Strategy Tester Report
!$_Zazzy v1.03
Tadawulfx-Demo (Build 402)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2011.01.03 00:00 - 2011.01.28 22:55 (2011.01.01 - 2011.01.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_Indicators="*** Entry Settings ***"; PSAR.Step=0.015; PSAR.Maximum=0.25; TrendCCIPeriod=14; ZAZ.ActivePeriods=5; OrderStrategy=1; S_MoneyManagement="*** Money Management ***"; Lots=0.1; RiskMM=false; EquityRiskPerCent=1; MinLots=0.01; MaxLots=100; NumberofEAs=1; S_OrderManagement="*** Order Management ***"; TakeProfit=0; TrailingProfit=0; UsePendingOrders=false; PlaceBracketOrders=false; MaxOpenOrders=1; TakeProfitsAt="1.0,2.0,3.0"; UseTPsForSL=false; Slippage=3; ECNBroker=true; MagicNumber=1961132650; S_Exit1="*** Order Exit Options ***"; TrailingStop=0; TrailingStep=0; BreakEven=0; BreakEvenPipsinProfit=20; ProfitRetention=0.5; TurtleStop=false; LookBackPeriod=4; ATRStop=true; ATRPeriod=55; ATRValue=2; ATRFileName="ATR"; MovingAverageStopLoss=false; MARPrice=6; MARMethod=8; MARPeriod=25; S_TradingTimes="*** Trading Times ***"; TradeHourStart=0; TradeHourStop=24; TradeSignalEveryTick=false; TradeSignalEveryBar=true; TradeSignalByMinutes=false;
Bars in test6712Ticks modelled1392836Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00
Total net profit1.35Gross profit94.10Gross loss-92.75
Profit factor1.01Expected payoff0.07
Absolute drawdown21.45Maximal drawdown46.10 (4.47%)Relative drawdown4.47% (46.10)
Total trades20Short positions (won %)1 (0.00%)Long positions (won %)19 (57.89%)
Profit trades (% of total)11 (55.00%)Loss trades (% of total)9 (45.00%)
Largestprofit trade17.80loss trade-32.90
Averageprofit trade8.55loss trade-10.31
Maximumconsecutive wins (profit in money)4 (23.90)consecutive losses (loss in money)2 (-36.20)
Maximalconsecutive profit (count of wins)23.90 (4)consecutive loss (count of losses)-36.20 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.03 13:30buy10.101.334380.00000.0000
22011.01.03 13:30modify10.101.334381.33001.3352
32011.01.03 13:34modify10.101.334381.33221.3352
42011.01.03 13:34modify10.101.334381.33331.3352
52011.01.03 13:34modify10.101.334381.33391.3352
62011.01.03 13:34modify10.101.334381.33421.3352
72011.01.03 13:38s/l10.101.33421.33421.3352-1.80998.20
82011.01.04 10:15buy20.101.337010.00000.0000
92011.01.04 10:15modify20.101.337011.33421.3379
102011.01.04 10:16modify20.101.337011.33571.3380
112011.01.04 10:16modify20.101.337011.33641.3380
122011.01.04 10:16modify20.101.337011.33681.3380
132011.01.04 10:19s/l20.101.33681.33681.3380-2.10996.10
142011.01.06 08:15buy30.101.31530.00000.0000
152011.01.06 08:15modify30.101.31531.31301.3159
162011.01.06 08:15modify30.101.31531.31421.3159
172011.01.06 08:15modify30.101.31531.31481.3159
182011.01.06 08:23t/p30.101.31591.31481.31596.001002.10
192011.01.07 03:10buy40.101.301750.00000.0000
202011.01.07 03:10modify40.101.301751.29921.3023
212011.01.07 03:12modify40.101.301751.29921.3024
222011.01.07 03:14modify40.101.301751.29921.3023
232011.01.07 03:15modify40.101.301751.29961.3023
242011.01.07 03:17modify40.101.301751.29961.3024
252011.01.07 03:20modify40.101.301751.29961.3023
262011.01.07 03:20modify40.101.301751.29961.3024
272011.01.07 03:20modify40.101.301751.30071.3024
282011.01.07 03:20modify40.101.301751.30131.3024
292011.01.07 03:39s/l40.101.30131.30131.3024-4.50997.60
302011.01.07 14:35buy50.101.29740.00000.0000
312011.01.07 14:35modify50.101.29741.29381.2989
