Strategy Tester Report
Blessing_3_v3.9.6.09
Pepperstone-Edge01 (Build 1220)

SymbolCADCHF (Canadian Dollar vs Swiss Franc)
Period15 Minutes (M15) 2017.09.01 00:00 - 2019.10.22 20:30 (2017.09.01 - 2020.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersVersion_3_9_6="EA Settings:"; TradeComment="191022 B3.9.6.09 CADCHF (15m) maxDD129 vs netP1,007 = 7.80 = PpM41.95 (Sep01,2017-Oct22,2019)"; EANumber=1; EmergencyCloseAll=false; LabelAcc="Account Trading Settings:"; ShutDown=false; StopTradePercent=10; NanoAccount=false; PortionPC=100; PortionChange=1; MaxDDPercent=50; MaxSpread=5; UseHolidayShutdown=true; Holidays="18/12-01/01"; PlaySounds=false; AlertSound="Alert.wav"; LabelIES="Indicator / Entry Settings:"; B3Traditional=false; ForceMarketCond=3; UseAnyEntry=false; MAEntry=1; CCIEntry=0; BollingerEntry=2; StochEntry=0; MACDEntry=1; LabelLS="Lot Size Settings:"; UseMM=true; LAF=0.5; Lot=0.01; Multiplier=1.55; LabelGS="Grid Settings:"; AutoCal=false; LabelATRTFr="0:Chart, 1:M1, 2:M5, 3:M15, 4:M30, 5:H1, 6:H4, 7:D1, 8:W1, 9:MN1"; ATRTF=0; ATRPeriods=21; GAF=1; EntryDelay=2400; EntryOffset=5; UseSmartGrid=true; LabelTS="Trading Settings:"; MaxTrades=15; BreakEvenTrade=12; BEPlusPips=2; UseCloseOldest=false; CloseTradesLevel=5; ForceCloseOldest=true; MaxCloseTrades=4; CloseTPPips=10; ForceTPPips=0; MinTPPips=0; LabelHS="Hedge Settings:"; HedgeSymbol=""; CorrPeriod=30; UseHedge=false; DDorLevel="DD"; HedgeStart=20; hLotMult=0.8; hMaxLossPips=30; hFixedSL=false; hTakeProfit=30; hReEntryPC=5; StopTrailAtBE=true; ReduceTrailStop=true; LabelES="Exit Settings:"; MaximizeProfit=false; ProfitSet=50; MoveTP=0; TotalMoves=0; UseStopLoss=false; SLPips=30; TSLPips=10; TSLPipsMin=3; UsePowerOutSL=false; POSLPips=600; UseFIFO=false; LabelEE="Early Exit Settings:"; UseEarlyExit=false; EEStartHours=3; EEFirstTrade=true; EEHoursPC=0.5; EEStartLevel=5; EELevelPC=10; EEAllowLoss=false; LabelAdv="Advanced Settings Change sparingly"; LabelGrid="Grid Size Settings:"; SetCountArray="4,4"; GridSetArray="25,25,25"; TP_SetArray="25,25,25"; LabelMA="MA Entry Settings:"; MAPeriod=100; MADistance=10; LabelCCI="CCI Entry Settings:"; CCIPeriod=14; LabelBBS="Bollinger Bands Entry Settings:"; BollPeriod=10; BollDistance=10; BollDeviation=2; LabelSto="Stochastic Entry Settings:"; BuySellStochZone=20; KPeriod=10; DPeriod=2; Slowing=2; LabelMACD="MACD Entry Settings:"; LabelMACDTF="0:Chart, 1:M1, 2:M5, 3:M15, 4:M30, 5:H1, 6:H4, 7:D1, 8:W1, 9:MN1"; MACD_TF=7; FastPeriod=12; SlowPeriod=26; SignalPeriod=9; MACDPrice=0; LabelSG="Smart Grid Settings:"; LabelSGTF="0:Chart, 1:M1, 2:M5, 3:M15, 4:M30, 5:H1, 6:H4, 7:D1, 8:W1, 9:MN1"; RSI_TF=3; RSI_Period=14; RSI_Price=0; RSI_MA_Period=10; RSI_MA_Method=0; LabelOS="Other Settings:"; RecoupClosedLoss=true; Level=7; slip=99; SaveStats=false; StatsPeriod=3600; StatsInitialise=true; LabelUE="Email Settings:"; UseEmail=false; LabelEDD="At what DD% would you like Email warnings (Max: 49, Disable: 0)?"; EmailDD1=20; EmailDD2=30; EmailDD3=40; LabelEH="Number of hours before