Strategy Tester Report
SFE-KISS-R210
ICMarkets-Live02 (Build 1170)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2008.01.02 09:00 - 2019.02.01 23:59 (2008.01.01 - 2019.02.03)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parametersparam_broker="-------- BROKER PARAMETERS --------"; p111="Enter the GMT offset of your broker in the winter period (not DST)."; Broker_Server_GMT_Winter=2; p121="Enter 'yes' if your broker changes the GMT offset, in the DST period."; Broker_Adapt_GMT_On_DST_Period=1; param_pairs="-------- LIST OF PAIRS -------- (Applies only in live trading. In the backtest, the expert uses the selected pair)"; p11=" -> The list of pairs to trade. You must use the semicolon character (;) to separate the pairs selected."; Pairs_List="EURUSD;EURAUD;GBPUSD;USDCHF;EURJPY"; param_size="-------- ORDER SIZE PARAMETERS --------"; p21="-> Order size in lots. Used if the parameter 'BALANCE_FOR_EVERY_001_Lots' is zero."; Fixed_Order_Size=0.1; p22="-> 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; p23=" -> Define the percentage of your account balance to assign (value between 0-200.0)."; Autolot_Balance_Percentage=100; param_other="--------- OTHER PARAMETERS --------"; p31=" -> set 'yes' ONLY if your account is FIFO compliant (only opens 1 order/pair at the same time)."; Apply_FIFO_Compliant=1; p32=" -> Define the value of the order comment. Special key words: #period #magic"; Order_Comment="default";
Bars in test821670Ticks modelled1641572Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit2560.16Gross profit3294.65Gross loss-734.49
Profit factor4.49Expected payoff36.06
Absolute drawdown15.43Maximal drawdown374.43 (3.51%)Relative drawdown3.51% (374.43)
Total trades71Short positions (won %)39 (64.10%)Long positions (won %)32 (46.88%)
Profit trades (% of total)40 (56.34%)Loss trades (% of total)31 (43.66%)
Largestprofit trade339.88loss trade-97.63
Averageprofit trade82.37loss trade-23.69
Maximumconsecutive wins (profit in money)9 (530.46)consecutive losses (loss in money)7 (-228.57)
Maximalconsecutive profit (count of wins)734.14 (5)consecutive loss (count of losses)-228.57 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.08.13 11:50sell10.101.882500.000000.00000
22008.08.13 11:50modify10.101.882501.893001.85264
32008.08.13 12:50modify10.101.882501.882301.85264
42008.08.15 10:25close10.101.853301.882301.85264293.2210293.22
52008.09.29 09:30sell20.101.808000.000000.00000
62008.09.29 09:30modify20.101.808001.816901.78274
72008.09.29 13:30modify20.101.808001.807801.78274
82008.09.29 16:05s/l20.101.807801.807801.782741.5710294.79
92008.10.24 10:30sell30.101.566200.000000.00000
102008.10.24 10:30modify30.101.566201.584101.51502
112008.10.24 11:25modify30.101.566201.566001.51502
122008.10.24 14:10s/l30.101.566001.566001.515021.5710296.36
132008.11.19 17:00sell40.101.511500.000000.00000
142008.11.19 17:00modify40.101.511501.519651.48842
152008.11.19 18:30modify40.101.511501.511301.48842
162008.11.20 09:05t/p40.101.488421.511301.48842231.6110527.97
172008.12.01 09:30sell50.101.518600.000000.00000
182008.12.01 09:30modify50.101.518601.525911.49794
192008.12.01 13:00modify50.101.518601.518401.49794
202008.12.01 13:35t/p50.101.497941.518401.49794206.1710734.14
212008.12.04 10:15sell60.101.452300.000000.00000
222008.12.04 10:15modify60.101.452301.462021.42468
232008.12.04 12:45modify60.101.452301.462021.44980
242008.12.04 13:05s/l60.101.462021.462021.44980-97.6310636.51
252008.12.08 09:15buy70.101.499700.000000.00000
