Strategy Tester Report
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Minute (M1) 2011.10.24 00:03 - 2012.01.25 12:03 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 96554 | Ticks modelled | 2110056 | Modelling quality | 24.97% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 10700.00 | Gross profit | 18700.00 | Gross loss | -8000.00 |
| Profit factor | 2.34 | Expected payoff | 594.44 | ||
| Absolute drawdown | 4800.00 | Maximal drawdown | 8000.00 (60.61%) | Relative drawdown | 60.61% (8000.00) |
| Total trades | 18 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 2100.00 | loss trade | -1600.00 | |
| Average | profit trade | 1438.46 | loss trade | -1600.00 | |
| Maximum | consecutive wins (profit in money) | 6 (6000.00) | consecutive losses (loss in money) | 1 (-1600.00) | |
| Maximal | consecutive profit (count of wins) | 6000.00 (6) | consecutive loss (count of losses) | -1600.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.10.24 00:03 | buy | 1 | 10.00 | 1.3856 | 0.0000 | 0.0000 | ||
| 2 | 2011.10.24 00:05 | close | 1 | 10.00 | 1.3866 | 0.0000 | 0.0000 | 1000.00 | 11000.00 |
| 3 | 2011.10.24 01:29 | buy | 2 | 10.00 | 1.3860 | 0.0000 | 0.0000 | ||
| 4 | 2011.10.24 02:26 | buy | 3 | 15.00 | 1.3830 | 0.0000 | 0.0000 | ||
| 5 | 2011.10.24 02:38 | close | 3 | 15.00 | 1.3844 | 0.0000 | 0.0000 | 2100.00 | 13100.00 |
| 6 | 2011.10.24 02:38 | close | 2 | 10.00 | 1.3844 | 0.0000 | 0.0000 | -1600.00 | 11500.00 |
| 7 | 2011.10.24 03:39 | sell | 4 | 10.00 | 1.3859 | 0.0000 | 0.0000 | ||
| 8 | 2011.10.24 03:54 | close | 4 | 10.00 | 1.3847 | 0.0000 | 0.0000 | 1200.00 | 12700.00 |
| 9 | 2011.10.24 05:50 | sell | 5 | 10.00 | 1.3874 | 0.0000 | 0.0000 | ||
| 10 | 2011.10.24 07:13 | sell | 6 | 15.00 | 1.3904 | 0.0000 | 0.0000 | ||
| 11 | 2011.10.24 07:25 | close | 6 | 15.00 | 1.3890 | 0.0000 | 0.0000 | 2100.00 | 14800.00 |
| 12 | 2011.10.24 07:25 | close | 5 | 10.00 | 1.3890 | 0.0000 | 0.0000 | -1600.00 | 13200.00 |
| 13 | 2011.10.24 08:55 | sell | 7 | 10.00 | 1.3906 | 0.0000 | 0.0000 | ||
| 14 | 2011.10.24 09:00 | sell | 8 | 15.00 | 1.3936 | 0.0000 | 0.0000 | ||
| 15 | 2011.10.24 09:52 | close | 8 | 15.00 | 1.3922 | 0.0000 | 0.0000 | 2100.00 | 15300.00 |
| 16 | 2011.10.24 09:52 | close | 7 | 10.00 | 1.3922 | 0.0000 | 0.0000 | -1600.00 | 13700.00 |
| 17 | 2011.10.24 09:53 | buy | 9 | 10.00 | 1.3917 | 0.0000 | 0.0000 | ||
| 18 | 2011.10.24 10:52 | buy | 10 | 15.00 | 1.3887 | 0.0000 | 0.0000 | ||
| 19 | 2011.10.24 11:06 | close | 10 | 15.00 | 1.3901 | 0.0000 | 0.0000 | 2100.00 | 15800.00 |
| 20 | 2011.10.24 11:06 | close | 9 | 10.00 | 1.3901 | 0.0000 | 0.0000 | -1600.00 | 14200.00 |
| 21 | 2011.10.24 11:17 | buy | 11 | 10.00 | 1.3876 | 0.0000 | 0.0000 | ||
| 22 | 2011.10.24 11:51 | buy | 12 | 15.00 | 1.3846 | 0.0000 | 0.0000 | ||
| 23 | 2011.10.24 12:13 | close | 12 | 15.00 | 1.3860 | 0.0000 | 0.0000 | 2100.00 | 16300.00 |
| 24 | 2011.10.24 12:13 | close | 11 | 10.00 | 1.3860 | 0.0000 | 0.0000 | -1600.00 | 14700.00 |
| 25 | 2011.10.24 12:40 | sell | 13 | 10.00 | 1.3868 | 0.0000 | 0.0000 | ||
| 26 | 2011.10.24 12:56 | close | 13 | 10.00 | 1.3858 | 0.0000 | 0.0000 | 1000.00 | 15700.00 |
| 27 | 2011.10.24 13:36 | buy | 14 | 10.00 | 1.3851 | 0.0000 | 0.0000 | ||
| 28 | 2011.10.24 14:52 | close | 14 | 10.00 | 1.3861 | 0.0000 | 0.0000 | 1000.00 | 16700.00 |
| 29 | 2011.10.24 14:52 | sell | 15 | 10.00 | 1.3860 | 0.0000 | 0.0000 | ||
| 30 | 2011.10.24 15:20 | close | 15 | 10.00 | 1.3850 | 0.0000 | 0.0000 | 1000.00 | 17700.00 |
| 31 | 2011.10.24 15:32 | buy | 16 | 10.00 | 1.3844 | 0.0000 | 0.0000 | ||
| 32 | 2011.10.24 15:36 | close | 16 | 10.00 | 1.3854 | 0.0000 | 0.0000 | 1000.00 | 18700.00 |
| 33 | 2011.10.24 15:44 | sell | 17 | 10.00 | 1.3865 | 0.0000 | 0.0000 | ||
| 34 | 2011.10.24 15:49 | close | 17 | 10.00 | 1.3855 | 0.0000 | 0.0000 | 1000.00 | 19700.00 |
| 35 | 2011.10.24 16:21 | buy | 18 | 10.00 | 1.3840 | 0.0000 | 0.0000 | ||
| 36 | 2011.10.24 16:38 | close | 18 | 10.00 | 1.3850 | 0.0000 | 0.0000 | 1000.00 | 20700.00 |