Strategy Tester Report
Ninja_Turtle_-_System2_-_(fixed_lots)_Beta2
| Symbol | EURUSD (Euro vs. United States Dollar) | ||||
| Period | Daily (D1) 2006.09.01 00:00 - 2006.11.22 00:00 (2006.09.01 - 2006.11.22) | ||||
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
| Parameters | Lots=1; MaxUnits=3; MagicNumber=11282; EntryLookBack=5; ExitLookBack=3; ATRPeriod=10; SLMultiple=1.5; ReEntryMultiple=0.5; ATRBreakEven=true; BreakEvenMultiple=1; | ||||
| Bars in test | 2029 | Ticks modelled | 3841 | Modelling quality | 50.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2620.29 | Gross profit | 6600.05 | Gross loss | -3979.76 |
| Profit factor | 1.66 | Expected payoff | 238.21 | ||
| Absolute drawdown | 3239.72 | Maximal drawdown | 3239.72 (32.40%) | Relative drawdown | 32.40% (3239.72) |
| Total trades | 11 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
| Largest | profit trade | 1923.81 | loss trade | -1194.10 | |
| Average | profit trade | 1100.01 | loss trade | -795.95 | |
| Maximum | consecutive wins (profit in money) | 6 (6600.05) | consecutive losses (loss in money) | 4 (-3239.72) | |
| Maximal | consecutive profit (count of wins) | 6600.05 (6) | consecutive loss (count of losses) | -3239.72 (4) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.09.01 00:00 | buy stop | 1 | 1.00 | 1.2881 | 1.2743 | 0.0000 | ||
| 2 | 2006.09.01 00:00 | sell stop | 2 | 1.00 | 1.2725 | 1.2863 | 0.0000 | ||
| 3 | 2006.09.04 00:00 | delete | 2 | 1.00 | 1.2725 | 1.2863 | 0.0000 | ||
| 4 | 2006.09.04 00:00 | sell stop | 3 | 1.00 | 1.2750 | 1.2885 | 0.0000 | ||
| 5 | 2006.09.06 00:00 | delete | 3 | 1.00 | 1.2750 | 1.2885 | 0.0000 | ||
| 6 | 2006.09.06 00:00 | sell stop | 4 | 1.00 | 1.2755 | 1.2889 | 0.0000 | ||
| 7 | 2006.09.07 12:40 | sell | 4 | 1.00 | 1.2755 | 1.2889 | 0.0000 | ||
| 8 | 2006.09.07 12:40 | delete | 1 | 1.00 | 1.2881 | 1.2743 | 0.0000 | ||
| 9 | 2006.09.07 13:20 | sell stop | 5 | 1.00 | 1.2713 | 0.0000 | 0.0000 | ||
| 10 | 2006.09.07 18:40 | sell | 5 | 1.00 | 1.2713 | 0.0000 | 0.0000 | ||
| 11 | 2006.09.07 18:40 | sell stop | 6 | 1.00 | 1.2671 | 0.0000 | 0.0000 | ||
| 12 | 2006.09.07 18:40 | modify | 4 | 1.00 | 1.2755 | 1.2841 | 0.0000 | ||
| 13 | 2006.09.07 18:40 | modify | 5 | 1.00 | 1.2713 | 1.2841 | 0.0000 | ||
| 14 | 2006.09.08 00:00 | modify | 4 | 1.00 | 1.2755 | 1.2838 | 0.0000 | ||
| 15 | 2006.09.08 00:00 | modify | 5 | 1.00 | 1.2713 | 1.2838 | 0.0000 | ||
| 16 | 2006.09.08 14:00 | sell | 6 | 1.00 | 1.2671 | 0.0000 | 0.0000 | ||
| 17 | 2006.09.08 14:00 | modify | 4 | 1.00 | 1.2755 | 1.2795 | 0.0000 | ||
| 18 | 2006.09.08 14:00 | modify | 5 | 1.00 | 1.2713 | 1.2795 | 0.0000 | ||
| 19 | 2006.09.08 14:00 | modify | 6 | 1.00 | 1.2671 | 1.2795 | 0.0000 | ||
| 20 | 2006.09.13 00:00 | modify | 4 | 1.00 | 1.2755 | 1.2794 | 0.0000 | ||
| 21 | 2006.09.13 00:00 | modify | 5 | 1.00 | 1.2713 | 1.2794 | 0.0000 | ||
