Strategy Tester Report
XMGlobal-MT5 5 (Build 4790)
Settings
Expert: Ichimoku-Chikou-Cross
Symbol: GOLD
Period: M15 (2024.12.01 - 2024.12.31)
Inputs: Tenkan=30
Kijun=75
Senkou=102
Lots=0.5
MM=false
ATR_Period=20
ATR_Multiplier=1.0
Risk=2.0
FixedBalance=0.0
MoneyRisk=0.0
UseMoneyInsteadOfPercentage=false
UseEquityInsteadOfBalance=false
LotDigits=2
OrderComment=Ichimoku-Chikou-Cross
Slippage=100
Company: XM Global Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 1797 Ticks: 3665212 Symbols: 1
Total Net Profit: 1 676.88 Balance Drawdown Absolute: 3 336.27 Equity Drawdown Absolute: 3 406.27
Gross Profit: 6 938.39 Balance Drawdown Maximal: 3 336.27 (33.36%) Equity Drawdown Maximal: 3 863.27 (36.94%)
Gross Loss: -5 261.51 Balance Drawdown Relative: 33.36% (3 336.27) Equity Drawdown Relative: 36.94% (3 863.27)
Profit Factor: 1.32 Expected Payoff: 40.90 Margin Level: 2490.64%
Recovery Factor: 0.43 Sharpe Ratio: 1.62 Z-Score: -0.24 (18.97%)
AHPR: 1.0056 (0.56%) LR Correlation: 0.66 OnTester result: 0
GHPR: 1.0038 (0.38%) LR Standard Error: 1 252.11
Total Trades: 41 Short Trades (won %): 24 (37.50%) Long Trades (won %): 17 (11.76%)
Total Deals: 82 Profit Trades (% of total): 11 (26.83%) Loss Trades (% of total): 30 (73.17%)
Largest profit trade: 2 414.82 Largest loss trade: -614.50
Average profit trade: 630.76 Average loss trade: -175.38
Maximum consecutive wins ($): 3 (2 755.43) Maximum consecutive losses ($): 11 (-1 891.21)
Maximal consecutive profit (count): 2 755.43 (3) Maximal consecutive loss (count): -1 891.21 (11)
Average consecutive wins: 1 Average consecutive losses: 4
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): 0.30 Correlation (MFE,MAE): 0.0057
Graph
Minimal position holding time: 0:15:00 Maximal position holding time: 47:15:00 Average position holding time: 8:02:54
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2024.12.02 02:00:002GOLDbuy0.5 / 0.50.002024.12.02 02:00:00filledIchimoku-Chikou-Cross
2024.12.02 02:15:003GOLDsell0.5 / 0.50.002024.12.02 02:15:00filled
2024.12.02 02:45:004GOLDsell0.5 / 0.50.002024.12.02 02:45:00filledIchimoku-Chikou-Cross
2024.12.02 21:30:005GOLDbuy0.5 / 0.50.002024.12.02 21:30:00filled
2024.12.03 14:30:006GOLDsell0.5 / 0.50.002024.12.03 14:30:00filledIchimoku-Chikou-Cross
2024.12.03 15:15:007GOLDbuy0.5 / 0.50.002024.12.03 15:15:00filled
2024.12.03 17:30:008GOLDsell0.5 / 0.50.002024.12.03 17:30:00filledIchimoku-Chikou-Cross
2024.12.03 17:45:009GOLDbuy0.5 / 0.50.002024.12.03 17:45:00filled
2024.12.03 18:45:0010GOLDbuy0.5 / 0.50.002024.12.03 18:45:00filledIchimoku-Chikou-Cross
2024.12.03 21:30:0011GOLDsell0.5 / 0.50.002024.12.03 21:30:00filled
2024.12.04 05:45:0012GOLDbuy0.5 / 0.50.002024.12.04 05:45:00filledIchimoku-Chikou-Cross
2024.12.04 09:45:0013GOLDsell0.5 / 0.50.002024.12.04 09:45:00filled
2024.12.04 10:30:0014GOLDsell0.5 / 0.50.002024.12.04 10:30:00filledIchimoku-Chikou-Cross
2024.12.04 10:45:0015GOLDbuy0.5 / 0.50.002024.12.04 10:45:00filled
