Strategy Tester Report
PriceAction_EA
MFGlobal-Demo2 (Build 226)
| Symbol | EURUSDmfu (Euro vs US Dollar) | ||||
| Period | 1 Minute (M1) 2010.05.03 12:14 - 2010.11.11 23:59 (2010.01.01 - 2010.11.12) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MagicNumber=521; SignalMail=false; EachTickMode=true; Lots=1; Slippage=0; UseStopLoss=false; StopLoss=0; UseTakeProfit=true; TakeProfit=100; UseTrailingStop=true; TrailingStop=50; MaxTrades=3; | ||||
| Bars in test | 155597 | Ticks modelled | 310114 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000000.00 | ||||
| Total net profit | 2941.59 | Gross profit | 2985.50 | Gross loss | -43.91 |
| Profit factor | 67.99 | Expected payoff | 66.85 | ||
| Absolute drawdown | 13611.90 | Maximal drawdown | 13611.90 (1.36%) | Relative drawdown | 1.36% (13611.90) |
| Total trades | 44 | Short positions (won %) | 22 (95.45%) | Long positions (won %) | 22 (100.00%) |
| Profit trades (% of total) | 43 (97.73%) | Loss trades (% of total) | 1 (2.27%) | ||
| Largest | profit trade | 234.32 | loss trade | -43.91 | |
| Average | profit trade | 69.43 | loss trade | -43.91 | |
| Maximum | consecutive wins (profit in money) | 43 (2985.50) | consecutive losses (loss in money) | 1 (-43.91) | |
| Maximal | consecutive profit (count of wins) | 2985.50 (43) | consecutive loss (count of losses) | -43.91 (1) | |
| Average | consecutive wins | 43 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 12:41 | buy | 1 | 1.00 | 1.32441 | 0.00000 | 1.32541 | ||
| 2 | 2010.08.03 11:03 | modify | 1 | 1.00 | 1.32441 | 1.32456 | 1.32541 | ||
| 3 | 2010.08.03 11:04 | t/p | 1 | 1.00 | 1.32541 | 1.32456 | 1.32541 | 234.32 | 1000234.32 |
| 4 | 2010.08.03 14:54 | sell | 2 | 1.00 | 1.32121 | 0.00000 | 1.32021 | ||
| 5 | 2010.08.03 14:57 | modify | 2 | 1.00 | 1.32121 | 1.32119 | 1.32021 | ||
| 6 | 2010.08.03 14:59 | modify | 2 | 1.00 | 1.32121 | 1.32090 | 1.32021 | ||
| 7 | 2010.08.03 15:00 | modify | 2 | 1.00 | 1.32121 | 1.32086 | 1.32021 | ||
| 8 | 2010.08.03 15:02 | s/l | 2 | 1.00 | 1.32086 | 1.32086 | 1.32021 | 35.00 | 1000269.32 |
| 9 | 2010.08.03 15:41 | buy | 3 | 1.00 | 1.32077 | 0.00000 | 1.32177 | ||
| 10 | 2010.08.03 15:45 | modify | 3 | 1.00 | 1.32077 | 1.32078 | 1.32177 | ||
| 11 | 2010.08.03 15:47 | modify | 3 | 1.00 | 1.32077 | 1.32119 | 1.32177 | ||
| 12 | 2010.08.03 15:49 | s/l | 3 | 1.00 | 1.32119 | 1.32119 | 1.32177 | 42.00 | 1000311.32 |
