Strategy Tester Report
TFX v1_4
InterbankFX-Demo Accounts (Build 211)

SymbolEURUSDm (Euro vs US Dollar)
Period5 Minutes (M5) 2007.08.06 19:25 - 2007.12.31 18:55 (2007.01.01 - 2008.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStart_Lot_Size=0.1; Lot_Size_Increment=0.1; Auto_Restart=true; Double_Lotsize=false; Max_Trades=50; Close_All_Max=false; Next_Trade=15; Close_By_Percent=false; TP_Percent=5; SL_Percent=10; Close_By_Profit=10; Close_By_StopLoss=300; MA_Period=7; Timeframe=5; Use_Manual_Entry=false; Manual_Long=0; Manual_Short=0; Slippage=5; Number_Of_Tries=5;
Bars in test28976Ticks modelled842401Modelling quality30.39%
Mismatched charts errors0
Initial deposit500.00
Total net profit-418.08Gross profit4858.42Gross loss-5276.50
Profit factor0.92Expected payoff-4.35
Absolute drawdown418.08Maximal drawdown481.97 (85.47%)Relative drawdown85.47% (481.97)
Total trades96Short positions (won %)57 (84.21%)Long positions (won %)39 (28.21%)
Profit trades (% of total)59 (61.46%)Loss trades (% of total)37 (38.54%)
Largestprofit trade1027.29loss trade-990.59
Averageprofit trade82.35loss trade-142.61
Maximumconsecutive wins (profit in money)8 (86.34)consecutive losses (loss in money)4 (-561.74)
Maximalconsecutive profit (count of wins)1042.69 (3)consecutive loss (count of losses)-990.59 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.08.06 19:25sell10.101.37920.00000.0000
22007.08.06 23:10buy20.201.38070.00000.0000
32007.08.07 07:19sell30.301.37920.00000.0000
42007.08.07 07:35buy40.401.38070.00000.0000
52007.08.07 08:53sell50.501.37920.00000.0000
62007.08.07 12:50sell60.601.37770.00000.0000
72007.08.07 13:27sell70.701.37610.00000.0000
82007.08.07 13:28close10.101.37600.00000.00003.20503.20
92007.08.07 13:28close20.201.37580.00000.0000-9.87493.33
102007.08.07 13:28close30.301.37600.00000.00009.60502.93
112007.08.07 13:28close40.401.37580.00000.0000-19.60483.33
122007.08.07 13:28close50.501.37600.00000.000016.00499.33
132007.08.07 13:28close60.601.37600.00000.000010.20509.53
142007.08.07 13:28close70.701.37600.00000.00000.70510.23
152007.08.07 13:28sell80.101.37570.00000.0000
162007.08.07 13:45buy90.201.37730.00000.0000
172007.08.07 15:40sell100.301.37580.00000.0000
182007.08.07 15:52sell110.401.37420.00000.0000
192007.08.07 18:10buy120.501.37580.00000.0000
202007.08.07 18:13sell130.601.37420.00000.0000
212007.08.07 18:18buy140.701.37580.00000.0000
222007.08.07 18:19sell150.801.37370.00000.0000
232007.08.07 18:25buy160.901.37520.00000.0000
242007.08.07 18:37buy171.001.37670.00000.0000
252007.08.07 19:35sell181.101.37520.00000.0000
262007.08.07 20:50sell191.201.37370.00000.0000
272007.08.07 23:41buy201.301.37520.00000.0000
282007.08.08 06:12sell211.401.37370.00000.0000
292007.08.08 06:17sell221.501.37210.00000.0000
302007.08.08 07:10buy231.601.37370.00000.0000
312007.08.09 12:44sell241.701.36900.00000.0000
322007.08.09 12:57close80.101.36700.00000.00008.71518.95
332007.08.09 12:57close90.201.36680.00000.0000-21.28497.67
342007.08.09 12:57close100.301.36700.00000.000026.44524.11
352007.08.09 12:57close110.401.36700.00000.000028.86552.97
362007.08.09 12:57close120.501.36680.00000.0000-45.70507.27
372007.08.09 12:57close130.601.36700.00000.000043.28550.55
382007.08.09 12:57close140.701.36680.00000.0000-63.98486.57
392007.08.09 12:57close150.801.36700.00000.000053.71540.28
402007.08.09 12:57close160.901.36680.00000.0000-76.86463.42
412007.08.09 12:57close171.001.36680.00000.0000-100.40363.02
422007.08.09 12:57close181.101.36700.00000.000090.35453.38
432007.08.09 12:57close191.201.36700.00000.000080.57533.94
442007.08.09 12:57close201.301.36680.00000.0000-111.02422.92
452007.08.09 12:57close211.401.36700.00000.000093.95516.87
462007.08.09 12:57close221.501.36700.00000.000076.66593.53
472007.08.09 12:57close231.601.36680.00000.0000-112.08481.45
482007.08.09 12:57close241.701.36700.00000.000034.00515.45
492007.08.09 12:57sell250.101.36670.00000.0000
