Strategy Tester Report
Alpari-MT5 (Build 1881)
Settings
Expert: Intersection_Optimization_Fr
Symbol: EURJPY
Period: H4 (2015.01.05 - 2018.10.13)
Inputs: startTradeHour=8
startTradeMin=0
useEndTrade=false
stopTradeHour=2
stopTradeMin=0
stopTradeFridayHour=19
stopTradeFridayMin=0
fixedVolume=0.1
volumeProc=1
takeProfitBars=31
minTakeProfit=800
profitTrendChange=false
stopLoss=0
sleepNextBars=21
lifeTimePos=4440
candleFilter=0
useTrail=true
startTrail=100
useAverage=true
pipDD=1000
averageProfitProc=1.0
volumeAvgPos=true
ind1=SAR indicator settings
sarStep=1.13
sarMaximum=1.44
ind2=Intersection indicator settings
Osc=13
BackStep=0
LevDPl=1
LevDPr=1
period=0
ma_method=0
ma_shift=0
applied_price=1
numBuff=0
fast_ema_period=290
slow_ema_period=139
signal_period=10
Kperiod=13
Dperiod=5
slowing=3
price_field=0
b=0.7
ShowBars=170
i_1=Hedging module settings
useHedge=false
dd_For_Hedge=200
coefficient_Hedge=0.8
intervalHedge=5
hedgeDDpercent=10
i_2=Targeted profit settings
useTarget=true
useDateFixingTargetValue=false
dateFixingTargetValue=1514938200
targetProfitPair=5.0
targetProfitDate=1
i_3=Panel settings
showInfoPanel=true
clrBG=5197615
sizeFont=10
clrTxt=16777215
valuePlus=65280
valueMinus=255
i_4=Additional settings
useSoundOpen=true
soundOpen=open_pos_eng.wav
useSoundProfit=true
soundProfit=fixed_profit_eng.wav
useSoundLoss=true
soundLoss=fixed_loss_eng.wav
useSoundHedge=true
soundHedge=hedged_pos_eng.wav
magicW=6004
comm=IS 2.0
slip=20
Broker: Alpari International Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 99%
Bars: 5877 Ticks: 5623309 Symbols: 1
Total Net Profit: 23 514.52 Balance Drawdown Absolute: 1.61 Equity Drawdown Absolute: 105.41
Gross Profit: 28 892.77 Balance Drawdown Maximal: 2 242.35 (6.27%) Equity Drawdown Maximal: 4 787.59 (16.05%)
Gross Loss: -5 378.25 Balance Drawdown Relative: 6.27% (2 242.35) Equity Drawdown Relative: 27.92% (4 639.93)
Profit Factor: 5.37 Expected Payoff: 261.27 Margin Level: 4509.96%
Recovery Factor: 4.91 Sharpe Ratio: 0.59 Z-Score: 0.94 (65.28%)
AHPR: 1.0138 (1.38%) LR Correlation: 0.98 OnTester result: 0
GHPR: 1.0135 (1.35%) LR Standard Error: 1 378.71
Total Trades: 90 Short Trades (won %): 46 (89.13%) Long Trades (won %): 44 (88.64%)
Total Deals: 180 Profit Trades (% of total): 80 (88.89%) Loss Trades (% of total): 10 (11.11%)
Largest profit trade: 2 859.44 Largest loss trade: -2 242.35
Average profit trade: 361.16 Average loss trade: -537.83
Maximum consecutive wins ($): 26 (7 894.11) Maximum consecutive losses ($): 1 (-2 242.35)
Maximal consecutive profit (count): 7 894.11 (26) Maximal consecutive loss (count): -2 242.35 (1)
Average consecutive wins: 8 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.72 Correlation (Profits,MAE): 0.55 Correlation (MFE,MAE): 0.2394
Graph
Minimal position holding time: 3:00:00 Maximal position holding time: 684:00:00 Average position holding time: 78:48:24
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.02.04 16:00:002EURJPYsell0.44 / 0.44134.496132.2632015.02.04 16:00:00filledIS 2.0
2015.02.04 20:00:003EURJPYbuy0.44 / 0.44134.156135.3442015.02.04 20:00:00filledIS 2.0
2015.02.05 12:47:404EURJPYbuy0.44 / 0.44134.3822015.02.05 12:47:40filledsl 134.382
2015.02.06 09:17:405EURJPYsell0.44 / 0.44134.2962015.02.06 09:17:40filledsl 134.296
2015.02.27 12:00:006EURJPYsell0.45 / 0.45133.983133.1832015.02.27 12:00:00filledIS 2.0
2015.02.27 19:12:407EURJPYbuy0.45 / 0.45133.9772015.02.27 19:12:40filled
2015.03.19 12:00:008EURJPYbuy0.47 / 0.47128.857131.5922015.03.19 12:00:00filledIS 2.0
2015.03.20 14:49:409EURJPYsell0.47 / 0.47130.1642015.03.20 14:49:40filled
2015.03.31 16:00:0010EURJPYsell0.49 / 0.49128.833128.0332015.03.31 16:00:00filledIS 2.0
2015.03.31 20:00:0011EURJPYbuy0.49 / 0.49128.684131.4052015.03.31 20:00:00filledIS 2.0
2015.04.06 22:06:4012EURJPYsell0.49 / 0.49130.4902015.04.06 22:06:40filledsl 130.490
2015.04.09 17:01:4013EURJPYbuy0.49 / 0.49128.8332015.04.09 17:01:40filled
