Strategy Tester Report
v10_Sensei_USDJPY
Swissquote-Demo (Build 1121)

SymbolUSDJPY (US Dollar vs Japanese Yen)
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)
ParameterslotSizeBase=0.8; if_incrementoAuto_True=" -> incremento = (SL + TP)/TP"; incrementoAuto=true; TP=0.4; SL=0.1; Giorni="Giorni di operativitÓ"; lunedi=true; martedi=true; mercoledi=true; giovedi=true; venerdi=true; Orario="Orario di operativitÓ"; 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 test124644Ticks modelled114368804Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit7327.53Gross profit16699.61Gross loss-9372.08
Profit factor1.78Expected payoff83.27
Absolute drawdown1023.71Maximal drawdown2338.86 (14.12%)Relative drawdown16.50% (1774.06)
Total trades88Short positions (won %)49 (36.73%)Long positions (won %)39 (17.95%)
Profit trades (% of total)25 (28.41%)Loss trades (% of total)63 (71.59%)
Largestprofit trade2202.17loss trade-409.58
Averageprofit trade667.98loss trade-148.76
Maximumconsecutive wins (profit in money)3 (1914.63)consecutive losses (loss in money)9 (-1720.98)
Maximalconsecutive profit (count of wins)2506.15 (2)consecutive loss (count of losses)-1720.98 (9)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.06.11 11:45buy stop10.8098.46498.36498.864
22013.06.11 20:45delete10.8098.46498.36498.864
32013.06.11 20:45buy stop20.8097.29497.19497.694
42013.06.20 09:28buy20.8097.30097.19497.694
52013.06.20 10:20t/p20.8097.70297.19497.694329.1910329.19
62013.06.24 08:00sell stop30.8098.12498.22497.724
72013.06.24 11:51sell30.8098.13198.22497.724
82013.06.24 14:40s/l30.8098.22398.22497.724-74.9310254.26
92013.08.07 09:00buy stop41.0097.46997.36997.869
102013.08.13 08:08buy41.0097.47997.36997.869
112013.08.13 09:36s/l41.0097.37597.36997.869-106.8110147.45
122013.08.19 17:00sell stop51.2597.82697.92697.426
132013.08.19 20:34sell51.2597.82297.92697.426
142013.08.20 08:08t/p51.2597.43597.92697.426486.7410634.19
152013.08.22 11:15sell stop60.8098.11698.21697.716
162013.08.27 03:12sell60.8098.11698.21697.716
172013.08.27 03:17s/l60.8098.20898.21697.716-74.9310559.26
182013.09.06 10:00buy stop71.0099.94999.849100.349
192013.09.09 02:27buy71.0099.94799.849100.349
202013.09.09 03:14s/l71.0099.85699.849100.349-91.1410468.12
212013.09.23 09:15buy stop81.2599.16199.06199.561
222013.09.23 15:30delete81.2599.16199.06199.561
232013.09.23 15:30buy stop91.2599.01598.91599.415
242013.09.24 10:05buy91.2599.01098.91599.415
252013.09.24 12:37s/l91.2598.91998.91599.415-115.0110353.11
262013.09.27 20:45buy stop101.5698.37598.27598.775
272013.09.30 19:00buy101.5698.38198.27598.775
282013.09.30 19:08s/l101.5698.26698.27598.775-182.5510170.56
292013.10.02 15:30buy stop111.9597.58497.48497.984
302013.10.03 04:31buy111.9597.58097.48497.984
312013.10.03 17:00s/l111.9597.47497.48497.984-212.039958.53
322013.10.23 11:15buy stop122.4397.54997.44997.949
332013.10.24 08:42buy122.4397.54097.44997.949
342013.10.24 09:32s/l122.4397.45897.44997.949-204.499754.04
352013.10.29 19:00sell stop133.0397.83597.93597.435
362013.11.01 07:49sell133.0397.82597.93597.435
372013.11.01 08:11s/l133.0397.94497.93597.435-368.179385.87
382013.11.21 08:15sell stop143.78100.309100.40999.909
