Strategy Tester Report
Caiman trading robot
Forex.com-Demo(R) (Build 409)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2012.01.01 22:00 - 2012.04.09 23:59 (2012.01.01 - 2012.04.10)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRsiPeriod=4; EmaPeriod=4; AlertCandle=1; AlertLevelUp=12; AlertLevelDown=88; ShowChartAlerts=false; AlertEmailSubject=""; BarCount=500; Slw=8; Pds=13; Slwsignal=9; Barcount=2000; L1="------------------------------------"; Usar.Take.Profit=true; TakeProfit=14; Lotes=0.5; MaximoOrdenesAbiertas=1; LimiteSuperior=90; LimiteInferior=10; SenalSVECompra=65; SenalSVEVenta=26; FiltrarConFibo=false; BloquearVentas=false; BloquearCompras=false; CerrarOrdenPorTiempo=false; FiltroVolatilidad=true;
Bars in test21378Ticks modelled41752Modelling qualityn/a
Mismatched charts errors0
Initial deposit5000.00
Total net profit109.30Gross profit348.60Gross loss-239.30
Profit factor1.46Expected payoff1.56
Absolute drawdown1220.22Maximal drawdown1268.70 (25.13%)Relative drawdown25.13% (1268.70)
Total trades70Short positions (won %)32 (84.38%)Long positions (won %)38 (100.00%)
Profit trades (% of total)65 (92.86%)Loss trades (% of total)5 (7.14%)
Largestprofit trade5.43loss trade-228.34
Averageprofit trade5.36loss trade-47.86
Maximumconsecutive wins (profit in money)25 (133.48)consecutive losses (loss in money)1 (-228.34)
Maximalconsecutive profit (count of wins)133.48 (25)consecutive loss (count of losses)-228.34 (1)
Averageconsecutive wins13consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.02 14:15buy10.501.293440.000000.00000
22012.01.02 14:15modify10.501.293440.000001.29358
32012.01.02 14:45t/p10.501.293580.000001.293585.415005.41
42012.01.02 17:45buy20.501.292330.000000.00000
52012.01.02 17:45modify20.501.292330.000001.29247
62012.01.02 18:00t/p20.501.292470.000001.292475.415010.82
72012.01.03 03:00sell30.501.297740.000000.00000
82012.01.03 03:00modify30.501.297740.000001.29760
92012.01.03 03:30t/p30.501.297600.000001.297605.405016.22
102012.01.03 04:35buy40.501.297790.000000.00000
112012.01.03 04:35modify40.501.297790.000001.29793
122012.01.03 04:40t/p40.501.297930.000001.297935.405021.62
132012.01.03 07:55sell50.501.299360.000000.00000
142012.01.03 07:55modify50.501.299360.000001.29922
152012.01.03 08:00t/p50.501.299220.000001.299225.395027.01
162012.01.03 12:10sell60.501.304100.000000.00000
172012.01.03 12:10modify60.501.304100.000001.30396
182012.01.03 12:15t/p60.501.303960.000001.303965.365032.37
192012.01.03 13:45buy70.501.302880.000000.00000
202012.01.03 13:45modify70.501.302880.000001.30302
212012.01.03 14:00t/p70.501.303020.000001.303025.375037.74
222012.01.03 15:50sell80.501.304380.000000.00000
232012.01.03 15:50modify80.501.304380.000001.30424
242012.01.04 02:35t/p80.501.304240.000001.30424-0.025037.72
252012.01.04 03:25buy90.501.303260.000000.00000
262012.01.04 03:25modify90.501.303260.000001.30340
272012.01.04 04:00t/p90.501.303400.000001.303405.375043.09
282012.01.04 12:15buy100.501.299150.000000.00000
292012.01.04 12:15modify100.501.299150.000001.29929
302012.01.04 12:30t/p100.501.299290.000001.299295.395048.48
312012.01.04 20:40buy110.501.294750.000000.00000
322012.01.04 20:40modify110.501.294750.000001.29489
