Strategy Tester Report
SVM_v_12a_EURUSD
(Build 216)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2008.03.17 07:20 - 2008.05.23 22:55
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSymb0="EURUSD"; Lots=0.1; diff1=1; decimalplace=14; svmtype=0; BasePeriod=5; TrainPeriod=60; class_type=1; TrainStopLoss=60; TrainTakeProfit=60; TradeStopLoss=60; TradeTakeProfit=60; FutureWindow=70; Signal=8; UseRamDisk=true; BeginDate=1970.01.01 00:00;
Bars in test14221Ticks modelled537105Modelling quality89.37%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-574.20Gross profit1469.64Gross loss-2043.84
Profit factor0.72Expected payoff-4.07
Absolute drawdown590.86Maximal drawdown600.86 (6.00%)Relative drawdown6.00% (600.86)
Total trades141Short positions (won %)57 (42.11%)Long positions (won %)84 (51.19%)
Profit trades (% of total)67 (47.52%)Loss trades (% of total)74 (52.48%)
Largestprofit trade60.00loss trade-62.34
Averageprofit trade21.93loss trade-27.62
Maximumconsecutive wins (profit in money)8 (117.00)consecutive losses (loss in money)7 (-150.78)
Maximalconsecutive profit (count of wins)157.22 (5)consecutive loss (count of losses)-243.12 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.04.01 09:55buy10.101.56771.56171.5737
22008.04.01 11:00close10.101.56771.56171.57370.0010000.00
32008.04.01 11:00sell20.101.56771.57371.5617
42008.04.01 11:10close20.101.56831.57371.5617-6.009994.00
52008.04.01 11:10buy30.101.56831.56231.5743
62008.04.01 14:55s/l30.101.56231.56231.5743-60.009934.00
72008.04.02 08:00sell40.101.55531.56131.5493
82008.04.02 08:35close40.101.55721.56131.5493-19.009915.00
92008.04.02 08:35buy50.101.55721.55121.5632
102008.04.02 09:00close50.101.55761.55121.56324.009919.00
112008.04.02 09:00sell60.101.55761.56361.5516
122008.04.02 09:05close60.101.55841.56361.5516-8.009911.00
132008.04.02 09:05buy70.101.55841.55241.5644
142008.04.02 09:25close70.101.55961.55241.564412.009923.00
152008.04.02 09:25sell80.101.55961.56561.5536
162008.04.02 09:40close80.101.56191.56561.5536-23.009900.00
172008.04.02 09:40buy90.101.56191.55591.5679
182008.04.02 11:30close90.101.56491.55591.567930.009930.00
192008.04.02 11:30sell100.101.56491.57091.5589
202008.04.02 11:55close100.101.56441.57091.55895.009935.00
212008.04.02 11:55buy110.101.56441.55841.5704
222008.04.02 14:30s/l110.101.55841.55841.5704-60.009875.00
232008.04.02 22:25buy120.101.56921.56321.5752
242008.04.03 06:11s/l120.101.56321.56321.5752-62.349812.66
252008.04.03 12:10sell130.101.55561.56161.5496
262008.04.03 14:00close130.101.55301.56161.549626.009838.66
272008.04.03 14:00buy140.101.55301.54701.5590
282008.04.03 14:20close140.101.55251.54701.5590-5.009833.66
292008.04.03 14:20sell150.101.55251.55851.5465
302008.04.03 14:35s/l150.101.55851.55851.5465-60.009773.66
312008.04.03 14:45sell160.101.55761.56361.5516
322008.04.03 14:55close160.101.56051.56361.5516-29.009744.66
332008.04.03 14:55buy170.101.56051.55451.5665
342008.04.03 15:45close170.101.56021.55451.5665-3.009741.66
352008.04.03 15:45sell180.101.56021.56621.5542
362008.04.03 16:30close180.101.55981.56621.55424.009745.66
372008.04.03 16:30buy190.101.55981.55381.5658
382008.04.03 16:55close190.101.56211.55381.565823.009768.66
392008.04.03 16:55sell200.101.56211.56811.5561
402008.04.03 17:30close200.101.56701.56811.5561-49.009719.66
