Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
Period | 5 Minutes (M5) 2008.01.02 00:00 - 2019.02.01 23:59 (2008.01.01 - 2019.02.03) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | param_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 test | 817257 | Ticks modelled | 1632083 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | 232.43 | Gross profit | 456.83 | Gross loss | -224.40 |
Profit factor | 2.04 | Expected payoff | 7.50 | ||
Absolute drawdown | 51.81 | Maximal drawdown | 156.95 (1.55%) | Relative drawdown | 1.55% (156.95) |
Total trades | 31 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 13 (46.15%) |
Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
Largest | profit trade | 114.90 | loss trade | -56.43 | |
Average | profit trade | 21.75 | loss trade | -22.44 | |
Maximum | consecutive wins (profit in money) | 4 (221.69) | consecutive losses (loss in money) | 2 (-39.86) | |
Maximal | consecutive profit (count of wins) | 221.69 (4) | consecutive loss (count of losses) | -56.43 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.05.15 01:00 | sell | 1 | 0.10 | 0.75550 | 0.00000 | 0.00000 | ||
2 | 2008.05.15 01:00 | modify | 1 | 0.10 | 0.75550 | 0.75941 | 0.74462 | ||
3 | 2008.05.15 04:30 | modify | 1 | 0.10 | 0.75550 | 0.75941 | 0.75450 | ||
4 | 2008.05.15 11:20 | t/p | 1 | 0.10 | 0.75450 | 0.75941 | 0.75450 | 9.57 | 10009.57 |
5 | 2008.08.26 01:30 | sell | 2 | 0.10 | 0.69970 | 0.00000 | 0.00000 | ||
6 | 2008.08.26 01:30 | modify | 2 | 0.10 | 0.69970 | 0.70526 | 0.68408 | ||
7 | 2008.08.26 02:10 | modify | 2 | 0.10 | 0.69970 | 0.69950 | 0.68408 | ||
8 | 2008.08.27 03:05 | s/l | 2 | 0.10 | 0.69950 | 0.69950 | 0.68408 | 1.63 | 10011.20 |
9 | 2008.10.06 00:05 | sell | 3 | 0.10 | 0.65840 | 0.00000 | 0.00000 | ||
10 | 2008.10.06 00:05 | modify | 3 | 0.10 | 0.65840 | 0.67547 | 0.60961 | ||
11 | 2008.10.06 00:55 | modify | 3 | 0.10 | 0.65840 | 0.65820 | 0.60961 | ||
12 | 2008.10.06 01:05 | s/l | 3 | 0.10 | 0.65820 | 0.65820 | 0.60961 | 1.57 | 10012.77 |
13 | 2008.10.22 00:05 | buy | 4 | 0.10 | 0.61000 | 0.00000 | 0.00000 | ||
14 | 2008.10.22 00:05 | modify | 4 | 0.10 | 0.61000 | 0.59625 | 0.64884 | ||
15 | 2008.10.22 01:30 | modify | 4 | 0.10 | 0.61000 | 0.59625 | 0.61010 | ||
16 | 2008.10.22 02:00 | modify | 4 | 0.10 | 0.61000 | 0.59625 | 0.60920 | ||
17 | 2008.10.22 02:10 | t/p | 4 | 0.10 | 0.60920 | 0.59625 | 0.60920 | -8.43 | 10004.34 |
18 | 2008.12.01 00:10 | buy | 5 | 0.10 | 0.54520 | 0.00000 | 0.00000 | ||
19 | 2008.12.01 00:10 | modify | 5 | 0.10 | 0.54520 | 0.53657 | 0.56929 | ||
20 | 2008.12.01 01:30 | modify | 5 | 0.10 | 0.54520 | 0.53657 | 0.54550 | ||
21 | 2008.12.01 01:55 | modify | 5 | 0.10 | 0.54520 | 0.53657 | 0.54510 | ||
22 | 2008.12.01 02:15 | modify | 5 | 0.10 | 0.54520 | 0.53657 | 0.54430 | ||
23 | 2008.12.01 03:30 | modify | 5 | 0.10 | 0.54520 | 0.53657 | 0.54260 | ||