2015.04.10 12:00:0014EURJPYbuy0.53 / 0.53127.581131.2892015.04.10 12:00:00filledIS 2.0
2015.04.14 16:02:4015EURJPYsell0.53 / 0.53127.6262015.04.14 16:02:40filled
2015.06.12 16:00:0016EURJPYsell0.51 / 0.51138.839137.9752015.06.12 16:00:00filledIS 2.0
2015.06.15 16:00:0017EURJPYbuy0.51 / 0.51138.521140.9962015.06.15 16:00:00filledIS 2.0
2015.06.15 18:12:4018EURJPYbuy0.51 / 0.51138.8372015.06.15 18:12:40filled
2015.06.16 10:00:2019EURJPYsell0.51 / 0.51139.9032015.06.16 10:00:20filled
2015.06.22 08:00:0020EURJPYsell0.52 / 0.52139.878138.1322015.06.22 08:00:00filledIS 2.0
2015.06.22 12:00:0021EURJPYbuy0.53 / 0.53139.540140.6582015.06.22 12:00:00filledIS 2.0
2015.06.23 05:19:4022EURJPYsell0.53 / 0.53139.6992015.06.23 05:19:40filledsl 139.699
2015.06.23 15:21:4023EURJPYbuy0.52 / 0.52138.5632015.06.23 15:21:40filled
2015.07.30 08:00:0024EURJPYsell0.57 / 0.57136.195135.3952015.07.30 08:00:00filledIS 2.0
2015.07.30 20:00:0025EURJPYbuy0.57 / 0.57135.698137.0982015.07.30 20:00:00filledIS 2.0
2015.07.31 09:08:4026EURJPYbuy0.57 / 0.57135.8732015.07.31 09:08:40filledsl 135.873
2015.07.31 15:30:4027EURJPYsell0.57 / 0.57136.9782015.07.31 15:30:40filled
2015.08.06 12:00:0028EURJPYbuy0.61 / 0.61135.938137.3442015.08.06 12:00:00filledIS 2.0
2015.08.06 20:00:0029EURJPYsell0.61 / 0.61136.121134.9912015.08.06 20:00:00filledIS 2.0
2015.08.07 15:30:2030EURJPYsell0.61 / 0.61136.0942015.08.07 15:30:20filledsl 136.094
2015.08.07 23:04:4031EURJPYbuy0.61 / 0.61136.1202015.08.07 23:04:40filled
2015.08.19 08:00:0032EURJPYsell0.60 / 0.60137.370136.5702015.08.19 08:00:00filledIS 2.0
2015.08.19 16:00:0033EURJPYbuy0.60 / 0.60137.278138.8572015.08.19 16:00:00filledIS 2.0
2015.08.24 02:14:4034EURJPYsell0.60 / 0.60138.1582015.08.24 02:14:40filledsl 138.158
2015.08.24 16:10:4035EURJPYbuy0.60 / 0.60137.0692015.08.24 16:10:40filled
2015.09.15 12:00:0036EURJPYbuy0.62 / 0.62135.125137.0452015.09.15 12:00:00filledIS 2.0
2015.09.16 08:52:4037EURJPYsell0.62 / 0.62135.5802015.09.16 08:52:40filledsl 135.580
2015.09.16 16:00:0038EURJPYsell0.63 / 0.63135.852134.2912015.09.16 16:00:00filledIS 2.0
2015.09.18 22:11:4039EURJPYbuy0.63 / 0.63135.8172015.09.18 22:11:40filled
2015.09.21 16:00:0040EURJPYbuy0.63 / 0.63135.449137.4342015.09.21 16:00:00filledIS 2.0
2015.10.05 12:14:4041EURJPYsell0.63 / 0.63135.4772015.10.05 12:14:40filled
2015.10.16 04:00:0042EURJPYsell0.62 / 0.62135.323134.5232015.10.16 04:00:00filledIS 2.0
2015.10.19 12:37:4043EURJPYbuy0.62 / 0.62135.2142015.10.19 12:37:40filled
2015.11.19 12:00:0044EURJPYbuy0.66 / 0.66131.678132.7442015.11.19 12:00:00filledIS 2.0
2015.12.03 14:45:4045EURJPYsell0.66 / 0.66131.7702015.12.03 14:45:40filled
2015.12.21 20:00:0046EURJPYsell0.65 / 0.65132.168131.0332015.12.21 20:00:00filledIS 2.0
2015.12.23 16:00:0047EURJPYbuy0.65 / 0.65131.784133.7892015.12.23 16:00:00filledIS 2.0
2015.12.28 00:07:4048EURJPYsell0.65 / 0.65131.8042015.12.28 00:07:40filled
2015.12.28 02:34:4049EURJPYbuy0.65 / 0.65131.9732015.12.28 02:34:40filledsl 131.973
2016.01.22 16:00:0050EURJPYbuy0.66 / 0.66127.653128.5572016.01.22 16:00:00filledIS 2.0
2016.01.22 19:00:0051EURJPYsell0.66 / 0.66128.0172016.01.22 19:00:00filled
2016.02.09 00:00:0052EURJPYsell0.65 / 0.65129.648128.7572016.02.09 00:00:00filledIS 2.0
2016.02.09 03:05:4053EURJPYbuy0.65 / 0.65128.7572016.02.09 03:05:40filledtp 128.757
2016.02.09 04:00:0054EURJPYbuy0.67 / 0.67129.151131.9662016.02.09 04:00:00filledIS 2.0
2016.02.09 16:40:4055EURJPYsell0.67 / 0.67129.5392016.02.09 16:40:40filled
2016.03.04 04:00:0056EURJPYbuy0.70 / 0.70124.017125.0042016.03.04 04:00:00filledIS 2.0
2016.03.04 13:20:4057EURJPYsell0.70 / 0.70125.0042016.03.04 13:20:40filledtp 125.004
2016.04.22 08:00:0058EURJPYsell0.70 / 0.70124.274121.7092016.04.22 08:00:00filledIS 2.0
2016.04.28 06:01:4059EURJPYbuy0.70 / 0.70124.0042016.04.28 06:01:40filled
2016.05.16 04:00:0060EURJPYsell0.71 / 0.71123.004122.0152016.05.16 04:00:00filledIS 2.0
2016.05.19 14:25:4061EURJPYbuy0.71 / 0.71122.9942016.05.19 14:25:40filled