412008.04.03 17:30buy210.101.56701.56101.5730
422008.04.04 00:10close210.101.56771.56101.57306.229725.88
432008.04.04 00:10sell220.101.56771.57371.5617
442008.04.04 00:35close220.101.56671.57371.561710.009735.88
452008.04.04 00:35buy230.101.56671.56071.5727
462008.04.04 09:40close230.101.57061.56071.572739.009774.88
472008.04.04 09:40sell240.101.57061.57661.5646
482008.04.04 10:35close240.101.57081.57661.5646-2.009772.88
492008.04.04 10:35buy250.101.57081.56481.5768
502008.04.04 13:20close250.101.57201.56481.576812.009784.88
512008.04.04 13:20sell260.101.57201.57801.5660
522008.04.04 13:30close260.101.57211.57801.5660-1.009783.88
532008.04.04 13:30buy270.101.57211.56611.5781
542008.04.04 14:00close270.101.57181.56611.5781-3.009780.88
552008.04.04 14:00sell280.101.57181.57781.5658
562008.04.04 15:05close280.101.56991.57781.565819.009799.88
572008.04.04 15:05buy290.101.56991.56391.5759
582008.04.04 15:35close290.101.57291.56391.575930.009829.88
592008.04.04 15:35sell300.101.57291.57891.5669
602008.04.04 16:00close300.101.57221.57891.56697.009836.88
612008.04.04 16:00buy310.101.57221.56621.5782
622008.04.04 16:25close310.101.57361.56621.578214.009850.88
632008.04.04 16:25sell320.101.57361.57961.5676
642008.04.04 17:05close320.101.57321.57961.56764.009854.88
652008.04.04 17:05buy330.101.57321.56721.5792
662008.04.07 03:06close330.101.56991.56721.5792-33.789821.10
672008.04.07 03:06sell340.101.56991.57591.5639
682008.04.07 03:15close340.101.57031.57591.5639-4.009817.10
692008.04.07 03:15buy350.101.57031.56431.5763
702008.04.07 09:21s/l350.101.56431.56431.5763-60.009757.10
712008.04.07 10:20buy360.101.56951.56351.5755
722008.04.07 10:30close360.101.56901.56351.5755-5.009752.10
732008.04.07 10:30sell370.101.56901.57501.5630
742008.04.07 13:10close370.101.57051.57501.5630-15.009737.10
752008.04.07 13:10buy380.101.57051.56451.5765
762008.04.07 13:30close380.101.56891.56451.5765-16.009721.10
772008.04.07 13:30sell390.101.56891.57491.5629
782008.04.07 14:10close390.101.57061.57491.5629-17.009704.10
792008.04.07 14:10buy400.101.57061.56461.5766
802008.04.08 02:14t/p400.101.57661.56461.576659.229763.32
812008.04.08 06:30buy410.101.57561.56961.5816
822008.04.08 14:06s/l410.101.56961.56961.5816-60.009703.32
832008.04.08 14:10buy420.101.57001.56401.5760
842008.04.08 16:10close420.101.57141.56401.576014.009717.32
852008.04.08 16:10sell430.101.57141.57741.5654
862008.04.08 16:40close430.101.57181.57741.5654-4.009713.32
872008.04.08 16:40buy440.101.57181.56581.5778
882008.04.08 20:40close440.101.57251.56581.57787.009720.32
892008.04.08 20:40sell450.101.57251.57851.5665
902008.04.08 21:30close450.101.57211.57851.56654.009724.32
912008.04.08 21:30buy460.101.57211.56611.5781
922008.04.09 00:10close460.101.56861.56611.5781-35.789688.54
932008.04.09 00:10sell470.101.56861.57461.5626
942008.04.09 01:10close470.101.56991.57461.5626-13.009675.54
952008.04.09 01:10buy480.101.56991.56391.5759
962008.04.09 15:06t/p480.101.57591.56391.575960.009735.54
972008.04.09 16:00buy490.101.57621.57021.5822
982008.04.09 17:35close490.101.58091.57021.582247.009782.54
992008.04.09 17:35sell500.101.58091.58691.5749
1002008.04.09 17:45close500.101.58061.58691.57493.009785.54
1012008.04.09 17:45buy510.101.58061.57461.5866
