Strategy Tester Report
Ilan_Dynamic_Deluxe_N2.1
Exness-Real2 (Build 1353)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2021.06.17 09:20 - 2022.06.17 00:59 (2021.06.01 - 2022.06.30)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parametersmenucomment00="========= Strategy options: Trend/Flat ========="; trend_enabled=true; flat_enabled=true; menucomment01="========= Order options: Lot/ΜΜ/Trail/Pipstep ========="; lots=0.01; type_lot_exponent=0; lot_exponent=1.5; MM=false; risk=1; balans=1000; sl_k_atr_tral_stop=0.5; tp_k_atr_tral_start=9.5; total_equity_risk=15; total_drawdown=15; max_trades=3; dynamic_pips=true; default_pips=14; glubina=36; del=3; menucomment02="========= Indicators options: ATR/CCI ========="; dayli_delta_atr=0.7; dayli_atr_percent=100; tf_cci=2; cci_buy_level=100; cci_sell_level=-135; menucomment03="========= Additional options: Spread/Time work/Magic number orders/Log file========="; max_spread=30; start_hour=9; start_min=0; end_hour=22; end_min=0; magic_number=11111; debug=false; menucomment04="========= Tester optimization options========="; min_trades=100; max_num_of_seq_sl=5; tester_min_percent_profit_trades=50;
Bars in test75123Ticks modelled150120Modelling qualityn/a
Mismatched charts errors0
Initial deposit200.00Spread10
Total net profit590.29Gross profit957.48Gross loss-367.19
Profit factor2.61Expected payoff1.88
Absolute drawdown7.43Maximal drawdown92.34 (12.36%)Relative drawdown13.13% (31.94)
Total trades314Short positions (won %)181 (70.17%)Long positions (won %)133 (48.12%)
Profit trades (% of total)191 (60.83%)Loss trades (% of total)123 (39.17%)
Largestprofit trade31.80loss trade-16.08
Averageprofit trade5.01loss trade-2.99
Maximumconsecutive wins (profit in money)12 (67.19)consecutive losses (loss in money)6 (-25.64)
Maximalconsecutive profit (count of wins)70.48 (5)consecutive loss (count of losses)-46.51 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12021.06.24 20:15buy10.011.393110.000000.00000
22021.06.24 21:55buy20.021.392280.000000.00000
32021.06.24 22:00close20.021.392100.000000.00000-0.36199.64
42021.06.24 22:00close10.011.392100.000000.00000-1.01198.63
52021.06.29 17:15buy30.011.385020.000000.00000
62021.06.29 20:10buy40.021.384320.000000.00000
72021.06.29 22:00close40.021.383190.000000.00000-2.26196.37
82021.06.29 22:00close30.011.383190.000000.00000-1.83194.54
92021.06.30 21:20buy50.011.383430.000000.00000
102021.06.30 22:00close50.011.382810.000000.00000-0.62193.92
112021.07.05 21:30sell60.011.384590.000000.00000
122021.07.05 22:00close60.011.384490.000000.000000.10194.02
132021.07.16 09:40sell70.011.384530.000000.00000
142021.07.16 20:30modify70.011.384531.376880.00000
152021.07.16 20:40modify70.011.384531.376760.00000
162021.07.16 20:50modify70.011.384531.376710.00000
172021.07.16 21:00modify70.011.384531.376660.00000
182021.07.16 21:05s/l70.011.376661.376660.000007.87201.89
192021.07.19 13:20buy80.011.369610.000000.00000
202021.07.19 15:40buy90.021.367570.000000.00000
212021.07.19 20:00buy100.021.365970.000000.00000
222021.07.19 22:00close100.021.367260.000000.000002.58204.47
232021.07.19 22:00close90.021.367260.000000.00000-0.62203.85
242021.07.19 22:00close80.011.367260.000000.00000-2.35201.50
252021.07.20 09:00sell110.011.363700.000000.00000
262021.07.20 09:15sell120.021.365530.000000.00000
272021.07.20 10:15sell130.021.367400.000000.00000
282021.07.20 22:00close130.021.362610.000000.000009.58211.08
