Strategy Tester Report
SVM_EA_v22f
(Build 218)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2004.06.16 12:35 - 2008.10.31 22:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTrainTimeFrame=5; TrainPeriod=1; PredictPeriod=1; StopLoss=100; TakeProfit=100; Lots=0.1; BeginDate=1970.01.01 00:00;
Bars in test1389218Ticks modelled7812804Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit333.64Gross profit7236.76Gross loss-6903.12
Profit factor1.05Expected payoff2.35
Absolute drawdown542.12Maximal drawdown1185.18 (10.33%)Relative drawdown10.33% (1185.18)
Total trades142Short positions (won %)82 (56.10%)Long positions (won %)60 (45.00%)
Profit trades (% of total)73 (51.41%)Loss trades (% of total)69 (48.59%)
Largestprofit trade101.56loss trade-102.34
Averageprofit trade99.13loss trade-100.05
Maximumconsecutive wins (profit in money)7 (702.08)consecutive losses (loss in money)5 (-501.82)
Maximalconsecutive profit (count of wins)702.08 (7)consecutive loss (count of losses)-501.82 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.09.01 04:15sell10.101.46421.47421.4542
22008.09.02 08:37t/p10.101.45421.47421.4542100.5210100.52
32008.09.02 10:58sell20.101.45081.46081.4408
42008.09.03 09:40t/p20.101.44081.46081.4408100.5210201.04
52008.09.03 09:40sell30.101.44041.45041.4304
62008.09.03 21:23s/l30.101.45041.45041.4304-100.0010101.04
72008.09.03 21:23sell40.101.45011.46011.4401
82008.09.04 16:30t/p40.101.44011.46011.4401101.5610202.60
92008.09.04 16:30sell50.101.43981.44981.4298
102008.09.04 23:12t/p50.101.42981.44981.4298100.0010302.60
112008.09.04 23:12sell60.101.42951.43951.4195
122008.09.08 03:41s/l60.101.43951.43951.4195-98.9610203.64
132008.09.08 03:41sell70.101.43921.44921.4292
142008.09.08 10:01t/p70.101.42921.44921.4292100.0010303.64
152008.09.08 10:01buy80.101.42911.41911.4391
162008.09.08 12:11s/l80.101.41911.41911.4391-100.0010203.64
172008.09.08 12:11buy90.101.41941.40941.4294
182008.09.08 18:32s/l90.101.40941.40941.4294-100.0010103.64
192008.09.08 18:32buy100.101.40951.39951.4195
202008.09.09 11:33t/p100.101.41951.39951.419599.2210202.86
212008.09.09 11:33sell110.101.41951.42951.4095
222008.09.09 15:12t/p110.101.40951.42951.4095100.0010302.86
232008.09.09 15:12sell120.101.40921.41921.3992
242008.09.09 17:23s/l120.101.41921.41921.3992-100.0010202.86
252008.09.09 17:23sell130.101.41891.42891.4089
262008.09.10 12:41t/p130.101.40891.42891.4089100.5210303.38
272008.09.10 12:41buy140.101.40891.39891.4189
282008.09.10 22:34s/l140.101.39891.39891.4189-100.0010203.38
292008.09.10 22:35buy150.101.39961.38961.4096
302008.09.11 10:59s/l150.101.38961.38961.4096-102.3410101.04
312008.09.11 10:59sell160.101.38961.39961.3796
322008.09.11 22:53s/l160.101.39961.39961.3796-100.0010001.04
332008.09.11 22:53sell170.101.39941.40941.3894
342008.09.12 09:11s/l170.101.40941.40941.3894-99.489901.56
352008.09.12 09:11sell180.101.40911.41911.3991
362008.09.12 16:55s/l180.101.41911.41911.3991-100.009801.56
372008.09.12 16:55buy190.101.41911.40911.4291
382008.09.15 00:00t/p190.101.42911.40911.429199.229900.78
392008.09.15 00:00buy200.101.42961.41961.4396
402008.09.15 04:48t/p200.101.43961.41961.4396100.0010000.78
412008.09.15 04:48buy210.101.43991.42991.4499
422008.09.15 09:01s/l210.101.42991.42991.4499-100.009900.78
432008.09.15 09:01buy220.101.43021.42021.4402