392013.12.06 01:15delete143.78100.309100.40999.909
402014.03.05 14:45sell stop153.78102.341102.441101.941
412014.03.05 15:15sell153.78102.339102.441101.941
422014.03.05 15:22s/l153.78102.450102.441101.941-409.588976.29
432014.04.16 08:00sell stop164.72101.809101.909101.409
442014.04.30 15:30delete164.72101.809101.909101.409
452014.04.30 15:30sell stop174.72102.488102.588102.088
462014.04.30 15:30sell174.72102.482102.588102.088
472014.04.30 18:10t/p174.72102.085102.588102.0881835.5410811.83
482014.05.02 08:45sell stop180.80102.338102.438101.938
492014.05.02 17:44sell180.80102.331102.438101.938
502014.05.05 04:50t/p180.80101.942102.438101.938299.0111110.83
512014.05.27 17:00sell stop190.80101.890101.990101.490
522014.05.28 03:45delete190.80101.890101.990101.490
532014.07.18 10:45sell stop200.80101.296101.396100.896
542014.07.18 15:31sell200.80101.291101.396100.896
552014.07.18 16:12s/l200.80101.406101.396100.896-90.7311020.10
562014.07.23 10:15buy stop211.00101.430101.330101.830
572014.07.23 14:18buy211.00101.431101.330101.830
582014.07.24 16:53t/p211.00101.826101.330101.830401.7411421.84
592014.07.30 15:45sell stop220.80102.214102.314101.814
602014.08.06 19:15sell220.80102.218102.314101.814
612014.08.06 19:16t/p220.80101.810102.314101.814320.6211742.46
622014.08.14 15:45buy stop230.80102.464102.364102.864
632014.08.14 18:24buy230.80102.455102.364102.864
642014.08.15 17:55s/l230.80102.359102.364102.864-71.3411671.12
652014.09.18 08:00sell stop241.00108.373108.473107.973
662014.09.23 02:15delete241.00108.373108.473107.973
672014.10.30 08:00sell stop251.00108.749108.849108.349
682014.10.31 15:45delete251.00108.749108.849108.349
692014.10.31 15:45sell stop261.00111.457111.557111.057
702014.11.07 07:00delete261.00111.457111.557111.057
712014.11.07 08:00sell stop271.00115.069115.169114.669
722014.11.07 15:30sell271.00115.072115.169114.669
732014.11.07 15:30t/p271.00114.667115.169114.669353.2612024.38
742014.11.10 08:00buy stop280.80114.633114.533115.033
752014.11.10 16:57buy280.80114.623114.533115.033
762014.11.11 06:11t/p280.80115.031114.533115.033287.4312311.82
772014.11.17 16:45sell stop290.80116.085116.185115.685
782014.12.08 00:45delete290.80116.085116.185115.685
792014.12.22 15:00sell stop300.80119.713119.813119.313
802014.12.23 22:30delete300.80119.713119.813119.313
812015.01.06 08:00buy stop310.80119.793119.693120.193
822015.01.08 05:06buy310.80119.795119.693120.193
832015.01.08 05:39s/l310.80119.684119.693120.193-74.1912237.63
842015.01.14 08:00buy stop321.00117.960117.860118.360
852015.01.15 02:00delete321.00117.960117.860118.360
862015.01.15 08:00sell stop331.00117.120117.220116.720
872015.01.15 11:40sell331.00117.114117.220116.720
882015.01.15 11:41s/l331.00117.218117.220116.720-88.7212148.91
892015.01.28 08:00sell stop341.25117.713117.813117.313
902015.01.28 11:14sell341.25117.714117.813117.313
912015.01.28 11:51s/l341.25117.819117.813117.313-111.4012037.51
922015.02.12 18:30buy stop351.56119.880119.780120.280
932015.02.13 14:15delete351.56119.880119.780120.280
942015.02.13 14:15sell stop361.56118.752118.852118.352
952015.02.13 17:02sell361.56118.759118.852118.352
962015.02.13 23:56s/l361.56118.859118.852118.352-131.2411906.27
