Strategy Tester Report
SFE-NightScalper-R300
ICMarkets-Live02 (Build 1090)

SímboloNZDUSD (New Zealand Dollar vs US Dollar)
Período5 minutos (M5) 2015.01.02 09:00 - 2018.12.07 23:59 (2015.01.01 - 2018.12.10)
ModeloSólo precios de apertura (sólo para Asesores Expertos con el control explícito de la apertura de las barras)
Parámetrosnew_filter1=1; g_value2=60; param_size="-------- ORDER SIZE PARAMETERS --------"; p11="-> Order size in lots. Used if the parameter 'BALANCE_FOR_EVERY_001_Lots' is zero."; Fixed_Order_Size=0.1; p12="-> If you set here a value > 0, for example 1000, the size of the trade will be 0.01 lots for every 1000 of balance."; Balance_For_Every_001_Lots=0; p13=" -> Define the percentage of your account balance to assign (value between 0-200.0)."; Autolot_Balance_Percentage=100; param_trading1="-------- LIVE TRADE PARAMETERS 1 --------"; p21=" -> The list of pairs to trade. You must use the semicolon character (;) to separate the pairs selected."; Pairs_List="AUDCAD;AUDNZD;CHFJPY;EURAUD;EURCAD;EURCHF;EURNZD;GBPAUD;GBPCAD;GBPCHF;GBPUSD;NZDCAD;NZDJPY;NZDUSD;SGDJPY;USDCAD;USDSGD"; p22=" -> Define the range between start and end hour to open new trades."; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="22;18;21;22;23;20;19;22;23;21;22;0;23;0;0;23;23"; End_Trade_Hour_List="2;20;1;1;2;2;1;2;2;2;2;2;0;0;0;2;1"; param_trading2="-------- LIVE TRADE PARAMETERS 2 --------"; p31="You can enter more than one value (up to 9), separated by semicolon (;), for launch different combinations"; Live_channel_period="50"; Live_channel_size="1.0"; Live_tp_multiplier="1.0"; Live_sl_multiplier="1.0"; param_trade="-------- SPREAD CONTROL --------"; p41="The expert won't open market orders above this spread. Put this value in pips."; Max_Spread_pt=2; param_hours="-------- TEST PARAMETERS --------"; p51="At this hour (included) begins/ends the period for open new orders (value between 0 and 23)."; Test_Start_Trade_Hour=0; Test_End_Trade_Hour=0; p52="Period used to calculate the Signal Channel. Values between 20 and 200 recommended."; Test_Channel_Period=50; p53="Relative size of the Signal Channel. Values between 0.5 and 1.5 recommended."; Test_Channel_Size=1; p54="Multiplier applied to the SL/TP distance. Values between 0.5 and 2.0 recommended."; Test_tp_multiplier=1; Test_sl_multiplier=1; param_other="--------- OTHER PARAMETERS --------"; p61=" -> Define the value of the order comment. Special key words: #period #magic"; Order_Comment="default"; p62="Enter 1 to store a file tracking the opening conditions of the trades (in live trading)."; p63="The file is placed in the 'Files/SFE_Track_Orders directory'"; Track_Orders=0;
Barras en el historial290793Ticks modelados580525Calidad del modeladon/a
Errores de desalineación de gráficos0
Depósito inicial10000.00Spread15
Beneficio neto total437.40Beneficio bruto834.79Pérdida bruta-397.39
Factor de beneficio2.10Beneficio esperado4.51
Drawdown absoluto114.24Drawdown máximo173.79 (1.73%)Drawdown relativo1.73% (173.79)
Total de transacciones97Posiciones cortas (% ganadoras)23 (86.96%)Posiciones largas (% ganadoras)74 (78.38%)
Transacciones rentables (% del total)78 (80.41%)Transacciones no rentables (% del total)19 (19.59%)
