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 14:35 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 78612 | Ticks modelled | 34667757 | Modelling quality | 46.62% |
| Mismatched charts errors | 18 | ||||
| Initial deposit | 10000.00 | Spread | 80 | ||
| Total net profit | 19476.47 | Gross profit | 28627.37 | Gross loss | -9150.90 |
| Profit factor | 3.13 | Expected payoff | 240.45 | ||
| Absolute drawdown | 72.96 | Maximal drawdown | 2774.26 (10.79%) | Relative drawdown | 11.78% (2029.20) |
| 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 | 2593.11 | loss trade | -555.86 | |
| Average | profit trade | 622.33 | loss trade | -261.45 | |
| Maximum | consecutive wins (profit in money) | 6 (3950.10) | consecutive losses (loss in money) | 3 (-1136.58) | |
| Maximal | consecutive profit (count of wins) | 3950.10 (6) | consecutive loss (count of losses) | -1136.58 (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 | 0.44 | 145.936 | 0.000 | 0.000 | ||
| 2 | 2018.03.06 11:00 | close | 1 | 0.44 | 147.306 | 0.000 | 0.000 | 540.33 | 10540.33 |
| 3 | 2018.03.13 13:00 | buy | 2 | 0.46 | 148.379 | 0.000 | 0.000 | ||
| 4 | 2018.03.14 00:00 | close | 2 | 0.46 | 149.125 | 0.000 | 0.000 | 307.59 | 10847.92 |
| 5 | 2018.03.15 17:45 | buy | 3 | 0.48 | 147.595 | 0.000 | 0.000 | ||
| 6 | 2018.03.19 20:00 | close | 3 | 0.48 | 149.159 | 0.000 | 0.000 | 672.92 | 11520.84 |
| 7 | 2018.03.22 23:30 | buy | 4 | 0.50 | 148.506 | 0.000 | 0.000 | ||
| 8 | 2018.03.27 04:00 | close | 4 | 0.50 | 149.995 | 0.000 | 0.000 | 667.34 | 12188.18 |
| 9 | 2018.03.28 13:00 | buy | 5 | 0.54 | 149.826 | 0.000 | 0.000 | ||
| 10 | 2018.03.28 15:15 | close | 5 | 0.54 | 149.340 | 0.000 | 0.000 | -235.25 | 11952.93 |
| 11 | 2018.03.29 01:00 | buy | 6 | 0.52 | 150.152 | 0.000 | 0.000 | ||
| 12 | 2018.03.29 11:00 | close | 6 | 0.52 | 150.082 | 0.000 | 0.000 | -32.63 | 11920.30 |
| 13 | 2018.04.02 08:00 | buy | 7 | 0.52 | 149.298 | 0.000 | 0.000 | ||
| 14 | 2018.04.02 23:00 | close | 7 | 0.52 | 149.283 | 0.000 | 0.000 | -6.99 | 11913.31 |
| 15 | 2018.04.03 01:45 | buy | 8 | 0.52 | 148.504 | 0.000 | 0.000 | ||
| 16 | 2018.04.05 09:00 | close | 8 | 0.52 | 150.604 | 0.000 | 0.000 | 978.85 | 12892.16 |
| 17 | 2018.04.09 12:00 | buy | 9 | 0.56 | 150.940 | 0.000 | 0.000 | ||
| 18 | 2018.04.10 01:00 | close | 9 | 0.56 | 151.144 | 0.000 | 0.000 | 102.40 | 12994.56 |
