Strategy Tester Report
DYJ StrongCurrency
FXCM-USDReal08 (Build 1090)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2018.01.02 08:00 - 2019.02.07 23:00 (2018.01.01 - 2019.02.08) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | InpMagicNumber=5362761; InpIsEveryTick=true; InpClosePercent=70; InpIgnoreFuture=false; InpMaxOrders=1; InpLots=1; InpTakeProfit=1000; InpStopLoss=2000; InpTrailingStop=0; InpWaitMinsForNextSignal=0; InpIsUseTradingTime=false; InpStartPeriod1="08:15"; InpEndPeriod1="08:35"; InpStartPeriod2="13:45"; InpEndPeriod2="14:42"; InpStartPeriod3="22:15"; InpEndPeriod3="22:45"; | ||||
| Bars in test | 7836 | Ticks modelled | 31869778 | Modelling quality | 90.00% |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | 21087.00 | Gross profit | 34245.00 | Gross loss | -13158.00 |
| Profit factor | 2.60 | Expected payoff | 319.50 | ||
| Absolute drawdown | 530.00 | Maximal drawdown | 4210.00 (12.09%) | Relative drawdown | 17.13% (2212.00) |
| Total trades | 66 | Short positions (won %) | 36 (63.89%) | Long positions (won %) | 30 (53.33%) |
| Profit trades (% of total) | 39 (59.09%) | Loss trades (% of total) | 27 (40.91%) | ||
| Largest | profit trade | 1000.00 | loss trade | -2017.00 | |
| Average | profit trade | 878.08 | loss trade | -487.33 | |
| Maximum | consecutive wins (profit in money) | 8 (7535.00) | consecutive losses (loss in money) | 4 (-1261.00) | |
| Maximal | consecutive profit (count of wins) | 7535.00 (8) | consecutive loss (count of losses) | -2384.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.01.04 11:50 | buy | 1 | 1.00 | 1.35493 | 1.33476 | 1.36493 | ||
| 2 | 2018.01.05 17:00 | close | 1 | 1.00 | 1.35456 | 1.33476 | 1.36493 | -37.00 | 9963.00 |
| 3 | 2018.01.08 18:18 | buy | 2 | 1.00 | 1.35810 | 1.33793 | 1.36810 | ||
| 4 | 2018.01.09 10:00 | close | 2 | 1.00 | 1.35459 | 1.33793 | 1.36810 | -351.00 | 9612.00 |
| 5 | 2018.01.10 15:00 | sell | 3 | 1.00 | 1.35269 | 1.37286 | 1.34269 | ||
| 6 | 2018.01.11 16:00 | close | 3 | 1.00 | 1.35255 | 1.37286 | 1.34269 | 14.00 | 9626.00 |
| 7 | 2018.01.17 16:00 | buy | 4 | 1.00 | 1.37943 | 1.35926 | 1.38943 | ||
| 8 | 2018.01.17 20:17 | t/p | 4 | 1.00 | 1.38943 | 1.35926 | 1.38943 | 1000.00 | 10626.00 |
| 9 | 2018.01.23 21:28 | buy | 5 | 1.00 | 1.39895 | 1.37878 | 1.40895 | ||
| 10 | 2018.01.24 10:58 | t/p | 5 | 1.00 | 1.40895 | 1.37878 | 1.40895 | 1000.00 | 11626.00 |
| 11 | 2018.01.26 22:00 | sell | 6 | 1.00 | 1.41560 | 1.43577 | 1.40560 | ||
| 12 | 2018.01.29 18:18 | t/p | 6 | 1.00 | 1.40560 | 1.43577 | 1.40560 | 1000.00 | 12626.00 |