972015.02.24 17:00sell stop371.95119.433119.533119.033
982015.02.24 17:15sell371.95119.442119.533119.033
992015.02.24 18:07t/p371.95119.036119.533119.033665.1612571.43
1002015.03.18 18:00buy stop380.80121.204121.104121.604
1012015.03.23 16:45delete380.80121.204121.104121.604
1022015.03.23 16:45buy stop390.80119.907119.807120.307
1032015.03.24 18:37buy390.80119.917119.807120.307
1042015.03.24 19:35s/l390.80119.800119.807120.307-78.1312493.30
1052015.03.26 20:45sell stop401.00118.907119.007118.507
1062015.04.03 15:31sell401.00118.901119.007118.507
1072015.04.03 15:32s/l401.00119.003119.007118.507-85.7112407.59
1082015.04.13 10:45sell stop411.25120.334120.434119.934
1092015.04.13 15:40sell411.25120.336120.434119.934
1102015.04.13 15:40t/p411.25119.938120.434119.934414.8412822.43
1112015.05.08 09:15sell stop420.80119.825119.925119.425
1122015.05.08 15:29sell420.80119.832119.925119.425
1132015.05.08 15:29s/l420.80119.932119.925119.425-66.7112755.72
1142015.05.26 15:45sell stop431.00122.485122.585122.085
1152015.05.27 18:00delete431.00122.485122.585122.085
1162015.05.27 18:00sell stop441.00123.445123.545123.045
1172015.05.28 04:30delete441.00123.445123.545123.045
1182015.06.18 08:00buy stop451.00123.607123.507124.007
1192015.06.18 15:45delete451.00123.607123.507124.007
1202015.06.18 15:45buy stop461.00122.781122.681123.181
1212015.06.18 17:00buy461.00122.779122.681123.181
1222015.06.19 08:31t/p461.00123.186122.681123.181335.0313090.75
1232015.06.23 08:00sell stop470.80123.326123.426122.926
1242015.06.25 12:41sell470.80123.333123.426122.926
1252015.06.25 12:48s/l470.80123.418123.426122.926-55.0913035.66
1262015.07.02 10:30sell stop481.00123.295123.395122.895
1272015.07.02 15:30sell481.00123.289123.395122.895
1282015.07.03 03:23t/p481.00122.890123.395122.895316.8313352.49
1292015.07.08 16:30buy stop490.80121.691121.591122.091
1302015.07.09 14:15delete490.80121.691121.591122.091
1312015.07.09 14:15sell stop500.80121.272121.372120.872
1322015.07.09 16:55sell500.80121.262121.372120.872
1332015.07.09 17:37s/l500.80121.378121.372120.872-76.4513276.04
1342015.07.22 09:15buy stop511.00123.780123.680124.180
1352015.07.22 10:26buy511.00123.781123.680124.180
1362015.07.22 12:19s/l511.00123.690123.680124.180-73.5713202.47
1372015.07.27 09:30buy stop521.25123.549123.449123.949
1382015.07.27 12:02buy521.25123.559123.449123.949
1392015.07.27 12:32s/l521.25123.444123.449123.949-116.4413086.03
1402015.08.24 08:00buy stop531.56122.363122.263122.763
1412015.08.24 10:45delete531.56122.363122.263122.763
1422015.08.24 10:45buy stop541.56121.276121.176121.676
1432015.08.27 19:23buy541.56121.274121.176121.676
1442015.08.27 19:44s/l541.56121.179121.176121.676-122.3012963.73
1452015.09.04 11:15buy stop551.95119.576119.476119.976
1462015.09.04 15:32buy551.95119.569119.476119.976
1472015.09.04 15:33s/l551.95119.475119.476119.976-153.4312810.30
1482015.09.09 09:00sell stop562.43120.219120.319119.819
1492015.09.10 02:26sell562.43120.223120.319119.819
1502015.09.10 02:40s/l562.43120.316120.319119.819-187.8212622.48
1512015.09.17 14:15sell stop573.03120.803120.903120.403
1522015.09.17 17:00sell573.03120.794120.903120.403
