Strategy Tester Report
SVM_v_16a_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=240; class_type=1; TrainStopLoss=40; TrainTakeProfit=40; TradeStopLoss=60; TradeTakeProfit=60; FutureWindow=5; Signal=8; UseRamDisk=true; BeginDate=1970.01.01 00:00; ReverseSignal=false;
Bars in test14221Ticks modelled537105Modelling quality89.37%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-296.38Gross profit1606.88Gross loss-1903.26
Profit factor0.84Expected payoff-2.99
Absolute drawdown361.60Maximal drawdown611.10 (5.96%)Relative drawdown5.96% (611.10)
Total trades99Short positions (won %)33 (51.52%)Long positions (won %)66 (48.48%)
Profit trades (% of total)49 (49.49%)Loss trades (% of total)50 (50.51%)
Largestprofit trade60.52loss trade-62.34
Averageprofit trade32.79loss trade-38.07
Maximumconsecutive wins (profit in money)5 (187.52)consecutive losses (loss in money)7 (-280.90)
Maximalconsecutive profit (count of wins)187.52 (5)consecutive loss (count of losses)-300.78 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.04.01 08:35buy10.101.56851.56251.5745
22008.04.01 12:07s/l10.101.56251.56251.5745-60.009940.00
32008.04.01 16:45buy20.101.55691.55091.5629
42008.04.01 17:05close20.101.56091.55091.562940.009980.00
52008.04.01 17:05sell30.101.56091.56691.5549
62008.04.02 07:38t/p30.101.55491.56691.554960.5210040.52
72008.04.02 08:30buy40.101.55711.55111.5631
82008.04.02 09:30close40.101.55971.55111.563126.0010066.52
92008.04.02 09:30sell50.101.55971.56571.5537
102008.04.02 11:00close50.101.56391.56571.5537-42.0010024.52
112008.04.02 11:00buy60.101.56391.55791.5699
122008.04.02 11:15close60.101.56511.55791.569912.0010036.52
132008.04.02 11:15sell70.101.56511.57111.5591
142008.04.02 14:30t/p70.101.55911.57111.559160.0010096.52
152008.04.02 15:30buy80.101.56031.55431.5663
162008.04.02 16:50close80.101.56191.55431.566316.0010112.52
172008.04.02 16:50sell90.101.56191.56791.5559
182008.04.02 20:02s/l90.101.56791.56791.5559-60.0010052.52
192008.04.02 21:00buy100.101.56661.56061.5726
202008.04.03 09:46s/l100.101.56061.56061.5726-62.349990.18
212008.04.03 10:40buy110.101.56091.55491.5669
222008.04.03 12:30s/l110.101.55491.55491.5669-60.009930.18
232008.04.03 12:35buy120.101.55441.54841.5604
242008.04.03 14:40close120.101.55661.54841.560422.009952.18
252008.04.03 14:40sell130.101.55661.56261.5506
262008.04.03 15:50close130.101.56171.56261.5506-51.009901.18
272008.04.03 15:50buy140.101.56171.55571.5677
282008.04.03 16:55close140.101.56211.55571.56774.009905.18
292008.04.03 16:55sell150.101.56211.56811.5561
302008.04.03 17:10close150.101.56251.56811.5561-4.009901.18
312008.04.03 17:10buy160.101.56251.55651.5685
322008.04.03 18:25t/p160.101.56851.55651.568560.009961.18
332008.04.04 05:30buy170.101.56701.56101.5730
342008.04.04 05:40close170.101.56611.56101.5730-9.009952.18
352008.04.04 05:40sell180.101.56611.57211.5601
362008.04.04 05:50close180.101.56541.57211.56017.009959.18
372008.04.04 05:50buy190.101.56541.55941.5714
382008.04.04 09:49t/p190.101.57141.55941.571460.0010019.18
392008.04.04 09:50buy200.101.57211.56611.5781
402008.04.04 10:55close200.101.57061.56611.5781-15.0010004.18
412008.04.04 10:55sell210.101.57061.57661.5646
422008.04.04 11:05close210.101.57061.57661.56460.0010004.18
432008.04.04 11:05buy220.101.57061.56461.5766
442008.04.04 14:33t/p220.101.57661.56461.576660.0010064.18
452008.04.04 14:45buy230.101.57111.56511.5771
462008.04.07 04:03s/l230.101.56511.56511.5771-60.7810003.40
472008.04.07 09:25buy240.101.56351.55751.5695
482008.04.07 10:20t/p240.101.56951.55751.569560.0010063.40
492008.04.07 10:30sell250.101.56901.57501.5630
502008.04.07 10:40close250.101.56871.57501.56303.0010066.40
512008.04.07 10:40buy260.101.56871.56271.5747
522008.04.08 02:11t/p260.101.57471.56271.574759.2210125.62
532008.04.08 03:26buy270.101.57761.57161.5836
542008.04.08 13:13s/l270.101.57161.57161.5836-60.0010065.62
