Strategy Tester Report
v10_Sensei_USDCHF
Swissquote-Demo (Build 1121)

SymbolUSDCHF (US Dollar Vs Swiss Franc)
Period15 Minutes (M15) 2013.05.01 03:00 - 2018.04.30 23:45 (2013.05.01 - 2018.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersPeriodoMM_Lenta=25; PeriodoMM_Veloce=10; lotSizeBase=2; if_incrementoAuto_True=" -> incremento = (SL + TP)/TP"; incrementoAuto=true; TP=0.004; SL=0.001; Giorni="Giorni di operatività"; lunedi=true; martedi=true; mercoledi=true; giovedi=true; venerdi=true; Orario="Orario di operatività"; una=false; due=false; tre=false; quattro=false; cinque=false; sei=false; sette=false; otto=true; nove=true; dieci=true; undici=true; dodici=true; tredici=true; quattordici=true; quindici=true; sedici=true; diciassette=true; diciotto=true; diciannove=true; venti=true; ventuno=false; ventidue=false; ventitre=false; ventiquattro=false; MagicNum=12345;
Bars in test124646Ticks modelled85786495Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit13513.67Gross profit22607.18Gross loss-9093.51
Profit factor2.49Expected payoff264.97
Absolute drawdown165.56Maximal drawdown2085.78 (11.47%)Relative drawdown11.47% (2085.78)
Total trades51Short positions (won %)31 (29.03%)Long positions (won %)20 (40.00%)
Profit trades (% of total)17 (33.33%)Loss trades (% of total)34 (66.67%)
Largestprofit trade2458.74loss trade-481.83
Averageprofit trade1329.83loss trade-267.46
Maximumconsecutive wins (profit in money)2 (3270.26)consecutive losses (loss in money)5 (-1659.89)
Maximalconsecutive profit (count of wins)3270.26 (2)consecutive loss (count of losses)-1659.89 (5)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.05.28 10:00sell stop12.000.965530.966530.96153
22013.05.29 13:55sell12.000.965620.966530.96153
32013.05.29 14:07t/p12.000.961470.966530.96153863.2110863.21
42013.07.08 08:00sell stop22.000.964870.965870.96087
52013.07.08 09:25sell22.000.964970.965870.96087
62013.07.08 15:06s/l22.000.965830.965870.96087-178.0810685.13
72013.07.17 08:45sell stop32.500.941340.942340.93734
82013.07.17 09:25sell32.500.941290.942340.93734
92013.07.17 10:31s/l32.500.942310.942340.93734-270.6010414.53
102013.10.09 09:15sell stop43.120.905500.906500.90150
112013.10.17 10:37sell43.120.905540.906500.90150
122013.10.17 16:52t/p43.120.901490.906500.901501401.7111816.24
132013.10.30 08:00sell stop52.000.898390.899390.89439
142013.10.30 11:49sell52.000.898480.899390.89439
152013.10.30 21:10s/l52.000.899290.899390.89439-180.1211636.12
162013.11.21 10:00sell stop62.500.916960.917960.91296
172013.11.21 10:56sell62.500.917060.917960.91296
182013.11.21 11:03s/l62.500.917920.917960.91296-234.2111401.91
192013.12.05 15:30sell stop73.120.901520.902520.89752
202013.12.05 15:52sell73.120.901610.902520.89752
212013.12.05 18:24t/p73.120.897430.902520.897521453.1212855.03
222013.12.16 09:15buy stop82.000.888820.887820.89282
232013.12.16 10:15buy82.000.888890.887820.89282
242013.12.16 11:00s/l82.000.887750.887820.89282-256.8112598.22
252013.12.26 08:00sell stop92.500.895970.896970.89197
262013.12.26 08:57sell92.500.896060.896970.89197
272013.12.27 08:42t/p92.500.892030.896970.891971106.9213705.14
282014.03.07 08:00buy stop102.000.880660.879660.88466
292014.03.07 15:43buy102.000.880670.879660.88466
302014.03.07 16:15s/l102.000.879630.879660.88466-236.4513468.69
312014.03.11 09:00sell stop112.500.878390.879390.87439
322014.03.11 11:15sell112.500.878470.879390.87439
332014.03.11 11:53s/l112.500.879480.879390.87439-287.1313181.56
342014.05.01 15:45buy stop123.120.879060.878060.88306
352014.05.01 16:17buy123.120.879070.878060.88306