322011.01.07 14:35modify50.101.29741.29381.2990
332011.01.07 14:35modify50.101.29741.29571.2990
342011.01.07 14:35modify50.101.29741.29661.2990
352011.01.07 14:35modify50.101.29741.29711.2990
362011.01.07 14:36modify50.101.29741.29741.2990
372011.01.07 14:36modify50.101.29741.29761.2991
382011.01.07 14:36modify50.101.29741.29771.2991
392011.01.07 14:36modify50.101.29741.29781.2991
402011.01.07 14:36modify50.101.29741.29791.2991
412011.01.07 14:36modify50.101.29741.29801.2991
422011.01.07 14:36modify50.101.29741.29811.2991
432011.01.07 14:36modify50.101.29741.29821.2991
442011.01.07 14:36t/p50.101.29911.29821.299117.001014.60
452011.01.12 01:20sell60.101.297320.00000.0000
462011.01.12 01:20modify60.101.297321.30001.2967
472011.01.12 01:24modify60.101.297321.30001.2966
482011.01.12 01:25modify60.101.297321.29861.2967
492011.01.12 01:25modify60.101.297321.29861.2966
502011.01.12 01:27s/l60.101.29861.29861.2966-12.801001.80
512011.01.12 18:15buy70.101.307420.00000.0000
522011.01.12 18:15modify70.101.307421.30421.3082
532011.01.12 18:15modify70.101.307421.30591.3082
542011.01.12 18:15modify70.101.307421.30671.3082
552011.01.12 18:15modify70.101.307421.30721.3082
562011.01.12 18:15t/p70.101.30821.30721.30827.801009.60
572011.01.12 20:35buy80.101.314590.00000.0000
582011.01.12 20:35modify80.101.314591.31061.3155
592011.01.12 20:37modify80.101.314591.31061.3156
602011.01.12 20:40modify80.101.314591.31111.3155
612011.01.12 20:40modify80.101.314591.31111.3156
622011.01.12 20:47modify80.101.314591.31111.3157
632011.01.12 20:50modify80.101.314591.31111.3155
642011.01.12 20:50modify80.101.314591.31111.3156
652011.01.12 20:55modify80.101.314591.31111.3155
662011.01.12 20:56modify80.101.314591.31111.3156
672011.01.12 21:00modify80.101.314591.31111.3155
682011.01.12 21:05modify80.101.314591.31111.3154
692011.01.12 21:09modify80.101.314591.31111.3155
702011.01.12 21:10modify80.101.314591.31111.3154
712011.01.12 21:14modify80.101.314591.31111.3155
722011.01.12 21:15modify80.101.314591.31111.3154
732011.01.12 21:20modify80.101.314591.31111.3152
742011.01.12 21:20modify80.101.314591.31111.3153
752011.01.12 21:25modify80.101.314591.31111.3152
762011.01.12 21:29modify80.101.314591.31111.3153
772011.01.12 21:29modify80.101.314591.31111.3152
782011.01.12 21:30modify80.101.314591.31111.3151
792011.01.12 21:31modify80.101.314591.31111.3152
802011.01.12 21:35modify80.101.314591.31111.3151
812011.01.12 21:36modify80.101.314591.31111.3152
822011.01.12 21:40modify80.101.314591.31111.3151
832011.01.12 21:41modify80.101.314591.31111.3152
842011.01.12 21:45modify80.101.314591.31111.3151
852011.01.12 21:48modify80.101.314591.31111.3152
862011.01.12 21:50modify80.101.314591.31111.3151
872011.01.12 22:00modify80.101.314591.31111.3150
882011.01.12 22:00modify80.101.314591.31111.3151
892011.01.12 22:05modify80.101.314591.31121.3150
902011.01.12 22:07modify80.101.314591.31121.3151
912011.01.12 22:10modify80.101.314591.31131.3150
922011.01.12 22:15modify80.101.314591.31161.3150
932011.01.12 22:25modify80.101.314591.31161.3149
942011.01.12 22:32modify80.101.314591.31161.3150
952011.01.12 22:35modify80.101.314591.31161.3149
962011.01.12 23:08modify80.101.314591.31161.3150
972011.01.12 23:15modify80.101.314591.31191.3150
982011.01.12 23:20modify80.101.314591.31191.3149
992011.01.12 23:21modify80.101.314591.31191.3150
1002011.01.12 23:36modify80.101.314591.31191.3151
1012011.01.12 23:40modify80.101.314591.31191.3150
1022011.01.12 23:42modify80.101.314591.31191.3151
