Strategy Tester Report
Iwe_EA V2
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2004.06.18 12:30 - 2006.04.19 00:00 (2004.06.16 - 2006.04.19) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | step=0.02; max=0.2; Lots=1; Slippage=5; StopLoss=30; TakeProfit=400; target1=40; target2=80; target3=120; target4=160; range=40; range2=15; TrailingStop=30; | ||||
| Bars in test | 22818 | Ticks modelled | 1748840 | Modelling quality | 89.61% |
| Initial deposit | 10000.00 | ||||
| Total net profit | -8952.80 | Gross profit | 2398.20 | Gross loss | -11351.00 |
| Profit factor | 0.21 | Expected payoff | -198.95 | ||
| Absolute drawdown | 8952.80 | Maximal drawdown (%) | 9017.00 (89.6%) | ||
| Total trades | 45 | Short positions (won %) | 31 (12.90%) | Long positions (won %) | 14 (21.43%) |
| Profit trades (% of total) | 7 (15.56%) | Loss trades (% of total) | 38 (84.44%) | ||
| Largest | profit trade | 1213.20 | loss trade | -362.40 | |
| Average | profit trade | 342.60 | loss trade | -298.71 | |
| Maximum | consecutive wins (profit in money) | 2 (1223.60) | consecutive losses (loss in money) | 8 (-2397.40) | |
| Maximal | consecutive profit (count of wins) | 1223.60 (2) | consecutive loss (count of losses) | -2397.40 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.06.25 09:10 | sell | 1 | 1.00 | 1.2114 | 1.2144 | 1.1716 | ||
| 2 | 2004.06.25 13:26 | s/l | 1 | 1.00 | 1.2144 | 1.2144 | 1.1716 | -300.00 | 9700.00 |
| 3 | 2004.07.06 16:19 | buy | 2 | 1.00 | 1.2287 | 1.2257 | 1.2685 | ||
| 4 | 2004.07.15 18:03 | close | 2 | 1.00 | 1.2332 | 1.2257 | 1.2685 | 364.20 | 10064.20 |
| 5 | 2004.07.15 18:03 | sell | 3 | 1.00 | 1.2333 | 1.2363 | 1.1935 | ||
| 6 | 2004.07.15 18:09 | s/l | 3 | 1.00 | 1.2363 | 1.2363 | 1.1935 | -300.00 | 9764.20 |
| 7 | 2004.07.15 18:09 | sell | 4 | 1.00 | 1.2361 | 1.2391 | 1.1963 | ||
| 8 | 2004.07.16 14:48 | s/l | 4 | 1.00 | 1.2391 | 1.2391 | 1.1963 | -294.80 | 9469.40 |
| 9 | 2004.07.16 15:25 | buy | 5 | 1.00 | 1.2429 | 1.2399 | 1.2827 | ||
| 10 | 2004.07.19 14:20 | s/l | 5 | 1.00 | 1.2399 | 1.2399 | 1.2827 | -307.80 | 9161.60 |
| 11 | 2004.07.23 16:56 | sell | 6 | 1.00 | 1.2133 | 1.2163 | 1.1735 | ||
| 12 | 2004.07.26 09:35 | s/l | 6 | 1.00 | 1.2163 | 1.2163 | 1.1735 | -294.80 | 8866.80 |
| 13 | 2004.07.28 16:17 | sell | 7 | 1.00 | 1.2041 | 1.2071 | 1.1643 | ||
