Strategy Tester Report
PPO Breakout Engine
FXCM-USDDemo02 (Build 1443)
| Symbol | NAS100 (Nasdaq 100) | ||||
| Period | 5 Minutes (M5) 2025.01.01 17:00 - 2025.12.31 15:10 (2025.01.01 - 2026.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=20251017; OneTradePerSymbol=true; TradeOnBarClose=true; MaxSlippagePoints=30000; TradeDirection=0; StopsAndTargetsMode=2; StopLossPips=3000; TakeProfitPips=3000; ATR_Period=14; ATR_Multiplier_SL=1; ATR_Multiplier_TP=1; StructureLookback=20; TP_RR=1; SizingMode=0; FixedLotsValue=5; RiskPercentOfBalance=1; UseTimeFilter=true; StartHour=9; EndHour=15; TradeMonday=true; TradeTuesday=true; TradeWednesday=true; TradeThursday=true; TradeFriday=true; UseDayCutoffExit=true; CutoffHour=15; CutoffMinute=0; UseBreakEven=false; BreakEvenTriggerPips=1000; BreakEvenOffsetPips=100; UseBaselineFilter=false; BaselineMAType=1; BaselinePeriod=50; BaselinePriceType=0; BaselineTimeframe=0; PB_PPO_Fast=12; PB_PPO_Slow=25; PB_PPO_Signal=9; PB_Keltner_Per=40; PB_Keltner_Mult=1.5; PB_ATR_Period=14; PB_RVOL_Min=0.8; PB_RVOL_MedN=20; PB_MinBars=60; PB_MaxSpreadPoints=500; PB_Debug=false; | ||||
| Bars in test | 68105 | Ticks modelled | 64407367 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | Spread | Variable | ||
| Total net profit | 13849.80 | Gross profit | 37069.40 | Gross loss | -23219.60 |
| Profit factor | 1.60 | Expected payoff | 294.68 | ||
| Absolute drawdown | 9897.00 | Maximal drawdown | 10196.20 (10.17%) | Relative drawdown | 10.17% (10196.20) |
| Total trades | 47 | Short positions (won %) | 34 (44.12%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 24 (51.06%) | Loss trades (% of total) | 23 (48.94%) | ||
| Largest | profit trade | 3644.80 | loss trade | -2791.40 | |
| Average | profit trade | 1544.56 | loss trade | -1009.55 | |
| Maximum | consecutive wins (profit in money) | 5 (9551.40) | consecutive losses (loss in money) | 5 (-1719.60) | |
| Maximal | consecutive profit (count of wins) | 9551.40 (5) | consecutive loss (count of losses) | -5474.40 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.14 14:05 | sell | 1 | 5.00 | 20631.30 | 0.00 | 0.00 | ||
| 2 | 2025.01.14 14:05 | modify | 1 | 5.00 | 20631.30 | 20849.81 | 20412.91 | ||
| 3 | 2025.01.14 15:00 | close | 1 | 5.00 | 20765.25 | 20849.81 | 20412.91 | -2683.00 | 97317.00 |