DD timer resets"; EmailHours=24; LabelDisplay="Used to Adjust Overlay"; displayOverlay=true; displayLogo=false; displayCCI=true; displayLines=true; displayXcord=100; displayYcord=22; displayCCIxCord=10; displayFont="Arial Bold"; displayFontSize=9; displaySpacing=14; displayRatio=1; displayColor=White; displayColorProfit=Chartreuse; displayColorLoss=Red; displayColorFGnd=White; Debug=false; LabelOpt="These values can only be used while optimizing"; UseGridOpt=false; SetArray1=10; SetArray2=10; SetArray3=0; SetArray4=0; GridArray1=10; GridArray2=10; GridArray3=10; GridArray4=0; GridArray5=0; TPArray1=10; TPArray2=10; TPArray3=10; TPArray4=0; TPArray5=0;
Bars in test53632Ticks modelled30277783Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (8)
Total net profit1007.31Gross profit1389.70Gross loss-382.39
Profit factor3.63Expected payoff2.63
Absolute drawdown32.38Maximal drawdown133.88 (8.13%)Relative drawdown8.25% (118.80)
Total trades383Short positions (won %)232 (66.38%)Long positions (won %)151 (71.52%)
Profit trades (% of total)262 (68.41%)Loss trades (% of total)121 (31.59%)
Largestprofit trade50.69loss trade-15.49
Averageprofit trade5.30loss trade-3.16
Maximumconsecutive wins (profit in money)8 (39.61)consecutive losses (loss in money)4 (-48.69)
Maximalconsecutive profit (count of wins)74.39 (6)consecutive loss (count of losses)-48.69 (4)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12017.09.01 15:44buy10.010.775510.000000.00000
22017.09.01 19:04close10.010.778060.000000.000002.531002.53
32017.09.05 11:26buy20.010.774590.000000.00000
42017.09.05 21:41buy30.020.771120.000000.00000
52017.09.06 17:00close30.020.774000.000000.000005.811008.34
62017.09.06 17:00close20.010.774000.000000.00000-0.601007.74
72017.09.06 17:00buy40.010.774330.000000.00000
82017.09.06 17:00close40.010.776960.000000.000002.611010.35
92017.09.06 17:00buy50.010.777290.000000.00000
102017.09.06 17:00close50.010.779890.000000.000002.581012.93
112017.09.06 17:00buy60.010.780170.000000.00000
122017.09.06 17:00close60.010.782740.000000.000002.551015.48
132017.09.06 17:00buy70.010.783020.000000.00000
142017.09.06 17:00close70.010.785600.000000.000002.561018.04
152017.09.06 17:00buy80.010.785880.000000.00000
162017.09.06 17:41buy90.020.783380.000000.00000
172017.09.06 18:21buy100.030.780300.000000.00000
182017.09.06 21:06close100.030.783560.000000.000009.731027.77
192017.09.06 21:06close90.020.783560.000000.000000.271028.04
202017.09.06 21:06close80.010.783560.000000.00000-2.401025.64
212017.09.07 02:16buy110.010.783740.000000.00000
222017.09.07 03:54buy120.020.781140.000000.00000
232017.09.07 15:34close120.020.783730.000000.000005.141030.78
242017.09.07 15:34close110.010.783730.000000.00000-0.061030.72
252017.09.07 15:34buy130.010.784030.000000.00000
262017.09.08 10:00buy140.020.781450.000000.00000
272017.09.08 22:58buy150.030.778140.000000.00000
282017.09.11 04:34close150.030.781500.000000.0000010.161040.89
292017.09.11 04:34close140.020.781500.000000.000000.081040.97