| 14 | 2004.07.28 20:01 | s/l | 7 | 1.00 | 1.2071 | 1.2071 | 1.1643 | -300.00 | 8566.80 |
| 15 | 2004.07.29 15:21 | sell | 8 | 1.00 | 1.1994 | 1.2024 | 1.1596 | ||
| 16 | 2004.07.29 15:29 | s/l | 8 | 1.00 | 1.2024 | 1.2024 | 1.1596 | -300.00 | 8266.80 |
| 17 | 2004.07.29 15:29 | sell | 9 | 1.00 | 1.2022 | 1.2052 | 1.1624 | ||
| 18 | 2004.07.29 16:17 | s/l | 9 | 1.00 | 1.2052 | 1.2052 | 1.1624 | -300.00 | 7966.80 |
| 19 | 2004.07.29 16:43 | buy | 10 | 1.00 | 1.2089 | 1.2059 | 1.2487 | ||
| 20 | 2004.07.29 18:42 | s/l | 10 | 1.00 | 1.2059 | 1.2059 | 1.2487 | -300.00 | 7666.80 |
| 21 | 2004.07.30 16:01 | buy | 11 | 1.00 | 1.2061 | 1.2031 | 1.2459 | ||
| 22 | 2004.07.30 16:03 | modify | 11 | 1.00 | 1.2061 | 1.2061 | 1.2459 | ||
| 23 | 2004.07.30 16:48 | s/l | 11 | 1.00 | 1.2061 | 1.2061 | 1.2459 | 0.00 | 7666.80 |
| 24 | 2004.07.30 16:57 | buy | 12 | 1.00 | 1.2047 | 1.2017 | 1.2445 | ||
| 25 | 2004.07.30 18:05 | s/l | 12 | 1.00 | 1.2017 | 1.2017 | 1.2445 | -300.00 | 7366.80 |
| 26 | 2004.08.04 16:05 | sell | 13 | 1.00 | 1.2014 | 1.2044 | 1.1616 | ||
| 27 | 2004.08.04 16:41 | s/l | 13 | 1.00 | 1.2044 | 1.2044 | 1.1616 | -300.00 | 7066.80 |
| 28 | 2004.08.27 15:58 | sell | 14 | 1.00 | 1.2044 | 1.2074 | 1.1646 | ||
| 29 | 2004.08.31 03:41 | s/l | 14 | 1.00 | 1.2074 | 1.2074 | 1.1646 | -289.60 | 6777.20 |
| 30 | 2004.09.03 16:29 | sell | 15 | 1.00 | 1.2069 | 1.2099 | 1.1671 | ||
| 31 | 2004.09.07 10:42 | s/l | 15 | 1.00 | 1.2099 | 1.2099 | 1.1671 | -289.60 | 6487.60 |
| 32 | 2004.09.08 17:25 | buy | 16 | 1.00 | 1.2159 | 1.2129 | 1.2557 | ||
| 33 | 2004.09.16 15:43 | s/l | 16 | 1.00 | 1.2129 | 1.2129 | 1.2557 | -362.40 | 6125.20 |
| 34 | 2004.09.23 16:22 | sell | 17 | 1.00 | 1.2287 | 1.2317 | 1.1889 | ||
| 35 | 2004.09.23 18:49 | s/l | 17 | 1.00 | 1.2317 | 1.2317 | 1.1889 | -300.00 | 5825.20 |
| 36 | 2004.10.26 17:28 | sell | 18 | 1.00 | 1.2735 | 1.2765 | 1.2337 | ||
| 37 | 2004.10.26 21:08 | s/l | 18 | 1.00 | 1.2765 | 1.2765 | 1.2337 | -300.00 | 5525.20 |
| 38 | 2004.10.27 17:15 | sell | 19 | 1.00 | 1.2728 | 1.2758 | 1.2330 | ||
| 39 | 2004.10.28 12:40 | modify | 19 | 1.00 | 1.2728 | 1.2728 | 1.2330 | ||
| 40 | 2004.10.28 12:42 | modify | 19 | 1.00 | 1.2728 | 1.2688 | 1.2330 | ||
| 41 | 2004.10.28 12:54 | s/l | 19 | 1.00 | 1.2688 | 1.2688 | 1.2330 | 405.20 | 5930.40 |
