Strategy Tester Report
pipmach(Eur)

SymbolEURUSD (Euro vs US Dollar)
Period30 Minutes (M30) 2004.06.18 12:30 - 2006.06.07 00:00 (2004.08.01 - 2006.06.07)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test24486Ticks modelled1892402Modelling quality89.63%
Initial deposit10000.00
Total net profit59860.24Gross profit59860.24Gross loss0.00
Profit factorExpected payoff1813.95
Absolute drawdown0.00Maximal drawdown (%)0.00 (0.0%)
Total trades33Short positions (won %)19 (100.00%)Long positions (won %)14 (100.00%)
Profit trades (% of total)33 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade4875.00loss trade0.00
Averageprofit trade1813.95loss trade0.00
Maximumconsecutive wins (profit in money)33 (59860.24)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)59860.24 (33)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins33consecutive losses0
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.08.17 15:00buy stop15.001.23681.22681.2383
22004.08.19 11:31buy15.001.23681.22681.2383
32004.08.20 04:53modify15.001.23681.23681.2383
42004.08.20 04:55modify15.001.23681.23691.2383
52004.08.20 04:57s/l15.001.23691.23691.23831.5210001.52
62004.08.20 20:00buy stop25.001.23471.22471.2362
72004.08.23 00:00delete25.001.23471.22471.2362
82004.09.16 01:00buy stop35.001.21901.20901.2205
92004.09.16 19:17buy35.001.21901.20901.2205
102004.09.17 08:27modify35.001.21901.21921.2205
112004.09.17 08:28modify35.001.21901.21931.2205
122004.09.17 08:32s/l35.001.21931.21931.2205101.4610102.98
132004.10.12 17:30buy stop45.101.23441.22441.2359
142004.10.13 19:54buy45.101.23441.22441.2359
152004.10.13 19:54modify45.101.23441.23441.2359
162004.10.13 19:54modify45.101.23441.23461.2359
172004.10.13 19:54modify45.101.23441.23481.2359
182004.10.13 19:54modify45.101.23441.23501.2359
192004.10.13 19:55s/l45.101.23501.23501.2359306.0210409.00
202004.11.02 21:30buy stop55.201.27571.26571.2772
212004.11.03 13:28buy55.201.27571.26571.2772
222004.11.03 14:24t/p55.201.27721.26571.2772779.9711188.97
232004.11.23 10:00buy stop65.601.30381.29381.3053
242004.11.23 11:28buy65.601.30381.29381.3053
252004.11.23 11:41t/p65.601.30531.29381.3053839.9712028.94
262004.11.23 11:41buy stop76.001.30911.29911.3106
272004.11.23 13:39buy76.001.30911.29911.3106
282004.11.24 00:49modify76.001.30911.30921.3106
292004.11.24 00:49modify76.001.30911.30931.3106
302004.11.24 00:49modify76.001.30911.30941.3106
312004.11.24 00:59s/l76.001.30941.30941.3106121.7512150.69
322004.12.08 17:00buy stop86.101.33021.32021.3317
332004.12.08 18:28buy86.101.33021.32021.3317
342004.12.08 19:00t/p86.101.33171.32021.3317915.0313065.72
352004.12.10 16:30buy stop96.501.32661.31661.3281
362004.12.13 00:00delete96.501.32661.31661.3281
372004.12.15 22:00sell stop106.501.33651.34651.3350
382004.12.16 15:04sell106.501.33651.34651.3350
392004.12.16 15:10t/p106.501.33501.34651.3350974.9814040.70
402004.12.28 01:00sell stop117.001.35841.36841.3569
412004.12.29 01:08sell117.001.35841.36841.3569
422004.12.29 01:55modify117.001.35841.35841.3569
432004.12.29 01:55modify117.001.35841.35831.3569
442004.12.29 01:55modify117.001.35841.35821.3569
452004.12.29 02:04t/p117.001.35691.35821.35691050.0215090.72
462005.02.02 10:30sell stop127.501.30381.31381.3023
