Strategy Tester Report
trev

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2005.06.01 00:00 - 2005.12.22 00:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Parametersprofit=80; stop=30;
Bars in test16890Ticks modelled480421Modelling quality74.43%
Initial deposit500.00
Total net profit100.65Gross profit274.05Gross loss-173.40
Profit factor1.58Expected payoff6.29
Absolute drawdown0.00Maximal drawdown (%)173.40 (22.4%)
Total trades16Short positions (won %)0 (0.00%)Long positions (won %)16 (37.50%)
Profit trades (% of total)6 (37.50%)Loss trades (% of total)10 (62.50%)
Largestprofit trade45.98loss trade-17.52
Averageprofit trade45.68loss trade-17.34
Maximumconsecutive wins (profit in money)6 (274.05)consecutive losses (loss in money)10 (-173.40)
Maximalconsecutive profit (count of wins)274.05 (6)consecutive loss (count of losses)-173.40 (10)
Averageconsecutive wins6consecutive losses10
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.06.02 08:45buy10.101.22431.22131.2323
22005.06.02 08:45buy20.101.22431.22131.2323
32005.06.02 08:53buy30.101.22501.22201.2330
42005.06.03 14:30t/p10.101.23231.22131.232345.98545.98
52005.06.03 14:30t/p20.101.23231.22131.232345.98591.96
62005.06.03 14:36t/p30.101.23301.22201.233045.98637.93
72005.06.06 05:00buy40.101.22531.22231.2333
82005.06.06 05:00buy50.101.22561.22261.2336
92005.06.06 05:00buy60.101.22581.22281.2338
102005.06.08 11:52t/p40.101.23331.22231.233345.37683.31
112005.06.08 11:54t/p50.101.23361.22261.233645.37728.68
122005.06.08 12:09t/p60.101.23381.22281.233845.37774.05
132005.06.09 19:12buy70.101.22231.21931.2303
142005.06.10 02:15buy80.101.22381.22081.2318
152005.06.10 02:15buy90.101.22501.22201.2330
162005.06.10 02:15buy100.101.22471.22171.2327
172005.06.10 07:45s/l90.101.22201.22201.2330-17.32756.73
182005.06.10 07:46s/l100.101.22171.22171.2327-17.32739.41
192005.06.10 12:00buy110.101.22341.22041.2314
202005.06.10 12:01buy120.101.22341.22041.2314
212005.06.10 14:36s/l80.101.22081.22081.2318-17.32722.09
222005.06.10 14:36s/l110.101.22041.22041.2314-17.32704.77
232005.06.10 14:36s/l120.101.22041.22041.2314-17.32687.45
242005.06.10 14:36buy130.101.22041.21741.2284
252005.06.10 14:36buy140.101.22071.21771.2287
262005.06.10 14:37s/l70.101.21931.21931.2303-17.52669.93
272005.06.10 14:37buy150.101.21911.21611.2271
282005.06.10 14:41buy160.101.22251.21951.2305
292005.06.10 14:44s/l160.101.21951.21951.2305-17.32652.61
302005.06.10 15:43s/l130.101.21741.21741.2284-17.32635.29
312005.06.10 15:43s/l140.101.21771.21771.2287-17.32617.97
322005.06.10 15:58s/l150.101.21611.21611.2271-17.32600.65