Strategy Tester: RayBOT_V4
Strategy Tester Report
RayBOT_V4
RoboForexEU-ECN (Build 971)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2011.05.31 22:00 - 2016.05.31 21:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMax_Risk_Per_Trade=5; Fixed_LotSize=0; Use_Full_Account_Balance=true; Set_Initial_Start_Balance=0; Allow_Trades_At_All_Times=true; Activate_On_DayOfWeek=0; Activate_At_HourOfDay=0; DeActivate_On_DayOfWeek=0; DeActivate_At_HourOfDay=0; Force_Close_Trade=false; Force_Close_On_DayOfWeek=0; Force_Close_At_HourOfDay=0; Auto_Optimization=true; Volatility_Limit=45; Range_Upper_Limit=65; Range_Lower_Limit=35; ReversalProfitLevel=50; LCNT1=0; LCNT2=0; LCNT3=0; LSens1=5; LSens2=5; LSens3=1; LMan1=5; LMan2=10; Filter_Feed_Variations=true; Filter_Low_Vol_Trades=true; EA_COMMENT_PREFIX="MyFxBots.com - RayBOT V4"; Use_Free_Margin_Only=false; Allow_Slippage=5; RefPrice=1.25; MaxRetry=10; Trefresh=10;
Bars in test124689Ticks modelled45637793Modelling quality99.00%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (10)
Total net profit776.67Gross profit2943.19Gross loss-2166.52
Profit factor1.36Expected payoff1.00
Absolute drawdown9.20Maximal drawdown116.92 (8.33%)Relative drawdown8.33% (116.92)
Total trades777Short positions (won %)411 (62.29%)Long positions (won %)366 (68.03%)
Profit trades (% of total)505 (64.99%)Loss trades (% of total)272 (35.01%)
Largestprofit trade53.64loss trade-36.43
Averageprofit trade5.83loss trade-7.97
Maximumconsecutive wins (profit in money)12 (40.85)consecutive losses (loss in money)6 (-31.83)
Maximalconsecutive profit (count of wins)81.53 (4)consecutive loss (count of losses)-51.00 (4)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.06.01 09:00sell10.020.969250.000000.00000
22011.06.01 09:00modify10.020.969250.972750.95725
32011.06.01 12:00close10.020.967300.972750.957254.031004.03
42011.06.07 05:00buy20.020.978700.000000.00000
52011.06.07 05:00modify20.020.978700.975200.99070
62011.06.07 07:58s/l20.020.975200.975200.99070-7.18996.85
72011.06.07 07:58buy30.020.974870.000000.00000
82011.06.07 07:58modify30.020.974870.971370.98687
92011.06.07 20:00close30.020.975340.971370.986870.96997.81
102011.06.08 01:00sell40.020.975740.000000.00000
112011.06.08 01:00modify40.020.975740.979240.96374
122011.06.08 06:00close40.020.977400.979240.96374-3.40994.41
132011.06.09 05:00sell50.020.980370.000000.00000
142011.06.09 05:00modify50.020.980370.983870.96837
152011.06.09 08:00close50.020.978100.983870.968374.64999.05
162011.06.13 02:00buy60.020.976720.000000.00000
172011.06.13 02:00modify60.020.976720.973220.99352
182011.06.13 09:00close60.020.977300.973220.993521.191000.24
192011.06.16 12:00sell70.020.987480.000000.00000
202011.06.16 12:00modify70.020.987480.990980.97228
212011.06.16 15:00close70.020.984270.990980.972286.521006.76
222011.06.16 21:00buy80.020.981090.000000.00000
232011.06.16 21:00modify80.020.981090.977591.00429
242011.06.17 02:00close80.020.982800.977591.004293.401010.16
252011.06.20 04:00sell90.020.982660.000000.00000
262011.06.20 04:00modify90.020.982660.986160.96966
272011.06.20 13:00close90.020.981630.986160.969662.101012.26
282011.06.23 19:00buy100.020.979430.000000.00000
292011.06.23 19:00modify100.020.979430.975930.99913
302011.06.24 06:00close100.020.978630.975930.99913-1.711010.54
312011.06.24 12:00sell110.020.981810.000000.00000
322011.06.24 12:00modify110.020.981810.985310.96891
332011.06.24 16:47s/l110.020.985310.985310.96891-7.111003.43
342011.06.27 13:00sell120.020.990440.000000.00000
352011.06.27 13:00modify120.020.990440.993940.97844