262008.12.08 09:15modify70.101.499701.486651.53652
272008.12.08 10:30modify70.101.499701.499901.53652
282008.12.08 10:40s/l70.101.499901.499901.536521.5710638.08
292008.12.31 17:05buy80.101.450600.000000.00000
302008.12.31 17:05modify80.101.450601.438261.48538
312008.12.31 17:35modify80.101.450601.450801.48538
322009.01.02 11:55s/l80.101.450801.450801.48538-1.0910637.00
332009.03.18 20:00buy90.101.421970.000000.00000
342009.03.18 20:00modify90.101.421971.409821.45620
352009.03.19 11:30modify90.101.421971.422171.45620
362009.03.19 16:00t/p90.101.456201.422171.45620339.8810976.87
372009.04.15 11:00buy100.101.494190.000000.00000
382009.04.15 11:00modify100.101.494191.488201.51069
392009.04.15 22:00modify100.101.494191.494391.51069
402009.04.16 09:10s/l100.101.494391.494391.51069-0.4210976.45
412009.05.26 09:00sell110.101.584900.000000.00000
422009.05.26 09:00modify110.101.584901.589351.57246
432009.05.26 14:00modify110.101.584901.589351.57750
442009.05.26 15:30modify110.101.584901.584701.57750
452009.05.26 15:40s/l110.101.584701.584701.577501.5710978.02
462009.08.06 13:10sell120.101.686100.000000.00000
472009.08.06 13:10modify120.101.686101.692181.66897
482009.08.06 13:50modify120.101.686101.685901.66897
492009.08.06 14:00s/l120.101.685901.685901.668971.5710979.59
502009.08.06 14:00sell130.101.685700.000000.00000
512009.08.06 14:00modify130.101.685701.691991.66796
522009.08.07 05:00modify130.101.685701.685501.66796
532009.08.07 15:00close130.101.677001.685501.6679686.9811066.57
542009.09.10 13:45buy140.101.661000.000000.00000
552009.09.10 13:45modify140.101.661001.654751.67824
562009.09.10 16:15modify140.101.661001.661201.67824
572009.09.14 03:10s/l140.101.661201.661201.678240.2411066.82
582009.09.15 11:40sell150.101.651300.000000.00000
592009.09.15 11:40modify150.101.651301.658151.63195
602009.09.15 12:00modify150.101.651301.651101.63195
612009.09.15 20:00s/l150.101.651101.651101.631951.5711068.39
622009.09.24 10:00sell160.101.624100.000000.00000
632009.09.24 10:00modify160.101.624101.630951.60475
642009.09.24 11:45modify160.101.624101.623901.60475
652009.09.24 17:55t/p160.101.604751.623901.60475193.0711261.46
662009.10.23 10:40sell170.101.650500.000000.00000
672009.10.23 10:40modify170.101.650501.659251.62568
682009.10.23 11:45modify170.101.650501.650301.62568
692009.10.26 01:10close170.101.626201.650301.62568242.9811504.44
702010.06.01 13:20buy180.101.458410.000000.00000
712010.06.01 13:20modify180.101.458411.451371.47792
722010.06.01 15:45modify180.101.458411.458611.47792
732010.06.02 15:00s/l180.101.458611.458611.477920.9111505.35
742011.07.08 14:50buy190.101.602680.000000.00000
752011.07.08 14:50modify190.101.602681.598531.61388
762011.07.08 15:40modify190.101.602681.602881.61388
772011.07.08 17:15s/l190.101.602881.602881.613881.5711506.92
782011.10.06 13:15sell200.101.528870.000000.00000
792011.10.06 13:15modify200.101.528871.538611.50119
802011.10.06 14:35modify200.101.528871.538611.52833
812011.10.06 15:05modify200.101.528871.538611.52926
822011.10.06 15:20close200.101.530451.538611.52926-16.2311490.69
832012.03.02 13:10sell210.101.586000.000000.00000
842012.03.02 13:10modify210.101.586001.589801.57545
852012.03.02 15:20modify210.101.586001.589801.58527
862012.03.02 15:55t/p210.101.585271.589801.585276.8711497.56
872012.07.26 13:00buy220.101.558030.000000.00000
882012.07.26 13:00modify220.101.558031.553251.57103
892012.07.26 14:40t/p220.101.571031.553251.57103129.5711627.13
902013.02.13 11:55sell230.101.555570.000000.00000
912013.02.13 11:55modify230.101.555571.561531.53880