332012.01.19 20:30t/p110.501.294890.000001.294895.415053.89
342012.01.19 22:10sell120.501.296390.000000.00000
352012.01.19 22:10modify120.501.296390.000001.29625
362012.01.19 22:15t/p120.501.296250.000001.296255.405059.29
372012.01.20 00:25buy130.501.296560.000000.00000
382012.01.20 00:25modify130.501.296560.000001.29670
392012.01.20 06:10t/p130.501.296700.000001.296705.405064.69
402012.01.20 09:20buy140.501.294130.000000.00000
412012.01.20 09:20modify140.501.294130.000001.29427
422012.01.20 15:30t/p140.501.294270.000001.294275.415070.10
432012.01.20 15:50sell150.501.292490.000000.00000
442012.01.20 15:50modify150.501.292490.000001.29235
452012.01.20 15:55t/p150.501.292350.000001.292355.415075.51
462012.01.20 19:10buy160.501.293070.000000.00000
472012.01.20 19:10modify160.501.293070.000001.29321
482012.01.20 20:25t/p160.501.293210.000001.293215.425080.93
492012.01.20 21:35sell170.501.293150.000000.00000
502012.01.20 21:35modify170.501.293150.000001.29301
512012.01.22 22:00t/p170.501.293010.000001.293015.435086.36
522012.01.22 23:20buy180.501.289030.000000.00000
532012.01.22 23:20modify180.501.289030.000001.28917
542012.01.22 23:30t/p180.501.289170.000001.289175.435091.79
552012.01.23 01:50sell190.501.289270.000000.00000
562012.01.23 01:50modify190.501.289270.000001.28913
572012.01.23 02:55t/p190.501.289130.000001.289135.435097.22
582012.01.23 05:50sell200.501.289560.000000.00000
592012.01.23 05:50modify200.501.289560.000001.28942
602012.01.23 07:05t/p200.501.289420.000001.289425.435102.65
612012.01.23 12:10sell210.501.299280.000000.00000
622012.01.23 12:10modify210.501.299280.000001.29914
632012.01.23 12:15t/p210.501.299140.000001.299145.395108.04
642012.01.23 18:10buy220.501.301670.000000.00000
652012.01.23 18:10modify220.501.301670.000001.30181
662012.01.23 18:50t/p220.501.301810.000001.301815.385113.42
672012.01.23 21:25sell230.501.302830.000000.00000
682012.01.23 21:25modify230.501.302830.000001.30269
692012.01.23 22:00t/p230.501.302690.000001.302695.385118.80
702012.01.23 23:35buy240.501.302370.000000.00000
712012.01.23 23:35modify240.501.302370.000001.30251
722012.01.23 23:50t/p240.501.302510.000001.302515.375124.17
732012.01.24 04:10buy250.501.299570.000000.00000
742012.01.24 04:10modify250.501.299570.000001.29971
752012.01.24 04:40t/p250.501.299710.000001.299715.395129.56
762012.01.24 07:05sell260.501.301320.000000.00000
772012.01.24 07:05modify260.501.301320.000001.30118
782012.01.24 07:10t/p260.501.301180.000001.301185.385134.94
792012.01.24 11:25buy270.501.300720.000000.00000
802012.01.24 11:25modify270.501.300720.000001.30086
812012.01.24 11:40t/p270.501.300860.000001.300865.385140.32
822012.01.24 14:25buy280.501.297590.000000.00000
832012.01.24 14:25modify280.501.297590.000001.29773
842012.01.24 15:05t/p280.501.297730.000001.297735.405145.72
852012.01.24 18:25sell290.501.301480.000000.00000
862012.01.24 18:25modify290.501.301480.000001.30134
872012.01.25 09:30t/p290.501.301340.000001.30134-0.025145.70
882012.01.25 11:25buy300.501.297580.000000.00000
892012.01.25 11:25modify300.501.297580.000001.29772
902012.01.25 11:35t/p300.501.297720.000001.297725.405151.10
912012.01.25 14:50sell310.501.295810.000000.00000
922012.01.25 14:50modify310.501.295810.000001.29567