2024.12.04 13:15:0016GOLDbuy0.5 / 0.50.002024.12.04 13:15:00filledIchimoku-Chikou-Cross
2024.12.04 14:30:0017GOLDsell0.5 / 0.50.002024.12.04 14:30:00filled
2024.12.04 15:00:0018GOLDsell0.5 / 0.50.002024.12.04 15:00:00filledIchimoku-Chikou-Cross
2024.12.04 15:30:0019GOLDbuy0.5 / 0.50.002024.12.04 15:30:00filled
2024.12.04 15:30:0020GOLDbuy0.5 / 0.50.002024.12.04 15:30:00filledIchimoku-Chikou-Cross
2024.12.04 15:45:0021GOLDsell0.5 / 0.50.002024.12.04 15:45:00filled
2024.12.04 16:00:0022GOLDbuy0.5 / 0.50.002024.12.04 16:00:00filledIchimoku-Chikou-Cross
2024.12.05 03:00:0023GOLDsell0.5 / 0.50.002024.12.05 03:00:00filled
2024.12.05 03:15:0024GOLDbuy0.5 / 0.50.002024.12.05 03:15:00filledIchimoku-Chikou-Cross
2024.12.05 03:45:0025GOLDsell0.5 / 0.50.002024.12.05 03:45:00filled
2024.12.05 05:15:0026GOLDbuy0.5 / 0.50.002024.12.05 05:15:00filledIchimoku-Chikou-Cross
2024.12.05 11:15:0027GOLDsell0.5 / 0.50.002024.12.05 11:15:00filled
2024.12.05 12:45:0028GOLDbuy0.5 / 0.50.002024.12.05 12:45:00filledIchimoku-Chikou-Cross
2024.12.05 13:00:0029GOLDsell0.5 / 0.50.002024.12.05 13:00:00filled
2024.12.05 14:45:0030GOLDbuy0.5 / 0.50.002024.12.05 14:45:00filledIchimoku-Chikou-Cross
2024.12.05 15:30:0031GOLDsell0.5 / 0.50.002024.12.05 15:30:00filled
2024.12.05 17:00:0032GOLDsell0.5 / 0.50.002024.12.05 17:00:00filledIchimoku-Chikou-Cross
2024.12.06 13:15:0033GOLDbuy0.5 / 0.50.002024.12.06 13:15:00filled
2024.12.06 13:45:0034GOLDsell0.5 / 0.50.002024.12.06 13:45:00filledIchimoku-Chikou-Cross
2024.12.06 14:15:0035GOLDbuy0.5 / 0.50.002024.12.06 14:15:00filled
2024.12.06 16:45:0036GOLDsell0.5 / 0.50.002024.12.06 16:45:00filledIchimoku-Chikou-Cross
2024.12.06 17:00:0037GOLDbuy0.5 / 0.50.002024.12.06 17:00:00filled
2024.12.09 02:30:0038GOLDsell0.5 / 0.50.002024.12.09 02:30:00filledIchimoku-Chikou-Cross
2024.12.09 03:15:0039GOLDbuy0.5 / 0.50.002024.12.09 03:15:00filled
2024.12.09 09:30:0040GOLDbuy0.5 / 0.50.002024.12.09 09:30:00filledIchimoku-Chikou-Cross
2024.12.10 11:45:0041GOLDsell0.5 / 0.50.002024.12.10 11:45:00filled
2024.12.10 13:15:0042GOLDbuy0.5 / 0.50.002024.12.10 13:15:00filledIchimoku-Chikou-Cross
2024.12.10 13:30:0043GOLDsell0.5 / 0.50.002024.12.10 13:30:00filled
2024.12.10 13:45:0044GOLDbuy0.5 / 0.50.002024.12.10 13:45:00filledIchimoku-Chikou-Cross
2024.12.12 13:00:0045GOLDsell0.5 / 0.50.002024.12.12 13:00:00filled
2024.12.12 17:45:0046GOLDsell0.5 / 0.50.002024.12.12 17:45:00filledIchimoku-Chikou-Cross
2024.12.16 12:30:0047GOLDbuy0.5 / 0.50.002024.12.16 12:30:00filled
2024.12.16 12:45:0048GOLDsell0.5 / 0.50.002024.12.16 12:45:00filledIchimoku-Chikou-Cross
2024.12.16 13:00:0049GOLDbuy0.5 / 0.50.002024.12.16 13:00:00filled
2024.12.16 14:30:0050GOLDsell0.5 / 0.50.002024.12.16 14:30:00filledIchimoku-Chikou-Cross
2024.12.16 15:15:0051GOLDbuy0.5 / 0.50.002024.12.16 15:15:00filled
2024.12.16 17:00:0052GOLDsell0.5 / 0.50.002024.12.16 17:00:00filledIchimoku-Chikou-Cross