1532015.09.17 17:33s/l573.03120.898120.903120.403-260.6412361.84
1542015.09.22 16:30buy stop583.78120.000119.900120.400
1552015.09.22 16:37buy583.78119.993119.900120.400
1562015.09.22 17:38s/l583.78119.901119.900120.400-290.0412071.80
1572015.11.16 17:30sell stop594.72122.914123.014122.514
1582015.11.18 18:00delete594.72122.914123.014122.514
1592015.11.30 16:45sell stop604.72123.037123.137122.637
1602015.11.30 16:48sell604.72123.044123.137122.637
1612015.11.30 17:25s/l604.72123.127123.137122.637-318.1511753.65
1622015.12.03 10:30sell stop615.90123.378123.478122.978
1632015.12.03 14:38sell615.90123.381123.478122.978
1642015.12.03 15:44t/p615.90122.980123.478122.9781923.8613677.51
1652015.12.15 16:00sell stop620.80120.933121.033120.533
1662015.12.16 09:45delete620.80120.933121.033120.533
1672015.12.16 09:45sell stop630.80121.797121.897121.397
1682015.12.16 14:17sell630.80121.795121.897121.397
1692015.12.16 15:17s/l630.80121.888121.897121.397-61.0313616.48
1702016.01.06 12:30buy stop641.00118.815118.715119.215
1712016.01.08 15:30buy641.00118.813118.715119.215
1722016.01.08 15:30s/l641.00118.720118.715119.215-78.3513538.13
1732016.03.02 15:30sell stop651.25114.247114.347113.847
1742016.03.02 15:34sell651.25114.250114.347113.847
1752016.03.02 16:51t/p651.25113.839114.347113.847451.2613989.39
1762016.03.23 15:30sell stop660.80112.579112.679112.179
1772016.03.23 18:46sell660.80112.580112.679112.179
1782016.03.23 19:01s/l660.80112.685112.679112.179-74.5513914.84
1792016.03.30 08:00buy stop671.00112.805112.705113.205
1802016.04.05 08:45delete671.00112.805112.705113.205
1812016.04.05 08:45buy stop681.00111.055110.955111.455
1822016.04.07 16:45delete681.00111.055110.955111.455
1832016.04.07 16:45buy stop691.00108.570108.470108.970
1842016.04.08 03:08buy691.00108.580108.470108.970
1852016.04.08 04:36t/p691.00108.966108.470108.970354.2114269.05
1862016.04.29 10:30buy stop700.80107.413107.313107.813
1872016.04.29 16:40buy700.80107.417107.313107.813
1882016.04.29 16:47s/l700.80107.309107.313107.813-80.5114188.54
1892016.05.10 10:45sell stop711.00108.686108.786108.286
1902016.05.11 05:15sell711.00108.679108.786108.286
1912016.05.11 06:11s/l711.00108.781108.786108.286-93.7614094.78
1922016.06.21 13:45sell stop721.25104.281104.381103.881
1932016.06.23 09:10sell721.25104.290104.381103.881
1942016.06.23 09:15s/l721.25104.375104.381103.881-101.7913992.99
1952016.08.02 15:45buy stop731.56101.835101.735102.235
1962016.08.05 16:40buy731.56101.825101.735102.235
1972016.08.05 18:49s/l731.56101.737101.735102.235-134.9413858.05
1982016.08.30 15:45sell stop741.95102.215102.315101.815
1992016.09.06 17:39sell741.95102.212102.315101.815
2002016.09.06 18:16s/l741.95102.305102.315101.815-177.2513680.80
2012016.09.14 09:30sell stop752.43102.850102.950102.450
2022016.09.14 11:49sell752.43102.841102.950102.450
2032016.09.14 11:53s/l752.43102.958102.950102.450-276.1613404.64
2042016.09.26 17:00buy stop763.03100.554100.454100.954
2052016.09.27 04:19buy763.03100.550100.454100.954
2062016.09.27 04:23s/l763.03100.453100.454100.954-292.5913112.05
2072016.10.11 08:15sell stop773.78103.817103.917103.417
2082016.10.11 10:00sell773.78103.810103.917103.417
2092016.10.11 10:26s/l773.78103.911103.917103.417-367.3812744.67
