Strategy Tester Report
EA-mad3

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2005.04.04 00:00 - 2006.02.02 00:00
Model Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test 120244 Ticks modelled 839598 Modelling quality 90.00%
Initial deposit 10000.00
Total net profit 16185.92 Gross profit 24872.77 Gross loss -8686.85
Profit factor 2.86 Expected payoff 317.37
Absolute drawdown 0.00 Maximal drawdown (%) 1638.00 (6.3%)
Total trades 51 Short positions (won %) 26 (84.62%) Long positions (won %) 25 (80.00%)
Profit trades (% of total) 42 (82.35%) Loss trades (% of total) 9 (17.65%)
Largest profit trade 951.34 loss trade -1638.00
Average profit trade 592.21 loss trade -965.21
Maximum consecutive wins (profit in money) 9 (5558.17) consecutive losses (loss in money) 1 (-1638.00)
Maximal consecutive profit (count of wins) 5558.17 (9) consecutive loss (count of losses) -1638.00 (1)
Average consecutive wins 4 consecutive losses 1
Graph
# Time Type Order Lots Price S / L T / P Profit Balance
1 2005.04.07 21:10 sell 1 1.00 1.2852 1.2915 1.2816
2 2005.04.08 02:41 t/p 1 1.00 1.2816 1.2915 1.2816 365.90 10365.90
3 2005.04.08 18:50 buy 2 1.10 1.2915 1.2855 1.2951
4 2005.04.11 10:01 t/p 2 1.10 1.2951 1.2855 1.2951 386.76 10752.66
5 2005.04.12 15:55 sell 3 1.10 1.2893 1.2956 1.2857
6 2005.04.13 10:01 s/l 3 1.10 1.2956 1.2956 1.2857 -673.53 10079.13
7 2005.04.15 16:40 buy 4 1.10 1.2923 1.2863 1.2959
8 2005.04.18 09:29 t/p 4 1.10 1.2959 1.2863 1.2959 386.76 10465.89
9 2005.04.25 14:05 sell 5 1.10 1.2963 1.3026 1.2927
10 2005.04.27 08:07 t/p 5 1.10 1.2927 1.3026 1.2927 421.96 10887.85
11 2005.05.04 04:55 buy 6 1.10 1.2962 1.2902 1.2998
12 2005.05.06 14:30 s/l 6 1.10 1.2902 1.2902 1.2998 -678.48 10209.37
13 2005.05.06 15:50 sell 7 1.10 1.2843 1.2906 1.2807
14 2005.05.09 03:18 t/p 7 1.10 1.2807 1.2906 1.2807 402.49 10611.86
15 2005.06.02 11:20 buy 8 1.10 1.2282 1.2222 1.2318
16 2005.06.03 14:30 t/p 8 1.10 1.2318 1.2222 1.2318 386.76 10998.62
17 2005.06.03 19:20 sell 9 1.10 1.2221 1.2284 1.2185
18 2005.06.06 10:59 s/l 9 1.10 1.2284 1.2284 1.2185 -686.51 10312.11
19 2005.06.13 22:01 buy 10 1.10 1.2111 1.2051 1.2147
20 2005.06.14 03:40 t/p 10 1.10 1.2147 1.2051 1.2147 386.76 10698.87
21 2005.06.14 16:35 sell 11 1.10 1.2051 1.2114 1.2015
22 2005.06.15 15:39 s/l 11 1.10 1.2114 1.2114 1.2015 -673.53 10025.34
23 2005.06.17 13:30 buy 12 1.10 1.2186 1.2126 1.2222
