Strategy Tester Report
FACTORPRO-GOLD-M5-V.4.3
XMGlobal-Real 14 (Build 1353)
| Symbol | GOLD (GOLD) | ||||
| Period | 5 Minutes (M5) 2022.01.03 01:00 - 2022.03.30 23:55 (2022.01.01 - 2022.03.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | EAname="FACTORPRO-GOLD-M5-V.4.3"; TradeStatus=true; MaxSpread=40; Config_Fund_Allocation=1; MaxRisk=0.05; CreditBonus=0; BgColor=Black; EAmagic=430422; | ||||
| Bars in test | 18327 | Ticks modelled | 6025940 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 233.91 | Gross profit | 506.26 | Gross loss | -272.35 |
| Profit factor | 1.86 | Expected payoff | 4.03 | ||
| Absolute drawdown | 17.00 | Maximal drawdown | 108.79 (9.37%) | Relative drawdown | 9.37% (108.79) |
| Total trades | 58 | Short positions (won %) | 28 (64.29%) | Long positions (won %) | 30 (76.67%) |
| Profit trades (% of total) | 41 (70.69%) | Loss trades (% of total) | 17 (29.31%) | ||
| Largest | profit trade | 55.86 | loss trade | -55.83 | |
| Average | profit trade | 12.35 | loss trade | -16.02 | |
| Maximum | consecutive wins (profit in money) | 13 (115.85) | consecutive losses (loss in money) | 2 (-73.80) | |
| Maximal | consecutive profit (count of wins) | 115.85 (13) | consecutive loss (count of losses) | -73.80 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.01.03 19:40 | sell | 1 | 0.01 | 1799.72 | 0.00 | 0.00 | ||
| 2 | 2022.01.04 04:30 | close | 1 | 0.01 | 1807.14 | 0.00 | 0.00 | -7.42 | 992.58 |
| 3 | 2022.01.04 07:50 | buy | 2 | 0.01 | 1805.17 | 0.00 | 0.00 | ||
| 4 | 2022.01.04 17:00 | close | 2 | 0.01 | 1811.97 | 0.00 | 0.00 | 6.80 | 999.38 |
| 5 | 2022.01.05 01:30 | sell | 3 | 0.01 | 1813.39 | 0.00 | 0.00 | ||
| 6 | 2022.01.06 10:30 | close | 3 | 0.01 | 1797.78 | 0.00 | 0.00 | 15.61 | 1014.99 |
| 7 | 2022.01.07 04:40 | sell | 4 | 0.01 | 1790.20 | 0.00 | 0.00 | ||
| 8 | 2022.01.07 10:15 | close | 4 | 0.01 | 1788.07 | 0.00 | 0.00 | 2.13 | 1017.12 |
| 9 | 2022.01.07 11:50 | buy | 5 | 0.01 | 1792.45 | 0.00 | 0.00 | ||
| 10 | 2022.01.11 02:15 | close | 5 | 0.01 | 1803.43 | 0.00 | 0.00 | 10.87 | 1027.99 |
| 11 | 2022.01.11 02:45 | buy | 6 | 0.01 | 1803.49 | 0.00 | 0.00 | ||
| 12 | 2022.01.11 18:30 | close | 6 | 0.01 | 1815.15 | 0.00 | 0.00 | 11.66 | 1039.65 |
| 13 | 2022.01.12 14:45 | buy | 7 | 0.01 | 1818.97 | 0.00 | 0.00 | ||
| 14 | 2022.01.12 19:45 | close | 7 | 0.01 | 1826.83 | 0.00 | 0.00 | 7.86 | 1047.51 |
| 15 | 2022.01.13 08:55 | sell | 8 | 0.01 | 1824.81 | 0.00 | 0.00 | ||
| 16 | 2022.01.13 10:45 | close | 8 | 0.01 | 1822.80 | 0.00 | 0.00 | 2.01 | 1049.52 |
| 17 | 2022.01.13 19:45 | buy | 9 | 0.01 | 1821.13 | 0.00 | 0.00 | ||