Mayortransacción rentable19.67transacción no rentable-75.73
Mediatransacción rentable10.70transacción no rentable-20.92
Número máximoganancias consecutivas (beneficio en dinero)46 (450.32)pérdidas consecutivas (pérdidas en dinero)4 (-134.33)
Máx.beneficio consecutivo (número de ganancias)450.32 (46)pérdidas consecutivas (número de pérdidas)-134.33 (4)
Promedioganancias consecutivas8pérdidas consecutivas2
Graph
#TiempoTipoOrdenVolumenPrecioS / LT / PBeneficiosBalance
12015.01.05 00:10buy10.100.767450.000000.00000
22015.01.05 00:10modify10.100.767450.756980.76928
32015.01.05 02:50close10.100.768360.756980.769288.6710008.67
42015.01.12 00:30sell20.100.785750.000000.00000
52015.01.12 00:30modify20.100.785750.796230.78394
62015.01.12 02:05t/p20.100.783940.796230.7839417.6710026.34
72015.01.16 00:10buy30.100.780380.000000.00000
82015.01.16 00:10modify30.100.780380.769880.78220
92015.01.16 01:25t/p30.100.782200.769880.7822017.7710044.11
102015.01.26 00:05buy40.100.742970.000000.00000
112015.01.26 00:05modify40.100.742970.732280.74490
122015.01.26 03:15close40.100.743730.732280.744907.1710051.28
132015.04.30 00:10buy50.100.761110.000000.00000
142015.04.30 00:10modify50.100.761110.750290.76305
152015.04.30 03:15close50.100.761710.750290.763055.5710056.85
162015.05.11 00:10buy60.100.745900.000000.00000
172015.05.11 00:10modify60.100.745900.734950.74789
182015.05.11 06:00close60.100.738660.734950.74789-72.839984.02
192015.05.18 00:10buy70.100.745250.000000.00000
202015.05.18 00:10modify70.100.745250.734220.74727
212015.05.18 09:10close70.050.744000.734220.74727-6.469977.56
222015.05.18 09:10buy80.050.745250.734220.74727
232015.05.18 20:50close80.050.737400.734220.74727-39.479938.09
242015.05.22 00:15sell90.100.734670.000000.00000
252015.05.22 00:15modify90.100.734670.745590.73267
262015.05.22 10:15close90.050.737740.745590.73267-15.569922.52
272015.05.22 10:15sell100.050.734670.745590.73267
282015.05.22 15:35t/p100.050.732670.745590.732679.799932.31
292015.06.26 00:55buy110.100.687540.000000.00000
302015.06.26 00:55modify110.100.687540.677510.68936
312015.06.26 01:50t/p110.100.689360.677510.6893617.779950.08
322015.06.29 00:45buy120.100.681250.000000.00000
332015.06.29 00:45modify120.100.681250.671340.68305
342015.06.29 01:30t/p120.100.683050.671340.6830517.579967.65
352015.07.06 00:15buy130.100.665650.000000.00000
362015.07.06 00:15modify130.100.665650.655920.66742
372015.07.06 01:20t/p130.100.667420.655920.6674217.279984.92
382015.08.04 00:10buy140.100.655250.000000.00000
392015.08.04 00:10modify140.100.655250.645490.65704
402015.08.04 02:35close140.100.656330.645490.6570410.379995.29
412015.08.24 00:15buy150.100.666810.000000.00000
422015.08.24 00:15modify150.100.666810.657090.66857
432015.08.24 05:45close150.100.659280.657090.66857-75.739919.56
442015.08.25 00:40buy160.100.644810.000000.00000
452015.08.25 00:40modify160.100.644810.634500.64677
462015.08.25 03:05close160.100.645810.634500.646779.579929.13
472015.08.26 00:00buy170.100.646720.000000.00000
482015.08.26 00:00modify170.100.646720.636210.64873
492015.08.26 00:50t/p170.100.648730.636210.6487319.679948.80
502015.08.27 00:55sell180.100.644950.000000.00000
512015.08.27 00:55modify180.100.644950.655480.64293
