Strategy Tester Report
qq_v2.1_eurusd_MM

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2001.02.02 00:00 - 2006.08.02 00:00 (2001.02.02 - 2006.08.02)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagic=1111; pr=12; sl=30; tp=70; tz=60; mm=1; qq=30; chas1=10; chas2=21; Lots=1; TrailingStop=0;
Bars in test410596Ticks modelled3814408Modelling quality90.00%
Initial deposit50000.00
Total net profit3400707.76Gross profit6445590.95Gross loss-3044883.19
Profit factor2.12Expected payoff15528.35
Absolute drawdown2414.21Maximal drawdown188061.30 (8.94%)Relative drawdown44.91% (40484.47)
Total trades219Short positions (won %)104 (42.31%)Long positions (won %)115 (52.17%)
Profit trades (% of total)104 (47.49%)Loss trades (% of total)115 (52.51%)
Largestprofit trade110978.82loss trade-80039.33
Averageprofit trade61976.84loss trade-26477.25
Maximumconsecutive wins (profit in money)5 (373750.00)consecutive losses (loss in money)6 (-188061.30)
Maximalconsecutive profit (count of wins)373750.00 (5)consecutive loss (count of losses)-188061.30 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12001.02.09 11:10buy115.000.92050.00000.0000
22001.02.12 11:00close115.000.92890.00000.000012447.0062447.00
32001.04.06 14:51buy218.800.89980.00000.0000
42001.04.10 11:00close218.800.89640.00000.0000-6775.5255671.48
52001.04.18 17:40buy316.800.88010.00000.0000
62001.04.18 18:19close316.800.88890.00000.000014784.0070455.48
72001.04.18 18:19buy421.200.88920.00000.0000
82001.04.18 18:35close421.200.88620.00000.0000-6360.0064095.48
92001.04.18 18:35buy519.300.88650.00000.0000
102001.04.19 11:09close519.300.88340.00000.0000-6573.5857521.90
112001.04.19 15:50buy617.300.89130.00000.0000
122001.04.19 16:41close617.300.88830.00000.0000-5190.0052331.90
132001.04.24 17:05sell715.700.89360.00000.0000
142001.04.25 14:26close715.700.89670.00000.0000-4746.1147585.79
152001.04.27 15:22sell814.300.89460.00000.0000
162001.04.30 12:53close814.300.88720.00000.000010692.1158277.90
172001.05.04 14:45buy917.500.90030.00000.0000
182001.05.04 15:10close917.500.89730.00000.0000-5250.0053027.90
192001.05.10 14:45sell1016.000.88280.00000.0000
202001.05.11 15:49close1016.000.87580.00000.000011323.2064351.10
212001.06.14 16:30buy1119.400.85950.00000.0000
222001.06.14 16:42close1119.400.85630.00000.0000-6208.0058143.10
232001.06.14 16:50buy1217.500.85860.00000.0000
242001.06.15 11:45close1217.500.86580.00000.000012421.5070564.60
252001.07.18 16:50buy1321.200.87270.00000.0000
262001.07.18 17:34close1321.200.86900.00000.0000-7844.0062720.60
272001.08.30 17:55buy1418.900.91480.00000.0000
282001.08.31 16:04close1418.900.91120.00000.0000-6996.7855723.82
292001.08.31 16:50sell1516.800.90900.00000.0000
302001.09.04 11:00close1516.800.89800.00000.000018738.7274462.54
312001.09.04 16:30sell1622.400.89220.00000.0000
322001.09.04 17:32close1622.400.88520.00000.000015680.0090142.54
332001.09.04 17:35sell1727.100.88520.00000.0000
342001.09.05 12:50close1727.100.88820.00000.0000-7921.3382221.21
352001.09.07 14:41buy1824.700.90190.00000.0000
362001.09.10 17:01close1824.700.89880.00000.0000-7908.9474312.27
372001.09.11 15:55buy1922.300.90710.00000.0000
382001.09.11 15:56close1922.300.90410.00000.0000-6690.0067622.27
392001.09.11 17:10buy2020.300.91140.00000.0000
402001.09.11 17:20close2020.300.90840.00000.0000-6090.0061532.27
412001.09.11 17:25buy2118.500.90960.00000.0000
422001.09.11 19:03close2118.500.91660.00000.000012950.0074482.27
432001.09.17 16:50sell2222.400.91820.00000.0000
