Strategy Tester Report
RSICCIMartingale
HFMarkets-Demo Server (Build 409)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2011.09.05 09:30 - 2011.11.04 23:00 (2011.09.05 - 2011.11.05)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersuse_daily_target=false; daily_target=100; rsiselllevel=70; rsibuylevel=30; cciselllevel=100; ccibuylevel=-100; Account_Drawdown_Exit_Percent=100; Trade_Fixed_Lots=false; Max_Lot_Size=2; Trade_Martingale_Increments=false; Starting_Lot_Size=0.01; LotIncrement=0.01; Trade_Full_Martingale=true; Slippage=3; OpenClosePipDifference=5; Pips_Above_Below_Bar=20; Profit_Target_Dollars=20; CloseOpenLongOrders=true; CloseOpenShortOrders=true; PrintProfitToScreen=false; ClosePendingLongOrders=true; ClosePendingShortOrders=true; MagicNumber=0; CloseAllPendingOpenLongShort=false; ApplyToAllSymbols=true;
Bars in test5280Ticks modelled3100278Modelling qualityn/a
Mismatched charts errors381
Initial deposit10000.00
Total net profit1410.65Gross profit3097.35Gross loss-1686.70
Profit factor1.84Expected payoff4.70
Absolute drawdown418.75Maximal drawdown1293.91 (11.90%)Relative drawdown11.90% (1293.91)
Total trades300Short positions (won %)132 (61.36%)Long positions (won %)168 (70.83%)
Profit trades (% of total)200 (66.67%)Loss trades (% of total)100 (33.33%)
Largestprofit trade302.08loss trade-163.84
Averageprofit trade15.49loss trade-16.87
Maximumconsecutive wins (profit in money)16 (109.42)consecutive losses (loss in money)8 (-482.87)
Maximalconsecutive profit (count of wins)509.44 (2)consecutive loss (count of losses)-482.87 (8)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.09.05 10:00buy10.011.413300.000000.00000
22011.09.05 10:15buy20.021.411560.000000.00000
32011.09.05 10:30buy30.041.412980.000000.00000
42011.09.05 10:45buy40.081.413580.000000.00000
52011.09.05 10:55close40.081.414480.000000.000007.2010007.20
62011.09.05 10:55close30.041.414480.000000.000006.0010013.20
72011.09.05 10:55close20.021.414480.000000.000005.8410019.04
82011.09.05 10:55close10.011.414480.000000.000001.1810020.22
92011.09.05 17:15buy50.011.407600.000000.00000
102011.09.05 17:30buy60.021.407850.000000.00000
112011.09.05 17:45buy70.041.407890.000000.00000
122011.09.05 17:59close70.041.410730.000000.0000011.3610031.58
132011.09.05 17:59close60.021.410730.000000.000005.7610037.34
142011.09.05 17:59close50.011.410730.000000.000003.1310040.47
152011.09.06 02:15buy80.011.407400.000000.00000
162011.09.06 11:30sell90.021.417390.000000.00000
172011.09.06 12:30sell100.041.421670.000000.00000
182011.09.06 12:43close100.041.418720.000000.0000011.8010052.27
192011.09.06 12:43close90.021.418720.000000.00000-2.6610049.61
202011.09.06 12:43close80.011.418510.000000.0000011.1110060.72
212011.09.06 18:30buy110.011.400710.000000.00000
222011.09.07 09:45sell120.021.406790.000000.00000
232011.09.07 10:15sell130.041.406370.000000.00000
242011.09.07 11:30sell140.081.408560.000000.00000
252011.09.07 12:30close140.081.406660.000000.0000015.2010075.92
262011.09.07 12:30close130.041.406660.000000.00000-1.1610074.76
272011.09.07 12:30close120.021.406660.000000.000000.2610075.02
282011.09.07 12:30close110.011.406450.000000.000005.7610080.78