| 19 | 2018.04.10 12:00 | buy | 10 | 0.56 | 151.445 | 0.000 | 0.000 | ||
| 20 | 2018.04.10 21:00 | close | 10 | 0.56 | 151.646 | 0.000 | 0.000 | 100.90 | 13095.46 |
| 21 | 2018.04.12 19:00 | buy | 11 | 0.58 | 152.084 | 0.000 | 0.000 | ||
| 22 | 2018.04.13 20:00 | close | 11 | 0.58 | 153.515 | 0.000 | 0.000 | 743.95 | 13839.41 |
| 23 | 2018.04.24 21:25 | sell | 12 | 0.60 | 152.429 | 0.000 | 0.000 | ||
| 24 | 2018.04.27 19:00 | close | 12 | 0.60 | 150.566 | 0.000 | 0.000 | 1001.83 | 14841.24 |
| 25 | 2018.05.01 17:30 | sell | 13 | 0.66 | 150.040 | 0.000 | 0.000 | ||
| 26 | 2018.05.04 01:00 | close | 13 | 0.66 | 148.312 | 0.000 | 0.000 | 1022.17 | 15863.41 |
| 27 | 2018.05.08 15:35 | sell | 14 | 0.70 | 147.561 | 0.000 | 0.000 | ||
| 28 | 2018.05.08 21:15 | close | 14 | 0.70 | 147.564 | 0.000 | 0.000 | -1.88 | 15861.53 |
| 29 | 2018.05.10 22:15 | buy | 15 | 0.70 | 147.829 | 0.000 | 0.000 | ||
| 30 | 2018.05.23 16:00 | close | 15 | 0.70 | 147.202 | 0.000 | 0.000 | -393.41 | 15468.12 |
| 31 | 2018.05.25 18:20 | sell | 16 | 0.68 | 146.127 | 0.000 | 0.000 | ||
| 32 | 2018.05.26 01:10 | close | 16 | 0.68 | 145.791 | 0.000 | 0.000 | 204.78 | 15672.90 |
| 33 | 2018.05.28 19:00 | buy | 17 | 0.68 | 145.892 | 0.000 | 0.000 | ||
| 34 | 2018.05.28 20:35 | close | 17 | 0.68 | 145.403 | 0.000 | 0.000 | -298.06 | 15374.84 |
| 35 | 2018.05.28 21:00 | sell | 18 | 0.68 | 145.474 | 0.000 | 0.000 | ||
| 36 | 2018.05.29 19:00 | close | 18 | 0.68 | 144.305 | 0.000 | 0.000 | 712.44 | 16087.28 |
| 37 | 2018.06.01 11:00 | buy | 19 | 0.70 | 144.915 | 0.000 | 0.000 | ||
| 38 | 2018.06.02 02:35 | close | 19 | 0.70 | 146.042 | 0.000 | 0.000 | 707.14 | 16794.42 |
| 39 | 2018.06.05 18:50 | buy | 20 | 0.74 | 146.774 | 0.000 | 0.000 | ||
| 40 | 2018.06.06 12:00 | close | 20 | 0.74 | 147.298 | 0.000 | 0.000 | 347.57 | 17141.99 |
| 41 | 2018.06.08 18:50 | buy | 21 | 0.76 | 146.440 | 0.000 | 0.000 | ||
| 42 | 2018.06.19 08:00 | close | 21 | 0.76 | 146.000 | 0.000 | 0.000 | -299.74 | 16842.25 |
| 43 | 2018.06.22 23:00 | sell | 22 | 0.74 | 145.828 | 0.000 | 0.000 | ||
| 44 | 2018.06.25 19:00 | close | 22 | 0.74 | 145.280 | 0.000 | 0.000 | 363.44 | 17205.69 |
| 45 | 2018.06.27 09:00 | sell | 23 | 0.76 | 145.393 | 0.000 | 0.000 | ||
| 46 | 2018.06.27 20:00 | close | 23 | 0.76 | 145.397 | 0.000 | 0.000 | -2.73 | 17202.96 |
| 47 | 2018.06.29 15:55 | buy | 24 | 0.76 | 145.204 | 0.000 | 0.000 | ||