932012.01.25 14:55t/p310.501.295670.000001.295675.405156.50
942012.01.25 19:05sell320.501.305360.000000.00000
952012.01.25 19:05modify320.501.305360.000001.30522
962012.01.25 19:10t/p320.501.305220.000001.305225.365161.86
972012.01.25 23:10buy330.501.310810.000000.00000
982012.01.25 23:10modify330.501.310810.000001.31095
992012.01.25 23:35t/p330.501.310950.000001.310955.345167.20
1002012.01.26 03:35sell340.501.310580.000000.00000
1012012.01.26 03:35modify340.501.310580.000001.31044
1022012.01.26 03:55t/p340.501.310440.000001.310445.345172.54
1032012.01.26 10:55sell350.501.315420.000000.00000
1042012.01.26 10:55modify350.501.315420.000001.31528
1052012.01.26 11:35t/p350.501.315280.000001.315285.325177.86
1062012.01.26 12:50buy360.501.314730.000000.00000
1072012.01.26 12:50modify360.501.314730.000001.31487
1082012.01.26 13:25t/p360.501.314870.000001.314875.325183.18
1092012.01.26 19:55buy370.501.310820.000000.00000
1102012.01.26 19:55modify370.501.310820.000001.31096
1112012.01.26 22:45t/p370.501.310960.000001.310965.345188.52
1122012.01.26 23:00sell380.501.310420.000000.00000
1132012.01.26 23:00modify380.501.310420.000001.31028
1142012.01.26 23:55t/p380.501.310280.000001.310285.345193.86
1152012.01.27 01:10buy390.501.309050.000000.00000
1162012.01.27 01:10modify390.501.309050.000001.30919
1172012.01.27 01:40t/p390.501.309190.000001.309195.345199.20
1182012.01.27 03:40sell400.501.310560.000000.00000
1192012.01.27 03:40modify400.501.310560.000001.31042
1202012.01.27 03:45t/p400.501.310420.000001.310425.345204.54
1212012.01.27 05:10buy410.501.310760.000000.00000
1222012.01.27 05:10modify410.501.310760.000001.31090
1232012.01.27 05:15t/p410.501.310900.000001.310905.345209.88
1242012.01.27 11:35sell420.501.314530.000000.00000
1252012.01.27 11:35modify420.501.314530.000001.31439
1262012.01.27 11:40t/p420.501.314390.000001.314395.325215.20
1272012.01.27 14:25buy430.501.311360.000000.00000
1282012.01.27 14:25modify430.501.311360.000001.31150
1292012.01.27 14:35t/p430.501.311500.000001.311505.335220.53
1302012.01.27 18:00sell440.501.317310.000000.00000
1312012.01.27 18:00modify440.501.317310.000001.31717
1322012.01.27 18:05t/p440.501.317170.000001.317175.315225.84
1332012.01.30 02:00buy450.501.318660.000000.00000
1342012.01.30 02:00modify450.501.318660.000001.31880
1352012.01.30 03:05t/p450.501.318800.000001.318805.315231.15
1362012.01.30 07:40buy460.501.316280.000000.00000
1372012.01.30 07:40modify460.501.316280.000001.31642
1382012.01.30 07:55t/p460.501.316420.000001.316425.325236.47
1392012.01.30 10:40buy470.501.313400.000000.00000
1402012.01.30 10:40modify470.501.313400.000001.31354
1412012.01.30 17:10t/p470.501.313540.000001.313545.345241.81
1422012.01.30 22:40sell480.501.313830.000000.00000
1432012.01.30 22:40modify480.501.313830.000001.31369
1442012.01.30 23:20t/p480.501.313690.000001.313695.335247.14
1452012.01.31 01:50sell490.501.315770.000000.00000
1462012.01.31 01:50modify490.501.315770.000001.31563
1472012.01.31 14:35t/p490.501.315630.000001.315635.325252.46
1482012.01.31 17:20buy500.501.307270.000000.00000
1492012.01.31 17:20modify500.501.307270.000001.30741
1502012.01.31 17:35t/p500.501.307410.000001.307415.365257.82
1512012.01.31 18:55sell510.501.307650.000000.00000
