Strategy Tester Report
TwinsGridSystem
FXOpen-ECN Live Server (Build 1049)

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period5 Minutes (M5) 2016.10.10 00:00 - 2016.11.02 23:55 (2016.10.08 - 2016.11.03)
ModelEvery tick (the most precise method based on all available least timeframes)
ParameterscommX0=""; commX1=""; commX2="--- System Parameters"; eaMagic=888; eaComment=""; enableDisplay=true; useGridsA=true; useGridsB=false; gridsDepth=1; allottedMoneyInCurrency=1000; allottedMoneyInPercentage=100; fixedLots=0.01; lotsPerWan=0.1; maxLotsPerOrder=0; trailingStepInPips=3; pipsMarketEffect=3; maxProfitInPercentage=10; maxLossInPercentage=40; maxProfitInCurrency=0; maxLossInCurrency=0; maxFloatPipsToKillAll=400; killAllNow=false; minutesWakeUpSinceTakeProfit=600; minutesWakeUpSinceStopLoss=600; minutesWakeUpInOtherCase=1440; cciPeriod=48; cciUpper=80; cciLower=-80; commX3=" Parameters of Grids A "; enableBuyLimitsA=true; pipsAreaUpperBuyLimitsA=0; pipsAreaLowerBuyLimitsA=200; pipsActivateBuyLimitsA=0; lossLimitPauseBuyLimitsA=3; pipsIntervalPricesBuyLimitsA=35; pipsIntervalGridsBuyLimitsA=70; takeProfitInPipsBuyLimitsA=0; stopLossInPipsBuyLimitsA=0; pipsActivateProtectBuyLimitsA=60; pipsFixedProtectBuyLimitsA=10; pipsTrailingProtectBuyLimitsA=30; multipleOfFirstLotsBuyLimitsA=1; growthBuyLimitsA=0; useLotsOfOrdinalZeroForModeByStepBuyLimitsA=true; useTrendUpFilterBuyLimitsA=false; useTrendDownFilterBuyLimitsA=true; useTrendNoneFilterBuyLimitsA=false; killAllNowBuyLimitsA=false; pipsKillAllBuyLimitsA=0; enableSellLimitsA=true; pipsAreaUpperSellLimitsA=200; pipsAreaLowerSellLimitsA=0; pipsActivateSellLimitsA=0; lossLimitPauseSellLimitsA=3; pipsIntervalPricesSellLimitsA=35; pipsIntervalGridsSellLimitsA=70; takeProfitInPipsSellLimitsA=0; stopLossInPipsSellLimitsA=0; pipsActivateProtectSellLimitsA=60; pipsFixedProtectSellLimitsA=10; pipsTrailingProtectSellLimitsA=30; multipleOfFirstLotsSellLimitsA=1; growthSellLimitsA=0; useLotsOfOrdinalZeroForModeByStepSellLimitsA=true; useTrendUpFilterSellLimitsA=true; useTrendDownFilterSellLimitsA=false; useTrendNoneFilterSellLimitsA=false; killAllNowSellLimitsA=false; pipsKillAllSellLimitsA=0; enableBuyStopsA=false; pipsAreaUpperBuyStopsA=1000; pipsAreaLowerBuyStopsA=1000; pipsActivateBuyStopsA=0; lossLimitPauseBuyStopsA=0; pipsIntervalPricesBuyStopsA=20; pipsIntervalGridsBuyStopsA=35; takeProfitInPipsBuyStopsA=0; stopLossInPipsBuyStopsA=150; pipsActivateProtectBuyStopsA=70; pipsFixedProtectBuyStopsA=10; pipsTrailingProtectBuyStopsA=35; multipleOfFirstLotsBuyStopsA=1; growthBuyStopsA=1; useLotsOfOrdinalZeroForModeByStepBuyStopsA=false; useTrendUpFilterBuyStopsA=false; useTrendDownFilterBuyStopsA=true; useTrendNoneFilterBuyStopsA=true; killAllNowBuyStopsA=false; pipsKillAllBuyStopsA=0; enableSellStopsA=false; pipsAreaUpperSellStopsA=1000; pipsAreaLowerSellStopsA=1000; pipsActivateSellStopsA=0; lossLimitPauseSellStopsA=0; pipsIntervalPricesSellStopsA=20; pipsIntervalGridsSellStopsA=35; takeProfitInPipsSellStopsA=0; stopLossInPipsSellStopsA=150; pipsActivateProtectSellStopsA=70; pipsFixedProtectSellStopsA=10; pipsTrailingProtectSellStopsA=35; multipleOfFirstLotsSellStopsA=1; growthSellStopsA=1; useLotsOfOrdinalZeroForModeByStepSellStopsA=false; useTrendUpFilterSellStopsA=true; useTrendDownFilterSellStopsA=false; useTrendNoneFilterSellStopsA=true; killAllNowSellStopsA=false; pipsKillAllSellStopsA=0; commX4=" Parameters