442001.09.17 17:15close2222.400.92130.00000.0000-6944.0067538.27
452001.11.08 16:35sell2320.300.89130.00000.0000
462001.11.09 16:14close2320.300.89430.00000.0000-5933.6961604.58
472001.12.24 13:00sell2418.500.87790.00000.0000
482001.12.24 13:08close2418.500.88090.00000.0000-5550.0056054.58
492002.01.25 11:30sell2516.900.86870.00000.0000
502002.01.28 12:23close2516.900.86170.00000.000011960.1368014.71
512002.06.26 17:55sell2620.500.98370.00000.0000
522002.06.26 19:14close2620.500.98670.00000.0000-6150.0061864.71
532002.07.16 11:15buy2718.601.01260.00000.0000
542002.07.16 15:16close2718.601.00940.00000.0000-5952.0055912.71
552002.07.23 20:50sell2816.800.98540.00000.0000
562002.07.24 11:00close2816.800.98920.00000.0000-6254.6449658.07
572002.08.01 16:26buy2914.900.98210.00000.0000
582002.08.02 11:44close2914.900.98910.00000.000010278.0259936.09
592002.08.20 15:28sell3018.000.97300.00000.0000
602002.08.20 15:47close3018.000.97630.00000.0000-5940.0053996.09
612002.08.27 16:40buy3116.200.98100.00000.0000
622002.08.29 16:01close3116.200.98800.00000.000010679.0464675.13
632002.09.06 15:20sell3219.500.98530.00000.0000
642002.09.10 11:00close3219.500.97620.00000.000018045.3082720.43
652002.09.23 19:06sell3324.900.97550.00000.0000
662002.09.24 13:22close3324.900.97870.00000.0000-7776.2774944.16
672002.10.04 15:28sell3422.500.98050.00000.0000
682002.10.04 17:40close3422.500.98360.00000.0000-6975.0067969.16
692002.10.28 16:25buy3520.400.98210.00000.0000
702002.10.31 16:48close3520.400.98930.00000.000013647.6081616.76
712002.11.19 18:45sell3624.501.00330.00000.0000
722002.11.22 17:52close3624.500.99630.00000.000018093.2599710.01
732002.12.02 16:55buy3730.000.99270.00000.0000
742002.12.03 15:28close3730.000.99970.00000.000020694.00120404.01
752002.12.06 15:13buy3836.201.00870.00000.0000
762002.12.12 14:16close3836.201.01590.00000.000023848.56144252.57
772003.01.02 16:25sell3943.301.03870.00000.0000
782003.01.03 16:20close3943.301.04170.00000.0000-12656.59131595.98
792003.01.08 18:05buy4039.501.04540.00000.0000
802003.01.08 19:01close4039.501.05250.00000.000028045.00159640.98
812003.01.10 15:20buy4147.901.05630.00000.0000
822003.01.10 16:41close4147.901.05330.00000.0000-14370.00145270.98
832003.02.05 15:10sell4243.601.08460.00000.0000
842003.02.05 16:18close4243.601.08760.00000.0000-13080.00132190.98
852003.02.05 18:25sell4339.701.07780.00000.0000
862003.02.06 12:49close4339.701.08080.00000.0000-10992.93121198.05
872003.03.13 20:00sell4436.401.08050.00000.0000
882003.03.14 17:21close4436.401.07330.00000.000026488.28147686.33
892003.03.17 16:40sell4544.401.06920.00000.0000
902003.03.17 17:11close4544.401.06160.00000.000033744.00181430.33
912003.03.17 17:11sell4654.501.06130.00000.0000
922003.03.17 20:52close4654.501.06450.00000.0000-17440.00163990.33
932003.04.03 11:35sell4749.201.07100.00000.0000
942003.04.03 15:22close4749.201.07400.00000.0000-14760.00149230.33
952003.04.29 17:10buy4844.801.10130.00000.0000
962003.04.30 11:00close4844.801.11310.00000.000052407.04201637.37
972003.05.06 20:55buy4960.501.14280.00000.0000
982003.05.07 11:00close4960.501.13860.00000.0000-26027.10175610.27
992003.05.08 14:00buy5052.701.14270.00000.0000
1002003.05.08 18:52close5052.701.14980.00000.000037417.00213027.27
1012003.05.15 19:05sell5164.001.13940.00000.0000
1022003.05.16 11:00close5164.001.14240.00000.0000-18707.20194320.07
1032003.05.20 17:40buy5258.301.16950.00000.0000
1042003.05.21 14:48close5258.301.16650.00000.0000-18084.66176235.41
1052003.06.05 14:10buy5352.901.17760.00000.0000