2024.12.16 17:15:0053GOLDbuy0.5 / 0.50.002024.12.16 17:15:00filled
2024.12.16 22:15:0054GOLDsell0.5 / 0.50.002024.12.16 22:15:00filledIchimoku-Chikou-Cross
2024.12.16 23:45:0055GOLDbuy0.5 / 0.50.002024.12.16 23:45:00filled
2024.12.17 05:15:0056GOLDsell0.5 / 0.50.002024.12.17 05:15:00filledIchimoku-Chikou-Cross
2024.12.17 05:45:0057GOLDbuy0.5 / 0.50.002024.12.17 05:45:00filled
2024.12.17 06:00:0058GOLDsell0.5 / 0.50.002024.12.17 06:00:00filledIchimoku-Chikou-Cross
2024.12.18 04:15:0059GOLDbuy0.5 / 0.50.002024.12.18 04:15:00filled
2024.12.18 04:45:0060GOLDsell0.5 / 0.50.002024.12.18 04:45:00filledIchimoku-Chikou-Cross
2024.12.18 06:45:0061GOLDbuy0.5 / 0.50.002024.12.18 06:45:00filled
2024.12.18 10:15:0062GOLDsell0.5 / 0.50.002024.12.18 10:15:00filledIchimoku-Chikou-Cross
2024.12.18 10:30:0063GOLDbuy0.5 / 0.50.002024.12.18 10:30:00filled
2024.12.18 16:15:0064GOLDsell0.5 / 0.50.002024.12.18 16:15:00filledIchimoku-Chikou-Cross
2024.12.19 18:30:0065GOLDbuy0.5 / 0.50.002024.12.19 18:30:00filled
2024.12.19 19:00:0066GOLDsell0.5 / 0.50.002024.12.19 19:00:00filledIchimoku-Chikou-Cross
2024.12.19 19:15:0067GOLDbuy0.5 / 0.50.002024.12.19 19:15:00filled
2024.12.19 22:00:0068GOLDsell0.5 / 0.50.002024.12.19 22:00:00filledIchimoku-Chikou-Cross
2024.12.20 10:45:0069GOLDbuy0.5 / 0.50.002024.12.20 10:45:00filled
2024.12.20 17:15:0070GOLDbuy0.5 / 0.50.002024.12.20 17:15:00filledIchimoku-Chikou-Cross
2024.12.23 13:00:0071GOLDsell0.5 / 0.50.002024.12.23 13:00:00filled
2024.12.26 08:15:0072GOLDbuy0.5 / 0.50.002024.12.26 08:15:00filledIchimoku-Chikou-Cross
2024.12.27 11:00:0073GOLDsell0.5 / 0.50.002024.12.27 11:00:00filled
2024.12.27 11:30:0074GOLDbuy0.5 / 0.50.002024.12.27 11:30:00filledIchimoku-Chikou-Cross
2024.12.27 12:00:0075GOLDsell0.5 / 0.50.002024.12.27 12:00:00filled
2024.12.27 12:30:0076GOLDbuy0.5 / 0.50.002024.12.27 12:30:00filledIchimoku-Chikou-Cross
2024.12.27 12:45:0077GOLDsell0.5 / 0.50.002024.12.27 12:45:00filled
2024.12.27 16:30:0078GOLDsell0.5 / 0.50.002024.12.27 16:30:00filledIchimoku-Chikou-Cross
2024.12.30 13:45:0079GOLDbuy0.5 / 0.50.002024.12.30 13:45:00filled
2024.12.30 14:00:0080GOLDsell0.5 / 0.50.002024.12.30 14:00:00filledIchimoku-Chikou-Cross
2024.12.30 14:30:0081GOLDbuy0.5 / 0.50.002024.12.30 14:30:00filled
2024.12.30 15:45:0082GOLDsell0.5 / 0.50.002024.12.30 15:45:00filledIchimoku-Chikou-Cross
2024.12.30 23:58:5983GOLDbuy0.5 / 0.50.002024.12.30 23:58:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2024.12.01 00:00:001balance0.000.0010 000.0010 000.00
2024.12.02 02:00:002GOLDbuyin0.52646.1220.000.000.0010 000.00Ichimoku-Chikou-Cross
2024.12.02 02:15:003GOLDsellout0.52644.5930.000.00-76.509 923.50
2024.12.02 02:45:004GOLDsellin0.52632.7140.000.000.009 923.50Ichimoku-Chikou-Cross
2024.12.02 21:30:005GOLDbuyout0.52638.6150.000.00-295.009 628.50
2024.12.03 14:30:006GOLDsellin0.52638.6260.000.000.009 628.50Ichimoku-Chikou-Cross
2024.12.03 15:15:007GOLDbuyout0.52643.3970.000.00-238.509 390.00
