Strategy Tester Report
SVM_EA_v25d
(Build 218)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period1 Minute (M1) 2004.06.16 13:12 - 2008.11.06 04:01
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTrainTimeFrame=5; TrainPeriod=1; PredictPeriod=1; StopLoss=80; TakeProfit=80; Lots=0.1; BeginDate=1970.01.01 00:00; C=32; gamma=2;
Bars in test1370318Ticks modelled7638817Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-338.63Gross profit3843.96Gross loss-4182.59
Profit factor0.92Expected payoff-2.97
Absolute drawdown483.63Maximal drawdown875.36 (8.42%)Relative drawdown8.42% (875.36)
Total trades114Short positions (won %)46 (43.48%)Long positions (won %)68 (50.00%)
Profit trades (% of total)54 (47.37%)Loss trades (% of total)60 (52.63%)
Largestprofit trade74.51loss trade-79.67
Averageprofit trade71.18loss trade-69.71
Maximumconsecutive wins (profit in money)6 (437.27)consecutive losses (loss in money)5 (-349.27)
Maximalconsecutive profit (count of wins)437.27 (6)consecutive loss (count of losses)-349.27 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.09.01 00:00buy10.101.09891.09091.1069
22008.09.02 08:38t/p10.101.10691.09091.106973.2210073.22
32008.09.02 08:38buy20.101.10741.09941.1154
42008.09.03 10:09t/p20.101.11541.09941.115472.6710145.89
52008.09.03 10:09buy30.101.11591.10791.1239
62008.09.03 17:42s/l30.101.10791.10791.1239-72.2110073.68
72008.09.03 17:42buy40.101.10841.10041.1164
82008.09.04 23:17t/p40.101.11641.10041.116474.5110148.19
92008.09.04 23:17buy50.101.11691.10891.1249
102008.09.05 07:07s/l50.101.10891.10891.1249-71.1910077.00
112008.09.05 07:07buy60.101.10941.10141.1174
122008.09.05 13:01t/p60.101.11741.10141.117471.5910148.59
132008.09.05 13:01buy70.101.11791.10991.1259
142008.09.05 14:30s/l70.101.10991.10991.1259-72.0810076.51
152008.09.05 14:30buy80.101.11041.10241.1184
162008.09.05 22:31t/p80.101.11841.10241.118471.5310148.04
172008.09.05 22:31buy90.101.11891.11091.1269
182008.09.08 11:05t/p90.101.12691.11091.126971.9310219.97
192008.09.08 11:05buy100.101.12751.11951.1355
202008.09.08 19:38t/p100.101.13551.11951.135570.4510290.42
212008.09.08 19:38buy110.101.13601.12801.1440
222008.09.08 22:11s/l110.101.12801.12801.1440-70.9210219.50
232008.09.08 22:11buy120.101.12851.12051.1365
242008.09.10 17:34t/p120.101.13651.12051.136572.2910291.79
252008.09.10 17:34buy130.101.13701.12901.1450
262008.09.12 22:40s/l130.101.12901.12901.1450-67.0610224.74
272008.09.12 22:40buy140.101.12951.12151.1375
282008.09.15 00:00s/l140.101.12151.12151.1375-70.4910154.25
292008.09.15 00:00buy150.101.12031.11231.1283
302008.09.15 05:04s/l150.101.11231.11231.1283-71.9310082.32
312008.09.15 05:04buy160.101.11271.10471.1207
322008.09.15 13:18t/p160.101.12071.10471.120771.3810153.70
332008.09.15 13:18buy170.101.12121.11321.1292
342008.09.15 21:24s/l170.101.11321.11321.1292-71.8610081.84
352008.09.15 21:24buy180.101.11371.10571.1217
362008.09.16 09:50s/l180.101.10571.10571.1217-71.4010010.44
372008.09.16 09:50sell190.101.10571.11371.0977
382008.09.16 11:41s/l190.101.11371.11371.0977-71.839938.61
392008.09.16 11:41sell200.101.11321.12121.1052
402008.09.16 16:56s/l200.101.12121.12121.1052-71.349867.27
412008.09.16 16:56sell210.101.12091.12891.1129
422008.09.17 19:24t/p210.101.11291.12891.112970.769938.03
432008.09.17 19:24sell220.101.11241.12041.1044