292011.09.08 16:00buy150.011.398510.000000.00000
302011.09.08 16:15buy160.021.397650.000000.00000
312011.09.08 16:32buy170.041.398590.000000.00000
322011.09.08 16:41close170.041.401180.000000.0000010.3610091.14
332011.09.08 16:41close160.021.401180.000000.000007.0610098.20
342011.09.08 16:41close150.011.401180.000000.000002.6710100.87
352011.09.08 16:45buy180.011.401660.000000.00000
362011.09.08 19:15buy190.021.394730.000000.00000
372011.09.08 19:30buy200.041.394930.000000.00000
382011.09.08 20:00buy210.081.393370.000000.00000
392011.09.08 20:15buy220.161.392350.000000.00000
402011.09.08 20:30buy230.321.393060.000000.00000
412011.09.08 20:30close230.321.393560.000000.0000016.0010116.87
422011.09.08 20:30close220.161.393560.000000.0000019.3610136.23
432011.09.08 20:30close210.081.393560.000000.000001.5210137.75
442011.09.08 20:30close200.041.393560.000000.00000-5.4810132.27
452011.09.08 20:30close190.021.393560.000000.00000-2.3410129.93
462011.09.08 20:30close180.011.393560.000000.00000-8.1010121.83
472011.09.08 21:00buy240.011.389950.000000.00000
482011.09.08 21:16buy250.021.389560.000000.00000
492011.09.08 21:30buy260.041.390190.000000.00000
502011.09.08 23:45buy270.081.388180.000000.00000
512011.09.09 00:00buy280.161.388200.000000.00000
522011.09.09 00:15buy290.321.388680.000000.00000
532011.09.09 01:02close290.321.389040.000000.0000011.5210133.35
542011.09.09 01:02close280.161.389040.000000.0000013.4410146.79
552011.09.09 01:02close270.081.389040.000000.000007.0610153.86
562011.09.09 01:02close260.041.389040.000000.00000-4.5110149.35
572011.09.09 01:02close250.021.389040.000000.00000-0.9910148.35
582011.09.09 01:02close240.011.389040.000000.00000-0.8910147.47
592011.09.09 12:45buy300.011.381260.000000.00000
602011.09.09 13:00buy310.021.379320.000000.00000
612011.09.09 13:15buy320.041.381320.000000.00000
622011.09.09 13:30buy330.081.381700.000000.00000
632011.09.09 14:00buy340.161.380960.000000.00000
642011.09.09 14:23close340.161.381750.000000.0000012.6410160.11
652011.09.09 14:23close330.081.381750.000000.000000.4010160.51
662011.09.09 14:23close320.041.381750.000000.000001.7210162.23
672011.09.09 14:23close310.021.381750.000000.000004.8610167.09
682011.09.09 14:23close300.011.381750.000000.000000.4910167.58
692011.09.09 16:45buy350.011.370600.000000.00000
702011.09.09 17:02buy360.021.371020.000000.00000
712011.09.09 17:15buy370.041.372730.000000.00000
722011.09.09 17:30buy380.081.373150.000000.00000
732011.09.09 18:30buy390.161.367190.000000.00000
742011.09.09 18:45buy400.321.366050.000000.00000
752011.09.09 19:00buy410.641.366740.000000.00000
762011.09.09 19:15buy421.281.364900.000000.00000
772011.09.09 19:23close421.281.366190.000000.00000165.1210332.70
782011.09.09 19:23close410.641.366190.000000.00000-35.2010297.50
792011.09.09 19:23close400.321.366190.000000.000004.4810301.98
802011.09.09 19:23close390.161.366190.000000.00000-16.0010285.98
812011.09.09 19:23close380.081.366190.000000.00000-55.6810230.30
822011.09.09 19:23close370.041.366190.000000.00000-26.1610204.14
832011.09.09 19:23close360.021.366190.000000.00000-9.6610194.48
842011.09.09 19:23close350.011.366190.000000.00000-4.4110190.07
852011.09.09 19:30buy430.011.365090.000000.00000
