Strategy Tester Report
KurkaTrader

SymbolEURUSD (Euro vs. United States Dollar)
Period5 Minutes (M5) 2006.11.06 00:00 - 2006.11.21 00:00 (2006.11.06 - 2006.11.21)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=1234567; Risk=0.2; TrailingStop=20; TakeProfitLow=10; StopLossLow=20; TakeProfitMid=20; StopLossMid=30; TakeProfitHigh=30; StopLossHigh=40; SignalCandle=1; TradeLowTrends=true; TradeMidTrends=true; TradeHighTrends=true; UseOSMA=true; OSMAFast=5; OSMASlow=30; OSMASignal=2; UseCCI=true; CCIPrice=0; CciPer=18; Cci_Level1=50; Cci_Level2=100; Cci_Level3=150; UseStoch=true; StochHigh=75; StochLow=25; UseSar=true; SarStep=0.02; SarMax=0.2; UseHighLow=true; HighPeriods=4; HighPips=3; HighStep=2; UseTrend=true; MAPeriod=60; MAMode=2; MAPrice=0; Trend_Strength_1=0.25; Trend_Strength_2=0.25; Trend_Strength_3=0.5; Trend_Strength_4=0.5; Trend_Strength_5=1; Trend_Strength_6=1; Ema_1=8; Ema_2=24; Ema_3=72; Ema_4=216; EmaShift=0;
Bars in test581647Ticks modelled637712Modelling quality90.00%
Initial deposit10000.00
Total net profit-122.38Gross profit1165.88Gross loss-1288.26
Profit factor0.91Expected payoff-1.63
Absolute drawdown122.38Maximal drawdown582.82 (5.57%)Relative drawdown5.57% (582.82)
Total trades75Short positions (won %)0 (0.00%)Long positions (won %)75 (56.00%)
Profit trades (% of total)42 (56.00%)Loss trades (% of total)33 (44.00%)
Largestprofit trade30.00loss trade-40.78
Averageprofit trade27.76loss trade-39.04
Maximumconsecutive wins (profit in money)19 (566.09)consecutive losses (loss in money)6 (-243.13)
Maximalconsecutive profit (count of wins)566.09 (19)consecutive loss (count of losses)-243.13 (6)
Averageconsecutive wins5consecutive losses4
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.11.07 07:00buy10.101.27701.27301.2800
22006.11.07 07:00buy20.101.27711.27311.2801
32006.11.07 07:00buy30.101.27701.27301.2800
42006.11.07 07:01buy40.101.27691.27291.2799
52006.11.07 07:01buy50.101.27711.27311.2801
62006.11.07 16:18t/p40.101.27991.27291.279930.0010030.00
72006.11.07 16:18buy60.101.28011.27611.2831
82006.11.07 16:18t/p10.101.28001.27301.280030.0010060.00
92006.11.07 16:18t/p30.101.28001.27301.280030.0010090.00
102006.11.07 16:18buy70.101.28021.27621.2832
112006.11.07 16:18buy80.101.28011.27611.2831
122006.11.07 16:32t/p20.101.28011.27311.280130.0010120.00
132006.11.07 16:32t/p50.101.28011.27311.280130.0010150.00
142006.11.07 16:32buy90.101.28031.27631.2833
152006.11.07 16:32buy100.101.28021.27621.2832
162006.11.07 22:11s/l90.101.27631.27631.2833-40.0010110.00
172006.11.07 22:25buy110.101.27731.27331.2803
182006.11.08 09:20s/l70.101.27621.27621.2832-40.7810069.22
192006.11.08 09:20s/l100.101.27621.27621.2832-40.7810028.44
202006.11.08 09:20buy120.101.27641.27241.2794
212006.11.08 09:20buy130.101.27651.27251.2795
222006.11.08 11:06t/p120.101.27941.27241.279430.0010058.44
232006.11.08 11:06buy140.101.27961.27561.2826
242006.11.08 11:07t/p130.101.27951.27251.279530.0010088.44
252006.11.08 11:07buy150.101.27971.27571.2827
262006.11.08 11:26t/p110.101.28031.27331.280329.2210117.65
272006.11.08 11:26buy160.101.28051.27651.2835
282006.11.08 15:41s/l160.101.27651.27651.2835-40.0010077.65
292006.11.08 15:41buy170.101.27671.27271.2797
