Strategy Tester Report
EA-LSMA-V1

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2006.01.02 00:00 - 2006.02.11 00:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test17585Ticks modelled110822Modelling quality90.00%
Initial deposit1000.00
Total net profit-346.65Gross profit695.93Gross loss-1042.58
Profit factor0.67Expected payoff-8.06
Absolute drawdown350.65Maximal drawdown (%)545.91 (45.7%)
Total trades43Short positions (won %)22 (36.36%)Long positions (won %)21 (23.81%)
Profit trades (% of total)13 (30.23%)Loss trades (% of total)30 (69.77%)
Largestprofit trade235.68loss trade-109.00
Averageprofit trade53.53loss trade-34.75
Maximumconsecutive wins (profit in money)3 (129.84)consecutive losses (loss in money)7 (-246.74)
Maximalconsecutive profit (count of wins)235.68 (1)consecutive loss (count of losses)-246.74 (7)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.02 17:00sell10.101.18251.24251.1225
22006.01.03 03:00close10.101.18661.24251.1225-40.42959.58
32006.01.03 03:00buy20.101.18661.12661.2466
42006.01.05 00:00close20.101.21051.12661.2466235.681195.26
52006.01.05 00:00sell30.101.21051.27051.1505
62006.01.06 15:00close30.101.21641.27051.1505-58.421136.84
72006.01.06 15:00buy40.101.21641.15641.2764
82006.01.09 09:00close40.101.21031.15641.2764-61.831075.01
92006.01.09 09:00sell50.101.21031.27031.1503
102006.01.10 13:00close50.101.20921.27031.150311.581086.59
112006.01.10 13:00buy60.101.20921.14921.2692
122006.01.10 20:00close60.101.20691.14921.2692-23.001063.59
132006.01.10 20:00sell70.101.20691.26691.1469
142006.01.10 22:00close70.101.20731.26691.1469-4.001059.59
152006.01.10 22:00buy80.101.20731.14731.2673
162006.01.12 15:00close80.101.20771.14731.26730.681060.27
172006.01.12 15:00sell90.101.20771.26771.1477
182006.01.13 13:00close90.101.20561.26771.147721.581081.85
192006.01.13 13:00buy100.101.20561.14561.2656
202006.01.13 14:00close100.101.20391.14561.2656-17.001064.85
212006.01.13 14:00sell110.101.20391.26391.1439
222006.01.13 17:00close110.101.20781.26391.1439-39.001025.85
232006.01.13 17:00buy120.101.20781.14781.2678
242006.01.16 18:00close120.101.21171.14781.267838.171064.02
252006.01.16 18:00sell130.101.21171.27171.1517
262006.01.18 01:00close130.101.21081.27171.151711.321075.34
272006.01.18 01:00buy140.101.21081.15081.2708
282006.01.18 08:00close140.101.20801.15081.2708-28.001047.34
292006.01.18 08:00sell150.101.20801.26801.1480
302006.01.18 09:00close150.101.21191.26801.1480-39.001008.34
312006.01.18 09:00buy160.101.21191.15191.2719
322006.01.19 06:00close160.101.20951.15191.2719-24.83983.51
332006.01.19 06:00sell170.101.20951.26951.1495
342006.01.19 19:00close170.101.21141.26951.1495-19.00964.51
352006.01.19 19:00buy180.101.21141.15141.2714
362006.01.20 03:00close180.101.20791.15141.2714-35.83928.68
372006.01.20 03:00sell190.101.20791.26791.1479
382006.01.20 16:00close190.101.20961.26791.1479-17.00911.68
392006.01.20 16:00buy200.101.20961.14961.2696
402006.01.24 04:00close200.101.22831.14961.2696185.341097.02
412006.01.24 04:00sell210.101.22831.28831.1683
422006.01.25 14:00close210.101.23041.28831.1683-19.261077.76
432006.01.25 14:00buy220.101.23041.17041.2904
442006.01.25 16:00close220.101.22551.17041.2904-49.001028.76
452006.01.25 16:00sell230.101.22551.28551.1655
462006.01.26 09:00close230.101.22661.28551.1655-10.421018.34
472006.01.26 09:00buy240.101.22661.16661.2866
482006.01.26 14:00close240.101.22421.16661.2866-24.00994.34
492006.01.26 14:00sell250.101.22421.28421.1642
502006.01.26 15:00close250.101.22541.28421.1642-12.00982.34
512006.01.26 15:00buy260.101.22541.16541.2854
522006.01.26 18:00close260.101.22261.16541.2854-28.00954.34
532006.01.26 18:00sell270.101.22261.28261.1626
542006.01.27 10:00close270.101.22141.28261.162612.58966.92
552006.01.27 10:00buy280.101.22141.16141.2814
562006.01.27 12:00close280.101.21831.16141.2814-31.00935.92
572006.01.27 12:00sell290.101.21831.27831.1583
582006.01.27 16:00close290.101.22241.27831.1583-41.00894.92
592006.01.27 16:00buy300.101.22241.16241.2824
602006.01.27 17:00close300.101.21341.16241.2824-90.00804.92
612006.01.27 17:00sell310.101.21341.27341.1534
622006.01.30 14:00close310.101.20831.27341.153451.58856.50
632006.01.30 14:00buy320.101.20831.14831.2683
642006.02.01 11:00close320.101.21261.14831.268339.68896.18
652006.02.01 11:00sell330.101.21261.27261.1526
662006.02.02 17:00close330.101.20881.27261.152638.58934.76
672006.02.02 17:00buy340.101.20881.14881.2688
682006.02.03 15:00close340.101.20051.14881.2688-83.83850.93
692006.02.03 15:00sell350.101.20051.26051.1405
702006.02.07 03:00close350.101.19611.26051.140545.16896.09
712006.02.07 03:00buy360.101.19611.13611.2561
722006.02.08 16:00close360.101.19551.13611.2561-8.49887.60
732006.02.08 16:00sell370.101.19551.25551.1355
742006.02.09 02:00close370.101.19881.25551.1355-32.42855.18
752006.02.09 02:00buy380.101.19881.13881.2588
762006.02.09 18:00close380.101.19611.13881.2588-27.00828.18
772006.02.09 18:00sell390.101.19611.25611.1361
782006.02.09 19:00close390.101.19741.25611.1361-13.00815.18
792006.02.09 19:00buy400.101.19741.13741.2574
802006.02.10 12:00close400.101.19691.13741.2574-5.83809.35
812006.02.10 12:00sell410.101.19691.25691.1369
822006.02.10 15:00close410.101.20201.25691.1369-51.00758.35
832006.02.10 15:00buy420.101.20201.14201.2620
842006.02.10 17:00close420.101.19111.14201.2620-109.00649.35
852006.02.10 17:00sell430.101.19111.25111.1311
862006.02.10 22:59close at stop430.101.19071.25111.13114.00653.35