522015.08.27 07:05close180.100.644920.655480.64293-0.139948.67
532015.09.24 00:00sell190.100.627600.000000.00000
542015.09.24 00:00modify190.100.627600.637290.62579
552015.09.24 12:40close190.050.627940.637290.62579-1.929946.76
562015.09.24 12:40sell200.050.627600.637290.62579
572015.09.24 13:45close200.050.627400.637290.625790.799947.54
582015.10.05 00:00sell210.100.645730.000000.00000
592015.10.05 00:00modify210.100.645730.655290.64398
602015.10.05 02:10t/p210.100.643980.655290.6439817.079964.61
612015.10.22 00:00buy220.100.670390.000000.00000
622015.10.22 00:00modify220.100.670390.660580.67217
632015.10.22 02:25close220.100.671510.660580.6721710.779975.38
642015.11.02 00:10buy230.100.674850.000000.00000
652015.11.02 00:10modify230.100.674850.664890.67667
662015.11.02 00:45t/p230.100.676670.664890.6766717.779993.15
672015.12.09 00:15sell240.100.665340.000000.00000
682015.12.09 00:15modify240.100.665340.673800.66392
692015.12.09 01:50t/p240.100.663920.673800.6639213.7710006.92
702016.01.04 00:05buy250.100.682950.000000.00000
712016.01.04 00:05modify250.100.682950.673760.68455
722016.01.04 03:20close250.100.676090.673760.68455-69.039937.89
732016.01.11 00:05buy260.100.651940.000000.00000
742016.01.11 00:05modify260.100.651940.642780.65357
752016.01.11 02:10t/p260.100.653570.642780.6535715.879953.76
762016.01.14 00:10buy270.100.650750.000000.00000
772016.01.14 00:10modify270.100.650750.641870.65231
782016.01.14 08:40close270.050.649500.641870.65231-6.469947.30
792016.01.14 08:40buy280.050.650750.641870.65231
802016.01.14 12:20close280.050.645120.641870.65231-28.369918.93
812016.02.12 00:00sell290.100.671500.000000.00000
822016.02.12 00:00modify290.100.671500.682060.66951
832016.02.12 02:25close290.100.670380.682060.6695110.779929.70
842016.02.24 00:00buy300.100.663990.000000.00000
852016.02.24 00:00modify300.100.663990.653880.66587
862016.02.24 08:20close300.050.662560.653880.66587-7.379922.34
872016.02.24 08:20buy310.050.663990.653880.66587
882016.02.24 20:15close310.050.663630.653880.66587-2.029920.32
892016.02.29 00:05buy320.100.658880.000000.00000
902016.02.29 00:05modify320.100.658880.648900.66073
912016.02.29 06:35close320.100.658890.648900.66073-0.339919.99
922016.04.18 00:10buy330.100.688920.000000.00000
932016.04.18 00:10modify330.100.688920.679510.69057
942016.04.18 01:50t/p330.100.690570.679510.6905716.079936.06
952016.05.09 00:15buy340.100.682230.000000.00000
962016.05.09 00:15modify340.100.682230.672550.68396
972016.05.09 01:45t/p340.100.683960.672550.6839616.879952.93
982016.05.12 00:00buy350.100.681730.000000.00000
992016.05.12 00:00modify350.100.681730.671920.68350
1002016.05.12 03:40close350.100.682510.671920.683507.379960.30
1012016.06.10 00:00buy360.100.710270.000000.00000
1022016.06.10 00:00modify360.100.710270.701110.71182
1032016.06.10 02:10t/p360.100.711820.701110.7118215.079975.37
1042016.06.15 00:40buy370.100.697920.000000.00000
1052016.06.15 00:40modify370.100.697920.688780.69948
1062016.06.15 05:00close370.100.698100.688780.699481.379976.74
1072016.06.27 00:00buy380.100.706850.000000.00000
1082016.06.27 00:00modify380.100.706850.696750.70867
1092016.06.27 01:15t/p380.100.708670.696750.7086717.779994.51
1102016.07.19 00:20buy390.100.707400.000000.00000