2016.05.26 04:00:0062EURJPYbuy0.72 / 0.72122.388124.0402016.05.26 04:00:00filledIS 2.0
2016.05.27 00:00:0063EURJPYsell0.72 / 0.72122.840122.0402016.05.27 00:00:00filledIS 2.0
2016.05.27 10:04:4064EURJPYsell0.72 / 0.72122.6382016.05.27 10:04:40filledsl 122.638
2016.05.27 19:00:0065EURJPYbuy0.72 / 0.72122.3802016.05.27 19:00:00filled
2016.06.07 20:00:0066EURJPYbuy0.73 / 0.73121.923124.1862016.06.07 20:00:00filledIS 2.0
2016.06.24 00:16:2067EURJPYsell0.73 / 0.73121.9662016.06.24 00:16:20filled
2016.07.26 16:00:0068EURJPYbuy0.75 / 0.75114.696118.4592016.07.26 16:00:00filledIS 2.0
2016.07.26 20:00:0069EURJPYsell0.75 / 0.75115.138114.3382016.07.26 20:00:00filledIS 2.0
2016.07.29 01:33:4070EURJPYsell0.75 / 0.75115.9952016.07.29 01:33:40filledsl 115.995
2016.07.29 01:33:4071EURJPYbuy0.75 / 0.75115.0212016.07.29 01:33:40filled
2016.08.09 16:00:0072EURJPYbuy0.79 / 0.79113.143113.9992016.08.09 16:00:00filledIS 2.0
2016.08.11 08:00:0073EURJPYsell0.78 / 0.78113.268112.3182016.08.11 08:00:00filledIS 2.0
2016.08.12 15:47:4074EURJPYsell0.79 / 0.79113.3592016.08.12 15:47:40filledsl 113.359
2016.08.12 19:00:0075EURJPYbuy0.78 / 0.78112.8542016.08.12 19:00:00filled
2016.09.13 08:00:0076EURJPYsell0.80 / 0.80114.534113.7342016.09.13 08:00:00filledIS 2.0
2016.09.16 10:00:0077EURJPYbuy0.80 / 0.80114.4932016.09.16 10:00:00filled
2016.09.21 12:00:0078EURJPYbuy0.81 / 0.81113.537116.0852016.09.21 12:00:00filledIS 2.0
2016.09.23 21:19:4079EURJPYsell0.81 / 0.81113.5462016.09.23 21:19:40filled
2016.09.30 08:00:0080EURJPYsell0.80 / 0.80113.515112.2492016.09.30 08:00:00filledIS 2.0
2016.10.12 16:00:0081EURJPYsell0.82 / 0.82114.5392016.10.12 16:00:00filledIS 2.0_avg
2016.10.19 12:00:0082EURJPYbuy0.82 / 0.82113.7682016.10.19 12:00:00filled
2016.10.19 12:00:0083EURJPYbuy0.80 / 0.80113.7682016.10.19 12:00:00filled
2016.11.03 16:00:0084EURJPYsell0.83 / 0.83114.243113.4432016.11.03 16:00:00filledIS 2.0
2016.11.09 04:23:4085EURJPYbuy0.83 / 0.83113.9142016.11.09 04:23:40filled
2017.01.30 04:00:0086EURJPYbuy0.87 / 0.87122.830123.6302017.01.30 04:00:00filledIS 2.0
2017.01.30 08:00:0087EURJPYsell0.87 / 0.87122.875121.1302017.01.30 08:00:00filledIS 2.0
2017.01.31 10:27:4088EURJPYbuy0.87 / 0.87121.8522017.01.31 10:27:40filledsl 121.852
2017.03.02 00:00:0089EURJPYbuy0.92 / 0.92119.9572017.03.02 00:00:00filledIS 2.0_avg
2017.03.02 04:00:0090EURJPYsell0.92 / 0.92120.092118.2412017.03.02 04:00:00filledIS 2.0
2017.03.08 05:53:4091EURJPYbuy0.92 / 0.92120.0852017.03.08 05:53:40filled
2017.03.09 16:00:0092EURJPYsell0.92 / 0.92121.5472017.03.09 16:00:00filled
2017.03.09 16:00:0093EURJPYsell0.87 / 0.87121.5472017.03.09 16:00:00filled
2017.03.20 08:00:0094EURJPYsell0.92 / 0.92121.220120.4202017.03.20 08:00:00filledIS 2.0
2017.03.20 16:00:0095EURJPYbuy0.92 / 0.92121.166122.6302017.03.20 16:00:00filledIS 2.0
2017.03.21 16:57:4096EURJPYsell0.92 / 0.92121.1842017.03.21 16:57:40filledsl 121.184
2017.03.22 04:05:4097EURJPYbuy0.92 / 0.92120.4202017.03.22 04:05:40filledtp 120.420
2017.04.21 16:00:0098EURJPYbuy0.95 / 0.95116.749117.8182017.04.21 16:00:00filledIS 2.0
2017.04.21 20:51:2099EURJPYsell0.95 / 0.95116.7612017.04.21 20:51:20filled
2017.05.18 20:00:00100EURJPYsell0.92 / 0.92123.459122.5592017.05.18 20:00:00filledIS 2.0
2017.05.30 04:09:40101EURJPYbuy0.92 / 0.92123.3992017.05.30 04:09:40filled
2017.06.16 16:00:00102EURJPYbuy0.91 / 0.91124.132124.9322017.06.16 16:00:00filledIS 2.0
2017.06.16 22:49:40103EURJPYsell0.91 / 0.91124.1342017.06.16 22:49:40filled
2017.07.17 20:00:00104EURJPYsell0.89 / 0.89129.317128.4912017.07.17 20:00:00filledIS 2.0
2017.07.18 00:00:00105EURJPYbuy0.89 / 0.89129.308130.7662017.07.18 00:00:00filledIS 2.0
2017.07.20 11:34:40106EURJPYbuy0.89 / 0.89129.2802017.07.20 11:34:40filledsl 129.280
2017.07.21 02:00:00107EURJPYsell0.89 / 0.89130.0872017.07.21 02:00:00filled
2017.07.26 20:00:00108EURJPYsell0.91 / 0.91130.393128.5772017.07.26 20:00:00filledIS 2.0
2017.07.28 10:08:40109EURJPYbuy0.91 / 0.91130.0132017.07.28 10:08:40filledsl 130.013