| 18 | 2022.01.14 10:20 | close | 9 | 0.01 | 1828.86 | 0.00 | 0.00 | 7.68 | 1057.20 |
| 19 | 2022.01.17 12:55 | sell | 10 | 0.01 | 1820.45 | 0.00 | 0.00 | ||
| 20 | 2022.01.17 17:05 | close | 10 | 0.01 | 1818.49 | 0.00 | 0.00 | 1.96 | 1059.16 |
| 21 | 2022.01.19 01:35 | buy | 11 | 0.01 | 1814.60 | 0.00 | 0.00 | ||
| 22 | 2022.01.19 16:50 | close | 11 | 0.01 | 1827.68 | 0.00 | 0.00 | 13.08 | 1072.24 |
| 23 | 2022.01.19 19:55 | buy | 12 | 0.01 | 1840.17 | 0.00 | 0.00 | ||
| 24 | 2022.01.20 15:35 | close | 12 | 0.01 | 1845.91 | 0.00 | 0.00 | 5.58 | 1077.82 |
| 25 | 2022.01.21 10:00 | sell | 13 | 0.05 | 1837.93 | 0.00 | 0.00 | ||
| 26 | 2022.01.21 10:20 | close | 13 | 0.05 | 1832.38 | 0.00 | 0.00 | 27.75 | 1105.57 |
| 27 | 2022.01.24 16:05 | sell | 14 | 0.01 | 1836.83 | 0.00 | 0.00 | ||
| 28 | 2022.01.24 16:40 | close | 14 | 0.01 | 1833.97 | 0.00 | 0.00 | 2.86 | 1108.43 |
| 29 | 2022.01.25 03:50 | sell | 15 | 0.01 | 1840.95 | 0.00 | 0.00 | ||
| 30 | 2022.01.25 16:50 | close | 15 | 0.01 | 1851.72 | 0.00 | 0.00 | -10.77 | 1097.66 |
| 31 | 2022.01.27 11:15 | buy | 16 | 0.01 | 1814.46 | 0.00 | 0.00 | ||
| 32 | 2022.01.27 13:45 | close | 16 | 0.01 | 1808.05 | 0.00 | 0.00 | -6.41 | 1091.25 |
| 33 | 2022.01.28 13:55 | sell | 17 | 0.01 | 1785.29 | 0.00 | 0.00 | ||
| 34 | 2022.01.28 16:25 | close | 17 | 0.01 | 1782.35 | 0.00 | 0.00 | 2.94 | 1094.19 |
| 35 | 2022.02.01 03:40 | buy | 18 | 0.01 | 1798.30 | 0.00 | 0.00 | ||
| 36 | 2022.02.02 18:05 | close | 18 | 0.01 | 1809.65 | 0.00 | 0.00 | 11.30 | 1105.49 |
| 37 | 2022.02.07 09:25 | buy | 19 | 0.01 | 1811.33 | 0.00 | 0.00 | ||
| 38 | 2022.02.07 21:30 | close | 19 | 0.01 | 1822.27 | 0.00 | 0.00 | 10.94 | 1116.43 |
| 39 | 2022.02.08 03:35 | buy | 20 | 0.01 | 1821.53 | 0.00 | 0.00 | ||
| 40 | 2022.02.09 18:45 | close | 20 | 0.01 | 1832.80 | 0.00 | 0.00 | 11.22 | 1127.64 |
| 41 | 2022.02.10 01:35 | buy | 21 | 0.01 | 1833.39 | 0.00 | 0.00 | ||
| 42 | 2022.02.11 20:35 | close | 21 | 0.01 | 1846.70 | 0.00 | 0.00 | 13.26 | 1140.90 |
| 43 | 2022.02.14 04:30 | sell | 22 | 0.03 | 1858.01 | 0.00 | 0.00 | ||
| 44 | 2022.02.15 04:40 | close | 22 | 0.03 | 1876.62 | 0.00 | 0.00 | -55.83 | 1085.07 |
| 45 | 2022.02.16 13:00 | sell | 23 | 0.01 | 1854.63 | 0.00 | 0.00 | ||
| 46 | 2022.02.16 22:35 | close | 23 | 0.01 | 1872.60 | 0.00 | 0.00 | -17.97 | 1067.10 |
| 47 | 2022.02.21 15:10 | buy | 24 | 0.01 | 1897.11 | 0.00 | 0.00 | ||
| 48 | 2022.02.21 21:00 | close | 24 | 0.01 | 1904.74 | 0.00 | 0.00 | 7.63 | 1074.73 |
| 49 | 2022.02.23 04:05 | sell | 25 | 0.01 | 1898.86 | 0.00 | 0.00 | ||
| 50 | 2022.02.24 04:50 | close | 25 | 0.01 | 1918.21 | 0.00 | 0.00 | -19.35 | 1055.38 |