302017.09.11 04:34close130.010.781500.000000.00000-2.531038.44
312017.09.11 04:41buy160.010.781710.000000.00000
322017.09.11 13:53close160.010.784260.000000.000002.531040.97
332017.09.11 15:44buy170.010.785920.000000.00000
342017.09.11 22:19close170.010.788470.000000.000002.531043.50
352017.09.12 09:54buy180.010.790980.000000.00000
362017.09.13 00:12buy190.020.788450.000000.00000
372017.09.13 12:19close190.020.791000.000000.000005.061048.56
382017.09.13 12:19close180.010.791000.000000.000000.021048.58
392017.09.14 11:29buy200.010.794030.000000.00000
402017.09.14 20:28buy210.020.791530.000000.00000
412017.09.15 17:17buy220.030.787850.000000.00000
422017.09.18 22:35buy230.050.782260.000000.00000
432017.09.21 06:47close230.050.787450.000000.0000027.021075.60
442017.09.21 06:47close220.030.787450.000000.00000-0.631074.98
452017.09.21 06:47close210.020.787450.000000.00000-7.781067.19
462017.09.21 06:47close200.010.787450.000000.00000-6.411060.78
472017.09.22 00:01sell240.010.784560.000000.00000
482017.09.22 00:42sell250.020.787130.000000.00000
492017.09.22 14:00sell260.030.790170.000000.00000
502017.09.22 15:30close260.030.786920.000000.000009.701070.48
512017.09.22 15:30close250.020.786920.000000.000000.331070.81
522017.09.22 15:30close240.010.786920.000000.00000-2.441068.37
532017.09.25 17:51sell270.010.786630.000000.00000
542017.09.25 18:49close270.010.784080.000000.000002.531070.90
552017.09.25 19:14sell280.010.782300.000000.00000
562017.09.25 19:20close280.010.779750.000000.000002.531073.43
572017.09.25 19:20sell290.010.779690.000000.00000
582017.09.25 20:08sell300.020.782750.000000.00000
592017.09.26 00:01close300.020.779470.000000.000006.401079.83
602017.09.26 00:01close290.010.779470.000000.000000.101079.93
612017.09.27 18:45sell310.010.784780.000000.00000
622017.09.27 19:22close310.010.782210.000000.000002.551082.48
632017.09.27 19:22sell320.010.782060.000000.00000
642017.09.27 21:02close320.010.779500.000000.000002.541085.02
652017.09.29 00:57sell330.010.778200.000000.00000
662017.09.29 06:26sell340.020.780800.000000.00000
672017.09.29 15:30close340.020.778190.000000.000005.181090.20
682017.09.29 15:30close330.010.778190.000000.00000-0.041090.16
692017.09.29 15:30sell350.010.778020.000000.00000
702017.09.29 17:46close350.010.775470.000000.000002.531092.69
712017.09.29 17:47sell360.010.774610.000000.00000
722017.10.02 19:00sell370.020.778480.000000.00000
732017.10.04 19:27sell380.030.781260.000000.00000
742017.10.06 15:29close380.030.777520.000000.0000010.341103.03
752017.10.06 15:29close370.020.777520.000000.000000.991104.02
762017.10.06 15:29close360.010.777520.000000.00000-3.501100.52
772017.10.13 15:31sell390.010.779670.000000.00000
782017.10.16 10:14sell400.020.782250.000000.00000
792017.10.16 13:36close400.020.779650.000000.000005.161105.68
802017.10.16 13:36close390.010.779650.000000.00000-0.101105.58
812017.10.16 14:21sell410.010.777680.000000.00000
822017.10.17 10:00sell420.020.780190.000000.00000
832017.10.18 10:11sell430.030.782760.000000.00000
842017.10.18 16:08sell440.050.785410.000000.00000
