Strategy Tester Report
sphinx _EA_demo

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2005.01.14 18:00 - 2006.05.17 09:00 (2004.06.01 - 2006.06.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test8340Ticks modelled794579Modelling quality88.92%
Initial deposit10000.00
Total net profit-6756.00Gross profit6148.00Gross loss-12904.00
Profit factor0.48Expected payoff-49.68
Absolute drawdown6756.00Maximal drawdown (%)6756.00 (67.6%)
Total trades136Short positions (won %)60 (18.33%)Long positions (won %)76 (22.37%)
Profit trades (% of total)28 (20.59%)Loss trades (% of total)108 (79.41%)
Largestprofit trade600.00loss trade-308.00
Averageprofit trade219.57loss trade-119.48
Maximumconsecutive wins (profit in money)3 (450.00)consecutive losses (loss in money)21 (-1575.00)
Maximalconsecutive profit (count of wins)1200.00 (2)consecutive loss (count of losses)-2708.00 (9)
Averageconsecutive wins1consecutive losses5
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.01.17 11:00buy12.001.31041.30891.3134
22005.01.17 14:00s/l12.001.30891.30891.3134-300.009700.00
32005.01.18 12:04sell22.001.30511.30661.3021
42005.01.18 13:53s/l22.001.30661.30661.3021-300.009400.00
52005.01.18 13:53sell32.001.30641.30791.3034
62005.01.18 16:00t/p32.001.30341.30791.3034600.0010000.00
72005.01.19 09:00sell42.001.30341.30491.3004
82005.01.19 09:00s/l42.001.30491.30491.3004-300.009700.00
92005.01.19 17:00buy52.001.30451.30301.3075
102005.01.19 17:02s/l52.001.30301.30301.3075-300.009400.00
112005.01.20 09:00buy62.001.29961.29811.3026
122005.01.20 10:37s/l62.001.29811.29811.3026-300.009100.00
132005.01.21 09:00sell72.001.29561.29711.2926
142005.01.21 09:00s/l72.001.29711.29711.2926-300.008800.00
152005.01.21 14:00buy82.001.29651.29501.2995
162005.01.21 16:02t/p82.001.29951.29501.2995600.009400.00
172005.01.24 14:00buy92.001.30571.30421.3087
182005.01.24 17:00s/l92.001.30421.30421.3087-300.009100.00
192005.01.24 17:00buy102.001.30431.30281.3073
202005.01.25 03:00s/l102.001.30281.30281.3073-308.008792.00
212005.01.25 09:06sell112.001.30441.30591.3014
222005.01.25 10:00s/l112.001.30591.30591.3014-300.008492.00
232005.01.25 10:00sell122.001.30581.30731.3028
242005.01.25 10:01s/l122.001.30731.30731.3028-300.008192.00
252005.01.25 13:13buy132.001.30451.30301.3075
262005.01.25 14:00s/l132.001.30301.30301.3075-300.007892.00
272005.01.25 14:00buy142.001.30241.30091.3054
282005.01.25 17:00s/l142.001.30091.30091.3054-300.007592.00
292005.01.26 09:03sell152.001.29841.29991.2954
302005.01.26 10:11s/l152.001.29991.29991.2954-300.007292.00
312005.01.26 10:11sell162.001.29971.30121.2967
322005.01.26 11:00s/l162.001.30121.30121.2967-300.006992.00
332005.01.27 10:00buy172.001.30711.30561.3101
342005.01.27 12:00s/l172.001.30561.30561.3101-300.006692.00
352005.01.28 09:00buy182.001.30341.30191.3064
362005.01.28 15:00t/p182.001.30641.30191.3064600.007292.00
372005.01.28 15:00sell192.001.30681.30831.3038
382005.01.28 17:00t/p192.001.30381.30831.3038600.007892.00
392005.01.28 17:00buy202.001.30311.30161.3061
402005.01.28 17:00s/l202.001.30161.30161.3061-300.007592.00
412005.01.31 13:00sell212.001.30291.30441.2999
