Strategy Tester Report
WAE

SymbolEURUSDm (Euro vs US Dollar)
Period30 Minutes (M30) 2006.10.13 00:00 - 2007.02.19 00:00 (2006.10.13 - 2007.02.19)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1;
Bars in test5155Ticks modelled346813Modelling quality90.00%
Initial deposit10000.00
Total net profit369.00Gross profit999.00Gross loss-630.00
Profit factor1.59Expected payoff3.58
Absolute drawdown104.00Maximal drawdown151.00 (1.50%)Relative drawdown1.50% (151.00)
Total trades103Short positions (won %)50 (42.00%)Long positions (won %)53 (39.62%)
Profit trades (% of total)42 (40.78%)Loss trades (% of total)61 (59.22%)
Largestprofit trade101.00loss trade-36.00
Averageprofit trade23.79loss trade-10.33
Maximumconsecutive wins (profit in money)5 (114.00)consecutive losses (loss in money)8 (-88.00)
Maximalconsecutive profit (count of wins)140.00 (4)consecutive loss (count of losses)-88.00 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.10.13 08:00sell11.001.25630.00000.0000
22006.10.13 18:00close11.001.25160.00000.000047.0010047.00
32006.10.16 07:00buy21.001.25160.00000.0000
42006.10.16 07:30close21.001.24980.00000.0000-18.0010029.00
52006.10.16 08:00buy31.001.25130.00000.0000
62006.10.16 11:30close31.001.25080.00000.0000-5.0010024.00
72006.10.17 07:00sell41.001.25290.00000.0000
82006.10.17 08:00close41.001.25440.00000.0000-15.0010009.00
92006.10.17 08:00buy51.001.25420.00000.0000
102006.10.17 08:30close51.001.25310.00000.0000-11.009998.00
112006.10.17 08:30sell61.001.25330.00000.0000
122006.10.17 09:00close61.001.25420.00000.0000-9.009989.00
132006.10.18 07:30buy71.001.25580.00000.0000
142006.10.18 08:00close71.001.25480.00000.0000-10.009979.00
152006.10.19 07:30buy81.001.25480.00000.0000
162006.10.19 13:00close81.001.25620.00000.000014.009993.00
172006.10.20 07:00sell91.001.26260.00000.0000
182006.10.20 13:00close91.001.26280.00000.0000-2.009991.00
192006.10.23 07:00sell101.001.25890.00000.0000
202006.10.23 15:00close101.001.25510.00000.000038.0010029.00
212006.10.24 08:30buy111.001.25400.00000.0000
222006.10.24 11:30close111.001.25380.00000.0000-2.0010027.00
232006.10.25 07:00sell121.001.25600.00000.0000
242006.10.25 08:30close121.001.25700.00000.0000-10.0010017.00
252006.10.26 07:00buy131.001.26490.00000.0000
262006.10.26 10:30close131.001.26560.00000.00007.0010024.00
272006.10.27 07:00sell141.001.26750.00000.0000
282006.10.27 11:30close141.001.26830.00000.0000-8.0010016.00
292006.10.30 07:00sell151.001.27260.00000.0000
302006.10.30 09:00close151.001.27270.00000.0000-1.0010015.00
312006.10.31 07:30sell161.001.26940.00000.0000
322006.10.31 12:00close161.001.26980.00000.0000-4.0010011.00
332006.11.01 07:00sell171.001.27550.00000.0000
342006.11.01 11:00close171.001.27570.00000.0000-2.0010009.00
352006.11.02 07:30sell181.001.27450.00000.0000
362006.11.02 08:30close181.001.27560.00000.0000-11.009998.00
372006.11.03 08:00sell191.001.27670.00000.0000
382006.11.03 09:00close191.001.27750.00000.0000-8.009990.00
392006.11.06 07:00buy201.001.27110.00000.0000
