Strategy Tester Report
Cross_Trader_06.43
OANDA-GMT-5 Practice (Build 1010)

Symbol	GBPJPY (GBP/JPY)
Period	5 Minutes (M5) 2016.06.01 00:00 - 2016.08.18 23:55 (2016.06.01 - 2016.08.19)
Model	Every tick (the most precise method based on all available least timeframes)
Parameters	Magic_Number=160726; Fixed_Lot_Size=0.01; Bal_Perc_Lot_Size=1; signal_filter="____________________"; loop_back_bars=2; MA_Period=34; Indicators="____________________"; RSI=false; RVI=false; CCI=false; Pip_Levels="____________________"; SL_Pips=0; TP_Pips=600; BE_Pips=100; PL_Pips=500; Trail_Stop_Pips=500; Trail_Stop_Jump_Pips=9; min_pip_dist=20; ATR_Levels="____________________"; enable_atr=false; atr_period=21; ATR_SL=2; ATR_TP=10; ATR_TS=0; ATR_BE=0; ATR_PL=0; ATR_Max_Dist=5; ATR_Min_Dist=0; atr_normalization="____________________"; min_atr_pips=0; max_atr_pips=5000; trade_conditions="____________________"; max_orders=1; close_on_opposite=false; hedge_trades=false; max_spread=100; max_slippage=10; ECN=false; reversal_mode=false; distance_to_ma="____________________"; tMA_Period=34; t_max_pips_to_ma=0; cp_htf_filter="____________________"; hMA_Period=100; HA_filter=false;
Bars in test	17428	Ticks modelled	7302839	Modelling quality	90.00%
Mismatched charts errors	1				
Initial deposit	200.00			Spread	30
Total net profit	127.09	Gross profit	149.87	Gross loss	-22.78
Profit factor	6.58	Expected payoff	4.71		
Absolute drawdown	57.65	Maximal drawdown	135.04 (38.32%)	Relative drawdown	48.29% (132.93)
Total trades	27	Short positions (won %)	27 (96.30%)	Long positions (won %)	0 (0.00%)
Profit trades (% of total)	26 (96.30%)	Loss trades (% of total)	1 (3.70%)
Largest	profit trade	5.77	loss trade	-22.78
Average	profit trade	5.76	loss trade	-22.78
Maximum	consecutive wins (profit in money)	26 (149.87)	consecutive losses (loss in money)	1 (-22.78)
Maximal	consecutive profit (count of wins)	149.87 (26)	consecutive loss (count of losses)	-22.78 (1)
Average	consecutive wins	26	consecutive losses	1
Graph
#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2016.06.01 00:10	sell	1	0.01	160.197	0.000	159.597	
2	2016.06.01 02:03	t/p	1	0.01	159.597	0.000	159.597	5.76	205.76
3	2016.06.01 05:25	sell	2	0.01	159.135	0.000	158.535	
4	2016.06.01 06:24	t/p	2	0.01	158.535	0.000	158.535	5.76	211.52
5	2016.06.01 06:30	sell	3	0.01	158.288	0.000	157.688	
6	2016.06.01 08:18	t/p	3	0.01	157.688	0.000	157.688	5.76	217.28
7	2016.06.01 09:40	sell	4	0.01	157.722	0.000	157.122	
8	2016.06.01 23:24	t/p	4	0.01	157.122	0.000	157.122	5.76	223.04
9	2016.06.02 05:05	sell	5	0.01	157.119	0.000	156.519	
10	2016.06.03 01:45	t/p	5	0.01	156.519	0.000	156.519	5.77	228.81
