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

SymbolUSDJPY (US Dollar vs Japanese Yen)
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 test821273Ticks modelled1641279Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit926.86Gross profit1499.57Gross loss-572.71
Profit factor2.62Expected payoff14.95
Absolute drawdown45.78Maximal drawdown236.28 (2.29%)Relative drawdown2.29% (236.28)
Total trades62Short positions (won %)33 (51.52%)Long positions (won %)29 (65.52%)
Profit trades (% of total)36 (58.06%)Loss trades (% of total)26 (41.94%)
Largestprofit trade284.61loss trade-107.80
Averageprofit trade41.65loss trade-22.03
Maximumconsecutive wins (profit in money)12 (427.51)consecutive losses (loss in money)7 (-189.16)
Maximalconsecutive profit (count of wins)427.51 (12)consecutive loss (count of losses)-189.16 (7)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.30 22:00sell10.10106.3800.0000.000
22008.01.30 22:00modify10.10106.380106.885104.963
32008.01.31 03:00modify10.10106.380106.885105.980
42008.01.31 07:00modify10.10106.380106.885106.210
52008.01.31 10:00modify10.10106.380106.885106.270
62008.01.31 12:20t/p10.10106.270106.885106.2707.6310007.63
72008.10.28 07:05sell20.1095.2900.0000.000
82008.10.28 07:05modify20.1095.29096.30192.417
92008.10.28 08:40modify20.1095.29095.27092.417
102008.10.28 12:45s/l20.1095.27095.27092.4171.6710009.30
112009.03.18 20:00sell30.1096.3090.0000.000
122009.03.18 20:00modify30.1096.30997.25793.618
132009.03.19 07:00modify30.1096.30996.28993.618
142009.03.19 16:30t/p30.1093.61896.28993.618284.6110293.92
152009.06.16 03:15sell40.1096.7700.0000.000
162009.06.16 03:15modify40.1096.77097.29095.310
172009.06.16 04:35modify40.1096.77097.29096.840
182009.06.16 04:45close40.1096.89097.29096.840-12.8210281.10
192009.08.31 03:00sell50.1092.9000.0000.000
202009.08.31 03:00modify50.1092.90093.21492.033
212009.08.31 04:45modify50.1092.90092.88092.033
222009.08.31 07:55s/l50.1092.88092.88092.0331.7210282.82
232009.09.21 07:15buy60.1091.9600.0000.000
242009.09.21 07:15modify60.1091.96091.69092.661
252009.09.21 08:25modify60.1091.96091.98092.661
262009.09.21 09:15s/l60.1091.98091.98092.6611.7410284.56
272009.12.01 04:30buy70.1087.3570.0000.000
282009.12.01 04:30modify70.1087.35786.87588.669
292009.12.01 07:40s/l70.1086.87586.87588.669-55.8210228.74
302010.08.10 20:25sell80.1085.2390.0000.000
312010.08.10 20:25modify80.1085.23985.57684.306
322010.08.10 21:45modify80.1085.23985.57685.265
332010.08.10 22:05modify80.1085.23985.57685.297
342010.08.10 22:55modify80.1085.23985.57685.362
352010.08.10 23:15modify80.1085.23985.57685.372
362010.08.10 23:35modify80.1085.23985.57685.384
372010.08.10 23:55t/p80.1085.38485.57685.384-17.4110211.33
382010.09.24 06:30buy90.1085.1200.0000.000
392010.09.24 06:30modify90.1085.12084.78686.007
402010.09.24 08:00s/l90.1084.78684.78686.007-39.7710171.56
412010.10.04 04:00buy100.1083.7810.0000.000
422010.10.04 04:00modify100.1083.78183.56284.336
432010.10.04 05:30s/l100.1083.56283.56284.336-26.6510144.91
442010.11.09 03:40sell110.1080.7900.0000.000
452010.11.09 03:40modify110.1080.79081.02680.148
462010.11.09 05:35modify110.1080.79081.02680.915
472010.11.09 05:45close110.1080.95581.02680.915-20.8110124.10
482010.11.23 07:20buy120.1083.7060.0000.000
492010.11.23 07:20modify120.1083.70683.49484.242
502010.11.23 08:55modify120.1083.70683.49483.797
512010.11.23 09:35modify120.1083.70683.49483.709
522010.11.23 10:05modify120.1083.70683.49483.694
532010.11.23 10:50s/l120.1083.49483.49483.694-25.8410098.26
542011.01.19 03:00sell130.1082.1940.0000.000