1522012.01.31 18:55modify510.501.307650.000001.30751
1532012.01.31 19:05t/p510.501.307510.000001.307515.355263.17
1542012.02.01 02:05buy520.501.307680.000000.00000
1552012.02.01 02:05modify520.501.307680.000001.30782
1562012.02.01 09:00t/p520.501.307820.000001.307825.355268.52
1572012.02.01 10:40sell530.501.312570.000000.00000
1582012.02.01 10:40modify530.501.312570.000001.31243
1592012.02.01 10:55t/p530.501.312430.000001.312435.335273.85
1602012.02.01 12:20buy540.501.313250.000000.00000
1612012.02.01 12:20modify540.501.313250.000001.31339
1622012.02.01 12:25t/p540.501.313390.000001.313395.335279.18
1632012.02.01 23:10sell550.501.316660.000000.00000
1642012.02.01 23:10modify550.501.316660.000001.31652
1652012.02.02 04:45t/p550.501.316520.000001.31652-10.865268.32
1662012.02.02 05:35buy560.501.317110.000000.00000
1672012.02.02 05:35modify560.501.317110.000001.31725
1682012.02.02 06:00t/p560.501.317250.000001.317255.325273.64
1692012.02.02 09:35buy570.501.314440.000000.00000
1702012.02.02 09:35modify570.501.314440.000001.31458
1712012.02.02 10:05t/p570.501.314580.000001.314585.325278.96
1722012.02.02 13:00buy580.501.310880.000000.00000
1732012.02.02 13:00modify580.501.310880.000001.31102
1742012.02.02 13:30t/p580.501.311020.000001.311025.345284.30
1752012.02.02 15:30sell590.501.313080.000000.00000
1762012.02.02 15:30modify590.501.313080.000001.31294
1772012.02.03 00:25t/p590.501.312940.000001.31294-0.065284.24
1782012.02.03 00:55buy600.501.313700.000000.00000
1792012.02.03 00:55modify600.501.313700.000001.31384
1802012.02.03 05:25t/p600.501.313840.000001.313845.335289.57
1812012.02.03 06:45sell610.501.314370.000000.00000
1822012.02.03 06:45modify610.501.314370.000001.31423
1832012.02.03 06:55t/p610.501.314230.000001.314235.335294.90
1842012.02.03 11:00sell620.501.317280.000000.00000
1852012.02.03 11:00modify620.501.317280.000001.31714
1862012.02.03 11:05t/p620.501.317140.000001.317145.315300.21
1872012.02.03 13:10buy630.501.316390.000000.00000
1882012.02.03 13:10modify630.501.316390.000001.31653
1892012.02.03 13:20t/p630.501.316530.000001.316535.325305.53
1902012.02.03 16:45sell640.501.310730.000000.00000
1912012.02.03 16:45modify640.501.310730.000001.31059
1922012.02.03 17:00t/p640.501.310590.000001.310595.345310.87
1932012.02.03 21:35buy650.501.314660.000000.00000
1942012.02.03 21:35modify650.501.314660.000001.31480
1952012.02.03 21:40t/p650.501.314800.000001.314805.335316.20
1962012.02.06 03:25buy660.501.309070.000000.00000
1972012.02.06 03:25modify660.501.309070.000001.30921
1982012.02.06 03:30t/p660.501.309210.000001.309215.355321.55
1992012.02.06 07:15buy670.501.307160.000000.00000
2002012.02.06 07:15modify670.501.307160.000001.30730
2012012.02.06 07:20t/p670.501.307300.000001.307305.365326.91
2022012.02.06 09:55buy680.501.304690.000000.00000
2032012.02.06 09:55modify680.501.304690.000001.30483
2042012.02.06 10:00t/p680.501.304830.000001.304835.375332.28
2052012.02.06 11:50sell690.501.304450.000000.00000
2062012.02.06 11:50modify690.501.304450.000001.30431
2072012.02.06 11:55t/p690.501.304310.000001.304315.365337.64
2082012.02.06 15:45sell700.501.306120.000000.00000
2092012.02.06 15:45modify700.501.306120.000001.30598
2102012.02.07 00:00close at stop700.501.311970.000001.30598-228.345109.30