Strategy Tester Report
BKK
Alpari-ECN-Demo (Build 1320)

SymbolAUDCHF (Australian Dollar vs Swiss Franc)
Period5 Minutes (M5) 2019.10.18 17:50 - 2020.12.02 23:55 (2019.01.01 - 2020.12.03)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersUseRisk=true; MaxRisk=5; Lots=0.1; ʱ=true; StartTrading="00:05"; StopTrading="03:05"; StopLoss=50; TakeProfit=100; DynamicCloseLoss=true; DynamicCloseProfit=true; adjpips=0; magicbuy=55555; magicsell=66666; MaxSpread=10; HourStart=0; HourEnd=3; MinProfit=0; TradeShort=false; TradeLong=true; TradingStyle="Trading filtering"; TradeAggressive=false; UseATR=true; MaxATR=10;
Bars in test83582Ticks modelled12426276Modelling quality88.70%
Mismatched charts errors16
Initial deposit10000.00SpreadCurrent (21)
Total net profit16722.08Gross profit28398.08Gross loss-11676.00
Profit factor2.43Expected payoff42.33
Absolute drawdown63.09Maximal drawdown2128.27 (8.11%)Relative drawdown13.30% (1636.38)
Total trades395Short positions (won %)0 (0.00%)Long positions (won %)395 (82.03%)
Profit trades (% of total)324 (82.03%)Loss trades (% of total)71 (17.97%)
Largestprofit trade420.20loss trade-1464.64
Averageprofit trade87.65loss trade-164.45
Maximumconsecutive wins (profit in money)47 (5259.18)consecutive losses (loss in money)2 (-816.04)
Maximalconsecutive profit (count of wins)5259.18 (47)consecutive loss (count of losses)-1464.64 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.21 00:05buy11.000.674040.000000.00000
22019.10.21 00:05modify11.000.674040.669040.68404
32019.10.21 01:43close11.000.674310.669040.6840430.4210030.42
42019.10.22 00:15buy21.000.676720.000000.00000
52019.10.22 00:15modify21.000.676720.671720.68672
62019.10.22 00:56close21.000.676900.671720.6867220.2810050.70
72019.10.22 00:58buy31.010.676540.000000.00000
82019.10.22 00:58modify31.010.676540.671540.68654
92019.10.22 01:03close31.010.676890.671540.6865439.8310090.53
102019.10.23 00:05buy41.010.677930.000000.00000
112019.10.23 00:05modify41.010.677930.672930.68793
122019.10.23 01:31close41.010.677980.672930.687935.6910096.22
132019.10.24 00:05buy51.010.677960.000000.00000
142019.10.24 00:05modify51.010.677960.672960.68796
152019.10.24 01:02close51.010.678900.672960.68796106.9710203.19
162019.10.24 03:02buy61.020.678440.000000.00000
172019.10.24 03:02modify61.020.678440.673440.68844
182019.10.24 04:37close61.020.678340.673440.68844-11.5010191.69
192019.10.28 02:29buy71.020.678190.000000.00000
202019.10.28 02:29modify71.020.678190.673190.68819
212019.10.28 02:51close71.020.678440.673190.6881928.7310220.42
222019.10.29 02:54buy81.020.680080.000000.00000
232019.10.29 02:54modify81.020.680080.675080.69008
242019.10.29 02:55close81.020.680500.675080.6900848.2710268.69
252019.10.30 01:08buy91.030.681800.000000.00000
262019.10.30 01:08modify91.030.681800.676800.69180
272019.10.30 02:08close91.030.681940.676800.6918016.2410284.93
282019.10.30 02:18buy101.030.681560.000000.00000
292019.10.30 02:18modify101.030.681560.676560.69156
302019.10.30 02:30close101.030.681900.676560.6915639.4510324.38
312019.10.31 02:00buy111.030.682130.000000.00000
322019.10.31 02:00modify111.030.682130.677130.69213
332019.10.31 02:07close111.030.682430.677130.6921334.8210359.20
342019.10.31 02:07buy121.040.682130.000000.00000
352019.10.31 02:07modify121.040.682130.677130.69213
362019.10.31 02:08close121.040.682430.677130.6921335.1510394.35