442008.09.17 20:03t/p220.101.10441.12041.104472.4410010.47
452008.09.17 20:03sell230.101.10391.11191.0959
462008.09.18 11:51t/p230.101.09591.11191.095969.6510080.12
472008.09.18 11:51sell240.101.09541.10341.0874
482008.09.18 15:56s/l240.101.10341.10341.0874-72.5010007.62
492008.09.18 15:56sell250.101.10291.11091.0949
502008.09.18 18:42t/p250.101.09491.11091.094973.0710080.69
512008.09.18 18:42sell260.101.09441.10241.0864
522008.09.18 21:07s/l260.101.10241.10241.0864-72.5710008.12
532008.09.18 21:07sell270.101.10191.10991.0939
542008.09.19 01:51s/l270.101.10991.10991.0939-73.209934.92
552008.09.19 01:51sell280.101.10941.11741.1014
562008.09.19 04:09s/l280.101.11741.11741.1014-71.599863.33
572008.09.19 04:09sell290.101.11701.12501.1090
582008.09.19 10:19s/l290.101.12501.12501.1090-71.119792.22
592008.09.19 10:19sell300.101.12451.13251.1165
602008.09.19 15:23t/p300.101.11651.13251.116571.659863.87
612008.09.19 15:23sell310.101.11601.12401.1080
622008.09.19 16:50t/p310.101.10801.12401.108072.209936.07
632008.09.19 16:50sell320.101.10751.11551.0995
642008.09.22 04:21t/p320.101.09951.11551.099571.6410007.72
652008.09.22 04:21sell330.101.09901.10701.0910
662008.09.22 16:18t/p330.101.09101.10701.091073.3510081.07
672008.09.22 16:18sell340.101.09021.09821.0822
682008.09.22 18:42t/p340.101.08221.09821.082273.9210154.99
692008.09.22 18:42sell350.101.08171.08971.0737
702008.09.22 21:28t/p350.101.07371.08971.073774.5110229.50
712008.09.22 21:28sell360.101.07321.08121.0652
722008.09.23 08:55s/l360.101.08121.08121.0652-75.1110154.39
732008.09.23 08:55sell370.101.08071.08871.0727
742008.09.23 19:14s/l370.101.08871.08871.0727-73.4710080.92
752008.09.23 19:14sell380.101.08831.09631.0803
762008.09.29 02:28s/l380.101.09631.09631.0803-79.6710001.25
772008.09.29 02:28buy390.101.09631.08831.1043
782008.09.29 09:17t/p390.101.10431.08831.104372.4410073.69
792008.09.29 09:17buy400.101.10481.09681.1128
802008.09.29 15:48s/l400.101.09681.09681.1128-72.9410000.75
812008.09.29 15:48buy410.101.09731.08931.1053
822008.09.29 19:45s/l410.101.08931.08931.1053-73.459927.30
832008.09.29 19:45buy420.101.08961.08161.0976
842008.09.29 19:46s/l420.101.08161.08161.0976-73.989853.32
852008.09.29 19:46buy430.101.08191.07391.0899
862008.09.29 19:54t/p430.101.08991.07391.089973.399926.71
872008.09.29 19:54buy440.101.09051.08251.0985
882008.09.30 10:14t/p440.101.09851.08251.098573.7810000.49
892008.09.30 10:14buy450.101.09901.09101.1070
902008.09.30 15:26t/p450.101.10701.09101.107072.2710072.76
912008.09.30 15:26buy460.101.10751.09951.1155
922008.09.30 16:42t/p460.101.11551.09951.115571.7110144.47
932008.09.30 16:42buy470.101.11611.10811.1241
942008.09.30 17:05t/p470.101.12411.10811.124171.1610215.63
952008.09.30 17:05buy480.101.12471.11671.1327
962008.10.01 08:13s/l480.101.11671.11671.1327-70.6910144.94
972008.10.01 08:13buy490.101.11721.10921.1252
982008.10.01 14:25t/p490.101.12521.10921.125271.0810216.02
992008.10.01 14:25buy500.101.12591.11791.1339
1002008.10.02 09:27t/p500.101.13391.11791.133973.4010289.42
1012008.10.02 09:27buy510.101.13441.12641.1424
1022008.10.03 14:30s/l510.101.12641.12641.1424-70.0710219.35
1032008.10.03 14:30buy520.101.12691.11891.1349
1042008.10.03 14:57t/p520.101.13491.11891.134970.4910289.84
1052008.10.03 14:57buy530.101.13551.12751.1435
1062008.10.03 18:07s/l530.101.12751.12751.1435-70.9610218.88