1112016.07.19 00:20modify390.100.707400.696500.70943
1122016.07.19 14:00close390.050.703530.696500.70943-19.579974.95
1132016.07.19 14:00buy400.050.707400.696500.70943
1142016.07.21 00:00close400.050.698700.696500.70943-43.999930.95
1152016.08.01 00:15buy410.100.719930.000000.00000
1162016.08.01 00:15modify410.100.719930.709920.72170
1172016.08.01 04:10close410.100.720330.709920.721703.579934.52
1182016.08.22 00:05buy420.100.724460.000000.00000
1192016.08.22 00:05modify420.100.724460.714680.72616
1202016.08.22 02:05t/p420.100.726160.714680.7261616.579951.09
1212016.10.05 00:50buy430.100.718870.000000.00000
1222016.10.05 00:50modify430.100.718870.709580.72045
1232016.10.05 04:25close430.100.719290.709580.720453.779954.86
1242016.10.10 00:05sell440.100.717750.000000.00000
1252016.10.10 00:05modify440.100.717750.727000.71619
1262016.10.10 00:50t/p440.100.716190.727000.7161915.179970.03
1272016.10.13 00:50buy450.100.704540.000000.00000
1282016.10.13 00:50modify450.100.704540.695460.70608
1292016.10.13 04:55close450.100.704980.695460.706083.979974.00
1302016.11.15 00:05sell460.100.711610.000000.00000
1312016.11.15 00:05modify460.100.711610.720910.71003
1322016.11.15 04:15close460.100.711400.720910.710031.679975.67
1332016.11.21 00:05buy470.100.699220.000000.00000
1342016.11.21 00:05modify470.100.699220.689770.70086
1352016.11.21 00:50t/p470.100.700860.689770.7008615.979991.64
1362017.01.03 00:05buy480.100.691900.000000.00000
1372017.01.03 00:05modify480.100.691900.683230.69334
1382017.01.03 02:10t/p480.100.693340.683230.6933413.9710005.61
1392017.01.13 00:05buy490.100.709470.000000.00000
1402017.01.13 00:05modify490.100.709470.700460.71098
1412017.01.13 01:50t/p490.100.710980.700460.7109814.6710020.28
1422017.01.24 00:20sell500.100.725110.000000.00000
1432017.01.24 00:20modify500.100.725110.734410.72354
1442017.01.24 01:55t/p500.100.723540.734410.7235415.2710035.55
1452017.02.17 00:05buy510.100.721150.000000.00000
1462017.02.17 00:05modify510.100.721150.711930.72270
1472017.02.17 03:20close510.100.721910.711930.722707.1710042.72
1482017.03.13 00:05sell520.100.693690.000000.00000
1492017.03.13 00:05modify520.100.693690.701760.69242
1502017.03.13 02:20t/p520.100.692420.701760.6924212.2710054.99
1512017.04.24 00:05sell530.100.704120.000000.00000
1522017.04.24 00:05modify530.100.704120.711220.70313
1532017.04.24 01:15t/p530.100.703130.711220.703139.4710064.46
1542017.05.08 00:10buy540.100.690450.000000.00000
1552017.05.08 00:10modify540.100.690450.683180.69151
1562017.05.08 04:25close540.100.690920.683180.691514.2710068.73
1572017.05.29 00:25buy550.100.705580.000000.00000
1582017.05.29 00:25modify550.100.705580.697590.70681
1592017.05.29 05:45close550.100.705780.697590.706811.5710070.30
1602017.06.09 00:25buy560.100.719460.000000.00000
1612017.06.09 00:25modify560.100.719460.711730.72060
1622017.06.09 03:10close560.100.720270.711730.720607.6710077.97
1632017.06.22 00:00buy570.100.719980.000000.00000
1642017.06.22 00:00modify570.100.719980.712320.72110
1652017.06.22 00:05t/p570.100.721100.712320.7211010.7710088.74
1662017.07.31 00:10buy580.100.750080.000000.00000
1672017.07.31 00:10modify580.100.750080.741780.75134