2102016.11.07 08:00sell stop784.72103.839103.939103.439
2112016.11.09 04:04sell784.72103.833103.939103.439
2122016.11.09 04:05t/p784.72103.440103.939103.4391793.2914537.96
2132016.11.09 15:00sell stop790.80103.010103.110102.610
2142016.11.10 01:45delete790.80103.010103.110102.610
2152016.12.12 19:30buy stop800.80115.602115.502116.002
2162016.12.14 21:00buy800.80115.592115.502116.002
2172016.12.14 21:00s/l800.80115.504115.502116.002-60.9614477.00
2182017.01.06 09:00sell stop811.00115.665115.765115.265
2192017.01.09 01:15delete811.00115.665115.765115.265
2202017.01.09 08:00sell stop821.00116.925117.025116.525
2212017.01.09 11:32sell821.00116.922117.025116.525
2222017.01.09 11:45s/l821.00117.028117.025116.525-90.5814386.42
2232017.01.23 08:00buy stop831.25113.762113.662114.162
2242017.01.23 13:22buy831.25113.756113.662114.162
2252017.01.23 13:42s/l831.25113.667113.662114.162-97.8814288.54
2262017.01.26 17:45sell stop841.56114.078114.178113.678
2272017.01.30 17:15sell841.56114.073114.178113.678
2282017.01.30 18:29t/p841.56113.684114.178113.678533.8514822.39
2292017.02.10 10:00sell stop850.80113.546113.646113.146
2302017.02.10 10:51sell850.80113.553113.646113.146
2312017.02.10 11:15s/l850.80113.650113.646113.146-68.2914754.10
2322017.02.16 14:00buy stop861.00113.754113.654114.154
2332017.02.16 15:31buy861.00113.752113.654114.154
2342017.02.16 15:34s/l861.00113.661113.654114.154-80.0714674.03
2352017.03.24 09:00sell stop871.25111.211111.311110.811
2362017.03.24 11:40sell871.25111.204111.311110.811
2372017.03.24 19:11t/p871.25110.806111.311110.811448.9615122.99
2382017.03.27 09:00buy stop880.80110.433110.333110.833
2392017.03.27 17:44buy880.80110.431110.333110.833
2402017.03.28 15:07s/l880.80110.341110.333110.833-61.5615061.43
2412017.03.31 08:00sell stop891.00111.702111.802111.302
2422017.03.31 16:11sell891.00111.696111.802111.302
2432017.03.31 19:46t/p891.00111.304111.802111.302352.1915413.62
2442017.05.01 09:30sell stop900.80111.598111.698111.198
2452017.05.01 15:40sell900.80111.590111.698111.198
2462017.05.01 16:09s/l900.80111.689111.698111.198-70.9015342.72
2472017.05.16 09:15buy stop911.00113.554113.454113.954
2482017.05.16 11:21buy911.00113.549113.454113.954
2492017.05.16 15:50s/l911.00113.453113.454113.954-84.6115258.11
2502017.05.17 08:00buy stop921.25113.126113.026113.526
2512017.06.08 02:45delete921.25113.126113.026113.526
2522017.06.08 17:00sell stop931.25109.937110.037109.537
2532017.06.08 21:48sell931.25109.943110.037109.537
2542017.06.08 22:49s/l931.25110.047110.037109.537-118.1415139.97
2552017.06.13 10:15sell stop941.56109.955110.055109.555
2562017.06.13 17:51sell941.56109.945110.055109.555
2572017.06.13 18:39s/l941.56110.061110.055109.555-164.4214975.55
2582017.06.22 08:00buy stop951.95111.436111.336111.836
2592017.06.22 17:49buy951.95111.428111.336111.836
2602017.06.22 17:57s/l951.95111.341111.336111.836-152.3714823.18
2612017.06.30 08:00buy stop962.43112.174112.074112.574
2622017.06.30 15:42buy962.43112.164112.074112.574
2632017.06.30 16:12s/l962.43112.065112.074112.574-214.6514608.53
2642017.07.12 08:00buy stop973.03113.967113.867114.367
2652017.07.17 17:00delete973.03113.967113.867114.367