| 48 | 2018.06.30 04:35 | close | 24 | 0.76 | 146.132 | 0.000 | 0.000 | 632.18 | 17835.14 |
| 49 | 2018.07.06 20:40 | buy | 25 | 0.78 | 146.682 | 0.000 | 0.000 | ||
| 50 | 2018.07.07 03:00 | close | 25 | 0.78 | 146.514 | 0.000 | 0.000 | -117.45 | 17717.69 |
| 51 | 2018.07.10 09:00 | buy | 26 | 0.78 | 147.235 | 0.000 | 0.000 | ||
| 52 | 2018.07.11 06:00 | close | 26 | 0.78 | 147.314 | 0.000 | 0.000 | 55.23 | 17772.92 |
| 53 | 2018.07.14 00:00 | buy | 27 | 0.78 | 148.589 | 0.000 | 0.000 | ||
| 54 | 2018.07.17 11:00 | close | 27 | 0.78 | 148.741 | 0.000 | 0.000 | 106.27 | 17879.19 |
| 55 | 2018.07.17 20:00 | sell | 28 | 0.78 | 148.579 | 0.000 | 0.000 | ||
| 56 | 2018.07.18 06:00 | close | 28 | 0.78 | 148.104 | 0.000 | 0.000 | 332.05 | 18211.24 |
| 57 | 2018.07.24 06:00 | sell | 29 | 0.80 | 145.794 | 0.000 | 0.000 | ||
| 58 | 2018.07.24 16:00 | close | 29 | 0.80 | 145.888 | 0.000 | 0.000 | -67.39 | 18143.85 |
| 59 | 2018.07.25 17:20 | sell | 30 | 0.80 | 146.127 | 0.000 | 0.000 | ||
| 60 | 2018.07.26 02:30 | close | 30 | 0.80 | 146.069 | 0.000 | 0.000 | 41.58 | 18185.43 |
| 61 | 2018.07.26 14:00 | sell | 31 | 0.80 | 146.080 | 0.000 | 0.000 | ||
| 62 | 2018.07.27 14:00 | close | 31 | 0.80 | 145.691 | 0.000 | 0.000 | 278.90 | 18464.33 |
| 63 | 2018.08.08 15:00 | sell | 32 | 0.80 | 143.712 | 0.000 | 0.000 | ||
| 64 | 2018.08.10 18:00 | close | 32 | 0.80 | 141.876 | 0.000 | 0.000 | 1316.37 | 19780.70 |
| 65 | 2018.08.14 09:00 | buy | 33 | 0.86 | 141.430 | 0.000 | 0.000 | ||
| 66 | 2018.08.14 19:00 | close | 33 | 0.86 | 141.699 | 0.000 | 0.000 | 207.36 | 19988.06 |
| 67 | 2018.08.14 19:00 | sell | 34 | 0.88 | 141.699 | 0.000 | 0.000 | ||
| 68 | 2018.08.16 01:00 | close | 34 | 0.88 | 140.688 | 0.000 | 0.000 | 797.36 | 20785.42 |
| 69 | 2018.08.16 21:00 | sell | 35 | 0.92 | 140.511 | 0.000 | 0.000 | ||
| 70 | 2018.08.16 21:50 | close | 35 | 0.92 | 141.021 | 0.000 | 0.000 | -420.51 | 20364.91 |
| 71 | 2018.08.16 21:50 | sell | 36 | 0.90 | 140.941 | 0.000 | 0.000 | ||
| 72 | 2018.08.17 01:00 | close | 36 | 0.90 | 140.988 | 0.000 | 0.000 | -37.91 | 20327.00 |
| 73 | 2018.08.29 18:00 | buy | 37 | 0.90 | 143.351 | 0.000 | 0.000 | ||
| 74 | 2018.08.30 09:40 | close | 37 | 0.90 | 145.338 | 0.000 | 0.000 | 1602.88 | 21929.88 |
| 75 | 2018.09.01 04:00 | buy | 38 | 0.96 | 144.073 | 0.000 | 0.000 | ||
| 76 | 2018.09.03 05:05 | close | 38 | 0.96 | 143.427 | 0.000 | 0.000 | -555.86 | 21374.02 |
