Strategy Tester Report
MBfx Signal Providers Dream
ICMarkets-Live18 (Build 1260)

SymbolAUDCHF (Australian Dollar vs Swiss Franc)
Period5 Minutes (M5) 2010.01.14 02:00 - 2020.02.28 23:55 (2010.01.14 - 2020.02.29)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStrategyMode=1; FIFO=false; DisplayInfoPanel=false; TimeRangeFrom="02:05"; TimeRangeTo="23:00"; Balance_Per_lot=100000; Fixed_Lots=0.01; Basket_Stop_Loss_Perc=0.9; Lot_Multiplier=1; Max_Spread=12;
Bars in test756657Ticks modelled159301434Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00SpreadVariable
Total net profit227.70Gross profit281.92Gross loss-54.22
Profit factor5.20Expected payoff2.50
Absolute drawdown35.24Maximal drawdown92.46 (8.39%)Relative drawdown8.39% (92.46)
Total trades91Short positions (won %)38 (78.95%)Long positions (won %)53 (83.02%)
Profit trades (% of total)74 (81.32%)Loss trades (% of total)17 (18.68%)
Largestprofit trade17.65loss trade-12.35
Averageprofit trade3.81loss trade-3.19
Maximumconsecutive wins (profit in money)11 (31.10)consecutive losses (loss in money)2 (-18.42)
Maximalconsecutive profit (count of wins)36.25 (5)consecutive loss (count of losses)-18.42 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.04.28 18:35sell10.011.004500.000000.00000
22010.04.28 18:35modify10.011.004500.000001.00200
32010.04.30 19:33t/p10.011.002000.000001.002002.341002.34
42010.05.10 04:25sell20.010.993050.000000.00000
52010.05.10 04:25modify20.010.993050.000000.99055
62010.05.10 12:22t/p20.010.990550.000000.990552.541004.88
72010.05.20 14:40buy30.010.950120.000000.00000
82010.05.20 14:40modify30.010.950120.000000.95262
92010.05.20 15:54t/p30.010.952620.000000.952622.541007.42
102010.05.20 17:00buy40.010.950970.000000.00000
112010.05.20 17:00modify40.010.950970.000000.95347
122010.05.20 17:30buy50.010.943120.000000.00000
132010.05.20 17:30modify50.010.943120.000000.94955
142010.05.20 17:30modify40.010.950970.000000.94955
152010.05.20 18:46t/p40.010.949550.000000.94955-1.551005.87
162010.05.20 18:46t/p50.010.949550.000000.949556.641012.51
172010.05.25 09:45buy60.010.943320.000000.00000
182010.05.25 09:45modify60.010.943320.000000.94582
192010.05.25 11:33t/p60.010.945820.000000.945822.541015.05
202010.06.07 02:05buy70.010.951220.000000.00000
212010.06.07 02:05modify70.010.951220.000000.95372
222010.06.07 15:18t/p70.010.953720.000000.953722.541017.59
232010.06.08 18:00buy80.010.941370.000000.00000
242010.06.08 18:00modify80.010.941370.000000.94387
252010.06.08 18:09t/p80.010.943870.000000.943872.551020.14
262010.06.21 10:55sell90.010.976800.000000.00000
272010.06.21 10:55modify90.010.976800.000000.97430
282010.06.21 22:12t/p90.010.974300.000000.974302.551022.69
292010.06.25 17:45buy100.010.949750.000000.00000
302010.06.25 17:45modify100.010.949750.000000.95225
312010.06.25 19:34t/p100.010.952250.000000.952252.541025.23
322010.06.30 16:20buy110.010.915670.000000.00000
332010.06.30 16:20modify110.010.915670.000000.91817
342010.06.30 16:47t/p110.010.918170.000000.918172.541027.77
352010.06.30 18:05buy120.010.911920.000000.00000
362010.06.30 18:05modify120.010.911920.000000.91442
372010.06.30 22:41buy130.010.906870.000000.00000
382010.06.30 22:41modify130.010.906870.000000.91190
392010.06.30 22:41modify120.010.911920.000000.91190
402010.07.01 04:20buy140.010.899270.000000.00000
412010.07.01 04:20modify140.010.899270.000000.90852
422010.07.01 04:20modify130.010.906870.000000.90852
432010.07.01 04:20modify120.010.911920.000000.90852
442010.07.01 15:45buy150.010.891120.000000.00000
452010.07.01 15:45modify150.010.891120.000000.90480