2024.12.03 17:30:008GOLDsellin0.52639.0080.000.000.009 390.00Ichimoku-Chikou-Cross
2024.12.03 17:45:009GOLDbuyout0.52638.3390.000.0033.509 423.50
2024.12.03 18:45:0010GOLDbuyin0.52647.24100.000.000.009 423.50Ichimoku-Chikou-Cross
2024.12.03 21:30:0011GOLDsellout0.52640.89110.000.00-317.509 106.00
2024.12.04 05:45:0012GOLDbuyin0.52645.51120.000.000.009 106.00Ichimoku-Chikou-Cross
2024.12.04 09:45:0013GOLDsellout0.52640.89130.000.00-231.008 875.00
2024.12.04 10:30:0014GOLDsellin0.52638.68140.000.000.008 875.00Ichimoku-Chikou-Cross
2024.12.04 10:45:0015GOLDbuyout0.52640.55150.000.00-93.508 781.50
2024.12.04 13:15:0016GOLDbuyin0.52645.34160.000.000.008 781.50Ichimoku-Chikou-Cross
2024.12.04 14:30:0017GOLDsellout0.52643.19170.000.00-107.508 674.00
2024.12.04 15:00:0018GOLDsellin0.52636.75180.000.000.008 674.00Ichimoku-Chikou-Cross
2024.12.04 15:30:0019GOLDbuyout0.52645.35190.000.00-430.008 244.00
2024.12.04 15:30:0020GOLDbuyin0.52645.35200.000.000.008 244.00Ichimoku-Chikou-Cross
2024.12.04 15:45:0021GOLDsellout0.52644.73210.000.00-31.008 213.00
2024.12.04 16:00:0022GOLDbuyin0.52648.66220.000.000.008 213.00Ichimoku-Chikou-Cross
2024.12.05 03:00:0023GOLDsellout0.52648.28230.00-0.71-19.008 193.29
2024.12.05 03:15:0024GOLDbuyin0.52650.30240.000.000.008 193.29Ichimoku-Chikou-Cross
2024.12.05 03:45:0025GOLDsellout0.52647.66250.000.00-132.008 061.29
2024.12.05 05:15:0026GOLDbuyin0.52648.19260.000.000.008 061.29Ichimoku-Chikou-Cross
2024.12.05 11:15:0027GOLDsellout0.52643.14270.000.00-252.507 808.79
2024.12.05 12:45:0028GOLDbuyin0.52650.01280.000.000.007 808.79Ichimoku-Chikou-Cross
2024.12.05 13:00:0029GOLDsellout0.52648.64290.000.00-68.507 740.29
2024.12.05 14:45:0030GOLDbuyin0.52651.03300.000.000.007 740.29Ichimoku-Chikou-Cross
2024.12.05 15:30:0031GOLDsellout0.52646.87310.000.00-208.007 532.29
2024.12.05 17:00:0032GOLDsellin0.52640.24320.000.000.007 532.29Ichimoku-Chikou-Cross
2024.12.06 13:15:0033GOLDbuyout0.52636.45330.00-10.06189.507 711.73
2024.12.06 13:45:0034GOLDsellin0.52637.30340.000.000.007 711.73Ichimoku-Chikou-Cross
2024.12.06 14:15:0035GOLDbuyout0.52639.71350.000.00-120.507 591.23
2024.12.06 16:45:0036GOLDsellin0.52629.19360.000.000.007 591.23Ichimoku-Chikou-Cross
2024.12.06 17:00:0037GOLDbuyout0.52635.45370.000.00-313.007 278.23
2024.12.09 02:30:0038GOLDsellin0.52630.81380.000.000.007 278.23Ichimoku-Chikou-Cross
2024.12.09 03:15:0039GOLDbuyout0.52643.10390.000.00-614.506 663.73
2024.12.09 09:30:0040GOLDbuyin0.52647.41400.000.000.006 663.73Ichimoku-Chikou-Cross
2024.12.10 11:45:0041GOLDsellout0.52665.22410.00-0.24890.507 553.99
2024.12.10 13:15:0042GOLDbuyin0.52672.95420.000.000.007 553.99Ichimoku-Chikou-Cross
2024.12.10 13:30:0043GOLDsellout0.52671.38430.000.00-78.507 475.49
2024.12.10 13:45:0044GOLDbuyin0.52672.57440.000.000.007 475.49Ichimoku-Chikou-Cross
2024.12.12 13:00:0045GOLDsellout0.52711.44450.00-0.951 943.509 418.04
