Strategy Tester Report
5-10

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2006.03.02 23:00 - 2006.04.04 20:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersTakeProfit=100; Lots=1; TrailingStop=35; ShortEma=5; LongWma=10; RSIPer=14; StochK=10; StochD=3; StochSlow=3;
Bars in test640Ticks modelled85183Modelling quality45.14%
Initial deposit10000.00
Total net profit-1086.00Gross profit5006.00Gross loss-6092.00
Profit factor0.82Expected payoff-29.35
Absolute drawdown2628.00Maximal drawdown (%)2628.00 (26.3%)
Total trades37Short positions (won %)17 (29.41%)Long positions (won %)20 (40.00%)
Profit trades (% of total)13 (35.14%)Loss trades (% of total)24 (64.86%)
Largestprofit trade1000.00loss trade-708.00
Averageprofit trade385.08loss trade-253.83
Maximumconsecutive wins (profit in money)3 (442.00)consecutive losses (loss in money)7 (-1598.00)
Maximalconsecutive profit (count of wins)1480.00 (2)consecutive loss (count of losses)-1598.00 (7)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.03 07:00buy11.001.20300.00001.2130
22006.03.03 17:00close11.001.19940.00001.2130-360.009640.00
32006.03.03 17:00sell21.001.19990.00001.1899
42006.03.03 20:08close21.001.20310.00001.1899-320.009320.00
52006.03.03 20:08buy31.001.20330.00001.2133
62006.03.06 01:03modify31.001.20331.20361.2133
72006.03.06 01:15modify31.001.20331.20371.2133
82006.03.06 01:22modify31.001.20331.20441.2133
92006.03.06 01:23modify31.001.20331.20471.2133
102006.03.06 01:30modify31.001.20331.20491.2133
112006.03.06 01:42modify31.001.20331.20501.2133
122006.03.06 01:50modify31.001.20331.20531.2133
132006.03.06 01:50modify31.001.20331.20571.2133
142006.03.06 02:23modify31.001.20331.20581.2133
152006.03.06 10:38s/l31.001.20581.20581.2133246.009566.00
162006.03.07 01:00sell41.001.20070.00001.1907
172006.03.07 06:37modify41.001.20071.20071.1907
182006.03.07 06:37modify41.001.20071.19951.1907
192006.03.07 06:38s/l41.001.19951.19951.1907120.009686.00
202006.03.08 02:30sell51.001.18720.00001.1772
212006.03.08 17:02close51.001.19280.00001.1772-560.009126.00
222006.03.08 17:02buy61.001.19240.00001.2024
232006.03.09 07:35close61.001.19180.00001.2024-64.009062.00
242006.03.09 07:35sell71.001.19200.00001.1820
252006.03.09 09:15close71.001.19400.00001.1820-200.008862.00
262006.03.09 09:15buy81.001.19380.00001.2038
272006.03.09 10:42close81.001.19220.00001.2038-160.008702.00
282006.03.09 10:43sell91.001.19220.00001.1822
292006.03.09 12:30close91.001.19400.00001.1822-180.008522.00
302006.03.09 12:30buy101.001.19390.00001.2039
312006.03.10 15:00close101.001.19120.00001.2039-274.008248.00
322006.03.10 15:00sell111.001.19120.00001.1812
332006.03.10 16:07modify111.001.19121.19031.1812
342006.03.10 16:07s/l111.001.19031.19031.181290.008338.00
352006.03.10 21:00buy121.001.19180.00001.2018
362006.03.13 09:37modify121.001.19181.19201.2018
372006.03.13 09:37modify121.001.19181.19221.2018
382006.03.13 09:38modify121.001.19181.19251.2018
392006.03.13 09:38modify121.001.19181.19331.2018
402006.03.13 10:40s/l121.001.19331.19331.2018146.008484.00
412006.03.13 18:00buy131.001.19300.00001.2030
422006.03.14 01:11modify131.001.19301.19311.2030
432006.03.14 01:13modify131.001.19301.19321.2030
442006.03.14 01:40modify131.001.19301.19331.2030
452006.03.14 02:32modify131.001.19301.19391.2030
462006.03.14 02:35modify131.001.19301.19401.2030