862011.09.09 19:45buy440.021.363510.000000.00000
872011.09.09 20:00buy450.041.368870.000000.00000
882011.09.09 20:08close450.041.369660.000000.000003.1610193.23
892011.09.09 20:08close440.021.369660.000000.0000012.3010205.53
902011.09.09 20:08close430.011.369660.000000.000004.5710210.10
912011.09.12 00:30buy460.011.356760.000000.00000
922011.09.12 00:45buy470.021.357100.000000.00000
932011.09.12 01:00buy480.041.357580.000000.00000
942011.09.12 01:15buy490.081.358180.000000.00000
952011.09.12 01:16close490.081.359220.000000.000008.3210218.42
962011.09.12 01:16close480.041.359220.000000.000006.5610224.98
972011.09.12 01:16close470.021.359220.000000.000004.2410229.22
982011.09.12 01:16close460.011.359220.000000.000002.4610231.68
992011.09.12 08:15buy500.011.353170.000000.00000
1002011.09.12 08:30buy510.021.352450.000000.00000
1012011.09.12 08:45buy520.041.353140.000000.00000
1022011.09.12 09:05close520.041.355840.000000.0000010.8010242.48
1032011.09.12 09:05close510.021.355840.000000.000006.7810249.26
1042011.09.12 09:05close500.011.355840.000000.000002.6710251.93
1052011.09.13 11:30buy530.011.359050.000000.00000
1062011.09.14 06:30buy540.021.363110.000000.00000
1072011.09.14 06:45buy550.041.363640.000000.00000
1082011.09.14 10:31close550.041.365710.000000.000008.2810260.21
1092011.09.14 10:31close540.021.365710.000000.000005.2010265.41
1102011.09.14 10:31close530.011.365710.000000.000006.6810272.09
1112011.09.14 14:45sell560.011.372000.000000.00000
1122011.09.15 05:00buy570.021.372170.000000.00000
1132011.09.15 13:15sell580.041.381260.000000.00000
1142011.09.15 13:30sell590.081.379940.000000.00000
1152011.09.15 14:19close590.081.379240.000000.000005.6010277.69
1162011.09.15 14:19close580.041.379240.000000.000008.0810285.77
1172011.09.15 14:19close570.021.379030.000000.0000013.7210299.49
1182011.09.15 14:19close560.011.379240.000000.00000-7.4610292.03
1192011.09.15 16:30sell600.011.388730.000000.00000
1202011.09.15 16:45sell610.021.386220.000000.00000
1212011.09.16 10:14close610.021.380350.000000.0000011.5910303.62
1222011.09.16 10:14close600.011.380350.000000.000008.3110311.93
1232011.09.16 10:30buy620.011.378870.000000.00000
1242011.09.16 10:45buy630.021.380910.000000.00000
1252011.09.19 00:30buy640.041.369240.000000.00000
1262011.09.19 00:45buy650.081.367320.000000.00000
1272011.09.19 01:00buy660.161.367100.000000.00000
1282011.09.19 01:01close660.161.369360.000000.0000036.1610348.09
1292011.09.19 01:01close650.081.369360.000000.0000016.3210364.41
1302011.09.19 01:01close640.041.369360.000000.000000.4810364.89
1312011.09.19 01:01close630.021.369360.000000.00000-23.0510341.83
1322011.09.19 01:01close620.011.369360.000000.00000-9.4910332.35
1332011.09.19 01:15buy670.011.369240.000000.00000
1342011.09.19 04:30buy680.021.366430.000000.00000
1352011.09.19 04:45buy690.041.366240.000000.00000
1362011.09.19 05:00buy700.081.365790.000000.00000
1372011.09.19 05:15buy710.161.365220.000000.00000
1382011.09.19 05:30buy720.321.366070.000000.00000
1392011.09.19 05:33close720.321.366250.000000.000005.7610338.11
1402011.09.19 05:33close710.161.366250.000000.0000016.4810354.59
1412011.09.19 05:33close700.081.366250.000000.000003.6810358.27