442008.09.15 12:31s/l220.101.42021.42021.4402-100.009800.78
452008.09.15 12:31buy230.101.42051.41051.4305
462008.09.15 13:38s/l230.101.41051.41051.4305-100.009700.78
472008.09.15 13:38buy240.101.41041.40041.4204
482008.09.15 15:34t/p240.101.42041.40041.4204100.009800.78
492008.09.15 15:34buy250.101.42071.41071.4307
502008.09.15 21:57t/p250.101.43071.41071.4307100.009900.78
512008.09.15 21:57buy260.101.43101.42101.4410
522008.09.16 02:02s/l260.101.42101.42101.4410-100.789800.00
532008.09.16 02:02buy270.101.42131.41131.4313
542008.09.16 17:43s/l270.101.41131.41131.4313-100.009700.00
552008.09.16 17:43buy280.101.41161.40161.4216
562008.09.17 02:14t/p280.101.42161.40161.421699.229799.22
572008.09.17 02:14buy290.101.42191.41191.4319
582008.09.17 18:01s/l290.101.41191.41191.4319-100.009699.22
592008.09.17 18:01sell300.101.41191.42191.4019
602008.09.17 19:19s/l300.101.42191.42191.4019-100.009599.22
612008.09.17 19:19buy310.101.42201.41201.4320
622008.09.17 20:02t/p310.101.43201.41201.4320100.009699.22
632008.09.17 20:02buy320.101.43251.42251.4425
642008.09.18 11:12t/p320.101.44251.42251.442597.669796.88
652008.09.18 11:12sell330.101.44251.45251.4325
662008.09.18 12:09s/l330.101.45251.45251.4325-100.009696.88
672008.09.18 12:09buy340.101.45271.44271.4627
682008.09.18 15:16s/l340.101.44271.44271.4627-100.009596.88
692008.09.18 15:16buy350.101.44301.43301.4530
702008.09.18 21:07s/l350.101.43301.43301.4530-100.009496.88
712008.09.18 21:07sell360.101.43281.44281.4228
722008.09.19 02:31t/p360.101.42281.44281.4228100.529597.40
732008.09.19 02:31buy370.101.42281.41281.4328
742008.09.19 14:52t/p370.101.43281.41281.4328100.009697.40
752008.09.19 14:52sell380.101.43281.44281.4228
762008.09.19 16:55s/l380.101.44281.44281.4228-100.009597.40
772008.09.19 16:55buy390.101.44281.43281.4528
782008.09.22 04:23t/p390.101.45281.43281.452899.229696.62
792008.09.22 04:23buy400.101.45311.44311.4631
802008.09.22 15:26t/p400.101.46311.44311.4631100.009796.62
812008.09.22 15:26buy410.101.46341.45341.4734
822008.09.22 18:49t/p410.101.47341.45341.4734100.009896.62
832008.09.22 18:49buy420.101.47371.46371.4837
842008.09.22 21:29t/p420.101.48371.46371.4837100.009996.62
852008.09.22 21:29buy430.101.48401.47401.4940
862008.09.23 08:45s/l430.101.47401.47401.4940-100.789895.84
872008.09.23 08:45buy440.101.47391.46391.4839
882008.09.23 19:05s/l440.101.46391.46391.4839-100.009795.84
892008.09.23 19:05buy450.101.46381.45381.4738
902008.09.24 14:34t/p450.101.47381.45381.473899.229895.06
912008.09.24 14:34buy460.101.47411.46411.4841
922008.09.24 18:04s/l460.101.46411.46411.4841-100.009795.06
932008.09.24 18:04buy470.101.46441.45441.4744
942008.09.25 08:35t/p470.101.47441.45441.474497.669892.72
952008.09.25 08:35buy480.101.47481.46481.4848
962008.09.25 13:14s/l480.101.46481.46481.4848-100.009792.72
972008.09.25 13:14sell490.101.46481.47481.4548
982008.09.29 00:00t/p490.101.45481.47481.4548101.049893.76
992008.09.29 00:10sell500.101.45361.46361.4436
1002008.09.29 08:34t/p500.101.44361.46361.4436100.009993.76
1012008.09.29 09:10sell510.101.43971.44971.4297
1022008.09.29 19:46s/l510.101.44971.44971.4297-100.009893.76
1032008.09.29 19:46sell520.101.44951.45951.4395
1042008.09.30 00:06t/p520.101.43951.45951.4395100.529994.28
1052008.09.30 00:06sell530.101.43921.44921.4292