| 4 | 2025.01.27 13:50 | sell | 2 | 5.00 | 20991.90 | 0.00 | 0.00 | ||
| 5 | 2025.01.27 13:50 | modify | 2 | 5.00 | 20991.90 | 21131.07 | 20852.55 | ||
| 6 | 2025.01.27 14:57 | s/l | 2 | 5.00 | 21131.27 | 21131.07 | 20852.55 | -2791.40 | 94525.60 |
| 7 | 2025.01.31 12:20 | sell | 3 | 5.00 | 21731.38 | 0.00 | 0.00 | ||
| 8 | 2025.01.31 12:20 | modify | 3 | 5.00 | 21731.38 | 21820.68 | 21641.96 | ||
| 9 | 2025.01.31 12:34 | t/p | 3 | 5.00 | 21641.23 | 21820.68 | 21641.96 | 1799.00 | 96324.60 |
| 10 | 2025.02.06 13:35 | sell | 4 | 5.00 | 21628.34 | 0.00 | 0.00 | ||
| 11 | 2025.02.06 13:35 | modify | 4 | 5.00 | 21628.34 | 21739.82 | 21517.06 | ||
| 12 | 2025.02.06 14:50 | s/l | 4 | 5.00 | 21739.94 | 21739.82 | 21517.06 | -2236.00 | 94088.60 |
| 13 | 2025.02.11 11:10 | sell | 5 | 5.00 | 21642.34 | 0.00 | 0.00 | ||
| 14 | 2025.02.11 11:10 | modify | 5 | 5.00 | 21642.34 | 21780.46 | 21504.14 | ||
| 15 | 2025.02.11 15:00 | close | 5 | 5.00 | 21698.74 | 21780.46 | 21504.14 | -1132.00 | 92956.60 |
| 16 | 2025.02.14 12:00 | buy | 6 | 5.00 | 22080.02 | 0.00 | 0.00 | ||
| 17 | 2025.02.14 12:00 | modify | 6 | 5.00 | 22080.02 | 22012.88 | 22147.32 | ||
| 18 | 2025.02.14 15:00 | close | 6 | 5.00 | 22114.97 | 22012.88 | 22147.32 | 695.00 | 93651.60 |
| 19 | 2025.02.25 14:55 | sell | 7 | 5.00 | 21064.53 | 0.00 | 0.00 | ||
| 20 | 2025.02.25 14:55 | modify | 7 | 5.00 | 21064.53 | 21198.84 | 20930.26 | ||
| 21 | 2025.02.25 15:00 | close | 7 | 5.00 | 21088.10 | 21198.84 | 20930.26 | -475.40 | 93176.20 |
| 22 | 2025.03.07 11:55 | buy | 8 | 5.00 | 20044.84 | 0.00 | 0.00 | ||
| 23 | 2025.03.07 11:55 | modify | 8 | 5.00 | 20044.84 | 19734.63 | 20354.89 | ||
| 24 | 2025.03.07 15:00 | close | 8 | 5.00 | 20195.22 | 19734.63 | 20354.89 | 3003.60 | 96179.80 |
| 25 | 2025.03.11 13:15 | buy | 9 | 5.00 | 19458.84 | 0.00 | 0.00 | ||
| 26 | 2025.03.11 13:15 | modify | 9 | 5.00 | 19458.84 | 19175.74 | 19741.98 | ||
| 27 | 2025.03.11 15:00 | close | 9 | 5.00 | 19364.78 | 19175.74 | 19741.98 | -1885.20 | 94294.60 |
| 28 | 2025.03.12 13:00 | sell | 10 | 5.00 | 19517.24 | 0.00 | 0.00 | ||
| 29 | 2025.03.12 13:00 | modify | 10 | 5.00 | 19517.24 | 19705.06 | 19329.60 | ||
| 30 | 2025.03.12 15:00 | close | 10 | 5.00 | 19586.40 | 19705.06 | 19329.60 | -1387.20 | 92907.40 |
| 31 | 2025.03.13 14:40 | sell | 11 | 5.00 | 19188.52 | 0.00 | 0.00 | ||