| 22 | 2006.09.13 00:00 | modify | 6 | 1.00 | 1.2671 | 1.2794 | 0.0000 | ||
| 23 | 2006.09.14 00:00 | modify | 4 | 1.00 | 1.2755 | 1.2791 | 0.0000 | ||
| 24 | 2006.09.14 00:00 | modify | 5 | 1.00 | 1.2713 | 1.2791 | 0.0000 | ||
| 25 | 2006.09.14 00:00 | modify | 6 | 1.00 | 1.2671 | 1.2791 | 0.0000 | ||
| 26 | 2006.09.20 00:00 | modify | 4 | 1.00 | 1.2755 | 1.2789 | 0.0000 | ||
| 27 | 2006.09.20 00:00 | modify | 5 | 1.00 | 1.2713 | 1.2789 | 0.0000 | ||
| 28 | 2006.09.20 00:00 | modify | 6 | 1.00 | 1.2671 | 1.2789 | 0.0000 | ||
| 29 | 2006.09.21 00:00 | modify | 4 | 1.00 | 1.2755 | 1.2788 | 0.0000 | ||
| 30 | 2006.09.21 00:00 | modify | 5 | 1.00 | 1.2713 | 1.2788 | 0.0000 | ||
| 31 | 2006.09.21 00:00 | modify | 6 | 1.00 | 1.2671 | 1.2788 | 0.0000 | ||
| 32 | 2006.09.21 18:00 | s/l | 4 | 1.00 | 1.2788 | 1.2788 | 0.0000 | -260.21 | 9739.79 |
| 33 | 2006.09.21 18:00 | s/l | 5 | 1.00 | 1.2788 | 1.2788 | 0.0000 | -680.21 | 9059.57 |
| 34 | 2006.09.21 18:00 | s/l | 6 | 1.00 | 1.2788 | 1.2788 | 0.0000 | -1105.20 | 7954.37 |
| 35 | 2006.09.22 00:00 | buy stop | 7 | 1.00 | 1.2799 | 1.2681 | 0.0000 | ||
| 36 | 2006.09.22 00:00 | sell stop | 8 | 1.00 | 1.2630 | 1.2748 | 0.0000 | ||
| 37 | 2006.09.22 02:40 | buy | 7 | 1.00 | 1.2799 | 1.2681 | 0.0000 | ||
| 38 | 2006.09.22 02:40 | delete | 8 | 1.00 | 1.2630 | 1.2748 | 0.0000 | ||
| 39 | 2006.09.22 02:40 | buy stop | 9 | 1.00 | 1.2838 | 0.0000 | 0.0000 | ||
| 40 | 2006.09.26 18:40 | s/l | 7 | 1.00 | 1.2681 | 1.2681 | 0.0000 | -1194.10 | 6760.28 |
| 41 | 2006.09.26 18:40 | delete | 9 | 1.00 | 1.2838 | 0.0000 | 0.0000 | ||
| 42 | 2006.09.26 18:40 | buy stop | 10 | 1.00 | 1.2833 | 1.2713 | 0.0000 | ||
| 43 | 2006.09.26 18:40 | sell stop | 11 | 1.00 | 1.2650 | 1.2770 | 0.0000 | ||
| 44 | 2006.09.27 00:00 | delete | 11 | 1.00 | 1.2650 | 1.2770 | 0.0000 | ||
| 45 | 2006.09.27 00:00 | sell stop | 12 | 1.00 | 1.2662 | 1.2782 | 0.0000 | ||
| 46 | 2006.09.29 09:20 | sell | 12 | 1.00 | 1.2662 | 1.2782 | 0.0000 | ||
| 47 | 2006.09.29 09:20 | delete | 10 | 1.00 | 1.2833 | 1.2713 | 0.0000 | ||
| 48 | 2006.09.29 09:20 | sell stop | 13 | 1.00 | 1.2623 | 0.0000 | 0.0000 | ||
| 49 | 2006.10.06 14:00 | sell | 13 | 1.00 | 1.2623 | 0.0000 | 0.0000 | ||
| 50 | 2006.10.06 14:00 | sell stop | 14 | 1.00 | 1.2585 | 0.0000 | 0.0000 | ||
| 51 | 2006.10.06 14:00 | modify | 12 | 1.00 | 1.2662 | 1.2737 | 0.0000 | ||
| 52 | 2006.10.06 14:00 | modify | 13 | 1.00 | 1.2623 | 1.2737 | 0.0000 | ||
| 53 | 2006.10.06 18:40 | sell | 14 | 1.00 | 1.2585 | 0.0000 | 0.0000 | ||
| 54 | 2006.10.06 18:40 | modify | 12 | 1.00 | 1.2662 | 1.2699 | 0.0000 | ||
| 55 | 2006.10.06 18:40 | modify | 13 | 1.00 | 1.2623 | 1.2699 | 0.0000 | ||
| 56 | 2006.10.06 18:40 | modify | 14 | 1.00 | 1.2585 | 1.2699 | 0.0000 | ||
| 57 | 2006.10.11 20:40 | modify | 12 | 1.00 | 1.2662 | 1.2585 | 0.0000 | ||