552008.04.08 14:20buy280.101.56941.56341.5754
562008.04.09 15:06t/p280.101.57541.56341.575459.2210124.84
572008.04.09 16:20buy290.101.57651.57051.5825
582008.04.09 18:45t/p290.101.58251.57051.582560.0010184.84
592008.04.09 18:55buy300.101.58391.57791.5899
602008.04.09 19:25close300.101.58371.57791.5899-2.0010182.84
612008.04.09 19:25sell310.101.58371.58971.5777
622008.04.09 19:40close310.101.58411.58971.5777-4.0010178.84
632008.04.09 19:40buy320.101.58411.57811.5901
642008.04.10 11:13t/p320.101.59011.57811.590157.6610236.50
652008.04.10 11:25buy330.101.58941.58341.5954
662008.04.10 12:30close330.101.58911.58341.5954-3.0010233.50
672008.04.10 12:30sell340.101.58911.59511.5831
682008.04.10 12:40close340.101.58881.59511.58313.0010236.50
692008.04.10 12:40buy350.101.58881.58281.5948
702008.04.10 14:49s/l350.101.58281.58281.5948-60.0010176.50
712008.04.10 14:50buy360.101.58281.57681.5888
722008.04.10 17:11s/l360.101.57681.57681.5888-60.0010116.50
732008.04.11 10:10sell370.101.58211.58811.5761
742008.04.11 12:35close370.101.58181.58811.57613.0010119.50
752008.04.11 12:35buy380.101.58181.57581.5878
762008.04.11 14:20close380.101.58361.57581.587818.0010137.50
772008.04.11 14:20sell390.101.58361.58961.5776
782008.04.11 18:05close390.101.57971.58961.577639.0010176.50
792008.04.11 18:05buy400.101.57971.57371.5857
802008.04.14 00:00s/l400.101.57371.57371.5857-60.7810115.72
812008.04.14 08:45buy410.101.57711.57111.5831
822008.04.14 12:30t/p410.101.58311.57111.583160.0010175.72
832008.04.14 12:40sell420.101.58371.58971.5777
842008.04.14 12:46close420.101.58391.58971.5777-2.0010173.72
852008.04.14 12:46buy430.101.58391.57791.5899
862008.04.14 14:00close430.101.58741.57791.589935.0010208.72
872008.04.14 14:00sell440.101.58741.59341.5814
882008.04.14 14:15close440.101.58731.59341.58141.0010209.72
892008.04.14 14:15buy450.101.58731.58131.5933
902008.04.14 19:51s/l450.101.58131.58131.5933-60.0010149.72
912008.04.15 08:00buy460.101.58431.57831.5903
922008.04.15 09:35close460.101.58631.57831.590320.0010169.72
932008.04.15 09:35sell470.101.58631.59231.5803
942008.04.15 11:05close470.101.58221.59231.580341.0010210.72
952008.04.15 11:05buy480.101.58221.57621.5882
962008.04.15 19:31s/l480.101.57621.57621.5882-60.0010150.72
972008.04.16 08:05sell490.101.58241.58841.5764
982008.04.16 08:10close490.101.58461.58841.5764-22.0010128.72
992008.04.16 08:10buy500.101.58461.57861.5906
1002008.04.16 11:24t/p500.101.59061.57861.590660.0010188.72
1012008.04.17 03:20buy510.101.59321.58721.5992
1022008.04.17 03:25close510.101.59341.58721.59922.0010190.72
1032008.04.17 03:25sell520.101.59341.59941.5874
1042008.04.17 09:05close520.101.59491.59941.5874-15.0010175.72
1052008.04.17 09:05buy530.101.59491.58891.6009
1062008.04.17 09:15close530.101.59411.58891.6009-8.0010167.72
1072008.04.17 09:15sell540.101.59411.60011.5881
1082008.04.17 09:25close540.101.59471.60011.5881-6.0010161.72
1092008.04.17 09:25buy550.101.59471.58871.6007
1102008.04.17 11:05close550.101.59541.58871.60077.0010168.72
1112008.04.17 11:05sell560.101.59541.60141.5894
1122008.04.17 11:10close560.101.59511.60141.58943.0010171.72
1132008.04.17 11:10buy570.101.59511.58911.6011
1142008.04.17 13:45s/l570.101.58911.58911.6011-60.0010111.72
1152008.04.17 13:50buy580.101.58841.58241.5944
1162008.04.17 14:55close580.101.59101.58241.594426.0010137.72
1172008.04.17 14:55sell590.101.59101.59701.5850
1182008.04.17 15:05close590.101.59281.59701.5850-18.0010119.72
1192008.04.17 15:05buy600.101.59281.58681.5988
1202008.04.18 11:47s/l600.101.58681.58681.5988-60.7810058.94
1212008.04.18 12:35buy610.101.58311.57711.5891
1222008.04.18 13:58s/l610.101.57711.57711.5891-60.009998.94
1232008.04.18 14:00buy620.101.57851.57251.5845
1242008.04.18 14:42s/l620.101.57251.57251.5845-60.009938.94
1252008.04.21 09:30buy630.101.58371.57771.5897
1262008.04.21 11:45close630.101.58531.57771.589716.009954.94
