Strategy Tester Report
Belkaglazer
Alpari-Standard2 (Build 1090)

SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period15 Minutes (M15) 2012.01.02 00:00 - 2017.11.10 23:45 (2012.01.01 - 2019.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMM_setting=""; LotSize=0.01; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Max_Lot=50; Global_Max_Lot=0; Global_MaxOrderNumber=0; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; News_filter=""; System_setting=""; PendingOrderModify=false; MaxSpreadPip=8; MaxSlippagePip=1.5; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; DailyATR=4; NYCloseBroker=true; GMT_offset=0; PCh_setting=""; PCh_Period=160; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=40; RollbackOrderLevel=0; Exit_setting=""; _StopLoss=0.45; _TakeProfit=1.6; TakeStopModify=false; LimitMaxTP=249; LimitMaxSL=99; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=65; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=-149; StopProfitBar=5; StopProfitPip=99; Filter_setting=""; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=-170; VolatilityFilterDaily=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday"; MagicNumber=44162; Additional_setting="Using these settings can lead to a large drawdown!!! I NEVER use them on my live accounts"; MaxMultiplier=0; MinLossPip=0; DisableOrderControl=false;
Bars in test146175Ticks modelled96281535Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit121.40Gross profit254.41Gross loss-133.02
Profit factor1.91Expected payoff1.36
Absolute drawdown0.95Maximal drawdown19.85 (0.20%)Relative drawdown0.20% (19.85)
Total trades89Short positions (won %)42 (54.76%)Long positions (won %)47 (53.19%)
Profit trades (% of total)48 (53.93%)Loss trades (% of total)41 (46.07%)
Largestprofit trade10.40loss trade-5.29
Averageprofit trade5.30loss trade-3.24
Maximumconsecutive wins (profit in money)6 (21.17)consecutive losses (loss in money)4 (-14.65)
Maximalconsecutive profit (count of wins)27.23 (5)consecutive loss (count of losses)-14.65 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.03.22 04:45sell10.010.809650.000000.00000
22012.03.22 04:45modify10.010.809650.813210.79701
32012.03.22 21:15close10.010.808290.813210.797011.2910001.29
42012.04.03 21:15sell20.010.819440.000000.00000
52012.04.03 21:15modify20.010.819440.822600.80819
62012.04.04 00:00modify20.010.819440.822600.80696
72012.04.04 13:45close20.010.814720.822600.806964.6210005.91
82012.06.21 01:45buy30.010.799890.000000.00000
92012.06.21 01:45modify30.010.799890.796470.81207
102012.06.21 05:30s/l30.010.796460.796470.81207-3.5010002.41
112012.06.21 18:15sell40.010.792370.000000.00000
122012.06.21 18:15modify40.010.792370.795790.78019
132012.06.22 00:00modify40.010.792370.795790.77715
142012.06.22 10:45close40.010.786840.795790.777155.4310007.85
152012.07.11 21:15sell50.010.795860.000000.00000
162012.07.11 21:15modify50.010.795860.798890.78509
172012.07.12 00:00modify50.010.795860.798890.78519
182012.07.12 13:45close50.010.786540.798890.785199.1710017.02
192012.08.02 15:45sell60.010.810270.000000.00000
202012.08.02 15:45modify60.010.810270.813310.79947
212012.08.03 00:00modify60.010.810270.813310.80000
222012.08.03 07:38s/l60.010.813380.813310.80000-3.2110013.82