1062003.06.05 15:18close5352.901.18470.00000.000037559.00213794.41
1072003.06.05 15:20buy5464.201.18400.00000.0000
1082003.06.06 14:07close5464.201.18050.00000.0000-23124.84190669.57
1092003.06.06 14:45sell5557.301.17650.00000.0000
1102003.06.06 16:15close5557.301.16890.00000.000043548.00234217.57
1112003.06.09 14:45buy5670.301.17680.00000.0000
1122003.06.09 17:08close5670.301.17300.00000.0000-26714.00207503.57
1132003.06.19 18:55buy5762.301.17380.00000.0000
1142003.06.19 20:57close5762.301.17070.00000.0000-19313.00188190.57
1152003.06.23 11:10sell5856.501.15280.00000.0000
1162003.06.23 18:35close5856.501.15600.00000.0000-18080.00170110.57
1172003.07.01 16:20buy5951.101.15950.00000.0000
1182003.07.01 20:29close5951.101.15650.00000.0000-15330.00154780.57
1192003.07.03 15:01buy6046.501.15200.00000.0000
1202003.07.03 16:02close6046.501.14900.00000.0000-13950.00140830.57
1212003.07.15 17:00sell6142.301.12450.00000.0000
1222003.07.15 19:38close6142.301.11690.00000.000032148.00172978.57
1232003.08.01 16:30buy6251.901.12650.00000.0000
1242003.08.04 16:27close6251.901.13360.00000.000036319.62209298.19
1252003.09.05 14:50buy6362.801.09960.00000.0000
1262003.09.05 17:47close6362.801.10660.00000.000043960.00253258.19
1272003.09.12 14:45buy6476.001.12400.00000.0000
1282003.09.12 16:02close6476.001.13190.00000.000060040.00313298.19
1292003.09.19 16:55buy6594.001.13720.00000.0000
1302003.09.19 17:06close6594.001.13420.00000.0000-28200.00285098.19
1312003.09.29 16:54buy6685.601.15170.00000.0000
1322003.09.29 17:13close6685.601.15880.00000.000060776.00345874.19
1332003.09.29 17:13buy67100.001.15910.00000.0000
1342003.09.29 17:23close67100.001.15610.00000.0000-30000.00315874.19
1352003.09.29 17:26buy6894.801.15730.00000.0000
1362003.09.30 11:00close6894.801.16590.00000.000080561.04396435.23
1372003.10.03 15:10sell69100.001.15920.00000.0000
1382003.10.03 15:47close69100.001.16260.00000.0000-34000.00362435.23
1392003.10.10 15:30buy70100.001.18340.00000.0000
1402003.10.10 16:09close70100.001.18030.00000.0000-31000.00331435.23
1412003.10.15 14:50sell7199.501.16190.00000.0000
1422003.10.15 16:02close7199.501.16490.00000.0000-29850.00301585.23
1432003.10.17 16:35buy7290.501.16310.00000.0000
1442003.10.22 14:39close7290.501.17020.00000.000061485.70363070.93
1452003.11.03 16:25sell73100.001.15120.00000.0000
1462003.11.03 17:23close73100.001.14350.00000.000077000.00440070.93
1472003.11.03 17:23sell74100.001.14320.00000.0000
1482003.11.03 17:43close74100.001.14620.00000.0000-30000.00410070.93
1492003.11.07 17:10buy75100.001.14880.00000.0000
1502003.11.12 11:00close75100.001.15750.00000.000083940.00494010.93
1512003.11.18 16:10buy76100.001.18780.00000.0000
1522003.11.18 20:33close76100.001.19480.00000.000070000.00564010.93
1532003.11.24 11:05sell77100.001.17880.00000.0000
1542003.11.24 11:55close77100.001.18180.00000.0000-30000.00534010.93
1552003.11.26 15:45buy78100.001.18720.00000.0000
1562003.11.26 18:33close78100.001.19440.00000.000072000.00606010.93
1572003.12.02 16:35buy79100.001.20700.00000.0000
1582003.12.04 15:12close79100.001.21410.00000.000066920.00672930.93
1592003.12.04 16:50sell80100.001.20540.00000.0000
1602003.12.04 18:03close80100.001.20860.00000.0000-32000.00640930.93
1612004.01.01 19:25sell81100.001.25420.00000.0000
1622004.01.02 11:00close81100.001.26220.00000.0000-79230.00561700.93
1632004.01.08 14:55buy82100.001.27120.00000.0000
1642004.01.09 14:30close82100.001.27820.00000.000068980.00630680.93
1652004.01.09 14:40buy83100.001.28430.00000.0000
