Strategy Tester Report
10p3v0[1].03
(Build 211)
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2007.12.24 00:00 - 2008.01.23 23:30 (2007.12.23 - 2008.01.24) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Magic=772188; TakeProfit=10; Lots=0.01; InitialStop=160; TrailingStop=0; MaxTrades=10; Multiplier=3; Pips=5; OrderstoProtect=4; Money_management=true; AccountType=2; risk=0.5; ReverseSignal=false; Fast_EMA=12; Slow_EMA=26; Signal_SMA=9; Shift=1; TradingRange=0; UseTimeFilter=true; StopTrade=18; StartTrade=5; | ||||
| Bars in test | 1936 | Ticks modelled | 153063 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 250.00 | ||||
| Total net profit | -213.53 | Gross profit | 13.40 | Gross loss | -226.93 |
| Profit factor | 0.06 | Expected payoff | -23.73 | ||
| Absolute drawdown | 213.53 | Maximal drawdown | 223.55 (85.97%) | Relative drawdown | 85.97% (223.55) |
| Total trades | 9 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
| Largest | profit trade | 9.00 | loss trade | -148.47 | |
| Average | profit trade | 3.35 | loss trade | -45.39 | |
| Maximum | consecutive wins (profit in money) | 3 (12.40) | consecutive losses (loss in money) | 3 (-217.45) | |
| Maximal | consecutive profit (count of wins) | 12.40 (3) | consecutive loss (count of losses) | -217.45 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.12.24 06:30 | sell | 1 | 0.10 | 1.4383 | 1.4593 | 1.4373 | ||
| 2 | 2007.12.24 07:09 | sell | 2 | 0.30 | 1.4389 | 1.4594 | 1.4379 | ||
| 3 | 2007.12.24 07:20 | t/p | 2 | 0.30 | 1.4379 | 1.4594 | 1.4379 | 3.00 | 253.00 |
| 4 | 2007.12.24 07:20 | close | 1 | 0.10 | 1.4379 | 1.4593 | 1.4373 | 0.40 | 253.40 |
| 5 | 2007.12.24 17:00 | sell | 3 | 0.10 | 1.4403 | 1.4613 | 1.4393 | ||
| 6 | 2007.12.24 17:47 | sell | 4 | 0.30 | 1.4409 | 1.4614 | 1.4399 | ||
| 7 | 2007.12.26 12:00 | sell | 5 | 0.90 | 1.4441 | 1.4641 | 1.4431 | ||
| 8 | 2007.12.26 12:11 | t/p | 5 | 0.90 | 1.4431 | 1.4641 | 1.4431 | 9.00 | 262.40 |
| 9 | 2007.12.26 12:11 | close | 4 | 0.30 | 1.4431 | 1.4614 | 1.4399 | -6.58 | 255.82 |
| 10 | 2007.12.26 12:11 | close | 3 | 0.10 | 1.4432 | 1.4613 | 1.4393 | -2.89 | 252.93 |
| 11 | 2007.12.26 20:30 | sell | 6 | 0.10 | 1.4504 | 1.4714 | 1.4494 | ||
| 12 | 2007.12.26 21:53 | t/p | 6 | 0.10 | 1.4494 | 1.4714 | 1.4494 | 1.00 | 253.93 |
| 13 | 2007.12.27 10:00 | sell | 7 | 0.10 | 1.4486 | 1.4696 | 1.4476 | ||
| 14 | 2007.12.27 10:08 | sell | 8 | 0.30 | 1.4492 | 1.4697 | 1.4482 | ||
| 15 | 2007.12.27 10:16 | sell | 9 | 0.90 | 1.4498 | 1.4698 | 1.4488 | ||
| 16 | 2007.12.28 08:43 | close at stop | 9 | 0.90 | 1.4663 | 1.4698 | 1.4488 | -148.47 | 105.46 |
| 17 | 2007.12.28 08:43 | close at stop | 8 | 0.30 | 1.4663 | 1.4697 | 1.4482 | -51.29 | 54.17 |
| 18 | 2007.12.28 08:43 | close at stop | 7 | 0.10 | 1.4663 | 1.4696 | 1.4476 | -17.70 | 36.47 |