232012.09.20 02:00buy70.010.829880.000000.00000
242012.09.20 02:00modify70.010.829880.827530.83825
252012.09.20 05:36s/l70.010.827450.827530.83825-2.5010011.32
262012.10.24 23:15buy80.010.819400.000000.00000
272012.10.24 23:15modify80.010.819400.816740.82887
282012.10.25 00:00modify80.010.819400.816740.83082
292012.10.25 15:45close80.010.823000.816740.830823.5710014.88
302012.12.05 22:15buy90.010.828390.000000.00000
312012.12.05 22:15modify90.010.828390.825740.83783
322012.12.06 00:00modify90.010.828390.825740.83780
332012.12.06 14:45close90.010.832340.825740.837803.9210018.80
342013.01.24 09:00sell100.010.842200.000000.00000
352013.01.24 09:00modify100.010.842200.844450.83420
362013.01.25 00:00modify100.010.842200.844450.83318
372013.01.25 01:30close100.010.837360.844450.833184.7410023.54
382013.02.20 04:45sell110.010.841720.000000.00000
392013.02.20 04:45modify110.010.841720.845060.82985
402013.02.20 21:15close110.010.834430.845060.829857.2210030.76
412013.03.13 22:15sell120.010.819120.000000.00000
422013.03.13 22:15modify120.010.819120.822120.80845
432013.03.14 00:00modify120.010.819120.822120.80818
442013.03.14 14:45close120.010.818100.822120.808180.8710031.64
452013.04.02 06:45buy130.010.840810.000000.00000
462013.04.02 06:45modify130.010.840810.839170.84665
472013.04.02 23:15close130.010.841730.839170.846650.8510032.49
482013.05.09 02:00buy140.010.846460.000000.00000
492013.05.09 02:00modify140.010.846460.842500.86052
502013.05.09 18:30close140.010.844210.842500.86052-2.3210030.17
512013.05.22 17:15buy150.010.819820.000000.00000
522013.05.22 17:15modify150.010.819820.814630.83827
532013.05.22 17:25s/l150.010.814600.814630.83827-5.2910024.88
542013.05.22 17:30sell160.010.814360.000000.00000
552013.05.22 17:30modify160.010.814360.819550.79591
562013.05.23 00:01modify160.010.814360.819550.79524
572013.05.23 02:12close160.010.804420.819550.795249.7910034.67
582013.06.19 21:15sell170.010.798640.000000.00000
592013.06.19 21:15modify170.010.798640.804480.77789
602013.06.19 22:45close170.010.788170.804480.7778910.4010045.07
612013.10.22 15:45buy180.010.849710.000000.00000
622013.10.22 15:45modify180.010.849710.846110.86249
632013.10.23 00:00modify180.010.849710.846110.86382
642013.10.23 06:37s/l180.010.846110.846110.86382-3.6610041.41
652013.10.30 20:15sell190.010.821830.000000.00000
662013.10.30 20:15modify190.010.821830.824380.81277
672013.10.30 22:00s/l190.010.824460.824380.81277-2.7010038.71
682013.10.30 22:15buy200.010.827200.000000.00000
692013.10.30 22:15modify200.010.827200.824650.83626
702013.10.31 00:00modify200.010.827200.824650.83654
712013.10.31 00:17s/l200.010.824610.824650.83654-2.6210036.09
722013.11.12 22:15sell210.010.818840.000000.00000
732013.11.12 22:15modify210.010.818840.822620.80540
742013.11.12 23:26s/l210.010.822660.822620.80540-3.8910032.20
752013.12.11 22:15buy220.010.827430.000000.00000
762013.12.11 22:15modify220.010.827430.823440.84162
772013.12.12 00:00modify220.010.827430.823440.84305
782013.12.12 14:45close220.010.830490.823440.843053.0310035.22
792014.01.29 21:15sell230.010.824290.000000.00000
802014.01.29 21:15modify230.010.824290.827980.81115
812014.01.30 00:00modify230.010.824290.827980.80938