302006.11.08 16:11s/l60.101.27611.27611.2831-40.7810036.87
312006.11.08 16:11s/l80.101.27611.27611.2831-40.789996.09
322006.11.08 16:11buy180.101.27631.27231.2793
332006.11.08 16:11buy190.101.27641.27241.2794
342006.11.08 16:12s/l150.101.27571.27571.2827-40.009956.09
352006.11.08 16:12buy200.101.27591.27191.2789
362006.11.08 16:13s/l140.101.27561.27561.2826-40.009916.09
372006.11.08 16:13buy210.101.27581.27181.2788
382006.11.09 10:07t/p210.101.27881.27181.278827.659943.74
392006.11.09 10:07buy220.101.27901.27501.2820
402006.11.09 10:09t/p200.101.27891.27191.278927.659971.40
412006.11.09 10:09buy230.101.27911.27511.2821
422006.11.09 14:50t/p180.101.27931.27231.279327.659999.05
432006.11.09 14:50buy240.101.27951.27551.2825
442006.11.09 14:50t/p190.101.27941.27241.279427.6510026.70
452006.11.09 14:50buy250.101.27961.27561.2826
462006.11.09 15:05t/p170.101.27971.27271.279727.6510054.36
472006.11.09 15:05buy260.101.27991.27591.2829
482006.11.09 15:47s/l260.101.27591.27591.2829-40.0010014.36
492006.11.09 15:47s/l250.101.27561.27561.2826-40.009974.36
502006.11.09 15:47s/l240.101.27551.27551.2825-40.009934.36
512006.11.09 15:48s/l230.101.27511.27511.2821-40.009894.36
522006.11.09 16:15buy270.101.27701.27301.2800
532006.11.09 16:15buy280.101.27721.27321.2802
542006.11.09 16:15buy290.101.27711.27311.2801
552006.11.09 16:15buy300.101.27701.27301.2800
562006.11.09 17:01t/p270.101.28001.27301.280030.009924.36
572006.11.09 17:01t/p300.101.28001.27301.280030.009954.36
582006.11.09 17:01buy310.101.28021.27621.2832
592006.11.09 17:01t/p290.101.28011.27311.280130.009984.36
602006.11.09 17:01buy320.101.28031.27631.2833
612006.11.09 17:01buy330.101.28021.27621.2832
622006.11.09 17:02t/p280.101.28021.27321.280230.0010014.36
632006.11.09 17:02buy340.101.28041.27641.2834
642006.11.09 18:25t/p220.101.28201.27501.282030.0010044.36
652006.11.09 18:25buy350.101.28221.27821.2852
662006.11.09 18:34t/p310.101.28321.27621.283230.0010074.36
672006.11.09 18:34t/p330.101.28321.27621.283230.0010104.36
682006.11.09 18:34buy360.101.28341.27941.2864
692006.11.09 18:34t/p320.101.28331.27631.283330.0010134.36
702006.11.09 18:34buy370.101.28351.27951.2865
712006.11.09 18:34t/p340.101.28341.27641.283430.0010164.36
722006.11.09 18:34buy380.101.28361.27961.2866
732006.11.09 18:34buy390.101.28351.27951.2865
742006.11.10 04:00t/p350.101.28521.27821.285229.2210193.57
752006.11.10 04:00buy400.101.28551.28151.2885
762006.11.10 04:06t/p360.101.28641.27941.286429.2210222.79
772006.11.10 04:06buy410.101.28661.28261.2896
782006.11.10 04:07t/p370.101.28651.27951.286529.2210252.01
792006.11.10 04:07t/p390.101.28651.27951.286529.2210281.23
802006.11.10 04:07buy420.101.28671.28271.2897
812006.11.10 04:07buy430.101.28661.28261.2896
822006.11.10 04:07t/p380.101.28661.27961.286629.2210310.45
832006.11.10 04:07buy440.101.28681.28281.2898
842006.11.10 10:55t/p400.101.28851.28151.288530.0010340.45
852006.11.10 10:55buy450.101.28881.28481.2918
862006.11.10 11:05t/p410.101.28961.28261.289630.0010370.45
872006.11.10 11:05t/p420.101.28971.28271.289730.0010400.45
882006.11.10 11:05t/p430.101.28961.28261.289630.0010430.45
892006.11.10 11:05t/p440.101.28981.28281.289830.0010460.45
902006.11.10 11:05buy460.101.29051.28651.2935
912006.11.10 11:05buy470.101.29041.28641.2934
