Strategy Tester Report
-10points_3_dynamic_stop[v2(RMI]

SymbolEURUSDm (Euro vs US Dollar)
Period30 Minutes (M30) 2007.02.09 03:30 - 2007.04.09 10:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersTakeProfit=32; Lots=0.01; InitialStop=0; TrailingStop=17; MaxTrades=8; Pips=15; SecureProfit=10; AccountProtection=0; OrderstoProtect=0; ReverseCondition=0; EURUSDPipValue=10; GBPUSDPipValue=10; USDCHFPipValue=10; USDJPYPipValue=9.715; StartYear=2005; StartMonth=1; EndYear=2050; EndMonth=12; EndHour=22; EndMinute=30; mm=0; risk=4; AccountisNormal=0; MACD_fast_ema_period=14; MACD_slow_ema_period=26; timeperiod=240; timeperiod2=30; Par=10; CountBars=300; Length=14; Length2=7; Smooth=5; MASmooth=0; RMIPeriod=14; MomPeriod=5; Magic=10201;
Bars in test2048Ticks modelled156828Modelling quality68.38%
Initial deposit300.00
Total net profit195.31Gross profit222.50Gross loss-27.19
Profit factor8.18Expected payoff1.78
Absolute drawdown0.00Maximal drawdown8.90 (2.32%)Relative drawdown2.32% (8.90)
Total trades110Short positions (won %)74 (71.62%)Long positions (won %)36 (77.78%)
Profit trades (% of total)81 (73.64%)Loss trades (% of total)29 (26.36%)
Largestprofit trade43.03loss trade-2.52
Averageprofit trade2.75loss trade-0.94
Maximumconsecutive wins (profit in money)18 (10.43)consecutive losses (loss in money)5 (-8.90)
Maximalconsecutive profit (count of wins)57.57 (13)consecutive loss (count of losses)-8.90 (5)
Averageconsecutive wins7consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.02.15 08:01sell10.011.31220.00001.3090
22007.02.15 08:30sell20.021.31370.00001.3105
32007.02.15 14:13sell30.041.31530.00001.3121
42007.02.15 14:19sell40.081.31680.00001.3136
52007.02.15 15:31t/p40.081.31360.00001.31362.56302.56
62007.02.15 15:31close30.041.31360.00001.31210.68303.24
72007.02.15 15:31close20.021.31370.00001.31050.00303.24
82007.02.15 15:31close10.011.31350.00001.3090-0.13303.11
92007.02.15 17:30sell50.011.31410.00001.3109
102007.02.16 13:48t/p50.011.31090.00001.31090.33303.44
112007.02.19 16:30buy60.011.31470.00001.3179
122007.02.20 02:19t/p60.011.31790.00001.31790.31303.75
132007.02.20 08:00sell70.011.31550.00001.3123
142007.02.21 11:32t/p70.011.31230.00001.31230.33304.07
152007.02.21 11:32sell80.011.31210.00001.3089
162007.02.21 12:20sell90.021.31360.00001.3104
172007.02.22 07:44t/p90.021.31040.00001.31040.67304.75
182007.02.22 07:44close80.011.31040.00001.30890.19304.93
192007.02.22 16:09buy100.011.31230.00001.3155
202007.02.23 09:20buy110.021.31080.00001.3140
212007.02.23 14:09t/p110.021.31400.00001.31400.64305.57
222007.02.23 14:09close100.011.31400.00001.31550.16305.74
232007.02.23 14:09buy120.011.31430.00001.3175
242007.02.23 15:13t/p120.011.31750.00001.31750.32306.06
252007.02.26 09:30sell130.011.31670.00001.3135
262007.02.26 19:47sell140.021.31820.00001.3150
272007.02.27 00:39sell150.041.31970.00001.3165
282007.02.27 07:05t/p150.041.31650.00001.31651.28307.34
292007.02.27 07:05close140.021.31630.00001.31500.39307.73
302007.02.27 07:05close130.011.31640.00001.31350.04307.76
312007.02.27 07:30sell160.011.31720.00001.3140
322007.02.27 08:09sell170.021.31870.00001.3155
332007.02.27 08:17sell180.041.32020.00001.3170
342007.02.27 08:19sell190.081.32170.00001.3185
352007.02.27 13:13sell200.161.32330.00001.3201