852017.10.19 15:22close440.050.781840.000000.0000016.741122.32
862017.10.19 15:22close430.030.781840.000000.000002.001124.32
872017.10.19 15:22close420.020.781840.000000.00000-4.011120.31
882017.10.19 15:22close410.010.781840.000000.00000-4.611115.70
892017.10.20 04:58buy450.010.784000.000000.00000
902017.10.20 05:06close450.010.786560.000000.000002.541118.24
912017.10.20 05:06buy460.010.786680.000000.00000
922017.10.20 09:30buy470.020.784160.000000.00000
932017.10.20 13:21close470.020.786720.000000.000005.081123.32
942017.10.20 13:21close460.010.786720.000000.00000-0.011123.31
952017.10.20 15:30sell480.010.780390.000000.00000
962017.10.25 17:00close480.010.777580.000000.000002.581125.88
972017.10.25 17:00sell490.010.777310.000000.00000
982017.10.25 17:41close490.010.774760.000000.000002.531128.41
992017.10.25 17:41sell500.010.774680.000000.00000
1002017.10.25 18:21close500.010.772130.000000.000002.531130.94
1012017.10.27 00:29sell510.010.774010.000000.00000
1022017.10.27 03:30sell520.020.776510.000000.00000
1032017.10.31 15:30close520.020.773790.000000.000005.121136.06
1042017.10.31 15:30close510.010.773790.000000.000000.031136.09
1052017.10.31 15:30sell530.010.773610.000000.00000
1062017.11.01 13:10sell540.020.776670.000000.00000
1072017.11.01 23:27sell550.030.779790.000000.00000
1082017.11.02 00:13close550.030.774410.000000.0000015.531151.62
1092017.11.02 00:13close540.020.774410.000000.000004.041155.66
1102017.11.02 00:13close530.010.774410.000000.00000-1.141154.52
1112017.11.03 14:29sell560.010.777480.000000.00000
1122017.11.03 16:33sell570.020.784190.000000.00000
1132017.11.03 22:38close570.020.779780.000000.000008.821163.34
1142017.11.03 22:38close560.010.779780.000000.00000-2.381160.96
1152017.11.03 22:38sell580.010.779710.000000.00000
1162017.11.06 00:01sell590.020.782460.000000.00000
1172017.11.06 09:52sell600.030.784970.000000.00000
1182017.11.07 15:48close600.030.781870.000000.000009.041170.00
1192017.11.07 15:48close590.020.781870.000000.000000.951170.95
1202017.11.07 15:48close580.010.781870.000000.00000-2.371168.57
1212017.11.07 21:39buy610.010.785000.000000.00000
1222017.11.07 22:19buy620.020.782200.000000.00000
1232017.11.07 23:05close620.020.785200.000000.000005.971174.54
1242017.11.07 23:05close610.010.785200.000000.000000.151174.69
1252017.11.07 23:05buy630.010.784760.000000.00000
1262017.11.09 11:03close630.010.787260.000000.000002.631177.33
1272017.11.14 23:44buy640.010.782370.000000.00000
1282017.11.15 00:26buy650.020.776980.000000.00000
1292017.11.15 15:11buy660.030.773200.000000.00000
1302017.11.16 11:19close660.030.777240.000000.0000012.471189.80
1312017.11.16 11:19close650.020.777240.000000.000000.671190.47
1322017.11.16 11:19close640.010.777240.000000.00000-5.081185.39
1332017.11.17 15:29sell670.010.775720.000000.00000
1342017.11.17 16:45close670.010.773170.000000.000002.531187.92
1352017.11.21 15:39sell680.010.774020.000000.00000
1362017.11.21 18:45sell690.020.777080.000000.00000
1372017.11.22 00:05close690.020.774270.000000.000005.451193.37
