Strategy Tester Report
ForcePivot
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2006.06.26 18:25 - 2006.09.29 12:25 (2006.08.01 - 2006.09.29) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Bars in test | 18874 | Ticks modelled | 241589 | Modelling quality | 88.24% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 710.00 | Gross profit | 1076.00 | Gross loss | -366.00 |
| Profit factor | 2.94 | Expected payoff | 101.43 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 366.00 (3.30%) | Relative drawdown | 3.30% (366.00) |
| Total trades | 7 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 504.00 | loss trade | -366.00 | |
| Average | profit trade | 179.33 | loss trade | -366.00 | |
| Maximum | consecutive wins (profit in money) | 6 (1076.00) | consecutive losses (loss in money) | 1 (-366.00) | |
| Maximal | consecutive profit (count of wins) | 1076.00 (6) | consecutive loss (count of losses) | -366.00 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.08.01 00:54 | sell | 1 | 1.00 | 1.2769 | 0.0000 | 1.2669 | ||
| 2 | 2006.08.01 07:58 | modify | 1 | 1.00 | 1.2769 | 1.2768 | 1.2669 | ||
| 3 | 2006.08.01 08:02 | modify | 1 | 1.00 | 1.2769 | 1.2765 | 1.2669 | ||
| 4 | 2006.08.01 08:06 | modify | 1 | 1.00 | 1.2769 | 1.2763 | 1.2669 | ||
| 5 | 2006.08.01 08:42 | modify | 1 | 1.00 | 1.2769 | 1.2761 | 1.2669 | ||
| 6 | 2006.08.01 08:43 | modify | 1 | 1.00 | 1.2769 | 1.2759 | 1.2669 | ||
| 7 | 2006.08.01 09:45 | modify | 1 | 1.00 | 1.2769 | 1.2757 | 1.2669 | ||
| 8 | 2006.08.01 09:47 | modify | 1 | 1.00 | 1.2769 | 1.2756 | 1.2669 | ||
| 9 | 2006.08.01 13:36 | s/l | 1 | 1.00 | 1.2756 | 1.2756 | 1.2669 | 130.00 | 10130.00 |
| 10 | 2006.08.01 13:36 | sell | 2 | 1.00 | 1.2754 | 0.0000 | 1.2654 | ||
| 11 | 2006.08.11 15:31 | modify | 2 | 1.00 | 1.2754 | 1.2752 | 1.2654 | ||
| 12 | 2006.08.11 15:33 | modify | 2 | 1.00 | 1.2754 | 1.2751 | 1.2654 | ||
| 13 | 2006.08.11 15:33 | modify | 2 | 1.00 | 1.2754 | 1.2750 | 1.2654 | ||
| 14 | 2006.08.11 16:46 | s/l | 2 | 1.00 | 1.2750 | 1.2750 | 1.2654 | 64.00 | 10194.00 |
| 15 | 2006.08.11 16:46 | sell | 3 | 1.00 | 1.2749 | 0.0000 | 1.2649 | ||
| 16 | 2006.08.14 15:06 | modify | 3 | 1.00 | 1.2749 | 1.2748 | 1.2649 | ||
| 17 | 2006.08.14 15:18 | modify | 3 | 1.00 | 1.2749 | 1.2747 | 1.2649 | ||
| 18 | 2006.08.14 15:20 | modify | 3 | 1.00 | 1.2749 | 1.2746 | 1.2649 | ||
| 19 | 2006.08.14 15:20 | modify | 3 | 1.00 | 1.2749 | 1.2745 | 1.2649 | ||
| 20 | 2006.08.14 15:20 | modify | 3 | 1.00 | 1.2749 | 1.2744 | 1.2649 | ||
| 21 | 2006.08.14 15:20 | modify | 3 | 1.00 | 1.2749 | 1.2743 | 1.2649 | ||
| 22 | 2006.08.14 16:32 | s/l | 3 | 1.00 | 1.2743 | 1.2743 | 1.2649 | 62.00 | 10256.00 |
| 23 | 2006.08.14 16:32 | sell | 4 | 1.00 | 1.2744 | 0.0000 | 1.2644 | ||
| 24 | 2006.08.15 04:50 | modify | 4 | 1.00 | 1.2744 | 1.2744 | 1.2644 | ||
| 25 | 2006.08.15 04:50 | modify | 4 | 1.00 | 1.2744 | 1.2741 | 1.2644 | ||
| 26 | 2006.08.15 04:50 | modify | 4 | 1.00 | 1.2744 | 1.2737 | 1.2644 | ||
| 27 | 2006.08.15 04:50 | modify | 4 | 1.00 | 1.2744 | 1.2735 | 1.2644 | ||
| 28 | 2006.08.15 04:50 | modify | 4 | 1.00 | 1.2744 | 1.2731 | 1.2644 | ||
| 29 | 2006.08.15 06:19 | s/l | 4 | 1.00 | 1.2731 | 1.2731 | 1.2644 | 132.00 | 10388.00 |