| 58 | 2006.10.11 20:40 | modify | 13 | 1.00 | 1.2623 | 1.2585 | 0.0000 | ||
| 59 | 2006.10.11 20:40 | modify | 14 | 1.00 | 1.2585 | 1.2585 | 0.0000 | ||
| 60 | 2006.10.16 00:00 | modify | 12 | 1.00 | 1.2662 | 1.2579 | 0.0000 | ||
| 61 | 2006.10.16 00:00 | modify | 13 | 1.00 | 1.2623 | 1.2579 | 0.0000 | ||
| 62 | 2006.10.16 00:00 | modify | 14 | 1.00 | 1.2585 | 1.2579 | 0.0000 | ||
| 63 | 2006.10.19 00:00 | modify | 12 | 1.00 | 1.2662 | 1.2568 | 0.0000 | ||
| 64 | 2006.10.19 00:00 | modify | 13 | 1.00 | 1.2623 | 1.2568 | 0.0000 | ||
| 65 | 2006.10.19 00:00 | modify | 14 | 1.00 | 1.2585 | 1.2568 | 0.0000 | ||
| 66 | 2006.10.19 10:40 | s/l | 12 | 1.00 | 1.2568 | 1.2568 | 0.0000 | 1039.69 | 7799.97 |
| 67 | 2006.10.19 10:40 | s/l | 13 | 1.00 | 1.2568 | 1.2568 | 0.0000 | 614.80 | 8414.77 |
| 68 | 2006.10.19 10:40 | s/l | 14 | 1.00 | 1.2568 | 1.2568 | 0.0000 | 234.80 | 8649.57 |
| 69 | 2006.10.19 10:40 | buy stop | 15 | 1.00 | 1.2579 | 1.2468 | 0.0000 | ||
| 70 | 2006.10.19 10:40 | sell stop | 16 | 1.00 | 1.2484 | 1.2595 | 0.0000 | ||
| 71 | 2006.10.19 14:40 | buy | 15 | 1.00 | 1.2579 | 1.2468 | 0.0000 | ||
| 72 | 2006.10.19 14:40 | delete | 16 | 1.00 | 1.2484 | 1.2595 | 0.0000 | ||
| 73 | 2006.10.19 14:40 | buy stop | 17 | 1.00 | 1.2616 | 0.0000 | 0.0000 | ||
| 74 | 2006.10.19 18:40 | buy | 17 | 1.00 | 1.2616 | 0.0000 | 0.0000 | ||
| 75 | 2006.10.19 18:40 | buy stop | 18 | 1.00 | 1.2653 | 0.0000 | 0.0000 | ||
| 76 | 2006.10.19 18:40 | modify | 15 | 1.00 | 1.2579 | 1.2505 | 0.0000 | ||
| 77 | 2006.10.19 18:40 | modify | 17 | 1.00 | 1.2616 | 1.2505 | 0.0000 | ||
| 78 | 2006.10.23 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2507 | 0.0000 | ||
| 79 | 2006.10.23 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2507 | 0.0000 | ||
| 80 | 2006.10.25 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2510 | 0.0000 | ||
| 81 | 2006.10.25 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2510 | 0.0000 | ||
| 82 | 2006.10.26 10:00 | buy | 18 | 1.00 | 1.2653 | 0.0000 | 0.0000 | ||
| 83 | 2006.10.26 10:00 | modify | 15 | 1.00 | 1.2579 | 1.2545 | 0.0000 | ||
| 84 | 2006.10.26 10:00 | modify | 17 | 1.00 | 1.2616 | 1.2545 | 0.0000 | ||
| 85 | 2006.10.26 10:00 | modify | 18 | 1.00 | 1.2653 | 1.2545 | 0.0000 | ||
| 86 | 2006.10.27 16:40 | modify | 15 | 1.00 | 1.2579 | 1.2653 | 0.0000 | ||
| 87 | 2006.10.27 16:40 | modify | 17 | 1.00 | 1.2616 | 1.2653 | 0.0000 | ||
| 88 | 2006.10.27 16:40 | modify | 18 | 1.00 | 1.2653 | 1.2653 | 0.0000 | ||
| 89 | 2006.11.01 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2663 | 0.0000 | ||
| 90 | 2006.11.01 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2663 | 0.0000 | ||
| 91 | 2006.11.01 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2663 | 0.0000 | ||
| 92 | 2006.11.02 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2679 | 0.0000 | ||