822014.01.30 11:55close230.010.814310.827980.809389.8310045.06
832014.02.26 21:45buy240.010.831190.000000.00000
842014.02.26 21:45modify240.010.831190.828580.84045
852014.02.27 00:00modify240.010.831190.828580.84010
862014.02.27 14:15close240.010.836200.828580.840104.9810050.03
872014.03.12 22:15buy250.010.849440.000000.00000
882014.03.12 22:15modify250.010.849440.847330.85696
892014.03.13 00:00modify250.010.849440.847330.85741
902014.03.13 09:41t/p250.010.857430.847330.857417.9610057.99
912014.04.09 21:15buy260.010.869340.000000.00000
922014.04.09 21:15modify260.010.869340.866350.87998
932014.04.10 00:00modify260.010.869340.866350.88052
942014.04.10 13:45close260.010.870810.866350.880521.4410059.42
952014.05.22 05:00buy270.010.857960.000000.00000
962014.05.22 05:00modify270.010.857960.855760.86580
972014.05.22 13:16s/l270.010.855740.855760.86580-2.2910057.13
982014.05.28 04:15sell280.010.854470.000000.00000
992014.05.28 04:15modify280.010.854470.856280.84802
1002014.05.28 16:26t/p280.010.848020.856280.848026.3810063.51
1012014.06.03 17:45sell290.010.842840.000000.00000
1022014.06.03 17:45modify290.010.842840.845750.83249
1032014.06.04 00:00modify290.010.842840.845750.83418
1042014.06.04 10:15close290.010.841540.845750.834181.2010064.72
1052014.06.25 15:45buy300.010.871800.000000.00000
1062014.06.25 15:45modify300.010.871800.869780.87898
1072014.06.26 00:00modify300.010.871800.869780.88086
1082014.06.26 08:15close300.010.876130.869780.880864.3010069.01
1092014.07.03 15:45sell310.010.873580.000000.00000
1102014.07.03 15:45modify310.010.873580.875400.86712
1112014.07.03 17:20s/l310.010.875420.875400.86712-1.9110067.10
1122014.07.15 17:45sell320.010.876420.000000.00000
1132014.07.15 17:45modify320.010.876420.878130.87034
1142014.07.16 00:00modify320.010.876420.878130.86952
1152014.07.16 07:55t/p320.010.869520.878130.869526.8010073.91
1162014.07.22 15:45buy330.010.868100.000000.00000
1172014.07.22 15:45modify330.010.868100.865720.87656
1182014.07.22 18:31s/l330.010.865710.865720.87656-2.4610071.45
1192014.07.30 21:15buy340.010.850390.000000.00000
1202014.07.30 21:15modify340.010.850390.847300.86137
1212014.07.31 00:00modify340.010.850390.847300.85812
1222014.07.31 13:45close340.010.849340.847300.85812-1.0810070.37
1232014.08.13 15:45buy350.010.846700.000000.00000
1242014.08.13 15:45modify350.010.846700.844750.85364
1252014.08.14 00:00modify350.010.846700.844750.85436
1262014.08.14 08:15close350.010.846800.844750.854360.0710070.43
1272014.09.04 15:30buy360.010.834490.000000.00000
1282014.09.04 15:30modify360.010.834490.831920.84363
1292014.09.04 17:58s/l360.010.831890.831920.84363-2.6710067.76
1302014.09.16 19:00buy370.010.819830.000000.00000
1312014.09.16 19:00modify370.010.819830.817210.82914
1322014.09.17 00:00modify370.010.819830.817210.83018
1332014.09.17 05:50s/l370.010.817200.817210.83018-2.6910065.07
1342014.09.25 05:15sell380.010.802950.000000.00000
1352014.09.25 05:15modify380.010.802950.806260.79119
1362014.09.25 16:24close380.010.793040.806260.791199.8410074.91
1372014.10.08 21:15buy390.010.786860.000000.00000
1382014.10.08 21:15modify390.010.786860.780320.81011
1392014.10.09 00:00modify390.010.786860.780320.80884
1402014.10.09 10:58close390.010.796790.780320.808849.9010084.81