| 30 | 2006.08.15 06:19 | sell | 5 | 1.00 | 1.2730 | 0.0000 | 1.2630 | ||
| 31 | 2006.09.08 15:36 | modify | 5 | 1.00 | 1.2730 | 1.2729 | 1.2630 | ||
| 32 | 2006.09.08 15:37 | modify | 5 | 1.00 | 1.2730 | 1.2727 | 1.2630 | ||
| 33 | 2006.09.08 15:37 | modify | 5 | 1.00 | 1.2730 | 1.2726 | 1.2630 | ||
| 34 | 2006.09.08 15:37 | modify | 5 | 1.00 | 1.2730 | 1.2725 | 1.2630 | ||
| 35 | 2006.09.08 15:37 | modify | 5 | 1.00 | 1.2730 | 1.2724 | 1.2630 | ||
| 36 | 2006.09.08 15:37 | modify | 5 | 1.00 | 1.2730 | 1.2723 | 1.2630 | ||
| 37 | 2006.09.08 15:37 | modify | 5 | 1.00 | 1.2730 | 1.2720 | 1.2630 | ||
| 38 | 2006.09.08 15:37 | modify | 5 | 1.00 | 1.2730 | 1.2716 | 1.2630 | ||
| 39 | 2006.09.08 15:38 | modify | 5 | 1.00 | 1.2730 | 1.2713 | 1.2630 | ||
| 40 | 2006.09.08 15:38 | modify | 5 | 1.00 | 1.2730 | 1.2710 | 1.2630 | ||
| 41 | 2006.09.08 15:38 | modify | 5 | 1.00 | 1.2730 | 1.2706 | 1.2630 | ||
| 42 | 2006.09.08 15:42 | modify | 5 | 1.00 | 1.2730 | 1.2703 | 1.2630 | ||
| 43 | 2006.09.08 15:43 | modify | 5 | 1.00 | 1.2730 | 1.2701 | 1.2630 | ||
| 44 | 2006.09.08 15:49 | modify | 5 | 1.00 | 1.2730 | 1.2700 | 1.2630 | ||
| 45 | 2006.09.08 16:09 | modify | 5 | 1.00 | 1.2730 | 1.2698 | 1.2630 | ||
| 46 | 2006.09.08 17:15 | modify | 5 | 1.00 | 1.2730 | 1.2696 | 1.2630 | ||
| 47 | 2006.09.08 17:16 | modify | 5 | 1.00 | 1.2730 | 1.2695 | 1.2630 | ||
| 48 | 2006.09.08 17:22 | modify | 5 | 1.00 | 1.2730 | 1.2693 | 1.2630 | ||
| 49 | 2006.09.08 17:24 | modify | 5 | 1.00 | 1.2730 | 1.2692 | 1.2630 | ||
| 50 | 2006.09.08 17:27 | modify | 5 | 1.00 | 1.2730 | 1.2689 | 1.2630 | ||
| 51 | 2006.09.08 17:29 | modify | 5 | 1.00 | 1.2730 | 1.2688 | 1.2630 | ||
| 52 | 2006.09.11 04:14 | modify | 5 | 1.00 | 1.2730 | 1.2687 | 1.2630 | ||
| 53 | 2006.09.11 04:24 | modify | 5 | 1.00 | 1.2730 | 1.2685 | 1.2630 | ||
| 54 | 2006.09.11 07:58 | s/l | 5 | 1.00 | 1.2685 | 1.2685 | 1.2630 | 504.00 | 10892.00 |
| 55 | 2006.09.11 07:58 | sell | 6 | 1.00 | 1.2683 | 0.0000 | 1.2583 | ||
| 56 | 2006.09.15 16:33 | modify | 6 | 1.00 | 1.2683 | 1.2682 | 1.2583 | ||
| 57 | 2006.09.15 16:33 | modify | 6 | 1.00 | 1.2683 | 1.2678 | 1.2583 | ||
| 58 | 2006.09.15 16:37 | modify | 6 | 1.00 | 1.2683 | 1.2677 | 1.2583 | ||
| 59 | 2006.09.15 16:40 | modify | 6 | 1.00 | 1.2683 | 1.2676 | 1.2583 | ||
| 60 | 2006.09.15 16:40 | modify | 6 | 1.00 | 1.2683 | 1.2675 | 1.2583 | ||
| 61 | 2006.09.15 16:41 | modify | 6 | 1.00 | 1.2683 | 1.2674 | 1.2583 | ||
| 62 | 2006.09.15 16:43 | modify | 6 | 1.00 | 1.2683 | 1.2673 | 1.2583 | ||
| 63 | 2006.09.15 16:43 | modify | 6 | 1.00 | 1.2683 | 1.2672 | 1.2583 | ||
| 64 | 2006.09.15 16:43 | modify | 6 | 1.00 | 1.2683 | 1.2671 | 1.2583 | ||
| 65 | 2006.09.15 16:44 | modify | 6 | 1.00 | 1.2683 | 1.2668 | 1.2583 | ||
| 66 | 2006.09.15 16:54 | modify | 6 | 1.00 | 1.2683 | 1.2667 | 1.2583 | ||
| 67 | 2006.09.15 16:54 | modify | 6 | 1.00 | 1.2683 | 1.2666 | 1.2583 | ||
| 68 | 2006.09.18 09:07 | s/l | 6 | 1.00 | 1.2666 | 1.2666 | 1.2583 | 184.00 | 11076.00 |
| 69 | 2006.09.18 09:07 | sell | 7 | 1.00 | 1.2664 | 0.0000 | 1.2564 | ||
| 70 | 2006.09.28 23:59 | close at stop | 7 | 1.00 | 1.2703 | 0.0000 | 1.2564 | -366.00 | 10710.00 |