922006.11.10 11:05buy480.101.29061.28661.2936
932006.11.10 11:05buy490.101.29041.28641.2934
942006.11.10 14:54s/l480.101.28661.28661.2936-40.0010420.45
952006.11.10 14:54buy500.101.28681.28281.2898
962006.11.10 15:10s/l460.101.28651.28651.2935-40.0010380.45
972006.11.10 15:10buy510.101.28671.28271.2897
982006.11.10 15:10s/l470.101.28641.28641.2934-40.0010340.45
992006.11.10 15:10s/l490.101.28641.28641.2934-40.0010300.45
1002006.11.10 15:10buy520.101.28661.28261.2896
1012006.11.10 15:10buy530.101.28671.28271.2897
1022006.11.10 21:23s/l450.101.28481.28481.2918-40.0010260.45
1032006.11.10 21:23buy540.101.28501.28101.2880
1042006.11.13 07:18t/p540.101.28801.28101.288029.2210289.66
1052006.11.13 07:18buy550.101.28821.28421.2912
1062006.11.13 11:54s/l550.101.28421.28421.2912-40.0010249.66
1072006.11.13 11:54buy560.101.28441.28041.2874
1082006.11.13 14:05s/l500.101.28281.28281.2898-40.7810208.88
1092006.11.13 14:05s/l510.101.28271.28271.2897-40.7810168.10
1102006.11.13 14:05s/l530.101.28271.28271.2897-40.7810127.32
1112006.11.13 14:05buy570.101.28291.27891.2859
1122006.11.13 14:05buy580.101.28301.27901.2860
1132006.11.13 14:05buy590.101.28291.27891.2859
1142006.11.13 16:19s/l520.101.28261.28261.2896-40.7810086.54
1152006.11.13 16:20buy600.101.28291.27891.2859
1162006.11.13 17:15s/l560.101.28041.28041.2874-40.0010046.54
1172006.11.13 17:25buy610.101.28081.27681.2838
1182006.11.14 10:43t/p610.101.28381.27681.283829.2210075.75
1192006.11.14 15:33t/p570.101.28591.27891.285929.2210104.97
1202006.11.14 15:33t/p590.101.28591.27891.285929.2210134.19
1212006.11.14 15:33t/p600.101.28591.27891.285929.2210163.41
1222006.11.14 15:33t/p580.101.28601.27901.286029.2210192.62
1232006.11.16 04:00buy620.101.28311.27911.2861
1242006.11.16 04:02buy630.101.28311.27911.2861
1252006.11.16 04:03buy640.101.28321.27921.2862
1262006.11.16 04:03buy650.101.28301.27901.2860
1272006.11.16 04:03buy660.101.28311.27911.2861
1282006.11.16 19:13s/l620.101.27911.27911.2861-40.0010152.62
1292006.11.16 19:13s/l630.101.27911.27911.2861-40.0010112.62
1302006.11.16 19:13s/l640.101.27921.27921.2862-40.0010072.62
1312006.11.16 19:13s/l660.101.27911.27911.2861-40.0010032.62
1322006.11.16 19:13s/l650.101.27901.27901.2860-40.009992.62
1332006.11.20 00:05buy670.101.28271.27971.2847
1342006.11.20 00:05buy680.101.28271.27971.2847
1352006.11.20 05:00buy690.101.28431.28031.2873
1362006.11.20 05:00buy700.101.28431.28031.2873
1372006.11.20 05:00buy710.101.28411.28011.2871
1382006.11.20 11:56t/p670.101.28471.27971.284720.0010012.62
1392006.11.20 11:56t/p680.101.28471.27971.284720.0010032.62
1402006.11.20 11:56buy720.101.28501.28101.2880
1412006.11.20 11:56buy730.101.28491.28091.2879
1422006.11.20 18:54s/l720.101.28101.28101.2880-40.009992.62
1432006.11.20 18:54buy740.101.28121.27721.2842
1442006.11.20 18:55s/l730.101.28091.28091.2879-40.009952.62
1452006.11.20 18:55buy750.101.28111.27711.2841
1462006.11.20 23:59close at stop750.101.28151.27711.28414.009956.62
1472006.11.20 23:59close at stop740.101.28151.27721.28423.009959.62
1482006.11.20 23:59close at stop710.101.28151.28011.2871-26.009933.62
1492006.11.20 23:59close at stop700.101.28151.28031.2873-28.009905.62
1502006.11.20 23:59close at stop690.101.28151.28031.2873-28.009877.62