1412014.10.28 14:45buy400.010.793080.000000.00000
1422014.10.28 14:45modify400.010.793080.790030.80393
1432014.10.29 00:00modify400.010.793080.790030.80215
1442014.10.29 07:15close400.010.793400.790030.802150.2610085.07
1452014.11.18 16:45sell410.010.792980.000000.00000
1462014.11.18 16:45modify410.010.792980.797330.77752
1472014.11.19 00:00modify410.010.792980.797330.77922
1482014.11.19 09:15close410.010.787620.797330.779225.2610090.34
1492014.12.09 17:15buy420.010.774310.000000.00000
1502014.12.09 17:15modify420.010.774310.770610.78748
1512014.12.09 19:22s/l420.010.770610.770610.78748-3.7710086.57
1522014.12.17 21:15buy430.010.778390.000000.00000
1532014.12.17 21:15modify430.010.778390.774230.79319
1542014.12.17 21:40s/l430.010.774210.774230.79319-4.2510082.32
1552014.12.17 21:45sell440.010.772430.000000.00000
1562014.12.17 21:45modify440.010.772430.776590.75763
1572014.12.18 00:00modify440.010.772430.776590.75670
1582014.12.18 14:15close440.010.774900.776590.75670-2.6210079.70
1592015.01.14 15:45buy450.010.775610.000000.00000
1602015.01.14 15:45modify450.010.775610.771690.78955
1612015.01.14 21:04s/l450.010.771670.771690.78955-4.0110075.69
1622015.01.28 22:15sell460.010.736620.000000.00000
1632015.01.28 22:15modify460.010.736620.740440.72305
1642015.01.29 00:00modify460.010.736620.740440.71992
1652015.01.29 13:39close460.010.726720.740440.719929.7510085.44
1662015.02.03 05:45sell470.010.723520.000000.00000
1672015.02.03 05:45modify470.010.723520.728640.70531
1682015.02.03 17:10s/l470.010.728660.728640.70531-5.2110080.23
1692015.03.11 22:15buy480.010.724980.000000.00000
1702015.03.11 22:15modify480.010.724980.721120.73869
1712015.03.12 00:00modify480.010.724980.721120.73714
1722015.03.12 08:33close480.010.735010.721120.7371410.0010090.23
1732015.04.14 15:45buy490.010.749130.000000.00000
1742015.04.14 15:45modify490.010.749130.744600.76523
1752015.04.15 00:00modify490.010.749130.744600.76497
1762015.04.15 08:15close490.010.751960.744600.764972.7710093.00
1772015.05.06 02:00sell500.010.749860.000000.00000
1782015.05.06 02:00modify500.010.749860.753970.73524
1792015.05.06 17:10s/l500.010.753980.753970.73524-4.1910088.81
1802015.05.13 05:00sell510.010.736320.000000.00000
1812015.05.13 05:00modify510.010.736320.740960.71981
1822015.05.13 10:28s/l510.010.740980.740960.71981-4.7310084.08
1832015.05.19 06:15buy520.010.741670.000000.00000
1842015.05.19 06:15modify520.010.741670.736610.75965
1852015.05.19 16:13s/l520.010.736610.736610.75965-5.1310078.95
1862015.08.11 04:30sell530.010.657780.000000.00000
1872015.08.11 04:30modify530.010.657780.661210.64559
1882015.08.11 21:00close530.010.653120.661210.645594.5910083.54
1892015.09.17 02:00sell540.010.634680.000000.00000
1902015.09.17 02:00modify540.010.634680.637060.62623
1912015.09.17 07:03s/l540.010.637060.637060.62623-2.4510081.09
1922015.10.08 21:15buy550.010.667270.000000.00000
1932015.10.08 21:15modify550.010.667270.663270.68148
1942015.10.09 00:00modify550.010.667270.663270.68316
1952015.10.09 13:45close550.010.671160.663270.683163.8310084.92
1962015.12.09 22:15buy560.010.669800.000000.00000
1972015.12.09 22:15modify560.010.669800.665140.68636
1982015.12.10 00:00modify560.010.669800.665140.69006
1992015.12.10 14:45close560.010.675270.665140.690065.4410090.36