362011.06.27 15:00close120.020.986670.993940.978447.641011.07
372011.06.28 21:00buy130.020.981070.000000.00000
382011.06.28 21:00modify130.020.981070.977570.99647
392011.06.29 10:41s/l130.020.977570.977570.99647-7.241003.83
402011.07.01 05:00buy140.020.962680.000000.00000
412011.07.01 05:00modify140.020.962680.959180.97468
422011.07.01 08:00close140.020.963240.959180.974681.161004.99
432011.07.01 19:00buy150.020.958720.000000.00000
442011.07.01 19:00modify150.020.958720.955220.97172
452011.07.04 07:00close150.020.959770.955220.971722.111007.10
462011.07.07 11:00buy160.020.963780.000000.00000
472011.07.07 11:00modify160.020.963780.960280.97578
482011.07.07 12:23s/l160.020.960280.960280.97578-7.29999.81
492011.07.07 18:00sell170.020.959790.000000.00000
502011.07.07 18:00modify170.020.959790.963290.94549
512011.07.07 21:00close170.020.958330.963290.945493.051002.86
522011.07.10 21:00sell180.020.960980.000000.00000
532011.07.10 21:00modify180.020.960980.964480.93988
542011.07.11 03:00close180.020.962600.964480.93988-3.36999.50
552011.07.12 17:00buy190.020.965640.000000.00000
562011.07.12 17:00modify190.020.965640.962140.98704
572011.07.12 21:00close190.020.966480.962140.987041.741001.24
582011.07.13 15:00buy200.020.957890.000000.00000
592011.07.13 15:00modify200.020.957890.954390.97389
602011.07.13 20:00close200.020.959690.954390.973893.751004.99
612011.07.13 22:00buy210.020.956900.000000.00000
622011.07.13 22:00modify210.020.956900.953400.97360
632011.07.14 03:00close210.020.958180.953400.973602.421007.41
642011.07.22 18:00buy220.020.949130.000000.00000
652011.07.22 18:00modify220.020.949130.945630.96473
662011.07.25 00:00close220.020.951300.945630.964734.481011.89
672011.07.25 20:00sell230.020.945790.000000.00000
682011.07.25 20:00modify230.020.945790.949290.93379
692011.07.26 02:00close230.020.945680.949290.933790.241012.12
702011.07.26 05:00buy240.020.943610.000000.00000
712011.07.26 05:00modify240.020.943610.940110.95561
722011.07.26 14:00close240.020.944930.940110.955612.791014.91
732011.07.27 15:00sell250.020.947970.000000.00000
742011.07.27 15:00modify250.020.947970.951470.93587
752011.07.27 22:00close250.020.949120.951470.93587-2.421012.49
762011.08.01 00:00buy260.020.951860.000000.00000
772011.08.01 00:00modify260.020.951860.948360.97396
782011.08.01 13:00close260.020.952290.948360.973960.901013.39
792011.08.01 13:00sell270.020.952290.000000.00000
802011.08.01 13:00modify270.020.952290.955790.94029
812011.08.01 14:00s/l270.020.955790.955790.94029-7.331006.06
822011.08.01 15:00sell280.020.960010.000000.00000
832011.08.01 15:00modify280.020.960010.963510.94551
842011.08.01 19:00close280.020.956370.963510.945517.611013.67
852011.08.04 05:00sell290.020.964900.000000.00000
862011.08.04 05:00modify290.020.964900.968400.95290
872011.08.04 09:07s/l290.020.968400.968400.95290-7.231006.44
882011.08.04 21:00sell300.020.981240.000000.00000
892011.08.04 21:00modify300.020.981240.984740.95734
902011.08.05 02:00close300.020.978800.984740.957345.001011.44
912011.08.05 03:00buy310.020.978040.000000.00000
922011.08.05 03:00modify310.020.978040.974540.99884
932011.08.05 07:00close310.020.983290.974540.9988410.681022.12
942011.08.05 07:00sell320.020.983290.000000.00000
952011.08.05 07:00modify320.020.983290.986790.96669
962011.08.05 08:00close320.020.977830.986790.9666911.171033.29
972011.08.08 21:00sell330.020.994290.000000.00000
982011.08.08 21:00modify330.020.994290.997790.96829
992011.08.09 02:07s/l330.020.997790.997790.96829-7.011026.28