| 32 | 2025.03.13 14:40 | modify | 11 | 5.00 | 19188.52 | 19375.90 | 19001.32 | ||
| 33 | 2025.03.13 15:00 | close | 11 | 5.00 | 19233.71 | 19375.90 | 19001.32 | -907.80 | 91999.60 |
| 34 | 2025.03.14 13:40 | buy | 12 | 5.00 | 19673.62 | 0.00 | 0.00 | ||
| 35 | 2025.03.14 13:40 | modify | 12 | 5.00 | 19673.62 | 19595.80 | 19751.58 | ||
| 36 | 2025.03.14 15:00 | close | 12 | 5.00 | 19687.91 | 19595.80 | 19751.58 | 281.80 | 92281.40 |
| 37 | 2025.03.21 11:15 | buy | 13 | 5.00 | 19604.67 | 0.00 | 0.00 | ||
| 38 | 2025.03.21 11:15 | modify | 13 | 5.00 | 19604.67 | 19480.55 | 19728.63 | ||
| 39 | 2025.03.21 14:55 | t/p | 13 | 5.00 | 19728.95 | 19480.55 | 19728.63 | 2481.60 | 94763.00 |
| 40 | 2025.03.25 12:30 | sell | 14 | 5.00 | 20206.60 | 0.00 | 0.00 | ||
| 41 | 2025.03.25 12:30 | modify | 14 | 5.00 | 20206.60 | 20278.01 | 20135.37 | ||
| 42 | 2025.03.25 14:47 | s/l | 14 | 5.00 | 20278.12 | 20278.01 | 20135.37 | -1434.40 | 93328.60 |
| 43 | 2025.03.27 14:55 | sell | 15 | 5.00 | 19813.45 | 0.00 | 0.00 | ||
| 44 | 2025.03.27 14:55 | modify | 15 | 5.00 | 19813.45 | 19933.30 | 19693.54 | ||
| 45 | 2025.03.27 15:00 | close | 15 | 5.00 | 19799.37 | 19933.30 | 19693.54 | 277.60 | 93606.20 |
| 46 | 2025.04.02 14:50 | buy | 16 | 5.00 | 19600.66 | 0.00 | 0.00 | ||
| 47 | 2025.04.02 14:50 | modify | 16 | 5.00 | 19600.66 | 19432.49 | 19768.77 | ||
| 48 | 2025.04.02 15:00 | close | 16 | 5.00 | 19574.34 | 19432.49 | 19768.77 | -530.40 | 93075.80 |
| 49 | 2025.04.04 14:55 | sell | 17 | 5.00 | 17466.69 | 0.00 | 0.00 | ||
| 50 | 2025.04.04 14:55 | modify | 17 | 5.00 | 17466.69 | 17729.99 | 17203.43 | ||
| 51 | 2025.04.04 15:00 | close | 17 | 5.00 | 17395.81 | 17729.99 | 17203.43 | 1413.60 | 94489.40 |
| 52 | 2025.05.07 13:00 | sell | 18 | 5.00 | 19738.40 | 0.00 | 0.00 | ||
| 53 | 2025.05.07 13:00 | modify | 18 | 5.00 | 19738.40 | 19840.30 | 19636.54 | ||
| 54 | 2025.05.07 13:07 | t/p | 18 | 5.00 | 19636.04 | 19840.30 | 19636.54 | 2043.20 | 96532.60 |
| 55 | 2025.05.08 14:50 | sell | 19 | 5.00 | 20149.52 | 0.00 | 0.00 | ||
| 56 | 2025.05.08 14:50 | modify | 19 | 5.00 | 20149.52 | 20245.29 | 20053.83 | ||
| 57 | 2025.05.08 15:00 | close | 19 | 5.00 | 20068.61 | 20245.29 | 20053.83 | 1614.20 | 98146.80 |
| 58 | 2025.05.14 13:35 | buy | 20 | 5.00 | 21312.47 | 0.00 | 0.00 | ||
| 59 | 2025.05.14 13:35 | modify | 20 | 5.00 | 21312.47 | 21202.69 | 21422.29 | ||
