Strategy Tester Report
WS1 V1 EA
FXOpen-Real1 (Build 1260)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2020.06.15 01:00 - 2020.07.14 23:45 (2020.06.15 - 2020.07.15) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | op_buy=true; op_sell=true; Lot1=0.1; Auto_Lots=true; MaxRisk=0.51; TakeProfit=90; StopLoss=64; TrailingStop=0; win_USD=0; useTimeFilter=true; HourBegin=1; HourEnd=11; Multiplication_info="0=1,1,1,1.... 1=1,2,3,5,8.... 2=1,2,4,8,16.... 3=1,3,9,27...."; Multiplication_Mode=3; Step=31; MagicNumber=6666; | ||||
| Bars in test | 2673 | Ticks modelled | 1007681 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | 20 | ||
| Total net profit | 345977.17 | Gross profit | 587821.72 | Gross loss | -241844.55 |
| Profit factor | 2.43 | Expected payoff | 7863.12 | ||
| Absolute drawdown | 347.72 | Maximal drawdown | 224394.30 (76.64%) | Relative drawdown | 86.33% (961.92) |
| Total trades | 44 | Short positions (won %) | 22 (50.00%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 22 (50.00%) | Loss trades (% of total) | 22 (50.00%) | ||
| Largest | profit trade | 185351.33 | loss trade | -66248.21 | |
| Average | profit trade | 26719.17 | loss trade | -10992.93 | |
| Maximum | consecutive wins (profit in money) | 2 (225738.30) | consecutive losses (loss in money) | 3 (-782.50) | |
| Maximal | consecutive profit (count of wins) | 225738.30 (2) | consecutive loss (count of losses) | -109932.08 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2020.06.15 01:02 | buy | 1 | 0.26 | 1.25114 | 0.00000 | 0.00000 | ||
| 2 | 2020.06.15 01:02 | modify | 1 | 0.26 | 1.25114 | 1.24474 | 1.26014 | ||
| 3 | 2020.06.15 01:02 | sell | 2 | 0.26 | 1.25094 | 0.00000 | 0.00000 | ||
| 4 | 2020.06.15 01:02 | modify | 2 | 0.26 | 1.25094 | 1.25734 | 1.24194 | ||
| 5 | 2020.06.15 09:40 | buy | 3 | 0.78 | 1.24803 | 0.00000 | 0.00000 | ||
| 6 | 2020.06.15 09:40 | modify | 3 | 0.78 | 1.24803 | 1.24163 | 1.25703 | ||
| 7 | 2020.06.15 09:40 | modify | 1 | 0.26 | 1.25114 | 1.24163 | 1.25703 | ||
| 8 | 2020.06.15 12:11 | sell | 4 | 0.78 | 1.25405 | 0.00000 | 0.00000 | ||
| 9 | 2020.06.15 12:11 | modify | 4 | 0.78 | 1.25405 | 1.26045 | 1.24505 | ||
| 10 | 2020.06.15 12:11 | modify | 2 | 0.26 | 1.25094 | 1.26045 | 1.24505 | ||
| 11 | 2020.06.15 17:56 | t/p | 1 | 0.26 | 1.25703 | 1.24163 | 1.25703 | 153.14 | 653.14 |
| 12 | 2020.06.15 17:56 | t/p | 3 | 0.78 | 1.25703 | 1.24163 | 1.25703 | 702.00 | 1355.14 |
