Strategy Tester Report
hyt_stoc_GBPJPY
FOREX.comGlobalCN-Live 111 (Build 1170)
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2019.02.23 00:00 - 2019.04.08 23:55 (2019.02.23 - 2019.04.09) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | numerator=32; | ||||
| Bars in test | 9941 | Ticks modelled | 3320575 | Modelling quality | 90.00% |
| Mismatched charts errors | 17 | ||||
| Initial deposit | 10000.00 | Spread | 80 | ||
| Total net profit | -686.47 | Gross profit | 354.04 | Gross loss | -1040.51 |
| Profit factor | 0.34 | Expected payoff | -45.76 | ||
| Absolute drawdown | 690.61 | Maximal drawdown | 1138.39 (10.90%) | Relative drawdown | 10.90% (1138.39) |
| Total trades | 15 | Short positions (won %) | 10 (20.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 3 (20.00%) | Loss trades (% of total) | 12 (80.00%) | ||
| Largest | profit trade | 164.96 | loss trade | -307.98 | |
| Average | profit trade | 118.01 | loss trade | -86.71 | |
| Maximum | consecutive wins (profit in money) | 1 (164.96) | consecutive losses (loss in money) | 6 (-687.75) | |
| Maximal | consecutive profit (count of wins) | 164.96 (1) | consecutive loss (count of losses) | -687.75 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.02.23 00:00 | buy | 1 | 0.22 | 144.686 | 0.000 | 0.000 | ||
| 2 | 2019.02.26 06:00 | close | 1 | 0.22 | 145.418 | 0.000 | 0.000 | 144.98 | 10144.98 |
| 3 | 2019.03.01 20:00 | sell | 2 | 0.22 | 147.849 | 0.000 | 0.000 | ||
| 4 | 2019.03.01 22:30 | close | 2 | 0.22 | 148.284 | 0.000 | 0.000 | -86.14 | 10058.84 |
| 5 | 2019.03.06 12:05 | sell | 3 | 0.22 | 146.784 | 0.000 | 0.000 | ||
| 6 | 2019.03.06 18:00 | close | 3 | 0.22 | 147.135 | 0.000 | 0.000 | -69.50 | 9989.34 |
| 7 | 2019.03.12 17:55 | sell | 4 | 0.22 | 146.956 | 0.000 | 0.000 | ||
| 8 | 2019.03.12 22:35 | close | 4 | 0.22 | 146.123 | 0.000 | 0.000 | 164.96 | 10154.30 |
| 9 | 2019.03.16 01:00 | buy | 5 | 0.22 | 148.294 | 0.000 | 0.000 | ||
| 10 | 2019.03.18 16:30 | close | 5 | 0.22 | 147.841 | 0.000 | 0.000 | -89.72 | 10064.58 |
| 11 | 2019.03.19 04:00 | buy | 6 | 0.22 | 147.758 | 0.000 | 0.000 | ||
| 12 | 2019.03.20 16:00 | close | 6 | 0.22 | 147.719 | 0.000 | 0.000 | -7.72 | 10056.86 |
| 13 | 2019.03.20 20:50 | buy | 7 | 0.22 | 146.828 | 0.000 | 0.000 | ||
| 14 | 2019.03.21 19:00 | close | 7 | 0.22 | 145.273 | 0.000 | 0.000 | -307.98 | 9748.88 |
| 15 | 2019.03.22 15:55 | buy | 8 | 0.22 | 145.740 | 0.000 | 0.000 | ||
| 16 | 2019.03.22 16:35 | close | 8 | 0.22 | 145.086 | 0.000 | 0.000 | -129.52 | 9619.36 |
| 17 | 2019.03.26 02:00 | sell | 9 | 0.22 | 144.742 | 0.000 | 0.000 | ||
| 18 | 2019.03.26 03:25 | close | 9 | 0.22 | 145.220 | 0.000 | 0.000 | -94.66 | 9524.70 |
| 19 | 2019.03.27 04:00 | sell | 10 | 0.20 | 145.977 | 0.000 | 0.000 | ||
| 20 | 2019.03.27 21:00 | close | 10 | 0.20 | 146.300 | 0.000 | 0.000 | -58.15 | 9466.55 |
| 21 | 2019.03.28 06:00 | sell | 11 | 0.20 | 145.334 | 0.000 | 0.000 | ||
| 22 | 2019.03.28 17:00 | close | 11 | 0.20 | 145.089 | 0.000 | 0.000 | 44.10 | 9510.65 |
| 23 | 2019.03.30 04:00 | sell | 12 | 0.20 | 144.289 | 0.000 | 0.000 | ||
| 24 | 2019.04.01 05:05 | close | 12 | 0.20 | 144.756 | 0.000 | 0.000 | -84.07 | 9426.58 |
| 25 | 2019.04.02 14:15 | sell | 13 | 0.20 | 145.327 | 0.000 | 0.000 | ||
| 26 | 2019.04.02 17:25 | close | 13 | 0.20 | 145.562 | 0.000 | 0.000 | -42.31 | 9384.27 |
| 27 | 2019.04.02 18:05 | sell | 14 | 0.20 | 145.249 | 0.000 | 0.000 | ||
| 28 | 2019.04.02 19:00 | close | 14 | 0.20 | 145.491 | 0.000 | 0.000 | -43.56 | 9340.71 |
| 29 | 2019.04.02 19:05 | sell | 15 | 0.20 | 145.278 | 0.000 | 0.000 | ||
| 30 | 2019.04.02 22:00 | close | 15 | 0.20 | 145.429 | 0.000 | 0.000 | -27.18 | 9313.53 |