1382017.11.22 00:05close680.010.774270.000000.00000-0.381192.99
1392017.11.23 15:30sell700.010.771630.000000.00000
1402017.11.24 23:59close700.010.768810.000000.000002.731195.72
1412017.11.24 23:59sell710.010.768510.000000.00000
1422017.11.27 03:00sell720.020.771030.000000.00000
1432017.11.27 23:59close720.020.768440.000000.000005.141200.86
1442017.11.27 23:59close710.010.768440.000000.00000-0.051200.81
1452017.11.28 00:02sell730.010.766580.000000.00000
1462017.11.28 07:56sell740.020.769220.000000.00000
1472017.11.29 00:01close740.020.765190.000000.000007.921208.73
1482017.11.29 00:01close730.010.765190.000000.000001.281210.00
1492017.11.30 17:12sell750.010.764020.000000.00000
1502017.12.01 00:01close750.010.761310.000000.000002.621212.62
1512017.12.14 19:39buy760.010.772590.000000.00000
1522017.12.14 20:08close760.010.775150.000000.000002.541215.16
1532017.12.14 20:08buy770.010.775280.000000.00000
1542017.12.15 01:22buy780.020.772760.000000.00000
1552017.12.15 10:55close780.020.775310.000000.000005.061220.22
1562017.12.15 10:55close770.010.775310.000000.000000.021220.24
1572017.12.15 17:56buy790.010.776470.000000.00000
1582017.12.15 19:45buy800.020.771800.000000.00000
1592017.12.15 22:33buy810.030.769290.000000.00000
1602017.12.18 16:30buy820.050.766780.000000.00000
1612017.12.20 15:36close820.050.770170.000000.0000017.291237.54
1622017.12.20 15:36close810.030.770170.000000.000002.881240.42
1632017.12.20 15:36close800.020.770170.000000.00000-3.151237.27
1642017.12.20 15:36close790.010.770170.000000.00000-6.301230.97
1652018.01.02 17:57buy830.010.777320.000000.00000
1662018.01.03 14:39close830.010.779830.000000.000002.531233.50
1672018.01.05 15:30buy840.010.782650.000000.00000
1682018.01.05 15:32close840.010.785200.000000.000002.531236.03
1692018.01.05 15:32buy850.010.785290.000000.00000
1702018.01.05 15:38close850.010.787840.000000.000002.531238.56
1712018.01.05 15:38buy860.010.787940.000000.00000
1722018.01.08 00:45buy870.020.785320.000000.00000
1732018.01.08 10:33close870.020.787900.000000.000005.121243.68
1742018.01.08 10:33close860.010.787900.000000.00000-0.051243.63
1752018.01.16 21:36sell880.010.771350.000000.00000
1762018.01.17 12:55sell890.020.773870.000000.00000
1772018.01.17 16:59close890.020.771280.000000.000005.141248.77
1782018.01.17 16:59close880.010.771280.000000.00000-0.051248.72
1792018.01.17 16:59sell900.010.771100.000000.00000
1802018.01.17 16:59close900.010.768520.000000.000002.561251.28
1812018.01.17 16:59sell910.010.768320.000000.00000
1822018.01.17 17:46sell920.020.770830.000000.00000
1832018.01.17 20:35sell930.030.773820.000000.00000
1842018.01.18 13:39close930.030.770400.000000.000009.581260.86
1852018.01.18 13:39close920.020.770400.000000.000000.341261.21
1862018.01.18 13:39close910.010.770400.000000.00000-2.361258.84
1872018.01.23 16:56sell940.010.768550.000000.00000
1882018.01.24 14:35sell950.020.771190.000000.00000
1892018.01.24 16:13close950.020.768570.000000.000005.201264.04
1902018.01.24 16:13close940.010.768570.000000.00000-0.141263.90
