Strategy Tester Report
SPUB
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2006.06.07 13:05 - 2006.09.22 19:55 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | fastMAPeriod=5; slowMAPeriod=40; StopLoss=550; TakeProfit=10; Lots=0.1; | ||||
| Bars in test | 21607 | Ticks modelled | 317012 | Modelling quality | 52.36% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 102.22 | Gross profit | 102.22 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 9.29 | |||
| Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
| Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (100.00%) |
| Profit trades (% of total) | 11 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 10.00 | loss trade | 0.00 | |
| Average | profit trade | 9.29 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 11 (102.22) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 102.22 (11) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 11 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.06.14 06:50 | buy | 1 | 1.00 | 1.2586 | 1.2036 | 1.2596 | ||
| 2 | 2006.06.14 07:48 | t/p | 1 | 1.00 | 1.2596 | 1.2036 | 1.2596 | 10.00 | 10010.00 |
| 3 | 2006.06.26 07:10 | buy | 2 | 1.00 | 1.2544 | 1.1994 | 1.2554 | ||
| 4 | 2006.06.26 07:19 | t/p | 2 | 1.00 | 1.2554 | 1.1994 | 1.2554 | 10.00 | 10020.00 |
| 5 | 2006.07.21 07:40 | buy | 3 | 1.00 | 1.2668 | 1.2118 | 1.2678 | ||
| 6 | 2006.07.21 08:33 | t/p | 3 | 1.00 | 1.2678 | 1.2118 | 1.2678 | 10.00 | 10030.00 |
| 7 | 2006.08.08 07:25 | buy | 4 | 1.00 | 1.2843 | 1.2293 | 1.2853 | ||
| 8 | 2006.08.08 10:36 | t/p | 4 | 1.00 | 1.2853 | 1.2293 | 1.2853 | 10.00 | 10040.00 |
| 9 | 2006.08.09 06:05 | buy | 5 | 1.00 | 1.2814 | 1.2264 | 1.2824 | ||
| 10 | 2006.08.09 06:14 | t/p | 5 | 1.00 | 1.2824 | 1.2264 | 1.2824 | 10.00 | 10050.00 |
| 11 | 2006.08.10 06:30 | buy | 6 | 1.00 | 1.2899 | 1.2349 | 1.2909 | ||
| 12 | 2006.08.10 07:03 | t/p | 6 | 1.00 | 1.2909 | 1.2349 | 1.2909 | 10.00 | 10060.00 |
| 13 | 2006.08.10 07:05 | buy | 7 | 1.00 | 1.2907 | 1.2357 | 1.2917 | ||
| 14 | 2006.08.21 12:09 | t/p | 7 | 1.00 | 1.2917 | 1.2357 | 1.2917 | 2.21 | 10062.22 |
| 15 | 2006.08.23 07:25 | buy | 8 | 1.00 | 1.2818 | 1.2268 | 1.2828 | ||
| 16 | 2006.08.23 07:33 | t/p | 8 | 1.00 | 1.2828 | 1.2268 | 1.2828 | 10.00 | 10072.22 |
| 17 | 2006.08.31 07:30 | buy | 9 | 1.00 | 1.2860 | 1.2310 | 1.2870 | ||
| 18 | 2006.08.31 12:35 | t/p | 9 | 1.00 | 1.2870 | 1.2310 | 1.2870 | 10.00 | 10082.22 |
| 19 | 2006.09.18 06:35 | buy | 10 | 1.00 | 1.2677 | 1.2127 | 1.2687 | ||
| 20 | 2006.09.18 13:00 | t/p | 10 | 1.00 | 1.2687 | 1.2127 | 1.2687 | 10.00 | 10092.22 |
| 21 | 2006.09.22 07:25 | buy | 11 | 1.00 | 1.2817 | 1.2267 | 1.2827 | ||
| 22 | 2006.09.22 08:26 | t/p | 11 | 1.00 | 1.2827 | 1.2267 | 1.2827 | 10.00 | 10102.22 |