| 13 | 2020.06.15 17:56 | close | 4 | 0.78 | 1.25726 | 1.26045 | 1.24505 | -250.38 | 1104.76 |
| 14 | 2020.06.15 17:56 | close | 2 | 0.26 | 1.25726 | 1.26045 | 1.24505 | -164.32 | 940.44 |
| 15 | 2020.06.16 01:00 | buy | 5 | 0.48 | 1.26063 | 0.00000 | 0.00000 | ||
| 16 | 2020.06.16 01:00 | modify | 5 | 0.48 | 1.26063 | 1.25423 | 1.26963 | ||
| 17 | 2020.06.16 01:00 | sell | 6 | 0.48 | 1.26043 | 0.00000 | 0.00000 | ||
| 18 | 2020.06.16 01:00 | modify | 6 | 0.48 | 1.26043 | 1.26683 | 1.25143 | ||
| 19 | 2020.06.16 03:57 | sell | 7 | 1.44 | 1.26358 | 0.00000 | 0.00000 | ||
| 20 | 2020.06.16 03:57 | modify | 7 | 1.44 | 1.26358 | 1.26998 | 1.25458 | ||
| 21 | 2020.06.16 03:57 | modify | 6 | 0.48 | 1.26043 | 1.26998 | 1.25458 | ||
| 22 | 2020.06.16 18:52 | buy | 8 | 1.44 | 1.25750 | 0.00000 | 0.00000 | ||
| 23 | 2020.06.16 18:52 | modify | 8 | 1.44 | 1.25750 | 1.25110 | 1.26650 | ||
| 24 | 2020.06.16 18:52 | modify | 5 | 0.48 | 1.26063 | 1.25110 | 1.26650 | ||
| 25 | 2020.06.17 06:33 | t/p | 6 | 0.48 | 1.25458 | 1.26998 | 1.25458 | 280.32 | 1220.76 |
| 26 | 2020.06.17 06:33 | t/p | 7 | 1.44 | 1.25458 | 1.26998 | 1.25458 | 1294.57 | 2515.34 |
| 27 | 2020.06.17 06:33 | sell | 9 | 1.28 | 1.25437 | 0.00000 | 0.00000 | ||
| 28 | 2020.06.17 06:33 | modify | 9 | 1.28 | 1.25437 | 1.26077 | 1.24537 | ||
| 29 | 2020.06.17 06:33 | close | 9 | 1.28 | 1.25457 | 1.26077 | 1.24537 | -25.60 | 2489.74 |
| 30 | 2020.06.17 06:33 | close | 8 | 1.44 | 1.25437 | 1.25110 | 1.26650 | -455.00 | 2034.74 |
| 31 | 2020.06.17 06:33 | close | 5 | 0.48 | 1.25437 | 1.25110 | 1.26650 | -301.91 | 1732.84 |
| 32 | 2020.06.17 06:33 | buy | 10 | 0.88 | 1.25453 | 0.00000 | 0.00000 | ||
| 33 | 2020.06.17 06:33 | modify | 10 | 0.88 | 1.25453 | 1.24813 | 1.26353 | ||
| 34 | 2020.06.17 06:33 | sell | 11 | 0.88 | 1.25433 | 0.00000 | 0.00000 | ||
| 35 | 2020.06.17 06:33 | modify | 11 | 0.88 | 1.25433 | 1.26073 | 1.24533 | ||
| 36 | 2020.06.17 10:08 | sell | 12 | 2.64 | 1.25743 | 0.00000 | 0.00000 | ||
| 37 | 2020.06.17 10:08 | modify | 12 | 2.64 | 1.25743 | 1.26383 | 1.24843 | ||
| 38 | 2020.06.17 10:08 | modify | 11 | 0.88 | 1.25433 | 1.26383 | 1.24843 | ||
| 39 | 2020.06.17 18:28 | buy | 13 | 2.64 | 1.25141 | 0.00000 | 0.00000 | ||
| 40 | 2020.06.17 18:28 | modify | 13 | 2.64 | 1.25141 | 1.24501 | 1.26041 | ||
| 41 | 2020.06.17 18:28 | modify | 10 | 0.88 | 1.25453 | 1.24501 | 1.26041 | ||