422005.01.31 17:07s/l212.001.30441.30441.2999-300.007292.00
432005.02.01 09:00buy222.001.30261.30111.3056
442005.02.01 15:02s/l222.001.30111.30111.3056-300.006992.00
452005.02.02 15:01buy232.001.30681.30531.3098
462005.02.02 16:01s/l232.001.30531.30531.3098-300.006692.00
472005.02.02 16:01buy242.001.30531.30381.3083
482005.02.02 17:00s/l242.001.30381.30381.3083-300.006392.00
492005.02.03 12:00sell250.501.30311.30461.3001
502005.02.03 14:00t/p250.501.30011.30461.3001150.006542.00
512005.02.04 09:00buy260.501.29691.29541.2999
522005.02.04 15:00s/l260.501.29541.29541.2999-75.006467.00
532005.02.07 13:05sell270.501.28601.28751.2830
542005.02.07 16:29t/p270.501.28301.28751.2830150.006617.00
552005.02.08 10:06sell281.001.27751.27901.2745
562005.02.08 12:00t/p281.001.27451.27901.2745300.006917.00
572005.02.08 14:01sell292.001.27631.27781.2733
582005.02.08 17:19s/l292.001.27781.27781.2733-300.006617.00
592005.02.08 17:19sell301.001.27761.27911.2746
602005.02.08 18:27s/l301.001.27911.27911.2746-150.006467.00
612005.02.09 10:00buy310.501.27681.27531.2798
622005.02.09 15:00s/l310.501.27531.27531.2798-75.006392.00
632005.02.09 15:00buy320.501.27531.27381.2783
642005.02.09 17:00t/p320.501.27831.27381.2783150.006542.00
652005.02.09 17:00sell330.501.27881.28031.2758
662005.02.09 18:07s/l330.501.28031.28031.2758-75.006467.00
672005.02.10 10:02buy340.501.28031.27881.2833
682005.02.10 11:10s/l340.501.27881.27881.2833-75.006392.00
692005.02.10 16:00sell350.501.28081.28231.2778
702005.02.10 16:00s/l350.501.28231.28231.2778-75.006317.00
712005.02.11 09:06buy360.501.28701.28551.2900
722005.02.11 12:51s/l360.501.28551.28551.2900-75.006242.00
732005.02.11 16:10sell370.501.28731.28881.2843
742005.02.11 17:16s/l370.501.28881.28881.2843-75.006167.00
752005.02.11 17:16sell380.501.28871.29021.2857
762005.02.14 03:00s/l380.501.29021.29021.2857-74.006093.00
772005.02.15 09:00buy390.501.29691.29541.2999
782005.02.15 15:00t/p390.501.29991.29541.2999150.006243.00
792005.02.15 17:00buy400.501.29751.29601.3005
802005.02.15 19:00t/p400.501.30051.29601.3005150.006393.00
812005.02.16 10:06buy410.501.30111.29961.3041
822005.02.16 14:07t/p410.501.30411.29961.3041150.006543.00
832005.02.16 16:59buy420.501.30211.30061.3051
842005.02.16 17:00s/l420.501.30061.30061.3051-75.006468.00
852005.02.16 17:00buy430.501.30071.29921.3037
862005.02.16 17:00s/l430.501.29921.29921.3037-75.006393.00
872005.02.17 15:00buy440.501.30431.30281.3073
882005.02.17 15:00s/l440.501.30281.30281.3073-75.006318.00
892005.02.17 16:06sell450.501.30441.30591.3014
902005.02.17 17:00s/l450.501.30591.30591.3014-75.006243.00
912005.02.17 17:00sell460.501.30641.30791.3034
922005.02.17 18:00s/l460.501.30791.30791.3034-75.006168.00
932005.02.18 09:00buy470.501.30701.30551.3100
942005.02.18 10:27s/l470.501.30551.30551.3100-75.006093.00
952005.02.18 10:27buy480.501.30561.30411.3086
962005.02.18 12:00s/l480.501.30411.30411.3086-75.006018.00
972005.02.18 16:00sell490.501.30681.30831.3038
982005.02.22 04:00s/l490.501.30831.30831.3038-73.005945.00
992005.02.24 15:37buy500.501.32351.32201.3265