2662017.07.17 17:00buy stop983.03112.506112.406112.906
2672017.07.17 17:31buy983.03112.509112.406112.906
2682017.07.18 03:54s/l983.03112.401112.406112.906-277.1414331.40
2692017.07.20 10:45sell stop993.78112.011112.111111.611
2702017.07.20 17:31sell993.78112.007112.111111.611
2712017.07.20 18:23t/p993.78111.602112.111111.6111371.6415703.04
2722017.07.25 09:15buy stop1000.80111.109111.009111.509
2732017.07.25 10:37buy1000.80111.115111.009111.509
2742017.07.25 14:53t/p1000.80111.512111.009111.509284.8215987.86
2752017.07.25 16:00sell stop1010.80111.305111.405110.905
2762017.07.26 22:00sell1010.80111.297111.405110.905
2772017.07.27 03:54t/p1010.80110.913111.405110.905258.1716246.02
2782017.08.14 10:45sell stop1020.80109.467109.567109.067
2792017.08.14 17:10sell1020.80109.469109.567109.067
2802017.08.14 20:37s/l1020.80109.574109.567109.067-76.6616169.36
2812017.08.31 09:30sell stop1031.00110.455110.555110.055
2822017.08.31 09:54sell1031.00110.462110.555110.055
2832017.08.31 12:12s/l1031.00110.554110.555110.055-83.2216086.14
2842017.09.04 09:15buy stop1041.25109.934109.834110.334
2852017.09.12 15:38buy1041.25109.941109.834110.334
2862017.09.12 15:45sell stop1051.56109.665109.765109.265
2872017.09.12 17:18s/l1041.25109.825109.834110.334-132.0115954.13
2882017.09.14 04:00delete1051.56109.665109.765109.265
2892017.10.04 08:15buy stop1061.56112.702112.602113.102
2902017.10.04 17:00buy1061.56112.699112.602113.102
2912017.10.05 11:47s/l1061.56112.605112.602113.102-108.6215845.52
2922017.10.10 17:00buy stop1071.95112.477112.377112.877
2932017.10.11 05:02buy1071.95112.478112.377112.877
2942017.10.11 08:56s/l1071.95112.375112.377112.877-178.7315666.79
2952017.10.31 19:00sell stop1082.43113.355113.455112.955
2962017.11.01 03:15delete1082.43113.355113.455112.955
2972017.11.01 08:45sell stop1092.43113.806113.906113.406
2982017.11.01 09:17sell1092.43113.806113.906113.406
2992017.11.01 10:01s/l1092.43113.911113.906113.406-223.9915442.80
3002017.11.15 09:15buy stop1103.03113.279113.179113.679
3012017.11.16 12:15buy1103.03113.278113.179113.679
3022017.11.16 13:14s/l1103.03113.174113.179113.679-278.4315164.37
3032017.12.12 08:00buy stop1113.78113.514113.414113.914
3042017.12.12 15:01buy1113.78113.507113.414113.914
3052017.12.12 19:28s/l1113.78113.417113.414113.914-299.9914864.38
3062017.12.27 12:00buy stop1124.72113.221113.121113.621
3072017.12.27 12:02buy1124.72113.227113.121113.621
3082017.12.28 06:21s/l1124.72113.130113.121113.621-339.3314525.05
3092018.02.20 16:00sell stop1135.90107.031107.131106.631
3102018.02.22 14:58sell1135.90107.021107.131106.631
3112018.02.22 21:57t/p1135.90106.623107.131106.6312202.1716727.22
3122018.02.26 09:30buy stop1140.80106.695106.595107.095
3132018.02.26 13:53buy1140.80106.685106.595107.095
3142018.02.27 02:00t/p1140.80107.087106.595107.095303.9817031.20
3152018.03.09 15:45sell stop1150.80106.570106.670106.170
3162018.03.12 04:54sell1150.80106.563106.670106.170
3172018.03.12 08:54s/l1150.80106.669106.670106.170-79.5016951.70
3182018.04.13 14:00sell stop1161.00107.523107.623107.123
3192018.04.13 17:11sell1161.00107.533107.623107.123
3202018.04.16 19:54t/p1161.00107.122107.623107.123375.8317327.53