| 51 | 2022.02.24 08:05 | buy | 26 | 0.01 | 1938.15 | 0.00 | 0.00 | ||
| 52 | 2022.02.24 10:00 | close | 26 | 0.01 | 1945.08 | 0.00 | 0.00 | 6.93 | 1062.31 |
| 53 | 2022.02.25 01:25 | buy | 27 | 0.01 | 1909.06 | 0.00 | 0.00 | ||
| 54 | 2022.02.25 02:35 | close | 27 | 0.01 | 1911.94 | 0.00 | 0.00 | 2.88 | 1065.19 |
| 55 | 2022.02.25 10:25 | sell | 28 | 0.01 | 1912.58 | 0.00 | 0.00 | ||
| 56 | 2022.02.25 13:45 | close | 28 | 0.01 | 1894.71 | 0.00 | 0.00 | 17.87 | 1083.06 |
| 57 | 2022.03.01 13:30 | buy | 29 | 0.01 | 1922.28 | 0.00 | 0.00 | ||
| 58 | 2022.03.01 18:50 | close | 29 | 0.01 | 1934.12 | 0.00 | 0.00 | 11.84 | 1094.90 |
| 59 | 2022.03.02 17:50 | sell | 30 | 0.01 | 1926.85 | 0.00 | 0.00 | ||
| 60 | 2022.03.02 18:05 | close | 30 | 0.01 | 1923.81 | 0.00 | 0.00 | 3.04 | 1097.94 |
| 61 | 2022.03.02 21:30 | buy | 31 | 0.01 | 1925.91 | 0.00 | 0.00 | ||
| 62 | 2022.03.03 10:40 | close | 31 | 0.01 | 1933.82 | 0.00 | 0.00 | 7.75 | 1105.69 |
| 63 | 2022.03.03 12:20 | buy | 32 | 0.02 | 1931.55 | 0.00 | 0.00 | ||
| 64 | 2022.03.03 13:05 | close | 32 | 0.02 | 1935.19 | 0.00 | 0.00 | 7.28 | 1112.97 |
| 65 | 2022.03.03 19:15 | buy | 33 | 0.02 | 1931.20 | 0.00 | 0.00 | ||
| 66 | 2022.03.03 20:35 | close | 33 | 0.02 | 1934.87 | 0.00 | 0.00 | 7.34 | 1120.31 |
| 67 | 2022.03.04 02:10 | sell | 34 | 0.01 | 1937.66 | 0.00 | 0.00 | ||
| 68 | 2022.03.04 02:45 | close | 34 | 0.01 | 1949.93 | 0.00 | 0.00 | -12.27 | 1108.04 |
| 69 | 2022.03.07 06:10 | buy | 35 | 0.01 | 1990.09 | 0.00 | 0.00 | ||
| 70 | 2022.03.07 10:25 | close | 35 | 0.01 | 1997.19 | 0.00 | 0.00 | 7.10 | 1115.14 |
| 71 | 2022.03.08 12:25 | sell | 36 | 0.06 | 2005.62 | 0.00 | 0.00 | ||
| 72 | 2022.03.08 14:20 | close | 36 | 0.06 | 2010.96 | 0.00 | 0.00 | -32.04 | 1083.10 |
| 73 | 2022.03.08 19:55 | sell | 37 | 0.05 | 2027.70 | 0.00 | 0.00 | ||
| 74 | 2022.03.08 20:05 | close | 37 | 0.05 | 2023.73 | 0.00 | 0.00 | 19.85 | 1102.95 |
| 75 | 2022.03.09 04:35 | buy | 38 | 0.02 | 2047.42 | 0.00 | 0.00 | ||
| 76 | 2022.03.09 04:45 | close | 38 | 0.02 | 2050.25 | 0.00 | 0.00 | 5.66 | 1108.61 |
| 77 | 2022.03.09 19:30 | sell | 39 | 0.06 | 1993.74 | 0.00 | 0.00 | ||
| 78 | 2022.03.09 19:35 | close | 39 | 0.06 | 1987.48 | 0.00 | 0.00 | 37.56 | 1146.17 |
| 79 | 2022.03.10 17:20 | sell | 40 | 0.01 | 1986.47 | 0.00 | 0.00 | ||
| 80 | 2022.03.10 19:45 | close | 40 | 0.01 | 2004.80 | 0.00 | 0.00 | -18.33 | 1127.84 |
| 81 | 2022.03.11 10:05 | buy | 41 | 0.01 | 1990.63 | 0.00 | 0.00 | ||
| 82 | 2022.03.11 13:25 | close | 41 | 0.01 | 1981.38 | 0.00 | 0.00 | -9.25 | 1118.59 |
| 83 | 2022.03.14 00:20 | sell | 42 | 0.01 | 1982.33 | 0.00 | 0.00 | ||
