.26 02:40 | sell | 44 | 4.08 | 148.956 | 0.000 | 0.000 | ||
| 88 | 2018.10.01 21:00 | close | 44 | 4.08 | 149.054 | 0.000 | 0.000 | -358.35 | 46188.89 |
| 89 | 2018.10.01 23:00 | sell | 45 | 4.06 | 148.639 | 0.000 | 0.000 | ||
| 90 | 2018.10.02 20:30 | close | 45 | 4.06 | 147.613 | 0.000 | 0.000 | 3733.28 | 49922.17 |
| 91 | 2018.10.17 01:00 | sell | 46 | 4.38 | 147.904 | 0.000 | 0.000 | ||
| 92 | 2018.10.18 04:00 | close | 46 | 4.38 | 147.761 | 0.000 | 0.000 | 561.31 | 50483.48 |
| 93 | 2018.10.22 20:00 | sell | 47 | 4.42 | 146.695 | 0.000 | 0.000 | ||
| 94 | 2018.10.23 16:00 | close | 47 | 4.42 | 145.941 | 0.000 | 0.000 | 2986.72 | 53470.20 |
| 95 | 2018.10.24 18:00 | sell | 48 | 4.70 | 145.541 | 0.000 | 0.000 | ||
| 96 | 2018.10.25 10:10 | close | 48 | 4.70 | 144.528 | 0.000 | 0.000 | 4266.83 | 57737.03 |
| 97 | 2018.10.30 19:00 | sell | 49 | 5.06 | 143.815 | 0.000 | 0.000 | ||
| 98 | 2018.10.31 09:00 | close | 49 | 5.06 | 143.939 | 0.000 | 0.000 | -562.30 | 57174.73 |
| 99 | 2018.10.31 09:00 | buy | 50 | 5.02 | 143.939 | 0.000 | 0.000 | ||
| 100 | 2018.11.01 01:00 | close | 50 | 5.02 | 144.026 | 0.000 | 0.000 | 391.45 | 57566.18 |
| 101 | 2018.11.01 01:00 | sell | 51 | 5.04 | 144.026 | 0.000 | 0.000 | ||
| 102 | 2018.11.01 08:30 | close | 51 | 5.04 | 144.570 | 0.000 | 0.000 | -2457.14 | 55109.04 |
| 103 | 2018.11.09 20:00 | buy | 52 | 4.84 | 148.372 | 0.000 | 0.000 | ||
| 104 | 2018.11.10 00:00 | close | 52 | 4.84 | 148.141 | 0.000 | 0.000 | -1002.11 | 54106.93 |
| 105 | 2018.11.15 12:00 | buy | 53 | 4.74 | 147.617 | 0.000 | 0.000 | ||
| 106 | 2018.11.15 16:05 | close | 53 | 4.74 | 147.198 | 0.000 | 0.000 | -1780.12 | 52326.81 |
| 107 | 2018.11.20 07:00 | sell | 54 | 4.60 | 144.677 | 0.000 | 0.000 | ||
| 108 | 2018.11.22 03:00 | close | 54 | 4.60 | 144.604 | 0.000 | 0.000 | 300.92 | 52627.73 |
| 109 | 2018.11.22 05:00 | sell | 55 | 4.62 | 144.430 | 0.000 | 0.000 | ||
| 110 | 2018.11.22 09:00 | close | 55 | 4.62 | 144.582 | 0.000 | 0.000 | -629.31 | 51998.42 |
| 111 | 2018.11.22 12:00 | sell | 56 | 4.56 | 144.386 | 0.000 | 0.000 | ||
| 112 | 2018.11.22 15:00 | close | 56 | 4.56 | 144.646 | 0.000 | 0.000 | -1062.47 | 50935.95 |
| 113 | 2018.12.06 06:00 | sell | 57 | 4.46 | 144.083 | 0.000 | 0.000 | ||
| 114 | 2018.12.06 22:00 | close | 57 | 4.46 | 143.785 | 0.000 | 0.000 | 1191.06 | 52127.01 |
| 115 | 2018.12.08 00:00 | sell | 58 | 4.58 | 143.765 | 0.000 | 0.000 | ||
| 116 | 2018.12.10 15:00 | close | 58 | 4.58 | 143.266 | 0.000 | 0.000 | 2048.08 | 54175.09 |
| 117 | 2018.12.12 11:00 | buy | 59 | 4.76 | 141.946 | 0.000 | 0.000 | ||
| 118 | 2018.12.13 07:00 | close | 59 | 4.76 | 143.054 | 0.000 | 0.000 | 4726.98 | 58902.07 |
| 119 | 2018.12.20 22:35 | buy | 60 | 5.16 | 141.352 | 0.000 | 0.000 | ||
| 120 | 2018.12.20 23:00 | close | 60 | 5.16 | 141.180 | 0.000 | 0.000 | -795.45 | 58106.62 |
| 121 | 2018.12.27 00:15 | sell | 61 | 5.10 | 139.847 | 0.000 | 0.000 | ||
| 122 | 2018.12.27 02:15 | close | 61 | 5.10 | 140.369 | 0.000 | 0.000 | -2385.76 | 55720.86 |
| 123 | 2018.12.27 04:05 | buy | 62 | 4.88 | 140.809 | 0.000 | 0.000 | ||
| 124 | 2018.12.27 13:00 | close | 62 | 4.88 | 140.574 | 0.000 | 0.000 | -1027.82 | 54693.04 |