of Grids B "; enableBuyLimitsB=true; pipsAreaUpperBuyLimitsB=1000; pipsAreaLowerBuyLimitsB=1000; pipsActivateBuyLimitsB=0; lossLimitPauseBuyLimitsB=8; pipsIntervalPricesBuyLimitsB=15; pipsIntervalGridsBuyLimitsB=30; takeProfitInPipsBuyLimitsB=300; stopLossInPipsBuyLimitsB=150; pipsActivateProtectBuyLimitsB=90; pipsFixedProtectBuyLimitsB=10; pipsTrailingProtectBuyLimitsB=60; multipleOfFirstLotsBuyLimitsB=1; growthBuyLimitsB=0; useLotsOfOrdinalZeroForModeByStepBuyLimitsB=false; useTrendUpFilterBuyLimitsB=false; useTrendDownFilterBuyLimitsB=false; useTrendNoneFilterBuyLimitsB=false; killAllNowBuyLimitsB=false; pipsKillAllBuyLimitsB=0; enableSellLimitsB=true; pipsAreaUpperSellLimitsB=1000; pipsAreaLowerSellLimitsB=1000; pipsActivateSellLimitsB=0; lossLimitPauseSellLimitsB=8; pipsIntervalPricesSellLimitsB=15; pipsIntervalGridsSellLimitsB=15; takeProfitInPipsSellLimitsB=300; stopLossInPipsSellLimitsB=150; growthSellLimitsB=0;
Bars in test6181Ticks modelled1894129Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit120.97Gross profit123.17Gross loss-2.19
Profit factor56.21Expected payoff6.37
Absolute drawdown54.87Maximal drawdown67.52 (6.67%)Relative drawdown6.67% (67.52)
Total trades19Short positions (won %)5 (100.00%)Long positions (won %)14 (85.71%)
Profit trades (% of total)17 (89.47%)Loss trades (% of total)2 (10.53%)
Largestprofit trade14.30loss trade-2.02
Averageprofit trade7.25loss trade-1.10
Maximumconsecutive wins (profit in money)13 (100.18)consecutive losses (loss in money)1 (-2.02)
Maximalconsecutive profit (count of wins)100.18 (13)consecutive loss (count of losses)-2.02 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.10.10 00:00sell limit10.01128.2100.0000.000
22016.10.10 00:05buy limit20.01127.7680.0000.000
32016.10.10 00:09sell10.01128.2100.0000.000
42016.10.10 05:57buy20.01127.7680.0000.000
52016.10.10 06:16modify10.01128.210127.9100.000
62016.10.10 06:23modify10.01128.210127.8800.000
72016.10.10 06:26modify10.01128.210127.8450.000
82016.10.10 06:28modify10.01128.210127.8150.000
92016.10.10 09:18s/l10.01127.815127.8150.0003.371003.37
102016.10.10 09:18sell limit30.01128.2100.0000.000
112016.10.10 11:06sell30.01128.2100.0000.000
122016.10.10 13:57modify20.01127.768128.0690.000
132016.10.10 13:58modify20.01127.768128.1000.000
142016.10.10 13:58modify20.01127.768128.1300.000
152016.10.10 13:59modify20.01127.768128.1600.000
162016.10.10 14:00modify20.01127.768128.1900.000
172016.10.10 14:06modify20.01127.768128.2200.000
182016.10.10 14:47s/l20.01128.220128.2200.0003.881007.25
192016.10.10 14:47buy limit40.01127.7680.0000.000
202016.10.11 09:55buy40.01127.7680.0000.000
212016.10.11 10:00modify30.01128.210127.9070.000
222016.10.11 10:00modify30.01128.210127.8760.000
232016.10.11 10:02modify30.01128.210127.8440.000