362014.05.02 15:43t/p123.120.883130.878060.883061452.4614634.01
372014.05.21 20:15sell stop132.000.893980.894980.88998
382014.05.21 21:36sell132.000.894040.894980.88998
392014.05.22 10:00s/l132.000.895000.894980.88998-268.8714365.15
402014.06.24 09:00sell stop142.500.894890.895890.89089
412014.06.24 09:06sell142.500.894970.895890.89089
422014.06.25 15:53t/p142.500.890820.895890.890891141.9715507.12
432014.07.10 08:00buy stop152.000.891120.890120.89512
442014.07.10 09:45buy152.000.891210.890120.89512
452014.07.14 10:46s/l152.000.890150.890120.89512-215.0415292.07
462014.10.21 10:15buy stop162.500.941830.940830.94583
472014.10.21 11:11buy162.500.941770.940830.94583
482014.10.21 12:59t/p162.500.945930.940830.945831099.5216391.59
492014.11.18 09:30buy stop172.000.963400.962400.96740
502014.11.21 10:50buy172.000.963470.962400.96740
512014.11.21 12:03t/p172.000.967330.962400.96740797.9917189.58
522014.12.04 09:15sell stop182.000.977540.978540.97354
532014.12.04 10:14sell182.000.977610.978540.97354
542014.12.04 15:36s/l182.000.978560.978540.97354-194.1616995.42
552014.12.30 08:15sell stop192.500.990700.991700.98670
562014.12.30 09:23sell192.500.990730.991700.98670
572014.12.31 16:25s/l192.500.991670.991700.98670-259.6116735.81
582015.02.16 09:00buy stop203.120.929830.928830.93383
592015.02.16 09:07buy203.120.929730.928830.93383
602015.02.16 09:59s/l203.120.928760.928830.93383-325.8516409.96
612015.04.09 08:30sell stop213.900.967260.968260.96326
622015.04.15 20:17sell213.900.967330.968260.96326
632015.04.16 03:12t/p213.900.963220.968260.963261558.0717968.02
642015.05.06 09:45buy stop222.000.925940.924940.92994
652015.05.06 12:23buy222.000.925940.924940.92994
662015.05.06 12:43s/l222.000.925040.924940.92994-194.6117773.41
672015.06.23 09:15sell stop232.500.926260.927260.92226
682015.06.23 10:00sell232.500.926180.927260.92226
692015.06.23 10:01s/l232.500.927260.927260.92226-291.1817482.23
702015.08.06 15:15sell stop243.120.981310.982310.97731
712015.08.06 16:41sell243.120.981310.982310.97731
722015.08.07 09:16s/l243.120.982230.982310.97731-320.4717161.76
732015.09.25 08:00sell stop253.900.974520.975520.97052
742015.09.25 18:24sell253.900.974510.975520.97052
752015.09.25 18:28s/l253.900.975440.975520.97052-371.8016789.96
762015.12.24 08:00buy stop264.870.991500.990500.99550
772015.12.29 15:35buy264.870.991430.990500.99550
782015.12.29 17:13s/l264.870.990450.990500.99550-481.8316308.13
792016.01.12 08:15buy stop276.080.999950.998951.00395
802016.01.12 11:35buy276.080.999900.998951.00395
812016.01.12 17:59t/p276.081.003960.998951.003952458.7418766.87
822016.02.22 20:45sell stop282.000.997210.998210.99321
832016.02.23 03:55sell282.000.997270.998210.99321
842016.02.23 10:05t/p282.000.993240.998210.99321811.5219578.39
852016.02.26 15:15sell stop292.000.990560.991560.98656
862016.03.03 17:01sell292.000.990490.991560.98656
872016.03.03 17:06s/l292.000.991500.991560.98656-203.7219374.67
882016.03.31 18:00buy stop302.500.960700.959700.96470
892016.03.31 22:30buy302.500.960700.959700.96470
902016.04.01 12:24s/l302.500.959700.959700.96470-246.0519128.63
912016.06.09 16:15sell stop313.120.961030.962030.95703
922016.06.15 21:00sell313.120.961100.962030.95703
932016.06.15 21:02s/l313.120.962120.962030.95703-330.7918797.84
942016.11.03 10:15buy stop323.900.970980.969980.97498
952016.11.03 10:56buy323.900.970930.969980.97498
962016.11.03 16:11t/p323.900.975010.969980.974981631.9320429.77
972016.11.09 15:15sell stop332.000.971250.972250.96725
982016.11.23 21:15delete332.000.971250.972250.96725