472006.03.14 02:35modify131.001.19301.19411.2030
482006.03.14 02:42modify131.001.19301.19421.2030
492006.03.14 02:43modify131.001.19301.19431.2030
502006.03.14 02:50modify131.001.19301.19441.2030
512006.03.14 02:50modify131.001.19301.19451.2030
522006.03.14 02:51modify131.001.19301.19461.2030
532006.03.14 10:07modify131.001.19301.19491.2030
542006.03.14 11:23modify131.001.19301.19501.2030
552006.03.14 12:08close131.001.19511.19501.2030206.008690.00
562006.03.14 12:08sell141.001.19520.00001.1852
572006.03.14 15:35close141.001.19790.00001.1852-270.008420.00
582006.03.14 15:35buy151.001.19790.00001.2079
592006.03.14 17:00modify151.001.19791.19821.2079
602006.03.14 17:52modify151.001.19791.19901.2079
612006.03.14 18:50modify151.001.19791.19911.2079
622006.03.14 19:15modify151.001.19791.19921.2079
632006.03.14 19:16modify151.001.19791.19931.2079
642006.03.14 19:17modify151.001.19791.19951.2079
652006.03.14 19:18modify151.001.19791.19961.2079
662006.03.15 09:53modify151.001.19791.19971.2079
672006.03.15 10:18modify151.001.19791.19991.2079
682006.03.15 10:18modify151.001.19791.20001.2079
692006.03.15 10:20modify151.001.19791.20011.2079
702006.03.15 10:20modify151.001.19791.20021.2079
712006.03.15 10:32modify151.001.19791.20031.2079
722006.03.15 10:42modify151.001.19791.20041.2079
732006.03.15 10:45modify151.001.19791.20061.2079
742006.03.15 10:45modify151.001.19791.20081.2079
752006.03.15 10:48modify151.001.19791.20091.2079
762006.03.15 16:17modify151.001.19791.20131.2079
772006.03.15 16:20modify151.001.19791.20281.2079
782006.03.15 16:32s/l151.001.20281.20281.2079478.008898.00
792006.03.15 16:32buy161.001.20380.00001.2138
802006.03.15 22:00modify161.001.20381.20381.2138
812006.03.16 09:15s/l161.001.20381.20381.2138-4.008894.00
822006.03.16 10:00buy171.001.20590.00001.2159
832006.03.16 15:35modify171.001.20591.20631.2159
842006.03.16 15:35modify171.001.20591.20661.2159
852006.03.16 15:35modify171.001.20591.20701.2159
862006.03.16 15:35modify171.001.20591.20731.2159
872006.03.16 15:40modify171.001.20591.20841.2159
882006.03.16 15:40modify171.001.20591.21001.2159
892006.03.16 16:07modify171.001.20591.21011.2159
902006.03.16 16:07modify171.001.20591.21051.2159
912006.03.16 16:07modify171.001.20591.21081.2159
922006.03.16 17:20t/p171.001.21591.21081.21591000.009894.00
932006.03.17 11:00buy181.001.21720.00001.2272
942006.03.17 16:30close181.001.21500.00001.2272-220.009674.00
952006.03.17 16:30sell191.001.21500.00001.2050
962006.03.17 18:10close191.001.21900.00001.2050-400.009274.00
972006.03.17 18:10buy201.001.21860.00001.2286
982006.03.20 13:32close201.001.21660.00001.2286-204.009070.00
992006.03.20 13:34sell211.001.21660.00001.2066
1002006.03.20 14:30close211.001.21810.00001.2066-150.008920.00
1012006.03.20 14:31buy221.001.21810.00001.2281
1022006.03.20 16:15close221.001.21680.00001.2281-130.008790.00
1032006.03.20 16:16sell231.001.21700.00001.2070
1042006.03.20 23:00close231.001.21740.00001.2070-40.008750.00
1052006.03.20 23:01buy241.001.21720.00001.2272
1062006.03.21 15:30close241.001.21270.00001.2272-454.008296.00
1072006.03.21 15:30sell251.001.21270.00001.2027
1082006.03.21 17:50modify251.001.21271.21261.2027
1092006.03.21 17:50modify251.001.21271.21251.2027
1102006.03.21 17:52modify251.001.21271.21211.2027
1112006.03.21 17:52modify251.001.21271.21201.2027