1062008.09.30 14:34t/p530.101.42921.44921.4292100.0010094.28
1072008.09.30 14:34sell540.101.42891.43891.4189
1082008.09.30 15:39t/p540.101.41891.43891.4189100.0010194.28
1092008.09.30 15:39sell550.101.41861.42861.4086
1102008.09.30 16:50t/p550.101.40861.42861.4086100.0010294.28
1112008.09.30 16:50sell560.101.40831.41831.3983
1122008.10.01 15:21t/p560.101.39831.41831.3983100.5210394.80
1132008.10.01 15:25sell570.101.39851.40851.3885
1142008.10.01 19:53s/l570.101.40851.40851.3885-100.0010294.80
1152008.10.01 19:53sell580.101.40821.41821.3982
1162008.10.02 02:00t/p580.101.39821.41821.3982101.5610396.36
1172008.10.02 02:00sell590.101.39761.40761.3876
1182008.10.02 09:26t/p590.101.38761.40761.3876100.0010496.36
1192008.10.02 09:26sell600.101.38731.39731.3773
1202008.10.02 14:54t/p600.101.37731.39731.3773100.0010596.36
1212008.10.02 14:54sell610.101.37701.38701.3670
1222008.10.02 18:01s/l610.101.38701.38701.3670-100.0010496.36
1232008.10.02 18:01sell620.101.38671.39671.3767
1242008.10.03 14:57t/p620.101.37671.39671.3767100.5210596.88
1252008.10.03 15:00buy630.101.37491.36491.3849
1262008.10.03 18:07t/p630.101.38491.36491.3849100.0010696.88
1272008.10.03 18:07sell640.101.38491.39491.3749
1282008.10.06 00:00t/p640.101.37491.39491.3749100.5210797.40
1292008.10.06 00:00sell650.101.36371.37371.3537
1302008.10.06 16:04t/p650.101.35371.37371.3537100.0010897.40
1312008.10.06 16:04sell660.101.35341.36341.3434
1322008.10.07 14:04s/l660.101.36341.36341.3434-99.4810797.92
1332008.10.07 14:04sell670.101.36321.37321.3532
1342008.10.07 15:33s/l670.101.37321.37321.3532-100.0010697.92
1352008.10.07 15:33sell680.101.37291.38291.3629
1362008.10.07 17:07t/p680.101.36291.38291.3629100.0010797.92
1372008.10.07 17:07sell690.101.36251.37251.3525
1382008.10.08 13:25s/l690.101.37251.37251.3525-99.4810698.44
1392008.10.08 13:25sell700.101.37221.38221.3622
1402008.10.08 15:01t/p700.101.36221.38221.3622100.0010798.44
1412008.10.08 15:01sell710.101.36191.37191.3519
1422008.10.08 19:13s/l710.101.37191.37191.3519-100.0010698.44
1432008.10.08 19:13buy720.101.37191.36191.3819
1442008.10.09 00:30s/l720.101.36191.36191.3819-102.3410596.10
1452008.10.09 00:30buy730.101.36211.35211.3721
1462008.10.09 09:41t/p730.101.37211.35211.3721100.0010696.10
1472008.10.09 09:41buy740.101.37241.36241.3824
1482008.10.09 16:51s/l740.101.36241.36241.3824-100.0010596.10
1492008.10.09 16:51buy750.101.36271.35271.3727
1502008.10.10 06:16s/l750.101.35271.35271.3727-100.7810495.32
1512008.10.10 06:16buy760.101.35301.34301.3630
1522008.10.10 09:32t/p760.101.36301.34301.3630100.0010595.32
1532008.10.10 09:32buy770.101.36331.35331.3733
1542008.10.10 12:30s/l770.101.35331.35331.3733-100.0010495.32
1552008.10.10 12:30buy780.101.35361.34361.3636
1562008.10.10 19:25s/l780.101.34361.34361.3636-100.0010395.32
1572008.10.10 19:25buy790.101.34371.33371.3537
1582008.10.10 20:26s/l790.101.33371.33371.3537-100.0010295.32
1592008.10.10 20:26buy800.101.33381.32381.3438
1602008.10.10 21:35t/p800.101.34381.32381.3438100.0010395.32
1612008.10.10 21:35buy810.101.34411.33411.3541
1622008.10.13 00:02t/p810.101.35411.33411.354199.2210494.54
1632008.10.13 00:02buy820.101.35841.34841.3684
1642008.10.13 04:49s/l820.101.34841.34841.3684-100.0010394.54
1652008.10.13 04:49buy830.101.34871.33871.3587