472005.02.02 16:35sell127.501.30381.31381.3023
482005.02.02 17:21t/p127.501.30231.31381.30231125.0216215.74
492005.02.25 15:00buy stop138.101.32291.31291.3244
502005.02.25 18:25buy138.101.32291.31291.3244
512005.02.25 21:00modify138.101.32291.32291.3244
522005.02.25 21:00modify138.101.32291.32301.3244
532005.02.25 21:01modify138.101.32291.32311.3244
542005.02.25 21:02modify138.101.32291.32311.3244
552005.02.25 21:17modify138.101.32291.32321.3244
562005.02.25 21:19modify138.101.32291.32321.3244
572005.02.25 21:30modify138.101.32291.32341.3244
582005.02.25 21:32modify138.101.32291.32351.3244
592005.02.25 22:08modify138.101.32291.32361.3244
602005.02.25 22:16t/p138.101.32441.32361.32441215.0217430.76
612005.03.18 18:00buy stop148.701.33471.32471.3362
622005.03.28 00:00delete148.701.33471.32471.3362
632005.03.30 12:00sell stop158.701.29001.30001.2885
642005.04.01 17:13sell158.701.29001.30001.2885
652005.04.01 17:24t/p158.701.28851.30001.28851305.0518735.81
662005.04.06 13:30sell stop169.401.28471.29471.2832
672005.04.06 14:24sell169.401.28471.29471.2832
682005.04.08 01:58modify169.401.28471.28471.2832
692005.04.08 01:58modify169.401.28471.28441.2832
702005.04.08 01:58modify169.401.28471.28421.2832
712005.04.08 01:58modify169.401.28471.28391.2832
722005.04.08 02:00t/p169.401.28321.28391.28321684.4620420.27
732005.05.04 12:00sell stop1710.201.29081.30081.2893
742005.05.06 14:30sell1710.201.29081.30081.2893
752005.05.06 14:33t/p1710.201.28931.30081.28931529.9221950.19
762005.05.11 11:00sell stop1811.001.28501.29501.2835
772005.05.11 14:30sell1811.001.28501.29501.2835
782005.05.11 14:30modify1811.001.28501.28461.2835
792005.05.11 14:30t/p1811.001.28351.28461.28351649.9223600.11
802005.06.16 16:00sell stop1911.801.20441.21441.2029
812005.06.20 00:00delete1911.801.20441.21441.2029
822005.07.07 14:30sell stop2011.801.19281.20281.1913
832005.07.07 15:06sell2011.801.19281.20281.1913
842005.07.07 19:12modify2011.801.19281.19281.1913
852005.07.07 19:13modify2011.801.19281.19281.1913
862005.07.07 19:13modify2011.801.19281.19271.1913
872005.07.07 19:13modify2011.801.19281.19261.1913
882005.07.07 19:13modify2011.801.19281.19251.1913
892005.07.07 19:13modify2011.801.19281.19241.1913
902005.07.07 19:15s/l2011.801.19241.19241.1913472.1624072.27
912005.07.27 15:00buy stop2112.001.20591.19591.2074
922005.07.27 18:29buy2112.001.20591.19591.2074
932005.07.27 20:15t/p2112.001.20741.19591.20741800.0525872.32
942005.08.30 02:30buy stop2212.901.22641.21641.2279
952005.08.31 16:10buy2212.901.22641.21641.2279
962005.08.31 16:23t/p2212.901.22791.21641.22791934.9827807.30
972005.09.15 11:30buy stop2313.901.22571.21571.2272
982005.09.16 04:37buy2313.901.22571.21571.2272
992005.09.16 06:12modify2313.901.22571.22571.2272
1002005.09.16 06:12modify2313.901.22571.22601.2272
1012005.09.16 06:13modify2313.901.22571.22611.2272
1022005.09.16 06:14modify2313.901.22571.22651.2272
1032005.09.16 06:14modify2313.901.22571.22661.2272
1042005.09.16 06:14modify2313.901.22571.22671.2272
1052005.09.16 06:14t/p2313.901.22721.22671.22722084.9829892.28
1062005.09.29 03:00sell stop2414.901.20081.21081.1993
1072005.09.29 15:15sell2414.901.20081.21081.1993
1082005.09.30 20:41modify2414.901.20081.20061.1993