| 13 | 2018.02.07 12:39 | sell | 7 | 1.00 | 1.38753 | 1.40770 | 1.37753 | ||
| 14 | 2018.02.09 19:37 | t/p | 7 | 1.00 | 1.37753 | 1.40770 | 1.37753 | 1000.00 | 13626.00 |
| 15 | 2018.02.12 18:36 | sell | 8 | 1.00 | 1.38181 | 1.40198 | 1.37181 | ||
| 16 | 2018.02.14 17:37 | close | 8 | 1.00 | 1.39529 | 1.40198 | 1.37181 | -1348.00 | 12278.00 |
| 17 | 2018.02.21 07:37 | sell | 9 | 1.00 | 1.39736 | 1.41753 | 1.38736 | ||
| 18 | 2018.02.22 09:04 | t/p | 9 | 1.00 | 1.38736 | 1.41753 | 1.38736 | 1000.00 | 13278.00 |
| 19 | 2018.02.23 13:14 | sell | 10 | 1.00 | 1.39052 | 1.41069 | 1.38052 | ||
| 20 | 2018.02.28 16:39 | t/p | 10 | 1.00 | 1.38052 | 1.41069 | 1.38052 | 1000.00 | 14278.00 |
| 21 | 2018.03.02 19:38 | sell | 11 | 1.00 | 1.37700 | 1.39717 | 1.36700 | ||
| 22 | 2018.03.02 21:29 | close | 11 | 1.00 | 1.37874 | 1.39717 | 1.36700 | -174.00 | 14104.00 |
| 23 | 2018.03.13 15:19 | buy | 12 | 1.00 | 1.39222 | 1.37205 | 1.40222 | ||
| 24 | 2018.03.16 17:17 | close | 12 | 1.00 | 1.39259 | 1.37205 | 1.40222 | 37.00 | 14141.00 |
| 25 | 2018.03.21 10:00 | buy | 13 | 1.00 | 1.40120 | 1.38103 | 1.41120 | ||
| 26 | 2018.03.21 21:29 | t/p | 13 | 1.00 | 1.41120 | 1.38103 | 1.41120 | 1000.00 | 15141.00 |
| 27 | 2018.03.23 14:37 | buy | 14 | 1.00 | 1.41201 | 1.39184 | 1.42201 | ||
| 28 | 2018.03.26 12:38 | t/p | 14 | 1.00 | 1.42201 | 1.39184 | 1.42201 | 1000.00 | 16141.00 |
| 29 | 2018.03.28 05:00 | buy | 15 | 1.00 | 1.41825 | 1.39808 | 1.42825 | ||
| 30 | 2018.03.28 14:19 | close | 15 | 1.00 | 1.41508 | 1.39808 | 1.42825 | -317.00 | 15824.00 |
| 31 | 2018.03.28 14:19 | sell | 16 | 1.00 | 1.41508 | 1.43525 | 1.40508 | ||
| 32 | 2018.03.29 10:29 | t/p | 16 | 1.00 | 1.40508 | 1.43525 | 1.40508 | 1000.00 | 16824.00 |
| 33 | 2018.03.30 19:05 | sell | 17 | 1.00 | 1.40195 | 1.42212 | 1.39195 | ||
| 34 | 2018.04.03 04:38 | close | 17 | 1.00 | 1.40620 | 1.42212 | 1.39195 | -425.00 | 16399.00 |
| 35 | 2018.04.04 16:17 | buy | 18 | 1.00 | 1.40686 | 1.38669 | 1.41686 | ||
| 36 | 2018.04.10 12:17 | t/p | 18 | 1.00 | 1.41686 | 1.38669 | 1.41686 | 1000.00 | 17399.00 |
| 37 | 2018.04.12 14:18 | buy | 19 | 1.00 | 1.41988 | 1.39971 | 1.42988 | ||
| 38 | 2018.04.16 12:29 | t/p | 19 | 1.00 | 1.42988 | 1.39971 | 1.42988 | 1000.00 | 18399.00 |
| 39 | 2018.04.19 19:04 | sell | 20 | 1.00 | 1.41892 | 1.43909 | 1.40892 | ||
| 40 | 2018.04.19 20:39 | t/p | 20 | 1.00 | 1.40892 | 1.43909 | 1.40892 | 1000.00 | 19399.00 |
| 41 | 2018.04.25 10:12 | sell | 21 | 1.00 | 1.39587 | 1.41604 | 1.38587 | ||
| 42 | 2018.04.27 11:26 | t/p | 21 | 1.00 | 1.38587 | 1.41604 | 1.38587 | 1000.00 | 20399.00 |
| 43 | 2018.05.01 11:13 | sell | 22 | 1.00 | 1.37425 | 1.39442 | 1.36425 | ||