| 77 | 2018.09.04 21:05 | buy | 39 | 0.94 | 143.070 | 0.000 | 0.000 | ||
| 78 | 2018.09.04 21:55 | close | 39 | 0.94 | 142.689 | 0.000 | 0.000 | -321.00 | 21053.02 |
| 79 | 2018.09.10 20:55 | sell | 40 | 0.92 | 144.479 | 0.000 | 0.000 | ||
| 80 | 2018.09.10 22:00 | close | 40 | 0.92 | 144.716 | 0.000 | 0.000 | -195.40 | 20857.62 |
| 81 | 2018.09.13 04:00 | buy | 41 | 0.92 | 145.230 | 0.000 | 0.000 | ||
| 82 | 2018.09.14 05:45 | close | 41 | 0.92 | 146.617 | 0.000 | 0.000 | 1143.72 | 22001.34 |
| 83 | 2018.09.17 19:00 | buy | 42 | 0.96 | 146.909 | 0.000 | 0.000 | ||
| 84 | 2018.09.19 20:10 | close | 42 | 0.96 | 147.437 | 0.000 | 0.000 | 454.32 | 22455.66 |
| 85 | 2018.09.19 20:10 | sell | 43 | 0.98 | 147.437 | 0.000 | 0.000 | ||
| 86 | 2018.09.19 23:10 | close | 43 | 0.98 | 147.814 | 0.000 | 0.000 | -331.11 | 22124.55 |
| 87 | 2018.09.26 02:40 | sell | 44 | 0.98 | 148.956 | 0.000 | 0.000 | ||
| 88 | 2018.10.01 21:00 | close | 44 | 0.98 | 149.054 | 0.000 | 0.000 | -86.07 | 22038.48 |
| 89 | 2018.10.01 23:00 | sell | 45 | 0.96 | 148.639 | 0.000 | 0.000 | ||
| 90 | 2018.10.02 20:30 | close | 45 | 0.96 | 147.613 | 0.000 | 0.000 | 882.73 | 22921.21 |
| 91 | 2018.10.17 01:00 | sell | 46 | 1.00 | 147.904 | 0.000 | 0.000 | ||
| 92 | 2018.10.18 04:00 | close | 46 | 1.00 | 147.761 | 0.000 | 0.000 | 128.15 | 23049.36 |
| 93 | 2018.10.22 20:00 | sell | 47 | 1.02 | 146.695 | 0.000 | 0.000 | ||
| 94 | 2018.10.23 16:00 | close | 47 | 1.02 | 145.941 | 0.000 | 0.000 | 689.25 | 23738.61 |
| 95 | 2018.10.24 18:00 | sell | 48 | 1.04 | 145.541 | 0.000 | 0.000 | ||
| 96 | 2018.10.25 10:10 | close | 48 | 1.04 | 144.528 | 0.000 | 0.000 | 944.17 | 24682.78 |
| 97 | 2018.10.30 19:00 | sell | 49 | 1.08 | 143.815 | 0.000 | 0.000 | ||
| 98 | 2018.10.31 09:00 | close | 49 | 1.08 | 143.939 | 0.000 | 0.000 | -120.02 | 24562.76 |
| 99 | 2018.10.31 09:00 | buy | 50 | 1.08 | 143.939 | 0.000 | 0.000 | ||
| 100 | 2018.11.01 01:00 | close | 50 | 1.08 | 144.026 | 0.000 | 0.000 | 84.22 | 24646.98 |
| 101 | 2018.11.01 01:00 | sell | 51 | 1.08 | 144.026 | 0.000 | 0.000 | ||
| 102 | 2018.11.01 08:30 | close | 51 | 1.08 | 144.570 | 0.000 | 0.000 | -526.54 | 24120.44 |
| 103 | 2018.11.09 20:00 | buy | 52 | 1.06 | 148.372 | 0.000 | 0.000 | ||
| 104 | 2018.11.10 00:00 | close | 52 | 1.06 | 148.141 | 0.000 | 0.000 | -219.47 | 23900.97 |
| 105 | 2018.11.15 12:00 | buy | 53 | 1.04 | 147.617 | 0.000 | 0.000 | ||