1032011.01.12 23:45modify80.101.314591.31191.3150
1042011.01.12 23:50modify80.101.314591.31201.3150
1052011.01.13 00:20modify80.101.314591.31201.3149
1062011.01.13 00:20modify80.101.314591.31201.3150
1072011.01.13 00:25modify80.101.314591.31201.3149
1082011.01.13 00:29modify80.101.314591.31201.3150
1092011.01.13 00:30modify80.101.314591.31201.3149
1102011.01.13 00:31modify80.101.314591.31201.3150
1112011.01.13 00:35modify80.101.314591.31211.3150
1122011.01.13 00:40modify80.101.314591.31211.3149
1132011.01.13 00:49modify80.101.314591.31211.3150
1142011.01.13 00:50modify80.101.314591.31211.3149
1152011.01.13 00:54modify80.101.314591.31211.3150
1162011.01.13 00:55modify80.101.314591.31211.3149
1172011.01.13 00:55modify80.101.314591.31211.3150
1182011.01.13 01:00modify80.101.314591.31211.3149
1192011.01.13 01:00modify80.101.314591.31211.3150
1202011.01.13 01:05modify80.101.314591.31211.3149
1212011.01.13 01:06modify80.101.314591.31211.3150
1222011.01.13 01:10modify80.101.314591.31211.3149
1232011.01.13 01:13s/l80.101.31211.31211.3149-24.85984.75
1242011.01.13 15:25buy90.101.329620.00000.0000
1252011.01.13 15:25modify90.101.329621.32541.3312
1262011.01.13 15:27modify90.101.329621.32761.3312
1272011.01.13 15:27modify90.101.329621.32871.3312
1282011.01.13 15:27modify90.101.329621.32921.3312
1292011.01.13 15:28modify90.101.329621.32951.3313
1302011.01.13 15:28modify90.101.329621.32971.3313
1312011.01.13 15:28modify90.101.329621.32991.3313
1322011.01.13 15:28modify90.101.329621.33001.3313
1332011.01.13 15:28modify90.101.329621.33011.3313
1342011.01.13 15:28modify90.101.329621.33021.3313
1352011.01.13 15:28modify90.101.329621.33031.3314
1362011.01.13 15:28modify90.101.329621.33041.3314
1372011.01.13 15:28modify90.101.329621.33051.3314
1382011.01.13 15:28t/p90.101.33141.33051.331417.801002.55
1392011.01.14 07:55buy100.101.336370.00000.0000
1402011.01.14 07:55modify100.101.336371.33341.3370
1412011.01.14 07:55modify100.101.336371.33491.3370
1422011.01.14 07:55modify100.101.336371.33571.3370
1432011.01.14 07:57s/l100.101.33571.33571.3370-6.70995.85
1442011.01.14 21:50buy110.101.337570.00000.0000
1452011.01.14 21:50modify110.101.337571.33511.3382
1462011.01.14 21:55modify110.101.337571.33551.3381
1472011.01.14 21:57modify110.101.337571.33661.3381
1482011.01.14 21:57modify110.101.337571.33711.3381
1492011.01.14 22:09modify110.101.337571.33741.3381
1502011.01.14 22:14t/p110.101.33811.33741.33815.301001.15
1512011.01.19 03:40buy120.101.343940.00000.0000
1522011.01.19 03:40modify120.101.343941.34161.3445
1532011.01.19 03:40modify120.101.343941.34281.3445
1542011.01.19 03:40modify120.101.343941.34341.3445
1552011.01.19 04:00modify120.101.343941.34381.3445
1562011.01.19 04:00t/p120.101.34451.34381.34455.601006.75
1572011.01.19 08:00buy130.101.348660.00000.0000
1582011.01.19 08:00modify130.101.348661.34621.3494
1592011.01.19 08:02modify130.101.348661.34621.3495
1602011.01.19 08:15modify130.101.348661.34621.3494
1612011.01.19 08:15modify130.101.348661.34621.3495
1622011.01.19 08:17modify130.101.348661.34621.3496
1632011.01.19 08:19modify130.101.348661.34621.3495
1642011.01.19 08:26modify130.101.348661.34621.3496
1652011.01.19 08:30modify130.101.348661.34621.3495
1662011.01.19 08:32modify130.101.348661.34621.3496
1672011.01.19 08:33modify130.101.348661.34621.3497
1682011.01.19 08:33modify130.101.348661.34751.3497
1692011.01.19 08:33modify130.101.348661.34811.3497
1702011.01.19 08:33modify130.101.348661.34851.3497