| 125 | 2018.12.27 13:00 | sell | 63 | 4.80 | 140.574 | 0.000 | 0.000 | ||
| 126 | 2018.12.28 05:00 | close | 63 | 4.80 | 140.536 | 0.000 | 0.000 | 163.46 | 54856.50 |
| 127 | 2018.12.28 05:00 | buy | 64 | 4.82 | 140.536 | 0.000 | 0.000 | ||
| 128 | 2018.12.28 10:15 | close | 64 | 4.82 | 140.050 | 0.000 | 0.000 | -2099.52 | 52756.98 |
| 129 | 2018.12.28 14:00 | sell | 65 | 4.62 | 140.132 | 0.000 | 0.000 | ||
| 130 | 2018.12.28 21:00 | close | 65 | 4.62 | 140.017 | 0.000 | 0.000 | 476.13 | 53233.11 |
| 131 | 2019.01.09 15:25 | buy | 66 | 4.66 | 138.803 | 0.000 | 0.000 | ||
| 132 | 2019.01.09 18:35 | close | 66 | 4.66 | 138.524 | 0.000 | 0.000 | -1165.27 | 52067.84 |
| 133 | 2019.01.10 22:00 | buy | 67 | 4.56 | 138.144 | 0.000 | 0.000 | ||
| 134 | 2019.01.10 22:50 | close | 67 | 4.56 | 137.692 | 0.000 | 0.000 | -1847.31 | 50220.53 |
| 135 | 2019.01.10 22:50 | buy | 68 | 4.40 | 137.772 | 0.000 | 0.000 | ||
| 136 | 2019.01.14 08:20 | close | 68 | 4.40 | 139.333 | 0.000 | 0.000 | 6155.91 | 56376.44 |
| 137 | 2019.01.15 00:55 | buy | 69 | 4.94 | 139.349 | 0.000 | 0.000 | ||
| 138 | 2019.01.15 05:00 | close | 69 | 4.94 | 139.205 | 0.000 | 0.000 | -637.57 | 55738.87 |
| 139 | 2019.01.16 01:30 | buy | 70 | 4.88 | 138.384 | 0.000 | 0.000 | ||
| 140 | 2019.01.16 23:00 | close | 70 | 4.88 | 140.221 | 0.000 | 0.000 | 8034.78 | 63773.65 |
| 141 | 2019.01.22 19:00 | buy | 71 | 5.60 | 141.413 | 0.000 | 0.000 | ||
| 142 | 2019.01.23 09:00 | close | 71 | 5.60 | 141.734 | 0.000 | 0.000 | 1611.16 | 65384.81 |
| 143 | 2019.01.30 17:00 | buy | 72 | 5.74 | 143.473 | 0.000 | 0.000 | ||
| 144 | 2019.01.31 01:25 | close | 72 | 5.74 | 143.018 | 0.000 | 0.000 | -2340.82 | 63043.99 |
| 145 | 2019.01.31 03:00 | sell | 73 | 5.54 | 143.039 | 0.000 | 0.000 | ||
| 146 | 2019.01.31 14:00 | close | 73 | 5.54 | 142.809 | 0.000 | 0.000 | 1141.90 | 64185.89 |
| 147 | 2019.02.01 16:00 | buy | 74 | 5.64 | 142.887 | 0.000 | 0.000 | ||
| 148 | 2019.02.01 17:20 | close | 74 | 5.64 | 142.477 | 0.000 | 0.000 | -2072.56 | 62113.33 |
| 149 | 2019.02.01 23:00 | buy | 75 | 5.44 | 142.893 | 0.000 | 0.000 | ||
| 150 | 2019.02.04 10:00 | close | 75 | 5.44 | 143.273 | 0.000 | 0.000 | 1852.79 | 63966.12 |
| 151 | 2019.02.04 16:10 | sell | 76 | 5.62 | 143.764 | 0.000 | 0.000 | ||
| 152 | 2019.02.15 10:00 | close | 76 | 5.62 | 141.226 | 0.000 | 0.000 | 12782.57 | 76748.69 |
| 153 | 2019.02.23 00:00 | buy | 77 | 6.74 | 144.686 | 0.000 | 0.000 | ||
| 154 | 2019.02.26 06:00 | close | 77 | 6.74 | 145.418 | 0.000 | 0.000 | 4421.89 | 81170.58 |
| 155 | 2019.03.01 20:00 | sell | 78 | 7.12 | 147.849 | 0.000 | 0.000 | ||
| 156 | 2019.03.01 22:30 | close | 78 | 7.12 | 148.284 | 0.000 | 0.000 | -2775.61 | 78394.97 |
| 157 | 2019.03.06 12:05 | sell | 79 | 6.88 | 146.784 | 0.000 | 0.000 | ||
| 158 | 2019.03.06 18:00 | close | 79 | 6.88 | 147.135 | 0.000 | 0.000 | -2164.14 | 76230.83 |
| 159 | 2019.03.12 17:55 | sell | 80 | 6.68 | 146.956 | 0.000 | 0.000 | ||
| 160 | 2019.03.12 22:35 | close | 80 | 6.68 | 146.123 | 0.000 | 0.000 | 4986.69 | 81217.52 |
| 161 | 2019.03.16 01:00 | buy | 81 | 7.12 | 148.294 | 0.000 | 0.000 | ||
| 162 | 2019.03.18 14:28 | close at stop | 81 | 7.12 | 148.143 | 0.000 | 0.000 | -963.59 | 80253.93 |