1422011.09.19 05:33close690.041.366250.000000.000000.0410358.31
1432011.09.19 05:33close680.021.366250.000000.00000-0.3610357.95
1442011.09.19 05:33close670.011.366250.000000.00000-2.9910354.96
1452011.09.20 02:15buy730.011.360470.000000.00000
1462011.09.20 02:30buy740.021.362100.000000.00000
1472011.09.20 11:01close740.021.368270.000000.0000012.3410367.30
1482011.09.20 11:01close730.011.368270.000000.000007.8010375.10
1492011.09.20 11:15sell750.011.368020.000000.00000
1502011.09.20 11:30sell760.021.367300.000000.00000
1512011.09.20 13:00sell770.041.370940.000000.00000
1522011.09.20 13:15sell780.081.369200.000000.00000
1532011.09.20 16:18close780.081.367950.000000.0000010.0010385.10
1542011.09.20 16:18close770.041.367950.000000.0000011.9610397.06
1552011.09.20 16:18close760.021.367950.000000.00000-1.3010395.76
1562011.09.20 16:18close750.011.367950.000000.000000.0710395.83
1572011.09.21 10:45buy790.011.367980.000000.00000
1582011.09.21 11:15buy800.021.367450.000000.00000
1592011.09.21 11:45buy810.041.365740.000000.00000
1602011.09.21 12:00buy820.081.367820.000000.00000
1612011.09.21 12:30close820.081.368580.000000.000006.0810401.91
1622011.09.21 12:30close810.041.368580.000000.0000011.3610413.27
1632011.09.21 12:30close800.021.368580.000000.000002.2610415.53
1642011.09.21 12:30close790.011.368580.000000.000000.6010416.13
1652011.09.21 15:30buy830.011.364540.000000.00000
1662011.09.21 19:30sell840.021.372880.000000.00000
1672011.09.21 20:00sell850.041.374000.000000.00000
1682011.09.21 20:15sell860.081.377190.000000.00000
1692011.09.21 20:30sell870.161.376390.000000.00000
1702011.09.21 20:45sell880.321.377970.000000.00000
1712011.09.21 21:00sell890.641.377300.000000.00000
1722011.09.21 21:00close890.641.377100.000000.0000012.8010428.93
1732011.09.21 21:00close880.321.377100.000000.0000027.8410456.77
1742011.09.21 21:00close870.161.377100.000000.00000-11.3610445.41
1752011.09.21 21:00close860.081.377100.000000.000000.7210446.13
1762011.09.21 21:00close850.041.377100.000000.00000-12.4010433.73
1772011.09.21 21:00close840.021.377100.000000.00000-8.4410425.29
1782011.09.21 21:00close830.011.376890.000000.0000012.3510437.64
1792011.09.21 21:15sell900.011.376950.000000.00000
1802011.09.21 23:15buy910.021.360210.000000.00000
1812011.09.21 23:30buy920.041.356930.000000.00000
1822011.09.21 23:45buy930.081.357770.000000.00000
1832011.09.22 00:01buy940.161.357270.000000.00000
1842011.09.22 00:29close940.161.357610.000000.000005.4410443.08
1852011.09.22 00:29close930.081.357610.000000.00000-0.7310442.35
1862011.09.22 00:29close920.041.357610.000000.000002.9910445.34
1872011.09.22 00:29close910.021.357610.000000.00000-5.0610440.28
1882011.09.22 00:29close900.011.357820.000000.0000018.9110459.19
1892011.09.22 12:30buy950.011.346880.000000.00000
1902011.09.22 12:45buy960.021.348730.000000.00000
1912011.09.22 13:30buy970.041.347040.000000.00000
1922011.09.22 14:00buy980.081.343470.000000.00000
1932011.09.22 14:15buy990.161.343840.000000.00000
1942011.09.22 14:30buy1000.321.345190.000000.00000
1952011.09.22 14:30close1000.321.345220.000000.000000.9610460.15
1962011.09.22 14:30close990.161.345220.000000.0000022.0810482.23