1002011.08.09 07:00buy340.020.992080.000000.00000
1012011.08.09 07:00modify340.020.992080.988581.01628
1022011.08.09 08:00close340.020.999040.988581.0162813.931040.21
1032011.08.09 16:00buy350.020.989320.000000.00000
1042011.08.09 16:00modify350.020.989320.985221.02272
1052011.08.09 19:30s/l350.020.985220.985221.02272-8.321031.89
1062011.08.10 23:00sell360.020.995370.000000.00000
1072011.08.10 23:00modify360.020.995370.999270.96357
1082011.08.11 00:00close360.020.992680.999270.963575.441037.33
1092011.08.11 10:00sell370.020.992650.000000.00000
1102011.08.11 10:00modify370.020.992650.996150.97145
1112011.08.11 11:50s/l370.020.996150.996150.97145-7.031030.30
1122011.08.11 17:00buy380.020.987840.000000.00000
1132011.08.11 17:00modify380.020.987840.984341.01384
1142011.08.11 20:58s/l380.020.984340.984341.01384-7.111023.19
1152011.08.11 21:00buy390.020.983950.000000.00000
1162011.08.11 21:00modify390.020.983950.980251.01365
1172011.08.12 02:00close390.020.987370.980251.013656.851030.04
1182011.08.15 19:00buy400.020.980950.000000.00000
1192011.08.15 19:00modify400.020.980950.977450.99745
1202011.08.15 23:00close400.020.981430.977450.997450.981031.02
1212011.08.15 23:00sell410.020.981430.000000.00000
1222011.08.15 23:00modify410.020.981430.984930.96423
1232011.08.16 04:00close410.020.980670.984930.964231.561032.57
1242011.08.16 11:00sell420.020.986950.000000.00000
1252011.08.16 11:00modify420.020.986950.990450.97365
1262011.08.16 15:00close420.020.981540.990450.9736511.021043.59
1272011.08.18 12:00sell430.020.986430.000000.00000
1282011.08.18 12:00modify430.020.986430.989930.97413
1292011.08.18 13:31s/l430.020.989930.989930.97413-7.071036.52
1302011.08.19 19:00sell440.020.989640.000000.00000
1312011.08.19 19:00modify440.020.989640.993140.96684
1322011.08.22 02:00close440.020.988160.993140.966843.011039.53
1332011.08.22 08:00buy450.020.986300.000000.00000
1342011.08.22 08:00modify450.020.986300.982801.00120
1352011.08.22 14:00close450.020.986680.982801.001200.771040.30
1362011.08.22 15:00sell460.020.987850.000000.00000
1372011.08.22 15:00modify460.020.987850.991350.97275
1382011.08.23 01:00close460.020.989960.991350.97275-4.251036.05
1392011.08.25 19:00sell470.020.987890.000000.00000
1402011.08.25 19:00modify470.020.987890.991390.96949
1412011.08.26 01:00close470.020.986560.991390.969492.711038.76
1422011.08.29 04:00buy480.020.979780.000000.00000
1432011.08.29 04:00modify480.020.979780.976280.99698
1442011.08.29 10:11s/l480.020.976280.976280.99698-7.171031.59
1452011.08.31 01:00sell490.020.979450.000000.00000
1462011.08.31 01:00modify490.020.979450.982950.96665
1472011.08.31 04:00close490.020.978500.982950.966651.941033.53
1482011.09.01 02:00buy500.020.976830.000000.00000
1492011.09.01 02:00modify500.020.976830.973330.99373
1502011.09.01 08:00close500.020.978270.973330.993732.941036.47
1512011.09.06 12:00sell510.020.992350.000000.00000
1522011.09.06 12:00modify510.020.992350.995850.97735
1532011.09.06 12:48s/l510.020.995850.995850.97735-7.031029.44
1542011.09.06 12:48sell520.020.996210.000000.00000
1552011.09.06 12:48modify520.020.996210.999710.98121
1562011.09.06 16:00close520.020.990930.999710.9812110.661040.10
1572011.09.07 20:00buy530.020.985480.000000.00000
1582011.09.07 20:00modify530.020.985480.981981.00078
1592011.09.08 01:00close530.020.985010.981981.00078-1.201038.90
1602011.09.08 10:00buy540.020.983120.000000.00000
1612011.09.08 10:00modify540.020.983120.979620.99512
1622011.09.08 16:00close540.020.985660.979620.995125.151044.05
1632011.09.12 20:00buy550.020.992110.000000.00000