1682017.07.31 02:00t/p580.100.751340.741780.7513412.1710100.91
1692017.08.11 00:30buy590.100.727070.000000.00000
1702017.08.11 00:30modify590.100.727070.718750.72836
1712017.08.11 03:10close590.100.727810.718750.728366.9710107.88
1722017.08.29 00:50buy600.100.723490.000000.00000
1732017.08.29 00:50modify600.100.723490.715590.72467
1742017.08.29 02:50t/p600.100.724670.715590.7246711.3710119.25
1752017.09.25 00:10buy610.100.730020.000000.00000
1762017.09.25 00:10modify610.100.730020.720970.73151
1772017.09.25 00:35t/p610.100.731510.720970.7315114.4710133.72
1782017.10.09 00:10buy620.100.706240.000000.00000
1792017.10.09 00:10modify620.100.706240.697250.70775
1802017.10.09 02:55close620.100.707010.697250.707757.2710140.99
1812017.10.16 00:05buy630.100.716960.000000.00000
1822017.10.16 00:05modify630.100.716960.708270.71837
1832017.10.16 02:55close630.100.717790.708270.718377.8710148.86
1842017.10.20 00:05sell640.100.703480.000000.00000
1852017.10.20 00:05modify640.100.703480.711900.70213
1862017.10.20 03:05close640.100.702760.711900.702136.7710155.63
1872017.10.26 00:10sell650.100.689170.000000.00000
1882017.10.26 00:10modify650.100.689170.697390.68785
1892017.10.26 02:35close650.100.688270.697390.687858.5710164.20
1902017.11.10 00:50buy660.100.693500.000000.00000
1912017.11.10 00:50modify660.100.693500.685200.69484
1922017.11.10 02:10t/p660.100.694840.685200.6948412.9710177.17
1932017.12.01 00:55buy670.100.681970.000000.00000
1942017.12.01 00:55modify670.100.681970.674260.68316
1952017.12.01 01:45t/p670.100.683160.674260.6831611.4710188.64
1962017.12.04 00:05buy680.100.686090.000000.00000
1972017.12.04 00:05modify680.100.686090.678310.68729
1982017.12.04 03:20close680.100.686680.678310.687295.4710194.11
1992018.01.02 00:15sell690.100.710330.000000.00000
2002018.01.02 00:15modify690.100.710330.717730.70927
2012018.01.02 01:05t/p690.100.709270.717730.7092710.1710204.28
2022018.01.08 00:05buy700.100.716040.000000.00000
2032018.01.08 00:05modify700.100.716040.708730.71707
2042018.01.08 01:45t/p700.100.717070.708730.717079.8710214.15
2052018.01.10 00:25buy710.100.715530.000000.00000
2062018.01.10 00:25modify710.100.715530.708170.71657
2072018.01.10 04:00close710.100.716340.708170.716577.6710221.82
2082018.01.12 00:35sell720.100.726770.000000.00000
2092018.01.12 00:35modify720.100.726770.734310.72569
2102018.01.12 03:20t/p720.100.725690.734310.7256910.3710232.19
2112018.01.15 00:00buy730.100.723610.000000.00000
2122018.01.15 00:00modify730.100.723610.716070.72469
2132018.01.15 01:05t/p730.100.724690.716070.7246910.3710242.56
2142018.01.18 00:05buy740.100.726900.000000.00000
2152018.01.18 00:05modify740.100.726900.719210.72802
2162018.01.18 02:15t/p740.100.728020.719210.7280210.7710253.33
2172018.01.29 00:05buy750.100.734150.000000.00000
2182018.01.29 00:05modify750.100.734150.725450.73554
2192018.01.29 01:35t/p750.100.735540.725450.7355413.4710266.80
2202018.02.05 00:05buy760.100.729010.000000.00000
2212018.02.05 00:05modify760.100.729010.719770.73056
2222018.02.05 03:00close760.100.730280.719770.7305612.2710279.07
2232018.02.13 00:00sell770.100.726260.000000.00000
2242018.02.13 00:00modify770.100.726260.736000.72457
2252018.02.13 02:40close770.100.725420.736000.724577.9710287.04