462010.07.01 15:45modify140.010.899270.000000.90480
472010.07.01 15:45modify130.010.906870.000000.90480
482010.07.01 15:45modify120.010.911920.000000.90480
492010.07.02 11:33t/p120.010.904800.000000.90480-7.471020.29
502010.07.02 11:33t/p130.010.904800.000000.90480-2.181018.11
512010.07.02 11:33t/p140.010.904800.000000.904805.731023.84
522010.07.02 11:33t/p150.010.904800.000000.9048014.271038.11
532010.08.16 04:35buy160.010.933920.000000.00000
542010.08.16 04:35modify160.010.933920.000000.93642
552010.08.16 06:06t/p160.010.936420.000000.936422.551040.66
562010.08.17 13:50sell170.010.940350.000000.00000
572010.08.17 13:50modify170.010.940350.000000.93785
582010.08.17 18:50sell180.010.946200.000000.00000
592010.08.17 18:50modify180.010.946200.000000.94078
602010.08.17 18:50modify170.010.940350.000000.94078
612010.08.18 06:09t/p170.010.940780.000000.94078-0.571040.10
622010.08.18 06:09t/p180.010.940780.000000.940785.551045.65
632010.08.19 17:45buy190.010.920220.000000.00000
642010.08.19 17:45modify190.010.920220.000000.92272
652010.08.20 21:27t/p190.010.922720.000000.922722.561048.21
662010.08.27 17:45sell200.010.918100.000000.00000
672010.08.27 17:45modify200.010.918100.000000.91560
682010.08.27 22:50sell210.010.925200.000000.00000
692010.08.27 22:50modify210.010.925200.000000.91915
702010.08.27 22:50modify200.010.918100.000000.91915
712010.08.30 16:02t/p200.010.919150.000000.91915-1.221046.99
722010.08.30 16:02t/p210.010.919150.000000.919156.211053.20
732010.10.13 16:55sell220.010.951050.000000.00000
742010.10.13 16:55modify220.010.951050.000000.94855
752010.10.14 00:43t/p220.010.948550.000000.948552.401055.61
762010.11.15 15:30sell230.010.970380.000000.00000
772010.11.15 15:30modify230.010.970380.000000.96788
782010.11.16 02:43t/p230.010.967880.000000.967882.501058.11
792010.11.24 18:00sell240.010.975680.000000.00000
802010.11.24 18:00modify240.010.975680.000000.97318
812010.11.25 04:39t/p240.010.973180.000000.973182.401060.51
822010.11.29 03:35buy250.010.963830.000000.00000
832010.11.29 03:35modify250.010.963830.000000.96633
842010.11.29 09:11t/p250.010.966330.000000.966332.551063.06
852011.03.16 21:20buy260.010.887950.000000.00000
862011.03.16 21:20modify260.010.887950.000000.89045
872011.03.16 21:35t/p260.010.890450.000000.890452.551065.61
882011.03.18 03:35sell270.010.897780.000000.00000
892011.03.18 03:35modify270.010.897780.000000.89528
902011.03.18 11:02t/p270.010.895280.000000.895282.551068.16
912011.04.27 15:30sell280.010.948670.000000.00000
922011.04.27 15:30modify280.010.948670.000000.94617
932011.05.02 02:27t/p280.010.946170.000000.946172.311070.47
942011.05.31 09:15sell290.010.911370.000000.00000
952011.05.31 09:15modify290.010.911370.000000.90887
962011.05.31 10:33t/p290.010.908870.000000.908872.541073.01
972011.06.23 17:10buy300.010.879660.000000.00000
982011.06.23 17:10modify300.010.879660.000000.88216
992011.06.23 22:49t/p300.010.882160.000000.882162.541075.55
1002011.07.12 11:00buy310.010.882710.000000.00000
1012011.07.12 11:00modify310.010.882710.000000.88521
1022011.07.12 11:23t/p310.010.885210.000000.885212.541078.09
1032011.07.19 10:05sell320.010.873470.000000.00000
1042011.07.19 10:05modify320.010.873470.000000.87097
1052011.07.19 21:25sell330.010.883140.000000.00000
1062011.07.19 21:25modify330.010.883140.000000.87581
1072011.07.19 21:25modify320.010.873470.000000.87581
1082011.07.25 09:21t/p320.010.875810.000000.87581-2.811075.28
1092011.07.25 09:21t/p330.010.875810.000000.875817.301082.58
1102011.08.02 10:45buy340.010.846530.000000.00000
1112011.08.02 10:45modify340.010.846530.000000.84903