1972011.09.22 14:30close980.081.345220.000000.0000014.0010496.23
1982011.09.22 14:30close970.041.345220.000000.00000-7.2810488.95
1992011.09.22 14:30close960.021.345220.000000.00000-7.0210481.93
2002011.09.22 14:30close950.011.345220.000000.00000-1.6610480.27
2012011.09.22 16:00buy1010.011.340610.000000.00000
2022011.09.22 16:15buy1020.021.342360.000000.00000
2032011.09.22 19:44close1020.021.348470.000000.0000012.2210492.49
2042011.09.22 19:44close1010.011.348470.000000.000007.8610500.35
2052011.09.23 03:30sell1030.011.354570.000000.00000
2062011.09.26 14:30sell1040.021.352520.000000.00000
2072011.09.26 14:45sell1050.041.352890.000000.00000
2082011.09.26 15:00sell1060.081.350820.000000.00000
2092011.09.26 15:12close1060.081.350510.000000.000002.4810502.83
2102011.09.26 15:12close1050.041.350510.000000.000009.5210512.35
2112011.09.26 15:12close1040.021.350510.000000.000004.0210516.37
2122011.09.26 15:12close1030.011.350510.000000.000003.9910520.36
2132011.09.27 06:00sell1070.011.354600.000000.00000
2142011.09.27 15:00sell1080.021.359140.000000.00000
2152011.09.27 16:45sell1090.041.361440.000000.00000
2162011.09.27 17:15sell1100.081.362920.000000.00000
2172011.09.27 19:41close1100.081.360110.000000.0000022.4810542.84
2182011.09.27 19:41close1090.041.360110.000000.000005.3210548.16
2192011.09.27 19:41close1080.021.360110.000000.00000-1.9410546.22
2202011.09.27 19:41close1070.011.360110.000000.00000-5.5110540.71
2212011.09.28 11:15sell1110.011.360920.000000.00000
2222011.09.28 13:45sell1120.021.366710.000000.00000
2232011.09.28 20:42close1120.021.358100.000000.0000017.2210557.93
2242011.09.28 20:42close1110.011.358100.000000.000002.8210560.75
2252011.09.28 23:15buy1130.011.356460.000000.00000
2262011.09.29 01:00buy1140.021.352690.000000.00000
2272011.09.29 01:15buy1150.041.353200.000000.00000
2282011.09.29 05:35close1150.041.356380.000000.0000012.7210573.47
2292011.09.29 05:35close1140.021.356380.000000.000007.3810580.85
2302011.09.29 05:35close1130.011.356380.000000.00000-0.0110580.83
2312011.09.29 07:15sell1160.011.360790.000000.00000
2322011.09.29 07:45sell1170.021.362470.000000.00000
2332011.09.29 08:00sell1180.041.362600.000000.00000
2342011.09.29 08:15sell1190.081.360870.000000.00000
2352011.09.29 09:47close1190.081.360190.000000.000005.4410586.27
2362011.09.29 09:47close1180.041.360190.000000.000009.6410595.91
2372011.09.29 09:47close1170.021.360190.000000.000004.5610600.47
2382011.09.29 09:47close1160.011.360190.000000.000000.6010601.07
2392011.09.29 11:30sell1200.011.366000.000000.00000
2402011.09.30 06:45buy1210.021.353090.000000.00000
2412011.09.30 07:00buy1220.041.352680.000000.00000
2422011.09.30 07:15buy1230.081.353680.000000.00000
2432011.09.30 07:54close1230.081.353940.000000.000002.0810603.15
2442011.09.30 07:54close1220.041.353940.000000.000005.0410608.19
2452011.09.30 07:54close1210.021.353940.000000.000001.7010609.89
2462011.09.30 07:54close1200.011.354150.000000.0000011.7810621.67
2472011.09.30 16:45buy1240.011.344720.000000.00000
2482011.09.30 17:00buy1250.021.343270.000000.00000
2492011.09.30 17:15buy1260.041.344360.000000.00000
2502011.09.30 18:15buy1270.081.344460.000000.00000
2512011.09.30 18:32close1270.081.345630.000000.000009.3610631.03