1122006.03.21 17:52modify251.001.21271.21181.2027
1132006.03.21 18:52modify251.001.21271.21161.2027
1142006.03.21 18:52modify251.001.21271.21151.2027
1152006.03.21 18:52modify251.001.21271.21131.2027
1162006.03.21 18:53modify251.001.21271.21121.2027
1172006.03.22 00:44s/l251.001.21121.21121.2027156.008452.00
1182006.03.22 03:02sell261.001.20910.00001.1991
1192006.03.22 15:30close261.001.21040.00001.1991-130.008322.00
1202006.03.22 15:30buy271.001.21010.00001.2201
1212006.03.22 20:00close271.001.20830.00001.2201-180.008142.00
1222006.03.22 20:00sell281.001.20690.00001.1969
1232006.03.23 17:05modify281.001.20691.20691.1969
1242006.03.23 17:07modify281.001.20691.20671.1969
1252006.03.23 17:07modify281.001.20691.20661.1969
1262006.03.23 17:07modify281.001.20691.20611.1969
1272006.03.23 17:07modify281.001.20691.20501.1969
1282006.03.23 17:10modify281.001.20691.20351.1969
1292006.03.23 17:10modify281.001.20691.20101.1969
1302006.03.23 17:10s/l281.001.20101.20101.1969592.008734.00
1312006.03.24 04:15sell291.001.19660.00001.1866
1322006.03.27 06:00close291.001.20370.00001.1866-708.008026.00
1332006.03.27 06:00buy301.001.20500.00001.2150
1342006.03.28 15:07modify301.001.20501.20551.2150
1352006.03.28 15:08modify301.001.20501.20561.2150
1362006.03.28 16:02modify301.001.20501.20571.2150
1372006.03.28 16:03modify301.001.20501.20591.2150
1382006.03.28 16:20modify301.001.20501.20601.2150
1392006.03.28 16:20modify301.001.20501.20611.2150
1402006.03.28 16:21modify301.001.20501.20621.2150
1412006.03.28 16:22modify301.001.20501.20651.2150
1422006.03.28 16:47modify301.001.20501.20671.2150
1432006.03.28 16:50modify301.001.20501.20681.2150
1442006.03.28 16:50modify301.001.20501.20701.2150
1452006.03.28 16:50modify301.001.20501.20711.2150
1462006.03.28 18:05s/l301.001.20711.20711.2150206.008232.00
1472006.03.29 10:30sell311.001.19790.00001.1879
1482006.03.29 13:05close311.001.20200.00001.1879-410.007822.00
1492006.03.29 13:07buy321.001.20200.00001.2120
1502006.03.29 15:32close321.001.19960.00001.2120-240.007582.00
1512006.03.29 15:33sell331.001.19960.00001.1896
1522006.03.29 18:05close331.001.20170.00001.1896-210.007372.00
1532006.03.29 18:06buy341.001.20170.00001.2117
1542006.03.30 05:50modify341.001.20171.20171.2117
1552006.03.30 05:50modify341.001.20171.20181.2117
1562006.03.30 05:50modify341.001.20171.20191.2117
1572006.03.30 05:50modify341.001.20171.20201.2117
1582006.03.30 05:52modify341.001.20171.20251.2117
1592006.03.30 06:18modify341.001.20171.20261.2117
1602006.03.30 07:11modify341.001.20171.20271.2117
1612006.03.30 07:13modify341.001.20171.20281.2117
1622006.03.30 07:13modify341.001.20171.20291.2117
1632006.03.30 07:15modify341.001.20171.20321.2117
1642006.03.30 07:15modify341.001.20171.20331.2117
1652006.03.30 07:20modify341.001.20171.20341.2117
1662006.03.30 07:20modify341.001.20171.20351.2117
1672006.03.30 07:21modify341.001.20171.20361.2117
1682006.03.30 07:21modify341.001.20171.20381.2117
1692006.03.30 07:47modify341.001.20171.20391.2117
1702006.03.30 07:48modify341.001.20171.20401.2117
1712006.03.30 08:07modify341.001.20171.20411.2117
1722006.03.30 08:10modify341.001.20171.20421.2117
1732006.03.30 08:15modify341.001.20171.20431.2117
1742006.03.30 08:15modify341.001.20171.20441.2117
1752006.03.30 08:22modify341.001.20171.20461.2117
