Strategy Tester Report
hyt_stoc_GBPJPY
FOREX.comGlobalCN-Live 111 (Build 1170)
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2018.10.30 00:00 - 2018.11.24 05:55 (2018.10.30 - 2018.11.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | numerator=1; | ||||
| Bars in test | 6532 | Ticks modelled | 2463965 | Modelling quality | 67.38% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 200.00 | Spread | 80 | ||
| Total net profit | -139.92 | Gross profit | 13.34 | Gross loss | -153.26 |
| Profit factor | 0.09 | Expected payoff | -17.49 | ||
| Absolute drawdown | 144.62 | Maximal drawdown | 256.48 (82.24%) | Relative drawdown | 82.24% (256.48) |
| Total trades | 8 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 2 (25.00%) | Loss trades (% of total) | 6 (75.00%) | ||
| Largest | profit trade | 9.40 | loss trade | -68.56 | |
| Average | profit trade | 6.67 | loss trade | -25.54 | |
| Maximum | consecutive wins (profit in money) | 1 (9.40) | consecutive losses (loss in money) | 3 (-115.38) | |
| Maximal | consecutive profit (count of wins) | 9.40 (1) | consecutive loss (count of losses) | -115.38 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.10.30 19:00 | sell | 1 | 0.14 | 143.815 | 0.000 | 0.000 | ||
| 2 | 2018.10.31 09:00 | close | 1 | 0.14 | 143.939 | 0.000 | 0.000 | -15.63 | 184.37 |
| 3 | 2018.10.31 09:00 | buy | 2 | 0.12 | 143.939 | 0.000 | 0.000 | ||
| 4 | 2018.11.01 01:00 | close | 2 | 0.12 | 144.026 | 0.000 | 0.000 | 9.40 | 193.77 |
| 5 | 2018.11.01 01:00 | sell | 3 | 0.14 | 144.026 | 0.000 | 0.000 | ||
| 6 | 2018.11.01 08:30 | close | 3 | 0.14 | 144.570 | 0.000 | 0.000 | -68.56 | 125.21 |
| 7 | 2018.11.09 20:00 | buy | 4 | 0.08 | 148.372 | 0.000 | 0.000 | ||
| 8 | 2018.11.10 00:00 | close | 4 | 0.08 | 148.141 | 0.000 | 0.000 | -16.64 | 108.57 |
| 9 | 2018.11.15 12:00 | buy | 5 | 0.08 | 147.617 | 0.000 | 0.000 | ||
| 10 | 2018.11.15 16:05 | close | 5 | 0.08 | 147.198 | 0.000 | 0.000 | -30.18 | 78.39 |
| 11 | 2018.11.20 07:00 | sell | 6 | 0.06 | 144.677 | 0.000 | 0.000 | ||
| 12 | 2018.11.22 03:00 | close | 6 | 0.06 | 144.604 | 0.000 | 0.000 | 3.94 | 82.33 |
| 13 | 2018.11.22 05:00 | sell | 7 | 0.06 | 144.430 | 0.000 | 0.000 | ||
| 14 | 2018.11.22 09:00 | close | 7 | 0.06 | 144.582 | 0.000 | 0.000 | -8.21 | 74.12 |
| 15 | 2018.11.22 12:00 | sell | 8 | 0.06 | 144.386 | 0.000 | 0.000 | ||
| 16 | 2018.11.22 15:00 | close | 8 | 0.06 | 144.646 | 0.000 | 0.000 | -14.04 | 60.08 |