372019.11.04 00:25buy131.040.680860.000000.00000
382019.11.04 00:25modify131.040.680860.675860.69086
392019.11.04 00:50close131.040.681270.675860.6908648.0410442.39
402019.11.04 00:58buy141.040.680870.000000.00000
412019.11.04 00:58modify141.040.680870.675870.69087
422019.11.04 01:35close141.040.681130.675870.6908730.4610472.85
432019.11.04 02:30buy151.050.680880.000000.00000
442019.11.04 02:30modify151.050.680880.675880.69088
452019.11.04 02:34close151.050.681700.675880.6908897.0010569.85
462019.11.05 00:14buy161.060.679710.000000.00000
472019.11.05 00:14modify161.060.679710.674710.68971
482019.11.05 01:24close161.060.679770.674710.689717.1710577.02
492019.11.05 02:54buy171.060.679990.000000.00000
502019.11.05 02:54modify171.060.679990.674990.68999
512019.11.05 03:56close171.060.680330.674990.6899940.6110617.63
522019.11.06 00:59buy181.060.684020.000000.00000
532019.11.06 00:59modify181.060.684020.679020.69402
542019.11.06 03:31close181.060.683970.679020.69402-5.9710611.66
552019.11.07 00:12buy191.060.682760.000000.00000
562019.11.07 00:12modify191.060.682760.677760.69276
572019.11.07 02:30close191.060.682920.677760.6927619.1110630.77
582019.11.11 00:05buy201.060.683130.000000.00000
592019.11.11 00:05modify201.060.683130.678130.69313
602019.11.11 01:11close201.060.684050.678130.69313109.8810740.65
612019.11.11 03:01buy211.070.683730.000000.00000
622019.11.11 03:01modify211.070.683730.678730.69373
632019.11.11 05:17close211.070.683260.678730.69373-56.6610683.99
642019.11.12 00:24buy221.070.680130.000000.00000
652019.11.12 00:24modify221.070.680130.675130.69013
662019.11.12 01:34close221.070.680280.675130.6901318.0810702.07
672019.11.13 00:14buy231.070.678870.000000.00000
682019.11.13 00:14modify231.070.678870.673870.68887
692019.11.13 00:50close231.070.679230.673870.6888743.4010745.47
702019.11.13 02:20buy241.070.678900.000000.00000
712019.11.13 02:20modify241.070.678900.673900.68890
722019.11.13 03:00close241.070.679270.673900.6889044.6010790.07
732019.11.14 00:14buy251.080.676080.000000.00000
742019.11.14 00:14modify251.080.676080.671080.68608
752019.11.14 01:46close251.080.676690.671080.6860874.2210864.29
762019.11.14 02:29buy261.090.676350.000000.00000
772019.11.14 02:29modify261.090.676350.671350.68635
782019.11.14 06:31close261.090.672790.671350.68635-437.1910427.10
792019.11.18 00:05buy271.040.673920.000000.00000
802019.11.18 00:05modify271.040.673920.668920.68392
812019.11.18 02:02close271.040.674230.668920.6839236.3210463.42
822019.11.19 00:25buy281.050.673170.000000.00000
832019.11.19 00:25modify281.050.673170.668170.68317
842019.11.19 01:21close281.050.673500.668170.6831739.0410502.46
852019.11.19 02:29buy291.050.672990.000000.00000
862019.11.19 02:29modify291.050.672990.667990.68299
872019.11.19 04:16close291.050.672120.667990.68299-102.9210399.54
882019.11.20 00:21buy301.040.675950.000000.00000
892019.11.20 00:21modify301.040.675950.670950.68595
902019.11.20 00:26close301.040.676170.670950.6859525.7810425.32
912019.11.20 00:52buy311.040.675930.000000.00000
922019.11.20 00:52modify311.040.675930.670930.68593
932019.11.20 00:57close311.040.676190.670930.6859330.4610455.78
942019.11.20 01:04buy321.050.675920.000000.00000
952019.11.20 01:04modify321.050.675920.670920.68592
962019.11.20 02:05close321.050.676100.670920.6859221.3010477.08
972019.11.21 00:11buy331.050.673480.000000.00000