| 42 | 2004.10.28 12:54 | sell | 20 | 1.00 | 1.2686 | 1.2716 | 1.2288 | ||
| 43 | 2004.10.28 14:04 | s/l | 20 | 1.00 | 1.2716 | 1.2716 | 1.2288 | -300.00 | 5630.40 |
| 44 | 2004.10.28 15:14 | buy | 21 | 1.00 | 1.2740 | 1.2710 | 1.3138 | ||
| 45 | 2004.10.29 16:07 | s/l | 21 | 1.00 | 1.2710 | 1.2710 | 1.3138 | -307.80 | 5322.60 |
| 46 | 2004.10.29 17:29 | sell | 22 | 1.00 | 1.2757 | 1.2787 | 1.2359 | ||
| 47 | 2004.10.29 19:51 | s/l | 22 | 1.00 | 1.2787 | 1.2787 | 1.2359 | -300.00 | 5022.60 |
| 48 | 2004.11.05 15:33 | sell | 23 | 1.00 | 1.2871 | 1.2901 | 1.2473 | ||
| 49 | 2004.11.05 16:01 | s/l | 23 | 1.00 | 1.2901 | 1.2901 | 1.2473 | -300.00 | 4722.60 |
| 50 | 2004.11.10 16:17 | sell | 24 | 1.00 | 1.2869 | 1.2899 | 1.2471 | ||
| 51 | 2004.11.10 16:44 | s/l | 24 | 1.00 | 1.2899 | 1.2899 | 1.2471 | -300.00 | 4422.60 |
| 52 | 2004.11.10 16:55 | sell | 25 | 1.00 | 1.2915 | 1.2945 | 1.2517 | ||
| 53 | 2004.11.12 17:01 | s/l | 25 | 1.00 | 1.2945 | 1.2945 | 1.2517 | -289.60 | 4133.00 |
| 54 | 2004.11.26 09:32 | sell | 26 | 1.00 | 1.3231 | 1.3261 | 1.2833 | ||
| 55 | 2004.11.26 10:22 | modify | 26 | 1.00 | 1.3231 | 1.3231 | 1.2833 | ||
| 56 | 2004.11.26 10:38 | s/l | 26 | 1.00 | 1.3231 | 1.3231 | 1.2833 | 0.00 | 4133.00 |
| 57 | 2004.11.26 12:23 | sell | 27 | 1.00 | 1.3258 | 1.3288 | 1.2860 | ||
| 58 | 2004.11.26 17:17 | s/l | 27 | 1.00 | 1.3288 | 1.3288 | 1.2860 | -300.00 | 3833.00 |
| 59 | 2004.12.02 16:39 | sell | 28 | 1.00 | 1.3275 | 1.3305 | 1.2877 | ||
| 60 | 2004.12.03 13:27 | s/l | 28 | 1.00 | 1.3305 | 1.3305 | 1.2877 | -294.80 | 3538.20 |
| 61 | 2004.12.03 15:20 | buy | 29 | 1.00 | 1.3365 | 1.3335 | 1.3763 | ||
| 62 | 2004.12.08 05:45 | close | 29 | 1.00 | 1.3349 | 1.3335 | 1.3763 | -199.00 | 3339.20 |
| 63 | 2004.12.08 15:25 | sell | 30 | 1.00 | 1.3272 | 1.3302 | 1.2874 | ||
| 64 | 2004.12.08 18:28 | s/l | 30 | 1.00 | 1.3302 | 1.3302 | 1.2874 | -300.00 | 3039.20 |
| 65 | 2004.12.10 11:27 | sell | 31 | 1.00 | 1.3175 | 1.3205 | 1.2777 | ||
| 66 | 2004.12.10 13:51 | s/l | 31 | 1.00 | 1.3205 | 1.3205 | 1.2777 | -300.00 | 2739.20 |
| 67 | 2004.12.10 16:07 | buy | 32 | 1.00 | 1.3224 | 1.3194 | 1.3622 | ||
| 68 | 2004.12.16 15:10 | close | 32 | 1.00 | 1.3350 | 1.3194 | 1.3622 | 1213.20 | 3952.40 |
| 69 | 2004.12.16 15:10 | sell | 33 | 1.00 | 1.3349 | 1.3379 | 1.2951 | ||