402006.11.06 08:30close201.001.27030.00000.0000-8.009982.00
412006.11.08 07:00sell211.001.27770.00000.0000
422006.11.08 08:30close211.001.27770.00000.00000.009982.00
432006.11.09 07:30buy221.001.27770.00000.0000
442006.11.09 10:30close221.001.27730.00000.0000-4.009978.00
452006.11.10 07:00sell231.001.28540.00000.0000
462006.11.10 07:30close231.001.28650.00000.0000-11.009967.00
472006.11.10 08:00sell241.001.28570.00000.0000
482006.11.10 08:30close241.001.28750.00000.0000-18.009949.00
492006.11.10 08:30buy251.001.28760.00000.0000
502006.11.10 10:30close251.001.28790.00000.00003.009952.00
512006.11.13 07:30sell261.001.28650.00000.0000
522006.11.13 20:00close261.001.28090.00000.000056.0010008.00
532006.11.14 07:00buy271.001.28280.00000.0000
542006.11.14 07:30close271.001.28150.00000.0000-13.009995.00
552006.11.14 08:00buy281.001.28310.00000.0000
562006.11.14 11:00close281.001.28220.00000.0000-9.009986.00
572006.11.15 07:00sell291.001.28030.00000.0000
582006.11.15 07:30close291.001.28270.00000.0000-24.009962.00
592006.11.15 07:30buy301.001.28260.00000.0000
602006.11.15 10:00close301.001.28120.00000.0000-14.009948.00
612006.11.16 07:00sell311.001.28200.00000.0000
622006.11.16 07:30close311.001.28240.00000.0000-4.009944.00
632006.11.16 08:00sell321.001.28180.00000.0000
642006.11.16 11:30close321.001.28160.00000.00002.009946.00
652006.11.17 07:30buy331.001.27880.00000.0000
662006.11.17 08:00close331.001.27730.00000.0000-15.009931.00
672006.11.17 08:30buy341.001.27900.00000.0000
682006.11.17 10:00close341.001.27740.00000.0000-16.009915.00
692006.11.20 07:30sell351.001.28360.00000.0000
702006.11.20 10:00close351.001.28410.00000.0000-5.009910.00
712006.11.21 07:30buy361.001.28200.00000.0000
722006.11.21 10:00close361.001.28200.00000.00000.009910.00
732006.11.23 07:00sell371.001.29350.00000.0000
742006.11.23 08:30close371.001.29450.00000.0000-10.009900.00
752006.11.24 07:00buy381.001.29690.00000.0000
762006.11.24 07:30close381.001.29650.00000.0000-4.009896.00
772006.11.24 08:00buy391.001.29740.00000.0000
782006.11.24 14:30close391.001.30750.00000.0000101.009997.00
792006.11.27 07:00sell401.001.31290.00000.0000
802006.11.27 15:30close401.001.31310.00000.0000-2.009995.00
812006.11.28 07:00sell411.001.31270.00000.0000
822006.11.28 08:00close411.001.31390.00000.0000-12.009983.00
832006.11.28 08:30buy421.001.31510.00000.0000
842006.11.28 09:00close421.001.31380.00000.0000-13.009970.00
852006.11.29 07:30sell431.001.31940.00000.0000
862006.11.29 14:30close431.001.31740.00000.000020.009990.00
872006.11.30 07:00buy441.001.31790.00000.0000
882006.11.30 12:00close441.001.31900.00000.000011.0010001.00
892006.12.01 08:30sell451.001.32420.00000.0000
902006.12.01 13:00close451.001.32480.00000.0000-6.009995.00
912006.12.04 07:00sell461.001.33200.00000.0000
922006.12.04 12:30close461.001.33180.00000.00002.009997.00
932006.12.05 07:30sell471.001.33240.00000.0000
942006.12.05 11:00close471.001.33220.00000.00002.009999.00
952006.12.06 07:30sell481.001.33160.00000.0000
962006.12.06 14:30close481.001.32780.00000.000038.0010037.00