| 93 | 2006.11.02 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2679 | 0.0000 | ||
| 94 | 2006.11.02 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2679 | 0.0000 | ||
| 95 | 2006.11.06 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2681 | 0.0000 | ||
| 96 | 2006.11.06 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2681 | 0.0000 | ||
| 97 | 2006.11.06 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2681 | 0.0000 | ||
| 98 | 2006.11.09 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2689 | 0.0000 | ||
| 99 | 2006.11.09 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2689 | 0.0000 | ||
| 100 | 2006.11.09 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2689 | 0.0000 | ||
| 101 | 2006.11.10 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2719 | 0.0000 | ||
| 102 | 2006.11.10 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2719 | 0.0000 | ||
| 103 | 2006.11.10 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2719 | 0.0000 | ||
| 104 | 2006.11.13 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2746 | 0.0000 | ||
| 105 | 2006.11.13 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2746 | 0.0000 | ||
| 106 | 2006.11.13 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2746 | 0.0000 | ||
| 107 | 2006.11.14 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2750 | 0.0000 | ||
| 108 | 2006.11.14 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2750 | 0.0000 | ||
| 109 | 2006.11.14 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2750 | 0.0000 | ||
| 110 | 2006.11.15 00:00 | modify | 15 | 1.00 | 1.2579 | 1.2789 | 0.0000 | ||
| 111 | 2006.11.15 00:00 | modify | 17 | 1.00 | 1.2616 | 1.2789 | 0.0000 | ||
| 112 | 2006.11.15 00:00 | modify | 18 | 1.00 | 1.2653 | 1.2789 | 0.0000 | ||
| 113 | 2006.11.15 13:20 | s/l | 15 | 1.00 | 1.2789 | 1.2789 | 0.0000 | 1923.81 | 10573.38 |
| 114 | 2006.11.15 13:20 | s/l | 17 | 1.00 | 1.2789 | 1.2789 | 0.0000 | 1553.81 | 12127.18 |
| 115 | 2006.11.15 13:20 | s/l | 18 | 1.00 | 1.2789 | 1.2789 | 0.0000 | 1233.14 | 13360.33 |
| 116 | 2006.11.15 13:20 | buy stop | 19 | 1.00 | 1.2904 | 1.2789 | 0.0000 | ||
| 117 | 2006.11.15 13:20 | sell stop | 20 | 1.00 | 1.2746 | 1.2861 | 0.0000 | ||
| 118 | 2006.11.16 00:00 | delete | 20 | 1.00 | 1.2746 | 1.2861 | 0.0000 | ||
| 119 | 2006.11.16 00:00 | sell stop | 21 | 1.00 | 1.2750 | 1.2865 | 0.0000 | ||
| 120 | 2006.11.17 00:00 | delete | 21 | 1.00 | 1.2750 | 1.2865 | 0.0000 | ||
| 121 | 2006.11.17 00:00 | sell stop | 22 | 1.00 | 1.2772 | 1.2883 | 0.0000 | ||
| 122 | 2006.11.17 06:00 | sell | 22 | 1.00 | 1.2772 | 1.2883 | 0.0000 | ||
| 123 | 2006.11.17 06:00 | delete | 19 | 1.00 | 1.2904 | 1.2789 | 0.0000 | ||
| 124 | 2006.11.17 06:00 | sell stop | 23 | 1.00 | 1.2735 | 0.0000 | 0.0000 | ||
| 125 | 2006.11.21 23:59 | close at stop | 22 | 1.00 | 1.2847 | 1.2883 | 0.0000 | -740.03 | 12620.29 |