242016.10.11 10:02modify30.01128.210127.8140.000
252016.10.11 10:02modify30.01128.210127.7820.000
262016.10.11 10:02modify30.01128.210127.7500.000
272016.10.11 10:05modify30.01128.210127.7170.000
282016.10.11 10:35s/l30.01127.717127.7170.0004.221011.47
292016.10.11 10:35sell limit50.01128.2100.0000.000
302016.10.11 14:50buy limit60.02127.0680.0000.000
312016.10.11 17:27buy60.02127.0680.0000.000
322016.10.12 01:54buy limit70.03126.3680.0000.000
332016.10.12 02:05buy70.03126.3680.0000.000
342016.10.12 02:38modify70.03126.368126.6690.000
352016.10.12 02:49modify70.03126.368126.7000.000
362016.10.12 02:58s/l70.03126.700126.7000.0008.431019.90
372016.10.12 02:58buy limit80.03126.3680.0000.000
382016.10.12 19:41modify60.02127.068127.3680.000
392016.10.12 21:36s/l60.02127.368127.3680.0005.061024.97
402016.10.13 03:05buy limit90.02127.0680.0000.000
412016.10.13 04:29buy90.02127.0680.0000.000
422016.10.13 05:18buy80.03126.3680.0000.000
432016.10.13 19:46modify80.03126.368126.6720.000
442016.10.13 21:00modify80.03126.368126.7020.000
452016.10.13 21:00modify80.03126.368126.7330.000
462016.10.13 23:51modify80.03126.368126.7650.000
472016.10.14 02:51s/l80.03126.765126.7650.00010.171035.13
482016.10.14 02:51buy limit100.03126.3680.0000.000
492016.10.14 13:11modify90.02127.068127.3700.000
502016.10.14 13:11modify90.02127.068127.4000.000
512016.10.14 13:11modify90.02127.068127.4320.000
522016.10.14 13:12modify90.02127.068127.4620.000
532016.10.14 13:15modify90.02127.068127.4930.000
542016.10.14 13:15modify90.02127.068127.5240.000
552016.10.14 13:15modify90.02127.068127.5540.000
562016.10.14 13:15modify90.02127.068127.5870.000
572016.10.14 13:30s/l90.02127.587127.5870.0008.921044.05
582016.10.14 13:30buy limit110.02127.0680.0000.000
592016.10.14 18:05buy110.02127.0680.0000.000
602016.10.17 04:33buy100.03126.3680.0000.000
612016.10.17 06:06modify100.03126.368126.6680.000
622016.10.17 08:00s/l100.03126.668126.6680.0007.581051.63
632016.10.17 08:47buy limit120.03126.3680.0000.000
642016.10.17 14:25buy120.03126.3680.0000.000
652016.10.18 02:42modify120.03126.368126.6730.000
662016.10.18 02:42modify120.03126.368126.7110.000
672016.10.18 02:43s/l120.03126.711126.7110.0008.731060.36
682016.10.18 02:43buy limit130.03126.3680.0000.000
692016.10.18 12:54modify110.02127.068127.3700.000
702016.10.18 12:56modify110.02127.068127.4000.000
712016.10.18 12:56modify110.02127.068127.4330.000
722016.10.18 12:56modify110.02127.068127.4660.000
732016.10.18 12:58modify110.02127.068127.4970.000
742016.10.18 12:58modify110.02127.068127.5270.000
752016.10.18 13:04s/l110.02127.527127.5270.0007.871068.23
762016.10.18 13:04buy limit140.02127.0680.0000.000
772016.10.19 09:42buy140.02127.0680.0000.000
782016.10.21 15:11buy130.03126.3680.0000.000
792016.10.21 19:13modify130.03126.368126.6690.000
802016.10.21 19:17modify130.03126.368126.7000.000
812016.10.21 19:41modify130.03126.368126.7310.000
822016.10.21 19:42modify130.03126.368126.7610.000
832016.10.21 19:42modify130.03126.368126.7910.000
842016.10.21 19:42modify130.03126.368126.8210.000
852016.10.21 19:42modify130.03126.368126.8540.000