24 | 2008.12.01 03:50 | close | 5 | 0.10 | 0.54210 | 0.53657 | 0.54260 | -31.43 | 9972.91 |
25 | 2009.01.08 01:45 | sell | 6 | 0.10 | 0.58600 | 0.00000 | 0.00000 | ||
26 | 2009.01.08 01:45 | modify | 6 | 0.10 | 0.58600 | 0.59156 | 0.57038 | ||
27 | 2009.01.08 03:35 | modify | 6 | 0.10 | 0.58600 | 0.59156 | 0.58410 | ||
28 | 2009.01.08 03:50 | modify | 6 | 0.10 | 0.58600 | 0.58580 | 0.58410 | ||
29 | 2009.01.08 04:15 | s/l | 6 | 0.10 | 0.58580 | 0.58580 | 0.58410 | 1.57 | 9974.48 |
30 | 2010.02.04 00:00 | sell | 7 | 0.10 | 0.69787 | 0.00000 | 0.00000 | ||
31 | 2010.02.04 00:00 | modify | 7 | 0.10 | 0.69787 | 0.70292 | 0.68372 | ||
32 | 2010.02.04 02:15 | modify | 7 | 0.10 | 0.69787 | 0.69767 | 0.68372 | ||
33 | 2010.02.04 02:25 | s/l | 7 | 0.10 | 0.69767 | 0.69767 | 0.68372 | 1.57 | 9976.05 |
34 | 2010.04.14 00:55 | sell | 8 | 0.10 | 0.70910 | 0.00000 | 0.00000 | ||
35 | 2010.04.14 00:55 | modify | 8 | 0.10 | 0.70910 | 0.71135 | 0.70301 | ||
36 | 2010.04.14 02:15 | s/l | 8 | 0.10 | 0.71135 | 0.71135 | 0.70301 | -22.93 | 9953.12 |
37 | 2010.08.05 00:55 | sell | 9 | 0.10 | 0.72925 | 0.00000 | 0.00000 | ||
38 | 2010.08.05 00:55 | modify | 9 | 0.10 | 0.72925 | 0.73234 | 0.72073 | ||
39 | 2010.08.05 04:10 | modify | 9 | 0.10 | 0.72925 | 0.72905 | 0.72073 | ||
40 | 2010.08.05 05:35 | s/l | 9 | 0.10 | 0.72905 | 0.72905 | 0.72073 | 1.57 | 9954.69 |
41 | 2011.02.22 01:15 | sell | 10 | 0.10 | 0.75874 | 0.00000 | 0.00000 | ||
42 | 2011.02.22 01:15 | modify | 10 | 0.10 | 0.75874 | 0.76116 | 0.75216 | ||
43 | 2011.02.22 02:15 | modify | 10 | 0.10 | 0.75874 | 0.75854 | 0.75216 | ||
44 | 2011.02.22 03:40 | close | 10 | 0.10 | 0.75266 | 0.75854 | 0.75216 | 60.37 | 10015.06 |
45 | 2011.06.27 00:50 | sell | 11 | 0.10 | 0.80384 | 0.00000 | 0.00000 | ||
46 | 2011.06.27 00:50 | modify | 11 | 0.10 | 0.80384 | 0.80930 | 0.78851 | ||
47 | 2011.06.27 01:35 | modify | 11 | 0.10 | 0.80384 | 0.80364 | 0.78851 | ||
48 | 2011.06.27 03:40 | s/l | 11 | 0.10 | 0.80364 | 0.80364 | 0.78851 | 1.57 | 10016.63 |
49 | 2011.11.28 00:05 | buy | 12 | 0.10 | 0.74881 | 0.00000 | 0.00000 | ||
50 | 2011.11.28 00:05 | modify | 12 | 0.10 | 0.74881 | 0.74325 | 0.76407 | ||
51 | 2011.11.28 01:40 | modify | 12 | 0.10 | 0.74881 | 0.74901 | 0.76407 | ||
52 | 2011.11.28 01:55 | s/l | 12 | 0.10 | 0.74901 | 0.74901 | 0.76407 | 1.57 | 10018.20 |
53 | 2013.07.11 00:30 | buy | 13 | 0.10 | 0.79129 | 0.00000 | 0.00000 | ||
54 | 2013.07.11 00:30 | modify | 13 | 0.10 | 0.79129 | 0.78569 | 0.80667 | ||
55 | 2013.07.11 14:00 | modify | 13 | 0.10 | 0.79129 | 0.78569 | 0.78931 | ||
56 | 2013.07.11 14:20 | s/l | 13 | 0.10 | 0.78569 | 0.78569 | 0.78931 | -56.43 | 9961.77 |
57 | 2013.09.16 00:10 | sell | 14 | 0.10 | 0.82068 | 0.00000 | 0.00000 | ||
58 | 2013.09.16 00:10 | modify | 14 | 0.10 | 0.82068 | 0.82428 | 0.81070 | ||
59 | 2013.09.16 01:00 | modify | 14 | 0.10 | 0.82068 | 0.82048 | 0.81070 | ||