362007.02.27 14:45sell210.321.32480.00001.3216
372007.02.28 01:22t/p210.321.32160.00001.321610.41318.18
382007.02.28 01:22close200.161.32160.00001.32012.81320.98
392007.02.28 01:22close190.081.32170.00001.31850.04321.03
402007.02.28 01:23close180.041.32180.00001.3170-0.62320.41
412007.02.28 01:23close170.021.32190.00001.3155-0.63319.78
422007.02.28 01:23close160.011.32180.00001.3140-0.45319.32
432007.02.28 01:26sell220.011.32110.00001.3179
442007.02.28 06:34sell230.021.32260.00001.3194
452007.02.28 08:22t/p230.021.31940.00001.31940.64319.96
462007.02.28 08:22close220.011.31930.00001.31790.18320.14
472007.02.28 15:30sell240.011.31990.00001.3167
482007.02.28 16:00sell250.021.32150.00001.3183
492007.02.28 16:50sell260.041.32320.00001.3200
502007.03.01 15:00t/p260.041.32000.00001.32001.34321.49
512007.03.01 15:00close250.021.32000.00001.31830.33321.82
522007.03.01 15:00close240.011.31970.00001.31670.04321.86
532007.03.01 22:07sell270.011.31790.00001.3147
542007.03.02 09:44t/p270.011.31470.00001.31470.33322.18
552007.03.02 13:30buy280.011.31700.00001.3202
562007.03.04 23:00t/p280.011.32020.00001.32020.32322.50
572007.03.05 01:52sell290.011.31230.00001.3091
582007.03.05 02:24sell300.021.31380.00001.3106
592007.03.05 05:09sell310.041.31540.00001.3122
602007.03.05 05:30sell320.081.31690.00001.3137
612007.03.05 07:01t/p320.081.31370.00001.31372.56325.06
622007.03.05 07:01close310.041.31370.00001.31220.68325.74
632007.03.05 07:01close300.021.31380.00001.31060.00325.74
642007.03.05 07:01close290.011.31370.00001.3091-0.14325.60
652007.03.05 08:00sell330.011.31440.00001.3112
662007.03.05 11:07t/p330.011.31120.00001.31120.32325.92
672007.03.06 04:00buy340.011.31120.00001.3144
682007.03.06 06:55buy350.021.30960.00001.3128
692007.03.06 07:44t/p350.021.31280.00001.31280.64326.56
702007.03.06 07:44close340.011.31300.00001.31440.18326.74
712007.03.06 07:44buy360.011.31310.00001.3163
722007.03.06 09:12buy370.021.31160.00001.3148
732007.03.06 13:09buy380.041.31000.00001.3132
742007.03.06 23:12t/p380.041.31320.00001.31321.28328.02
752007.03.06 23:12close370.021.31320.00001.31480.32328.34
762007.03.06 23:12close360.011.31330.00001.31630.02328.36
772007.03.07 04:30buy390.011.31360.00001.3168
782007.03.07 06:59buy400.021.31200.00001.3152
792007.03.07 15:24t/p400.021.31520.00001.31520.64329.00
802007.03.07 15:24close390.011.31520.00001.31680.16329.16
812007.03.08 06:30sell410.011.31720.00001.3140
822007.03.08 13:57t/p410.011.31400.00001.31400.32329.48
832007.03.09 07:30sell420.011.31450.00001.3113
842007.03.09 13:38t/p420.011.31130.00001.31130.32329.80
852007.03.09 13:53sell430.011.30900.00001.3058
862007.03.09 13:55sell440.021.31050.00001.3073
872007.03.09 16:29sell450.041.31200.00001.3088
882007.03.12 08:48sell460.081.31360.00001.3104
892007.03.12 09:09sell470.161.31530.00001.3121
902007.03.12 09:34sell480.321.31690.00001.3137
912007.03.12 15:12sell490.641.31840.00001.3152
922007.03.12 18:55sell501.281.31990.00001.3167
932007.03.13 07:02t/p501.281.31670.00001.316741.65371.45
942007.03.13 07:02close490.641.31670.00001.315211.23382.68
952007.03.13 07:02close480.321.31680.00001.31370.49383.17
962007.03.13 07:02close470.161.31690.00001.3121-2.47380.70
972007.03.13 07:02close460.081.31680.00001.3104-2.52378.18
982007.03.13 07:03close450.041.31690.00001.3088-1.92376.26