552011.01.19 03:00modify130.1082.19482.43081.552
562011.01.19 06:30modify130.1082.19482.43082.151
572011.01.19 06:30close130.1082.21482.43082.151-2.8610095.40
582011.05.31 05:00buy140.1081.2560.0000.000
592011.05.31 05:00modify140.1081.25680.99781.924
602011.05.31 07:30modify140.1081.25681.27681.924
612011.05.31 16:10s/l140.1081.27681.27681.9242.0310097.43
622011.08.04 03:10buy150.1078.1150.0000.000
632011.08.04 03:10modify150.1078.11577.56379.628
642011.08.04 03:55modify150.1078.11578.13579.628
652011.08.04 09:30t/p150.1079.62878.13579.628189.5910287.02
662011.10.31 03:35buy160.1078.2050.0000.000
672011.10.31 03:35modify160.1078.20576.90981.861
682011.10.31 04:20modify160.1078.20578.22581.861
692011.10.31 10:50s/l160.1078.22578.22581.8612.1310289.15
702012.08.01 21:30buy170.1078.4610.0000.000
712012.08.01 21:30modify170.1078.46178.24978.997
722012.08.02 09:30modify170.1078.46178.24978.496
732012.08.02 09:30close170.1078.46078.24978.4961.0610290.21
742012.08.22 20:30sell180.1078.6820.0000.000
752012.08.22 20:30modify180.1078.68278.94277.972
762012.08.22 21:10modify180.1078.68278.66277.972
772012.08.23 13:10s/l180.1078.66278.66277.972-0.1710290.04
782012.09.19 06:15buy190.1079.0890.0000.000
792012.09.19 06:15modify190.1079.08978.84779.710
802012.09.19 09:15modify190.1079.08978.84779.200
812012.09.19 11:30modify190.1079.08978.84779.091
822012.09.19 13:15s/l190.1078.84778.84779.091-31.1110258.93
832012.10.30 07:00sell200.1079.4490.0000.000
842012.10.30 07:00modify200.1079.44979.76378.584
852012.10.30 16:45modify200.1079.44979.76379.526
862012.10.30 16:45close200.1079.56679.76379.526-15.1310243.80
872013.01.15 04:05sell210.1088.8680.0000.000
882013.01.15 04:05modify210.1088.86889.23787.844
892013.01.15 05:30modify210.1088.86889.23788.823
902013.01.15 06:45modify210.1088.86889.23788.934
912013.01.15 06:50t/p210.1088.93489.23788.934-7.8510235.95
922013.01.22 05:30sell220.1089.1530.0000.000
932013.01.22 05:30modify220.1089.15389.65387.751
942013.01.22 07:00modify220.1089.15389.13387.751
952013.01.22 07:05s/l220.1089.13389.13387.7511.8110237.76
962013.04.04 06:50buy230.1093.7100.0000.000
972013.04.04 06:50modify230.1093.71093.28894.850
982013.04.04 07:50modify230.1093.71093.73094.850
992013.04.04 08:10close230.1094.77693.73094.850112.0510349.81
1002013.05.09 20:00buy240.10100.3690.0000.000
1012013.05.09 20:00modify240.10100.36999.839101.819
1022013.05.10 02:30modify240.10100.369100.389101.819
1032013.05.10 17:00close240.10101.792100.389101.819139.9010489.71
1042013.06.19 20:20buy250.1096.0290.0000.000
1052013.06.19 20:20modify250.1096.02995.59097.217
1062013.06.19 20:45modify250.1096.02996.04997.217
1072013.06.19 22:20s/l250.1096.04996.04997.2171.6510491.36
1082013.07.10 07:15sell260.10100.3450.0000.000
1092013.07.10 07:15modify260.10100.345100.75899.193
1102013.07.10 09:15modify260.10100.345100.758100.361
1112013.07.10 10:05t/p260.10100.361100.758100.361-2.0310489.33
1122013.09.18 20:10sell270.1098.0030.0000.000
1132013.09.18 20:10modify270.1098.00398.57496.398
1142013.09.18 21:35modify270.1098.00398.57498.031
1152013.09.18 22:00close270.1098.07498.57498.031-7.6710481.66
1162013.09.26 04:30buy280.1098.9420.0000.000
1172013.09.26 04:30modify280.1098.94298.59299.874
1182013.09.26 05:25modify280.1098.94298.96299.874
1192013.09.26 05:40s/l280.1098.96298.96299.8741.5910483.25
1202013.11.25 03:00buy290.10101.7500.0000.000
1212013.11.25 03:00modify290.10101.750101.452102.532
1222013.11.25 16:00modify290.10101.750101.452101.892
1232013.11.25 18:30modify290.10101.750101.452101.772