| 106 | 2018.11.15 16:05 | close | 53 | 1.04 | 147.198 | 0.000 | 0.000 | -390.57 | 23510.40 |
| 107 | 2018.11.20 07:00 | sell | 54 | 1.04 | 144.677 | 0.000 | 0.000 | ||
| 108 | 2018.11.22 03:00 | close | 54 | 1.04 | 144.604 | 0.000 | 0.000 | 68.04 | 23578.44 |
| 109 | 2018.11.22 05:00 | sell | 55 | 1.04 | 144.430 | 0.000 | 0.000 | ||
| 110 | 2018.11.22 09:00 | close | 55 | 1.04 | 144.582 | 0.000 | 0.000 | -141.67 | 23436.77 |
| 111 | 2018.11.22 12:00 | sell | 56 | 1.02 | 144.386 | 0.000 | 0.000 | ||
| 112 | 2018.11.22 15:00 | close | 56 | 1.02 | 144.646 | 0.000 | 0.000 | -237.67 | 23199.10 |
| 113 | 2018.12.06 06:00 | sell | 57 | 1.02 | 144.083 | 0.000 | 0.000 | ||
| 114 | 2018.12.06 22:00 | close | 57 | 1.02 | 143.785 | 0.000 | 0.000 | 272.41 | 23471.51 |
| 115 | 2018.12.08 00:00 | sell | 58 | 1.02 | 143.765 | 0.000 | 0.000 | ||
| 116 | 2018.12.10 15:00 | close | 58 | 1.02 | 143.266 | 0.000 | 0.000 | 456.14 | 23927.65 |
| 117 | 2018.12.12 11:00 | buy | 59 | 1.04 | 141.946 | 0.000 | 0.000 | ||
| 118 | 2018.12.13 07:00 | close | 59 | 1.04 | 143.054 | 0.000 | 0.000 | 1032.84 | 24960.49 |
| 119 | 2018.12.20 22:35 | buy | 60 | 1.10 | 141.352 | 0.000 | 0.000 | ||
| 120 | 2018.12.20 23:00 | close | 60 | 1.10 | 141.180 | 0.000 | 0.000 | -169.58 | 24790.91 |
| 121 | 2018.12.27 00:15 | sell | 61 | 1.08 | 139.847 | 0.000 | 0.000 | ||
| 122 | 2018.12.27 02:15 | close | 61 | 1.08 | 140.369 | 0.000 | 0.000 | -505.24 | 24285.67 |
| 123 | 2018.12.27 04:05 | buy | 62 | 1.06 | 140.809 | 0.000 | 0.000 | ||
| 124 | 2018.12.27 13:00 | close | 62 | 1.06 | 140.574 | 0.000 | 0.000 | -223.27 | 24062.40 |
| 125 | 2018.12.27 13:00 | sell | 63 | 1.06 | 140.574 | 0.000 | 0.000 | ||
| 126 | 2018.12.28 05:00 | close | 63 | 1.06 | 140.536 | 0.000 | 0.000 | 36.10 | 24098.50 |
| 127 | 2018.12.28 05:00 | buy | 64 | 1.06 | 140.536 | 0.000 | 0.000 | ||
| 128 | 2018.12.28 10:15 | close | 64 | 1.06 | 140.050 | 0.000 | 0.000 | -461.74 | 23636.76 |
| 129 | 2018.12.28 14:00 | sell | 65 | 1.04 | 140.132 | 0.000 | 0.000 | ||
| 130 | 2018.12.28 21:00 | close | 65 | 1.04 | 140.017 | 0.000 | 0.000 | 107.19 | 23743.95 |
| 131 | 2019.01.09 15:25 | buy | 66 | 1.04 | 138.803 | 0.000 | 0.000 | ||
| 132 | 2019.01.09 18:35 | close | 66 | 1.04 | 138.524 | 0.000 | 0.000 | -260.08 | 23483.87 |
| 133 | 2019.01.10 22:00 | buy | 67 | 1.02 | 138.144 | 0.000 | 0.000 | ||
| 134 | 2019.01.10 22:50 | close | 67 | 1.02 | 137.692 | 0.000 | 0.000 | -413.24 | 23070.63 |