| 60 | 2025.05.14 15:00 | close | 20 | 5.00 | 21315.33 | 21202.69 | 21422.29 | 53.20 | 98200.00 |
| 61 | 2025.05.15 13:20 | sell | 21 | 5.00 | 21303.60 | 0.00 | 0.00 | ||
| 62 | 2025.05.15 13:20 | modify | 21 | 5.00 | 21303.60 | 21445.32 | 21161.98 | ||
| 63 | 2025.05.15 15:00 | close | 21 | 5.00 | 21335.30 | 21445.32 | 21161.98 | -638.00 | 97562.00 |
| 64 | 2025.05.19 14:55 | buy | 22 | 5.00 | 21429.85 | 0.00 | 0.00 | ||
| 65 | 2025.05.19 14:55 | modify | 22 | 5.00 | 21429.85 | 21365.10 | 21494.40 | ||
| 66 | 2025.05.19 15:00 | close | 22 | 5.00 | 21444.61 | 21365.10 | 21494.40 | 291.20 | 97853.20 |
| 67 | 2025.05.21 12:20 | sell | 23 | 5.00 | 21304.09 | 0.00 | 0.00 | ||
| 68 | 2025.05.21 12:20 | modify | 23 | 5.00 | 21304.09 | 21486.26 | 21122.02 | ||
| 69 | 2025.05.21 12:30 | t/p | 23 | 5.00 | 21121.65 | 21486.26 | 21122.02 | 3644.80 | 101498.00 |
| 70 | 2025.05.22 14:55 | sell | 24 | 5.00 | 21162.92 | 0.00 | 0.00 | ||
| 71 | 2025.05.22 14:55 | modify | 24 | 5.00 | 21162.92 | 21266.59 | 21059.25 | ||
| 72 | 2025.05.22 15:00 | close | 24 | 5.00 | 21115.70 | 21266.59 | 21059.25 | 940.40 | 102438.40 |
| 73 | 2025.05.28 13:55 | sell | 25 | 5.00 | 21378.60 | 0.00 | 0.00 | ||
| 74 | 2025.05.28 13:55 | modify | 25 | 5.00 | 21378.60 | 21448.06 | 21309.14 | ||
| 75 | 2025.05.28 14:07 | s/l | 25 | 5.00 | 21448.65 | 21448.06 | 21309.14 | -1405.00 | 101033.40 |
| 76 | 2025.06.03 13:15 | sell | 26 | 5.00 | 21611.65 | 0.00 | 0.00 | ||
| 77 | 2025.06.03 13:15 | modify | 26 | 5.00 | 21611.65 | 21717.82 | 21505.32 | ||
| 78 | 2025.06.03 15:00 | close | 26 | 5.00 | 21666.10 | 21717.82 | 21505.32 | -1093.00 | 99940.40 |
| 79 | 2025.06.10 13:55 | buy | 27 | 5.00 | 21895.38 | 0.00 | 0.00 | ||
| 80 | 2025.06.10 13:55 | modify | 27 | 5.00 | 21895.38 | 21794.31 | 21996.57 | ||
| 81 | 2025.06.10 15:00 | close | 27 | 5.00 | 21939.17 | 21794.31 | 21996.57 | 871.80 | 100812.20 |
| 82 | 2025.06.16 12:30 | buy | 28 | 5.00 | 21956.35 | 0.00 | 0.00 | ||
| 83 | 2025.06.16 12:30 | modify | 28 | 5.00 | 21956.35 | 21904.01 | 22008.59 | ||
| 84 | 2025.06.16 13:49 | s/l | 28 | 5.00 | 21904.03 | 21904.01 | 22008.59 | -1050.40 | 99761.80 |
| 85 | 2025.06.20 14:00 | sell | 29 | 5.00 | 21598.27 | 0.00 | 0.00 | ||
| 86 | 2025.06.20 14:00 | modify | 29 | 5.00 | 21598.27 | 21682.30 | 21514.06 | ||
| 87 | 2025.06.20 15:00 | close | 29 | 5.00 | 21623.95 | 21682.30 | 21514.06 | -517.60 | 99244.20 |