1242013.11.25 19:30close290.10101.727101.452101.772-2.6910480.56
1252013.12.18 20:30buy300.10103.3880.0000.000
1262013.12.18 20:30modify300.10103.388103.015104.385
1272013.12.18 23:00close300.10104.283103.015104.38585.3910565.95
1282014.02.18 05:30buy310.10102.5220.0000.000
1292014.02.18 05:30modify310.10102.522102.163103.481
1302014.02.18 14:30modify310.10102.522102.163102.621
1312014.02.18 18:30modify310.10102.522102.163102.420
1322014.02.18 19:00close310.10102.382102.163102.420-14.1010551.85
1332014.03.19 20:00buy320.10102.4950.0000.000
1342014.03.19 20:00modify320.10102.495102.011103.814
1352014.03.20 02:00modify320.10102.495102.011102.510
1362014.03.20 05:30modify320.10102.495102.011102.487
1372014.03.20 11:30t/p320.10102.487102.011102.4870.4110552.27
1382014.10.29 20:00buy330.10108.7890.0000.000
1392014.10.29 20:00modify330.10108.789108.444109.707
1402014.10.30 03:00modify330.10108.789108.809109.707
1412014.10.30 15:15s/l330.10108.809108.809109.7073.0210555.29
1422015.03.18 20:25sell340.10120.4180.0000.000
1432015.03.18 20:25modify340.10120.418120.728119.564
1442015.03.18 20:45s/l340.10120.728120.728119.564-26.1210529.17
1452015.06.10 07:30sell350.10123.2360.0000.000
1462015.06.10 07:30modify350.10123.236123.828121.569
1472015.06.10 08:30modify350.10123.236123.216121.569
1482015.06.10 13:45s/l350.10123.216123.216121.5691.1910530.36
1492015.06.17 22:00sell360.10123.3730.0000.000
1502015.06.17 22:00modify360.10123.373123.892121.916
1512015.06.18 01:30modify360.10123.373123.892123.337
1522015.06.18 04:00close360.10123.419123.892123.337-6.4510523.91
1532015.09.17 22:30sell370.10120.0020.0000.000
1542015.09.17 22:30modify370.10120.002120.430118.807
1552015.09.18 03:30modify370.10120.002119.982118.807
1562015.09.18 04:25s/l370.10119.982119.982118.8070.4710524.38
1572015.10.28 20:10buy380.10121.0680.0000.000
1582015.10.28 20:10modify380.10121.068120.520122.570
1592015.10.28 21:50modify380.10121.068121.088122.570
1602015.10.28 22:15s/l380.10121.088121.088122.5701.2210525.60
1612015.12.18 07:00sell390.10122.2900.0000.000
1622015.12.18 07:00modify390.10122.290122.866120.669
1632015.12.18 19:00modify390.10122.290122.270120.669
1642015.12.24 04:55t/p390.10120.669122.270120.669129.3210654.92
1652016.01.04 04:05sell400.10119.7720.0000.000
1662016.01.04 04:05modify400.10119.772120.131118.776
1672016.01.04 05:30modify400.10119.772120.131119.689
1682016.01.04 05:45t/p400.10119.689120.131119.6896.5010661.42
1692016.01.07 03:45sell410.10117.8580.0000.000
1702016.01.07 03:45modify410.10117.858118.260116.737
1712016.01.07 05:15modify410.10117.858118.260117.921
1722016.01.07 05:35modify410.10117.858118.260117.954
1732016.01.07 06:40modify410.10117.858118.260118.033
1742016.01.07 06:45close410.10118.044118.260118.033-16.1910645.23
1752016.01.29 05:45buy420.10121.1800.0000.000
1762016.01.29 05:45modify420.10121.180119.893124.812
1772016.01.29 06:10s/l420.10119.893119.893124.812-107.8010537.43
1782016.03.16 20:45sell430.10112.6630.0000.000
1792016.03.16 20:45modify430.10112.663113.233111.060
1802016.03.17 00:45modify430.10112.663113.233112.637
1812016.03.17 01:45modify430.10112.663113.233112.676
1822016.03.17 02:15close430.10112.819113.233112.676-16.5510520.88
1832016.04.22 07:45buy440.10110.1300.0000.000
1842016.04.22 07:45modify440.10110.130109.737111.185
1852016.04.22 09:25modify440.10110.130110.150111.185
1862016.04.22 16:00close440.10111.180110.150111.18594.0110614.89
1872016.04.28 06:10sell450.10108.9980.0000.000
1882016.04.28 06:10modify450.10108.998110.329105.202
1892016.04.28 07:30modify450.10108.998110.329109.256