2522011.09.30 18:32close1260.041.345630.000000.000005.0810636.11
2532011.09.30 18:32close1250.021.345630.000000.000004.7210640.83
2542011.09.30 18:32close1240.011.345630.000000.000000.9110641.74
2552011.09.30 23:15buy1280.011.338640.000000.00000
2562011.09.30 23:30buy1290.021.339320.000000.00000
2572011.10.03 00:15buy1300.041.335390.000000.00000
2582011.10.03 00:30buy1310.081.335560.000000.00000
2592011.10.03 00:45buy1320.161.333760.000000.00000
2602011.10.03 01:00buy1330.321.334550.000000.00000
2612011.10.03 01:01close1330.321.335090.000000.0000017.2810659.02
2622011.10.03 01:01close1320.161.335090.000000.0000021.2810680.30
2632011.10.03 01:01close1310.081.335090.000000.00000-3.7610676.54
2642011.10.03 01:01close1300.041.335090.000000.00000-1.2010675.34
2652011.10.03 01:01close1290.021.335090.000000.00000-8.4110666.93
2662011.10.03 01:01close1280.011.335090.000000.00000-3.5310663.40
2672011.10.03 01:15buy1340.011.335630.000000.00000
2682011.10.03 06:30buy1350.021.333390.000000.00000
2692011.10.04 00:00buy1360.041.317750.000000.00000
2702011.10.04 00:15buy1370.081.317150.000000.00000
2712011.10.04 00:30buy1380.161.317570.000000.00000
2722011.10.04 01:07close1380.161.319810.000000.0000035.8410699.24
2732011.10.04 01:07close1370.081.319810.000000.0000021.2810720.52
2742011.10.04 01:07close1360.041.319810.000000.000008.2410728.76
2752011.10.04 01:07close1350.021.319810.000000.00000-27.1110701.65
2762011.10.04 01:07close1340.011.319810.000000.00000-15.8010685.85
2772011.10.04 18:00sell1390.011.327730.000000.00000
2782011.10.04 18:15sell1400.021.328780.000000.00000
2792011.10.04 18:30sell1410.041.326280.000000.00000
2802011.10.04 19:15sell1420.081.330800.000000.00000
2812011.10.04 19:30sell1430.161.329350.000000.00000
2822011.10.04 19:50close1430.161.328590.000000.0000012.1610698.01
2832011.10.04 19:50close1420.081.328590.000000.0000017.6810715.69
2842011.10.04 19:50close1410.041.328590.000000.00000-9.2410706.45
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5812011.11.03 04:00buy2910.011.367210.000000.00000
5822011.11.03 04:15buy2920.021.368050.000000.00000
5832011.11.03 11:09close2920.021.374450.000000.0000012.8011357.21
5842011.11.03 11:09close2910.011.374450.000000.000007.2411364.45
5852011.11.03 12:15sell2930.011.379640.000000.00000
5862011.11.03 12:30sell2940.021.378300.000000.00000
5872011.11.03 13:00sell2950.041.378940.000000.00000
5882011.11.03 14:30sell2960.081.381860.000000.00000
5892011.11.03 14:45sell2970.161.379270.000000.00000
5902011.11.03 14:45close2970.161.379000.000000.000004.3211368.77
5912011.11.03 14:45close2960.081.379000.000000.0000022.8811391.65
5922011.11.03 14:45close2950.041.379000.000000.00000-0.2411391.41
5932011.11.03 14:45close2940.021.379000.000000.00000-1.4011390.01
5942011.11.03 14:45close2930.011.379000.000000.000000.6411390.65
5952011.11.04 16:15buy2980.011.372960.000000.00000
5962011.11.04 16:30buy2990.021.373330.000000.00000
5972011.11.04 16:45buy3000.041.373410.000000.00000
5982011.11.04 17:57close3000.041.376180.000000.0000011.0811401.73
5992011.11.04 17:57close2990.021.376180.000000.000005.7011407.43
6002011.11.04 17:57close2980.011.376180.000000.000003.2211410.65