24 2005.06.17 16:41 t/p 12 1.10 1.2222 1.2126 1.2222 396.00 10421.34
25 2005.06.20 16:32 sell 13 1.10 1.2130 1.2193 1.2094
26 2005.06.21 10:02 t/p 13 1.10 1.2094 1.2193 1.2094 402.49 10823.83
27 2005.06.21 20:20 buy 14 1.10 1.2161 1.2101 1.2197
28 2005.06.22 01:39 t/p 14 1.10 1.2197 1.2101 1.2197 368.28 11192.11
29 2005.06.22 14:20 sell 15 1.20 1.2107 1.2170 1.2071
30 2005.06.23 14:10 t/p 15 1.20 1.2071 1.2170 1.2071 439.08 11631.19
31 2005.07.07 12:43 buy 16 1.20 1.2006 1.1946 1.2042
32 2005.07.07 14:24 s/l 16 1.20 1.1946 1.1946 1.2042 -720.00 10911.19
33 2005.07.13 16:36 sell 17 1.10 1.2106 1.2169 1.2070
34 2005.07.14 00:30 t/p 17 1.10 1.2070 1.2169 1.2070 402.49 11313.68
35 2005.07.19 20:35 buy 18 1.20 1.2043 1.1983 1.2079
36 2005.07.20 03:08 t/p 18 1.20 1.2079 1.1983 1.2079 401.76 11715.44
37 2005.07.22 17:55 sell 19 1.20 1.2073 1.2136 1.2037
38 2005.07.25 08:54 t/p 19 1.20 1.2037 1.2136 1.2037 439.08 12154.52
39 2005.07.27 19:55 buy 20 1.30 1.2070 1.2010 1.2106
40 2005.07.28 17:21 t/p 20 1.30 1.2106 1.2010 1.2106 457.08 12611.60
41 2005.08.18 14:38 sell 21 1.30 1.2208 1.2271 1.2172
42 2005.08.18 16:03 t/p 21 1.30 1.2172 1.2271 1.2172 468.00 13079.60
43 2005.08.24 15:20 buy 22 1.40 1.2274 1.2214 1.2310
44 2005.08.25 05:42 t/p 22 1.40 1.2310 1.2214 1.2310 492.24 13571.84
45 2005.08.29 18:50 sell 23 1.40 1.2227 1.2290 1.2191
46 2005.08.30 12:23 t/p 23 1.40 1.2191 1.2290 1.2191 512.26 14084.10
47 2005.08.31 17:30 buy 24 1.50 1.2298 1.2238 1.2334
48 2005.08.31 18:02 t/p 24 1.50 1.2334 1.2238 1.2334 540.00 14624.10
49 2005.09.12 05:55 sell 25 1.50 1.2324 1.2387 1.2288
50 2005.09.12 14:49 t/p 25 1.50 1.2288 1.2387 1.2288 540.00 15164.10
51 2005.09.16 07:57 buy 26 1.60 1.2294 1.2234 1.2330
52 2005.09.16 14:20 s/l 26 1.60 1.2234 1.2234 1.2330 -960.00 14204.10
53 2005.09.19 02:30 sell 27 1.50 1.2163 1.2226 1.2127
54 2005.09.19 07:23 t/p 27 1.50 1.2127 1.2226 1.2127 540.00 14744.10
55 2005.09.21 07:20 buy 28 1.50 1.2210 1.2150 1.2246
56 2005.09.22 01:44 t/p 28 1.50 1.2246 1.2150 1.2246 527.40 15271.50
57 2005.09.22 17:40 sell 29 1.60 1.2148 1.2211 1.2112
58 2005.09.23 12:34 t/p 29 1.60 1.2112 1.2211 1.2112 585.44 15856.94
59 2005.10.06 02:40 buy 30 1.60 1.2039 1.1979 1.2075
60 2005.10.06 14:56 t/p 30 1.60 1.2075 1.1979 1.2075 576.00 16432.94
61 2005.10.10 15:45 sell 31 1.70 1.2065 1.2128 1.2029
62 2005.10.11 02:59 t/p 31 1.70 1.2029 1.2128 1.2029 622.03 17054.97
63 2005.10.13 21:30 buy 32 1.80 1.2031 1.1971 1.2067