2002015.12.16 21:45buy570.010.681730.000000.00000
2012015.12.16 21:45modify570.010.681730.678040.69483
2022015.12.16 22:12s/l570.010.677960.678040.69483-3.8410086.52
2032015.12.16 22:15sell580.010.674800.000000.00000
2042015.12.16 22:15modify580.010.674800.678490.66170
2052015.12.16 22:53s/l580.010.678520.678490.66170-3.7910082.73
2062015.12.31 18:45sell590.010.683340.000000.00000
2072015.12.31 18:45modify590.010.683340.684990.67748
2082016.01.04 00:00modify590.010.683340.684990.67712
2092016.01.04 03:16t/p590.010.677120.684990.677126.1010088.83
2102016.01.27 22:15sell600.010.641790.000000.00000
2112016.01.27 22:15modify600.010.641790.646320.62569
2122016.01.28 00:00modify600.010.641790.646320.62701
2132016.01.28 10:12s/l600.010.646330.646320.62701-4.6910084.14
2142016.02.11 10:45sell610.010.659910.000000.00000
2152016.02.11 10:45modify610.010.659910.664400.64394
2162016.02.11 11:36s/l610.010.664500.664400.64394-4.6610079.48
2172016.02.16 04:15sell620.010.661680.000000.00000
2182016.02.16 04:15modify620.010.661680.666480.64461
2192016.02.16 20:45close620.010.655560.666480.644616.0510085.53
2202016.03.16 20:15buy630.010.668200.000000.00000
2212016.03.16 20:15modify630.010.668200.664380.68180
2222016.03.17 00:00modify630.010.668200.664380.68530
2232016.03.17 09:06close630.010.678480.664380.6853010.2510095.78
2242016.04.14 04:45sell640.010.685660.000000.00000
2252016.04.14 04:45modify640.010.685660.688770.67462
2262016.04.14 15:48s/l640.010.688780.688770.67462-3.1910092.59
2272016.05.03 07:45sell650.010.700620.000000.00000
2282016.05.03 07:45modify650.010.700620.704540.68670
2292016.05.04 00:00modify650.010.700620.704540.68496
2302016.05.04 00:15close650.010.691780.704540.684968.7410101.33
2312016.05.18 21:15sell660.010.674220.000000.00000
2322016.05.18 21:15modify660.010.674220.676970.66444
2332016.05.19 00:00modify660.010.674220.676970.66286
2342016.05.19 13:45close660.010.674670.676970.66286-0.6010100.73
2352016.05.25 23:45sell670.010.673650.000000.00000
2362016.05.25 23:45modify670.010.673650.676130.66483
2372016.05.26 00:00modify670.010.673650.676130.66511
2382016.05.26 16:11s/l670.010.676130.676130.66511-2.6310098.11
2392016.06.16 02:00buy680.010.708060.000000.00000
2402016.06.16 02:00modify680.010.708060.704590.72041
2412016.06.16 09:43s/l680.010.704590.704590.72041-3.5410094.57
2422016.06.16 19:30buy690.010.704750.000000.00000
2432016.06.16 19:30modify690.010.704750.701280.71710
2442016.06.17 00:00modify690.010.704750.701280.71877
2452016.06.17 12:00close690.010.705300.701280.718770.4910095.06
2462016.07.27 21:15sell700.010.701790.000000.00000
2472016.07.27 21:15modify700.010.701790.704900.69075
2482016.07.27 21:25s/l700.010.704900.704900.69075-3.1810091.88
2492016.09.06 17:15buy710.010.738380.000000.00000
2502016.09.06 17:15modify710.010.738380.735290.74937
2512016.09.07 00:00modify710.010.738380.735290.75219
2522016.09.07 09:45close710.010.743340.735290.752194.9010096.78
2532016.12.14 21:15sell720.010.716020.000000.00000
2542016.12.14 21:15modify720.010.716020.719220.70464
2552016.12.15 00:00modify720.010.716020.719220.70234
2562016.12.15 13:20close720.010.706090.719220.702349.7810106.56
2572017.01.11 18:30buy730.010.700850.000000.00000