2017.08.04 16:00:00110EURJPYsell0.90 / 0.90131.015129.5422017.08.04 16:00:00filledIS 2.0
2017.08.04 19:00:00111EURJPYbuy0.90 / 0.90130.1832017.08.04 19:00:00filled
2017.09.07 16:00:00112EURJPYsell0.92 / 0.92130.925129.3652017.09.07 16:00:00filledIS 2.0
2017.09.07 20:00:00113EURJPYbuy0.92 / 0.92130.085131.3402017.09.07 20:00:00filledIS 2.0
2017.09.11 00:28:40114EURJPYsell0.92 / 0.92130.1182017.09.11 00:28:40filled
2017.09.11 11:32:40115EURJPYbuy0.92 / 0.92130.4412017.09.11 11:32:40filledsl 130.441
2017.10.11 20:00:00116EURJPYsell0.95 / 0.95133.161131.8402017.10.11 20:00:00filledIS 2.0
2017.10.16 09:10:40117EURJPYbuy0.95 / 0.95131.8182017.10.16 09:10:40filled
2017.10.19 12:00:00118EURJPYbuy1.00 / 1.00132.993133.7932017.10.19 12:00:00filledIS 2.0
2017.10.20 19:10:40119EURJPYsell1.00 / 1.00133.5092017.10.20 19:10:40filledsl 133.509
2017.11.16 20:00:00120EURJPYbuy1.02 / 1.02132.889133.8782017.11.16 20:00:00filledIS 2.0
2017.11.24 17:21:20121EURJPYsell1.02 / 1.02132.9052017.11.24 17:21:20filled
2017.11.30 00:00:00122EURJPYbuy1.02 / 1.02132.612133.4122017.11.30 00:00:00filledIS 2.0
2017.11.30 04:00:00123EURJPYsell1.01 / 1.01132.894131.2252017.11.30 04:00:00filledIS 2.0
2017.11.30 17:57:40124EURJPYsell1.02 / 1.02133.4122017.11.30 17:57:40filledtp 133.412
2017.12.06 02:55:40125EURJPYbuy1.01 / 1.01132.8912017.12.06 02:55:40filled
2017.12.13 00:00:00126EURJPYsell1.06 / 1.06133.307132.2592017.12.13 00:00:00filledIS 2.0
2017.12.14 01:16:40127EURJPYbuy1.06 / 1.06133.2852017.12.14 01:16:40filledsl 133.285
2017.12.14 08:00:00128EURJPYbuy1.05 / 1.05133.141133.9412017.12.14 08:00:00filledIS 2.0
2017.12.19 14:52:40129EURJPYsell1.05 / 1.05133.1562017.12.19 14:52:40filled
2018.01.12 16:00:00130EURJPYsell1.02 / 1.02135.298133.0442018.01.12 16:00:00filledIS 2.0
2018.01.12 19:00:00131EURJPYbuy1.02 / 1.02134.9322018.01.12 19:00:00filled
2018.01.22 04:00:00132EURJPYsell1.03 / 1.03135.505134.7052018.01.22 04:00:00filledIS 2.0
2018.01.24 04:00:00133EURJPYbuy1.02 / 1.02135.469136.3082018.01.24 04:00:00filledIS 2.0
2018.01.25 06:11:20134EURJPYbuy1.03 / 1.03135.5032018.01.25 06:11:20filled
2018.01.26 16:20:40135EURJPYsell1.02 / 1.02135.6792018.01.26 16:20:40filledsl 135.679
2018.02.01 00:00:00136EURJPYbuy1.02 / 1.02135.565136.3652018.02.01 00:00:00filledIS 2.0
2018.02.01 04:00:00137EURJPYsell1.02 / 1.02135.827134.1292018.02.01 04:00:00filledIS 2.0
2018.02.01 11:07:40138EURJPYsell1.02 / 1.02136.3652018.02.01 11:07:40filledtp 136.365
2018.02.05 22:06:40139EURJPYbuy1.02 / 1.02135.8092018.02.05 22:06:40filled
2018.03.07 04:00:00140EURJPYbuy1.05 / 1.05131.371132.1712018.03.07 04:00:00filledIS 2.0
2018.03.09 19:00:00141EURJPYsell1.05 / 1.05131.5602018.03.09 19:00:00filled
2018.03.12 08:00:00142EURJPYsell1.07 / 1.07131.372129.3502018.03.12 08:00:00filledIS 2.0
2018.03.15 10:00:00143EURJPYbuy1.07 / 1.07131.2152018.03.15 10:00:00filled
2018.03.20 16:00:00144EURJPYbuy1.08 / 1.08130.587132.4312018.03.20 16:00:00filledIS 2.0
2018.03.22 08:00:00145EURJPYsell1.07 / 1.07130.740129.6052018.03.22 08:00:00filledIS 2.0
2018.03.22 17:37:40146EURJPYbuy1.07 / 1.07129.6052018.03.22 17:37:40filledtp 129.605
2018.03.26 16:20:40147EURJPYsell1.08 / 1.08130.5982018.03.26 16:20:40filled
2018.04.03 08:00:00148EURJPYsell1.12 / 1.12130.400129.6002018.04.03 08:00:00filledIS 2.0
2018.04.30 00:00:00149EURJPYsell1.14 / 1.14132.2302018.04.30 00:00:00filledIS 2.0_avg
2018.05.03 16:00:00150EURJPYbuy1.14 / 1.14130.8952018.05.03 16:00:00filled
2018.05.03 16:00:00151EURJPYbuy1.12 / 1.12130.8952018.05.03 16:00:00filled
2018.05.15 00:00:59152EURJPYbuy1.19 / 1.19130.832131.6322018.05.15 00:00:59filledIS 2.0
2018.05.15 04:00:00153EURJPYsell1.19 / 1.19130.968129.2302018.05.15 04:00:00filledIS 2.0
2018.05.17 02:08:40154EURJPYbuy1.19 / 1.19130.4142018.05.17 02:08:40filledsl 130.414
2018.05.18 03:21:20155EURJPYsell1.19 / 1.19130.8412018.05.18 03:21:20filled
2018.05.22 08:00:00156EURJPYbuy1.23 / 1.23130.626131.4262018.05.22 08:00:00filledIS 2.0
