Strategy Tester Report
Coromic EA
FXOpen-Real1 (Build 1260)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2019.10.14 00:00 - 2019.12.26 23:45 (2019.10.12 - 2019.12.27) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | useTimeFilter=true; HourBegin=11; HourEnd=15; lStopLoss=150; lTakeProfit=600; sStopLoss=250; sTakeProfit=300; Lots=0.1; Risk=80; DeMarkPeriod=20; DeMarkBuyLvl=0.2; DeMarkSellLvl=0.7; | ||||
| Bars in test | 6050 | Ticks modelled | 1337288 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Current (16) | ||
| Total net profit | 1713759.48 | Gross profit | 2349159.48 | Gross loss | -635400.00 |
| Profit factor | 3.70 | Expected payoff | 71406.64 | ||
| Absolute drawdown | 380.80 | Maximal drawdown | 857400.00 (89.96%) | Relative drawdown | 89.96% (857400.00) |
| Total trades | 24 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 20 (83.33%) | Loss trades (% of total) | 4 (16.67%) | ||
| Largest | profit trade | 542000.00 | loss trade | -266000.00 | |
| Average | profit trade | 117457.97 | loss trade | -158850.00 | |
| Maximum | consecutive wins (profit in money) | 14 (829559.48) | consecutive losses (loss in money) | 3 (-579400.00) | |
| Maximal | consecutive profit (count of wins) | 1519600.00 (6) | consecutive loss (count of losses) | -579400.00 (3) | |
| Average | consecutive wins | 10 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.10.24 11:15 | sell | 1 | 1.60 | 1.11313 | 1.11579 | 1.11013 | ||
| 2 | 2019.10.24 18:03 | t/p | 1 | 1.60 | 1.11013 | 1.11579 | 1.11013 | 480.00 | 980.00 |
| 3 | 2019.10.25 13:45 | sell | 2 | 3.14 | 1.11150 | 1.11416 | 1.10850 | ||
| 4 | 2019.10.25 17:00 | close | 2 | 3.14 | 1.10953 | 1.11416 | 1.10850 | 618.58 | 1598.58 |
| 5 | 2019.10.28 13:00 | sell | 3 | 5.12 | 1.10947 | 1.11213 | 1.10647 | ||
| 6 | 2019.10.29 10:45 | close | 3 | 5.12 | 1.10809 | 1.11213 | 1.10647 | 724.99 | 2323.57 |
| 7 | 2019.10.29 11:30 | buy | 4 | 9.96 | 1.10824 | 1.10658 | 1.11424 | ||
| 8 | 2019.10.29 15:45 | close | 4 | 9.96 | 1.10946 | 1.10658 | 1.11424 | 1215.12 | 3538.69 |
| 9 | 2019.10.30 11:15 | sell | 5 | 11.32 | 1.11185 | 1.11451 | 1.10885 | ||
| 10 | 2019.10.30 20:36 | t/p | 5 | 11.32 | 1.10885 | 1.11451 | 1.10885 | 3396.00 | 6934.69 |
| 11 | 2019.11.05 11:15 | sell | 6 | 22.19 | 1.11317 | 1.11583 | 1.11017 | ||
| 12 | 2019.11.05 14:45 | close | 6 | 22.19 | 1.11085 | 1.11583 | 1.11017 | 5148.08 | 12082.77 |
| 13 | 2019.11.06 13:45 | sell | 7 | 38.66 | 1.10839 | 1.11105 | 1.10539 | ||
| 14 | 2019.11.07 05:15 | close | 7 | 38.66 | 1.10607 | 1.11105 | 1.10539 | 9386.65 | 21469.42 |
| 15 | 2019.11.07 14:15 | sell | 8 | 68.70 | 1.10819 | 1.11085 | 1.10519 | ||
| 16 | 2019.11.07 17:30 | close | 8 | 68.70 | 1.10548 | 1.11085 | 1.10519 | 18617.70 | 40087.12 |
| 17 | 2019.11.11 13:45 | sell | 9 | 128.28 | 1.10273 | 1.10539 | 1.09973 | ||
