Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 5 Minutes (M5) 2008.01.02 09:00 - 2019.02.06 23:59 (2008.01.01 - 2019.02.07) | ||||
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="AUDCAD;AUDUSD;EURAUD;EURGBP;EURUSD;GBPAUD;GBPCAD;GBPCHF;GBPUSD;USDCHF;USDJPY;XAUUSD"; 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 | 823104 | Ticks modelled | 1644569 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | 618.90 | Gross profit | 818.06 | Gross loss | -199.16 |
Profit factor | 4.11 | Expected payoff | 22.92 | ||
Absolute drawdown | 15.43 | Maximal drawdown | 69.53 (0.66%) | Relative drawdown | 0.66% (69.53) |
Total trades | 27 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 20 (55.00%) |
Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
Largest | profit trade | 122.57 | loss trade | -50.03 | |
Average | profit trade | 54.54 | loss trade | -16.60 | |
Maximum | consecutive wins (profit in money) | 2 (208.91) | consecutive losses (loss in money) | 2 (-53.06) | |
Maximal | consecutive profit (count of wins) | 208.91 (2) | consecutive loss (count of losses) | -53.06 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.30 20:25 | buy | 1 | 0.10 | 0.89700 | 0.00000 | 0.00000 | ||
2 | 2008.01.30 20:25 | modify | 1 | 0.10 | 0.89700 | 0.89271 | 0.91226 | ||
3 | 2008.01.30 20:55 | modify | 1 | 0.10 | 0.89700 | 0.89660 | 0.91226 | ||
4 | 2008.01.30 21:00 | close | 1 | 0.10 | 0.89950 | 0.89660 | 0.91226 | 24.57 | 10024.57 |
5 | 2008.07.17 20:15 | sell | 2 | 0.10 | 0.96790 | 0.00000 | 0.00000 | ||
6 | 2008.07.17 20:15 | modify | 2 | 0.10 | 0.96790 | 0.97267 | 0.95868 | ||
7 | 2008.07.17 21:30 | close | 2 | 0.10 | 0.96950 | 0.97267 | 0.95868 | -16.43 | 10008.14 |
8 | 2008.12.16 20:25 | buy | 3 | 0.10 | 0.68580 | 0.00000 | 0.00000 | ||
9 | 2008.12.16 20:25 | modify | 3 | 0.10 | 0.68580 | 0.68104 | 0.72215 | ||
10 | 2008.12.16 21:20 | modify | 3 | 0.10 | 0.68580 | 0.68540 | 0.72215 | ||
11 | 2008.12.17 00:20 | close | 3 | 0.10 | 0.69450 | 0.68540 | 0.72215 | 86.34 | 10094.48 |
12 | 2009.03.18 19:20 | buy | 4 | 0.10 | 0.66680 | 0.00000 | 0.00000 | ||
13 | 2009.03.18 19:20 | modify | 4 | 0.10 | 0.66680 | 0.66288 | 0.68721 | ||
14 | 2009.03.18 19:50 | modify | 4 | 0.10 | 0.66680 | 0.66640 | 0.68721 | ||
15 | 2009.03.18 20:05 | close | 4 | 0.10 | 0.67910 | 0.66640 | 0.68721 | 122.57 | 10217.05 |
16 | 2009.05.27 21:30 | sell | 5 | 0.10 | 0.77756 | 0.00000 | 0.00000 | ||
17 | 2009.05.27 21:30 | modify | 5 | 0.10 | 0.77756 | 0.78110 | 0.75899 | ||
18 | 2009.05.27 21:55 | close | 5 | 0.10 | 0.77842 | 0.78110 | 0.75899 | -9.03 | 10208.02 |
19 | 2010.09.21 20:20 | buy | 6 | 0.10 | 0.95283 | 0.00000 | 0.00000 | ||
20 | 2010.09.21 20:20 | modify | 6 | 0.10 | 0.95283 | 0.94898 | 0.96665 | ||
21 | 2010.09.22 01:25 | close | 6 | 0.10 | 0.95505 | 0.94898 | 0.96665 | 21.54 | 10229.56 |
22 | 2010.11.03 20:00 | buy | 7 | 0.10 | 0.99999 | 0.00000 | 0.00000 | ||