2018.05.22 12:00:00157EURJPYsell1.23 / 1.23131.063129.5292018.05.22 12:00:00filledIS 2.0
2018.05.25 12:00:40158EURJPYbuy1.23 / 1.23128.5152018.05.25 12:00:40filledsl 128.515
2018.06.05 16:00:00159EURJPYbuy1.37 / 1.37127.9492018.06.05 16:00:00filledIS 2.0_avg
2018.06.05 20:00:00160EURJPYsell1.36 / 1.36128.369124.6182018.06.05 20:00:00filledIS 2.0
2018.06.06 16:00:00161EURJPYsell1.37 / 1.37129.5292018.06.06 16:00:00filled
2018.06.06 16:00:00162EURJPYsell1.23 / 1.23129.5292018.06.06 16:00:00filled
2018.06.14 17:25:40163EURJPYbuy1.36 / 1.36128.3552018.06.14 17:25:40filled
2018.06.19 04:00:00164EURJPYbuy1.40 / 1.40128.109130.3442018.06.19 04:00:00filledIS 2.0
2018.06.22 10:00:40165EURJPYsell1.40 / 1.40128.2212018.06.22 10:00:40filled
2018.06.25 16:00:00166EURJPYsell1.40 / 1.40128.092126.6422018.06.25 16:00:00filledIS 2.0
2018.06.27 20:00:00167EURJPYbuy1.41 / 1.41127.814128.8342018.06.27 20:00:00filledIS 2.0
2018.06.28 13:42:20168EURJPYbuy1.40 / 1.40127.8452018.06.28 13:42:20filledsl 127.845
2018.06.29 05:59:40169EURJPYsell1.41 / 1.41128.8342018.06.29 05:59:40filledtp 128.834
2018.07.23 16:00:00170EURJPYsell1.46 / 1.46130.381129.5812018.07.23 16:00:00filledIS 2.0
2018.07.24 00:00:30171EURJPYbuy1.47 / 1.47130.219131.9812018.07.24 00:00:30filledIS 2.0
2018.07.25 03:13:40172EURJPYbuy1.46 / 1.46130.0952018.07.25 03:13:40filledsl 130.095
2018.07.31 07:05:40173EURJPYsell1.47 / 1.47130.2812018.07.31 07:05:40filled
2018.09.07 12:00:00174EURJPYsell1.49 / 1.49128.922128.1222018.09.07 12:00:00filledIS 2.0
2018.09.07 16:00:00175EURJPYbuy1.50 / 1.50128.443129.9772018.09.07 16:00:00filledIS 2.0
2018.09.07 19:00:00176EURJPYsell1.50 / 1.50128.6502018.09.07 19:00:00filled
2018.09.07 19:00:00177EURJPYbuy1.49 / 1.49128.6552018.09.07 19:00:00filled
2018.10.03 12:00:00178EURJPYsell1.53 / 1.53131.775130.7102018.10.03 12:00:00filledIS 2.0
2018.10.03 16:00:00179EURJPYbuy1.53 / 1.53131.289133.1082018.10.03 16:00:00filledIS 2.0
2018.10.04 12:18:40180EURJPYbuy1.53 / 1.53131.4852018.10.04 12:18:40filledsl 131.485
2018.10.12 23:59:59181EURJPYsell1.53 / 1.53129.6652018.10.12 23:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2015.01.05 00:00:001balance0.000.0010 000.0010 000.00
2015.02.04 16:00:002EURJPYsellin0.44134.4962-0.810.000.009 999.19IS 2.0
2015.02.04 20:00:003EURJPYbuyin0.44134.1563-0.800.000.009 998.39IS 2.0
2015.02.05 12:47:404EURJPYbuyout0.44134.3824-0.810.1042.7510 040.43sl 134.382
2015.02.06 09:17:405EURJPYsellout0.44134.2965-0.81-2.5552.5310 089.60sl 134.296
2015.02.27 12:00:006EURJPYsellin0.45133.9836-0.810.000.0010 088.79IS 2.0
2015.02.27 19:12:407EURJPYbuyout0.45133.9777-0.810.002.2510 090.23
2015.03.19 12:00:008EURJPYbuyin0.47128.8578-0.800.000.0010 089.43IS 2.0
2015.03.20 14:49:409EURJPYsellout0.47130.1649-0.81-0.66507.9510 595.91
2015.03.31 16:00:0010EURJPYsellin0.49128.83310-0.840.000.0010 595.07IS 2.0
2015.03.31 20:00:0011EURJPYbuyin0.49128.68411-0.840.000.0010 594.23IS 2.0
2015.04.06 22:06:4012EURJPYsellout0.49130.49012-0.86-4.18741.0811 330.27sl 130.490
2015.04.09 17:01:4013EURJPYbuyout0.49128.83313-0.840.420.0011 329.85
2015.04.10 12:00:0014EURJPYbuyin0.53127.58114-0.900.000.0011 328.95IS 2.0
2015.04.14 16:02:4015EURJPYsellout0.53127.62615-0.90-1.5019.9611 346.51
2015.06.12 16:00:0016EURJPYsellin0.51138.83916-0.920.000.0011 345.59IS 2.0
2015.06.15 16:00:0017EURJPYbuyin0.51138.52117-0.920.000.0011 344.67IS 2.0
2015.06.15 18:12:4018EURJPYbuyout0.51138.83718-0.920.040.8311 344.62
2015.06.16 10:00:2019EURJPYsellout0.51139.90319-0.92-0.70570.1811 913.18
2015.06.22 08:00:0020EURJPYsellin0.52139.87820-0.950.000.0011 912.23IS 2.0
2015.06.22 12:00:0021EURJPYbuyin0.53139.54021-0.960.000.0011 911.27IS 2.0
2015.06.23 05:19:4022EURJPYsellout0.53139.69922-0.96-0.7368.1911 977.77sl 139.699
2015.06.23 15:21:4023EURJPYbuyout0.52138.56323-0.930.04552.3612 529.24
2015.07.30 08:00:0024EURJPYsellin0.57136.19524-1.000.000.0012 528.24IS 2.0
2015.07.30 20:00:0025EURJPYbuyin0.57135.69825-1.000.000.0012 527.24IS 2.0