1662004.01.09 14:47close83100.001.28100.00000.0000-33000.00597680.93
1672004.01.09 14:55buy84100.001.28210.00000.0000
1682004.01.12 14:56close84100.001.27880.00000.0000-34020.00563660.93
1692004.01.16 15:40sell85100.001.24310.00000.0000
1702004.01.16 18:29close85100.001.23600.00000.000071000.00634660.93
1712004.01.20 12:55buy86100.001.25030.00000.0000
1722004.01.20 17:16close86100.001.25730.00000.000070000.00704660.93
1732004.01.22 11:00buy87100.001.27240.00000.0000
1742004.01.22 15:39close87100.001.26920.00000.0000-32000.00672660.93
1752004.01.23 17:48sell88100.001.26160.00000.0000
1762004.01.26 17:14close88100.001.25450.00000.000071770.00744430.93
1772004.01.28 20:25sell89100.001.25330.00000.0000
1782004.01.29 13:55close89100.001.24610.00000.000074310.00818740.93
1792004.01.29 16:50sell90100.001.23910.00000.0000
1802004.01.30 14:30close90100.001.24290.00000.0000-37230.00781510.93
1812004.01.30 14:40buy91100.001.24730.00000.0000
1822004.01.30 15:00close91100.001.24430.00000.0000-30000.00751510.93
1832004.01.30 17:20buy92100.001.24610.00000.0000
1842004.02.02 16:46close92100.001.24300.00000.0000-32020.00719490.93
1852004.02.06 14:40buy93100.001.26030.00000.0000
1862004.02.06 14:50close93100.001.26770.00000.000074000.00793490.93
1872004.02.06 14:50buy94100.001.26800.00000.0000
1882004.02.10 11:00close94100.001.27750.00000.000092960.00886450.93
1892004.02.11 17:17buy95100.001.27700.00000.0000
1902004.02.13 14:30close95100.001.28680.00000.000093920.00980370.93
1912004.02.13 16:40sell96100.001.27920.00000.0000
1922004.02.13 17:45close96100.001.27220.00000.000070000.001050370.93
1932004.02.19 15:05sell97100.001.26580.00000.0000
1942004.02.19 15:22close97100.001.26910.00000.0000-33000.001017370.93
1952004.02.20 16:35sell98100.001.25800.00000.0000
1962004.02.20 18:58close98100.001.25080.00000.000072000.001089370.93
1972004.02.24 16:30buy99100.001.26710.00000.0000
1982004.02.25 12:39close99100.001.26410.00000.0000-31020.001058350.93
1992004.02.25 16:44sell100100.001.25440.00000.0000
2002004.02.26 11:00close100100.001.24450.00000.0000101310.001159660.93
2012004.03.02 17:05sell101100.001.22490.00000.0000
2022004.03.02 17:15close101100.001.22790.00000.0000-30000.001129660.93
2032004.03.02 17:19sell102100.001.22630.00000.0000
2042004.03.03 11:00close102100.001.21690.00000.000094770.001224430.93
2052004.03.03 17:30sell103100.001.20790.00000.0000
2062004.03.03 18:21close103100.001.21170.00000.0000-38000.001186430.93
2072004.03.05 14:40buy104100.001.23190.00000.0000
2082004.03.05 15:59close104100.001.24000.00000.000081000.001267430.93
2092004.03.16 17:49sell105100.001.22720.00000.0000
2102004.03.16 20:21close105100.001.23040.00000.0000-32000.001235430.93
2112004.03.18 15:45buy106100.001.23300.00000.0000
2122004.03.18 17:07close106100.001.24000.00000.000070000.001305430.93
2132004.03.19 17:30sell107100.001.22660.00000.0000
2142004.03.19 19:25close107100.001.22960.00000.0000-30000.001275430.93
2152004.03.26 11:45buy108100.001.21860.00000.0000
2162004.03.26 15:49close108100.001.21550.00000.0000-31000.001244430.93
2172004.04.02 15:45sell109100.001.22100.00000.0000
2182004.04.02 16:28close109100.001.21340.00000.000076000.001320430.93
2192004.04.02 16:28sell110100.001.21310.00000.0000
2202004.04.05 14:12close110100.001.20470.00000.000084770.001405200.93
2212004.04.29 15:35buy111100.001.19100.00000.0000
2222004.04.30 15:01close111100.001.19810.00000.000069980.001475180.93
2232004.05.04 11:00buy112100.001.20360.00000.0000