1022008.04.10 06:12close510.101.58361.57461.586627.669813.20
1032008.04.10 06:12sell520.101.58361.58961.5776
1042008.04.10 08:40close520.101.58291.58961.57767.009820.20
1052008.04.10 08:40buy530.101.58291.57691.5889
1062008.04.10 09:35close530.101.58301.57691.58891.009821.20
1072008.04.10 09:35sell540.101.58301.58901.5770
1082008.04.10 10:55close540.101.58711.58901.5770-41.009780.20
1092008.04.10 10:55buy550.101.58711.58111.5931
1102008.04.10 16:50s/l550.101.58111.58111.5931-60.009720.20
1112008.04.11 08:05buy560.101.57741.57141.5834
1122008.04.11 09:32t/p560.101.58341.57141.583460.009780.20
1132008.04.11 10:55buy570.101.58371.57771.5897
1142008.04.14 00:00s/l570.101.57771.57771.5897-60.789719.42
1152008.04.15 00:02buy580.101.58371.57771.5897
1162008.04.15 08:10close580.101.58321.57771.5897-5.009714.42
1172008.04.15 08:10sell590.101.58321.58921.5772
1182008.04.15 08:25close590.101.58251.58921.57727.009721.42
1192008.04.15 08:25buy600.101.58251.57651.5885
1202008.04.15 08:45close600.101.58281.57651.58853.009724.42
1212008.04.15 08:45sell610.101.58281.58881.5768
1222008.04.15 14:40close610.101.58001.58881.576828.009752.42
1232008.04.15 14:40buy620.101.58001.57401.5860
1242008.04.16 10:58t/p620.101.58601.57401.586059.229811.64
1252008.04.16 11:00buy630.101.58591.57991.5919
1262008.04.16 11:34t/p630.101.59191.57991.591960.009871.64
1272008.04.17 00:50buy640.101.59541.58941.6014
1282008.04.17 10:30close640.101.59521.58941.6014-2.009869.64
1292008.04.17 10:30sell650.101.59521.60121.5892
1302008.04.17 10:45close650.101.59511.60121.58921.009870.64
1312008.04.17 10:45buy660.101.59511.58911.6011
1322008.04.17 11:10close660.101.59481.58911.6011-3.009867.64
1332008.04.17 11:10sell670.101.59481.60081.5888
1342008.04.17 11:30close670.101.59701.60081.5888-22.009845.64
1352008.04.17 11:30buy680.101.59701.59101.6030
1362008.04.17 11:55close680.101.59561.59101.6030-14.009831.64
1372008.04.17 11:55sell690.101.59561.60161.5896
1382008.04.17 12:10close690.101.59591.60161.5896-3.009828.64
1392008.04.17 12:10buy700.101.59591.58991.6019
1402008.04.17 13:07s/l700.101.58991.58991.6019-60.009768.64
1412008.04.17 14:00buy710.101.58551.57951.5915
1422008.04.17 14:55t/p710.101.59151.57951.591560.009828.64
1432008.04.18 06:00buy720.101.59031.58431.5963
1442008.04.18 12:23s/l720.101.58431.58431.5963-60.009768.64
1452008.04.18 13:15buy730.101.58501.57901.5910
1462008.04.18 13:55s/l730.101.57901.57901.5910-60.009708.64
1472008.04.21 10:55buy740.101.58671.58071.5927
1482008.04.21 14:35t/p740.101.59271.58071.592760.009768.64
1492008.04.22 19:05buy750.101.59931.59331.6053
1502008.04.23 14:33s/l750.101.59331.59331.6053-60.789707.86
1512008.04.23 15:25buy760.101.59091.58491.5969
1522008.04.24 03:35s/l760.101.58491.58491.5969-62.349645.52
1532008.04.24 03:40buy770.101.58361.57761.5896
1542008.04.24 10:08s/l770.101.57761.57761.5896-60.009585.52
1552008.04.24 11:40buy780.101.57471.56871.5807
1562008.04.24 15:06s/l780.101.56871.56871.5807-60.009525.52
1572008.04.25 11:05buy790.101.55911.55311.5651
1582008.04.25 16:43t/p790.101.56511.55311.565160.009585.52
1592008.04.25 19:55buy800.101.56171.55571.5677
1602008.04.25 20:05close800.101.56121.55571.5677-5.009580.52
1612008.04.25 20:05sell810.101.56121.56721.5552
1622008.04.25 20:30close810.101.56041.56721.55528.009588.52