2015.07.31 09:08:4026EURJPYbuyout0.57135.87326-1.000.04147.8912 674.17sl 135.873
2015.07.31 15:30:4027EURJPYsellout0.57136.97827-1.00-0.78586.6613 259.05
2015.08.06 12:00:0028EURJPYbuyin0.61135.93828-1.060.000.0013 257.99IS 2.0
2015.08.06 20:00:0029EURJPYsellin0.61136.12129-1.070.000.0013 256.92IS 2.0
2015.08.07 15:30:2030EURJPYsellout0.61136.09430-1.07-0.8376.4113 331.43sl 136.094
2015.08.07 23:04:4031EURJPYbuyout0.61136.12031-1.070.040.4913 330.89
2015.08.19 08:00:0032EURJPYsellin0.60137.37032-1.060.000.0013 329.83IS 2.0
2015.08.19 16:00:0033EURJPYbuyin0.60137.27833-1.060.000.0013 328.77IS 2.0
2015.08.24 02:14:4034EURJPYsellout0.60138.15834-1.09-4.14435.6913 759.23sl 138.158
2015.08.24 16:10:4035EURJPYbuyout0.60137.06935-1.110.21151.8413 910.17
2015.09.15 12:00:0036EURJPYbuyin0.62135.12536-1.120.000.0013 909.05IS 2.0
2015.09.16 08:52:4037EURJPYsellout0.62135.58037-1.12-0.88234.6614 141.71sl 135.580
2015.09.16 16:00:0038EURJPYsellin0.63135.85238-1.140.000.0014 140.57IS 2.0
2015.09.18 22:11:4039EURJPYbuyout0.63135.81739-1.140.1918.4014 158.02
2015.09.21 16:00:0040EURJPYbuyin0.63135.44940-1.130.000.0014 156.89IS 2.0
2015.10.05 12:14:4041EURJPYsellout0.63135.47741-1.14-12.4714.6814 157.96
2015.10.16 04:00:0042EURJPYsellin0.62135.32342-1.130.000.0014 156.83IS 2.0
2015.10.19 12:37:4043EURJPYbuyout0.62135.21443-1.130.0556.6214 212.37
2015.11.19 12:00:0044EURJPYbuyin0.66131.67844-1.130.000.0014 211.24IS 2.0
2015.12.03 14:45:4045EURJPYsellout0.66131.77045-1.11-12.7749.1714 246.53
2015.12.21 20:00:0046EURJPYsellin0.65132.16846-1.130.000.0014 245.40IS 2.0
2015.12.23 16:00:0047EURJPYbuyin0.65131.78447-1.130.000.0014 244.27IS 2.0
2015.12.28 00:07:4048EURJPYsellout0.65131.80448-1.14-3.6610.8114 250.28
2015.12.28 02:34:4049EURJPYbuyout0.65131.97349-1.140.30105.3814 354.82sl 131.973
2016.01.22 16:00:0050EURJPYbuyin0.66127.65350-1.140.000.0014 353.68IS 2.0
2016.01.22 19:00:0051EURJPYsellout0.66128.01751-1.140.00202.9214 555.46
2016.02.09 00:00:0052EURJPYsellin0.65129.64852-1.160.000.0014 554.30IS 2.0
2016.02.09 03:05:4053EURJPYbuyout0.65128.75753-1.170.00503.1115 056.24tp 128.757
2016.02.09 04:00:0054EURJPYbuyin0.67129.15154-1.200.000.0015 055.04IS 2.0
2016.02.09 16:40:4055EURJPYsellout0.67129.53955-1.210.00226.3415 280.17
2016.03.04 04:00:0056EURJPYbuyin0.70124.01756-1.230.000.0015 278.94IS 2.0
2016.03.04 13:20:4057EURJPYsellout0.70125.00457-1.230.00607.1315 884.84tp 125.004
2016.04.22 08:00:0058EURJPYsellin0.70124.27458-1.270.000.0015 883.57IS 2.0
2016.04.28 06:01:4059EURJPYbuyout0.70124.00459-1.270.35169.2516 051.90
2016.05.16 04:00:0060EURJPYsellin0.71123.00460-1.280.000.0016 050.62IS 2.0
2016.05.19 14:25:4061EURJPYbuyout0.71122.99461-1.270.296.4616 056.10
2016.05.26 04:00:0062EURJPYbuyin0.72122.38862-1.290.000.0016 054.81IS 2.0
2016.05.27 00:00:0063EURJPYsellin0.72122.84063-1.290.000.0016 053.52IS 2.0
2016.05.27 10:04:4064EURJPYsellout0.72122.63864-1.29-1.12164.0816 215.19sl 122.638
2016.05.27 19:00:0065EURJPYbuyout0.72122.38065-1.280.00301.4916 515.40
2016.06.07 20:00:0066EURJPYbuyin0.73121.92366-1.330.000.0016 514.07IS 2.0
2016.06.24 00:16:2067EURJPYsellout0.73121.96667-1.33-22.3029.4016 519.84
2016.07.26 16:00:0068EURJPYbuyin0.75114.69668-1.320.000.0016 518.52IS 2.0
2016.07.26 20:00:0069EURJPYsellin0.75115.13869-1.320.000.0016 517.20IS 2.0
2016.07.29 01:33:4070EURJPYsellout0.75115.99570-1.33-6.06926.5817 436.39sl 115.995
2016.07.29 01:33:4071EURJPYbuyout0.75115.02171-1.330.3183.4617 518.83
2016.08.09 16:00:0072EURJPYbuyin0.79113.14372-1.400.000.0017 517.43IS 2.0
2016.08.11 08:00:0073EURJPYsellin0.78113.26873-1.390.000.0017 516.04IS 2.0
2016.08.12 15:47:4074EURJPYsellout0.79113.35974-1.42-6.62168.7717 676.77sl 113.359
2016.08.12 19:00:0075EURJPYbuyout0.78112.85475-1.390.07319.6717 995.12
2016.09.13 08:00:0076EURJPYsellin0.80114.53476-1.440.000.0017 993.68IS 2.0
2016.09.16 10:00:0077EURJPYbuyout0.80114.49377-1.440.3532.1818 024.77
2016.09.21 12:00:0078EURJPYbuyin0.81113.53778-1.440.000.0018 023.33IS 2.0