| 13 | 2010.08.03 17:41 | sell | 4 | 1.00 | 1.32265 | 0.00000 | 1.32165 | ||
| 14 | 2010.08.03 18:19 | modify | 4 | 1.00 | 1.32265 | 1.32247 | 1.32165 | ||
| 15 | 2010.08.03 18:24 | s/l | 4 | 1.00 | 1.32247 | 1.32247 | 1.32165 | 18.00 | 1000329.32 |
| 16 | 2010.08.03 18:26 | buy | 5 | 1.00 | 1.32253 | 0.00000 | 1.32353 | ||
| 17 | 2010.08.03 20:03 | modify | 5 | 1.00 | 1.32253 | 1.32268 | 1.32353 | ||
| 18 | 2010.08.03 20:09 | modify | 5 | 1.00 | 1.32253 | 1.32269 | 1.32353 | ||
| 19 | 2010.08.03 20:13 | modify | 5 | 1.00 | 1.32253 | 1.32280 | 1.32353 | ||
| 20 | 2010.08.03 20:23 | s/l | 5 | 1.00 | 1.32280 | 1.32280 | 1.32353 | 27.00 | 1000356.32 |
| 21 | 2010.08.03 20:32 | sell | 6 | 1.00 | 1.32288 | 0.00000 | 1.32188 | ||
| 22 | 2010.08.04 00:07 | modify | 6 | 1.00 | 1.32288 | 1.32279 | 1.32188 | ||
| 23 | 2010.08.04 00:12 | modify | 6 | 1.00 | 1.32288 | 1.32278 | 1.32188 | ||
| 24 | 2010.08.04 00:13 | modify | 6 | 1.00 | 1.32288 | 1.32261 | 1.32188 | ||
| 25 | 2010.08.04 00:22 | s/l | 6 | 1.00 | 1.32261 | 1.32261 | 1.32188 | 23.49 | 1000379.81 |
| 26 | 2010.08.04 00:36 | sell | 7 | 1.00 | 1.32214 | 0.00000 | 1.32114 | ||
| 27 | 2010.08.04 04:52 | modify | 7 | 1.00 | 1.32214 | 1.32204 | 1.32114 | ||
| 28 | 2010.08.04 04:54 | modify | 7 | 1.00 | 1.32214 | 1.32179 | 1.32114 | ||
| 29 | 2010.08.04 05:00 | s/l | 7 | 1.00 | 1.32179 | 1.32179 | 1.32114 | 35.00 | 1000414.81 |
| 30 | 2010.08.04 05:06 | sell | 8 | 1.00 | 1.32106 | 0.00000 | 1.32006 | ||
| 31 | 2010.08.04 07:07 | modify | 8 | 1.00 | 1.32106 | 1.32104 | 1.32006 | ||
| 32 | 2010.08.04 07:11 | modify | 8 | 1.00 | 1.32106 | 1.32103 | 1.32006 | ||
| 33 | 2010.08.04 07:17 | s/l | 8 | 1.00 | 1.32103 | 1.32103 | 1.32006 | 3.00 | 1000417.81 |
| 34 | 2010.08.04 08:01 | sell | 9 | 1.00 | 1.32201 | 0.00000 | 1.32101 | ||
| 35 | 2010.08.04 08:15 | modify | 9 | 1.00 | 1.32201 | 1.32152 | 1.32101 | ||
| 36 | 2010.08.04 08:16 | t/p | 9 | 1.00 | 1.32101 | 1.32152 | 1.32101 | 100.00 | 1000517.81 |
| 37 | 2010.08.04 09:02 | sell | 10 | 1.00 | 1.31963 | 0.00000 | 1.31863 | ||
| 38 | 2010.08.04 09:14 | modify | 10 | 1.00 | 1.31963 | 1.31937 | 1.31863 | ||
| 39 | 2010.08.04 09:17 | s/l | 10 | 1.00 | 1.31937 | 1.31937 | 1.31863 | 26.00 | 1000543.81 |
| 40 | 2010.08.04 09:20 | buy | 11 | 1.00 | 1.31932 | 0.00000 | 1.32032 | ||
| 41 | 2010.08.04 09:55 | modify | 11 | 1.00 | 1.31932 | 1.31933 | 1.32032 | ||
| 42 | 2010.08.04 09:56 | modify | 11 | 1.00 | 1.31932 | 1.31959 | 1.32032 | ||