| 88 | 2025.07.01 14:05 | sell | 30 | 5.00 | 22476.76 | 0.00 | 0.00 | ||
| 89 | 2025.07.01 14:05 | modify | 30 | 5.00 | 22476.76 | 22551.58 | 22401.98 | ||
| 90 | 2025.07.01 15:00 | close | 30 | 5.00 | 22480.23 | 22551.58 | 22401.98 | -73.40 | 99170.80 |
| 91 | 2025.07.02 14:55 | buy | 31 | 5.00 | 22636.25 | 0.00 | 0.00 | ||
| 92 | 2025.07.02 14:55 | modify | 31 | 5.00 | 22636.25 | 22601.81 | 22670.53 | ||
| 93 | 2025.07.02 15:00 | close | 31 | 5.00 | 22632.65 | 22601.81 | 22670.53 | -76.00 | 99094.80 |
| 94 | 2025.07.11 14:05 | sell | 32 | 5.00 | 22775.88 | 0.00 | 0.00 | ||
| 95 | 2025.07.11 14:05 | modify | 32 | 5.00 | 22775.88 | 22836.69 | 22715.09 | ||
| 96 | 2025.07.11 15:00 | close | 32 | 5.00 | 22775.79 | 22836.69 | 22715.09 | -2.20 | 99092.60 |
| 97 | 2025.07.15 14:00 | sell | 33 | 5.00 | 22918.02 | 0.00 | 0.00 | ||
| 98 | 2025.07.15 14:00 | modify | 33 | 5.00 | 22918.02 | 23003.25 | 22832.59 | ||
| 99 | 2025.07.15 15:00 | close | 33 | 5.00 | 22877.41 | 23003.25 | 22832.59 | 808.20 | 99900.80 |
| 100 | 2025.08.01 11:55 | sell | 34 | 5.00 | 22798.85 | 0.00 | 0.00 | ||
| 101 | 2025.08.01 11:55 | modify | 34 | 5.00 | 22798.85 | 22920.96 | 22676.66 | ||
| 102 | 2025.08.01 13:09 | t/p | 34 | 5.00 | 22674.77 | 22920.96 | 22676.66 | 2477.60 | 102378.40 |
| 103 | 2025.08.05 13:35 | sell | 35 | 5.00 | 23061.36 | 0.00 | 0.00 | ||
| 104 | 2025.08.05 13:35 | modify | 35 | 5.00 | 23061.36 | 23139.48 | 22983.40 | ||
| 105 | 2025.08.05 15:00 | close | 35 | 5.00 | 23025.47 | 23139.48 | 22983.40 | 713.80 | 103092.20 |
| 106 | 2025.08.21 10:55 | sell | 36 | 5.00 | 23127.65 | 0.00 | 0.00 | ||
| 107 | 2025.08.21 10:55 | modify | 36 | 5.00 | 23127.65 | 23269.20 | 22985.98 | ||
| 108 | 2025.08.21 15:00 | close | 36 | 5.00 | 23143.01 | 23269.20 | 22985.98 | -311.20 | 102781.00 |
| 109 | 2025.08.27 14:15 | sell | 37 | 5.00 | 23504.38 | 0.00 | 0.00 | ||
| 110 | 2025.08.27 14:15 | modify | 37 | 5.00 | 23504.38 | 23594.12 | 23414.54 | ||
| 111 | 2025.08.27 15:00 | close | 37 | 5.00 | 23558.82 | 23594.12 | 23414.54 | -1092.80 | 101688.20 |
| 112 | 2025.09.19 11:05 | buy | 38 | 5.00 | 24549.54 | 0.00 | 0.00 | ||
| 113 | 2025.09.19 11:05 | modify | 38 | 5.00 | 24549.54 | 24469.08 | 24630.12 | ||
| 114 | 2025.09.19 14:55 | t/p | 38 | 5.00 | 24630.46 | 24469.08 | 24630.12 | 1614.40 | 103302.60 |