1092005.09.30 20:41modify2414.901.20081.20051.1993
1102005.09.30 20:43s/l2414.901.20051.20051.1993555.6530447.93
1112005.10.06 11:00sell stop2515.201.20121.21121.1997
1122005.10.11 08:30sell2515.201.20121.21121.1997
1132005.10.11 16:02modify2515.201.20121.20121.1997
1142005.10.11 16:02modify2515.201.20121.20111.1997
1152005.10.11 16:06t/p2515.201.19971.20111.19972280.0132727.94
1162005.10.21 06:30sell stop2616.401.19991.20991.1984
1172005.10.21 17:17sell2616.401.19991.20991.1984
1182005.10.21 17:19t/p2616.401.19841.20991.19842459.9735187.91
1192005.10.27 17:30sell stop2717.601.21011.22011.2086
1202005.10.28 14:52sell2717.601.21011.22011.2086
1212005.10.28 17:12t/p2717.601.20861.22011.20862639.9337827.84
1222005.11.21 16:30sell stop2818.901.17391.18391.1724
1232005.11.21 16:59sell2818.901.17391.18391.1724
1242005.11.21 17:18t/p2818.901.17241.18391.17242835.0140662.85
1252005.11.29 01:00sell stop2920.301.18091.19091.1794
1262005.11.29 02:41sell2920.301.18091.19091.1794
1272005.11.29 14:15t/p2920.301.17941.19091.17943045.0843707.93
1282005.12.07 10:00buy stop3021.901.17901.16901.1805
1292005.12.08 16:11buy3021.901.17901.16901.1805
1302005.12.08 16:21t/p3021.901.18051.16901.18053284.9746992.90
1312006.01.27 15:00buy stop3123.501.22561.21561.2271
1322006.01.30 00:00delete3123.501.22561.21561.2271
1332006.01.31 21:00sell stop3223.501.21161.22161.2101
1342006.02.01 10:45sell3223.501.21161.22161.2101
1352006.02.01 11:51modify3223.501.21161.21151.2101
1362006.02.01 11:51modify3223.501.21161.21141.2101
1372006.02.01 11:51modify3223.501.21161.21131.2101
1382006.02.01 11:51modify3223.501.21161.21121.2101
1392006.02.01 11:53modify3223.501.21161.21121.2101
1402006.02.01 11:53modify3223.501.21161.21111.2101
1412006.02.01 11:57s/l3223.501.21111.21111.21011174.8848167.78
1422006.02.17 18:30sell stop3324.101.18411.19411.1826
1432006.02.27 00:21sell3324.101.18411.19411.1826
1442006.02.27 00:22modify3324.101.18411.18401.1826
1452006.02.27 00:22modify3324.101.18411.18391.1826
1462006.02.27 00:22modify3324.101.18411.18381.1826
1472006.02.27 00:27s/l3324.101.18381.18381.1826722.7648890.54
1482006.03.09 07:00sell stop3424.401.18831.19831.1868
1492006.03.10 15:20sell3424.401.18831.19831.1868
1502006.03.10 15:37t/p3424.401.18681.19831.18683660.0052550.54
1512006.03.13 10:00sell stop3526.301.18941.19941.1879
1522006.03.20 00:00delete3526.301.18941.19941.1879
1532006.03.21 11:00buy stop3626.301.21801.20801.2195
1542006.03.27 00:00delete3626.301.21801.20801.2195
1552006.04.21 02:30buy stop3726.301.23491.22491.2364
1562006.04.21 16:38buy3726.301.23491.22491.2364
1572006.04.24 00:01t/p3726.301.23641.22491.23643689.7956240.33
1582006.05.04 15:00buy stop3828.101.26461.25461.2661
1592006.05.04 15:49buy3828.101.26461.25461.2661
1602006.05.04 16:04t/p3828.101.26611.25461.26614215.0160455.34
1612006.05.26 15:30sell stop3930.201.27401.28401.2725
1622006.05.26 15:43sell3930.201.27401.28401.2725
1632006.05.26 16:18t/p3930.201.27251.28401.27254529.9064985.24
1642006.05.30 14:30sell stop4032.501.27811.28811.2766
1652006.06.01 02:47sell4032.501.27811.28811.2766
1662006.06.01 05:31modify4032.501.27811.27801.2766
1672006.06.01 05:31modify4032.501.27811.27781.2766
1682006.06.01 05:33t/p4032.501.27661.27781.27664875.0069860.24