1712011.01.19 08:33modify130.101.348661.34871.3497
1722011.01.19 08:34t/p130.101.34971.34871.349710.401017.15
1732011.01.21 09:05buy140.101.353840.00000.0000
1742011.01.21 09:05modify140.101.353841.34961.3551
1752011.01.21 09:05modify140.101.353841.35181.3552
1762011.01.21 09:05modify140.101.353841.35291.3552
1772011.01.21 09:05modify140.101.353841.35341.3552
1782011.01.21 09:05modify140.101.353841.35371.3552
1792011.01.21 09:05modify140.101.353841.35391.3552
1802011.01.21 09:05modify140.101.353841.35411.3552
1812011.01.21 09:05s/l140.101.35411.35411.35522.601019.75
1822011.01.21 16:50buy150.101.358180.00000.0000
1832011.01.21 16:50modify150.101.358181.35451.3594
1842011.01.21 16:50modify150.101.358181.35641.3594
1852011.01.21 16:50modify150.101.358181.35731.3594
1862011.01.21 16:50modify150.101.358181.35781.3594
1872011.01.21 16:51s/l150.101.35781.35781.3594-3.801015.95
1882011.01.21 20:55buy160.101.360390.00000.0000
1892011.01.21 20:55modify160.101.360391.35811.3608
1902011.01.21 20:56modify160.101.360391.35811.3609
1912011.01.21 21:00modify160.101.360391.35821.3609
1922011.01.21 21:02modify160.101.360391.35931.3609
1932011.01.21 21:02modify160.101.360391.35991.3609
1942011.01.21 21:02modify160.101.360391.36021.3609
1952011.01.21 21:02t/p160.101.36091.36021.36095.101021.05
1962011.01.24 15:35buy170.101.360860.00000.0000
1972011.01.24 15:35modify170.101.360861.35671.3619
1982011.01.24 15:36modify170.101.360861.35671.3620
1992011.01.24 15:40modify170.101.360861.35831.3619
2002011.01.24 15:40modify170.101.360861.35961.3619
2012011.01.24 15:40modify170.101.360861.36031.3619
2022011.01.24 15:40modify170.101.360861.36071.3620
2032011.01.24 15:40modify170.101.360861.36091.3620
2042011.01.24 15:41modify170.101.360861.36111.3620
2052011.01.24 15:41modify170.101.360861.36121.3620
2062011.01.24 15:41modify170.101.360861.36131.3620
2072011.01.24 15:41modify170.101.360861.36141.3620
2082011.01.24 15:42t/p170.101.36201.36141.362011.401032.45
2092011.01.24 17:35buy180.101.368390.00000.0000
2102011.01.24 17:35modify180.101.368391.36511.3692
2112011.01.24 17:35modify180.101.368391.36511.3693
2122011.01.24 17:37modify180.101.368391.36511.3694
2132011.01.24 17:40modify180.101.368391.36511.3693
2142011.01.24 17:50modify180.101.368391.36511.3692
2152011.01.24 17:50modify180.101.368391.36511.3693
2162011.01.24 17:55modify180.101.368391.36511.3692
2172011.01.24 17:57s/l180.101.36511.36511.3692-32.90999.55
2182011.01.26 20:20buy190.101.370430.00000.0000
2192011.01.26 20:20modify190.101.370431.36381.3715
2202011.01.26 20:20modify190.101.370431.36721.3715
2212011.01.26 20:20modify190.101.370431.36891.3715
2222011.01.26 20:20modify190.101.370431.36971.3715
2232011.01.26 20:20modify190.101.370431.37011.3715
2242011.01.26 20:20s/l190.101.37011.37011.3715-3.30996.25
2252011.01.27 11:35buy200.101.372690.00000.0000
2262011.01.27 11:35modify200.101.372691.36571.3740
2272011.01.27 11:38modify200.101.372691.36921.3740
2282011.01.27 11:38modify200.101.372691.37101.3741
2292011.01.27 11:38modify200.101.372691.37191.3741
2302011.01.27 11:38modify200.101.372691.37231.3741
2312011.01.27 11:38modify200.101.372691.37261.3741
2322011.01.27 11:38modify200.101.372691.37281.3741
2332011.01.27 11:38modify200.101.372691.37291.3741
2342011.01.27 11:38modify200.101.372691.37301.3741
2352011.01.27 11:38modify200.101.372691.37311.3741
2362011.01.27 11:38modify200.101.372691.37321.3741
2372011.01.27 11:38s/l200.101.37321.37321.37415.101001.35