1072008.10.03 18:07buy540.101.12791.11991.1359
1082008.10.06 00:00t/p540.101.13591.11991.135971.3210290.20
1092008.10.06 00:00buy550.101.13731.12931.1453
1102008.10.06 01:14s/l550.101.12931.12931.1453-70.8410219.36
1112008.10.06 01:14buy560.101.12971.12171.1377
1122008.10.06 08:08t/p560.101.13771.12171.137770.3210289.68
1132008.10.06 08:08buy570.101.13821.13021.1462
1142008.10.06 16:47t/p570.101.14621.13021.146269.8010359.48
1152008.10.06 16:47buy580.101.14671.13871.1547
1162008.10.07 14:14s/l580.101.13871.13871.1547-69.3110290.17
1172008.10.07 14:14buy590.101.13921.13121.1472
1182008.10.08 11:22s/l590.101.13121.13121.1472-69.7710220.40
1192008.10.08 11:22buy600.101.13171.12371.1397
1202008.10.08 13:02t/p600.101.13971.12371.139770.1910290.59
1212008.10.08 13:02buy610.101.14021.13221.1482
1222008.10.08 13:20s/l610.101.13221.13221.1482-70.6610219.93
1232008.10.08 13:20buy620.101.13271.12471.1407
1242008.10.08 18:50s/l620.101.12471.12471.1407-71.1310148.80
1252008.10.08 18:50buy630.101.12521.11721.1332
1262008.10.09 16:12t/p630.101.13321.11721.133273.4510222.25
1272008.10.09 16:12sell640.101.13321.14121.1252
1282008.10.10 05:23t/p640.101.12521.14121.125269.9810292.24
1292008.10.10 05:23sell650.101.12471.13271.1167
1302008.10.10 09:32t/p650.101.11671.13271.116771.6410363.88
1312008.10.10 09:32sell660.101.11621.12421.1082
1322008.10.10 16:52s/l660.101.12421.12421.1082-71.1610292.72
1332008.10.10 16:52sell670.101.12371.13171.1157
1342008.10.10 19:34s/l670.101.13171.13171.1157-70.6910222.03
1352008.10.10 19:34sell680.101.13121.13921.1232
1362008.10.10 20:28s/l680.101.13921.13921.1232-70.2210151.81
1372008.10.10 20:28sell690.101.13871.14671.1307
1382008.10.13 00:19t/p690.101.13071.14671.130769.6310221.44
1392008.10.13 00:19sell700.101.13021.13821.1222
1402008.10.13 04:50s/l700.101.13821.13821.1222-70.2710151.17
1412008.10.13 04:50sell710.101.13791.14591.1299
1422008.10.13 10:06t/p710.101.12991.14591.129970.8010221.97
1432008.10.13 10:06sell720.101.12941.13741.1214
1442008.10.13 18:09s/l720.101.13741.13741.1214-70.3410151.63
1452008.10.13 18:09sell730.101.13691.14491.1289
1462008.10.14 13:03t/p730.101.12891.14491.128969.7510221.38
1472008.10.14 13:03sell740.101.12841.13641.1204
1482008.10.14 16:48s/l740.101.13641.13641.1204-70.3810151.00
1492008.10.14 16:48sell750.101.13611.14411.1281
1502008.10.16 06:36s/l750.101.14411.14411.1281-74.3810076.63
1512008.10.16 06:36sell760.101.14381.15181.1358
1522008.10.16 11:14t/p760.101.13581.15181.135870.4310147.06
1532008.10.16 11:14sell770.101.13531.14331.1273
1542008.10.20 15:26s/l770.101.14331.14331.1273-72.2010074.85
1552008.10.20 15:26buy780.101.14341.13541.1514
1562008.10.20 16:53t/p780.101.15141.13541.151469.4810144.33
1572008.10.20 16:53buy790.101.15191.14391.1599
1582008.10.22 05:29t/p790.101.15991.14391.159970.8710215.20
1592008.10.22 05:29buy800.101.16041.15241.1684
1602008.10.22 08:31t/p800.101.16841.15241.168468.4710283.67
1612008.10.22 08:31buy810.101.16891.16091.1769
1622008.10.22 11:18s/l810.101.16091.16091.1769-68.9210214.75
1632008.10.22 11:18buy820.101.16131.15331.1693
1642008.10.22 16:03t/p820.101.16931.15331.169368.4210283.17
1652008.10.22 16:03buy830.101.16981.16181.1778
1662008.10.22 16:48s/l830.101.16181.16181.1778-68.8610214.31
1672008.10.22 16:48buy840.101.16231.15431.1703