| 44 | 2018.05.01 16:29 | t/p | 22 | 1.00 | 1.36425 | 1.39442 | 1.36425 | 1000.00 | 21399.00 |
| 45 | 2018.05.02 17:38 | sell | 23 | 1.00 | 1.35995 | 1.38012 | 1.34995 | ||
| 46 | 2018.05.03 13:04 | close | 23 | 1.00 | 1.36165 | 1.38012 | 1.34995 | -170.00 | 21229.00 |
| 47 | 2018.05.03 16:36 | sell | 24 | 1.00 | 1.35831 | 1.37848 | 1.34831 | ||
| 48 | 2018.05.09 02:19 | close | 24 | 1.00 | 1.35534 | 1.37848 | 1.34831 | 297.00 | 21526.00 |
| 49 | 2018.05.09 02:19 | buy | 25 | 1.00 | 1.35533 | 1.33516 | 1.36533 | ||
| 50 | 2018.05.09 10:27 | close | 25 | 1.00 | 1.35166 | 1.33516 | 1.36533 | -367.00 | 21159.00 |
| 51 | 2018.05.09 10:27 | sell | 26 | 1.00 | 1.35166 | 1.37183 | 1.34166 | ||
| 52 | 2018.05.11 11:39 | close | 26 | 1.00 | 1.35429 | 1.37183 | 1.34166 | -263.00 | 20896.00 |
| 53 | 2018.05.18 11:39 | sell | 27 | 1.00 | 1.34908 | 1.36925 | 1.33908 | ||
| 54 | 2018.05.23 09:38 | t/p | 27 | 1.00 | 1.33908 | 1.36925 | 1.33908 | 1000.00 | 21896.00 |
| 55 | 2018.05.28 15:37 | sell | 28 | 1.00 | 1.33032 | 1.35049 | 1.32032 | ||
| 56 | 2018.06.01 13:02 | close | 28 | 1.00 | 1.33047 | 1.35049 | 1.32032 | -15.00 | 21881.00 |
| 57 | 2018.06.01 13:19 | buy | 29 | 1.00 | 1.33140 | 1.31123 | 1.34140 | ||
| 58 | 2018.06.06 02:39 | t/p | 29 | 1.00 | 1.34140 | 1.31123 | 1.34140 | 1000.00 | 22881.00 |
| 59 | 2018.06.07 18:19 | buy | 30 | 1.00 | 1.34295 | 1.32278 | 1.35295 | ||
| 60 | 2018.06.07 19:37 | close | 30 | 1.00 | 1.34120 | 1.32278 | 1.35295 | -175.00 | 22706.00 |
| 61 | 2018.06.08 10:38 | buy | 31 | 1.00 | 1.34315 | 1.32298 | 1.35315 | ||
| 62 | 2018.06.12 15:29 | close | 31 | 1.00 | 1.33668 | 1.32298 | 1.35315 | -647.00 | 22059.00 |
| 63 | 2018.06.12 15:29 | sell | 32 | 1.00 | 1.33667 | 1.35684 | 1.32667 | ||
| 64 | 2018.06.12 18:28 | close | 32 | 1.00 | 1.33967 | 1.35684 | 1.32667 | -300.00 | 21759.00 |
| 65 | 2018.06.13 03:28 | sell | 33 | 1.00 | 1.33694 | 1.35711 | 1.32694 | ||
| 66 | 2018.06.13 19:19 | close | 33 | 1.00 | 1.33833 | 1.35711 | 1.32694 | -139.00 | 21620.00 |
| 67 | 2018.06.13 21:16 | sell | 34 | 1.00 | 1.33519 | 1.35536 | 1.32519 | ||
| 68 | 2018.06.15 03:29 | t/p | 34 | 1.00 | 1.32519 | 1.35536 | 1.32519 | 1000.00 | 22620.00 |
| 69 | 2018.06.19 09:36 | sell | 35 | 1.00 | 1.32203 | 1.34220 | 1.31203 | ||
| 70 | 2018.06.21 11:37 | t/p | 35 | 1.00 | 1.31203 | 1.34220 | 1.31203 | 1000.00 | 23620.00 |
| 71 | 2018.07.30 08:14 | sell | 36 | 1.00 | 1.31015 | 1.33032 | 1.30015 | ||
| 72 | 2018.07.30 15:26 | close | 36 | 1.00 | 1.31178 | 1.33032 | 1.30015 | -163.00 | 23457.00 |