2016.09.23 21:19:4079EURJPYsellout0.81113.54679-1.46-5.497.2218 023.60
2016.09.30 08:00:0080EURJPYsellin0.80113.51580-1.440.000.0018 022.16IS 2.0
2016.10.12 16:00:0081EURJPYsellin0.82114.53981-1.450.000.0018 020.71IS 2.0_avg
2016.10.19 12:00:0082EURJPYbuyout0.82113.76882-1.440.49611.1918 630.95
2016.10.19 12:00:0083EURJPYbuyout0.80113.76883-1.411.19-195.6718 435.06
2016.11.03 16:00:0084EURJPYsellin0.83114.24384-1.470.000.0018 433.59IS 2.0
2016.11.09 04:23:4085EURJPYbuyout0.83113.91485-1.480.28266.0218 698.41
2017.01.30 04:00:0086EURJPYbuyin0.87122.83086-1.490.000.0018 696.92IS 2.0
2017.01.30 08:00:0087EURJPYsellin0.87122.87587-1.490.000.0018 695.43IS 2.0
2017.01.31 10:27:4088EURJPYbuyout0.87121.85288-1.490.07783.3219 477.33sl 121.852
2017.03.02 00:00:0089EURJPYbuyin0.92119.95789-1.550.000.0019 475.78IS 2.0_avg
2017.03.02 04:00:0090EURJPYsellin0.92120.09290-1.550.000.0019 474.23IS 2.0
2017.03.08 05:53:4091EURJPYbuyout0.92120.08591-1.560.285.6719 478.62
2017.03.09 16:00:0092EURJPYsellout0.92121.54792-1.56-9.581 273.8220 741.30
2017.03.09 16:00:0093EURJPYsellout0.87121.54793-1.47-52.22-972.0019 715.61
2017.03.20 08:00:0094EURJPYsellin0.92121.22094-1.580.000.0019 714.03IS 2.0
2017.03.20 16:00:0095EURJPYbuyin0.92121.16695-1.580.000.0019 712.45IS 2.0
2017.03.21 16:57:4096EURJPYsellout0.92121.18496-1.59-1.3914.7719 724.24sl 121.184
2017.03.22 04:05:4097EURJPYbuyout0.92120.42097-1.590.14659.9820 382.77tp 120.420
2017.04.21 16:00:0098EURJPYbuyin0.95116.74998-1.630.000.0020 381.14IS 2.0
2017.04.21 20:51:2099EURJPYsellout0.95116.76199-1.630.0010.4620 389.97
2017.05.18 20:00:00100EURJPYsellin0.92123.459100-1.640.000.0020 388.33IS 2.0
2017.05.30 04:09:40101EURJPYbuyout0.92123.399101-1.640.7149.7520 437.15
2017.06.16 16:00:00102EURJPYbuyin0.91124.132102-1.630.000.0020 435.52IS 2.0
2017.06.16 22:49:40103EURJPYsellout0.91124.134103-1.630.001.6420 435.53
2017.07.17 20:00:00104EURJPYsellin0.89129.317104-1.630.000.0020 433.90IS 2.0
2017.07.18 00:00:00105EURJPYbuyin0.89129.308105-1.630.000.0020 432.27IS 2.0
2017.07.20 11:34:40106EURJPYbuyout0.89129.280106-1.640.3529.3020 460.28sl 129.280
2017.07.21 02:00:00107EURJPYsellout0.89130.087107-1.66-6.75619.6621 071.53
2017.07.26 20:00:00108EURJPYsellin0.91130.393108-1.690.000.0021 069.84IS 2.0
2017.07.28 10:08:40109EURJPYbuyout0.91130.013109-1.700.29311.5921 380.02sl 130.013
2017.08.04 16:00:00110EURJPYsellin0.90131.015110-1.700.000.0021 378.32IS 2.0
2017.08.04 19:00:00111EURJPYbuyout0.90130.183111-1.690.00676.0722 052.70
2017.09.07 16:00:00112EURJPYsellin0.92130.925112-1.770.000.0022 050.93IS 2.0
2017.09.07 20:00:00113EURJPYbuyin0.92130.085113-1.760.000.0022 049.17IS 2.0
2017.09.11 00:28:40114EURJPYsellout0.92130.118114-1.77-2.8928.0622 072.57
2017.09.11 11:32:40115EURJPYbuyout0.92130.441115-1.770.16410.4722 481.43sl 130.441
2017.10.11 20:00:00116EURJPYsellin0.95133.161116-1.800.000.0022 479.63IS 2.0
2017.10.16 09:10:40117EURJPYbuyout0.95131.818117-1.790.391 140.8623 619.09
2017.10.19 12:00:00118EURJPYbuyin1.00132.993118-1.890.000.0023 617.20IS 2.0
2017.10.20 19:10:40119EURJPYsellout1.00133.509119-1.88-1.51455.0024 068.81sl 133.509
2017.11.16 20:00:00120EURJPYbuyin1.02132.889120-1.920.000.0024 066.89IS 2.0
2017.11.24 17:21:20121EURJPYsellout1.02132.905121-1.95-12.4014.6424 067.18
2017.11.30 00:00:00122EURJPYbuyin1.02132.612122-1.930.000.0024 065.25IS 2.0
2017.11.30 04:00:00123EURJPYsellin1.01132.894123-1.920.000.0024 063.33IS 2.0
2017.11.30 17:57:40124EURJPYsellout1.02133.412124-1.950.00729.4024 790.78tp 133.412
2017.12.06 02:55:40125EURJPYbuyout1.01132.891125-1.910.322.6924 791.88
2017.12.13 00:00:00126EURJPYsellin1.06133.307126-1.990.000.0024 789.89IS 2.0
2017.12.14 01:16:40127EURJPYbuyout1.06133.285127-2.010.2520.6924 808.82sl 133.285
2017.12.14 08:00:00128EURJPYbuyin1.05133.141128-1.990.000.0024 806.83IS 2.0
2017.12.19 14:52:40129EURJPYsellout1.05133.156129-1.99-4.7713.9824 814.05
2018.01.12 16:00:00130EURJPYsellin1.02135.298130-1.980.000.0024 812.07IS 2.0