| 42 | 2020.06.18 14:12 | t/p | 11 | 0.88 | 1.24843 | 1.26383 | 1.24843 | 516.59 | 2249.42 |
| 43 | 2020.06.18 14:12 | t/p | 12 | 2.64 | 1.24843 | 1.26383 | 1.24843 | 2368.16 | 4617.58 |
| 44 | 2020.06.18 14:12 | close | 13 | 2.64 | 1.24823 | 1.24501 | 1.26041 | -863.04 | 3754.54 |
| 45 | 2020.06.18 14:12 | close | 10 | 0.88 | 1.24823 | 1.24501 | 1.26041 | -562.24 | 3192.30 |
| 46 | 2020.06.19 01:00 | buy | 14 | 1.63 | 1.24253 | 0.00000 | 0.00000 | ||
| 47 | 2020.06.19 01:00 | modify | 14 | 1.63 | 1.24253 | 1.23613 | 1.25153 | ||
| 48 | 2020.06.19 01:00 | sell | 15 | 1.63 | 1.24233 | 0.00000 | 0.00000 | ||
| 49 | 2020.06.19 01:00 | modify | 15 | 1.63 | 1.24233 | 1.24873 | 1.23333 | ||
| 50 | 2020.06.19 10:35 | sell | 16 | 4.89 | 1.24544 | 0.00000 | 0.00000 | ||
| 51 | 2020.06.19 10:35 | modify | 16 | 4.89 | 1.24544 | 1.25184 | 1.23644 | ||
| 52 | 2020.06.19 10:35 | modify | 15 | 1.63 | 1.24233 | 1.25184 | 1.23644 | ||
| 53 | 2020.06.19 14:15 | buy | 17 | 4.89 | 1.23942 | 0.00000 | 0.00000 | ||
| 54 | 2020.06.19 14:15 | modify | 17 | 4.89 | 1.23942 | 1.23302 | 1.24842 | ||
| 55 | 2020.06.19 14:15 | modify | 14 | 1.63 | 1.24253 | 1.23302 | 1.24842 | ||
| 56 | 2020.06.19 15:41 | t/p | 15 | 1.63 | 1.23644 | 1.25184 | 1.23644 | 960.07 | 4152.37 |
| 57 | 2020.06.19 15:41 | t/p | 16 | 4.89 | 1.23644 | 1.25184 | 1.23644 | 4401.00 | 8553.37 |
| 58 | 2020.06.19 15:41 | close | 17 | 4.89 | 1.23621 | 1.23302 | 1.24842 | -1569.69 | 6983.68 |
| 59 | 2020.06.19 15:41 | close | 14 | 1.63 | 1.23621 | 1.23302 | 1.24842 | -1030.16 | 5953.52 |
| 60 | 2020.06.29 01:00 | buy | 18 | 3.04 | 1.23401 | 0.00000 | 0.00000 | ||
| 61 | 2020.06.29 01:00 | modify | 18 | 3.04 | 1.23401 | 1.22761 | 1.24301 | ||
| 62 | 2020.06.29 01:00 | sell | 19 | 3.04 | 1.23381 | 0.00000 | 0.00000 | ||
| 63 | 2020.06.29 01:00 | modify | 19 | 3.04 | 1.23381 | 1.24021 | 1.22481 | ||
| 64 | 2020.06.29 05:28 | sell | 20 | 9.12 | 1.23693 | 0.00000 | 0.00000 | ||
| 65 | 2020.06.29 05:28 | modify | 20 | 9.12 | 1.23693 | 1.24333 | 1.22793 | ||
| 66 | 2020.06.29 05:28 | modify | 19 | 3.04 | 1.23381 | 1.24333 | 1.22793 | ||
| 67 | 2020.06.29 14:22 | buy | 21 | 9.12 | 1.23091 | 0.00000 | 0.00000 | ||
| 68 | 2020.06.29 14:22 | modify | 21 | 9.12 | 1.23091 | 1.22451 | 1.23991 | ||
| 69 | 2020.06.29 14:22 | modify | 18 | 3.04 | 1.23401 | 1.22451 | 1.23991 | ||
| 70 | 2020.06.29 17:34 | t/p | 19 | 3.04 | 1.22793 | 1.24333 | 1.22793 | 1787.52 | 7741.04 |