| 43 | 2010.08.04 09:57 | t/p | 11 | 1.00 | 1.32032 | 1.31959 | 1.32032 | 100.00 | 1000643.81 |
| 44 | 2010.08.04 10:00 | sell | 12 | 1.00 | 1.32006 | 0.00000 | 1.31906 | ||
| 45 | 2010.08.04 10:48 | modify | 12 | 1.00 | 1.32006 | 1.31999 | 1.31906 | ||
| 46 | 2010.08.04 10:49 | modify | 12 | 1.00 | 1.32006 | 1.31980 | 1.31906 | ||
| 47 | 2010.08.04 10:51 | s/l | 12 | 1.00 | 1.31980 | 1.31980 | 1.31906 | 26.00 | 1000669.81 |
| 48 | 2010.08.04 13:15 | sell | 13 | 1.00 | 1.32072 | 0.00000 | 1.31972 | ||
| 49 | 2010.08.04 13:38 | t/p | 13 | 1.00 | 1.31972 | 0.00000 | 1.31972 | 100.00 | 1000769.81 |
| 50 | 2010.08.04 14:26 | sell | 14 | 1.00 | 1.32075 | 0.00000 | 1.31975 | ||
| 51 | 2010.08.04 15:04 | modify | 14 | 1.00 | 1.32075 | 1.32059 | 1.31975 | ||
| 52 | 2010.08.04 15:05 | t/p | 14 | 1.00 | 1.31975 | 1.32059 | 1.31975 | 100.00 | 1000869.81 |
| 53 | 2010.08.04 15:38 | sell | 15 | 1.00 | 1.31389 | 0.00000 | 1.31289 | ||
| 54 | 2010.08.05 07:50 | t/p | 15 | 1.00 | 1.31289 | 0.00000 | 1.31289 | 89.47 | 1000959.28 |
| 55 | 2010.08.05 08:37 | buy | 16 | 1.00 | 1.31391 | 0.00000 | 1.31491 | ||
| 56 | 2010.08.05 08:48 | modify | 16 | 1.00 | 1.31391 | 1.31411 | 1.31491 | ||
| 57 | 2010.08.05 09:00 | modify | 16 | 1.00 | 1.31391 | 1.31415 | 1.31491 | ||
| 58 | 2010.08.05 09:01 | t/p | 16 | 1.00 | 1.31491 | 1.31415 | 1.31491 | 100.00 | 1001059.28 |
| 59 | 2010.08.05 09:58 | buy | 17 | 1.00 | 1.31702 | 0.00000 | 1.31802 | ||
| 60 | 2010.08.05 10:04 | modify | 17 | 1.00 | 1.31702 | 1.31717 | 1.31802 | ||
| 61 | 2010.08.05 10:05 | t/p | 17 | 1.00 | 1.31802 | 1.31717 | 1.31802 | 100.00 | 1001159.28 |
| 62 | 2010.08.05 10:54 | buy | 18 | 1.00 | 1.32059 | 0.00000 | 1.32159 | ||
| 63 | 2010.08.05 11:00 | modify | 18 | 1.00 | 1.32059 | 1.32063 | 1.32159 | ||
| 64 | 2010.08.05 11:01 | t/p | 18 | 1.00 | 1.32159 | 1.32063 | 1.32159 | 100.00 | 1001259.28 |
| 65 | 2010.08.05 11:56 | buy | 19 | 1.00 | 1.32210 | 0.00000 | 1.32310 | ||
| 66 | 2010.08.05 13:41 | modify | 19 | 1.00 | 1.32210 | 1.32242 | 1.32310 | ||
| 67 | 2010.08.05 13:42 | t/p | 19 | 1.00 | 1.32310 | 1.32242 | 1.32310 | 100.00 | 1001359.28 |
| 68 | 2010.08.05 14:35 | sell | 20 | 1.00 | 1.31650 | 0.00000 | 1.31550 | ||
| 69 | 2010.08.05 15:54 | modify | 20 | 1.00 | 1.31650 | 1.31649 | 1.31550 | ||
| 70 | 2010.08.05 15:57 | t/p | 20 | 1.00 | 1.31550 | 1.31649 | 1.31550 | 100.00 | 1001459.28 |
| 71 | 2010.08.05 16:32 | buy | 21 | 1.00 | 1.31504 | 0.00000 | 1.31604 | ||