1002005.02.24 16:10s/l500.501.32201.32201.3265-75.005870.00
1012005.02.24 16:10buy510.501.32221.32071.3252
1022005.02.24 17:00s/l510.501.32071.32071.3252-75.005795.00
1032005.02.25 10:11sell520.501.32061.32211.3176
1042005.02.25 12:00t/p520.501.31761.32211.3176150.005945.00
1052005.02.25 12:44buy530.501.31541.31391.3184
1062005.02.25 15:00t/p530.501.31841.31391.3184150.006095.00
1072005.02.25 15:00sell540.501.31951.32101.3165
1082005.02.25 19:00s/l540.501.32101.32101.3165-75.006020.00
1092005.02.28 14:03buy550.501.32531.32381.3283
1102005.02.28 21:02s/l550.501.32381.32381.3283-75.005945.00
1112005.03.01 13:48sell560.501.32161.32311.3186
1122005.03.01 16:46t/p560.501.31861.32311.3186150.006095.00
1132005.03.03 09:01buy570.501.31271.31121.3157
1142005.03.03 11:29t/p570.501.31571.31121.3157150.006245.00
1152005.03.03 15:01buy580.501.31361.31211.3166
1162005.03.03 16:06s/l580.501.31211.31211.3166-75.006170.00
1172005.03.03 16:06buy590.501.31221.31071.3152
1182005.03.03 20:00s/l590.501.31071.31071.3152-75.006095.00
1192005.03.04 10:00buy600.501.31141.30991.3144
1202005.03.04 15:00t/p600.501.31441.30991.3144150.006245.00
1212005.03.07 10:00buy610.501.32221.32071.3252
1222005.03.07 12:00s/l610.501.32071.32071.3252-75.006170.00
1232005.03.09 14:01buy620.501.33511.33361.3381
1242005.03.09 18:01t/p620.501.33811.33361.3381150.006320.00
1252005.03.10 12:00buy630.501.34081.33931.3438
1262005.03.10 20:00t/p630.501.34381.33931.3438150.006470.00
1272005.03.11 09:01buy640.501.34271.34121.3457
1282005.03.11 10:06s/l640.501.34121.34121.3457-75.006395.00
1292005.03.11 10:06buy650.501.34141.33991.3444
1302005.03.11 15:07s/l650.501.33991.33991.3444-75.006320.00
1312005.03.11 15:22sell660.501.34261.34411.3396
1322005.03.11 15:23s/l660.501.34411.34411.3396-75.006245.00
1332005.03.11 16:00sell670.501.34241.34391.3394
1342005.03.11 16:02s/l670.501.34391.34391.3394-75.006170.00
1352005.03.15 09:13sell680.501.33671.33821.3337
1362005.03.15 12:00s/l680.501.33821.33821.3337-75.006095.00
1372005.03.15 12:00sell690.501.33831.33981.3353
1382005.03.15 15:00s/l690.501.33981.33981.3353-75.006020.00
1392005.03.15 16:00buy700.501.33671.33521.3397
1402005.03.15 16:00s/l700.501.33521.33521.3397-75.005945.00
1412005.03.16 09:00sell710.501.33261.33411.3296
1422005.03.16 09:00s/l710.501.33411.33411.3296-75.005870.00
1432005.03.17 09:00buy720.501.34011.33861.3431
1442005.03.17 11:18s/l720.501.33861.33861.3431-75.005795.00
1452005.03.22 09:05sell730.501.31731.31881.3143
1462005.03.22 12:04s/l730.501.31881.31881.3143-75.005720.00
1472005.03.24 11:06buy740.501.29951.29801.3025
1482005.03.24 12:00s/l740.501.29801.29801.3025-75.005645.00
1492005.03.24 12:00buy750.501.29811.29661.3011
1502005.03.24 17:00s/l750.501.29661.29661.3011-75.005570.00
1512005.03.25 09:00sell760.501.29561.29711.2926
1522005.03.28 04:00t/p760.501.29261.29711.2926151.005721.00
1532005.03.28 14:22sell770.501.29311.29461.2901
1542005.03.28 16:00t/p770.501.29011.29461.2901150.005871.00
1552005.03.28 16:00buy780.501.28951.28801.2925
1562005.03.28 16:00s/l780.501.28801.28801.2925-75.005796.00
1572005.03.29 15:48buy790.501.29151.29001.2945