292021.07.20 22:00close120.021.362610.000000.000005.84216.92
302021.07.20 22:00close110.011.362610.000000.000001.09218.01
312021.07.21 10:45buy140.011.363830.000000.00000
322021.07.21 11:45buy150.021.362350.000000.00000
332021.07.21 12:00buy160.021.360730.000000.00000
342021.07.21 20:00modify160.021.360731.370970.00000
352021.07.21 20:00modify150.021.362351.370970.00000
362021.07.21 20:00modify140.011.363831.370970.00000
372021.07.21 20:05modify160.021.360731.371130.00000
382021.07.21 20:05modify150.021.362351.371130.00000
392021.07.21 20:05modify140.011.363831.371130.00000
402021.07.21 20:10modify160.021.360731.371270.00000
412021.07.21 20:10modify150.021.362351.371270.00000
422021.07.21 20:10modify140.011.363831.371270.00000
432021.07.21 20:15modify160.021.360731.371520.00000
442021.07.21 20:15modify150.021.362351.371520.00000
452021.07.21 20:15modify140.011.363831.371520.00000
462021.07.21 20:20modify160.021.360731.371680.00000
472021.07.21 20:20modify150.021.362351.371680.00000
482021.07.21 20:20modify140.011.363831.371680.00000
492021.07.21 20:25modify160.021.360731.371690.00000
502021.07.21 20:25modify150.021.362351.371690.00000
512021.07.21 20:25modify140.011.363831.371690.00000
522021.07.21 20:40s/l140.011.371691.371690.000007.86225.87
532021.07.21 20:40s/l150.021.371691.371690.0000018.68244.55
542021.07.21 20:40s/l160.021.371691.371690.0000021.92266.47
552021.07.22 11:05sell170.011.374880.000000.00000
562021.07.22 12:50sell180.021.376870.000000.00000
572021.07.22 14:20sell190.021.378240.000000.00000
582021.07.22 22:00close190.021.376710.000000.000003.06269.53
592021.07.22 22:00close180.021.376710.000000.000000.32269.85
602021.07.22 22:00close170.011.376710.000000.00000-1.83268.02
612021.07.23 09:35sell200.011.373070.000000.00000
622021.07.23 11:45sell210.021.374010.000000.00000
632021.07.23 13:15sell220.021.375590.000000.00000
642021.07.23 18:35sell230.031.376260.000000.00000
652021.07.25 22:00close230.031.375130.000000.000003.39271.41
662021.07.25 22:00close220.021.375130.000000.000000.92272.33
672021.07.25 22:00close210.021.375130.000000.00000-2.24270.09
682021.07.25 22:00close200.011.375130.000000.00000-2.06268.03
692021.07.26 14:45sell240.011.381510.000000.00000
702021.07.26 17:35sell250.021.382680.000000.00000
712021.07.26 22:00close250.021.381800.000000.000001.76269.79
722021.07.26 22:00close240.011.381800.000000.00000-0.29269.50
732021.07.27 16:05sell260.011.387650.000000.00000
742021.07.27 19:00sell270.021.388930.000000.00000
752021.07.27 22:00close270.021.387820.000000.000002.22271.72
762021.07.27 22:00close260.011.387820.000000.00000-0.17271.55
772021.07.28 20:50sell280.011.390340.000000.00000
782021.07.28 22:00close280.011.390090.000000.000000.25271.80
792021.07.29 13:45sell290.011.396710.000000.00000
802021.07.29 15:00sell300.021.397710.000000.00000
812021.07.29 22:00close300.021.395950.000000.000003.52275.32
822021.07.29 22:00close290.011.395950.000000.000000.76276.08
832021.07.30 15:45buy310.011.391960.000000.00000
842021.07.30 18:05buy320.021.389790.000000.00000
852021.07.30 19:30buy330.021.388950.000000.00000
862021.08.01 22:00close330.021.389630.000000.000001.36277.44
872021.08.01 22:00close320.021.389630.000000.00000-0.32277.12
882021.08.01 22:00close310.011.389630.000000.00000-2.33274.79
892021.08.03 13:00sell340.011.393220.000000.00000
902021.08.03 22:00close340.011.391490.000000.000001.73276.52
912021.08.04 20:05buy350.011.389050.000000.00000