1662008.10.13 08:04t/p830.101.35871.33871.3587100.0010494.54
1672008.10.13 08:04buy840.101.35901.34901.3690
1682008.10.13 18:19s/l840.101.34901.34901.3690-100.0010394.54
1692008.10.13 18:19buy850.101.34931.33931.3593
1702008.10.13 21:42t/p850.101.35931.33931.3593100.0010494.54
1712008.10.13 21:42sell860.101.35931.36931.3493
1722008.10.14 04:29s/l860.101.36931.36931.3493-99.4810395.06
1732008.10.14 04:29sell870.101.36901.37901.3590
1742008.10.15 01:08t/p870.101.35901.37901.3590100.5210495.58
1752008.10.15 01:08sell880.101.35871.36871.3487
1762008.10.15 12:48s/l880.101.36871.36871.3487-100.0010395.58
1772008.10.15 12:48sell890.101.36841.37841.3584
1782008.10.15 14:58t/p890.101.35841.37841.3584100.0010495.58
1792008.10.15 14:58buy900.101.35841.34841.3684
1802008.10.15 23:05s/l900.101.34841.34841.3684-100.0010395.58
1812008.10.15 23:05sell910.101.34841.35841.3384
1822008.10.16 06:36t/p910.101.33841.35841.3384101.5610497.14
1832008.10.16 06:36sell920.101.33811.34811.3281
1842008.10.16 11:14s/l920.101.34811.34811.3281-100.0010397.14
1852008.10.16 11:14sell930.101.34781.35781.3378
1862008.10.20 15:25t/p930.101.33781.35781.3378101.0410498.18
1872008.10.20 15:25sell940.101.33751.34751.3275
1882008.10.21 08:46t/p940.101.32751.34751.3275100.5210598.70
1892008.10.21 08:46sell950.101.32721.33721.3172
1902008.10.21 14:34t/p950.101.31721.33721.3172100.0010698.70
1912008.10.21 14:34sell960.101.31691.32691.3069
1922008.10.21 21:23t/p960.101.30691.32691.3069100.0010798.70
1932008.10.21 21:23sell970.101.30631.31631.2963
1942008.10.22 04:28t/p970.101.29631.31631.2963100.5210899.22
1952008.10.22 04:28sell980.101.29601.30601.2860
1962008.10.22 06:17t/p980.101.28601.30601.2860100.0010999.22
1972008.10.22 06:17sell990.101.28571.29571.2757
1982008.10.22 06:29t/p990.101.27571.29571.2757100.0011099.22
1992008.10.22 06:29sell1000.101.27521.28521.2652
2002008.10.22 07:08s/l1000.101.28521.28521.2652-100.0010999.22
2012008.10.22 07:08sell1010.101.28491.29491.2749
2022008.10.23 01:28t/p1010.101.27491.29491.2749101.5611100.78
2032008.10.23 01:28sell1020.101.27441.28441.2644
2042008.10.23 02:09s/l1020.101.28441.28441.2644-100.0011000.78
2052008.10.23 02:09sell1030.101.28431.29431.2743
2062008.10.23 05:47t/p1030.101.27431.29431.2743100.0011100.78
2072008.10.23 05:47sell1040.101.27401.28401.2640
2082008.10.23 08:31s/l1040.101.28401.28401.2640-100.0011000.78
2092008.10.23 08:31sell1050.101.28371.29371.2737
2102008.10.23 22:59s/l1050.101.29371.29371.2737-100.0010900.78
2112008.10.23 22:59sell1060.101.29341.30341.2834
2122008.10.24 03:53t/p1060.101.28341.30341.2834100.5211001.30
2132008.10.24 03:53sell1070.101.28311.29311.2731
2142008.10.24 08:54t/p1070.101.27311.29311.2731100.0011101.30
2152008.10.24 08:54sell1080.101.27281.28281.2628
2162008.10.24 09:37t/p1080.101.26281.28281.2628100.0011201.30
2172008.10.24 09:37sell1090.101.26241.27241.2524
2182008.10.24 11:33t/p1090.101.25241.27241.2524100.0011301.30
2192008.10.24 11:33sell1100.101.25201.26201.2420
2202008.10.24 14:24s/l1100.101.26201.26201.2420-100.0011201.30
2212008.10.24 14:24sell1110.101.26171.27171.2517
2222008.10.24 15:58s/l1110.101.27171.27171.2517-100.0011101.30
2232008.10.24 15:58sell1120.101.27151.28151.2615
2242008.10.24 20:04t/p1120.101.26151.28151.2615100.0011201.30
2252008.10.24 20:04sell1130.101.26121.27121.2512