992007.03.13 07:03close440.021.31680.00001.3073-1.24375.03
1002007.03.13 07:04close430.011.31670.00001.3058-0.76374.27
1012007.03.13 07:30sell510.011.31650.00001.3133
1022007.03.13 11:13sell520.021.31800.00001.3148
1032007.03.13 12:31sell530.041.31960.00001.3164
1042007.03.13 12:57sell540.081.32120.00001.3180
1052007.03.14 11:19t/p540.081.31800.00001.31802.60376.87
1062007.03.14 11:19close530.041.31790.00001.31640.70377.57
1072007.03.14 11:19close520.021.31800.00001.31480.01377.58
1082007.03.14 11:19close510.011.31790.00001.3133-0.13377.45
1092007.03.14 12:00buy550.011.31960.00001.3228
1102007.03.14 12:31buy560.021.31790.00001.3211
1112007.03.14 14:17t/p560.021.32110.00001.32110.64378.09
1122007.03.14 14:17close550.011.32110.00001.32280.15378.24
1132007.03.14 14:17buy570.011.32120.00001.3244
1142007.03.14 16:14t/p570.011.32440.00001.32440.32378.56
1152007.03.14 22:53sell580.011.32140.00001.3182
1162007.03.14 23:58sell590.021.32290.00001.3197
1172007.03.15 09:17t/p590.021.31970.00001.31970.67379.23
1182007.03.15 09:17close580.011.31960.00001.31820.20379.43
1192007.03.15 12:30sell600.011.32000.00001.3168
1202007.03.15 12:31sell610.021.32160.00001.3184
1212007.03.15 12:33sell620.041.32320.00001.3200
1222007.03.15 15:18sell630.081.32470.00001.3215
1232007.03.15 23:21sell640.161.32620.00001.3230
1242007.03.15 23:25sell650.321.32770.00001.3245
1252007.03.16 00:54sell660.641.32930.00001.3261
1262007.03.16 02:02sell671.281.33080.00001.3276
1272007.03.20 10:10t/p671.281.32760.00001.327642.34421.77
1282007.03.20 10:10close660.641.32760.00001.326111.57433.34
1292007.03.20 10:10close650.321.32770.00001.32450.52433.86
1302007.03.20 10:10close640.161.32730.00001.3230-1.50432.36
1312007.03.20 10:10close630.081.32750.00001.3215-2.11430.25
1322007.03.20 10:10close620.041.32740.00001.3200-1.62428.63
1332007.03.20 10:10close610.021.32730.00001.3184-1.11427.52
1342007.03.20 10:11close600.011.32740.00001.3168-0.72426.80
1352007.03.20 10:11sell680.011.32730.00001.3241
1362007.03.20 11:08sell690.021.32890.00001.3257
1372007.03.20 13:02sell700.041.33040.00001.3272
1382007.03.20 19:43sell710.081.33190.00001.3287
1392007.03.21 18:17sell720.161.33370.00001.3305
1402007.03.21 18:22sell730.321.33530.00001.3321
1412007.03.21 18:24sell740.641.33680.00001.3336
1422007.03.21 18:52sell751.281.33830.00001.3351
1432007.03.22 10:55t/p751.281.33510.00001.335143.03469.83
1442007.03.22 10:55close740.641.33510.00001.333611.92481.75
1452007.03.22 10:55close730.321.33520.00001.33210.84482.59
1462007.03.22 10:55close720.161.33510.00001.3305-1.98480.61
1472007.03.22 10:55close710.081.33520.00001.3287-2.47478.14
1482007.03.22 10:55close700.041.33510.00001.3272-1.79476.35
1492007.03.22 10:55close690.021.33490.00001.3257-1.16475.19
1502007.03.22 10:55close680.011.33500.00001.3241-0.75474.44
1512007.03.22 10:55sell760.011.33470.00001.3315
1522007.03.22 11:20sell770.021.33620.00001.3330
1532007.03.22 16:43t/p770.021.33300.00001.33300.64475.08
1542007.03.22 16:43close760.011.33300.00001.33150.17475.25
1552007.03.23 09:00sell780.011.33220.00001.3290
1562007.03.23 12:33sell790.021.33370.00001.3305
1572007.03.23 14:17t/p790.021.33050.00001.33050.64475.89
1582007.03.23 14:17close780.011.33040.00001.32900.18476.07
1592007.03.26 06:02buy800.011.32740.00001.3306