1762006.03.30 10:00s/l341.001.20461.20461.2117286.007658.00
1772006.03.31 16:30buy351.001.21340.00001.2234
1782006.04.03 01:54close351.001.21120.00001.2234-224.007434.00
1792006.04.03 02:00sell361.001.21170.00001.2017
1802006.04.03 06:01modify361.001.21171.21161.2017
1812006.04.03 06:01modify361.001.21171.21131.2017
1822006.04.03 06:01modify361.001.21171.21101.2017
1832006.04.03 06:02modify361.001.21171.21051.2017
1842006.04.03 06:04modify361.001.21171.21041.2017
1852006.04.03 06:05modify361.001.21171.21021.2017
1862006.04.03 06:06modify361.001.21171.21011.2017
1872006.04.03 06:38modify361.001.21171.21001.2017
1882006.04.03 07:34modify361.001.21171.20991.2017
1892006.04.03 07:34modify361.001.21171.20981.2017
1902006.04.03 07:34modify361.001.21171.20971.2017
1912006.04.03 07:34modify361.001.21171.20961.2017
1922006.04.03 07:40modify361.001.21171.20951.2017
1932006.04.03 07:40modify361.001.21171.20941.2017
1942006.04.03 07:40modify361.001.21171.20931.2017
1952006.04.03 07:40modify361.001.21171.20921.2017
1962006.04.03 07:43modify361.001.21171.20901.2017
1972006.04.03 07:43modify361.001.21171.20881.2017
1982006.04.03 07:43modify361.001.21171.20861.2017
1992006.04.03 07:43modify361.001.21171.20841.2017
2002006.04.03 07:43modify361.001.21171.20811.2017
2012006.04.03 07:43modify361.001.21171.20791.2017
2022006.04.03 07:43modify361.001.21171.20781.2017
2032006.04.03 07:43modify361.001.21171.20761.2017
2042006.04.03 07:45modify361.001.21171.20751.2017
2052006.04.03 07:45modify361.001.21171.20731.2017
2062006.04.03 07:45modify361.001.21171.20721.2017
2072006.04.03 10:11modify361.001.21171.20691.2017
2082006.04.03 12:02s/l361.001.20691.20691.2017480.007914.00
2092006.04.04 05:04buy371.001.21480.00001.2248
2102006.04.04 12:42modify371.001.21481.21481.2248
2112006.04.04 12:42modify371.001.21481.21491.2248
2122006.04.04 14:51modify371.001.21481.21501.2248
2132006.04.04 14:52modify371.001.21481.21511.2248
2142006.04.04 14:52modify371.001.21481.21531.2248
2152006.04.04 15:01modify371.001.21481.21541.2248
2162006.04.04 15:02modify371.001.21481.21551.2248
2172006.04.04 15:02modify371.001.21481.21561.2248
2182006.04.04 15:02modify371.001.21481.21571.2248
2192006.04.04 15:03modify371.001.21481.21581.2248
2202006.04.04 15:03modify371.001.21481.21591.2248
2212006.04.04 15:04modify371.001.21481.21611.2248
2222006.04.04 15:04modify371.001.21481.21711.2248
2232006.04.04 15:04modify371.001.21481.21791.2248
2242006.04.04 15:05modify371.001.21481.21801.2248
2252006.04.04 15:05modify371.001.21481.21821.2248
2262006.04.04 15:05modify371.001.21481.21841.2248
2272006.04.04 15:05modify371.001.21481.21851.2248
2282006.04.04 15:12modify371.001.21481.21861.2248
2292006.04.04 15:12modify371.001.21481.21871.2248
2302006.04.04 15:17modify371.001.21481.21881.2248
2312006.04.04 15:19modify371.001.21481.21891.2248
2322006.04.04 15:20modify371.001.21481.21931.2248
2332006.04.04 15:21modify371.001.21481.21951.2248
2342006.04.04 15:21modify371.001.21481.21981.2248
2352006.04.04 15:21modify371.001.21481.22011.2248
2362006.04.04 15:21modify371.001.21481.22041.2248
2372006.04.04 15:28modify371.001.21481.22071.2248
2382006.04.04 15:29modify371.001.21481.22081.2248
2392006.04.04 15:29modify371.001.21481.22101.2248
2402006.04.04 15:29modify371.001.21481.22121.2248
2412006.04.04 15:29t/p371.001.22481.22121.22481000.008914.00