1682008.10.24 04:34t/p840.101.17031.15431.170372.1610286.48
1692008.10.24 04:34buy850.101.17091.16291.1789
1702008.10.24 10:40s/l850.101.16291.16291.1789-68.8010217.68
1712008.10.24 10:40buy860.101.16331.15531.1713
1722008.10.24 11:35s/l860.101.15531.15531.1713-69.2510148.43
1732008.10.24 11:35buy870.101.15581.14781.1638
1742008.10.24 17:56t/p870.101.16381.14781.163868.7410217.17
1752008.10.24 17:56buy880.101.16431.15631.1723
1762008.10.27 12:34s/l880.101.15631.15631.1723-68.2410148.93
1772008.10.27 12:34buy890.101.15681.14881.1648
1782008.10.28 18:01t/p890.101.16481.14881.164869.6310218.56
1792008.10.28 18:01buy900.101.16531.15731.1733
1802008.10.28 20:24s/l900.101.15731.15731.1733-69.1310149.43
1812008.10.28 20:24buy910.101.15781.14981.1658
1822008.10.29 07:42s/l910.101.14981.14981.1658-68.6310080.80
1832008.10.29 07:42buy920.101.15031.14231.1583
1842008.10.29 15:05s/l920.101.14231.14231.1583-70.0310010.77
1852008.10.29 15:05buy930.101.14281.13481.1508
1862008.10.29 15:26s/l930.101.13481.13481.1508-70.519940.26
1872008.10.29 15:26buy940.101.13521.12721.1432
1882008.10.29 19:09s/l940.101.12721.12721.1432-70.979869.29
1892008.10.29 19:09buy950.101.12771.11971.1357
1902008.10.29 19:53t/p950.101.13571.11971.135770.449939.73
1912008.10.29 19:53buy960.101.13621.12821.1442
1922008.10.29 22:02s/l960.101.12821.12821.1442-70.959868.78
1932008.10.29 22:02buy970.101.12811.12011.1361
1942008.10.30 14:25t/p970.101.13611.12011.136173.279942.05
1952008.10.30 14:25sell980.101.13611.14411.1281
1962008.10.30 16:25s/l980.101.14411.14411.1281-69.929872.13
1972008.10.30 16:25sell990.101.14371.15171.1357
1982008.10.31 08:38s/l990.101.15171.15171.1357-70.589801.55
1992008.10.31 08:38sell1000.101.15121.15921.1432
2002008.10.31 15:28s/l1000.101.15921.15921.1432-69.019732.54
2012008.10.31 15:28sell1010.101.15871.16671.1507
2022008.10.31 16:45s/l1010.101.16671.16671.1507-68.569663.98
2032008.10.31 16:45sell1020.101.16631.17431.1583
2042008.10.31 18:32t/p1020.101.15831.17431.158369.079733.05
2052008.10.31 18:32sell1030.101.15781.16581.1498
2062008.11.03 04:15t/p1030.101.14981.16581.149868.469801.51
2072008.11.03 04:15sell1040.101.14931.15731.1413
2082008.11.03 08:45s/l1040.101.15731.15731.1413-69.139732.38
2092008.11.03 08:45sell1050.101.15681.16481.1488
2102008.11.03 15:10s/l1050.101.16481.16481.1488-68.689663.70
2112008.11.03 15:10sell1060.101.16431.17231.1563
2122008.11.03 18:20s/l1060.101.17231.17231.1563-68.249595.46
2132008.11.03 18:20sell1070.101.17181.17981.1638
2142008.11.04 02:26s/l1070.101.17981.17981.1638-68.939526.54
2152008.11.04 02:26sell1080.101.17931.18731.1713
2162008.11.04 08:59t/p1080.101.17131.18731.171368.319594.85
2172008.11.04 08:59sell1090.101.17071.17871.1627
2182008.11.04 16:35t/p1090.101.16271.17871.162768.819663.66
2192008.11.04 16:35buy1100.101.16271.15471.1707
2202008.11.05 05:17t/p1100.101.17071.15471.170769.299732.95
2212008.11.05 05:17buy1110.101.17121.16321.1792
2222008.11.05 12:51s/l1110.101.16321.16321.1792-68.789664.17
2232008.11.05 12:51buy1120.101.16371.15571.1717
2242008.11.05 16:19s/l1120.101.15571.15571.1717-69.229594.95
2252008.11.05 16:19buy1130.101.15621.14821.1642
2262008.11.05 18:41t/p1130.101.16421.14821.164268.729663.67
2272008.11.05 18:41buy1140.101.16471.15671.1727
2282006.03.02 19:49close at stop1140.101.16411.15671.1727-2.309661.37