922021.08.04 22:00close350.011.388770.000000.00000-0.28276.24
932021.08.05 13:25sell360.011.392150.000000.00000
942021.08.05 15:15sell370.021.394200.000000.00000
952021.08.05 22:00close370.021.392790.000000.000002.82279.06
962021.08.05 22:00close360.011.392790.000000.00000-0.64278.42
972021.08.11 18:10sell380.011.388360.000000.00000
982021.08.11 22:00close380.011.386470.000000.000001.89280.31
992021.08.12 15:50buy390.011.382780.000000.00000
1002021.08.12 17:45buy400.021.382090.000000.00000
1012021.08.12 19:05buy410.021.380900.000000.00000
1022021.08.12 22:00close410.021.380380.000000.00000-1.04279.27
1032021.08.12 22:00close400.021.380380.000000.00000-3.42275.85
1042021.08.12 22:00close390.011.380380.000000.00000-2.40273.45
1052021.08.13 11:20buy420.011.379870.000000.00000
1062021.08.13 18:20modify420.011.379871.386850.00000
1072021.08.13 18:35modify420.011.379871.386930.00000
1082021.08.13 19:00modify420.011.379871.386970.00000
1092021.08.13 19:25s/l420.011.386971.386970.000007.10280.55
1102021.08.16 12:35sell430.011.387000.000000.00000
1112021.08.16 22:00close430.011.384060.000000.000002.94283.49
1122021.08.18 10:30buy440.011.375550.000000.00000
1132021.08.18 12:25buy450.021.374990.000000.00000
1142021.08.18 22:00close450.021.375360.000000.000000.74284.23
1152021.08.18 22:00close440.011.375360.000000.00000-0.19284.04
1162021.08.20 10:15sell460.011.361150.000000.00000
1172021.08.20 11:30sell470.021.361980.000000.00000
1182021.08.20 14:50sell480.021.363110.000000.00000
1192021.08.22 22:00close480.021.361660.000000.000002.90286.94
1202021.08.22 22:00close470.021.361660.000000.000000.64287.58
1212021.08.22 22:00close460.011.361660.000000.00000-0.51287.07
1222021.08.23 11:15buy490.011.366970.000000.00000
1232021.08.23 19:45modify490.011.366971.372640.00000
1242021.08.23 20:25s/l490.011.372641.372640.000005.67292.74
1252021.08.25 19:20sell500.011.376270.000000.00000
1262021.08.25 22:00close500.011.376260.000000.000000.01292.75
1272021.08.27 15:00sell510.011.374030.000000.00000
1282021.08.27 15:10sell520.021.376440.000000.00000
1292021.08.29 22:00close520.021.375630.000000.000001.62294.37
1302021.08.29 22:00close510.011.375630.000000.00000-1.60292.77
1312021.08.30 20:35sell530.011.376260.000000.00000
1322021.08.30 22:00close530.011.375700.000000.000000.56293.33
1332021.09.02 20:05sell540.011.383750.000000.00000
1342021.09.02 22:00close540.011.383340.000000.000000.41293.74
1352021.09.06 13:05sell550.011.384370.000000.00000
1362021.09.06 22:00close550.011.383430.000000.000000.94294.68
1372021.09.07 11:15buy560.011.380510.000000.00000
1382021.09.07 12:10buy570.021.378680.000000.00000
1392021.09.07 14:25buy580.021.377420.000000.00000
1402021.09.07 22:00close580.021.378280.000000.000001.72296.40
1412021.09.07 22:00close570.021.378280.000000.00000-0.80295.60
1422021.09.07 22:00close560.011.378280.000000.00000-2.23293.37
1432021.09.09 13:10sell590.011.383480.000000.00000
1442021.09.09 15:40sell600.021.385300.000000.00000
1452021.09.09 22:00close600.021.383610.000000.000003.38296.75
1462021.09.09 22:00close590.011.383610.000000.00000-0.13296.62
1472021.09.10 13:20sell610.011.388180.000000.00000
1482021.09.10 21:40modify610.011.388181.383440.00000
1492021.09.10 21:50modify610.011.388181.383280.00000
1502021.09.12 22:10close610.011.383131.383280.000005.05301.67
1512021.09.13 16:05sell620.011.384540.000000.00000
1522021.09.13 22:00close620.011.383810.000000.000000.73302.40