| 72 | 2010.08.05 17:47 | modify | 21 | 1.00 | 1.31504 | 1.31528 | 1.31604 | ||
| 73 | 2010.08.05 17:48 | modify | 21 | 1.00 | 1.31504 | 1.31538 | 1.31604 | ||
| 74 | 2010.08.05 17:49 | t/p | 21 | 1.00 | 1.31604 | 1.31538 | 1.31604 | 100.00 | 1001559.28 |
| 75 | 2010.08.05 17:52 | sell | 22 | 1.00 | 1.31610 | 0.00000 | 1.31510 | ||
| 76 | 2010.08.05 18:05 | modify | 22 | 1.00 | 1.31610 | 1.31599 | 1.31510 | ||
| 77 | 2010.08.05 18:07 | modify | 22 | 1.00 | 1.31610 | 1.31594 | 1.31510 | ||
| 78 | 2010.08.05 18:12 | s/l | 22 | 1.00 | 1.31594 | 1.31594 | 1.31510 | 16.00 | 1001575.28 |
| 79 | 2010.08.05 19:00 | buy | 23 | 1.00 | 1.31879 | 0.00000 | 1.31979 | ||
| 80 | 2010.08.05 21:50 | modify | 23 | 1.00 | 1.31879 | 1.31881 | 1.31979 | ||
| 81 | 2010.08.05 21:51 | modify | 23 | 1.00 | 1.31879 | 1.31896 | 1.31979 | ||
| 82 | 2010.08.05 21:56 | s/l | 23 | 1.00 | 1.31896 | 1.31896 | 1.31979 | 17.00 | 1001592.28 |
| 83 | 2010.08.05 22:08 | buy | 24 | 1.00 | 1.31895 | 0.00000 | 1.31995 | ||
| 84 | 2010.08.06 07:32 | modify | 24 | 1.00 | 1.31895 | 1.31913 | 1.31995 | ||
| 85 | 2010.08.06 07:34 | modify | 24 | 1.00 | 1.31895 | 1.31932 | 1.31995 | ||
| 86 | 2010.08.06 07:42 | s/l | 24 | 1.00 | 1.31932 | 1.31932 | 1.31995 | 38.46 | 1001630.74 |
| 87 | 2010.08.06 07:49 | buy | 25 | 1.00 | 1.31971 | 0.00000 | 1.32071 | ||
| 88 | 2010.08.06 08:39 | modify | 25 | 1.00 | 1.31971 | 1.31972 | 1.32071 | ||
| 89 | 2010.08.06 08:42 | s/l | 25 | 1.00 | 1.31972 | 1.31972 | 1.32071 | 1.00 | 1001631.74 |
| 90 | 2010.08.06 09:15 | sell | 26 | 1.00 | 1.31883 | 0.00000 | 1.31783 | ||
| 91 | 2010.08.06 10:09 | modify | 26 | 1.00 | 1.31883 | 1.31882 | 1.31783 | ||
| 92 | 2010.08.06 10:10 | modify | 26 | 1.00 | 1.31883 | 1.31873 | 1.31783 | ||
| 93 | 2010.08.06 10:12 | modify | 26 | 1.00 | 1.31883 | 1.31868 | 1.31783 | ||
| 94 | 2010.08.06 10:13 | modify | 26 | 1.00 | 1.31883 | 1.31858 | 1.31783 | ||
| 95 | 2010.08.06 10:16 | s/l | 26 | 1.00 | 1.31858 | 1.31858 | 1.31783 | 25.00 | 1001656.74 |
| 96 | 2010.08.06 10:24 | sell | 27 | 1.00 | 1.31831 | 0.00000 | 1.31731 | ||
| 97 | 2010.08.06 10:34 | t/p | 27 | 1.00 | 1.31731 | 0.00000 | 1.31731 | 100.00 | 1001756.74 |
| 98 | 2010.08.06 11:50 | sell | 28 | 1.00 | 1.31625 | 0.00000 | 1.31525 | ||
| 99 | 2010.08.10 04:00 | t/p | 28 | 1.00 | 1.31525 | 0.00000 | 1.31525 | 92.98 | 1001849.72 |
| 100 | 2010.08.10 04:25 | sell | 29 | 1.00 | 1.31416 | 0.00000 | 1.31316 | ||