| 71 | 2020.06.29 17:34 | t/p | 20 | 9.12 | 1.22793 | 1.24333 | 1.22793 | 8208.00 | 15949.04 |
| 72 | 2020.06.29 17:34 | close | 21 | 9.12 | 1.22773 | 1.22451 | 1.23991 | -2900.16 | 13048.88 |
| 73 | 2020.06.29 17:34 | close | 18 | 3.04 | 1.22773 | 1.22451 | 1.23991 | -1909.12 | 11139.76 |
| 74 | 2020.06.30 01:00 | buy | 22 | 5.68 | 1.23018 | 0.00000 | 0.00000 | ||
| 75 | 2020.06.30 01:00 | modify | 22 | 5.68 | 1.23018 | 1.22378 | 1.23918 | ||
| 76 | 2020.06.30 01:00 | sell | 23 | 5.68 | 1.22998 | 0.00000 | 0.00000 | ||
| 77 | 2020.06.30 01:00 | modify | 23 | 5.68 | 1.22998 | 1.23638 | 1.22098 | ||
| 78 | 2020.06.30 09:47 | buy | 24 | 17.04 | 1.22708 | 0.00000 | 0.00000 | ||
| 79 | 2020.06.30 09:47 | modify | 24 | 17.04 | 1.22708 | 1.22068 | 1.23608 | ||
| 80 | 2020.06.30 09:47 | modify | 22 | 5.68 | 1.23018 | 1.22068 | 1.23608 | ||
| 81 | 2020.06.30 17:10 | sell | 25 | 17.04 | 1.23310 | 0.00000 | 0.00000 | ||
| 82 | 2020.06.30 17:10 | modify | 25 | 17.04 | 1.23310 | 1.23950 | 1.22410 | ||
| 83 | 2020.06.30 17:10 | modify | 23 | 5.68 | 1.22998 | 1.23950 | 1.22410 | ||
| 84 | 2020.06.30 17:45 | t/p | 22 | 5.68 | 1.23608 | 1.22068 | 1.23608 | 3351.20 | 14490.96 |
| 85 | 2020.06.30 17:45 | t/p | 24 | 17.04 | 1.23608 | 1.22068 | 1.23608 | 15336.00 | 29826.96 |
| 86 | 2020.06.30 17:45 | close | 25 | 17.04 | 1.23628 | 1.23950 | 1.22410 | -5418.72 | 24408.24 |
| 87 | 2020.06.30 17:45 | close | 23 | 5.68 | 1.23628 | 1.23950 | 1.22410 | -3578.40 | 20829.84 |
| 88 | 2020.07.01 01:00 | buy | 26 | 10.62 | 1.23988 | 0.00000 | 0.00000 | ||
| 89 | 2020.07.01 01:00 | modify | 26 | 10.62 | 1.23988 | 1.23348 | 1.24888 | ||
| 90 | 2020.07.01 01:00 | sell | 27 | 10.62 | 1.23968 | 0.00000 | 0.00000 | ||
| 91 | 2020.07.01 01:00 | modify | 27 | 10.62 | 1.23968 | 1.24608 | 1.23068 | ||
| 92 | 2020.07.01 07:10 | buy | 28 | 31.86 | 1.23674 | 0.00000 | 0.00000 | ||
| 93 | 2020.07.01 07:10 | modify | 28 | 31.86 | 1.23674 | 1.23034 | 1.24574 | ||
| 94 | 2020.07.01 07:10 | modify | 26 | 10.62 | 1.23988 | 1.23034 | 1.24574 | ||
| 95 | 2020.07.01 17:00 | sell | 29 | 31.86 | 1.24278 | 0.00000 | 0.00000 | ||
| 96 | 2020.07.01 17:00 | modify | 29 | 31.86 | 1.24278 | 1.24918 | 1.23378 | ||
| 97 | 2020.07.01 17:00 | modify | 27 | 10.62 | 1.23968 | 1.24918 | 1.23378 | ||
| 98 | 2020.07.01 17:31 | t/p | 26 | 10.62 | 1.24574 | 1.23034 | 1.24574 | 6223.32 | 27053.16 |