1582005.03.30 05:00t/p790.501.29451.29001.2945148.005944.00
1592005.03.30 12:05buy800.501.29391.29241.2969
1602005.03.30 16:04t/p800.501.29691.29241.2969150.006094.00
1612005.03.31 09:25sell810.501.29361.29511.2906
1622005.03.31 10:00s/l810.501.29511.29511.2906-75.006019.00
1632005.03.31 10:00sell820.501.29511.29661.2921
1642005.03.31 10:11s/l820.501.29661.29661.2921-75.005944.00
1652005.04.01 09:00sell830.501.29671.29821.2937
1662005.04.01 16:00s/l830.501.29821.29821.2937-75.005869.00
1672005.04.01 16:00sell840.501.29951.30101.2965
1682005.04.01 16:04s/l840.501.30101.30101.2965-75.005794.00
1692005.04.01 17:00buy850.501.29671.29521.2997
1702005.04.01 17:03s/l850.501.29521.29521.2997-75.005719.00
1712005.04.05 15:00sell860.501.28311.28461.2801
1722005.04.05 15:00s/l860.501.28461.28461.2801-75.005644.00
1732005.04.06 15:00buy870.501.28721.28571.2902
1742005.04.06 15:00s/l870.501.28571.28571.2902-75.005569.00
1752005.04.08 16:02sell880.501.28321.28471.2802
1762005.04.08 17:00s/l880.501.28471.28471.2802-75.005494.00
1772005.04.08 17:00sell890.501.28451.28601.2815
1782005.04.08 17:59s/l890.501.28601.28601.2815-75.005419.00
1792005.04.12 09:00sell900.501.29831.29981.2953
1802005.04.12 10:09s/l900.501.29981.29981.2953-75.005344.00
1812005.04.12 12:00buy910.501.29801.29651.3010
1822005.04.12 15:00s/l910.501.29651.29651.3010-75.005269.00
1832005.04.12 15:00buy920.501.29671.29521.2997
1842005.04.12 15:00s/l920.501.29521.29521.2997-75.005194.00
1852005.04.13 15:00buy930.501.29181.29031.2948
1862005.04.13 15:00s/l930.501.29031.29031.2948-75.005119.00
1872005.04.15 09:00sell940.501.28131.28281.2783
1882005.04.15 10:00s/l940.501.28281.28281.2783-75.005044.00
1892005.04.18 09:00sell950.501.29001.29151.2870
1902005.04.18 09:00s/l950.501.29151.29151.2870-75.004969.00
1912005.04.19 09:00buy960.501.30151.30001.3045
1922005.04.19 11:00s/l960.501.30001.30001.3045-75.004894.00
1932005.04.19 11:00buy970.501.29991.29841.3029
1942005.04.19 11:01s/l970.501.29841.29841.3029-75.004819.00
1952005.04.19 17:00sell980.501.30181.30331.2988
1962005.04.19 17:00s/l980.501.30331.30331.2988-75.004744.00
1972005.04.20 10:01buy990.501.30421.30271.3072
1982005.04.20 15:00s/l990.501.30271.30271.3072-75.004669.00
1992005.04.20 17:00sell1000.501.30591.30741.3029
2002005.04.20 17:05s/l1000.501.30741.30741.3029-75.004594.00
2012005.04.21 09:27buy1010.501.30831.30681.3113
2022005.04.21 14:00s/l1010.501.30681.30681.3113-75.004519.00
2032005.04.21 14:00buy1020.501.30561.30411.3086
2042005.04.21 16:08t/p1020.501.30861.30411.3086150.004669.00
2052005.04.21 17:00sell1030.501.31071.31221.3077
2062005.04.21 17:11s/l1030.501.31221.31221.3077-75.004594.00
2072005.04.22 09:23sell1040.501.30531.30681.3023
2082005.04.22 10:02s/l1040.501.30681.30681.3023-75.004519.00
2092005.04.22 10:02sell1050.501.30681.30831.3038
2102005.04.22 14:51s/l1050.501.30831.30831.3038-75.004444.00
2112005.04.26 09:03buy1060.501.29921.29771.3022
2122005.04.26 10:00s/l1060.501.29771.29771.3022-75.004369.00
2132005.04.26 10:00buy1070.501.29781.29631.3008
2142005.04.26 17:00s/l1070.501.29631.29631.3008-75.004294.00