| 101 | 2010.08.10 13:13 | modify | 29 | 1.00 | 1.31416 | 1.31398 | 1.31316 | ||
| 102 | 2010.08.10 13:16 | modify | 29 | 1.00 | 1.31416 | 1.31381 | 1.31316 | ||
| 103 | 2010.08.10 13:17 | t/p | 29 | 1.00 | 1.31316 | 1.31381 | 1.31316 | 100.00 | 1001949.72 |
| 104 | 2010.08.10 14:12 | sell | 30 | 1.00 | 1.31235 | 0.00000 | 1.31135 | ||
| 105 | 2010.08.10 14:41 | modify | 30 | 1.00 | 1.31235 | 1.31219 | 1.31135 | ||
| 106 | 2010.08.10 14:46 | modify | 30 | 1.00 | 1.31235 | 1.31208 | 1.31135 | ||
| 107 | 2010.08.10 14:52 | t/p | 30 | 1.00 | 1.31135 | 1.31208 | 1.31135 | 100.00 | 1002049.72 |
| 108 | 2010.08.10 14:56 | buy | 31 | 1.00 | 1.31051 | 0.00000 | 1.31151 | ||
| 109 | 2010.08.10 17:43 | modify | 31 | 1.00 | 1.31051 | 1.31055 | 1.31151 | ||
| 110 | 2010.08.10 17:51 | s/l | 31 | 1.00 | 1.31055 | 1.31055 | 1.31151 | 4.00 | 1002053.72 |
| 111 | 2010.08.10 18:04 | sell | 32 | 1.00 | 1.31121 | 0.00000 | 1.31021 | ||
| 112 | 2010.08.10 18:26 | modify | 32 | 1.00 | 1.31121 | 1.31120 | 1.31021 | ||
| 113 | 2010.08.10 18:39 | s/l | 32 | 1.00 | 1.31120 | 1.31120 | 1.31021 | 1.00 | 1002054.72 |
| 114 | 2010.08.10 19:28 | buy | 33 | 1.00 | 1.31948 | 0.00000 | 1.32048 | ||
| 115 | 2010.08.10 19:31 | t/p | 33 | 1.00 | 1.32048 | 0.00000 | 1.32048 | 100.00 | 1002154.72 |
| 116 | 2010.08.10 20:04 | buy | 34 | 1.00 | 1.32061 | 0.00000 | 1.32161 | ||
| 117 | 2010.09.21 19:44 | t/p | 34 | 1.00 | 1.32161 | 0.00000 | 1.32161 | 161.32 | 1002316.04 |
| 118 | 2010.09.21 20:00 | buy | 35 | 1.00 | 1.32488 | 0.00000 | 1.32588 | ||
| 119 | 2010.09.21 20:05 | modify | 35 | 1.00 | 1.32488 | 1.32510 | 1.32588 | ||
| 120 | 2010.09.21 20:06 | s/l | 35 | 1.00 | 1.32510 | 1.32510 | 1.32588 | 22.00 | 1002338.04 |
| 121 | 2010.09.21 21:01 | buy | 36 | 1.00 | 1.32379 | 0.00000 | 1.32479 | ||
| 122 | 2010.09.21 21:23 | modify | 36 | 1.00 | 1.32379 | 1.32392 | 1.32479 | ||
| 123 | 2010.09.21 21:24 | modify | 36 | 1.00 | 1.32379 | 1.32405 | 1.32479 | ||
| 124 | 2010.09.21 21:26 | modify | 36 | 1.00 | 1.32379 | 1.32424 | 1.32479 | ||
| 125 | 2010.09.21 21:28 | t/p | 36 | 1.00 | 1.32479 | 1.32424 | 1.32479 | 100.00 | 1002438.04 |
| 126 | 2010.09.21 21:41 | buy | 37 | 1.00 | 1.32650 | 0.00000 | 1.32750 | ||
| 127 | 2010.09.22 00:23 | modify | 37 | 1.00 | 1.32650 | 1.32654 | 1.32750 | ||
| 128 | 2010.09.22 00:24 | modify | 37 | 1.00 | 1.32650 | 1.32662 | 1.32750 | ||