| 70 | 2004.12.16 15:22 | modify | 33 | 1.00 | 1.3349 | 1.3349 | 1.2951 | ||
| 71 | 2004.12.20 09:10 | s/l | 33 | 1.00 | 1.3349 | 1.3349 | 1.2951 | 10.40 | 3962.80 |
| 72 | 2004.12.31 17:43 | sell | 34 | 1.00 | 1.3542 | 1.3572 | 1.3144 | ||
| 73 | 2005.01.03 00:08 | s/l | 34 | 1.00 | 1.3572 | 1.3572 | 1.3144 | -294.80 | 3668.00 |
| 74 | 2005.01.03 10:27 | buy | 35 | 1.00 | 1.3554 | 1.3524 | 1.3952 | ||
| 75 | 2005.01.03 12:46 | s/l | 35 | 1.00 | 1.3524 | 1.3524 | 1.3952 | -300.00 | 3368.00 |
| 76 | 2005.01.04 10:58 | sell | 36 | 1.00 | 1.3365 | 1.3395 | 1.2967 | ||
| 77 | 2005.01.04 11:33 | s/l | 36 | 1.00 | 1.3395 | 1.3395 | 1.2967 | -300.00 | 3068.00 |
| 78 | 2005.01.05 16:20 | buy | 37 | 1.00 | 1.3271 | 1.3241 | 1.3669 | ||
| 79 | 2005.01.06 07:56 | s/l | 37 | 1.00 | 1.3241 | 1.3241 | 1.3669 | -307.80 | 2760.20 |
| 80 | 2005.01.06 09:29 | sell | 38 | 1.00 | 1.3179 | 1.3209 | 1.2781 | ||
| 81 | 2005.01.06 15:20 | s/l | 38 | 1.00 | 1.3209 | 1.3209 | 1.2781 | -300.00 | 2460.20 |
| 82 | 2005.01.06 17:29 | sell | 39 | 1.00 | 1.3206 | 1.3236 | 1.2808 | ||
| 83 | 2005.01.07 10:48 | s/l | 39 | 1.00 | 1.3236 | 1.3236 | 1.2808 | -294.80 | 2165.40 |
| 84 | 2005.01.07 16:07 | sell | 40 | 1.00 | 1.3154 | 1.3184 | 1.2756 | ||
| 85 | 2005.01.07 16:22 | modify | 40 | 1.00 | 1.3154 | 1.3154 | 1.2756 | ||
| 86 | 2005.01.07 16:40 | modify | 40 | 1.00 | 1.3154 | 1.3114 | 1.2756 | ||
| 87 | 2005.01.10 11:29 | s/l | 40 | 1.00 | 1.3114 | 1.3114 | 1.2756 | 405.20 | 2570.60 |
| 88 | 2005.01.12 15:58 | buy | 41 | 1.00 | 1.3265 | 1.3235 | 1.3663 | ||
| 89 | 2005.01.13 09:16 | s/l | 41 | 1.00 | 1.3235 | 1.3235 | 1.3663 | -307.80 | 2262.80 |
| 90 | 2005.01.14 09:59 | sell | 42 | 1.00 | 1.3061 | 1.3091 | 1.2663 | ||
| 91 | 2005.01.14 10:16 | s/l | 42 | 1.00 | 1.3091 | 1.3091 | 1.2663 | -300.00 | 1962.80 |
| 92 | 2005.01.14 10:18 | sell | 43 | 1.00 | 1.3093 | 1.3123 | 1.2695 | ||
| 93 | 2005.01.14 10:48 | s/l | 43 | 1.00 | 1.3123 | 1.3123 | 1.2695 | -300.00 | 1662.80 |
| 94 | 2005.01.19 09:46 | buy | 44 | 1.00 | 1.3099 | 1.3069 | 1.3497 | ||
| 95 | 2005.01.19 14:31 | s/l | 44 | 1.00 | 1.3069 | 1.3069 | 1.3497 | -300.00 | 1362.80 |
| 96 | 2005.01.21 17:28 | buy | 45 | 1.00 | 1.3037 | 1.3007 | 1.3435 | ||
| 97 | 2005.01.25 02:58 | s/l | 45 | 1.00 | 1.3007 | 1.3007 | 1.3435 | -315.60 | 1047.20 |