1602007.03.26 07:07buy810.021.32580.00001.3290
1612007.03.26 13:52t/p810.021.32900.00001.32900.64476.71
1622007.03.26 13:52close800.011.32910.00001.33060.17476.88
1632007.03.26 13:52buy820.011.32920.00001.3324
1642007.03.26 14:07t/p820.011.33240.00001.33240.32477.20
1652007.03.26 14:07buy830.011.33260.00001.3358
1662007.03.27 14:18t/p830.011.33580.00001.33580.31477.52
1672007.03.27 17:30sell840.011.33460.00001.3314
1682007.03.27 21:00sell850.021.33610.00001.3329
1692007.03.28 07:40t/p850.021.33290.00001.33290.65478.17
1702007.03.28 07:40close840.011.33290.00001.33140.18478.34
1712007.03.28 07:40sell860.011.33280.00001.3296
1722007.03.28 09:45sell870.021.33430.00001.3311
1732007.03.28 12:31sell880.041.33580.00001.3326
1742007.03.28 18:32t/p880.041.33260.00001.33261.28479.62
1752007.03.28 18:32close870.021.33240.00001.33110.38480.00
1762007.03.28 18:32close860.011.33250.00001.32960.03480.03
1772007.03.28 18:33sell890.011.33200.00001.3288
1782007.03.29 08:28sell900.021.33360.00001.3304
1792007.03.29 10:41sell910.041.33510.00001.3319
1802007.03.29 12:36t/p910.041.33190.00001.33191.28481.31
1812007.03.29 12:36close900.021.33190.00001.33040.34481.65
1822007.03.29 12:36close890.011.33160.00001.32880.06481.71
1832007.03.29 16:02buy920.011.33380.00001.3370
1842007.03.30 00:07buy930.021.33220.00001.3354
1852007.03.30 10:47buy940.041.33070.00001.3339
1862007.03.30 12:39buy950.081.32890.00001.3321
1872007.03.30 15:14t/p950.081.33210.00001.33212.56484.27
1882007.03.30 15:14close940.041.33220.00001.33390.60484.87
1892007.03.30 15:14close930.021.33210.00001.3354-0.02484.85
1902007.03.30 15:14close920.011.33250.00001.3370-0.14484.71
1912007.03.30 15:48buy960.011.33980.00001.3430
1922007.03.30 15:54buy970.021.33810.00001.3413
1932007.03.30 15:56buy980.041.33660.00001.3398
1942007.04.02 00:18buy990.081.33500.00001.3382
1952007.04.02 00:32buy1000.161.33350.00001.3367
1962007.04.02 11:53t/p1000.161.33670.00001.33675.12489.83
1972007.04.02 11:53close990.081.33670.00001.33821.36491.19
1982007.04.02 11:54close980.041.33660.00001.3398-0.02491.17
1992007.04.02 11:54close970.021.33670.00001.3413-0.29490.88
2002007.04.02 11:55close960.011.33680.00001.3430-0.31490.57
2012007.04.02 11:55buy1010.011.33690.00001.3401
2022007.04.03 09:36buy1020.021.33540.00001.3386
2032007.04.03 17:55buy1030.041.33370.00001.3369
2042007.04.03 18:04buy1040.081.33210.00001.3353
2052007.04.04 07:36t/p1040.081.33530.00001.33532.51493.08
2062007.04.04 07:36close1030.041.33540.00001.33690.66493.74
2072007.04.04 07:36close1020.021.33530.00001.3386-0.03493.71
2082007.04.04 07:36close1010.011.33560.00001.3401-0.14493.56
2092007.04.04 07:36buy1050.011.33570.00001.3389
2102007.04.04 11:01buy1060.021.33410.00001.3373
2112007.04.04 14:34t/p1060.021.33730.00001.33730.64494.20
2122007.04.04 14:34close1050.011.33730.00001.33890.16494.36
2132007.04.05 08:01buy1070.011.33710.00001.3403
2142007.04.05 13:12t/p1070.011.34030.00001.34030.32494.68
2152007.04.06 04:00sell1080.011.34190.00001.3387
2162007.04.06 12:31t/p1080.011.33870.00001.33870.32495.00
2172007.04.06 12:32sell1090.011.33920.00001.3360
2182007.04.09 05:52t/p1090.011.33600.00001.33600.33495.33
2192007.04.09 08:31buy1100.011.33720.00001.3404
2202007.04.09 10:29close at stop1100.011.33700.00001.3404-0.02495.31