| 73 | 2018.08.01 17:02 | sell | 37 | 1.00 | 1.31158 | 1.33175 | 1.30158 | ||
| 74 | 2018.08.02 23:37 | t/p | 37 | 1.00 | 1.30158 | 1.33175 | 1.30158 | 1000.00 | 24457.00 |
| 75 | 2018.08.09 16:39 | sell | 38 | 1.00 | 1.28721 | 1.30738 | 1.27721 | ||
| 76 | 2018.08.10 10:26 | t/p | 38 | 1.00 | 1.27721 | 1.30738 | 1.27721 | 1000.00 | 25457.00 |
| 77 | 2018.08.13 19:18 | sell | 39 | 1.00 | 1.27525 | 1.29542 | 1.26525 | ||
| 78 | 2018.08.17 15:37 | close | 39 | 1.00 | 1.27285 | 1.29542 | 1.26525 | 240.00 | 25697.00 |
| 79 | 2018.08.24 13:36 | buy | 40 | 1.00 | 1.28508 | 1.26491 | 1.29508 | ||
| 80 | 2018.08.27 09:39 | close | 40 | 1.00 | 1.28333 | 1.26491 | 1.29508 | -175.00 | 25522.00 |
| 81 | 2018.08.29 14:00 | buy | 41 | 1.00 | 1.28894 | 1.26877 | 1.29894 | ||
| 82 | 2018.08.29 17:29 | t/p | 41 | 1.00 | 1.29894 | 1.26877 | 1.29894 | 1000.00 | 26522.00 |
| 83 | 2018.09.05 10:39 | sell | 42 | 1.00 | 1.28179 | 1.30196 | 1.27179 | ||
| 84 | 2018.09.05 16:26 | close | 42 | 1.00 | 1.29053 | 1.30196 | 1.27179 | -874.00 | 25648.00 |
| 85 | 2018.09.07 10:37 | buy | 43 | 1.00 | 1.29454 | 1.27437 | 1.30454 | ||
| 86 | 2018.09.10 16:04 | t/p | 43 | 1.00 | 1.30454 | 1.27437 | 1.30454 | 1000.00 | 26648.00 |
| 87 | 2018.09.11 15:14 | buy | 44 | 1.00 | 1.30400 | 1.28383 | 1.31400 | ||
| 88 | 2018.09.12 14:29 | close | 44 | 1.00 | 1.29937 | 1.28383 | 1.31400 | -463.00 | 26185.00 |
| 89 | 2018.09.17 11:17 | buy | 45 | 1.00 | 1.30886 | 1.28869 | 1.31886 | ||
| 90 | 2018.09.19 04:38 | close | 45 | 1.00 | 1.31421 | 1.28869 | 1.31886 | 535.00 | 26720.00 |
| 91 | 2018.09.20 10:19 | buy | 46 | 1.00 | 1.31651 | 1.29634 | 1.32651 | ||
| 92 | 2018.09.20 14:29 | t/p | 46 | 1.00 | 1.32651 | 1.29634 | 1.32651 | 1000.00 | 27720.00 |
| 93 | 2018.10.01 14:37 | sell | 47 | 1.00 | 1.30252 | 1.32269 | 1.29252 | ||
| 94 | 2018.10.04 04:38 | t/p | 47 | 1.00 | 1.29252 | 1.32269 | 1.29252 | 1000.00 | 28720.00 |
| 95 | 2018.10.09 18:28 | buy | 48 | 1.00 | 1.31279 | 1.29262 | 1.32279 | ||
| 96 | 2018.10.11 04:28 | t/p | 48 | 1.00 | 1.32279 | 1.29262 | 1.32279 | 1000.00 | 29720.00 |
| 97 | 2018.10.16 08:18 | sell | 49 | 1.00 | 1.31441 | 1.33458 | 1.30441 | ||
| 98 | 2018.10.18 19:38 | t/p | 49 | 1.00 | 1.30441 | 1.33458 | 1.30441 | 1000.00 | 30720.00 |
| 99 | 2018.10.24 04:38 | sell | 50 | 1.00 | 1.29764 | 1.31781 | 1.28764 | ||
| 100 | 2018.10.24 20:29 | t/p | 50 | 1.00 | 1.28764 | 1.31781 | 1.28764 | 1000.00 | 31720.00 |
| 101 | 2018.10.29 15:26 | sell | 51 | 1.00 | 1.28240 | 1.30257 | 1.27240 | ||
| 102 | 2018.10.30 19:19 | t/p | 51 | 1.00 | 1.27240 | 1.30257 | 1.27240 | 1000.00 | 32720.00 |