972006.12.07 07:00buy491.001.33070.00000.0000
982006.12.07 09:30close491.001.33030.00000.0000-4.0010033.00
992006.12.08 08:00sell501.001.32730.00000.0000
1002006.12.08 08:30close501.001.32810.00000.0000-8.0010025.00
1012006.12.11 07:00buy511.001.31620.00000.0000
1022006.12.11 21:30close511.001.32370.00000.000075.0010100.00
1032006.12.12 07:00sell521.001.32550.00000.0000
1042006.12.12 10:30close521.001.32510.00000.00004.0010104.00
1052006.12.13 07:00sell531.001.32740.00000.0000
1062006.12.13 21:00close531.001.32140.00000.000060.0010164.00
1072006.12.14 07:00buy541.001.32230.00000.0000
1082006.12.14 11:00close541.001.32240.00000.00001.0010165.00
1092006.12.15 07:00buy551.001.31470.00000.0000
1102006.12.15 09:30close551.001.31140.00000.0000-33.0010132.00
1112006.12.18 07:00buy561.001.30950.00000.0000
1122006.12.18 11:30close561.001.30960.00000.00001.0010133.00
1132006.12.19 07:00buy571.001.31000.00000.0000
1142006.12.19 14:00close571.001.31540.00000.000054.0010187.00
1152006.12.20 07:30sell581.001.32270.00000.0000
1162006.12.20 22:30close581.001.31760.00000.000051.0010238.00
1172006.12.21 07:30buy591.001.31930.00000.0000
1182006.12.21 09:30close591.001.31950.00000.00002.0010240.00
1192006.12.22 07:00buy601.001.31970.00000.0000
1202006.12.22 10:30close601.001.32030.00000.00006.0010246.00
1212006.12.27 07:00buy611.001.31560.00000.0000
1222006.12.27 12:30close611.001.31550.00000.0000-1.0010245.00
1232006.12.28 07:00buy621.001.31290.00000.0000
1242006.12.28 15:30close621.001.31420.00000.000013.0010258.00
1252006.12.29 07:00buy631.001.31810.00000.0000
1262006.12.29 08:30close631.001.31670.00000.0000-14.0010244.00
1272007.01.02 07:00buy641.001.32320.00000.0000
1282007.01.02 11:30close641.001.32670.00000.000035.0010279.00
1292007.01.03 07:00sell651.001.32790.00000.0000
1302007.01.03 13:30close651.001.32570.00000.000022.0010301.00
1312007.01.04 07:30buy661.001.31730.00000.0000
1322007.01.04 08:30close661.001.31370.00000.0000-36.0010265.00
1332007.01.04 08:30sell671.001.31370.00000.0000
1342007.01.04 13:00close671.001.31130.00000.000024.0010289.00
1352007.01.05 07:00buy681.001.30900.00000.0000
1362007.01.05 12:30close681.001.30840.00000.0000-6.0010283.00
1372007.01.08 07:00buy691.001.30140.00000.0000
1382007.01.08 12:30close691.001.30060.00000.0000-8.0010275.00
1392007.01.10 07:00buy701.001.29890.00000.0000
1402007.01.10 13:00close701.001.29880.00000.0000-1.0010274.00
1412007.01.11 07:00buy711.001.29620.00000.0000
1422007.01.11 07:30close711.001.29430.00000.0000-19.0010255.00
1432007.01.11 07:30sell721.001.29430.00000.0000
1442007.01.11 08:00close721.001.29680.00000.0000-25.0010230.00
1452007.01.11 08:01buy731.001.29690.00000.0000
1462007.01.11 08:30close731.001.29530.00000.0000-16.0010214.00
1472007.01.12 07:00buy741.001.29080.00000.0000
1482007.01.12 11:00close741.001.29040.00000.0000-4.0010210.00
1492007.01.15 08:00buy751.001.29490.00000.0000
1502007.01.15 08:30close751.001.29400.00000.0000-9.0010201.00
1512007.01.16 07:00buy761.001.29520.00000.0000