11	2016.06.03 01:50	sell	6	0.01	156.471	0.000	155.871	
12	2016.06.03 10:47	t/p	6	0.01	155.871	0.000	155.871	5.77	234.58
13	2016.06.06 08:55	sell	7	0.01	154.078	0.000	153.478	
14	2016.06.10 10:39	t/p	7	0.01	153.478	0.000	153.478	5.76	240.34
15	2016.06.12 22:15	sell	8	0.01	151.011	0.000	150.411	
16	2016.06.12 22:32	t/p	8	0.01	150.411	0.000	150.411	5.76	246.10
17	2016.06.13 01:20	sell	9	0.01	150.527	0.000	149.927	
18	2016.06.13 05:42	t/p	9	0.01	149.927	0.000	149.927	5.76	251.86
19	2016.06.13 05:45	sell	10	0.01	149.844	0.000	149.244	
20	2016.06.14 04:08	t/p	10	0.01	149.244	0.000	149.244	5.76	257.62
21	2016.06.14 05:30	sell	11	0.01	149.461	0.000	148.861	
22	2016.06.15 23:45	t/p	11	0.01	148.861	0.000	148.861	5.77	263.39
23	2016.06.16 07:20	sell	12	0.01	147.361	0.000	146.761	
24	2016.06.16 10:14	t/p	12	0.01	146.761	0.000	146.761	5.77	269.16
25	2016.06.16 11:00	sell	13	0.01	146.197	0.000	145.597	
26	2016.06.16 11:36	t/p	13	0.01	145.597	0.000	145.597	5.77	274.93
27	2016.06.16 12:45	sell	14	0.01	146.321	0.000	145.721	
28	2016.06.23 22:08	t/p	14	0.01	145.721	0.000	145.721	5.76	280.69
29	2016.06.23 23:10	sell	15	0.01	148.741	0.000	148.141	
30	2016.06.23 23:14	t/p	15	0.01	148.141	0.000	148.141	5.76	286.45
31	2016.06.23 23:15	sell	16	0.01	147.989	0.000	147.389	
32	2016.06.23 23:17	t/p	16	0.01	147.389	0.000	147.389	5.76	292.21
33	2016.06.23 23:25	sell	17	0.01	145.756	0.000	145.156	
34	2016.06.23 23:25	t/p	17	0.01	145.156	0.000	145.156	5.77	297.98
35	2016.06.24 04:00	sell	18	0.01	139.001	0.000	138.401	
36	2016.06.26 18:01	t/p	18	0.01	138.401	0.000	138.401	5.76	303.74
37	2016.06.26 22:20	sell	19	0.01	136.484	0.000	135.884	
38	2016.06.26 22:35	t/p	19	0.01	135.884	0.000	135.884	5.77	309.51
39	2016.06.27 01:25	sell	20	0.01	136.225	0.000	135.625	
40	2016.06.27 06:05	t/p	20	0.01	135.625	0.000	135.625	5.77	315.28
41	2016.06.27 06:25	sell	21	0.01	134.929	0.000	134.329	
42	2016.06.27 07:27	t/p	21	0.01	134.329	0.000	134.329	5.76	321.04
43	2016.06.27 07:30	sell	22	0.01	134.240	0.000	133.640	
44	2016.06.27 08:45	t/p	22	0.01	133.640	0.000	133.640	5.76	326.80
45	2016.06.27 08:50	sell	23	0.01	133.654	0.000	133.054	
46	2016.07.05 09:54	t/p	23	0.01	133.054	0.000	133.054	5.76	332.56
47	2016.07.05 09:55	sell	24	0.01	133.022	0.000	132.422	
48	2016.07.05 12:45	t/p	24	0.01	132.422	0.000	132.422	5.77	338.33
49	2016.07.05 19:45	sell	25	0.01	132.196	0.000	131.596	
50	2016.07.05 20:05	t/p	25	0.01	131.596	0.000	131.596	5.77	344.10
51	2016.07.05 21:55	sell	26	0.01	131.019	0.000	130.419	
52	2016.07.05 22:24	t/p	26	0.01	130.419	0.000	130.419	5.77	349.87
53	2016.07.06 00:25	sell	27	0.01	129.466	0.000	128.866	
54	2016.08.18 23:59	close at stop	27	0.01	131.837	0.000	128.866	-22.78	327.09