1532021.09.14 13:45sell630.011.388440.000000.00000
1542021.09.14 14:05sell640.021.390550.000000.00000
1552021.09.14 20:15modify640.021.390551.381690.00000
1562021.09.14 20:15modify630.011.388441.381690.00000
1572021.09.14 20:20modify640.021.390551.381270.00000
1582021.09.14 20:20modify630.011.388441.381270.00000
1592021.09.14 20:25modify640.021.390551.381200.00000
1602021.09.14 20:25modify630.011.388441.381200.00000
1612021.09.14 20:30modify640.021.390551.381170.00000
1622021.09.14 20:30modify630.011.388441.381170.00000
1632021.09.14 20:35modify640.021.390551.380970.00000
1642021.09.14 20:35modify630.011.388441.380970.00000
1652021.09.14 20:55s/l630.011.380971.380970.000007.47309.87
1662021.09.14 20:55s/l640.021.380971.380970.0000019.16329.03
1672021.09.17 19:40buy650.011.373940.000000.00000
1682021.09.17 21:40buy660.021.372930.000000.00000
1692021.09.19 22:10close660.021.373460.000000.000001.06330.09
1702021.09.19 22:10close650.011.373460.000000.00000-0.48329.61
1712021.09.20 20:20buy670.011.364380.000000.00000
1722021.09.20 22:00close670.011.365600.000000.000001.22330.83
1732021.09.21 09:05buy680.011.368620.000000.00000
1742021.09.21 11:25buy690.021.367900.000000.00000
1752021.09.21 13:55buy700.021.366910.000000.00000
1762021.09.21 15:10buy710.031.364790.000000.00000
1772021.09.21 22:00close710.031.365800.000000.000003.03333.86
1782021.09.21 22:00close700.021.365800.000000.00000-2.22331.64
1792021.09.21 22:00close690.021.365800.000000.00000-4.20327.44
1802021.09.21 22:00close680.011.365800.000000.00000-2.82324.62
1812021.09.22 19:20sell720.011.367130.000000.00000
1822021.09.22 22:00close720.011.361650.000000.000005.48330.10
1832021.09.23 12:55sell730.011.371070.000000.00000
1842021.09.23 14:45sell740.021.373610.000000.00000
1852021.09.23 17:35sell750.021.374800.000000.00000
1862021.09.23 22:00close750.021.371940.000000.000005.72335.82
1872021.09.23 22:00close740.021.371940.000000.000003.34339.16
1882021.09.23 22:00close730.011.371940.000000.00000-0.87338.29
1892021.09.28 11:35buy760.011.362640.000000.00000
1902021.09.28 12:05buy770.021.359780.000000.00000
1912021.09.28 13:40buy780.021.355730.000000.00000
1922021.09.28 15:10buy790.031.352530.000000.00000
1932021.09.28 22:00close790.031.353500.000000.000002.91341.20
1942021.09.28 22:00close780.021.353500.000000.00000-4.46336.74
1952021.09.28 22:00close770.021.353500.000000.00000-12.56324.18
1962021.09.28 22:00close760.011.353500.000000.00000-9.14315.04
1972021.09.29 09:00sell800.011.351780.000000.00000
1982021.09.29 20:55modify800.011.351781.342390.00000
1992021.09.29 21:00modify800.011.351781.342350.00000
2002021.09.29 21:15s/l800.011.342351.342350.000009.43324.47
2012021.09.30 13:20buy810.011.345700.000000.00000
2022021.09.30 22:00close810.011.347110.000000.000001.41325.88
2032021.10.01 14:25sell820.011.355710.000000.00000
2042021.10.01 16:45sell830.021.357300.000000.00000
2052021.10.03 22:00close830.021.355540.000000.000003.52329.40
2062021.10.03 22:00close820.011.355540.000000.000000.17329.57
2072021.10.04 10:15sell840.011.357020.000000.00000
2082021.10.04 11:40sell850.021.358670.000000.00000
2092021.10.04 13:00sell860.021.360510.000000.00000
2102021.10.04 14:55sell870.031.361790.000000.00000
2112021.10.04 22:00close870.031.360730.000000.000003.18332.75
2122021.10.04 22:00close860.021.360730.000000.00000-0.44332.31
2132021.10.04 22:00close850.021.360730.000000.00000-4.12328.19