862016.10.21 19:46modify130.03126.368126.8840.000
872016.10.21 21:12s/l130.03126.884126.8840.00013.311081.54
882016.10.21 21:12buy limit150.03126.3680.0000.000
892016.10.25 03:55modify140.02127.068127.3680.000
902016.10.25 06:34modify140.02127.068127.3980.000
912016.10.25 07:00modify140.02127.068127.4280.000
922016.10.25 07:04modify140.02127.068127.4590.000
932016.10.25 07:50s/l140.02127.459127.4590.0006.681088.22
942016.10.25 07:55buy limit160.02127.0680.0000.000
952016.10.25 16:21buy160.02127.0680.0000.000
962016.10.26 17:37modify160.02127.068127.3680.000
972016.10.26 17:49modify160.02127.068127.3980.000
982016.10.26 17:49modify160.02127.068127.4280.000
992016.10.26 17:59close160.02127.759127.4280.00011.961100.18
1002016.10.26 17:59close40.01127.7590.0000.000-0.171100.01
1012016.10.26 17:59delete150.03126.3680.0000.000
1022016.10.26 17:59delete50.01128.2100.0000.000
1032016.10.27 03:59sell limit170.01128.1260.0000.000
1042016.10.27 06:10buy limit180.01127.2650.0000.000
1052016.10.27 11:30sell170.01128.1260.0000.000
1062016.10.28 20:59modify170.01128.126127.8250.000
1072016.10.28 21:00modify170.01128.126127.7950.000
1082016.10.28 21:00modify170.01128.126127.7640.000
1092016.10.28 21:33s/l170.01127.764127.7640.0003.061103.07
1102016.10.28 21:33sell limit190.01128.1260.0000.000
1112016.10.31 00:00buy180.01127.2650.0000.000
1122016.10.31 03:46modify180.01127.265127.5680.000
1132016.10.31 03:46modify180.01127.265127.5980.000
1142016.10.31 04:02s/l180.01127.598127.5980.0002.831105.90
1152016.10.31 04:02buy limit200.01127.2650.0000.000
1162016.10.31 18:57sell190.01128.1260.0000.000
1172016.10.31 21:59sell limit210.02128.8260.0000.000
1182016.11.01 11:10sell210.02128.8260.0000.000
1192016.11.01 15:01modify210.02128.826128.5250.000
1202016.11.01 15:04modify210.02128.826128.4940.000
1212016.11.01 15:21modify210.02128.826128.4640.000
1222016.11.01 15:22modify210.02128.826128.4310.000
1232016.11.01 15:22modify210.02128.826128.4010.000
1242016.11.01 15:22modify210.02128.826128.3690.000
1252016.11.01 15:22modify210.02128.826128.3380.000
1262016.11.01 17:26modify210.02128.826128.3070.000
1272016.11.01 17:27modify210.02128.826128.2770.000
1282016.11.01 17:28modify210.02128.826128.2460.000
1292016.11.01 17:28modify210.02128.826128.2160.000
1302016.11.01 17:29modify210.02128.826128.1860.000
1312016.11.01 17:39modify210.02128.826128.1550.000
1322016.11.01 17:40modify210.02128.826128.1240.000
1332016.11.01 17:40modify210.02128.826128.0940.000
1342016.11.01 17:42modify210.02128.826128.0640.000
1352016.11.01 17:43modify210.02128.826128.0340.000
1362016.11.01 17:44modify210.02128.826128.0030.000
1372016.11.01 18:19s/l210.02128.003128.0030.00014.301120.20
1382016.11.01 18:19sell limit220.02128.8260.0000.000
1392016.11.01 19:30modify190.01128.126127.8260.000
1402016.11.01 19:44modify190.01128.126127.7950.000
1412016.11.01 20:00s/l190.01127.795127.7950.0002.791122.99
1422016.11.01 20:00sell limit230.01128.1260.0000.000
1432016.11.01 21:20buy200.01127.2650.0000.000
1442016.11.02 06:31buy limit240.02126.5650.0000.000
1452016.11.02 23:59close at stop200.01127.0490.0000.000-2.021120.97