1122011.08.02 11:09t/p340.010.849030.000000.849032.541085.12
1132011.08.02 20:00buy350.010.828010.000000.00000
1142011.08.02 20:00modify350.010.828010.000000.83051
1152011.08.02 20:19t/p350.010.830510.000000.830512.541087.66
1162011.08.03 10:00buy360.010.823400.000000.00000
1172011.08.03 10:00modify360.010.823400.000000.82590
1182011.08.03 10:00t/p360.010.825900.000000.825902.541090.20
1192011.08.03 17:45buy370.010.818580.000000.00000
1202011.08.03 17:45modify370.010.818580.000000.82108
1212011.08.03 18:17t/p370.010.821080.000000.821082.541092.74
1222011.08.08 07:30buy380.010.782690.000000.00000
1232011.08.08 07:30modify380.010.782690.000000.78519
1242011.08.08 07:36t/p380.010.785190.000000.785192.541095.28
1252011.08.08 09:10buy390.010.780320.000000.00000
1262011.08.08 09:10modify390.010.780320.000000.78282
1272011.08.08 09:35t/p390.010.782820.000000.782822.541097.82
1282011.08.08 19:30buy400.010.776470.000000.00000
1292011.08.08 19:30modify400.010.776470.000000.77897
1302011.08.08 19:43t/p400.010.778970.000000.778972.541100.36
1312011.08.08 21:35buy410.010.775500.000000.00000
1322011.08.08 21:35modify410.010.775500.000000.77800
1332011.08.08 23:25buy420.010.769490.000000.00000
1342011.08.08 23:25modify420.010.769490.000000.77500
1352011.08.08 23:25modify410.010.775500.000000.77500
1362011.08.09 04:35buy430.010.759890.000000.00000
1372011.08.09 04:35modify430.010.759890.000000.77079
1382011.08.09 04:35modify420.010.769490.000000.77079
1392011.08.09 04:35modify410.010.775500.000000.77079
1402011.08.09 04:55buy440.010.754530.000000.00000
1412011.08.09 04:55modify440.010.754530.000000.76735
1422011.08.09 04:55modify430.010.759890.000000.76735
1432011.08.09 04:55modify420.010.769490.000000.76735
1442011.08.09 04:55modify410.010.775500.000000.76735
1452011.08.09 05:25buy450.010.746790.000000.00000
1462011.08.09 05:25modify450.010.746790.000000.76374
1472011.08.09 05:25modify440.010.754530.000000.76374
1482011.08.09 05:25modify430.010.759890.000000.76374
1492011.08.09 05:25modify420.010.769490.000000.76374
1502011.08.09 05:25modify410.010.775500.000000.76374
1512011.08.09 08:24t/p410.010.763740.000000.76374-12.351088.01
1522011.08.09 08:24t/p420.010.763740.000000.76374-6.071081.94
1532011.08.09 08:24t/p430.010.763740.000000.763743.961085.90
1542011.08.09 08:24t/p440.010.763740.000000.763749.561095.46
1552011.08.09 08:24t/p450.010.763740.000000.7637417.651113.11
1562011.08.09 21:55buy460.010.720940.000000.00000
1572011.08.09 21:55modify460.010.720940.000000.72344
1582011.08.09 22:04t/p460.010.723440.000000.723442.541115.65
1592011.08.11 11:50sell470.010.757730.000000.00000
1602011.08.11 11:50modify470.010.757730.000000.75523
1612011.08.11 12:46t/p470.010.755230.000000.755232.541118.19
1622011.08.11 16:20sell480.010.774210.000000.00000
1632011.08.11 16:20modify480.010.774210.000000.77171
1642011.08.11 17:10sell490.010.781690.000000.00000
1652011.08.11 17:10modify490.010.781690.000000.77545
1662011.08.11 17:10modify480.010.774210.000000.77545
1672011.08.11 18:55t/p480.010.775450.000000.77545-1.361116.83
1682011.08.11 18:55t/p490.010.775450.000000.775456.451123.28
1692011.09.06 11:20sell500.010.898580.000000.00000
1702011.09.06 11:20modify500.010.898580.000000.89608
1712011.09.06 11:22t/p500.010.896080.000000.896082.551125.83
1722011.09.06 11:25sell510.010.896140.000000.00000
1732011.09.06 11:25modify510.010.896140.000000.89364
1742011.09.16 12:10sell520.010.904310.000000.00000
1752011.09.16 12:10modify520.010.904310.000000.89773
1762011.09.16 12:10modify510.010.896140.000000.89773