| 99 | 2020.07.01 17:31 | t/p | 28 | 31.86 | 1.24574 | 1.23034 | 1.24574 | 28674.00 | 55727.16 |
| 100 | 2020.07.01 17:31 | close | 29 | 31.86 | 1.24595 | 1.24918 | 1.23378 | -10099.62 | 45627.54 |
| 101 | 2020.07.01 17:31 | close | 27 | 10.62 | 1.24595 | 1.24918 | 1.23378 | -6658.74 | 38968.80 |
| 102 | 2020.07.02 01:00 | buy | 30 | 19.87 | 1.24789 | 0.00000 | 0.00000 | ||
| 103 | 2020.07.02 01:00 | modify | 30 | 19.87 | 1.24789 | 1.24149 | 1.25689 | ||
| 104 | 2020.07.02 01:00 | sell | 31 | 19.87 | 1.24769 | 0.00000 | 0.00000 | ||
| 105 | 2020.07.02 01:00 | modify | 31 | 19.87 | 1.24769 | 1.25409 | 1.23869 | ||
| 106 | 2020.07.02 11:27 | sell | 32 | 59.61 | 1.25081 | 0.00000 | 0.00000 | ||
| 107 | 2020.07.02 11:27 | modify | 32 | 59.61 | 1.25081 | 1.25721 | 1.24181 | ||
| 108 | 2020.07.02 11:27 | modify | 31 | 19.87 | 1.24769 | 1.25721 | 1.24181 | ||
| 109 | 2020.07.03 10:38 | buy | 33 | 59.61 | 1.24476 | 0.00000 | 0.00000 | ||
| 110 | 2020.07.03 10:38 | modify | 33 | 59.61 | 1.24476 | 1.23836 | 1.25376 | ||
| 111 | 2020.07.03 10:38 | modify | 30 | 19.87 | 1.24789 | 1.23836 | 1.25376 | ||
| 112 | 2020.07.07 15:58 | t/p | 30 | 19.87 | 1.25376 | 1.23836 | 1.25376 | 11486.65 | 50455.45 |
| 113 | 2020.07.07 15:58 | t/p | 33 | 59.61 | 1.25376 | 1.23836 | 1.25376 | 53294.92 | 103750.36 |
| 114 | 2020.07.07 15:58 | close | 32 | 59.61 | 1.25396 | 1.25721 | 1.24181 | -18954.19 | 84796.17 |
| 115 | 2020.07.07 15:58 | close | 31 | 19.87 | 1.25396 | 1.25721 | 1.24181 | -12517.50 | 72278.67 |
| 116 | 2020.07.08 01:00 | buy | 34 | 36.86 | 1.25495 | 0.00000 | 0.00000 | ||
| 117 | 2020.07.08 01:00 | modify | 34 | 36.86 | 1.25495 | 1.24855 | 1.26395 | ||
| 118 | 2020.07.08 01:00 | sell | 35 | 36.86 | 1.25475 | 0.00000 | 0.00000 | ||
| 119 | 2020.07.08 01:00 | modify | 35 | 36.86 | 1.25475 | 1.26115 | 1.24575 | ||
| 120 | 2020.07.08 12:15 | buy | 36 | 110.58 | 1.25185 | 0.00000 | 0.00000 | ||
| 121 | 2020.07.08 12:15 | modify | 36 | 110.58 | 1.25185 | 1.24545 | 1.26085 | ||
| 122 | 2020.07.08 12:15 | modify | 34 | 36.86 | 1.25495 | 1.24545 | 1.26085 | ||
| 123 | 2020.07.08 16:43 | sell | 37 | 110.58 | 1.25786 | 0.00000 | 0.00000 | ||
| 124 | 2020.07.08 16:43 | modify | 37 | 110.58 | 1.25786 | 1.26426 | 1.24886 | ||
| 125 | 2020.07.08 16:43 | modify | 35 | 36.86 | 1.25475 | 1.26426 | 1.24886 | ||
| 126 | 2020.07.08 20:07 | t/p | 34 | 36.86 | 1.26085 | 1.24545 | 1.26085 | 21747.40 | 94026.07 |