922013.02.13 13:15modify230.101.555571.561531.55582
932013.02.13 13:35modify230.101.555571.561531.55654
942013.02.13 13:35close230.101.557581.561531.55654-20.5311606.60
952013.02.20 10:40sell240.101.534720.000000.00000
962013.02.20 10:40modify240.101.534721.539301.52192
972013.02.20 11:45modify240.101.534721.534521.52192
982013.02.20 20:05t/p240.101.521921.534521.52192127.5711734.17
992013.06.19 20:45sell250.101.551610.000000.00000
1002013.06.19 20:45modify250.101.551611.559341.52974
1012013.06.19 23:30modify250.101.551611.551411.52974
1022013.06.20 22:45s/l250.101.551411.551411.529742.8111736.97
1032013.08.07 11:40sell260.101.523710.000000.00000
1042013.08.07 11:40modify260.101.523711.528401.51058
1052013.08.07 11:55s/l260.101.528401.528401.51058-47.3311689.64
1062013.08.07 12:00buy270.101.533490.000000.00000
1072013.08.07 12:00modify270.101.533491.526821.55195
1082013.08.07 15:15modify270.101.533491.533691.55195
1092013.08.07 16:15t/p270.101.551951.533691.55195184.1711873.81
1102013.09.18 20:10buy280.101.606350.000000.00000
1112013.09.18 20:10modify280.101.606351.601041.62089
1122013.09.18 21:30modify280.101.606351.606551.62089
1132013.09.19 11:05s/l280.101.606551.606551.62089-0.4211873.39
1142013.10.22 14:35buy290.101.619170.000000.00000
1152013.10.22 14:35modify290.101.619171.615771.62819
1162013.10.22 16:30modify290.101.619171.619371.62819
1172013.10.23 08:30s/l290.101.619371.619371.628190.9111874.30
1182014.01.24 13:45sell300.101.650810.000000.00000
1192014.01.24 13:45modify300.101.650811.656811.63391
1202014.01.24 16:45modify300.101.650811.656811.64770
1212014.01.24 17:15modify300.101.650811.650611.64770
1222014.01.24 17:30s/l300.101.650611.650611.647701.5711875.87
1232014.02.21 17:15sell310.101.664870.000000.00000
1242014.02.21 17:15modify310.101.664871.668421.65502
1252014.02.21 20:15modify310.101.664871.664671.65502
1262014.02.21 20:55s/l310.101.664671.664671.655021.5711877.44
1272014.03.19 20:00sell320.101.653110.000000.00000
1282014.03.19 20:00modify320.101.653111.659101.63623
1292014.03.20 00:00modify320.101.653111.659101.65230
1302014.03.20 02:30modify320.101.653111.659101.65284
1312014.03.20 02:30close320.101.653771.659101.65284-5.7911871.65
1322014.08.13 11:35sell330.101.674490.000000.00000
1332014.08.13 11:35modify330.101.674491.679631.66006
1342014.08.13 12:10modify330.101.674491.674291.66006
1352014.08.20 06:05close330.101.660581.674291.66006141.5612013.21
1362014.09.30 12:00sell340.101.620010.000000.00000
1372014.09.30 12:00modify340.101.620011.623671.60985
1382014.09.30 19:30modify340.101.620011.623671.62049
1392014.09.30 19:55t/p340.101.620491.623671.62049-5.2312007.98
1402014.10.08 20:15buy350.101.613270.000000.00000
1412014.10.08 20:15modify350.101.613271.608131.62732
1422014.10.08 21:20modify350.101.613271.613471.62732
1432014.10.09 17:15s/l350.101.613471.613471.62732-0.4212007.56
1442014.10.29 19:15sell360.101.601810.000000.00000
1452014.10.29 19:15modify360.101.601811.608731.58227
1462014.10.29 20:30modify360.101.601811.601611.58227
1472014.10.29 21:20s/l360.101.601611.601611.582271.5712009.13
1482015.02.12 12:45buy370.101.529010.000000.00000
1492015.02.12 12:45modify370.101.529011.525181.53928
1502015.02.12 14:15modify370.101.529011.529211.53928
1512015.02.12 20:50close370.101.538651.529211.5392895.9712105.10
1522015.02.18 12:00buy380.101.543650.000000.00000
1532015.02.18 12:00modify380.101.543651.538641.55731
1542015.02.18 14:00modify380.101.543651.538641.54391
1552015.02.18 14:45close380.101.543381.538641.54391-3.1312101.97