1772011.09.22 14:13t/p510.010.897730.000000.89773-2.611123.22
1782011.09.22 14:13t/p520.010.897730.000000.897736.511129.73
1792011.09.30 18:25sell530.010.883130.000000.00000
1802011.09.30 18:25modify530.010.883130.000000.88063
1812011.09.30 19:41t/p530.010.880630.000000.880632.551132.28
1822011.11.25 16:50sell540.010.904730.000000.00000
1832011.11.25 16:50modify540.010.904730.000000.90223
1842011.11.25 19:42t/p540.010.902230.000000.902232.541134.82
1852011.12.13 09:25sell550.010.945660.000000.00000
1862011.12.13 09:25modify550.010.945660.000000.94316
1872011.12.14 16:23t/p550.010.943160.000000.943162.491137.31
1882012.09.04 07:35buy560.010.975260.000000.00000
1892012.09.04 07:35modify560.010.975260.000000.97776
1902012.09.04 08:09t/p560.010.977760.000000.977762.541139.85
1912012.12.04 12:10sell570.010.971340.000000.00000
1922012.12.04 12:10modify570.010.971340.000000.96884
1932012.12.05 17:45t/p570.010.968840.000000.968842.491142.34
1942013.01.29 16:40buy580.010.963090.000000.00000
1952013.01.29 16:40modify580.010.963090.000000.96559
1962013.01.30 05:00t/p580.010.965590.000000.965592.551144.89
1972013.05.09 21:05sell590.010.959420.000000.00000
1982013.05.09 21:05modify590.010.959420.000000.95692
1992013.05.09 21:28t/p590.010.956920.000000.956922.541147.43
2002013.06.11 12:45buy600.010.866930.000000.00000
2012013.06.11 12:45modify600.010.866930.000000.86943
2022013.06.11 15:51t/p600.010.869430.000000.869432.541149.97
2032013.06.12 10:35sell610.010.881240.000000.00000
2042013.06.12 10:35modify610.010.881240.000000.87874
2052013.06.12 14:45sell620.010.886450.000000.00000
2062013.06.12 14:45modify620.010.886450.000000.88135
2072013.06.12 14:45modify610.010.881240.000000.88135
2082013.06.12 16:36t/p610.010.881350.000000.88135-0.191149.78
2092013.06.12 16:36t/p620.010.881350.000000.881355.261155.04
2102013.06.21 20:00sell630.010.861580.000000.00000
2112013.06.21 20:00modify630.010.861580.000000.85908
2122013.06.24 09:09t/p630.010.859080.000000.859082.491157.53
2132013.12.11 17:25buy640.010.803590.000000.00000
2142013.12.11 17:25modify640.010.803590.000000.80609
2152013.12.12 15:45buy650.010.796730.000000.00000
2162013.12.12 15:45modify650.010.796730.000000.80266
2172013.12.12 15:45modify640.010.803590.000000.80266
2182013.12.16 12:50buy660.010.791530.000000.00000
2192013.12.16 12:50modify660.010.791530.000000.79978
2202013.12.16 12:50modify650.010.796730.000000.79978
2212013.12.16 12:50modify640.010.803590.000000.79978
2222013.12.20 23:17t/p640.010.799780.000000.79978-3.931153.60
2232013.12.20 23:17t/p650.010.799780.000000.799783.211156.82
2242013.12.20 23:17t/p660.010.799780.000000.799788.631165.45
2252014.01.24 13:35buy670.010.775040.000000.00000
2262014.01.24 13:35modify670.010.775040.000000.77754
2272014.01.24 14:37t/p670.010.777540.000000.777542.541167.99
2282015.01.19 17:40sell680.010.718700.000000.00000
2292015.01.19 17:40modify680.010.718700.000000.71620
2302015.01.20 13:12t/p680.010.716200.000000.716202.501170.49
2312015.01.22 10:50buy690.010.694620.000000.00000
2322015.01.22 10:50modify690.010.694620.000000.69712
2332015.01.22 10:57t/p690.010.697120.000000.697122.541173.03
2342015.01.23 15:00buy700.010.692270.000000.00000
2352015.01.23 15:00modify700.010.692270.000000.69477
2362015.01.23 16:37t/p700.010.694770.000000.694772.541175.57
2372015.01.30 10:05sell710.010.720200.000000.00000
2382015.01.30 10:05modify710.010.720200.000000.71770
2392015.01.30 10:32t/p710.010.717700.000000.717702.541178.11
2402015.04.22 15:35sell720.010.749930.000000.00000
2412015.04.22 15:35modify720.010.749930.000000.74743