1912018.01.24 16:13sell960.010.768470.000000.00000
1922018.01.24 16:52close960.010.765920.000000.000002.531266.43
1932018.01.24 16:52sell970.010.765780.000000.00000
1942018.01.25 15:30close970.010.763020.000000.000002.531268.96
1952018.01.25 15:42sell980.010.762330.000000.00000
1962018.01.25 17:00close980.010.759780.000000.000002.521271.48
1972018.01.25 17:00sell990.010.759480.000000.00000
1982018.01.25 17:11close990.010.756930.000000.000002.521274.00
1992018.01.25 17:11sell1000.010.756830.000000.00000
2002018.01.25 22:39sell1010.020.760470.000000.00000
2012018.01.26 00:01close1010.020.756860.000000.000007.061281.06
2022018.01.26 00:01close1000.010.756860.000000.00000-0.161280.90
2032018.01.26 00:01sell1020.010.757060.000000.00000
2042018.01.26 00:42sell1030.020.760400.000000.00000
2052018.01.26 15:30close1030.020.757550.000000.000005.661286.56
2062018.01.26 15:30close1020.010.757550.000000.00000-0.551286.01
2072018.01.31 00:05sell1040.010.755940.000000.00000
2082018.01.31 11:15sell1050.020.758510.000000.00000
2092018.01.31 20:24close1050.020.755930.000000.000005.121291.13
2102018.01.31 20:24close1040.010.755930.000000.00000-0.041291.09
2112018.01.31 20:24sell1060.010.755540.000000.00000
2122018.02.02 15:39close1060.010.752710.000000.000002.541293.62
2132018.02.02 19:59sell1070.010.750120.000000.00000
2142018.02.05 22:06close1070.010.747500.000000.000002.521296.14
2152018.02.05 22:09sell1080.010.746620.000000.00000
2162018.02.05 23:39close1080.010.744060.000000.000002.541298.68
2172018.02.05 23:39sell1090.010.743500.000000.00000
2182018.02.06 12:35sell1100.020.746010.000000.00000
2192018.02.06 17:17sell1110.030.748890.000000.00000
2202018.02.06 21:09close1110.030.745720.000000.000009.461308.14
2212018.02.06 21:09close1100.020.745720.000000.000000.491308.63
2222018.02.06 21:09close1090.010.745720.000000.00000-2.361306.27
2232018.02.08 15:19sell1120.010.749170.000000.00000
2242018.02.08 17:44close1120.010.746620.000000.000002.531308.80
2252018.02.08 18:24sell1130.010.744040.000000.00000
2262018.02.09 15:30close1130.010.741410.000000.000002.541311.34
2272018.02.09 15:30sell1140.010.741120.000000.00000
2282018.02.09 17:05sell1150.020.744120.000000.00000
2292018.02.12 06:23sell1160.030.746770.000000.00000
2302018.02.12 18:35close1160.030.743610.000000.000009.421320.76
2312018.02.12 18:35close1150.020.743610.000000.000000.791321.55
2322018.02.12 18:35close1140.010.743610.000000.00000-2.631318.92
2332018.02.14 15:42sell1170.010.740130.000000.00000
2342018.02.14 22:45sell1180.020.743320.000000.00000
2352018.02.15 09:43close1180.020.740330.000000.000005.511324.43
2362018.02.15 09:43close1170.010.740330.000000.00000-0.461323.97
2372018.02.15 09:43sell1190.010.740230.000000.00000
2382018.02.15 17:48close1190.010.737680.000000.000002.531326.50
2392018.02.19 20:33sell1200.010.738060.000000.00000
2402018.02.20 09:36sell1210.020.740570.000000.00000
2412018.02.22 15:27close1210.020.737710.000000.000005.111331.61
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