502007.08.09 13:25buy260.201.36820.00000.0000
512007.08.09 13:40buy270.301.36980.00000.0000
522007.08.09 15:13buy280.401.37130.00000.0000
532007.08.09 15:23sell290.501.36980.00000.0000
542007.08.09 19:04sell300.601.36820.00000.0000
552007.08.09 23:32sell310.701.36670.00000.0000
562007.08.10 05:37sell320.801.36520.00000.0000
572007.08.10 05:58buy330.901.36670.00000.0000
582007.08.10 06:47buy341.001.36820.00000.0000
592007.08.10 07:13buy351.101.36980.00000.0000
602007.08.10 07:27sell361.201.36820.00000.0000
612007.08.10 09:02buy371.301.36980.00000.0000
622007.08.10 10:19sell381.401.36820.00000.0000
632007.08.10 10:25sell391.501.36670.00000.0000
642007.08.10 10:58sell401.601.36520.00000.0000
652007.08.13 14:03sell411.701.36350.00000.0000
662007.08.13 14:06close250.101.36320.00000.00003.51518.96
672007.08.13 14:06close260.201.36300.00000.0000-10.54508.42
682007.08.13 14:06close270.301.36300.00000.0000-20.61487.81
692007.08.13 14:06close280.401.36300.00000.0000-33.48454.33
702007.08.13 14:06close290.501.36320.00000.000033.03487.36
712007.08.13 14:06close300.601.36320.00000.000030.04517.40
722007.08.13 14:06close310.701.36320.00000.000024.55541.95
732007.08.13 14:06close320.801.36320.00000.000016.03557.98
742007.08.13 14:06close330.901.36300.00000.0000-33.61524.36
752007.08.13 14:06close341.001.36300.00000.0000-52.35472.01
762007.08.13 14:06close351.101.36300.00000.0000-75.19396.83
772007.08.13 14:06close361.201.36320.00000.000060.04456.87
782007.08.13 14:06close371.301.36300.00000.0000-88.86368.02
792007.08.13 14:06close381.401.36320.00000.000070.05438.07
802007.08.13 14:06close391.501.36320.00000.000052.55490.62
812007.08.13 14:06close401.601.36320.00000.000032.06522.67
822007.08.13 14:06close411.701.36320.00000.00005.10527.77
832007.08.13 14:06sell420.101.36310.00000.0000
842007.08.13 14:53sell430.201.36160.00000.0000
852007.08.13 15:27buy440.301.36310.00000.0000
862007.08.13 17:35sell450.401.36160.00000.0000
872007.08.14 06:57sell460.501.36000.00000.0000
882007.08.14 07:42close420.101.35910.00000.00004.00531.78
892007.08.14 07:42close430.201.35910.00000.00005.01536.78
902007.08.14 07:42close440.301.35890.00000.0000-12.71524.08
912007.08.14 07:42close450.401.35910.00000.000010.01534.09
922007.08.14 07:42close460.501.35910.00000.00004.50538.59
932007.08.14 07:42sell470.101.35900.00000.0000
942007.08.14 07:52sell480.201.35750.00000.0000
952007.08.14 08:40buy490.301.35900.00000.0000
962007.08.14 08:47sell500.401.35750.00000.0000
972007.08.14 08:58buy510.501.35900.00000.0000
982007.08.14 09:17sell520.601.35750.00000.0000
992007.08.14 09:55buy530.701.35900.00000.0000
1002007.08.14 12:38sell540.801.35750.00000.0000
1012007.08.14 17:46sell550.901.35590.00000.0000
1022007.08.14 17:57sell561.001.35440.00000.0000
1032007.08.14 17:57close470.101.35430.00000.00004.70543.29
1042007.08.14 17:57close480.201.35430.00000.00006.40549.69
1052007.08.14 17:57close490.301.35410.00000.0000-14.70534.99
1062007.08.14 17:57close500.401.35430.00000.000012.80547.79
1072007.08.14 17:57close510.501.35410.00000.0000-24.50523.29
1082007.08.14 17:57close520.601.35430.00000.000019.20542.49
1092007.08.14 17:57close530.701.35410.00000.0000-34.30508.19
1102007.08.14 17:57close540.801.35430.00000.000025.60533.79
1112007.08.14 17:57close550.901.35430.00000.000014.40548.19
1122007.08.14 17:57close561.001.35430.00000.00001.00549.19
1132007.08.14 17:57sell570.101.35420.00000.0000
1142007.08.15 00:18sell580.201.35270.00000.0000
1152007.08.15 04:22sell590.301.35120.00000.0000
1162007.08.15 04:32close570.101.35050.00000.00003.70552.90
1172007.08.15 04:32close580.201.35050.00000.00004.40557.30
1182007.08.15 04:32close590.301.35050.00000.00002.10559.40
1192007.08.15 04:32sell600.101.35020.00000.0000
1202007.08.15 05:46sell610.201.34870.00000.0000
1212007.08.15 06:45buy620.301.35020.00000.0000
1222007.08.15 07:02sell630.401.34870.00000.0000