| 135 | 2019.01.10 22:50 | buy | 68 | 1.02 | 137.772 | 0.000 | 0.000 | ||
| 136 | 2019.01.14 08:20 | close | 68 | 1.02 | 139.333 | 0.000 | 0.000 | 1427.12 | 24497.75 |
| 137 | 2019.01.15 00:55 | buy | 69 | 1.08 | 139.349 | 0.000 | 0.000 | ||
| 138 | 2019.01.15 05:00 | close | 69 | 1.08 | 139.205 | 0.000 | 0.000 | -139.39 | 24358.36 |
| 139 | 2019.01.16 01:30 | buy | 70 | 1.06 | 138.384 | 0.000 | 0.000 | ||
| 140 | 2019.01.16 23:00 | close | 70 | 1.06 | 140.221 | 0.000 | 0.000 | 1745.32 | 26103.68 |
| 141 | 2019.01.22 19:00 | buy | 71 | 1.14 | 141.413 | 0.000 | 0.000 | ||
| 142 | 2019.01.23 09:00 | close | 71 | 1.14 | 141.734 | 0.000 | 0.000 | 328.00 | 26431.68 |
| 143 | 2019.01.30 17:00 | buy | 72 | 1.16 | 143.473 | 0.000 | 0.000 | ||
| 144 | 2019.01.31 01:25 | close | 72 | 1.16 | 143.018 | 0.000 | 0.000 | -473.08 | 25958.60 |
| 145 | 2019.01.31 03:00 | sell | 73 | 1.14 | 143.039 | 0.000 | 0.000 | ||
| 146 | 2019.01.31 14:00 | close | 73 | 1.14 | 142.809 | 0.000 | 0.000 | 235.00 | 26193.60 |
| 147 | 2019.02.01 16:00 | buy | 74 | 1.14 | 142.887 | 0.000 | 0.000 | ||
| 148 | 2019.02.01 17:20 | close | 74 | 1.14 | 142.477 | 0.000 | 0.000 | -418.96 | 25774.64 |
| 149 | 2019.02.01 23:00 | buy | 75 | 1.14 | 142.893 | 0.000 | 0.000 | ||
| 150 | 2019.02.04 10:00 | close | 75 | 1.14 | 143.273 | 0.000 | 0.000 | 388.32 | 26162.96 |
| 151 | 2019.02.04 16:10 | sell | 76 | 1.14 | 143.764 | 0.000 | 0.000 | ||
| 152 | 2019.02.15 10:00 | close | 76 | 1.14 | 141.226 | 0.000 | 0.000 | 2593.11 | 28756.07 |
| 153 | 2019.02.23 00:00 | buy | 77 | 1.26 | 144.686 | 0.000 | 0.000 | ||
| 154 | 2019.02.26 06:00 | close | 77 | 1.26 | 145.418 | 0.000 | 0.000 | 826.72 | 29582.79 |
| 155 | 2019.03.01 20:00 | sell | 78 | 1.30 | 147.849 | 0.000 | 0.000 | ||
| 156 | 2019.03.01 22:30 | close | 78 | 1.30 | 148.284 | 0.000 | 0.000 | -506.82 | 29075.97 |
| 157 | 2019.03.06 12:05 | sell | 79 | 1.28 | 146.784 | 0.000 | 0.000 | ||
| 158 | 2019.03.06 18:00 | close | 79 | 1.28 | 147.135 | 0.000 | 0.000 | -402.67 | 28673.30 |
| 159 | 2019.03.12 17:55 | sell | 80 | 1.26 | 146.956 | 0.000 | 0.000 | ||
| 160 | 2019.03.12 22:35 | close | 80 | 1.26 | 146.123 | 0.000 | 0.000 | 940.67 | 29613.97 |
| 161 | 2019.03.16 01:00 | buy | 81 | 1.30 | 148.294 | 0.000 | 0.000 | ||
| 162 | 2019.03.18 14:37 | close at stop | 81 | 1.30 | 148.176 | 0.000 | 0.000 | -137.50 | 29476.47 |