2024.12.12 17:45:0046GOLDsellin0.52676.31460.000.000.009 418.04Ichimoku-Chikou-Cross
2024.12.16 12:30:0047GOLDbuyout0.52659.97470.00-20.12817.0010 214.92
2024.12.16 12:45:0048GOLDsellin0.52659.30480.000.000.0010 214.92Ichimoku-Chikou-Cross
2024.12.16 13:00:0049GOLDbuyout0.52658.98490.000.0016.0010 230.92
2024.12.16 14:30:0050GOLDsellin0.52661.75500.000.000.0010 230.92Ichimoku-Chikou-Cross
2024.12.16 15:15:0051GOLDbuyout0.52663.16510.000.00-70.5010 160.42
2024.12.16 17:00:0052GOLDsellin0.52654.64520.000.000.0010 160.42Ichimoku-Chikou-Cross
2024.12.16 17:15:0053GOLDbuyout0.52653.26530.000.0069.0010 229.42
2024.12.16 22:15:0054GOLDsellin0.52652.41540.000.000.0010 229.42Ichimoku-Chikou-Cross
2024.12.16 23:45:0055GOLDbuyout0.52652.86550.000.00-22.5010 206.92
2024.12.17 05:15:0056GOLDsellin0.52652.55560.000.000.0010 206.92Ichimoku-Chikou-Cross
2024.12.17 05:45:0057GOLDbuyout0.52654.50570.000.00-97.5010 109.42
2024.12.17 06:00:0058GOLDsellin0.52653.43580.000.000.0010 109.42Ichimoku-Chikou-Cross
2024.12.18 04:15:0059GOLDbuyout0.52650.25590.00-10.06159.0010 258.36
2024.12.18 04:45:0060GOLDsellin0.52647.71600.000.000.0010 258.36Ichimoku-Chikou-Cross
2024.12.18 06:45:0061GOLDbuyout0.52645.97610.000.0087.0010 345.36
2024.12.18 10:15:0062GOLDsellin0.52642.77620.000.000.0010 345.36Ichimoku-Chikou-Cross
2024.12.18 10:30:0063GOLDbuyout0.52644.57630.000.00-90.0010 255.36
2024.12.18 16:15:0064GOLDsellin0.52641.29640.000.000.0010 255.36Ichimoku-Chikou-Cross
2024.12.19 18:30:0065GOLDbuyout0.52592.39650.00-30.182 445.0012 670.18
2024.12.19 19:00:0066GOLDsellin0.52591.60660.000.000.0012 670.18Ichimoku-Chikou-Cross
2024.12.19 19:15:0067GOLDbuyout0.52591.71670.000.00-5.5012 664.68
2024.12.19 22:00:0068GOLDsellin0.52596.72680.000.000.0012 664.68Ichimoku-Chikou-Cross
2024.12.20 10:45:0069GOLDbuyout0.52606.83690.00-10.06-505.5012 149.12
2024.12.20 17:15:0070GOLDbuyin0.52622.32700.000.000.0012 149.12Ichimoku-Chikou-Cross
2024.12.23 13:00:0071GOLDsellout0.52619.31710.00-0.24-150.5011 998.38
2024.12.26 08:15:0072GOLDbuyin0.52627.28720.000.000.0011 998.38Ichimoku-Chikou-Cross
2024.12.27 11:00:0073GOLDsellout0.52626.07730.00-0.94-60.5011 936.94
2024.12.27 11:30:0074GOLDbuyin0.52627.52740.000.000.0011 936.94Ichimoku-Chikou-Cross
2024.12.27 12:00:0075GOLDsellout0.52623.89750.000.00-181.5011 755.44
2024.12.27 12:30:0076GOLDbuyin0.52627.39760.000.000.0011 755.44Ichimoku-Chikou-Cross
2024.12.27 12:45:0077GOLDsellout0.52625.05770.000.00-117.0011 638.44
2024.12.27 16:30:0078GOLDsellin0.52614.74780.000.000.0011 638.44Ichimoku-Chikou-Cross
2024.12.30 13:45:0079GOLDbuyout0.52618.67790.00-10.06-196.5011 431.88
2024.12.30 14:00:0080GOLDsellin0.52616.26800.000.000.0011 431.88Ichimoku-Chikou-Cross
2024.12.30 14:30:0081GOLDbuyout0.52618.56810.000.00-115.0011 316.88
2024.12.30 15:45:0082GOLDsellin0.52613.20820.000.000.0011 316.88Ichimoku-Chikou-Cross
2024.12.30 23:58:5983GOLDbuyout0.52606.00830.000.00360.0011 676.88end of test
0.00 -93.62 1 770.50 11 676.88