1562015.02.20 11:30sell390.101.536110.000000.00000
1572015.02.20 11:30modify390.101.536111.539931.52550
1582015.02.20 15:00modify390.101.536111.539931.53410
1592015.02.20 17:50s/l390.101.539931.539931.53410-38.6312063.34
1602015.03.18 20:25buy400.101.487350.000000.00000
1612015.03.18 20:25modify400.101.487351.477941.51369
1622015.03.18 21:40modify400.101.487351.487551.51369
1632015.03.18 22:05t/p400.101.513691.487551.51369262.9712326.31
1642015.08.06 14:10sell410.101.550130.000000.00000
1652015.08.06 14:10modify410.101.550131.556191.53307
1662015.08.06 16:30modify410.101.550131.556191.55145
1672015.08.06 16:55modify410.101.550131.556191.55185
1682015.08.06 17:00close410.101.552101.556191.55185-20.1312306.18
1692015.10.28 20:10sell420.101.526100.000000.00000
1702015.10.28 20:10modify420.101.526101.530581.51359
1712015.10.28 23:15modify420.101.526101.530581.52503
1722015.10.28 23:45modify420.101.526101.530581.52618
1732015.10.28 23:55close420.101.526751.530581.52618-6.9312299.25
1742015.11.05 14:10sell430.101.529900.000000.00000
1752015.11.05 14:10modify430.101.529901.534131.51809
1762015.11.05 14:50modify430.101.529901.529701.51809
1772015.11.05 14:55s/l430.101.529701.529701.518091.5712300.82
1782016.03.28 17:00buy440.101.426330.000000.00000
1792016.03.28 17:00modify440.101.426331.421911.43830
1802016.03.28 23:00modify440.101.426331.421911.42639
1812016.03.29 00:05t/p440.101.426391.421911.42639-0.4912300.32
1822016.04.11 11:20buy450.101.421530.000000.00000
1832016.04.11 11:20modify450.101.421531.416481.43531
1842016.04.11 12:45modify450.101.421531.416481.42057
1852016.04.11 13:05t/p450.101.420571.416481.42057-10.0312290.29
1862016.05.18 14:10buy460.101.452640.000000.00000
1872016.05.18 14:10modify460.101.452641.446801.46871
1882016.05.18 15:35modify460.101.452641.452841.46871
1892016.05.20 17:00s/l460.101.452841.452841.46871-1.0912289.21
1902016.07.27 22:15buy470.101.321380.000000.00000
1912016.07.27 22:15modify470.101.321381.315921.33636
1922016.07.28 05:30modify470.101.321381.321581.33636
1932016.07.28 05:45s/l470.101.321581.321581.33636-0.4212288.78
1942016.08.04 14:10sell480.101.317140.000000.00000
1952016.08.04 14:10modify480.101.317141.324991.29492
1962016.08.04 15:40modify480.101.317141.316941.29492
1972016.08.05 14:05s/l480.101.316941.316941.294921.9812290.77
1982016.08.18 12:00buy490.101.316400.000000.00000
1992016.08.18 12:00modify490.101.316401.310941.33138
2002016.08.18 15:00modify490.101.316401.310941.31622
2012016.08.18 15:35t/p490.101.316221.310941.31622-2.2312288.54
2022016.08.26 17:15buy500.101.325700.000000.00000
2032016.08.26 17:15modify500.101.325701.320031.34128
2042016.08.26 17:50s/l500.101.320031.320031.34128-57.1312231.41
2052016.08.26 18:15sell510.101.319270.000000.00000
2062016.08.26 18:15modify510.101.319271.324281.30522
2072016.08.26 23:00modify510.101.319271.319071.30522
2082016.09.01 11:35s/l510.101.319071.319071.305224.0512235.46
2092016.09.01 11:40buy520.101.324060.000000.00000
2102016.09.01 11:40modify520.101.324061.318731.33865
2112016.09.01 12:30modify520.101.324061.324261.33865
2122016.09.01 12:35s/l520.101.324261.324261.338651.5712237.03
2132016.09.06 18:00buy530.101.342830.000000.00000
2142016.09.06 18:00modify530.101.342831.338791.35372
2152016.09.06 23:30modify530.101.342831.338791.34424
2162016.09.06 23:55t/p530.101.344241.338791.3442413.6712250.70
2172016.10.25 17:00sell540.101.210550.000000.00000
2182016.10.25 17:00modify540.101.210551.216291.19441
2192016.10.25 18:35s/l540.101.216291.216291.19441-57.8312192.87