2582017.01.11 18:30modify730.010.700850.696980.71463
2592017.01.12 00:00modify730.010.700850.696980.71637
2602017.01.12 10:11close730.010.711160.696980.7163710.2810116.84
2612017.02.07 04:15buy740.010.736370.000000.00000
2622017.02.07 04:15modify740.010.736370.733120.74792
2632017.02.07 09:31s/l740.010.733120.733120.74792-3.3210113.52
2642017.02.22 21:15buy750.010.718200.000000.00000
2652017.02.22 21:15modify750.010.718200.716390.72465
2662017.02.23 00:00modify750.010.718200.716390.72526
2672017.02.23 13:45close750.010.720190.716390.725261.9610115.48
2682017.03.21 16:15buy760.010.708520.000000.00000
2692017.03.21 16:15modify760.010.708520.706160.71692
2702017.03.21 17:16s/l760.010.706160.706160.71692-2.4310113.05
2712017.04.12 22:30buy770.010.694800.000000.00000
2722017.04.12 22:30modify770.010.694800.692820.70186
2732017.04.13 00:00modify770.010.694800.692820.70330
2742017.04.13 15:00close770.010.699900.692820.703305.0710118.11
2752017.04.20 02:00buy780.010.704210.000000.00000
2762017.04.20 02:00modify780.010.704210.702210.71131
2772017.04.20 11:36s/l780.010.702210.702210.71131-2.0710116.04
2782017.07.12 15:45buy790.010.726350.000000.00000
2792017.07.12 15:45modify790.010.726350.724160.73413
2802017.07.13 00:00modify790.010.726350.724160.73477
2812017.07.13 08:15close790.010.728790.724160.734772.4110118.45
2822017.07.18 02:00sell800.010.726990.000000.00000
2832017.07.18 02:00modify800.010.726990.730390.71491
2842017.07.18 04:44s/l800.010.730390.730390.71491-3.4710114.98
2852017.07.26 21:15buy810.010.747670.000000.00000
2862017.07.26 21:15modify810.010.747670.745080.75687
2872017.07.27 00:00modify810.010.747670.745080.75839
2882017.07.27 13:45close810.010.752900.745080.758395.2010120.17
2892017.08.02 02:00sell820.010.741980.000000.00000
2902017.08.02 02:00modify820.010.741980.744910.73156
2912017.08.02 18:30close820.010.744600.744910.73156-2.6910117.48
2922017.08.23 03:15sell830.010.725620.000000.00000
2932017.08.23 03:15modify830.010.725620.727970.71725
2942017.08.23 19:45close830.010.720200.727970.717255.3510122.83
2952017.09.07 09:15sell840.010.717730.000000.00000
2962017.09.07 09:15modify840.010.717730.720850.70663
2972017.09.07 14:13s/l840.010.720880.720850.70663-3.2210119.61
2982017.09.12 09:15buy850.010.726120.000000.00000
2992017.09.12 09:15modify850.010.726120.722480.73908
3002017.09.13 00:00modify850.010.726120.722480.74026
3012017.09.13 01:45close850.010.728050.722480.740261.8710121.49
3022017.09.20 09:15buy860.010.737430.000000.00000
3032017.09.20 09:15modify860.010.737430.733520.75133
3042017.09.20 21:26s/l860.010.733520.733520.75133-3.9810117.51
3052017.10.19 08:00sell870.010.709330.000000.00000
3062017.10.19 08:00modify870.010.709330.711900.70021
3072017.10.20 00:00modify870.010.709330.711900.69679
3082017.10.20 00:30close870.010.703170.711900.696796.0610123.57
3092017.11.02 16:15buy880.010.693290.000000.00000
3102017.11.02 16:15modify880.010.693290.690800.70214
3112017.11.02 21:15s/l880.010.690780.690800.70214-2.5810120.99
3122017.11.08 22:15buy890.010.695100.000000.00000
3132017.11.08 22:15modify890.010.695100.692210.70539
3142017.11.09 00:00modify890.010.695100.692210.70616
3152017.11.09 06:59close at stop890.010.695540.692210.706160.4110121.40