1642011.09.12 20:00modify550.020.992110.988611.01671
1652011.09.13 06:00close550.020.992890.988611.016711.491045.54
1662011.09.14 11:00buy560.020.989130.000000.00000
1672011.09.14 11:00modify560.020.989130.985631.00773
1682011.09.14 15:00close560.020.993190.985631.007738.181053.72
1692011.09.16 16:00buy570.020.981440.000000.00000
1702011.09.16 16:00modify570.020.981440.977940.99584
1712011.09.16 20:25s/l570.020.977940.977940.99584-7.161046.56
1722011.09.16 20:25buy580.020.977970.000000.00000
1732011.09.16 20:25modify580.020.977970.974470.99297
1742011.09.18 22:00close580.020.981460.974470.992977.111053.67
1752011.09.19 13:00sell590.020.987240.000000.00000
1762011.09.19 13:00modify590.020.987240.990740.97274
1772011.09.19 13:51s/l590.020.990740.990740.97274-7.071046.60
1782011.09.19 13:51sell600.020.990660.000000.00000
1792011.09.19 13:51modify600.020.990660.994160.97616
1802011.09.20 07:00close600.020.991830.994160.97616-2.351044.24
1812011.09.23 19:00sell610.021.032310.000000.00000
1822011.09.23 19:00modify610.021.032311.036610.99731
1832011.09.25 21:00close610.021.027471.036610.997319.421053.66
1842011.09.26 14:00sell620.021.033950.000000.00000
1852011.09.26 14:00modify620.021.033951.037451.00635
1862011.09.26 19:00close620.021.032551.037451.006352.711056.37
1872011.09.26 21:00buy630.021.025040.000000.00000
1882011.09.26 21:00modify630.021.025041.021241.05554
1892011.09.27 07:00close630.021.025541.021241.055540.901057.27
1902011.09.27 11:00buy640.021.024260.000000.00000
1912011.09.27 11:00modify640.021.024261.020761.04026
1922011.09.27 11:34s/l640.021.020761.020761.04026-6.861050.41
1932011.09.27 11:34buy650.021.020800.000000.00000
1942011.09.27 11:34modify650.021.020801.017301.03680
1952011.09.27 14:57s/l650.021.017301.017301.03680-6.881043.53
1962011.09.28 23:00sell660.021.034460.000000.00000
1972011.09.28 23:00modify660.021.034461.037961.00916
1982011.09.29 02:00close660.021.032941.037961.009162.961046.49
1992011.09.29 04:00buy670.021.031870.000000.00000
2002011.09.29 04:00modify670.021.031871.028371.05307
2012011.09.29 07:55s/l670.021.028371.028371.05307-6.811039.68
2022011.09.29 17:00sell680.021.035280.000000.00000
2032011.09.29 17:00modify680.021.035281.038781.01118
2042011.09.29 18:33s/l680.021.038781.038781.01118-6.731032.95
2052011.09.30 08:00sell690.021.043210.000000.00000
2062011.09.30 08:00modify690.021.043211.046711.02601
2072011.09.30 16:00close690.021.039051.046711.026018.011040.96
2082011.09.30 20:00sell700.021.048060.000000.00000
2092011.09.30 20:00modify700.021.048061.051561.02066
2102011.10.03 00:00close700.021.047461.051561.020661.161042.12
2112011.10.03 13:00sell710.021.050140.000000.00000
2122011.10.03 13:00modify710.021.050141.053641.02894
2132011.10.03 16:00close710.021.044091.053641.0289411.591053.71
2142011.10.04 20:00buy720.021.054960.000000.00000
2152011.10.04 20:00modify720.021.054961.050961.08756
2162011.10.04 20:59s/l720.021.050961.050961.08756-7.611046.10
2172011.10.04 20:59buy730.021.051020.000000.00000
2182011.10.04 20:59modify730.021.051021.047021.08362
2192011.10.05 02:00close730.021.056211.047021.083629.751055.85
2202011.10.06 20:00buy740.021.037720.000000.00000
2212011.10.06 20:00modify740.021.037721.034221.06632
2222011.10.07 06:00close740.021.039081.034221.066322.541058.39
2232011.10.07 09:00sell750.021.040200.000000.00000
2242011.10.07 09:00modify750.021.040201.043701.02790
2252011.10.07 12:00close750.021.033691.043701.0279012.601070.99
2262011.10.10 00:00buy760.021.035960.000000.00000
2272011.10.10 00:00modify760.021.035961.031861.06946