| 127 | 2020.07.08 20:07 | t/p | 36 | 110.58 | 1.26085 | 1.24545 | 1.26085 | 99522.00 | 193548.07 |
| 128 | 2020.07.08 20:07 | close | 37 | 110.58 | 1.26106 | 1.26426 | 1.24886 | -35385.60 | 158162.47 |
| 129 | 2020.07.08 20:07 | close | 35 | 36.86 | 1.26106 | 1.26426 | 1.24886 | -23258.66 | 134903.81 |
| 130 | 2020.07.09 01:00 | buy | 38 | 68.80 | 1.26137 | 0.00000 | 0.00000 | ||
| 131 | 2020.07.09 01:00 | modify | 38 | 68.80 | 1.26137 | 1.25497 | 1.27037 | ||
| 132 | 2020.07.09 01:00 | sell | 39 | 68.80 | 1.26117 | 0.00000 | 0.00000 | ||
| 133 | 2020.07.09 01:00 | modify | 39 | 68.80 | 1.26117 | 1.26757 | 1.25217 | ||
| 134 | 2020.07.09 09:02 | sell | 40 | 206.40 | 1.26428 | 0.00000 | 0.00000 | ||
| 135 | 2020.07.09 09:02 | modify | 40 | 206.40 | 1.26428 | 1.27068 | 1.25528 | ||
| 136 | 2020.07.09 09:02 | modify | 39 | 68.80 | 1.26117 | 1.27068 | 1.25528 | ||
| 137 | 2020.07.10 08:04 | buy | 41 | 206.40 | 1.25826 | 0.00000 | 0.00000 | ||
| 138 | 2020.07.10 08:04 | modify | 41 | 206.40 | 1.25826 | 1.25186 | 1.26726 | ||
| 139 | 2020.07.10 08:04 | modify | 38 | 68.80 | 1.26137 | 1.25186 | 1.26726 | ||
| 140 | 2020.07.13 22:34 | t/p | 39 | 68.80 | 1.25528 | 1.27068 | 1.25528 | 40386.98 | 175290.78 |
| 141 | 2020.07.13 22:34 | t/p | 40 | 206.40 | 1.25528 | 1.27068 | 1.25528 | 185351.33 | 360642.11 |
| 142 | 2020.07.13 22:34 | close | 41 | 206.40 | 1.25508 | 1.25186 | 1.26726 | -66248.21 | 294393.90 |
| 143 | 2020.07.13 22:34 | close | 38 | 68.80 | 1.25508 | 1.25186 | 1.26726 | -43683.87 | 250710.03 |
| 144 | 2020.07.14 01:00 | buy | 42 | 127.86 | 1.25566 | 0.00000 | 0.00000 | ||
| 145 | 2020.07.14 01:00 | modify | 42 | 127.86 | 1.25566 | 1.24926 | 1.26466 | ||
| 146 | 2020.07.14 01:00 | sell | 43 | 127.86 | 1.25546 | 0.00000 | 0.00000 | ||
| 147 | 2020.07.14 01:00 | modify | 43 | 127.86 | 1.25546 | 1.26186 | 1.24646 | ||
| 148 | 2020.07.14 10:16 | buy | 44 | 383.58 | 1.25256 | 0.00000 | 0.00000 | ||
| 149 | 2020.07.14 10:16 | modify | 44 | 383.58 | 1.25256 | 1.24616 | 1.26156 | ||
| 150 | 2020.07.14 10:16 | modify | 42 | 127.86 | 1.25566 | 1.24616 | 1.26156 | ||
| 151 | 2020.07.14 23:59 | close at stop | 44 | 383.58 | 1.25519 | 1.24616 | 1.26156 | 100881.54 | 351591.57 |
| 152 | 2020.07.14 23:59 | close at stop | 43 | 127.86 | 1.25539 | 1.26186 | 1.24646 | 895.02 | 352486.59 |
| 153 | 2020.07.14 23:59 | close at stop | 42 | 127.86 | 1.25519 | 1.24616 | 1.26156 | -6009.42 | 346477.17 |