1232007.08.15 07:07buy640.501.35020.00000.0000
1242007.08.15 07:21sell650.601.34870.00000.0000
1252007.08.15 07:42buy660.701.35020.00000.0000
1262007.08.15 08:00sell670.801.34870.00000.0000
1272007.08.15 09:15buy680.901.35020.00000.0000
1282007.08.15 10:12sell691.001.34870.00000.0000
1292007.08.15 11:10sell701.101.34720.00000.0000
1302007.08.15 11:20buy711.201.34870.00000.0000
1312007.08.15 11:33sell721.301.34720.00000.0000
1322007.08.15 12:59sell731.401.34570.00000.0000
1332007.08.15 13:11buy741.501.34720.00000.0000
1342007.08.15 13:55buy751.601.34870.00000.0000
1352007.08.15 14:27buy761.701.35020.00000.0000
1362007.08.16 10:35close600.101.33750.00000.000012.71572.11
1372007.08.16 10:35close610.201.33750.00000.000022.42594.53
1382007.08.16 10:35close620.301.33730.00000.0000-39.02555.51
1392007.08.16 10:35close630.401.33750.00000.000044.84600.35
1402007.08.16 10:35close640.501.33730.00000.0000-65.03535.33
1412007.08.16 10:35close650.601.33750.00000.000067.26602.59
1422007.08.16 10:35close660.701.33730.00000.0000-91.03511.56
1432007.08.16 10:35close670.801.33750.00000.000089.68601.24
1442007.08.16 10:35close680.901.33730.00000.0000-117.04484.20
1452007.08.16 10:35close691.001.33750.00000.0000112.11596.30
1462007.08.16 10:35close701.101.33750.00000.0000106.82703.12
1472007.08.16 10:35close711.201.33730.00000.0000-138.06565.06
1482007.08.16 10:35close721.301.33750.00000.0000126.24691.29
1492007.08.16 10:35close731.401.33750.00000.0000114.95806.24
1502007.08.16 10:35close741.501.33730.00000.0000-150.07656.17
1512007.08.16 10:35close751.601.33730.00000.0000-184.08472.09
1522007.08.16 10:35close761.701.33730.00000.0000-221.09251.00
1532007.08.16 10:35sell770.101.33720.00000.0000
1542007.08.16 10:37buy780.201.33870.00000.0000
1552007.08.16 10:52buy790.301.34020.00000.0000
1562007.08.16 10:58sell800.401.33870.00000.0000
1572007.08.16 11:31buy810.501.34020.00000.0000
1582007.08.16 11:40buy820.601.34180.00000.0000
1592007.08.16 11:58sell830.701.34020.00000.0000
1602007.08.16 12:27buy840.801.34180.00000.0000
1612007.08.16 13:44buy850.901.34330.00000.0000
1622007.08.16 13:45close770.101.34370.00000.0000-6.50244.50
1632007.08.16 13:45close780.201.34350.00000.00009.60254.10
1642007.08.16 13:45close790.301.34350.00000.00009.90264.00
1652007.08.16 13:45close800.401.34370.00000.0000-20.00244.00
1662007.08.16 13:45close810.501.34350.00000.000016.50260.50
1672007.08.16 13:45close820.601.34350.00000.000010.20270.70
1682007.08.16 13:45close830.701.34370.00000.0000-24.50246.20
1692007.08.16 13:45close840.801.34350.00000.000013.60259.80
1702007.08.16 13:45close850.901.34350.00000.00001.80261.60
1712007.08.16 13:45buy860.101.34360.00000.0000
1722007.08.16 13:57sell870.201.34200.00000.0000
1732007.08.16 14:21sell880.301.34050.00000.0000
1742007.08.16 16:00sell890.401.33900.00000.0000
1752007.08.16 16:03buy900.501.34050.00000.0000
1762007.08.16 16:08sell910.601.33900.00000.0000
1772007.08.16 17:13buy920.701.34050.00000.0000
1782007.08.16 17:28sell930.801.33900.00000.0000
1792007.08.16 17:36buy940.901.34050.00000.0000
1802007.08.16 17:48sell951.001.33900.00000.0000
1812007.08.16 18:02buy961.101.34050.00000.0000
1822007.12.20 00:00close at stop961.101.43830.00000.00001027.291288.89
1832007.12.20 00:00close at stop951.001.43850.00000.0000-990.59298.30
1842007.12.20 00:00close at stop940.901.43830.00000.0000840.511138.81
1852007.12.20 00:00close at stop930.801.43850.00000.0000-792.47346.34
1862007.12.20 00:00close at stop920.701.43830.00000.0000653.731000.07
1872007.12.20 00:00close at stop910.601.43850.00000.0000-594.35405.71
1882007.12.20 00:00close at stop900.501.43830.00000.0000466.95872.66
1892007.12.20 00:00close at stop890.401.43850.00000.0000-396.24476.43
1902007.12.20 00:00close at stop880.301.43850.00000.0000-292.68183.75
1912007.12.20 00:00close at stop870.201.43850.00000.0000-192.12-8.37
1922007.12.20 00:00close at stop860.101.43830.00000.000090.2981.92