5 Minute timeframe for Aud/Nzd with 99.90% modeling quality
Description
Designed for use on the AUDNZD (Australian Dollar vs New Zealand Dollar) with a 7.0pip Spread and 5 Minutes (M5) time frame.
It will not shut down during holidays.
This Setfile does not use Money Management, has a starting lot of 0.01 and a multiplier of 1.6
The grid is fixed, with an Entry Delay of 1200 seconds.
The Trend is determined by the Moving Average and the EA will place market orders, with the entry conditions based on Bollinger Bands.
This system will allow a maximum of 15 trades in a basket, with Break Even at level 5.
It does not use Stop Loss, Trailing Stop Loss, Close Oldest Trade, Maximize Profit, the 'Early Exit' function, Hedging.
Graph
b3 v3 9 6 audnzd m5 (6008D145).png
Report
Strategy Tester Report
Blessing_3_v3.9.6.09
(Build 745)
Generated by Statement Analyser 1.5.13.1330 © J Talon LLC 2012
Report b3_v3_9_6_audnzd_m5_(6008D145).set
Symbol AUDNZD (Australian Dollar vs New Zealand Dollar)
Period 5 Minutes (M5) 2009.01.01 00:12 - 2014.12.07 23:59
Spread 7.0 Pips
Model Every tick (the most precise method based on all available least timeframes)
Bars in test 442,971 Ticks modelled 53,902,744 Modelling quality 99.90%
Mismatched charts errors 0
Initial deposit 1,000.00
Total net profit 4,704.25 Gross profit 9,325.32 Gross loss (4,621.07)
Profit Factor 2.02 Expected payoff 0.94
Absolute drawdown 12.85 Maximal drawdown 1,278.96 (22.53%) Relative drawdown 22.53% (1,278.96)
Total Trades 4,995 Short positions (Won%) 3,319 (86.77%) Long positions (won%) 1,676 (89.08%)
Profit trades (% of total) 4,373 (87.55%) Loss trades (% of total) 622 (12.45%)
Largest Profit trade 456.72 Loss trade (135.23)
Average Profit trade 2.13 Loss trade (7.43)
Maximum consecutive wins (profit in money) 160 (186.21) consecutive losses (loss in money) 6 ((570.20))
Maximal consecutive profit (count of wins) 525.36 (8) consecutive loss (count of losses) (570.20) (6)
Average consecutive wins 10.27 consecutive losses 1.46
Maximum trades per Basket 8
Total number of Baskets 4,349
Total number of Bullish Baskets 1,481
Total number of Bearish Baskets 2,868
Trades per Basket Number Percentage
1 3,921 90.16%
2 300 6.90%
3 68 1.56%
4 40 0.92%
5 14 0.32%
6 3 0.07%
7 2 0.05%
8 1 0.02%
Open Trades Total Bull Bear
Minimum open length in Days 00:00 00:00 00:00
Maximum open length in Days 61 17:12 47 09:29 61 17:12
Average open length in Days 19:04 17:10 20:01
Count of Trades opened by Day and Hour
Hour/Day Sun Mon Tue Wed Thu Fri Sum (%)
00:00-01:00 0 56 48 40 49 36 229 ( 4.58%)
01:00-02:00 0 57 49 42 69 36 253 ( 5.07%)
02:00-03:00 0 48 29 36 28 31 172 ( 3.44%)
03:00-04:00 0 56 44 45 75 41 261 ( 5.23%)
04:00-05:00 0 34 51 19 24 38 166 ( 3.32%)
05:00-06:00 0 30 30 24 25 33 142 ( 2.84%)
06:00-07:00 0 39 43 28 31 28 169 ( 3.38%)
07:00-08:00 0 48 26 30 34 27 165 ( 3.30%)
08:00-09:00 0 57 50 56 41 55 259 ( 5.19%)
09:00-10:00 0 36 40 30 37 39 182 ( 3.64%)
10:00-11:00 0 36 45 28 26 42 177 ( 3.54%)
11:00-12:00 0 36 35 31 30 27 159 ( 3.18%)
12:00-13:00 0 33 26 32 27 30 148 ( 2.96%)
13:00-14:00 0 31 29 26 31 54 171 ( 3.42%)
14:00-15:00 0 41 36 39 40 70 226 ( 4.52%)
15:00-16:00 0 42 49 42 41 59 233 ( 4.66%)
16:00-17:00 0 31 57 53 55 60 256 ( 5.13%)
17:00-18:00 0 22 28 22 25 40 137 ( 2.74%)
18:00-19:00 0 32 30 27 39 44 172 ( 3.44%)
19:00-20:00 0 29 31 66 39 39 204 ( 4.08%)
20:00-21:00 0 34 45 88 51 43 261 ( 5.23%)
21:00-22:00 3 41 36 59 52 51 242 ( 4.84%)
22:00-23:00 7 38 54 57 57 64 277 ( 5.55%)
23:00-24:00 99 56 51 73 55 0 334 ( 6.69%)
Total (%) 109 ( 2.18%) 963 (19.28%) 962 (19.26%) 993 (19.88%) 981 (19.64%) 987 (19.76%)
Life of Trade Within Number Percentage
1 minute 741 14.83%
5 minutes 722 14.45%
15 minutes 467 9.35%
30 minutes 371 7.43%
1 hour 397 7.95%
2 hours 383 7.67%
4 hours 403 8.07%
8 hours 390 7.81%
12 hours 215 4.30%
24 hours 274 5.49%
2 days 207 4.14%
1 week 299 5.99%
2 weeks 65 1.30%
1 month 48 0.96%
3 months 13 0.26%
Latency time between baskets
Minimum waiting time 00:00
Maximum waiting time 2 13:41
Average waiting time 02:08
Reopening of Basket Within Number Percentage
1 minute 899 20.67%
5 minutes 483 11.11%
15 minutes 379 8.71%
30 minutes 305 7.01%
1 hour 411 9.45%
2 hours 699 16.07%
4 hours 732 16.83%
8 hours 333 7.66%
12 hours 30 0.69%
24 hours 5 0.11%
2 days 4 0.09%
1 week 68 1.56%
Profit per Basket Total Bull Bear
Minimum Profit $ (50.10) $ (9.45) $ (50.10)
Maximum Profit $ 12.57 $ 12.57 $ 12.51
Average Profit $ 1.08 $ 1.09 $ 1.08
Lot Size per Basket Total Bull Bear
Minimum Lot Size 0.01 0.01 0.01
Maximum Lot Size 0.87 0.53 0.87
Average Lot Size 0.01 0.01 0.01
Lot Size per Trade Total Bull Bear
Minimum Lot Size 0.01 0.01 0.01
Maximum Lot Size 0.34 0.21 0.34
Average Lot Size 0.01 0.01 0.01
Delta Pips Between Levels Minimum Maximum Average
Between level 1 and level 2 60.5 181.5 63.6
Between level 2 and level 3 60.5 121.0 61.9
Between level 3 and level 4 60.5 121.0 61.5
Between level 4 and level 5 110.0 110.0 110.0
Between level 5 and level 6 110.0 110.0 110.0
Between level 6 and level 7 126.5 126.5 126.5
Between level 7 and level 8 126.5 126.5 126.5
This setfile on the first post