| 103 | 2018.11.05 09:19 | buy | 52 | 1.00 | 1.30117 | 1.28100 | 1.31117 | ||
| 104 | 2018.11.07 01:39 | t/p | 52 | 1.00 | 1.31117 | 1.28100 | 1.31117 | 1000.00 | 33720.00 |
| 105 | 2018.11.14 12:07 | sell | 53 | 1.00 | 1.29664 | 1.31681 | 1.28664 | ||
| 106 | 2018.11.14 17:27 | close | 53 | 1.00 | 1.29983 | 1.31681 | 1.28664 | -319.00 | 33401.00 |
| 107 | 2018.11.14 22:36 | buy | 54 | 1.00 | 1.30285 | 1.28268 | 1.31285 | ||
| 108 | 2018.11.15 10:29 | close | 54 | 1.00 | 1.29146 | 1.28268 | 1.31285 | -1139.00 | 32262.00 |
| 109 | 2018.11.20 14:19 | sell | 55 | 1.00 | 1.28475 | 1.30492 | 1.27475 | ||
| 110 | 2018.11.26 10:54 | close | 55 | 1.00 | 1.28353 | 1.30492 | 1.27475 | 122.00 | 32384.00 |
| 111 | 2018.11.26 22:03 | sell | 56 | 1.00 | 1.28070 | 1.30087 | 1.27070 | ||
| 112 | 2018.12.03 15:36 | t/p | 56 | 1.00 | 1.27070 | 1.30087 | 1.27070 | 1000.00 | 33384.00 |
| 113 | 2018.12.06 05:27 | sell | 57 | 1.00 | 1.27209 | 1.29226 | 1.26209 | ||
| 114 | 2018.12.10 15:38 | t/p | 57 | 1.00 | 1.26209 | 1.29226 | 1.26209 | 1000.00 | 34384.00 |
| 115 | 2018.12.19 16:37 | buy | 58 | 1.00 | 1.26643 | 1.24626 | 1.27643 | ||
| 116 | 2018.12.21 19:34 | close | 58 | 1.00 | 1.26429 | 1.24626 | 1.27643 | -214.00 | 34170.00 |
| 117 | 2019.01.04 17:20 | sell | 59 | 1.00 | 1.26190 | 1.28207 | 1.25190 | ||
| 118 | 2019.01.08 14:00 | close | 59 | 1.00 | 1.27756 | 1.28207 | 1.25190 | -1566.00 | 32604.00 |
| 119 | 2019.01.08 14:00 | buy | 60 | 1.00 | 1.27758 | 1.25741 | 1.28758 | ||
| 120 | 2019.01.11 09:37 | close | 60 | 1.00 | 1.27480 | 1.25741 | 1.28758 | -278.00 | 32326.00 |
| 121 | 2019.01.16 21:15 | buy | 61 | 1.00 | 1.28653 | 1.26636 | 1.29653 | ||
| 122 | 2019.01.17 20:02 | t/p | 61 | 1.00 | 1.29653 | 1.26636 | 1.29653 | 1000.00 | 33326.00 |
| 123 | 2019.01.21 17:39 | buy | 62 | 1.00 | 1.28956 | 1.26939 | 1.29956 | ||
| 124 | 2019.01.22 09:37 | close | 62 | 1.00 | 1.28589 | 1.26939 | 1.29956 | -367.00 | 32959.00 |
| 125 | 2019.01.22 09:37 | sell | 63 | 1.00 | 1.28588 | 1.30605 | 1.27588 | ||
| 126 | 2019.01.23 17:18 | s/l | 63 | 1.00 | 1.30605 | 1.30605 | 1.27588 | -2017.00 | 30942.00 |
| 127 | 2019.01.25 01:09 | buy | 64 | 1.00 | 1.30737 | 1.28720 | 1.31737 | ||
| 128 | 2019.01.25 18:38 | t/p | 64 | 1.00 | 1.31737 | 1.28720 | 1.31737 | 1000.00 | 31942.00 |
| 129 | 2019.01.29 11:00 | buy | 65 | 1.00 | 1.31670 | 1.29653 | 1.32670 | ||
| 130 | 2019.01.29 18:00 | close | 65 | 1.00 | 1.31472 | 1.29653 | 1.32670 | -198.00 | 31744.00 |
| 131 | 2019.01.29 21:21 | buy | 66 | 1.00 | 1.31681 | 1.29664 | 1.32681 | ||
| 132 | 2019.01.31 20:49 | close | 66 | 1.00 | 1.31024 | 1.29664 | 1.32681 | -657.00 | 31087.00 |