| 129 | 2010.09.22 00:27 | modify | 37 | 1.00 | 1.32650 | 1.32670 | 1.32750 | ||
| 130 | 2010.09.22 00:33 | modify | 37 | 1.00 | 1.32650 | 1.32682 | 1.32750 | ||
| 131 | 2010.09.22 00:34 | t/p | 37 | 1.00 | 1.32750 | 1.32682 | 1.32750 | 101.46 | 1002539.50 |
| 132 | 2010.09.30 16:49 | buy | 38 | 1.00 | 1.35974 | 0.00000 | 1.36074 | ||
| 133 | 2010.09.30 16:56 | modify | 38 | 1.00 | 1.35974 | 1.35989 | 1.36074 | ||
| 134 | 2010.09.30 16:58 | s/l | 38 | 1.00 | 1.35989 | 1.35989 | 1.36074 | 15.00 | 1002554.50 |
| 135 | 2010.09.30 18:52 | sell | 39 | 1.00 | 1.36176 | 0.00000 | 1.36076 | ||
| 136 | 2010.09.30 19:11 | modify | 39 | 1.00 | 1.36176 | 1.36151 | 1.36076 | ||
| 137 | 2010.09.30 19:12 | t/p | 39 | 1.00 | 1.36076 | 1.36151 | 1.36076 | 100.00 | 1002654.50 |
| 138 | 2010.09.30 19:33 | buy | 40 | 1.00 | 1.36193 | 0.00000 | 1.36293 | ||
| 139 | 2010.09.30 19:43 | modify | 40 | 1.00 | 1.36193 | 1.36199 | 1.36293 | ||
| 140 | 2010.09.30 19:44 | modify | 40 | 1.00 | 1.36193 | 1.36211 | 1.36293 | ||
| 141 | 2010.09.30 19:45 | t/p | 40 | 1.00 | 1.36293 | 1.36211 | 1.36293 | 100.00 | 1002754.50 |
| 142 | 2010.09.30 20:29 | buy | 41 | 1.00 | 1.36377 | 0.00000 | 1.36477 | ||
| 143 | 2010.09.30 21:20 | modify | 41 | 1.00 | 1.36377 | 1.36380 | 1.36477 | ||
| 144 | 2010.09.30 21:21 | modify | 41 | 1.00 | 1.36377 | 1.36408 | 1.36477 | ||
| 145 | 2010.09.30 21:28 | s/l | 41 | 1.00 | 1.36408 | 1.36408 | 1.36477 | 31.00 | 1002785.50 |
| 146 | 2010.09.30 22:06 | sell | 42 | 1.00 | 1.36335 | 0.00000 | 1.36235 | ||
| 147 | 2010.09.30 23:20 | modify | 42 | 1.00 | 1.36335 | 1.36319 | 1.36235 | ||
| 148 | 2010.09.30 23:21 | modify | 42 | 1.00 | 1.36335 | 1.36317 | 1.36235 | ||
| 149 | 2010.09.30 23:22 | modify | 42 | 1.00 | 1.36335 | 1.36311 | 1.36235 | ||
| 150 | 2010.09.30 23:36 | modify | 42 | 1.00 | 1.36335 | 1.36309 | 1.36235 | ||
| 151 | 2010.09.30 23:38 | modify | 42 | 1.00 | 1.36335 | 1.36292 | 1.36235 | ||
| 152 | 2010.09.30 23:52 | t/p | 42 | 1.00 | 1.36235 | 1.36292 | 1.36235 | 100.00 | 1002885.50 |
| 153 | 2010.10.01 00:05 | buy | 43 | 1.00 | 1.36224 | 0.00000 | 1.36324 | ||
| 154 | 2010.10.01 00:53 | modify | 43 | 1.00 | 1.36224 | 1.36264 | 1.36324 | ||
| 155 | 2010.10.01 00:54 | t/p | 43 | 1.00 | 1.36324 | 1.36264 | 1.36324 | 100.00 | 1002985.50 |
| 156 | 2010.10.01 01:05 | sell | 44 | 1.00 | 1.36333 | 0.00000 | 1.36233 | ||
| 157 | 2010.11.11 23:50 | t/p | 44 | 1.00 | 1.36233 | 0.00000 | 1.36233 | -43.91 | 1002941.59 |