| 115 | 2025.10.14 14:40 | sell | 39 | 5.00 | 24650.83 | 0.00 | 0.00 | ||
| 116 | 2025.10.14 14:40 | modify | 39 | 5.00 | 24650.83 | 24750.39 | 24551.43 | ||
| 117 | 2025.10.14 14:44 | t/p | 39 | 5.00 | 24550.87 | 24750.39 | 24551.43 | 1995.20 | 105297.80 |
| 118 | 2025.10.30 13:15 | sell | 40 | 5.00 | 25865.13 | 0.00 | 0.00 | ||
| 119 | 2025.10.30 13:15 | modify | 40 | 5.00 | 25865.13 | 25938.60 | 25791.70 | ||
| 120 | 2025.10.30 14:17 | t/p | 40 | 5.00 | 25790.99 | 25938.60 | 25791.70 | 1478.80 | 106776.60 |
| 121 | 2025.11.06 14:45 | sell | 41 | 5.00 | 25187.94 | 0.00 | 0.00 | ||
| 122 | 2025.11.06 14:45 | modify | 41 | 5.00 | 25187.94 | 25320.32 | 25055.40 | ||
| 123 | 2025.11.06 15:00 | close | 41 | 5.00 | 25141.82 | 25320.32 | 25055.40 | 918.40 | 107695.00 |
| 124 | 2025.11.17 11:55 | sell | 42 | 5.00 | 24933.42 | 0.00 | 0.00 | ||
| 125 | 2025.11.17 11:55 | modify | 42 | 5.00 | 24933.42 | 25110.39 | 24756.41 | ||
| 126 | 2025.11.17 13:25 | t/p | 42 | 5.00 | 24755.99 | 25110.39 | 24756.41 | 3544.60 | 111239.60 |
| 127 | 2025.12.01 13:30 | sell | 43 | 5.00 | 25343.75 | 0.00 | 0.00 | ||
| 128 | 2025.12.01 13:30 | modify | 43 | 5.00 | 25343.75 | 25439.68 | 25247.90 | ||
| 129 | 2025.12.01 15:00 | close | 43 | 5.00 | 25351.02 | 25439.68 | 25247.90 | -149.40 | 111090.20 |
| 130 | 2025.12.08 12:30 | sell | 44 | 5.00 | 25593.97 | 0.00 | 0.00 | ||
| 131 | 2025.12.08 12:30 | modify | 44 | 5.00 | 25593.97 | 25659.01 | 25528.87 | ||
| 132 | 2025.12.08 15:05 | close | 44 | 5.00 | 25631.60 | 25659.01 | 25528.87 | -756.60 | 110333.60 |
| 133 | 2025.12.10 13:10 | buy | 45 | 5.00 | 25691.75 | 0.00 | 0.00 | ||
| 134 | 2025.12.10 13:10 | modify | 45 | 5.00 | 25691.75 | 25565.13 | 25818.31 | ||
| 135 | 2025.12.10 14:12 | t/p | 45 | 5.00 | 25818.39 | 25565.13 | 25818.31 | 2528.80 | 112862.40 |
| 136 | 2025.12.18 11:20 | sell | 46 | 5.00 | 24981.02 | 0.00 | 0.00 | ||
| 137 | 2025.12.18 11:20 | modify | 46 | 5.00 | 24981.02 | 25164.23 | 24797.89 | ||
| 138 | 2025.12.18 15:00 | close | 46 | 5.00 | 25010.38 | 25164.23 | 24797.89 | -591.20 | 112271.20 |
| 139 | 2025.12.31 13:35 | sell | 47 | 5.00 | 25329.68 | 0.00 | 0.00 | ||
| 140 | 2025.12.31 13:35 | modify | 47 | 5.00 | 25329.68 | 25425.89 | 25233.61 | ||
| 141 | 2025.12.31 15:00 | close | 47 | 5.00 | 25250.55 | 25425.89 | 25233.61 | 1578.60 | 113849.80 |