982019.11.21 00:11modify331.050.673480.668480.68348
992019.11.21 01:32close331.050.673490.668480.683481.1910478.27
1002019.11.21 02:35buy341.050.673020.000000.00000
1012019.11.21 02:35modify341.050.673020.668020.68302
1022019.11.21 04:21close341.050.672280.668020.68302-87.5410390.73
1032019.11.27 00:07buy351.040.676530.000000.00000
1042019.11.27 00:07modify351.040.676530.671530.68653
1052019.11.27 01:16close351.040.676790.671530.6865330.4710421.20
1062019.11.28 00:05buy361.040.676680.000000.00000
1072019.11.28 00:05modify361.040.676680.671680.68668
1082019.11.28 02:17close361.040.676300.671680.68668-44.5310376.67
1092019.12.04 00:48buy371.040.675460.000000.00000
1102019.12.04 00:48modify371.040.675460.670460.68546
1112019.12.04 01:01close371.040.675850.670460.6854645.7010422.37
1122019.12.04 02:13buy381.040.675670.000000.00000
1132019.12.04 02:13modify381.040.675670.670670.68567
1142019.12.04 02:21close381.040.676170.670670.6856758.5810480.95
1152019.12.04 02:30buy391.050.675170.000000.00000
1162019.12.04 02:30modify391.050.675170.670170.68517
1172019.12.04 04:05close391.050.675060.670170.68517-13.0110467.94
1182019.12.05 00:05buy401.050.676810.000000.00000
1192019.12.05 00:05modify401.050.676810.671810.68681
1202019.12.05 01:12close401.050.677070.671810.6868130.7510498.69
1212019.12.05 02:30buy411.050.676470.000000.00000
1222019.12.05 02:30modify411.050.676470.671470.68647
1232019.12.05 04:00close411.050.676440.671470.68647-3.5510495.14
1242019.12.09 00:05buy421.050.676350.000000.00000
1252019.12.09 00:05modify421.050.676350.671350.68635
1262019.12.09 01:16close421.050.676960.671350.6863572.1610567.30
1272019.12.10 00:05buy431.060.674140.000000.00000
1282019.12.10 00:05modify431.060.674140.669140.68414
1292019.12.10 01:35close431.060.673930.669140.68414-25.0810542.22
1302019.12.11 00:05buy441.050.670190.000000.00000
1312019.12.11 00:05modify441.050.670190.665190.68019
1322019.12.11 01:15close441.050.670210.665190.680192.3710544.59
1332019.12.11 02:39buy451.050.670100.000000.00000
1342019.12.11 02:39modify451.050.670100.665100.68010
1352019.12.11 02:54close451.050.670560.665100.6801054.4110599.00
1362019.12.12 00:05buy461.060.675600.000000.00000
1372019.12.12 00:05modify461.060.675600.670600.68560
1382019.12.12 00:12close461.060.676100.670600.6856059.7110658.71
1392019.12.12 00:13buy471.070.675430.000000.00000
1402019.12.12 00:13modify471.070.675430.670430.68543
1412019.12.12 02:04close471.070.675080.670430.68543-42.2010616.51
1422019.12.16 00:31buy481.060.675740.000000.00000
1432019.12.16 00:31modify481.060.675740.670740.68574
1442019.12.16 01:32close481.060.676440.670740.6857483.5910700.10
1452019.12.17 00:05buy491.070.676200.000000.00000
1462019.12.17 00:05modify491.070.676200.671200.68620
1472019.12.17 02:00close491.070.675830.671200.68620-44.6010655.50
1482019.12.18 00:07buy501.070.671290.000000.00000
1492019.12.18 00:07modify501.070.671290.666290.68129
1502019.12.18 01:10close501.070.671430.666290.6812916.8710672.37
1512019.12.19 00:18buy511.070.671520.000000.00000
1522019.12.19 00:18modify511.070.671520.666520.68152
1532019.12.19 00:51close511.070.671780.666520.6815231.3510703.72
1542019.12.19 00:58buy521.070.671490.000000.00000
1552019.12.19 00:58modify521.070.671490.666490.68149
1562019.12.19 01:39close521.070.671670.666490.6814921.6910725.41