2282011.10.10 06:16s/l760.021.031861.031861.06946-7.951063.04
2292011.10.10 21:00buy770.021.025720.000000.00000
2302011.10.10 21:00modify770.021.025721.022221.04412
2312011.10.11 00:00close770.021.027651.022221.044123.681066.71
2322011.10.11 18:00buy780.021.027770.000000.00000
2332011.10.11 18:00modify780.021.027771.024271.04947
2342011.10.12 01:00close780.021.030931.024271.049476.051072.76
2352011.10.12 20:00sell790.021.017210.000000.00000
2362011.10.12 20:00modify790.021.017211.020710.99521
2372011.10.13 06:12s/l790.021.020711.020710.99521-6.841065.92
2382011.10.13 23:00sell800.021.023330.000000.00000
2392011.10.13 23:00modify800.021.023331.026831.00013
2402011.10.14 05:00close800.021.021211.026831.000134.161070.08
2412011.10.16 21:00buy810.021.010830.000000.00000
2422011.10.16 21:00modify810.021.010831.007331.02963
2432011.10.17 01:00close810.021.011251.007331.029630.751070.83
2442011.10.19 05:00buy820.021.011270.000000.00000
2452011.10.19 05:00modify820.021.011271.007771.02987
2462011.10.19 16:00close820.021.013591.007771.029874.581075.41
2472011.10.23 21:00buy830.021.009010.000000.00000
2482011.10.23 21:00modify830.021.009011.005511.02971
2492011.10.23 23:00close830.021.009321.005511.029710.611076.02
2502011.10.26 02:00buy840.021.015400.000000.00000
2512011.10.26 02:00modify840.021.015401.011901.04230
2522011.10.26 07:11s/l840.021.011901.011901.04230-6.921069.10
2532011.10.26 07:11buy850.021.011970.000000.00000
2542011.10.26 07:11modify850.021.011971.008471.02457
2552011.10.26 09:00close850.021.015541.008471.024577.031076.13
2562011.10.26 09:00sell860.021.015540.000000.00000
2572011.10.26 09:00modify860.021.015541.019041.00174
2582011.10.26 13:00close860.021.010471.019041.0017410.031086.16
2592011.10.27 10:00buy870.020.995450.000000.00000
2602011.10.27 10:00modify870.020.995450.991951.01095
2612011.10.27 12:30s/l870.020.991950.991951.01095-7.061079.10
2622011.10.27 18:00buy880.020.990630.000000.00000
2632011.10.27 18:00modify880.020.990630.987131.00943
2642011.10.28 01:00close880.020.992200.987131.009433.081082.17
2652011.10.28 06:00buy890.020.991770.000000.00000
2662011.10.28 06:00modify890.020.991770.988271.00507
2672011.10.28 11:00close890.020.992920.988271.005072.321084.49
2682011.10.31 04:00sell900.021.000230.000000.00000
2692011.10.31 04:00modify900.021.000231.003730.98043
2702011.10.31 08:00close900.020.998061.003730.980434.351088.84
2712011.10.31 14:00sell910.020.998330.000000.00000
2722011.10.31 14:00modify910.020.998331.001830.97723
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5712012.05.29 03:00buy1910.031.023710.000000.00000
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5732012.05.29 09:00close1910.031.023311.020211.03571-1.171236.82
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5822012.06.05 14:00close1940.031.037881.044761.029269.771259.79
5832012.06.06 03:00buy1950.031.034270.000000.00000
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6032012.06.18 12:00close2010.031.025611.017221.0327214.181252.21
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6212012.06.29 10:00close2070.031.026021.022831.03953-0.911244.52
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6302012.07.04 01:00close2100.031.013011.010361.02586-2.641252.47
6312012.07.09 12:00sell2110.031.021330.000000.00000
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6332012.07.09 15:00close2110.031.019951.024831.009334.061256.53
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6432012.07.30 15:00buy2150.031.002690.000000.00000