1902016.04.28 07:30close450.10109.337110.329109.256-31.4410583.45
1912016.05.26 04:00sell460.10109.5570.0000.000
1922016.05.26 04:00modify460.10109.557109.859108.726
1932016.05.26 10:00s/l460.10109.859109.859108.726-27.9110555.54
1942016.06.16 05:55sell470.10104.6310.0000.000
1952016.06.16 05:55modify470.10104.631105.151103.172
1962016.06.16 08:35modify470.10104.631104.611103.172
1972016.06.17 02:50s/l470.10104.611104.611103.1720.7210556.26
1982016.07.29 07:00buy480.10103.5070.0000.000
1992016.07.29 07:00modify480.10103.507102.447106.485
2002016.07.29 08:20modify480.10103.507102.447103.642
2012016.07.29 08:50t/p480.10103.642102.447103.64212.5910568.85
2022016.08.16 05:55sell490.10100.5630.0000.000
2032016.08.16 05:55modify490.10100.563100.87399.709
2042016.08.16 06:45modify490.10100.563100.54399.709
2052016.08.16 07:50s/l490.10100.543100.54399.7091.5510570.40
2062016.09.21 07:30buy500.10102.2340.0000.000
2072016.09.21 07:30modify500.10102.234101.696103.707
2082016.09.21 09:15modify500.10102.234102.254103.707
2092016.09.21 09:45s/l500.10102.254102.254103.7071.5310571.93
2102016.11.09 03:45sell510.10104.8110.0000.000
2112016.11.09 03:45modify510.10104.811105.222103.665
2122016.11.09 04:05t/p510.10103.665105.222103.665110.1010682.03
2132016.11.09 04:30sell520.10102.6180.0000.000
2142016.11.09 04:30modify520.10102.618103.84499.125
2152016.11.09 07:00modify520.10102.618102.59899.125
2162016.11.09 08:25s/l520.10102.598102.59899.1251.5210683.55
2172016.12.14 21:10buy530.10115.9650.0000.000
2182016.12.14 21:10modify530.10115.965115.497117.236
2192016.12.14 21:40modify530.10115.965115.985117.236
2202016.12.14 21:45s/l530.10115.985115.985117.2361.2910684.84
2212016.12.14 22:00buy540.10116.3670.0000.000
2222016.12.14 22:00modify540.10116.367115.747118.076
2232016.12.15 06:00modify540.10116.367116.387118.076
2242016.12.15 12:15t/p540.10118.076116.387118.076145.8710830.71
2252017.03.15 21:10sell550.10113.8270.0000.000
2262017.03.15 21:10modify550.10113.827114.239112.679
2272017.03.15 21:50modify550.10113.827113.807112.679
2282017.03.17 18:10close550.10112.721113.807112.67994.6410925.35
2292017.06.06 05:00sell560.10109.9480.0000.000
2302017.06.06 05:00modify560.10109.948110.193109.281
2312017.06.06 09:00modify560.10109.948109.928109.281
2322017.06.06 14:30close560.10109.342109.928109.28154.9910980.34
2332017.09.20 21:10buy570.10112.0920.0000.000
2342017.09.20 21:10modify570.10112.092111.575113.505
2352017.09.20 22:00modify570.10112.092112.112113.505
2362017.09.20 23:25s/l570.10112.112112.112113.5051.3610981.70
2372018.01.09 03:45sell580.10112.6420.0000.000
2382018.01.09 03:45modify580.10112.642112.917111.888
2392018.01.09 04:10modify580.10112.642112.622111.888
2402018.01.09 04:15s/l580.10112.622112.622111.8881.3510983.05
2412018.05.09 04:15buy590.10109.5980.0000.000
2422018.05.09 04:15modify590.10109.598109.298110.387
2432018.05.09 06:30modify590.10109.598109.298109.574
2442018.05.09 07:15close590.10109.529109.298109.574-6.7310976.32
2452018.07.19 20:10sell600.10112.4630.0000.000
2462018.07.19 20:10modify600.10112.463112.710111.789
2472018.07.19 20:45modify600.10112.463112.443111.789
2482018.07.19 20:50s/l600.10112.443112.443111.7891.3410977.66
2492018.07.31 07:10buy610.10111.4050.0000.000
2502018.07.31 07:10modify610.10111.405111.058112.329
2512018.07.31 07:50s/l610.10111.058111.058112.329-31.6710945.99
2522019.01.30 21:45sell620.10108.8140.0000.000
2532019.01.30 21:45modify620.10108.814109.208107.718
2542019.01.31 00:45modify620.10108.814109.208108.953
2552019.01.31 01:15close620.10108.993109.208108.953-19.1410926.86