Strategy Tester Report
BrainExpert_v2_usdchf

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2006.12.11 00:00 - 2007.02.23 22:45 (2006.12.10 - 2007.02.24)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersExpert_Name="BrainExpert_v2"; Magic=55000; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=60; StopLossMode=1; TrailStopMode=2; BreakEven=15; SessionStart=8; SessionEnd=17; SignalMail=false; Inputs=" BrainTrend parameters "; TimeFrame=60; NumBars=500; ConfirmBars=5; Use_pSAR=1; pSAR_Step=0.02; pSAR_Maximum=0.2; Use_Stoch=0; Kperiod=14; Dperiod=5; slowing=5; UpLevel=30; DnLevel=70; Use_iTrend=1; MM_inputs=" MoneyManagement by L.Williams "; MM=true; MMRisk=0.12; MaxLoss=1000;
Bars in test150464Ticks modelled296833Modelling quality90.00%
Initial deposit50000.00
Total net profit4382.14Gross profit7069.47Gross loss-2687.34
Profit factor2.63Expected payoff398.38
Absolute drawdown1693.79Maximal drawdown1693.79 (3.39%)Relative drawdown3.39% (1693.79)
Total trades11Short positions (won %)4 (75.00%)Long positions (won %)7 (71.43%)
Profit trades (% of total)8 (72.73%)Loss trades (% of total)3 (27.27%)
Largestprofit trade2963.91loss trade-1693.79
Averageprofit trade883.68loss trade-895.78
Maximumconsecutive wins (profit in money)5 (3093.46)consecutive losses (loss in money)2 (-993.55)
Maximalconsecutive profit (count of wins)3976.02 (3)consecutive loss (count of losses)-1693.79 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.12.11 14:00buy16.001.20781.20441.2138
22006.12.11 16:37s/l16.001.20441.20441.2138-1693.7948306.21
32006.12.11 17:00sell25.801.20331.20791.1973
42006.12.11 18:00modify25.801.20331.20591.1973
52006.12.11 18:03modify25.801.20331.20321.1973
62006.12.11 22:11s/l25.801.20321.20321.197348.2048354.41
72006.12.15 17:00buy35.801.22141.21611.2274
82006.12.15 19:24modify35.801.22141.22151.2274
92006.12.15 19:33s/l35.801.22151.22151.227447.4948401.90
102006.12.21 12:00buy45.801.21721.21491.2232
112006.12.21 14:36modify45.801.21721.21731.2232
122006.12.21 14:46s/l45.801.21731.21731.223247.6548449.55
132006.12.26 15:00buy55.801.22081.21801.2268
142006.12.26 18:54modify55.801.22081.22091.2268
152006.12.27 02:04s/l55.801.22091.22091.226891.8048541.35
162006.12.28 11:00sell65.801.22351.22631.2175
172006.12.28 12:12modify65.801.22351.22341.2175
182006.12.28 14:27t/p65.801.21751.22341.21752858.3251399.67
192007.01.17 09:00buy76.201.24901.24731.2550
202007.01.17 09:24s/l76.201.24731.24731.2550-845.0350554.64
212007.01.17 16:00sell86.101.24661.25061.2406
222007.01.17 18:00modify86.101.24661.24881.2406
232007.01.18 03:00modify86.101.24661.24851.2406
242007.01.18 04:07modify86.101.24661.24651.2406
252007.01.18 07:55s/l86.101.24651.24651.2406-148.5250406.12
262007.02.02 16:00buy96.001.24591.23991.2519
272007.02.02 17:00modify96.001.24591.24391.2519
282007.02.02 17:56modify96.001.24591.24601.2519
292007.02.05 01:01modify96.001.24591.24611.2519
302007.02.05 05:02modify96.001.24591.24781.2519
312007.02.05 08:29s/l96.001.24781.24781.2519959.5051365.62
322007.02.12 10:00buy106.201.24901.24621.2550
332007.02.12 10:47modify106.201.24901.24911.2550
342007.02.12 13:14t/p106.201.25501.24911.25502963.9154329.53
352007.02.15 16:00sell116.501.23571.23931.2297
362007.02.15 16:44modify116.501.23571.23561.2297
372007.02.15 16:46s/l116.501.23561.23561.229752.6154382.14