60 | 2013.09.16 02:50 | s/l | 14 | 0.10 | 0.82048 | 0.82048 | 0.81070 | 1.57 | 9963.34 |
61 | 2014.06.12 00:00 | buy | 15 | 0.10 | 0.86130 | 0.00000 | 0.00000 | ||
62 | 2014.06.12 00:00 | modify | 15 | 0.10 | 0.86130 | 0.85701 | 0.87289 | ||
63 | 2014.06.12 03:00 | modify | 15 | 0.10 | 0.86130 | 0.86150 | 0.87289 | ||
64 | 2014.06.18 21:35 | t/p | 15 | 0.10 | 0.87289 | 0.86150 | 0.87289 | 114.90 | 10078.24 |
65 | 2014.07.24 00:00 | sell | 16 | 0.10 | 0.86189 | 0.00000 | 0.00000 | ||
66 | 2014.07.24 00:00 | modify | 16 | 0.10 | 0.86189 | 0.86598 | 0.85050 | ||
67 | 2014.07.24 05:00 | modify | 16 | 0.10 | 0.86189 | 0.86169 | 0.85050 | ||
68 | 2014.07.29 09:00 | close | 16 | 0.10 | 0.85154 | 0.86169 | 0.85050 | 103.24 | 10181.48 |
69 | 2014.08.25 00:30 | sell | 17 | 0.10 | 0.83442 | 0.00000 | 0.00000 | ||
70 | 2014.08.25 00:30 | modify | 17 | 0.10 | 0.83442 | 0.83750 | 0.82593 | ||
71 | 2014.08.25 05:00 | modify | 17 | 0.10 | 0.83442 | 0.83750 | 0.83405 | ||
72 | 2014.08.25 08:30 | modify | 17 | 0.10 | 0.83442 | 0.83750 | 0.83418 | ||
73 | 2014.08.25 15:20 | t/p | 17 | 0.10 | 0.83418 | 0.83750 | 0.83418 | 1.97 | 10183.45 |
74 | 2015.05.13 01:00 | buy | 18 | 0.10 | 0.74072 | 0.00000 | 0.00000 | ||
75 | 2015.05.13 01:00 | modify | 18 | 0.10 | 0.74072 | 0.73620 | 0.75299 | ||
76 | 2015.05.13 04:00 | modify | 18 | 0.10 | 0.74072 | 0.73620 | 0.74232 | ||
77 | 2015.05.13 05:00 | close | 18 | 0.10 | 0.73627 | 0.73620 | 0.74232 | -44.93 | 10138.52 |
78 | 2015.06.11 00:10 | sell | 19 | 0.10 | 0.70556 | 0.00000 | 0.00000 | ||
79 | 2015.06.11 00:10 | modify | 19 | 0.10 | 0.70556 | 0.71228 | 0.68657 | ||
80 | 2015.06.11 01:10 | modify | 19 | 0.10 | 0.70556 | 0.70536 | 0.68657 | ||
81 | 2015.06.11 01:15 | s/l | 19 | 0.10 | 0.70536 | 0.70536 | 0.68657 | 1.57 | 10140.09 |
82 | 2016.04.18 02:15 | buy | 20 | 0.10 | 0.69060 | 0.00000 | 0.00000 | ||
83 | 2016.04.18 02:15 | modify | 20 | 0.10 | 0.69060 | 0.68728 | 0.69941 | ||
84 | 2016.04.18 05:45 | modify | 20 | 0.10 | 0.69060 | 0.69080 | 0.69941 | ||
85 | 2016.04.18 06:00 | s/l | 20 | 0.10 | 0.69080 | 0.69080 | 0.69941 | 1.57 | 10141.66 |
86 | 2016.04.28 00:15 | buy | 21 | 0.10 | 0.69378 | 0.00000 | 0.00000 | ||
87 | 2016.04.28 00:15 | modify | 21 | 0.10 | 0.69378 | 0.68806 | 0.70950 | ||
88 | 2016.04.28 02:15 | modify | 21 | 0.10 | 0.69378 | 0.68806 | 0.69291 | ||
89 | 2016.04.28 03:00 | close | 21 | 0.10 | 0.69273 | 0.68806 | 0.69291 | -10.93 | 10130.73 |
90 | 2016.06.09 00:05 | sell | 22 | 0.10 | 0.70751 | 0.00000 | 0.00000 | ||
91 | 2016.06.09 00:05 | modify | 22 | 0.10 | 0.70751 | 0.71149 | 0.69643 | ||
92 | 2016.06.09 01:40 | modify | 22 | 0.10 | 0.70751 | 0.71149 | 0.70810 | ||
93 | 2016.06.09 02:00 | t/p | 22 | 0.10 | 0.70810 | 0.71149 | 0.70810 | -6.33 | 10124.40 |
94 | 2016.06.24 02:05 | sell | 23 | 0.10 | 0.72095 | 0.00000 | 0.00000 | ||
95 | 2016.06.24 02:05 | modify | 23 | 0.10 | 0.72095 | 0.72484 | 0.71013 | ||