2262008.10.27 07:58t/p1130.101.25121.27121.2512100.5211301.82
2272008.10.27 07:58sell1140.101.25091.26091.2409
2282008.10.27 09:18t/p1140.101.24091.26091.2409100.0011401.82
2292008.10.27 09:18sell1150.101.24041.25041.2304
2302008.10.27 17:35s/l1150.101.25041.25041.2304-100.0011301.82
2312008.10.27 17:35sell1160.101.25011.26011.2401
2322008.10.28 02:03t/p1160.101.24011.26011.2401100.5211402.34
2332008.10.28 02:03sell1170.101.23961.24961.2296
2342008.10.28 06:37s/l1170.101.24961.24961.2296-100.0011302.34
2352008.10.28 06:37buy1180.101.24971.23971.2597
2362008.10.28 19:52t/p1180.101.25971.23971.2597100.0011402.34
2372008.10.28 19:52sell1190.101.25971.26971.2497
2382008.10.28 20:58s/l1190.101.26971.26971.2497-100.0011302.34
2392008.10.28 20:58sell1200.101.26941.27941.2594
2402008.10.28 23:54s/l1200.101.27941.27941.2594-100.0011202.34
2412008.10.28 23:54sell1210.101.27911.28911.2691
2422008.10.29 05:08t/p1210.101.26911.28911.2691100.5211302.86
2432008.10.29 05:08sell1220.101.26881.27881.2588
2442008.10.29 07:50s/l1220.101.27881.27881.2588-100.0011202.86
2452008.10.29 07:50sell1230.101.27861.28861.2686
2462008.10.29 08:30t/p1230.101.26861.28861.2686100.0011302.86
2472008.10.29 08:30sell1240.101.26831.27831.2583
2482008.10.29 11:13s/l1240.101.27831.27831.2583-100.0011202.86
2492008.10.29 11:13sell1250.101.27801.28801.2680
2502008.10.29 15:04s/l1250.101.28801.28801.2680-100.0011102.86
2512008.10.29 15:04buy1260.101.28801.27801.2980
2522008.10.29 15:45t/p1260.101.29801.27801.2980100.0011202.86
2532008.10.29 15:45buy1270.101.29831.28831.3083
2542008.10.29 16:54s/l1270.101.28831.28831.3083-100.0011102.86
2552008.10.29 16:54sell1280.101.28831.29831.2783
2562008.10.30 01:14s/l1280.101.29831.29831.2783-98.4411004.42
2572008.10.30 01:14buy1290.101.29831.28831.3083
2582008.10.30 01:51t/p1290.101.30831.28831.3083100.0011104.42
2592008.10.30 01:51sell1300.101.30841.31841.2984
2602008.10.30 02:19s/l1300.101.31841.31841.2984-100.0011004.42
2612008.10.30 02:19sell1310.101.31811.32811.3081
2622008.10.30 03:41s/l1310.101.32811.32811.3081-100.0010904.42
2632008.10.30 03:41buy1320.101.32811.31811.3381
2642008.10.30 04:32s/l1320.101.31811.31811.3381-100.0010804.42
2652008.10.30 04:32sell1330.101.31811.32811.3081
2662008.10.30 10:33t/p1330.101.30811.32811.3081100.0010904.42
2672008.10.30 10:33buy1340.101.30811.29811.3181
2682008.10.30 14:47s/l1340.101.29811.29811.3181-100.0010804.42
2692008.10.30 14:47buy1350.101.29841.28841.3084
2702008.10.30 16:32s/l1350.101.28841.28841.3084-100.0010704.42
2712008.10.30 16:32buy1360.101.28871.27871.2987
2722008.10.30 19:27t/p1360.101.29871.27871.2987100.0010804.42
2732008.10.30 19:27buy1370.101.29901.28901.3090
2742008.10.30 22:36s/l1370.101.28901.28901.3090-100.0010704.42
2752008.10.30 22:36buy1380.101.28931.27931.2993
2762008.10.31 01:24s/l1380.101.27931.27931.2993-100.7810603.64
2772008.10.31 01:24buy1390.101.27941.26941.2894
2782008.10.31 07:53s/l1390.101.26941.26941.2894-100.0010503.64
2792008.10.31 07:53sell1400.101.26931.27931.2593
2802008.10.31 12:11s/l1400.101.27931.27931.2593-100.0010403.64
2812008.10.31 12:11buy1410.101.27931.26931.2893
2822008.10.31 15:28s/l1410.101.26931.26931.2893-100.0010303.64
2832008.10.31 15:28buy1420.101.26951.25951.2795
2842006.07.20 17:34close at stop1420.101.27251.25951.279530.0010333.64