2262018.03.20 00:40buy780.100.723430.000000.00000
2272018.03.20 00:40modify780.100.723430.715330.72467
2282018.03.20 03:05close780.100.724280.715330.724678.0710295.11
2292018.03.21 00:50buy790.100.717500.000000.00000
2302018.03.21 00:50modify790.100.717500.709460.71873
2312018.03.21 03:25close790.100.718350.709460.718738.0710303.18
2322018.03.23 00:05buy800.100.720440.000000.00000
2332018.03.23 00:05modify800.100.720440.712370.72167
2342018.03.23 01:40t/p800.100.721670.712370.7216711.8710315.05
2352018.03.26 00:05buy810.100.723180.000000.00000
2362018.03.26 00:05modify810.100.723180.715110.72441
2372018.03.26 01:20t/p810.100.724410.715110.7244111.8710326.92
2382018.05.14 00:20buy820.100.695670.000000.00000
2392018.05.14 00:20modify820.100.695670.688210.69677
2402018.05.14 02:45t/p820.100.696770.688210.6967710.5710337.49
2412018.06.11 00:05buy830.100.701950.000000.00000
2422018.06.11 00:05modify830.100.701950.694320.70309
2432018.06.11 00:35t/p830.100.703090.694320.7030910.9710348.46
2442018.06.15 00:20buy840.100.696010.000000.00000
2452018.06.15 00:20modify840.100.696010.688440.69714
2462018.06.15 01:35t/p840.100.697140.688440.6971410.8710359.33
2472018.06.22 00:05buy850.100.685520.000000.00000
2482018.06.22 00:05modify850.100.685520.678020.68665
2492018.06.22 00:50t/p850.100.686650.678020.6866510.8710370.20
2502018.07.02 00:05sell860.100.678800.000000.00000
2512018.07.02 00:05modify860.100.678800.686330.67765
2522018.07.02 01:05t/p860.100.677650.686330.6776511.0710381.27
2532018.07.11 00:45buy870.100.682040.000000.00000
2542018.07.11 00:45modify870.100.682040.674420.68320
2552018.07.11 10:05close870.050.681670.674420.68320-2.0610379.21
2562018.07.11 10:05buy880.050.682040.674420.68320
2572018.07.11 10:35close880.050.682040.674420.68320-0.2110378.99
2582018.07.23 00:05buy890.100.679350.000000.00000
2592018.07.23 00:05modify890.100.679350.671770.68051
2602018.07.23 01:05t/p890.100.680510.671770.6805111.1710390.16
2612018.08.31 00:00sell900.100.665350.000000.00000
2622018.08.31 00:00modify900.100.665350.672510.66429
2632018.08.31 03:05close900.100.664480.672510.664298.2710398.43
2642018.10.02 00:50buy910.100.660030.000000.00000
2652018.10.02 00:50modify910.100.660030.653080.66104
2662018.10.02 03:45close910.100.660800.653080.661047.2710405.70
2672018.10.04 00:05buy920.100.651090.000000.00000
2682018.10.04 00:05modify920.100.651090.644240.65208
2692018.10.04 10:20close920.050.650090.644240.65208-5.2110400.49
2702018.10.04 10:20buy930.050.651090.644240.65208
2712018.10.04 17:25close930.050.651000.644240.65208-0.6710399.82
2722018.10.11 00:00buy940.100.644720.000000.00000
2732018.10.11 00:00modify940.100.644720.637970.64570
2742018.10.11 00:35t/p940.100.645700.637970.645709.3710409.19
2752018.10.22 00:10sell950.100.660800.000000.00000
2762018.10.22 00:10modify950.100.660800.667610.65983
2772018.10.22 02:05t/p950.100.659830.667610.659839.2710418.46
2782018.11.13 00:00buy960.100.671030.000000.00000
2792018.11.13 00:00modify960.100.671030.663620.67215
2802018.11.13 02:40close960.100.671830.663620.672157.5710426.03
2812018.12.03 00:05sell970.100.691720.000000.00000
2822018.12.03 00:05modify970.100.691720.699450.69054
2832018.12.03 00:30t/p970.100.690540.699450.6905411.3710437.40