| 84 | 2022.03.14 00:25 | close | 42 | 0.01 | 1975.55 | 0.00 | 0.00 | 6.78 | 1125.37 |
| 85 | 2022.03.14 07:55 | sell | 43 | 0.06 | 1972.73 | 0.00 | 0.00 | ||
| 86 | 2022.03.14 11:00 | close | 43 | 0.06 | 1967.79 | 0.00 | 0.00 | 29.64 | 1155.01 |
| 87 | 2022.03.14 19:10 | buy | 44 | 0.01 | 1960.67 | 0.00 | 0.00 | ||
| 88 | 2022.03.14 20:25 | close | 44 | 0.01 | 1954.56 | 0.00 | 0.00 | -6.11 | 1148.90 |
| 89 | 2022.03.15 09:15 | sell | 45 | 0.01 | 1932.50 | 0.00 | 0.00 | ||
| 90 | 2022.03.15 09:55 | close | 45 | 0.01 | 1929.45 | 0.00 | 0.00 | 3.05 | 1151.95 |
| 91 | 2022.03.15 11:35 | sell | 46 | 0.06 | 1931.31 | 0.00 | 0.00 | ||
| 92 | 2022.03.15 13:00 | close | 46 | 0.06 | 1922.00 | 0.00 | 0.00 | 55.86 | 1207.81 |
| 93 | 2022.03.18 00:10 | buy | 47 | 0.02 | 1942.55 | 0.00 | 0.00 | ||
| 94 | 2022.03.18 04:00 | close | 47 | 0.02 | 1936.90 | 0.00 | 0.00 | -11.30 | 1196.51 |
| 95 | 2022.03.18 10:40 | buy | 48 | 0.01 | 1934.96 | 0.00 | 0.00 | ||
| 96 | 2022.03.18 15:20 | close | 48 | 0.01 | 1929.18 | 0.00 | 0.00 | -5.78 | 1190.73 |
| 97 | 2022.03.21 02:45 | buy | 49 | 0.01 | 1923.26 | 0.00 | 0.00 | ||
| 98 | 2022.03.21 16:05 | close | 49 | 0.01 | 1934.53 | 0.00 | 0.00 | 11.27 | 1202.00 |
| 99 | 2022.03.23 07:25 | sell | 50 | 0.06 | 1920.94 | 0.00 | 0.00 | ||
| 100 | 2022.03.23 11:05 | close | 50 | 0.06 | 1927.19 | 0.00 | 0.00 | -37.50 | 1164.50 |
| 101 | 2022.03.23 15:20 | buy | 51 | 0.01 | 1931.98 | 0.00 | 0.00 | ||
| 102 | 2022.03.23 21:50 | close | 51 | 0.01 | 1945.44 | 0.00 | 0.00 | 13.46 | 1177.96 |
| 103 | 2022.03.24 00:25 | buy | 52 | 0.01 | 1944.91 | 0.00 | 0.00 | ||
| 104 | 2022.03.24 14:00 | close | 52 | 0.01 | 1956.56 | 0.00 | 0.00 | 11.65 | 1189.61 |
| 105 | 2022.03.25 11:10 | sell | 53 | 0.01 | 1955.80 | 0.00 | 0.00 | ||
| 106 | 2022.03.25 12:45 | close | 53 | 0.01 | 1951.34 | 0.00 | 0.00 | 4.46 | 1194.07 |
| 107 | 2022.03.25 15:10 | buy | 54 | 0.01 | 1955.73 | 0.00 | 0.00 | ||
| 108 | 2022.03.25 15:25 | close | 54 | 0.01 | 1947.14 | 0.00 | 0.00 | -8.59 | 1185.48 |
| 109 | 2022.03.25 17:15 | buy | 55 | 0.01 | 1953.84 | 0.00 | 0.00 | ||
| 110 | 2022.03.28 04:45 | close | 55 | 0.01 | 1948.34 | 0.00 | 0.00 | -5.55 | 1179.93 |
| 111 | 2022.03.28 10:50 | sell | 56 | 0.06 | 1935.25 | 0.00 | 0.00 | ||
| 112 | 2022.03.28 11:35 | close | 56 | 0.06 | 1930.18 | 0.00 | 0.00 | 30.42 | 1210.35 |
| 113 | 2022.03.28 12:50 | sell | 57 | 0.01 | 1930.65 | 0.00 | 0.00 | ||
| 114 | 2022.03.28 15:15 | close | 57 | 0.01 | 1938.53 | 0.00 | 0.00 | -7.88 | 1202.47 |
| 115 | 2022.03.29 07:15 | sell | 58 | 0.06 | 1924.02 | 0.00 | 0.00 | ||
| 116 | 2022.03.29 11:10 | close | 58 | 0.06 | 1918.78 | 0.00 | 0.00 | 31.44 | 1233.91 |