2018.01.12 19:00:00131EURJPYbuyout1.02134.932131-1.980.00335.6225 145.71
2018.01.22 04:00:00132EURJPYsellin1.03135.505132-2.020.000.0025 143.69IS 2.0
2018.01.24 04:00:00133EURJPYbuyin1.02135.469133-2.010.000.0025 141.68IS 2.0
2018.01.25 06:11:20134EURJPYbuyout1.03135.503134-2.050.411.8925 141.93
2018.01.26 16:20:40135EURJPYsellout1.02135.679135-2.03-6.35196.0825 329.63sl 135.679
2018.02.01 00:00:00136EURJPYbuyin1.02135.565136-2.030.000.0025 327.60IS 2.0
2018.02.01 04:00:00137EURJPYsellin1.02135.827137-2.030.000.0025 325.57IS 2.0
2018.02.01 11:07:40138EURJPYsellout1.02136.365138-2.030.00745.0826 068.62tp 136.365
2018.02.05 22:06:40139EURJPYbuyout1.02135.809139-2.030.1616.7626 083.51
2018.03.07 04:00:00140EURJPYbuyin1.05131.371140-2.090.000.0026 081.42IS 2.0
2018.03.09 19:00:00141EURJPYsellout1.05131.560141-2.07-6.73185.9126 258.53
2018.03.12 08:00:00142EURJPYsellin1.07131.372142-2.110.000.0026 256.42IS 2.0
2018.03.15 10:00:00143EURJPYbuyout1.07131.215143-2.120.45158.3626 413.11
2018.03.20 16:00:00144EURJPYbuyin1.08130.587144-2.120.000.0026 410.99IS 2.0
2018.03.22 08:00:00145EURJPYsellin1.07130.740145-2.110.000.0026 408.88IS 2.0
2018.03.22 17:37:40146EURJPYbuyout1.07129.605146-2.110.001 152.7727 559.54tp 129.605
2018.03.26 16:20:40147EURJPYsellout1.08130.598147-2.14-10.4011.2927 558.29
2018.04.03 08:00:00148EURJPYsellin1.12130.400148-2.210.000.0027 556.08IS 2.0
2018.04.30 00:00:00149EURJPYsellin1.14132.230149-2.210.000.0027 553.87IS 2.0_avg
2018.05.03 16:00:00150EURJPYbuyout1.14130.895150-2.190.461 392.9928 945.13
2018.05.03 16:00:00151EURJPYbuyout1.12130.895151-2.152.93-507.4428 438.47
2018.05.15 00:00:59152EURJPYbuyin1.19130.832152-2.270.000.0028 436.20IS 2.0
2018.05.15 04:00:00153EURJPYsellin1.19130.968153-2.270.000.0028 433.93IS 2.0
2018.05.17 02:08:40154EURJPYbuyout1.19130.414154-2.250.39597.5129 029.58sl 130.414
2018.05.18 03:21:20155EURJPYsellout1.19130.841155-2.25-9.169.6629 027.83
2018.05.22 08:00:00156EURJPYbuyin1.23130.626156-2.320.000.0029 025.51IS 2.0
2018.05.22 12:00:00157EURJPYsellin1.23131.063157-2.320.000.0029 023.19IS 2.0
2018.05.25 12:00:40158EURJPYbuyout1.23128.515158-2.310.502 861.2531 882.63sl 128.515
2018.06.05 16:00:00159EURJPYbuyin1.37127.949159-2.560.000.0031 880.07IS 2.0_avg
2018.06.05 20:00:00160EURJPYsellin1.36128.369160-2.550.000.0031 877.52IS 2.0
2018.06.06 16:00:00161EURJPYsellout1.37129.529161-2.58-2.121 966.1733 838.99
2018.06.06 16:00:00162EURJPYsellout1.23129.529162-2.32-28.63-1 225.6232 582.42
2018.06.14 17:25:40163EURJPYbuyout1.36128.355163-2.531.2117.2532 598.35
2018.06.19 04:00:00164EURJPYbuyin1.40128.109164-2.610.000.0032 595.74IS 2.0
2018.06.22 10:00:40165EURJPYsellout1.40128.221165-2.61-10.79142.7232 725.06
2018.06.25 16:00:00166EURJPYsellin1.40128.092166-2.620.000.0032 722.44IS 2.0
2018.06.27 20:00:00167EURJPYbuyin1.41127.814167-2.610.000.0032 719.83IS 2.0
2018.06.28 13:42:20168EURJPYbuyout1.40127.845168-2.600.56313.7033 031.49sl 127.845
2018.06.29 05:59:40169EURJPYsellout1.41128.834169-2.63-8.691 299.8734 320.04tp 128.834
2018.07.23 16:00:00170EURJPYsellin1.46130.381170-2.740.000.0034 317.30IS 2.0
2018.07.24 00:00:30171EURJPYbuyin1.47130.219171-2.750.000.0034 314.55IS 2.0
2018.07.25 03:13:40172EURJPYbuyout1.46130.095172-2.730.24375.2434 687.30sl 130.095
2018.07.31 07:05:40173EURJPYsellout1.47130.281173-2.75-15.7682.0934 750.88
2018.09.07 12:00:00174EURJPYsellin1.49128.922174-2.780.000.0034 748.10IS 2.0
2018.09.07 16:00:00175EURJPYbuyin1.50128.443175-2.780.000.0034 745.32IS 2.0
2018.09.07 19:00:00176EURJPYsellout1.50128.650176-2.780.00279.2635 021.80
2018.09.07 19:00:00177EURJPYbuyout1.49128.655177-2.760.00357.8135 376.85
2018.10.03 12:00:00178EURJPYsellin1.53131.775178-2.830.000.0035 374.02IS 2.0
2018.10.03 16:00:00179EURJPYbuyin1.53131.289179-2.820.000.0035 371.20IS 2.0
2018.10.04 12:18:40180EURJPYbuyout1.53131.485180-2.820.36388.1335 756.87sl 131.485
2018.10.12 23:59:59181EURJPYsellout1.53129.665181-2.83-25.25-2 214.2733 514.52end of test
-294.32 -287.44 24 096.28 33 514.52