1522007.01.16 12:30close761.001.29680.00000.000016.0010217.00
1532007.01.17 07:00buy771.001.29280.00000.0000
1542007.01.17 07:30close771.001.29230.00000.0000-5.0010212.00
1552007.01.17 08:30buy781.001.29300.00000.0000
1562007.01.17 10:00close781.001.29240.00000.0000-6.0010206.00
1572007.01.19 08:30sell791.001.29830.00000.0000
1582007.01.19 16:30close791.001.29620.00000.000021.0010227.00
1592007.01.22 07:30buy801.001.29770.00000.0000
1602007.01.22 08:00close801.001.29690.00000.0000-8.0010219.00
1612007.01.23 07:00buy811.001.29460.00000.0000
1622007.01.23 16:30close811.001.30300.00000.000084.0010303.00
1632007.01.24 07:00sell821.001.30200.00000.0000
1642007.01.24 10:30close821.001.30120.00000.00008.0010311.00
1652007.01.25 07:00buy831.001.29670.00000.0000
1662007.01.25 10:30close831.001.29720.00000.00005.0010316.00
1672007.01.26 07:00buy841.001.29260.00000.0000
1682007.01.26 08:30close841.001.29160.00000.0000-10.0010306.00
1692007.01.29 08:00buy851.001.29240.00000.0000
1702007.01.29 09:30close851.001.29120.00000.0000-12.0010294.00
1712007.01.30 07:00sell861.001.29630.00000.0000
1722007.01.30 08:30close861.001.29680.00000.0000-5.0010289.00
1732007.01.31 07:30sell871.001.29540.00000.0000
1742007.01.31 12:30close871.001.29470.00000.00007.0010296.00
1752007.02.01 07:00sell881.001.30290.00000.0000
1762007.02.01 13:30close881.001.30240.00000.00005.0010301.00
1772007.02.02 08:00sell891.001.30150.00000.0000
1782007.02.02 08:30close891.001.30200.00000.0000-5.0010296.00
1792007.02.05 07:00buy901.001.29440.00000.0000
1802007.02.05 10:00close901.001.29440.00000.00000.0010296.00
1812007.02.06 08:00buy911.001.29300.00000.0000
1822007.02.06 15:30close911.001.29460.00000.000016.0010312.00
1832007.02.07 07:00sell921.001.29760.00000.0000
1842007.02.07 07:30close921.001.29870.00000.0000-11.0010301.00
1852007.02.07 08:30sell931.001.29830.00000.0000
1862007.02.07 09:30close931.001.29900.00000.0000-7.0010294.00
1872007.02.08 07:30sell941.001.30100.00000.0000
1882007.02.08 13:30close941.001.29970.00000.000013.0010307.00
1892007.02.09 07:00sell951.001.30350.00000.0000
1902007.02.09 13:30close951.001.30100.00000.000025.0010332.00
1912007.02.12 07:00buy961.001.30300.00000.0000
1922007.02.12 08:30close961.001.30100.00000.0000-20.0010312.00
1932007.02.12 08:30sell971.001.30090.00000.0000
1942007.02.12 14:30close971.001.29650.00000.000044.0010356.00
1952007.02.13 07:00buy981.001.29710.00000.0000
1962007.02.13 16:00close981.001.30140.00000.000043.0010399.00
1972007.02.14 07:00sell991.001.30320.00000.0000
1982007.02.14 07:30close991.001.30570.00000.0000-25.0010374.00
1992007.02.14 07:30buy1001.001.30560.00000.0000
2002007.02.14 12:00close1001.001.30790.00000.000023.0010397.00
2012007.02.15 07:30sell1011.001.31390.00000.0000
2022007.02.15 14:30close1011.001.31580.00000.0000-19.0010378.00
2032007.02.16 07:00sell1021.001.31300.00000.0000
2042007.02.16 07:30close1021.001.31360.00000.0000-6.0010372.00
2052007.02.16 08:30sell1031.001.31310.00000.0000
2062007.02.16 09:30close1031.001.31340.00000.0000-3.0010369.00