2202016.12.14 21:10sell550.101.263650.000000.00000
2212016.12.14 21:10modify550.101.263651.267381.25328
2222016.12.14 21:55modify550.101.263651.263451.25328
2232016.12.14 22:55t/p550.101.253281.263451.25328103.2712296.14
2242017.02.17 11:40sell560.101.241070.000000.00000
2252017.02.17 11:40modify560.101.241071.245231.22948
2262017.02.17 12:05modify560.101.241071.240871.22948
2272017.02.17 12:35s/l560.101.240871.240871.229481.5712297.71
2282017.04.18 13:45buy570.101.263920.000000.00000
2292017.04.18 13:45modify570.101.263921.257731.28098
2302017.04.18 16:00modify570.101.263921.264121.28098
2312017.04.18 20:45t/p570.101.280981.264121.28098170.1712467.88
2322017.08.03 14:15sell580.101.316700.000000.00000
2332017.08.03 14:15modify580.101.316701.320891.30501
2342017.08.03 17:45modify580.101.316701.316501.30501
2352017.08.04 17:05t/p580.101.305011.316501.30501116.8812584.76
2362017.08.08 17:30sell590.101.295840.000000.00000
2372017.08.08 17:30modify590.101.295841.299191.28658
2382017.08.08 22:40s/l590.101.299191.299191.28658-33.9312550.83
2392017.09.14 14:10buy600.101.329310.000000.00000
2402017.09.14 14:10modify600.101.329311.322591.34790
2412017.09.14 15:25modify600.101.329311.329511.34790
2422017.09.15 11:55t/p600.101.347901.329511.34790184.8112735.63
2432017.09.20 21:30sell610.101.350290.000000.00000
2442017.09.20 21:30modify610.101.350291.357371.33029
2452017.09.20 23:15modify610.101.350291.350091.33029
2462017.09.20 23:25s/l610.101.350091.350091.330291.5712737.20
2472018.01.10 13:15buy620.101.355130.000000.00000
2482018.01.10 13:15modify620.101.355131.351881.36374
2492018.01.10 16:40s/l620.101.351881.351881.36374-32.9312704.27
2502018.01.17 21:00buy630.101.392080.000000.00000
2512018.01.17 21:00modify630.101.392081.387531.40442
2522018.01.17 22:05s/l630.101.387531.387531.40442-45.9312658.34
2532018.02.14 17:20buy640.101.391180.000000.00000
2542018.02.14 17:20modify640.101.391181.386081.40510
2552018.02.14 17:40modify640.101.391181.391381.40510
2562018.02.15 09:35close640.101.404461.391381.40510130.3812788.72
2572018.04.18 12:00sell650.101.419250.000000.00000
2582018.04.18 12:00modify650.101.419251.424701.40393
2592018.04.18 15:30modify650.101.419251.424701.42033
2602018.04.18 17:15modify650.101.419251.424701.42084
2612018.04.18 17:40s/l650.101.424701.424701.42084-54.9312733.79
2622018.06.07 14:45sell660.101.338480.000000.00000
2632018.06.07 14:45modify660.101.338481.342521.32724
2642018.06.07 15:15s/l660.101.342521.342521.32724-40.8312692.96
2652018.08.29 17:00buy670.101.296780.000000.00000
2662018.08.29 17:00modify670.101.296781.291361.31164
2672018.08.29 20:30modify670.101.296781.296981.31164
2682018.08.31 14:40s/l670.101.296981.296981.31164-1.0912691.88
2692018.09.07 13:55buy680.101.301270.000000.00000
2702018.09.07 13:55modify680.101.301271.297421.31159
2712018.09.07 15:30modify680.101.301271.297421.30178
2722018.09.07 15:55s/l680.101.297421.297421.30178-38.9312652.95
2732018.09.19 11:35buy690.101.320960.000000.00000
2742018.09.19 11:35modify690.101.320961.317561.33000
2752018.09.19 12:50s/l690.101.317561.317561.33000-34.4312618.52
2762018.09.19 14:10sell700.101.312590.000000.00000
2772018.09.19 14:10modify700.101.312591.316771.30094
2782018.09.19 14:45s/l700.101.316771.316771.30094-42.2312576.29
2792019.01.11 13:00buy710.101.282400.000000.00000
2802019.01.11 13:00modify710.101.282401.277141.29679
2812019.01.11 16:15modify710.101.282401.277141.28306
2822019.01.11 16:15close710.101.280831.277141.28306-16.1312560.16