1272008.04.21 11:45sell640.101.58531.59131.5793
1282008.04.21 13:06s/l640.101.59131.59131.5793-60.009894.94
1292008.04.21 17:20buy650.101.59041.58441.5964
1302008.04.22 08:52s/l650.101.58441.58441.5964-60.789834.16
1312008.04.22 08:55buy660.101.58501.57901.5910
1322008.04.22 10:10t/p660.101.59101.57901.591060.009894.16
1332008.04.22 11:50sell670.101.59461.60061.5886
1342008.04.22 16:15close670.101.59421.60061.58864.009898.16
1352008.04.22 16:15buy680.101.59421.58821.6002
1362008.04.22 16:49t/p680.101.60021.58821.600260.009958.16
1372008.04.22 17:25buy690.101.59941.59341.6054
1382008.04.22 17:35close690.101.59971.59341.60543.009961.16
1392008.04.22 17:35sell700.101.59971.60571.5937
1402008.04.23 14:33t/p700.101.59371.60571.593760.5210021.68
1412008.04.23 15:15buy710.101.59061.58461.5966
1422008.04.24 00:45close710.101.58831.58461.5966-25.349996.34
1432008.04.24 00:45sell720.101.58831.59431.5823
1442008.04.24 01:50close720.101.58841.59431.5823-1.009995.34
1452008.04.24 01:50buy730.101.58841.58241.5944
1462008.04.24 02:00close730.101.58801.58241.5944-4.009991.34
1472008.04.24 02:00sell740.101.58801.59401.5820
1482008.04.24 08:40close740.101.58331.59401.582047.0010038.34
1492008.04.24 08:40buy750.101.58331.57731.5893
1502008.04.24 10:09s/l750.101.57731.57731.5893-60.009978.34
1512008.04.24 10:10buy760.101.57731.57131.5833
1522008.04.24 14:43s/l760.101.57131.57131.5833-60.009918.34
1532008.04.24 14:45buy770.101.57111.56511.5771
1542008.04.24 17:23s/l770.101.56511.56511.5771-60.009858.34
1552008.04.24 19:00buy780.101.56691.56091.5729
1562008.04.25 09:25s/l780.101.56091.56091.5729-60.789797.56
1572008.04.25 09:40buy790.101.56221.55621.5682
1582008.04.25 10:04s/l790.101.55621.55621.5682-60.009737.56
1592008.04.25 10:50buy800.101.55831.55231.5643
1602008.04.25 11:50close800.101.56091.55231.564326.009763.56
1612008.04.25 11:50sell810.101.56091.56691.5549
1622008.04.25 12:25close810.101.56191.56691.5549-10.009753.56
1632008.04.25 12:25buy820.101.56191.55591.5679
1642008.04.25 15:35close820.101.56281.55591.56799.009762.56
1652008.04.25 15:35sell830.101.56281.56881.5568
1662008.04.25 15:45close830.101.56401.56881.5568-12.009750.56
1672008.04.25 15:45buy840.101.56401.55801.5700
1682008.04.28 00:30close840.101.56111.55801.5700-29.789720.78
1692008.04.28 00:30sell850.101.56111.56711.5551
1702008.04.28 00:45close850.101.56081.56711.55513.009723.78
1712008.04.28 00:45buy860.101.56081.55481.5668
1722008.04.28 08:05t/p860.101.56681.55481.566860.009783.78
1732008.04.28 09:05buy870.101.56331.55731.5693
1742008.04.28 12:01t/p870.101.56931.55731.569360.009843.78
1752008.04.28 12:15buy880.101.56751.56151.5735
1762008.04.28 12:55close880.101.56621.56151.5735-13.009830.78
1772008.04.28 12:55sell890.101.56621.57221.5602
1782008.04.28 14:20close890.101.56231.57221.560239.009869.78
1792008.04.28 14:20buy900.101.56231.55631.5683
1802008.04.28 17:05close900.101.56431.55631.568320.009889.78
1812008.04.28 17:05sell910.101.56431.57031.5583
1822008.04.29 09:03t/p910.101.55831.57031.558360.529950.30
1832008.04.29 09:05buy920.101.55891.55291.5649
1842008.04.30 10:39s/l920.101.55291.55291.5649-60.789889.52
1852008.04.30 11:25buy930.101.55621.55021.5622
1862008.04.30 16:10close930.101.55551.55021.5622-7.009882.52
1872008.04.30 16:10sell940.101.55551.56151.5495
1882008.04.30 20:36s/l940.101.56151.56151.5495-60.009822.52
1892008.04.30 20:50buy950.101.56331.55731.5693
1902008.04.30 21:50close950.101.56111.55731.5693-22.009800.52
1912008.04.30 21:50sell960.101.56111.56711.5551
1922008.04.30 22:05close960.101.56191.56711.5551-8.009792.52
1932008.04.30 22:05buy970.101.56191.55591.5679
1942008.05.01 09:34s/l970.101.55591.55591.5679-62.349730.18
1952008.05.01 15:45buy980.101.54821.54221.5542
1962008.05.02 14:30s/l980.101.54221.54221.5542-60.789669.40
1972008.05.02 14:35buy990.101.53911.53311.5451
1982008.05.05 00:40close at stop990.101.54261.53311.545134.229703.62