| 18 | 2019.11.13 19:04 | t/p | 9 | 128.28 | 1.09973 | 1.10539 | 1.09973 | 39407.62 | 79494.74 |
| 19 | 2019.11.20 11:15 | buy | 10 | 341.40 | 1.10614 | 1.10448 | 1.11214 | ||
| 20 | 2019.11.21 00:45 | close | 10 | 341.40 | 1.10758 | 1.10448 | 1.11214 | 39329.28 | 118824.02 |
| 21 | 2019.11.21 12:15 | sell | 11 | 380.24 | 1.10848 | 1.11114 | 1.10548 | ||
| 22 | 2019.11.21 21:04 | t/p | 11 | 380.24 | 1.10548 | 1.11114 | 1.10548 | 114072.00 | 232896.02 |
| 23 | 2019.11.22 11:15 | sell | 12 | 745.27 | 1.10507 | 1.10773 | 1.10207 | ||
| 24 | 2019.11.22 19:15 | close | 12 | 745.27 | 1.10309 | 1.10773 | 1.10207 | 147563.46 | 380459.48 |
| 25 | 2019.11.28 12:00 | sell | 13 | 1000.00 | 1.10138 | 1.10404 | 1.09838 | ||
| 26 | 2019.11.29 15:00 | close | 13 | 1000.00 | 1.09980 | 1.10404 | 1.09838 | 161600.00 | 542059.48 |
| 27 | 2019.12.02 14:45 | buy | 14 | 1000.00 | 1.10129 | 1.09963 | 1.10729 | ||
| 28 | 2019.12.02 16:15 | close | 14 | 1000.00 | 1.10417 | 1.09963 | 1.10729 | 288000.00 | 830059.48 |
| 29 | 2019.12.03 11:30 | sell | 15 | 1000.00 | 1.10797 | 1.11063 | 1.10497 | ||
| 30 | 2019.12.04 15:57 | s/l | 15 | 1000.00 | 1.11063 | 1.11063 | 1.10497 | -262400.00 | 567659.48 |
| 31 | 2019.12.09 12:30 | sell | 16 | 1000.00 | 1.10614 | 1.10880 | 1.10314 | ||
| 32 | 2019.12.09 19:15 | close | 16 | 1000.00 | 1.10665 | 1.10880 | 1.10314 | -51000.00 | 516659.48 |
| 33 | 2019.12.10 12:30 | sell | 17 | 1000.00 | 1.10716 | 1.10982 | 1.10416 | ||
| 34 | 2019.12.10 18:17 | s/l | 17 | 1000.00 | 1.10982 | 1.10982 | 1.10416 | -266000.00 | 250659.48 |
| 35 | 2019.12.11 11:00 | buy | 18 | 1000.00 | 1.10856 | 1.10690 | 1.11456 | ||
| 36 | 2019.12.11 22:15 | close | 18 | 1000.00 | 1.11398 | 1.10690 | 1.11456 | 542000.00 | 792659.48 |
| 37 | 2019.12.12 11:45 | buy | 19 | 1000.00 | 1.11286 | 1.11120 | 1.11886 | ||
| 38 | 2019.12.12 16:30 | close | 19 | 1000.00 | 1.11451 | 1.11120 | 1.11886 | 165000.00 | 957659.48 |
| 39 | 2019.12.13 14:00 | sell | 20 | 1000.00 | 1.11751 | 1.12017 | 1.11451 | ||
| 40 | 2019.12.13 17:07 | t/p | 20 | 1000.00 | 1.11451 | 1.12017 | 1.11451 | 300000.00 | 1257659.48 |
| 41 | 2019.12.17 11:00 | buy | 21 | 1000.00 | 1.11395 | 1.11229 | 1.11995 | ||
| 42 | 2019.12.17 15:00 | close | 21 | 1000.00 | 1.11696 | 1.11229 | 1.11995 | 301000.00 | 1558659.48 |
| 43 | 2019.12.23 13:15 | sell | 22 | 1000.00 | 1.10790 | 1.11056 | 1.10490 | ||
| 44 | 2019.12.24 13:00 | close | 22 | 1000.00 | 1.10737 | 1.11056 | 1.10490 | 56600.00 | 1615259.48 |
| 45 | 2019.12.24 13:30 | buy | 23 | 1000.00 | 1.10749 | 1.10583 | 1.11349 | ||
| 46 | 2019.12.24 18:15 | close | 23 | 1000.00 | 1.10904 | 1.10583 | 1.11349 | 155000.00 | 1770259.48 |
| 47 | 2019.12.26 11:15 | sell | 24 | 1000.00 | 1.10934 | 1.11200 | 1.10634 | ||
| 48 | 2019.12.26 23:59 | close at stop | 24 | 1000.00 | 1.10990 | 1.11200 | 1.10634 | -56000.00 | 1714259.48 |