1632008.04.25 20:30buy820.101.56041.55441.5664
1642008.04.25 21:20close820.101.55981.55441.5664-6.009582.52
1652008.04.25 21:20sell830.101.55981.56581.5538
1662008.04.25 22:00close830.101.55951.56581.55383.009585.52
1672008.04.25 22:00buy840.101.55951.55351.5655
1682008.04.28 07:15t/p840.101.56551.55351.565559.229644.74
1692008.04.29 00:00buy850.101.56551.55951.5715
1702008.04.29 00:17close850.101.56571.55951.57152.009646.74
1712008.04.29 00:17sell860.101.56571.57171.5597
1722008.04.29 02:00close860.101.56591.57171.5597-2.009644.74
1732008.04.29 02:00buy870.101.56591.55991.5719
1742008.04.29 08:42s/l870.101.55991.55991.5719-60.009584.74
1752008.04.29 23:20sell880.101.55681.56281.5508
1762008.04.30 17:00close880.101.55721.56281.5508-3.489581.26
1772008.04.30 17:00buy890.101.55721.55121.5632
1782008.04.30 17:10close890.101.55721.55121.56320.009581.26
1792008.04.30 17:10sell900.101.55721.56321.5512
1802008.04.30 17:20close900.101.55641.56321.55128.009589.26
1812008.04.30 17:20buy910.101.55641.55041.5624
1822008.04.30 17:35close910.101.55841.55041.562420.009609.26
1832008.04.30 17:35sell920.101.55841.56441.5524
1842008.04.30 18:05close920.101.55681.56441.552416.009625.26
1852008.04.30 18:05buy930.101.55681.55081.5628
1862008.04.30 18:20close930.101.55771.55081.56289.009634.26
1872008.04.30 18:20sell940.101.55771.56371.5517
1882008.04.30 18:45close940.101.55741.56371.55173.009637.26
1892008.04.30 18:45buy950.101.55741.55141.5634
1902008.04.30 20:46t/p950.101.56341.55141.563460.009697.26
1912008.05.01 03:25buy960.101.56391.55791.5699
1922008.05.01 03:35close960.101.56401.55791.56991.009698.26
1932008.05.01 03:35sell970.101.56401.57001.5580
1942008.05.01 04:00close970.101.56451.57001.5580-5.009693.26
1952008.05.01 04:00buy980.101.56451.55851.5705
1962008.05.01 04:45close980.101.56391.55851.5705-6.009687.26
1972008.05.01 04:45sell990.101.56391.56991.5579
1982008.05.01 09:23t/p990.101.55791.56991.557960.009747.26
1992008.05.01 09:30sell1000.101.55701.56301.5510
2002008.05.01 09:40close1000.101.55541.56301.551016.009763.26
2012008.05.01 09:40buy1010.101.55541.54941.5614
2022008.05.01 11:00close1010.101.55161.54941.5614-38.009725.26
2032008.05.01 11:00sell1020.101.55161.55761.5456
2042008.05.01 11:10close1020.101.55301.55761.5456-14.009711.26
2052008.05.01 11:10buy1030.101.55301.54701.5590
2062008.05.01 14:37s/l1030.101.54701.54701.5590-60.009651.26
2072008.05.02 15:40sell1040.101.54111.54711.5351
2082008.05.02 16:30close1040.101.54091.54711.53512.009653.26
2092008.05.02 16:30buy1050.101.54091.53491.5469
2102008.05.02 16:45close1050.101.54151.53491.54696.009659.26
2112008.05.02 16:45sell1060.101.54151.54751.5355
2122008.05.02 17:10close1060.101.54321.54751.5355-17.009642.26
2132008.05.02 17:10buy1070.101.54321.53721.5492
2142008.05.05 08:10close1070.101.54631.53721.549230.229672.48
2152008.05.05 08:10sell1080.101.54631.55231.5403
2162008.05.05 10:10close1080.101.54731.55231.5403-10.009662.48
2172008.05.05 10:10buy1090.101.54731.54131.5533
2182008.05.05 12:45close1090.101.54731.54131.55330.009662.48
2192008.05.05 12:45sell1100.101.54731.55331.5413
2202008.05.05 13:10close1100.101.54571.55331.541316.009678.48
2212008.05.05 13:10buy1110.101.54571.53971.5517
2222008.05.05 16:45close1110.101.54621.53971.55175.009683.48
2232008.05.05 16:45sell1120.101.54621.55221.5402