2142021.10.04 22:00close840.011.360730.000000.00000-3.71324.48
2152021.10.05 09:05buy880.011.361950.000000.00000
2162021.10.05 14:15buy890.021.360570.000000.00000
2172021.10.05 22:00close890.021.362320.000000.000003.50327.98
2182021.10.05 22:00close880.011.362320.000000.000000.37328.35
2192021.10.07 15:15sell900.011.361450.000000.00000
2202021.10.07 15:50sell910.021.363160.000000.00000
2212021.10.07 22:00close910.021.361490.000000.000003.34331.69
2222021.10.07 22:00close900.011.361490.000000.00000-0.04331.65
2232021.10.08 13:45sell920.011.364240.000000.00000
2242021.10.10 22:00close920.011.361810.000000.000002.43334.08
2252021.10.11 21:05buy930.011.359080.000000.00000
2262021.10.11 22:00close930.011.359260.000000.000000.18334.26
2272021.10.13 14:45sell940.011.364000.000000.00000
2282021.10.13 18:15sell950.021.365070.000000.00000
2292021.10.13 20:50sell960.021.366340.000000.00000
2302021.10.13 22:00close960.021.365780.000000.000001.12335.38
2312021.10.13 22:00close950.021.365780.000000.00000-1.42333.96
2322021.10.13 22:00close940.011.365780.000000.00000-1.78332.18
2332021.10.15 12:10sell970.011.374870.000000.00000
2342021.10.15 15:40sell980.021.376500.000000.00000
2352021.10.17 22:00close980.021.374940.000000.000003.12335.30
2362021.10.17 22:00close970.011.374940.000000.00000-0.07335.23
2372021.10.19 10:05sell990.011.378960.000000.00000
2382021.10.19 10:55sell1000.021.380800.000000.00000
2392021.10.19 11:25sell1010.021.382700.000000.00000
2402021.10.19 22:00close1010.021.379400.000000.000006.60341.83
2412021.10.19 22:00close1000.021.379400.000000.000002.80344.63
2422021.10.19 22:00close990.011.379400.000000.00000-0.44344.19
2432021.10.20 11:20buy1020.011.376360.000000.00000
2442021.10.20 12:50buy1030.021.374680.000000.00000
2452021.10.20 20:15modify1030.021.374681.382500.00000
2462021.10.20 20:15modify1020.011.376361.382500.00000
2472021.10.20 20:30modify1030.021.374681.382570.00000
2482021.10.20 20:30modify1020.011.376361.382570.00000
2492021.10.20 20:45modify1030.021.374681.382600.00000
2502021.10.20 20:45modify1020.011.376361.382600.00000
2512021.10.20 21:00s/l1020.011.382601.382600.000006.24350.43
2522021.10.20 21:00s/l1030.021.382601.382600.0000015.84366.27
2532021.10.21 10:40buy1040.011.378970.000000.00000
2542021.10.21 22:00close1040.011.378990.000000.000000.02366.29
2552021.10.22 15:55buy1050.011.376730.000000.00000
2562021.10.22 17:00buy1060.021.374350.000000.00000
2572021.10.24 22:05close1060.021.374550.000000.000000.40366.69
2582021.10.24 22:05close1050.011.374550.000000.00000-2.18364.51
2592021.11.02 09:45sell1070.011.363590.000000.00000
2602021.11.02 12:00sell1080.021.364840.000000.00000
2612021.11.02 13:00sell1090.021.366090.000000.00000
2622021.11.02 22:00close1090.021.361570.000000.000009.04373.55
2632021.11.02 22:00close1080.021.361570.000000.000006.54380.09
2642021.11.02 22:00close1070.011.361570.000000.000002.02382.11
2652021.11.03 15:00sell1100.011.366020.000000.00000
2662021.11.03 18:50sell1110.021.368110.000000.00000
2672021.11.03 22:00close1110.021.368470.000000.00000-0.72381.39
2682021.11.03 22:00close1100.011.368470.000000.00000-2.45378.94
2692021.11.04 12:25buy1120.011.355990.000000.00000
2702021.11.04 14:10buy1130.021.351750.000000.00000
2712021.11.04 15:30buy1140.021.348320.000000.00000
2722021.11.04 22:00close1140.021.349700.000000.000002.76381.70
2732021.11.04 22:00close1130.021.349700.000000.00000-4.10377.60
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