2152005.04.27 15:00sell1080.501.29621.29771.2932
2162005.04.27 15:01s/l1080.501.29771.29771.2932-75.004219.00
2172005.04.27 17:03buy1090.501.29591.29441.2989
2182005.04.27 18:00s/l1090.501.29441.29441.2989-75.004144.00
2192005.04.29 16:00buy1100.501.29281.29131.2958
2202005.04.29 17:00s/l1100.501.29131.29131.2958-75.004069.00
2212005.04.29 17:00buy1110.501.29141.28991.2944
2222005.04.29 19:10s/l1110.501.28991.28991.2944-75.003994.00
2232005.05.02 13:59buy1120.501.28691.28541.2899
2242005.05.02 17:00s/l1120.501.28541.28541.2899-75.003919.00
2252005.05.02 17:00buy1130.501.28401.28251.2870
2262005.05.03 16:00t/p1130.501.28701.28251.2870148.004067.00
2272005.05.05 16:00buy1140.501.29531.29381.2983
2282005.05.05 17:00s/l1140.501.29381.29381.2983-75.003992.00
2292005.05.06 10:07sell1150.501.29481.29631.2918
2302005.05.06 15:00t/p1150.501.29181.29631.2918150.004142.00
2312005.05.06 15:00buy1160.501.29101.28951.2940
2322005.05.06 15:00s/l1160.501.28951.28951.2940-75.004067.00
2332005.05.09 11:01sell1170.501.28261.28411.2796
2342005.05.09 12:01s/l1170.501.28411.28411.2796-75.003992.00
2352005.05.09 15:01buy1180.501.28151.28001.2845
2362005.05.09 22:41t/p1180.501.28451.28001.2845150.004142.00
2372005.05.10 09:00buy1190.501.28361.28211.2866
2382005.05.10 10:05s/l1190.501.28211.28211.2866-75.004067.00
2392005.05.10 11:00sell1200.501.28471.28621.2817
2402005.05.10 14:00s/l1200.501.28621.28621.2817-75.003992.00
2412005.05.11 09:00sell1210.501.28761.28911.2846
2422005.05.11 10:00s/l1210.501.28911.28911.2846-75.003917.00
2432005.05.11 11:04buy1220.501.28781.28631.2908
2442005.05.11 15:00s/l1220.501.28631.28631.2908-75.003842.00
2452005.05.11 15:00buy1230.501.28571.28421.2887
2462005.05.11 15:00s/l1230.501.28421.28421.2887-75.003767.00
2472005.05.16 12:09sell1240.501.26171.26321.2587
2482005.05.16 15:00s/l1240.501.26321.26321.2587-75.003692.00
2492005.05.16 15:00sell1250.501.26311.26461.2601
2502005.05.16 16:08s/l1250.501.26461.26461.2601-75.003617.00
2512005.05.16 16:08sell1260.501.26441.26591.2614
2522005.05.17 03:16t/p1260.501.26141.26591.2614151.003768.00
2532005.05.17 09:00buy1270.501.26291.26141.2659
2542005.05.17 22:00s/l1270.501.26141.26141.2659-75.003693.00
2552005.05.18 09:00sell1280.501.26221.26371.2592
2562005.05.18 15:00s/l1280.501.26371.26371.2592-75.003618.00
2572005.05.18 15:41buy1290.501.26131.25981.2643
2582005.05.18 15:59t/p1290.501.26431.25981.2643150.003768.00
2592005.05.19 10:00buy1300.501.26651.26501.2695
2602005.05.19 12:00s/l1300.501.26501.26501.2695-75.003693.00
2612005.05.20 09:00buy1310.501.26341.26191.2664
2622005.05.20 14:01s/l1310.501.26191.26191.2664-75.003618.00
2632005.05.23 10:59sell1320.501.25611.25761.2531
2642005.05.23 16:00s/l1320.501.25761.25761.2531-75.003543.00
2652005.05.23 16:00sell1330.501.25741.25891.2544
2662005.05.24 09:01s/l1330.501.25891.25891.2544-74.003469.00
2672005.05.24 17:00buy1340.501.25831.25681.2613
2682005.05.24 20:59s/l1340.501.25681.25681.2613-75.003394.00
2692005.05.25 10:03sell1350.501.25841.25991.2554
2702005.05.25 16:00s/l1350.501.25991.25991.2554-75.003319.00
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