992016.12.15 18:45sell stop342.001.028091.029091.02409
1002016.12.16 06:12sell342.001.028131.029091.02409
1012016.12.16 10:06s/l342.001.029081.029091.02409-184.6320245.14
1022016.12.28 13:30sell stop352.501.027781.028781.02378
1032016.12.29 00:00sell352.501.027831.028781.02378
1042016.12.29 00:00s/l352.501.028841.028781.02378-245.3519999.79
1052017.01.23 08:00buy stop363.120.999330.998331.00333
1062017.01.23 10:16buy363.120.999410.998331.00333
1072017.01.23 12:25s/l363.120.998240.998331.00333-365.6519634.14
1082017.02.16 08:00buy stop373.901.007441.006441.01144
1092017.02.21 10:46buy373.901.007361.006441.01144
1102017.02.22 09:29t/p373.901.011511.006441.011441622.7421256.88
1112017.05.22 08:15sell stop382.000.973840.974840.96984
1122017.05.22 12:17sell382.000.973810.974840.96984
1132017.05.22 15:36t/p382.000.969820.974840.96984822.8222079.70
1142017.07.04 15:45sell stop392.000.964600.965600.96060
1152017.07.05 00:03sell392.000.964610.965600.96060
1162017.07.05 00:04s/l392.000.965680.965600.96060-221.5421858.16
1172017.07.12 08:00buy stop402.500.964330.963330.96833
1182017.07.12 15:30buy402.500.964300.963330.96833
1192017.07.12 15:30s/l402.500.963320.963330.96833-254.3321603.83
1202017.08.02 16:00sell stop413.120.968200.969200.96420
1212017.08.02 17:15sell413.120.968230.969200.96420
1222017.08.02 19:16s/l413.120.969240.969200.96420-325.1321278.70
1232017.08.31 08:00sell stop423.900.962030.963030.95803
1242017.08.31 17:57sell423.900.962120.963030.95803
1252017.09.01 00:52t/p423.900.957950.963030.958031662.3322941.02
1262017.09.04 09:15buy stop432.000.961750.960750.96575
1272017.09.12 19:26buy432.000.961660.960750.96575
1282017.09.12 19:31s/l432.000.960760.960750.96575-187.3622753.66
1292017.09.27 16:00sell stop442.500.972960.973960.96896
1302017.09.27 19:21sell442.500.973000.973960.96896
1312017.09.28 06:45s/l442.500.973980.973960.96896-319.4722434.19
1322017.10.12 09:00buy stop453.120.972370.971370.97637
1332017.10.12 09:52buy453.120.972300.971370.97637
1342017.10.13 14:36t/p453.120.976400.971370.976371328.1823762.37
1352018.01.03 12:30sell stop462.000.972230.973230.96823
1362018.01.04 16:00delete462.000.972230.973230.96823
1372018.01.04 16:00buy stop472.000.975840.974840.97984
1382018.01.04 16:10buy472.000.975780.974840.97984
1392018.01.04 16:38s/l472.000.974890.974840.97984-182.6123579.76
1402018.01.09 15:45sell stop482.500.981630.982630.97763
1412018.01.10 10:30sell482.500.981530.982630.97763
1422018.01.10 10:56s/l482.500.982590.982630.97763-269.6823310.08
1432018.02.16 08:00buy stop493.120.922610.921610.92661
1442018.02.16 12:57buy493.120.922510.921610.92661
1452018.02.16 20:42t/p493.120.926650.921610.926611393.9724704.05
1462018.03.02 08:00buy stop502.000.942380.941380.94638
1472018.03.02 10:45delete502.000.942380.941380.94638
1482018.03.02 10:45buy stop512.000.940350.939350.94435
1492018.03.05 18:15delete512.000.940350.939350.94435
1502018.03.05 18:15sell stop522.000.937510.938510.93351
1512018.03.06 14:00sell522.000.937470.938510.93351
1522018.03.06 14:23s/l522.000.938430.938510.93351-204.5824499.47
1532018.03.23 15:45sell stop532.500.946710.947710.94271
1542018.03.23 18:48sell532.500.946740.947710.94271
1552018.03.23 19:32s/l532.500.947720.947710.94271-258.5124240.96
1562018.04.10 09:15sell stop543.120.956590.957590.95259
1572018.04.10 10:19sell543.120.956520.957590.95259
1582018.04.10 18:26s/l543.120.957530.957590.95259-329.0623911.90
1592018.04.16 16:15buy stop553.900.960770.959770.96477
1602018.04.17 07:53buy553.900.960850.959770.96477
1612018.04.17 09:16s/l553.900.959870.959770.96477-398.2323513.67