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6512012.08.13 00:00close2170.030.991600.987541.003041.571272.28
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6612012.08.23 17:00sell2210.030.993360.000000.00000
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6702012.09.14 04:00buy2240.020.965450.000000.00000
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6732012.09.14 16:00sell2250.020.970980.000000.00000
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6812012.09.21 04:32s/l2270.020.974010.974010.99121-7.271248.09
6822012.09.24 19:00buy2280.020.978410.000000.00000
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6912012.09.27 06:00buy2310.020.982050.000000.00000
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6932012.09.27 09:00close2310.020.983420.978550.994052.791254.31
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7032012.10.03 17:00buy2350.020.986180.000000.00000
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8532013.03.18 00:00sell2850.031.023350.000000.00000
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8562013.03.20 14:00sell2860.031.026290.000000.00000
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8582013.03.21 01:00close2860.031.025471.029791.014292.431304.88
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8612013.03.22 12:00close2870.031.024381.029881.014385.861310.74
8622013.03.25 15:00sell2880.031.021900.000000.00000
8632013.03.25 15:00modify2880.031.021901.025401.00990
8642013.03.25 20:00close2880.031.021301.025401.009901.761312.50
8652013.04.02 11:00buy2890.031.012660.000000.00000
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8672013.04.02 15:00close2890.031.015101.009161.024667.211319.71
8682013.04.03 18:00sell2900.031.014500.000000.00000
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8712013.04.08 13:00sell2910.031.018580.000000.00000
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8732013.04.08 18:00close2910.031.018751.022081.00658-0.501320.04
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8792013.04.16 12:00close2930.031.022141.028371.011878.011331.51
8802013.04.18 04:00buy2940.031.025380.000000.00000
8812013.04.18 04:00modify2940.031.025381.021881.03738
8822013.04.18 14:00close2940.031.026201.021881.037382.401333.91
8832013.04.24 19:00buy2950.031.025550.000000.00000
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8852013.04.25 06:00close2950.031.023801.022051.03755-5.501328.41
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8912013.05.05 21:03s/l2970.031.007071.007071.02257-10.431320.51
8922013.05.06 19:00buy2980.031.006950.000000.00000
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8942013.05.07 05:00close2980.031.007221.003451.018950.681321.18
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9002013.05.15 10:57s/l3000.031.021291.021291.00529-10.271310.00
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9032013.05.16 04:00close3010.031.015961.012131.028330.601310.59
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9212013.06.07 05:00close3070.031.026561.031071.004972.961313.75
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9312013.06.19 19:00sell3110.031.028580.000000.00000
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9432013.06.28 15:00sell3150.031.054920.000000.00000
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9512013.07.10 22:53s/l3170.031.039461.039461.06126-10.101329.04
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9632013.07.11 15:00close3210.031.040191.043701.017000.031324.72
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