1572019.12.23 00:05buy531.070.676280.000000.00000
1582019.12.23 00:05modify531.070.676280.671280.68628
1592019.12.23 01:13close531.070.677650.671280.68628165.1510890.56
1602019.12.24 00:13buy541.090.679190.000000.00000
1612019.12.24 00:13modify541.090.679190.674190.68919
1622019.12.24 01:25close541.090.679230.674190.689194.9210895.48
1632019.12.30 01:00buy551.090.679040.000000.00000
1642019.12.30 01:00modify551.090.679040.674040.68904
1652019.12.30 02:13close551.090.680150.674040.68904136.3211031.80
1662019.12.31 00:07buy561.100.677590.000000.00000
1672019.12.31 00:07modify561.100.677590.672590.68759
1682019.12.31 00:49close561.100.677950.672590.6875944.6211076.42
1692020.01.06 00:05buy571.110.673840.000000.00000
1702020.01.06 00:05modify571.110.673840.668840.68384
1712020.01.06 01:36close571.110.674040.668840.6838425.0111101.43
1722020.01.07 00:07buy581.110.671500.000000.00000
1732020.01.07 00:07modify581.110.671500.666500.68150
1742020.01.07 00:36close581.110.671970.666500.6815058.7811160.21
1752020.01.07 01:03buy591.120.671440.000000.00000
1762020.01.07 01:03modify591.120.671440.666440.68144
1772020.01.07 01:55close591.120.671710.666440.6814434.0711194.28
1782020.01.07 02:58buy601.120.671380.000000.00000
1792020.01.07 02:58modify601.120.671380.666380.68138
1802020.01.07 03:40close601.120.671800.666380.6813853.0011247.28
1812020.01.08 01:18buy611.120.666040.000000.00000
1822020.01.08 01:18modify611.120.666040.661040.67604
1832020.01.08 03:39close611.120.663790.661040.67604-283.9210963.36
1842020.01.13 00:05buy621.100.670650.000000.00000
1852020.01.13 00:05modify621.100.670650.665650.68065
1862020.01.13 01:02close621.100.671340.665650.6806585.5111048.87
1872020.01.14 00:08buy631.100.669930.000000.00000
1882020.01.14 00:08modify631.100.669930.664930.67993
1892020.01.14 02:01close631.100.669900.664930.67993-3.7211045.15
1902020.01.15 00:05buy641.100.667480.000000.00000
1912020.01.15 00:05modify641.100.667480.662480.67748
1922020.01.15 03:34close641.100.667080.662480.67748-49.5810995.57
1932020.01.16 01:01buy651.100.665210.000000.00000
1942020.01.16 01:01modify651.100.665210.660210.67521
1952020.01.16 01:30close651.100.665560.660210.6752143.3811038.95
1962020.01.20 00:05buy661.100.664910.000000.00000
1972020.01.20 00:05modify661.100.664910.659910.67491
1982020.01.20 00:42close661.100.665310.659910.6749149.5811088.53
1992020.01.20 02:56buy671.110.665740.000000.00000
2002020.01.20 02:56modify671.110.665740.660740.67574
2012020.01.20 03:21close671.110.666050.660740.6757438.7711127.30
2022020.01.21 00:05buy681.110.665140.000000.00000
2032020.01.21 00:05modify681.110.665140.660140.67514
2042020.01.21 00:16close681.110.665530.660140.6751448.7711176.07
2052020.01.21 03:01buy691.120.665760.000000.00000
2062020.01.21 03:01modify691.120.665760.660760.67576
2072020.01.21 05:10close691.120.664020.660760.67576-219.5610956.51
2082020.01.22 00:59buy701.100.662700.000000.00000
2092020.01.22 00:59modify701.100.662700.657700.67270
2102020.01.22 01:20close701.100.663000.657700.6727037.1810993.69
2112020.01.22 02:41buy711.100.662800.000000.00000
2122020.01.22 02:41modify711.100.662800.657800.67280
2132020.01.22 04:15close711.100.662740.657800.67280-7.4410986.25
2142020.01.23 00:57buy721.100.662180.000000.00000
2152020.01.23 00:57modify721.100.662180.657180.67218
2162020.01.23 02:30close721.100.663000.657180.67218101.6311087.88