2422015.04.22 17:00t/p720.010.747430.000000.747432.541180.65
2432015.05.08 15:30sell730.010.727450.000000.00000
2442015.05.08 15:30modify730.010.727450.000000.72495
2452015.05.18 22:35sell740.010.738970.000000.00000
2462015.05.18 22:35modify740.010.738970.000000.73071
2472015.05.18 22:35modify730.010.727450.000000.73071
2482015.05.28 04:35t/p730.010.730710.000000.73071-4.451176.20
2492015.05.28 04:35t/p740.010.730710.000000.730717.981184.18
2502015.07.10 10:55buy750.010.702520.000000.00000
2512015.07.10 10:55modify750.010.702520.000000.70502
2522015.07.10 16:25buy760.010.695820.000000.00000
2532015.07.10 16:25modify760.010.695820.000000.70167
2542015.07.10 16:25modify750.010.702520.000000.70167
2552015.07.13 10:55t/p750.010.701670.000000.70167-0.951183.23
2562015.07.13 10:55t/p760.010.701670.000000.701676.061189.29
2572015.08.24 05:55buy770.010.678050.000000.00000
2582015.08.24 05:55modify770.010.678050.000000.68055
2592015.08.24 06:45t/p770.010.680550.000000.680552.551191.84
2602015.08.24 16:20buy780.010.665720.000000.00000
2612015.08.24 16:20modify780.010.665720.000000.66822
2622015.08.24 16:40t/p780.010.668220.000000.668222.541194.38
2632015.12.11 17:05buy790.010.709170.000000.00000
2642015.12.11 17:05modify790.010.709170.000000.71167
2652015.12.14 10:33t/p790.010.711670.000000.711672.551196.94
2662016.02.08 17:35buy800.010.701270.000000.00000
2672016.02.08 17:35modify800.010.701270.000000.70377
2682016.02.09 03:10buy810.010.693530.000000.00000
2692016.02.09 03:10modify810.010.693530.000000.69990
2702016.02.09 03:10modify800.010.701270.000000.69990
2712016.02.09 15:00buy820.010.684640.000000.00000
2722016.02.09 15:00modify820.010.684640.000000.69565
2732016.02.09 15:00modify810.010.693530.000000.69565
2742016.02.09 15:00modify800.010.701270.000000.69565
2752016.02.10 17:25t/p800.010.695650.000000.69565-5.941191.00
2762016.02.10 17:25t/p810.010.695650.000000.695652.171193.17
2772016.02.10 17:25t/p820.010.695650.000000.6956511.491204.66
2782016.02.10 17:45sell830.010.695130.000000.00000
2792016.02.10 17:45modify830.010.695130.000000.69263
2802016.02.10 18:07t/p830.010.692630.000000.692632.561207.22
2812016.02.11 10:30buy840.010.684130.000000.00000
2822016.02.11 10:30modify840.010.684130.000000.68663
2832016.02.11 14:20t/p840.010.686630.000000.686632.561209.78
2842017.03.07 05:35sell850.010.768190.000000.00000
2852017.03.07 05:35modify850.010.768190.000000.76569
2862017.03.07 16:20sell860.010.773200.000000.00000
2872017.03.07 16:20modify860.010.773200.000000.76820
2882017.03.07 16:20modify850.010.768190.000000.76820
2892017.03.08 09:43t/p850.010.768200.000000.76820-0.131209.65
2902017.03.08 09:43t/p860.010.768200.000000.768205.141214.80
2912018.02.08 18:35buy870.010.731140.000000.00000
2922018.02.08 18:35modify870.010.731140.000000.73364
2932018.02.09 15:58t/p870.010.733640.000000.733642.581217.38
2942018.08.31 18:00buy880.010.699470.000000.00000
2952018.08.31 18:00modify880.010.699470.000000.70197
2962018.09.05 04:30t/p880.010.701970.000000.701972.621219.99
2972019.08.05 04:45buy890.010.662570.000000.00000
2982019.08.05 04:45modify890.010.662570.000000.66507
2992019.08.06 00:10buy900.010.656820.000000.00000
3002019.08.06 00:10modify900.010.656820.000000.66220
3012019.08.06 00:10modify890.010.662570.000000.66220
3022019.08.06 07:07t/p890.010.662200.000000.66220-0.451219.55
3032019.08.06 07:07t/p900.010.662200.000000.662205.631225.18
3042019.08.13 17:05sell910.010.660870.000000.00000
3052019.08.13 17:05modify910.010.660870.000000.65837
3062019.08.14 12:45t/p910.010.658370.000000.658372.521227.70