64 2005.10.14 16:37 t/p 32 1.80 1.2067 1.1971 1.2067 632.88 17687.85
65 2005.10.17 13:50 sell 33 1.80 1.2026 1.2089 1.1990
66 2005.10.18 02:28 t/p 33 1.80 1.1990 1.2089 1.1990 658.62 18346.47
67 2005.10.25 12:50 buy 34 1.90 1.2035 1.1975 1.2071
68 2005.10.25 16:01 t/p 34 1.90 1.2071 1.1975 1.2071 684.00 19030.47
69 2005.10.28 18:30 sell 35 2.00 1.2075 1.2138 1.2039
70 2005.10.31 12:04 t/p 35 2.00 1.2039 1.2138 1.2039 731.80 19762.27
71 2005.11.02 18:15 buy 36 2.00 1.2073 1.2013 1.2109
72 2005.11.03 14:37 s/l 36 2.00 1.2013 1.2013 1.2109 -1216.80 18545.47
73 2005.11.03 17:05 sell 37 1.90 1.1999 1.2062 1.1963
74 2005.11.03 18:04 t/p 37 1.90 1.1963 1.2062 1.1963 684.00 19229.47
75 2005.11.18 18:05 buy 38 2.00 1.1753 1.1693 1.1789
76 2005.11.21 09:18 t/p 38 2.00 1.1789 1.1693 1.1789 703.20 19932.67
77 2005.11.21 17:50 sell 39 2.00 1.1724 1.1787 1.1688
78 2005.11.22 16:11 t/p 39 2.00 1.1688 1.1787 1.1688 731.80 20664.47
79 2005.11.22 20:40 buy 40 2.10 1.1802 1.1742 1.1838
80 2005.11.23 07:13 t/p 40 2.10 1.1838 1.1742 1.1838 703.08 21367.55
81 2005.12.01 16:10 sell 41 2.20 1.1704 1.1767 1.1668
82 2005.12.02 15:57 t/p 41 2.20 1.1668 1.1767 1.1668 804.98 22172.53
83 2005.12.05 14:55 buy 42 2.30 1.1766 1.1706 1.1802
84 2005.12.05 18:34 t/p 42 2.30 1.1802 1.1706 1.1802 828.00 23000.53
85 2005.12.20 16:35 sell 43 2.40 1.1895 1.1958 1.1859
86 2005.12.20 17:51 t/p 43 2.40 1.1859 1.1958 1.1859 864.00 23864.53
87 2005.12.28 09:45 buy 44 2.40 1.1915 1.1855 1.1951
88 2005.12.28 18:01 s/l 44 2.40 1.1855 1.1855 1.1951 -1440.00 22424.53
89 2005.12.28 19:30 sell 45 2.30 1.1835 1.1898 1.1799
90 2005.12.30 13:32 t/p 45 2.30 1.1799 1.1898 1.1799 855.14 23279.67
91 2006.01.03 06:30 buy 46 2.40 1.1899 1.1839 1.1935
92 2006.01.03 16:00 t/p 46 2.40 1.1935 1.1839 1.1935 864.00 24143.67
93 2006.01.09 11:35 sell 47 2.50 1.2080 1.2143 1.2044
94 2006.01.10 08:29 t/p 47 2.50 1.2044 1.2143 1.2044 914.75 25058.42
95 2006.01.13 19:30 buy 48 2.60 1.2136 1.2076 1.2172
96 2006.01.16 00:53 t/p 48 2.60 1.2172 1.2076 1.2172 914.16 25972.58
97 2006.01.17 16:10 sell 49 2.60 1.2053 1.2116 1.2017
98 2006.01.17 23:24 s/l 49 2.60 1.2116 1.2116 1.2017 -1638.00 24334.58
99 2006.01.23 01:40 buy 50 2.50 1.2190 1.2130 1.2226
100 2006.01.23 01:41 t/p 50 2.50 1.2226 1.2130 1.2226 900.00 25234.58
101 2006.01.27 19:10 sell 51 2.60 1.2120 1.2183 1.2084
102 2006.01.30 09:31 t/p 51 2.60 1.2084 1.2183 1.2084 951.34 26185.92