Strategy Tester Report
Profit Generator
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2006.06.01 00:00 - 2006.06.10 00:00 (2006.06.01 - 2006.06.10) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MaxTrades=1; lots=1; stoploss=30; takeprofit=40; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; | ||||
| Bars in test | 16384 | Ticks modelled | 39826 | Modelling quality | 90.00% |
| Initial deposit | 5000.00 | ||||
| Total net profit | -121.74 | Gross profit | 1854.13 | Gross loss | -1975.87 |
| Profit factor | 0.94 | Expected payoff | -11.07 | ||
| Absolute drawdown | 660.00 | Maximal drawdown (%) | 660.00 (13.2%) | ||
| Total trades | 11 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 5 (45.45%) | Loss trades (% of total) | 6 (54.55%) | ||
| Largest | profit trade | 374.13 | loss trade | -330.00 | |
| Average | profit trade | 370.83 | loss trade | -329.31 | |
| Maximum | consecutive wins (profit in money) | 2 (740.00) | consecutive losses (loss in money) | 2 (-660.00) | |
| Maximal | consecutive profit (count of wins) | 740.00 (2) | consecutive loss (count of losses) | -660.00 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.06.01 03:43 | buy | 1 | 1.00 | 1.2789 | 1.2756 | 1.2826 | ||
| 2 | 2006.06.01 05:55 | s/l | 1 | 1.00 | 1.2756 | 1.2756 | 1.2826 | -330.00 | 4670.00 |
| 3 | 2006.06.01 09:37 | sell | 2 | 1.00 | 1.2764 | 1.2797 | 1.2727 | ||
| 4 | 2006.06.01 10:17 | s/l | 2 | 1.00 | 1.2797 | 1.2797 | 1.2727 | -330.00 | 4340.00 |
| 5 | 2006.06.01 15:11 | buy | 3 | 1.00 | 1.2728 | 1.2695 | 1.2765 | ||
| 6 | 2006.06.01 16:04 | t/p | 3 | 1.00 | 1.2765 | 1.2695 | 1.2765 | 370.00 | 4710.00 |
| 7 | 2006.06.02 12:43 | buy | 4 | 1.00 | 1.2817 | 1.2784 | 1.2854 | ||
| 8 | 2006.06.02 14:30 | t/p | 4 | 1.00 | 1.2854 | 1.2784 | 1.2854 | 370.00 | 5080.00 |
| 9 | 2006.06.02 15:03 | sell | 5 | 1.00 | 1.2921 | 1.2954 | 1.2884 | ||
| 10 | 2006.06.05 08:12 | s/l | 5 | 1.00 | 1.2954 | 1.2954 | 1.2884 | -325.87 | 4754.13 |
| 11 | 2006.06.05 16:03 | sell | 6 | 1.00 | 1.2942 | 1.2975 | 1.2905 | ||
| 12 | 2006.06.05 23:01 | t/p | 6 | 1.00 | 1.2905 | 1.2975 | 1.2905 | 370.00 | 5124.13 |
| 13 | 2006.06.06 14:13 | buy | 7 | 1.00 | 1.2857 | 1.2824 | 1.2894 | ||
| 14 | 2006.06.06 15:35 | s/l | 7 | 1.00 | 1.2824 | 1.2824 | 1.2894 | -330.00 | 4794.13 |
| 15 | 2006.06.06 18:09 | sell | 8 | 1.00 | 1.2829 | 1.2862 | 1.2792 | ||
| 16 | 2006.06.07 08:31 | t/p | 8 | 1.00 | 1.2792 | 1.2862 | 1.2792 | 374.13 | 5168.26 |
| 17 | 2006.06.07 16:08 | sell | 9 | 1.00 | 1.2775 | 1.2808 | 1.2738 | ||
| 18 | 2006.06.07 17:52 | s/l | 9 | 1.00 | 1.2808 | 1.2808 | 1.2738 | -330.00 | 4838.26 |
| 19 | 2006.06.08 10:36 | sell | 10 | 1.00 | 1.2771 | 1.2804 | 1.2734 | ||
| 20 | 2006.06.08 13:54 | t/p | 10 | 1.00 | 1.2734 | 1.2804 | 1.2734 | 370.00 | 5208.26 |
| 21 | 2006.06.09 15:32 | buy | 11 | 1.00 | 1.2662 | 1.2629 | 1.2699 | ||
| 22 | 2006.06.09 17:20 | s/l | 11 | 1.00 | 1.2629 | 1.2629 | 1.2699 | -330.00 | 4878.26 |