96 | 2016.06.24 02:50 | modify | 23 | 0.10 | 0.72095 | 0.72075 | 0.71013 | ||
97 | 2016.06.24 03:00 | s/l | 23 | 0.10 | 0.72075 | 0.72075 | 0.71013 | 1.57 | 10125.97 |
98 | 2016.08.11 00:10 | buy | 24 | 0.10 | 0.72899 | 0.00000 | 0.00000 | ||
99 | 2016.08.11 00:10 | modify | 24 | 0.10 | 0.72899 | 0.72283 | 0.74597 | ||
100 | 2016.08.11 01:40 | modify | 24 | 0.10 | 0.72899 | 0.72283 | 0.72909 | ||
101 | 2016.08.11 02:20 | modify | 24 | 0.10 | 0.72899 | 0.72283 | 0.72851 | ||
102 | 2016.08.11 02:35 | close | 24 | 0.10 | 0.72845 | 0.72283 | 0.72851 | -5.83 | 10120.14 |
103 | 2017.05.11 00:10 | sell | 25 | 0.10 | 0.68486 | 0.00000 | 0.00000 | ||
104 | 2017.05.11 00:10 | modify | 25 | 0.10 | 0.68486 | 0.68885 | 0.67373 | ||
105 | 2017.05.11 01:15 | modify | 25 | 0.10 | 0.68486 | 0.68466 | 0.67373 | ||
106 | 2017.05.11 09:40 | s/l | 25 | 0.10 | 0.68466 | 0.68466 | 0.67373 | 1.57 | 10121.71 |
107 | 2017.06.22 00:30 | buy | 26 | 0.10 | 0.72581 | 0.00000 | 0.00000 | ||
108 | 2017.06.22 00:30 | modify | 26 | 0.10 | 0.72581 | 0.72273 | 0.73390 | ||
109 | 2017.06.22 04:00 | modify | 26 | 0.10 | 0.72581 | 0.72273 | 0.72573 | ||
110 | 2017.06.22 05:15 | modify | 26 | 0.10 | 0.72581 | 0.72273 | 0.72540 | ||
111 | 2017.06.22 05:30 | close | 26 | 0.10 | 0.72500 | 0.72273 | 0.72540 | -8.53 | 10113.18 |
112 | 2017.07.18 02:00 | sell | 27 | 0.10 | 0.72703 | 0.00000 | 0.00000 | ||
113 | 2017.07.18 02:00 | modify | 27 | 0.10 | 0.72703 | 0.72985 | 0.71930 | ||
114 | 2017.07.18 04:35 | s/l | 27 | 0.10 | 0.72985 | 0.72985 | 0.71930 | -28.63 | 10084.55 |
115 | 2017.11.01 00:50 | buy | 28 | 0.10 | 0.68846 | 0.00000 | 0.00000 | ||
116 | 2017.11.01 00:50 | modify | 28 | 0.10 | 0.68846 | 0.68568 | 0.69572 | ||
117 | 2017.11.01 02:20 | modify | 28 | 0.10 | 0.68846 | 0.68866 | 0.69572 | ||
118 | 2017.11.01 04:00 | s/l | 28 | 0.10 | 0.68866 | 0.68866 | 0.69572 | 1.57 | 10086.12 |
119 | 2018.08.09 00:10 | sell | 29 | 0.10 | 0.67151 | 0.00000 | 0.00000 | ||
120 | 2018.08.09 00:10 | modify | 29 | 0.10 | 0.67151 | 0.67359 | 0.66591 | ||
121 | 2018.08.09 02:20 | modify | 29 | 0.10 | 0.67151 | 0.67131 | 0.66591 | ||
122 | 2018.08.09 09:35 | t/p | 29 | 0.10 | 0.66591 | 0.67131 | 0.66591 | 55.57 | 10141.69 |
123 | 2018.09.20 01:50 | buy | 30 | 0.10 | 0.66332 | 0.00000 | 0.00000 | ||
124 | 2018.09.20 01:50 | modify | 30 | 0.10 | 0.66332 | 0.66127 | 0.66847 | ||
125 | 2018.09.20 02:50 | modify | 30 | 0.10 | 0.66332 | 0.66352 | 0.66847 | ||
126 | 2018.09.20 20:05 | close | 30 | 0.10 | 0.66825 | 0.66352 | 0.66847 | 48.87 | 10190.56 |
127 | 2019.01.23 00:00 | buy | 31 | 0.10 | 0.67504 | 0.00000 | 0.00000 | ||
128 | 2019.01.23 00:00 | modify | 31 | 0.10 | 0.67504 | 0.67323 | 0.67950 | ||
129 | 2019.01.23 02:20 | modify | 31 | 0.10 | 0.67504 | 0.67524 | 0.67950 | ||
130 | 2019.01.23 09:40 | close | 31 | 0.10 | 0.67927 | 0.67524 | 0.67950 | 41.87 | 10232.43 |