Strategy Tester Report
Emily_v8

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2007.06.14 00:00 - 2007.07.18 00:00 (2007.06.17 - 2007.07.18)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersNote1="TF 15M";
Bars in test11430Ticks modelled121912Modelling quality90.00%
Initial deposit40000.00
Total net profit177975.39Gross profit183484.66Gross loss-5509.27
Profit factor33.30Expected payoff8475.02
Absolute drawdown3796.67Maximal drawdown65709.27 (64.10%)Relative drawdown64.10% (65709.27)
Total trades21Short positions (won %)0 (0.00%)Long positions (won %)21 (95.24%)
Profit trades (% of total)20 (95.24%)Loss trades (% of total)1 (4.76%)
Largestprofit trade20000.00loss trade-5509.27
Averageprofit trade9174.23loss trade-5509.27
Maximumconsecutive wins (profit in money)12 (86397.50)consecutive losses (loss in money)1 (-5509.27)
Maximalconsecutive profit (count of wins)97087.17 (8)consecutive loss (count of losses)-5509.27 (1)
Averageconsecutive wins10consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.06.17 22:00buy110.001.33810.00001.3421
22007.06.19 00:18t/p110.001.34210.00001.34213879.0043879.00
32007.06.19 00:18buy210.961.34230.00001.3463
42007.06.19 09:00buy321.901.33930.00001.3433
52007.06.20 02:24t/p321.901.34330.00001.34338627.5052506.50
62007.06.20 02:24close210.961.34330.00001.34631029.6953536.20
72007.06.20 02:24buy413.381.34340.00001.3474
82007.06.20 20:03buy526.801.34030.00001.3443
92007.06.22 12:15t/p526.801.34430.00001.344310071.4463607.64
102007.06.22 12:15close413.381.34430.00001.3474880.4064488.04
112007.06.22 12:16buy616.121.34460.00001.3486
122007.06.29 09:53t/p616.121.34860.00001.34865765.3270253.36
132007.06.29 09:53buy717.561.34880.00001.3528
142007.06.29 16:04t/p717.561.35280.00001.35287024.0077277.36
152007.06.29 16:04buy819.311.35300.00001.3570
162007.07.02 07:38t/p819.311.35700.00001.35707607.1784884.53
172007.07.02 07:38buy921.221.35720.00001.3612
182007.07.02 14:19t/p921.221.36120.00001.36128488.0093372.53
192007.07.02 14:19buy1023.341.36140.00001.3654
202007.07.05 09:48t/p1023.341.36540.00001.36548629.97102002.50
212007.07.05 09:48buy1125.501.36560.00001.3696
222007.07.05 13:00buy1250.001.36250.00001.3665
232007.07.05 14:05buy1350.001.35950.00001.3635
242007.07.06 14:23t/p1350.001.36350.00001.363519697.50121700.00
252007.07.06 14:23close1250.001.36350.00001.36654697.50126397.50
262007.07.06 14:23close1125.501.36350.00001.3696-5509.27120888.22
272007.07.06 14:23buy1430.221.36360.00001.3676
282007.07.10 05:03buy1550.001.36050.00001.3645
292007.07.10 08:25t/p1550.001.36450.00001.364520000.00140888.22
302007.07.10 08:25close1430.221.36450.00001.36762354.14143242.36
312007.07.10 08:25buy1635.811.36460.00001.3686
322007.07.10 13:16t/p1635.811.36860.00001.368614324.00157566.36
332007.07.10 13:16buy1739.391.36880.00001.3728
342007.07.10 14:33t/p1739.391.37280.00001.372815756.00173322.36
352007.07.10 14:33buy1843.331.37310.00001.3771
362007.07.10 21:52t/p1843.331.37710.00001.377117332.00190654.36
372007.07.10 21:52buy1947.661.37730.00001.3813
382007.07.11 00:03buy2050.001.37420.00001.3782
392007.07.12 07:32t/p2050.001.37820.00001.378219092.50209746.86
402007.07.12 07:32close1947.661.37820.00001.38133136.03212882.89
412007.07.12 07:32buy2150.001.37830.00001.3823
422007.07.17 23:59close at stop2150.001.37950.00001.38235092.50217975.39