23 | 2010.11.03 20:00 | modify | 7 | 0.10 | 0.99999 | 0.99489 | 1.01230 | ||
24 | 2010.11.03 21:15 | modify | 7 | 0.10 | 0.99999 | 0.99959 | 1.01230 | ||
25 | 2010.11.03 22:00 | close | 7 | 0.10 | 1.00597 | 0.99959 | 1.01230 | 59.37 | 10288.93 |
26 | 2010.11.09 21:45 | sell | 8 | 0.10 | 1.00042 | 0.00000 | 0.00000 | ||
27 | 2010.11.09 21:45 | modify | 8 | 0.10 | 1.00042 | 1.00625 | 0.98807 | ||
28 | 2010.11.09 23:45 | close | 8 | 0.10 | 1.00121 | 1.00625 | 0.98807 | -8.33 | 10280.60 |
29 | 2011.02.16 20:40 | buy | 9 | 0.10 | 1.00325 | 0.00000 | 0.00000 | ||
30 | 2011.02.16 20:40 | modify | 9 | 0.10 | 1.00325 | 1.00089 | 1.01593 | ||
31 | 2011.02.16 23:00 | close | 9 | 0.10 | 1.00323 | 1.00089 | 1.01593 | -0.63 | 10279.97 |
32 | 2011.09.21 20:40 | sell | 10 | 0.10 | 1.01377 | 0.00000 | 0.00000 | ||
33 | 2011.09.21 20:40 | modify | 10 | 0.10 | 1.01377 | 1.01961 | 0.99457 | ||
34 | 2011.09.21 21:25 | modify | 10 | 0.10 | 1.01377 | 1.01417 | 0.99457 | ||
35 | 2011.09.21 21:35 | close | 10 | 0.10 | 1.00921 | 1.01417 | 0.99457 | 45.17 | 10325.14 |
36 | 2011.10.04 21:55 | buy | 11 | 0.10 | 0.95150 | 0.00000 | 0.00000 | ||
37 | 2011.10.04 21:55 | modify | 11 | 0.10 | 0.95150 | 0.94586 | 0.97314 | ||
38 | 2011.10.04 22:10 | modify | 11 | 0.10 | 0.95150 | 0.95110 | 0.97314 | ||
39 | 2011.10.04 22:15 | close | 11 | 0.10 | 0.95727 | 0.95110 | 0.97314 | 57.27 | 10382.41 |
40 | 2011.10.18 21:15 | buy | 12 | 0.10 | 1.03081 | 0.00000 | 0.00000 | ||
41 | 2011.10.18 21:15 | modify | 12 | 0.10 | 1.03081 | 1.02662 | 1.05300 | ||
42 | 2011.10.18 21:45 | close | 12 | 0.10 | 1.02983 | 1.02662 | 1.05300 | -10.23 | 10372.18 |
43 | 2012.06.18 19:00 | buy | 13 | 0.10 | 1.01286 | 0.00000 | 0.00000 | ||
44 | 2012.06.18 19:00 | modify | 13 | 0.10 | 1.01286 | 1.01033 | 1.02589 | ||
45 | 2012.06.18 19:30 | close | 13 | 0.10 | 1.01206 | 1.01033 | 1.02589 | -8.43 | 10363.75 |
46 | 2012.09.13 19:30 | buy | 14 | 0.10 | 1.05297 | 0.00000 | 0.00000 | ||
47 | 2012.09.13 19:30 | modify | 14 | 0.10 | 1.05297 | 1.04796 | 1.06178 | ||
48 | 2012.09.14 16:25 | t/p | 14 | 0.10 | 1.06178 | 1.04796 | 1.06178 | 87.44 | 10451.20 |
49 | 2013.09.18 20:05 | buy | 15 | 0.10 | 0.94456 | 0.00000 | 0.00000 | ||
50 | 2013.09.18 20:05 | modify | 15 | 0.10 | 0.94456 | 0.94050 | 0.95826 | ||
51 | 2013.09.18 20:40 | modify | 15 | 0.10 | 0.94456 | 0.94416 | 0.95826 | ||
52 | 2013.09.18 20:55 | close | 15 | 0.10 | 0.94904 | 0.94416 | 0.95826 | 44.37 | 10495.57 |
53 | 2013.12.18 20:10 | buy | 16 | 0.10 | 0.89206 | 0.00000 | 0.00000 | ||
54 | 2013.12.18 20:10 | modify | 16 | 0.10 | 0.89206 | 0.88717 | 0.90303 | ||
55 | 2013.12.18 20:15 | s/l | 16 | 0.10 | 0.88717 | 0.88717 | 0.90303 | -49.33 | 10446.24 |
56 | 2014.03.19 19:10 | sell | 17 | 0.10 | 0.90696 | 0.00000 | 0.00000 | ||
57 | 2014.03.19 19:10 | modify | 17 | 0.10 | 0.90696 | 0.90969 | 0.89620 | ||
58 | 2014.03.19 20:05 | modify | 17 | 0.10 | 0.90696 | 0.90736 | 0.89620 | ||