2242008.05.05 17:15close1120.101.54891.55221.5402-27.009656.48
2252008.05.05 17:15buy1130.101.54891.54291.5549
2262008.05.05 21:10close1130.101.54991.54291.554910.009666.48
2272008.05.05 21:10sell1140.101.54991.55591.5439
2282008.05.05 21:45close1140.101.54971.55591.54392.009668.48
2292008.05.05 21:45buy1150.101.54971.54371.5557
2302008.05.06 15:15t/p1150.101.55571.54371.555759.229727.70
2312008.05.09 20:01buy1160.101.54671.54071.5527
2322008.05.12 05:04s/l1160.101.54071.54071.5527-60.789666.92
2332008.05.12 08:00buy1170.101.53991.53391.5459
2342008.05.12 08:15close1170.101.53811.53391.5459-18.009648.92
2352008.05.12 08:15sell1180.101.53811.54411.5321
2362008.05.12 08:25close1180.101.53951.54411.5321-14.009634.92
2372008.05.12 08:25buy1190.101.53951.53351.5455
2382008.05.12 09:40close1190.101.53951.53351.54550.009634.92
2392008.05.12 09:40sell1200.101.53951.54551.5335
2402008.05.12 09:50close1200.101.54081.54551.5335-13.009621.92
2412008.05.12 09:50buy1210.101.54081.53481.5468
2422008.05.12 12:06close1210.101.54401.53481.546832.009653.92
2432008.05.12 12:06sell1220.101.54401.55001.5380
2442008.05.12 12:50close1220.101.54641.55001.5380-24.009629.92
2452008.05.12 12:50buy1230.101.54641.54041.5524
2462008.05.12 13:36close1230.101.54491.54041.5524-15.009614.92
2472008.05.12 13:36sell1240.101.54491.55091.5389
2482008.05.12 13:55close1240.101.54521.55091.5389-3.009611.92
2492008.05.12 13:55buy1250.101.54521.53921.5512
2502008.05.12 17:09t/p1250.101.55121.53921.551260.009671.92
2512008.05.13 06:00buy1260.101.55401.54801.5600
2522008.05.13 10:47s/l1260.101.54801.54801.5600-60.009611.92
2532008.05.13 14:05buy1270.101.54761.54161.5536
2542008.05.13 18:40close1270.101.54961.54161.553620.009631.92
2552008.05.13 18:40sell1280.101.54961.55561.5436
2562008.05.13 19:00close1280.101.55071.55561.5436-11.009620.92
2572008.05.13 19:00buy1290.101.55071.54471.5567
2582008.05.14 03:33s/l1290.101.54471.54471.5567-60.789560.14
2592008.05.14 07:20buy1300.101.54531.53931.5513
2602008.05.14 07:30close1300.101.54471.53931.5513-6.009554.14
2612008.05.14 07:30sell1310.101.54471.55071.5387
2622008.05.14 08:10close1310.101.54681.55071.5387-21.009533.14
2632008.05.14 08:10buy1320.101.54681.54081.5528
2642008.05.14 09:43s/l1320.101.54081.54081.5528-60.009473.14
2652008.05.14 14:00sell1330.101.54361.54961.5376
2662008.05.14 15:00close1330.101.54671.54961.5376-31.009442.14
2672008.05.14 15:00buy1340.101.54671.54071.5527
2682008.05.15 08:13t/p1340.101.55271.54071.552757.669499.80
2692008.05.19 07:00buy1350.101.55671.55071.5627
2702008.05.19 07:10close1350.101.55641.55071.5627-3.009496.80
2712008.05.19 07:10sell1360.101.55641.56241.5504
2722008.05.19 07:35close1360.101.55781.56241.5504-14.009482.80
2732008.05.19 07:35buy1370.101.55781.55181.5638
2742008.05.19 08:20close1370.101.55751.55181.5638-3.009479.80
2752008.05.19 08:20sell1380.101.55751.56351.5515
2762008.05.19 10:00close1380.101.56001.56351.5515-25.009454.80
2772008.05.19 10:00buy1390.101.56001.55401.5660
2782008.05.19 11:41close1390.101.56091.55401.56609.009463.80
2792008.05.19 11:41sell1400.101.56091.56691.5549
2802008.05.19 12:10close1400.101.55871.56691.554922.009485.80
2812008.05.19 12:10buy1410.101.55871.55271.5647
2822008.05.19 16:07s/l1410.101.55271.55271.5647-60.009425.80