2242004.05.04 20:18close112100.001.21080.00000.000072000.001547180.93
2252004.05.07 14:50sell113100.001.19750.00000.0000
2262004.05.07 17:19close113100.001.19040.00000.000071000.001618180.93
2272004.05.12 15:00buy114100.001.19280.00000.0000
2282004.05.12 16:27close114100.001.18980.00000.0000-30000.001588180.93
2292004.05.27 15:06buy115100.001.22220.00000.0000
2302004.05.31 13:35close115100.001.21910.00000.0000-33040.001555140.93
2312004.06.15 15:00buy116100.001.21170.00000.0000
2322004.06.15 15:48close116100.001.20840.00000.0000-33000.001522140.93
2332004.06.16 17:20sell117100.001.19870.00000.0000
2342004.06.16 19:40close117100.001.20170.00000.0000-30000.911492140.02
2352004.07.02 14:43buy118100.001.22760.00000.0000
2362004.07.07 11:00close118100.001.23520.00000.000072939.281565079.30
2372004.07.21 16:50sell119100.001.22230.00000.0000
2382004.07.22 11:05close119100.001.22540.00000.0000-28689.471536389.83
2392004.07.27 16:30sell120100.001.20760.00000.0000
2402004.07.28 15:58close120100.001.20040.00000.000072770.531609160.36
2412004.07.30 14:50buy121100.001.21140.00000.0000
2422004.07.30 16:01close121100.001.20730.00000.0000-40999.821568160.54
2432004.08.06 14:50buy122100.001.22280.00000.0000
2442004.08.10 15:54close122100.001.22980.00000.000067961.381636121.92
2452004.08.13 14:40buy123100.001.22890.00000.0000
2462004.08.13 16:43close123100.001.23600.00000.000070999.751707121.67
2472004.09.03 15:10sell124100.001.21040.00000.0000
2482004.09.08 13:27close124100.001.20340.00000.000072310.191779431.86
2492004.09.08 16:56buy125100.001.21170.00000.0000
2502004.09.08 20:49close125100.001.21870.00000.000070000.001849431.86
2512004.09.10 15:00buy126100.001.22940.00000.0000
2522004.09.10 20:58close126100.001.22630.00000.0000-30999.891818431.97
2532004.09.30 13:55buy127100.001.24060.00000.0000
2542004.10.04 11:00close127100.001.23680.00000.0000-40039.851778392.12
2552004.10.08 14:50buy128100.001.23950.00000.0000
2562004.10.12 11:00close128100.001.23170.00000.0000-80039.331698352.79
2572004.10.13 20:05buy129100.001.23410.00000.0000
2582004.10.14 14:31close129100.001.24160.00000.000071939.831770292.62
2592004.10.15 15:30buy130100.001.24750.00000.0000
2602004.10.20 11:00close130100.001.25800.00000.0000101938.851872231.47
2612004.10.27 17:35sell131100.001.27250.00000.0000
2622004.10.28 12:41close131100.001.26540.00000.000073310.361945541.83
2632004.11.05 14:51sell132100.001.27950.00000.0000
2642004.11.05 14:55close132100.001.28250.00000.0000-30000.901915540.93
2652004.11.05 15:40buy133100.001.28780.00000.0000
2662004.11.05 17:41close133100.001.29480.00000.000070001.381985542.31
2672004.11.23 12:10buy134100.001.30690.00000.0000
2682004.11.24 11:00close134100.001.31460.00000.000075980.162061522.47
2692004.12.02 17:05sell135100.001.32530.00000.0000
2702004.12.02 18:02close135100.001.32830.00000.0000-30000.222031522.25
2712004.12.03 15:25buy136100.001.33650.00000.0000
2722004.12.03 19:05close136100.001.34370.00000.000072000.012103522.26
2732004.12.08 14:50sell137100.001.32100.00000.0000
2742004.12.08 14:56close137100.001.32420.00000.0000-32000.202071522.06
2752004.12.08 15:05sell138100.001.32340.00000.0000
2762004.12.08 15:10close138100.001.32650.00000.0000-30999.872040522.19
2772004.12.08 18:45buy139100.001.33180.00000.0000
2782004.12.09 12:11close139100.001.32880.00000.0000-33060.902007461.29
2792004.12.16 15:25sell140100.001.32940.00000.0000
2802004.12.16 16:03close140100.001.33240.00000.0000-30000.571977460.72
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