2172020.01.27 00:05buy731.110.661130.000000.00000
2182020.01.27 00:05modify731.110.661130.656130.67113
2192020.01.27 02:10close731.110.660910.656130.67113-27.5111060.37
2202020.01.28 00:19buy741.110.655060.000000.00000
2212020.01.28 00:19modify741.110.655060.650060.66506
2222020.01.28 00:27close741.110.655320.650060.6650632.5211092.89
2232020.01.28 00:35buy751.110.655010.000000.00000
2242020.01.28 00:35modify751.110.655010.650010.66501
2252020.01.28 00:42close751.110.655320.650010.6650138.7711131.66
2262020.01.28 02:30buy761.110.655360.000000.00000
2272020.01.28 02:30modify761.110.655360.650360.66536
2282020.01.28 04:34close761.110.655280.650360.66536-10.0011121.66
2292020.01.29 01:04buy771.110.657390.000000.00000
2302020.01.29 01:04modify771.110.657390.652390.66739
2312020.01.29 01:31close771.110.657730.652390.6673942.5211164.18
2322020.01.29 02:30buy781.120.657220.000000.00000
2332020.01.29 02:30modify781.120.657220.652220.66722
2342020.01.29 02:30close781.120.657980.652220.6672295.9011260.08
2352020.01.30 00:07buy791.130.657050.000000.00000
2362020.01.30 00:07modify791.130.657050.652050.66705
2372020.01.30 01:08close791.130.657100.652050.667056.3711266.45
2382020.01.30 02:08buy801.130.656640.000000.00000
2392020.01.30 02:08modify801.130.656640.651640.66664
2402020.01.30 04:00close801.130.656060.651640.66664-73.8411192.61
2412020.02.03 00:05buy811.120.643980.000000.00000
2422020.02.03 00:05modify811.120.643980.638980.65398
2432020.02.03 01:18close811.120.644240.638980.6539832.8111225.42
2442020.02.04 00:06buy821.120.646120.000000.00000
2452020.02.04 00:06modify821.120.646120.641120.65612
2462020.02.04 01:30close821.120.646110.641120.65612-1.2711224.15
2472020.02.05 01:46buy831.120.652740.000000.00000
2482020.02.05 01:46modify831.120.652740.647740.66274
2492020.02.05 02:14close831.120.653060.647740.6627440.3811264.53
2502020.02.05 02:25buy841.130.652480.000000.00000
2512020.02.05 02:25modify841.130.652480.647480.66248
2522020.02.05 03:47close841.130.652550.647480.662488.9111273.44
2532020.02.06 02:29buy851.130.656720.000000.00000
2542020.02.06 02:29modify851.130.656720.651720.66672
2552020.02.06 02:30close851.130.657230.651720.6667264.9311338.37
2562020.02.10 00:05buy861.130.650930.000000.00000
2572020.02.10 00:05modify861.130.650930.645930.66093
2582020.02.10 01:06close861.130.652620.645930.66093215.1611553.53
2592020.02.10 02:19buy871.160.651410.000000.00000
2602020.02.10 02:19modify871.160.651410.646410.66141
2612020.02.10 02:54close871.160.652250.646410.66141109.7811663.31
2622020.02.11 00:46buy881.170.652890.000000.00000
2632020.02.11 00:46modify881.170.652890.647890.66289
2642020.02.11 01:09close881.170.653260.647890.6628948.7811712.09
2652020.02.12 00:41buy891.170.654710.000000.00000
2662020.02.12 00:41modify891.170.654710.649710.66471
2672020.02.12 01:03close891.170.655010.649710.6647139.5511751.64
2682020.02.13 00:25buy901.180.658650.000000.00000
2692020.02.13 00:25modify901.180.658650.653650.66865
2702020.02.13 01:25close901.180.658800.653650.6686519.9411771.58
2712020.02.13 01:48buy911.180.658480.000000.00000
2722020.02.13 01:48modify911.180.658480.653480.66848
2732020.02.13 03:18close911.180.657680.653480.66848-106.3611665.22
2742020.02.17 00:26buy921.170.658930.000000.00000
2752020.02.17 00:26modify921.170.658930.653930.66893
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