59 | 2014.03.19 20:20 | close | 17 | 0.10 | 0.90232 | 0.90736 | 0.89620 | 45.97 | 10492.21 |
60 | 2015.04.15 20:25 | buy | 18 | 0.10 | 0.76800 | 0.00000 | 0.00000 | ||
61 | 2015.04.15 20:25 | modify | 18 | 0.10 | 0.76800 | 0.76462 | 0.78036 | ||
62 | 2015.04.15 22:45 | close | 18 | 0.10 | 0.76774 | 0.76462 | 0.78036 | -3.03 | 10489.18 |
63 | 2015.12.16 21:45 | buy | 19 | 0.10 | 0.72764 | 0.00000 | 0.00000 | ||
64 | 2015.12.16 21:45 | modify | 19 | 0.10 | 0.72764 | 0.72268 | 0.73792 | ||
65 | 2015.12.16 22:15 | s/l | 19 | 0.10 | 0.72268 | 0.72268 | 0.73792 | -50.03 | 10439.15 |
66 | 2016.03.16 20:05 | buy | 20 | 0.10 | 0.75023 | 0.00000 | 0.00000 | ||
67 | 2016.03.16 20:05 | modify | 20 | 0.10 | 0.75023 | 0.74660 | 0.76307 | ||
68 | 2016.03.16 20:30 | modify | 20 | 0.10 | 0.75023 | 0.74983 | 0.76307 | ||
69 | 2016.03.16 21:40 | close | 20 | 0.10 | 0.75528 | 0.74983 | 0.76307 | 50.07 | 10489.22 |
70 | 2016.03.29 19:25 | buy | 21 | 0.10 | 0.76072 | 0.00000 | 0.00000 | ||
71 | 2016.03.29 19:25 | modify | 21 | 0.10 | 0.76072 | 0.75814 | 0.77308 | ||
72 | 2016.03.29 20:25 | modify | 21 | 0.10 | 0.76072 | 0.76032 | 0.77308 | ||
73 | 2016.03.30 13:35 | close | 21 | 0.10 | 0.76692 | 0.76032 | 0.77308 | 61.34 | 10550.56 |
74 | 2016.04.06 19:00 | buy | 22 | 0.10 | 0.76127 | 0.00000 | 0.00000 | ||
75 | 2016.04.06 19:00 | modify | 22 | 0.10 | 0.76127 | 0.75778 | 0.77124 | ||
76 | 2016.04.06 21:00 | close | 22 | 0.10 | 0.75967 | 0.75778 | 0.77124 | -16.43 | 10534.13 |
77 | 2016.12.14 21:10 | sell | 23 | 0.10 | 0.74659 | 0.00000 | 0.00000 | ||
78 | 2016.12.14 21:10 | modify | 23 | 0.10 | 0.74659 | 0.74881 | 0.73706 | ||
79 | 2016.12.14 21:55 | modify | 23 | 0.10 | 0.74659 | 0.74699 | 0.73706 | ||
80 | 2016.12.14 22:40 | close | 23 | 0.10 | 0.74079 | 0.74699 | 0.73706 | 57.57 | 10591.70 |
81 | 2018.03.21 21:20 | buy | 24 | 0.10 | 0.77522 | 0.00000 | 0.00000 | ||
82 | 2018.03.21 21:20 | modify | 24 | 0.10 | 0.77522 | 0.77257 | 0.78431 | ||
83 | 2018.03.21 21:50 | close | 24 | 0.10 | 0.77493 | 0.77257 | 0.78431 | -3.33 | 10588.37 |
84 | 2018.11.28 19:05 | buy | 25 | 0.10 | 0.72832 | 0.00000 | 0.00000 | ||
85 | 2018.11.28 19:05 | modify | 25 | 0.10 | 0.72832 | 0.72532 | 0.73582 | ||
86 | 2018.11.29 06:25 | close | 25 | 0.10 | 0.73120 | 0.72532 | 0.73582 | 27.69 | 10616.05 |
87 | 2018.12.19 21:05 | sell | 26 | 0.10 | 0.71335 | 0.00000 | 0.00000 | ||
88 | 2018.12.19 21:05 | modify | 26 | 0.10 | 0.71335 | 0.71534 | 0.70559 | ||
89 | 2018.12.19 22:05 | modify | 26 | 0.10 | 0.71335 | 0.71375 | 0.70559 | ||
90 | 2018.12.20 02:20 | close | 26 | 0.10 | 0.71065 | 0.71375 | 0.70559 | 26.78 | 10642.83 |
91 | 2019.01.17 21:45 | buy | 27 | 0.10 | 0.72174 | 0.00000 | 0.00000 | ||
92 | 2019.01.17 21:45 | modify | 27 | 0.10 | 0.72174 | 0.71939 | 0.72997 | ||
93 | 2019.01.17 22:00 | s/l | 27 | 0.10 | 0.71939 | 0.71939 | 0.72997 | -23.93 | 10618.90 |