Strategy Tester Report
Intrepidus-final
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2005.02.21 18:00 - 2005.10.19 06:30 | ||||
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
| Parameters | Lots=2; Periods=30; Deviations=2; TakeProfit=100; TrailingStop=30; | ||||
| Bars in test | 16429 | Ticks modelled | 197300 | Modelling quality | 39.15% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 22140.00 | Gross profit | 24360.00 | Gross loss | -2220.00 |
| Profit factor | 10.97 | Expected payoff | 1006.36 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 1280.00 (4.7%) | ||
| Total trades | 22 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 2117.00 | loss trade | -1280.00 | |
| Average | profit trade | 1432.94 | loss trade | -444.00 | |
| Maximum | consecutive wins (profit in money) | 6 (6590.00) | consecutive losses (loss in money) | 3 (-280.00) | |
| Maximal | consecutive profit (count of wins) | 9513.00 (5) | consecutive loss (count of losses) | -1280.00 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.02.21 23:46 | sell | 1 | 2.00 | 1.3060 | 0.0000 | 1.2960 | ||
| 2 | 2005.03.24 16:46 | t/p | 1 | 2.00 | 1.2960 | 0.0000 | 1.2960 | 2099.00 | 12099.00 |
| 3 | 2005.03.24 17:27 | sell | 2 | 2.00 | 1.2963 | 0.0000 | 1.2863 | ||
| 4 | 2005.03.28 17:49 | t/p | 2 | 2.00 | 1.2863 | 0.0000 | 1.2863 | 2006.00 | 14105.00 |
| 5 | 2005.03.28 17:50 | buy | 3 | 2.00 | 1.2859 | 0.0000 | 1.2959 | ||
| 6 | 2005.03.28 22:46 | modify | 3 | 2.00 | 1.2859 | 1.2860 | 1.2959 | ||
| 7 | 2005.03.28 22:47 | modify | 3 | 2.00 | 1.2859 | 1.2862 | 1.2959 | ||
| 8 | 2005.03.28 23:16 | modify | 3 | 2.00 | 1.2859 | 1.2866 | 1.2959 | ||
| 9 | 2005.03.28 23:43 | modify | 3 | 2.00 | 1.2859 | 1.2867 | 1.2959 | ||
| 10 | 2005.03.28 23:59 | modify | 3 | 2.00 | 1.2859 | 1.2870 | 1.2959 | ||
| 11 | 2005.03.29 02:39 | modify | 3 | 2.00 | 1.2859 | 1.2883 | 1.2959 | ||
| 12 | 2005.03.29 02:53 | modify | 3 | 2.00 | 1.2859 | 1.2891 | 1.2959 | ||
| 13 | 2005.03.29 03:14 | modify | 3 | 2.00 | 1.2859 | 1.2895 | 1.2959 | ||
| 14 | 2005.03.29 03:15 | modify | 3 | 2.00 | 1.2859 | 1.2897 | 1.2959 | ||
| 15 | 2005.03.29 04:47 | modify | 3 | 2.00 | 1.2859 | 1.2901 | 1.2959 | ||
| 16 | 2005.03.29 04:49 | modify | 3 | 2.00 | 1.2859 | 1.2906 | 1.2959 | ||
| 17 | 2005.03.29 04:50 | modify | 3 | 2.00 | 1.2859 | 1.2910 | 1.2959 | ||
| 18 | 2005.03.29 04:51 | modify | 3 | 2.00 | 1.2859 | 1.2914 | 1.2959 | ||
| 19 | 2005.03.29 05:04 | modify | 3 | 2.00 | 1.2859 | 1.2917 | 1.2959 | ||
| 20 | 2005.03.29 05:05 | modify | 3 | 2.00 | 1.2859 | 1.2923 | 1.2959 | ||
| 21 | 2005.03.29 07:51 | s/l | 3 | 2.00 | 1.2923 | 1.2923 | 1.2959 | 1273.00 | 15378.00 |
| 22 | 2005.03.29 13:01 | sell | 4 | 2.00 | 1.2923 | 0.0000 | 1.2823 | ||
| 23 | 2005.04.04 16:43 | t/p | 4 | 2.00 | 1.2823 | 0.0000 | 1.2823 | 2018.00 | 17396.00 |
| 24 | 2005.04.05 02:09 | sell | 5 | 2.00 | 1.2838 | 0.0000 | 1.2738 | ||
| 25 | 2005.05.12 14:31 | t/p | 5 | 2.00 | 1.2738 | 0.0000 | 1.2738 | 2117.00 | 19513.00 |
| 26 | 2005.05.12 14:31 | buy | 6 | 2.00 | 1.2736 | 0.0000 | 1.2836 | ||
| 27 | 2005.05.12 16:57 | close | 6 | 2.00 | 1.2703 | 0.0000 | 1.2836 | -660.00 | 18853.00 |
| 28 | 2005.05.12 16:58 | sell | 7 | 2.00 | 1.2702 | 0.0000 | 1.2602 | ||
| 29 | 2005.05.16 00:46 | t/p | 7 | 2.00 | 1.2602 | 0.0000 | 1.2602 | 2006.00 | 20859.00 |
| 30 | 2005.05.16 02:10 | sell | 8 | 2.00 | 1.2599 | 0.0000 | 1.2499 | ||
| 31 | 2005.05.26 20:34 | t/p | 8 | 2.00 | 1.2499 | 0.0000 | 1.2499 | 2036.00 | 22895.00 |
| 32 | 2005.05.26 20:34 | buy | 9 | 2.00 | 1.2497 | 0.0000 | 1.2597 | ||
| 33 | 2005.05.27 00:34 | close | 9 | 2.00 | 1.2506 | 0.0000 | 1.2597 | 173.00 | 23068.00 |
| 34 | 2005.05.27 00:45 | sell | 10 | 2.00 | 1.2507 | 0.0000 | 1.2407 | ||
| 35 | 2005.05.31 03:24 | t/p | 10 | 2.00 | 1.2407 | 0.0000 | 1.2407 | 2006.00 | 25074.00 |
| 36 | 2005.05.31 10:50 | sell | 11 | 2.00 | 1.2382 | 0.0000 | 1.2282 | ||
| 37 | 2005.06.01 10:10 | t/p | 11 | 2.00 | 1.2282 | 0.0000 | 1.2282 | 2009.00 | 27083.00 |
| 38 | 2005.06.01 10:10 | buy | 12 | 2.00 | 1.2281 | 0.0000 | 1.2381 | ||
| 39 | 2005.06.01 18:01 | close | 12 | 2.00 | 1.2217 | 0.0000 | 1.2381 | -1280.00 | 25803.00 |
| 40 | 2005.06.01 18:05 | sell | 13 | 2.00 | 1.2216 | 0.0000 | 1.2116 | ||
| 41 | 2005.06.10 16:46 | t/p | 13 | 2.00 | 1.2116 | 0.0000 | 1.2116 | 2027.00 | 27830.00 |
| 42 | 2005.06.13 02:52 | sell | 14 | 2.00 | 1.2108 | 0.0000 | 1.2008 | ||
| 43 | 2005.06.24 06:08 | t/p | 14 | 2.00 | 1.2008 | 0.0000 | 1.2008 | 2039.00 | 29869.00 |
| 44 | 2005.06.24 06:08 | buy | 15 | 2.00 | 1.1996 | 0.0000 | 1.2096 | ||
| 45 | 2005.06.24 06:13 | modify | 15 | 2.00 | 1.1996 | 1.2005 | 1.2096 | ||
| 46 | 2005.06.24 06:14 | s/l | 15 | 2.00 | 1.2005 | 1.2005 | 1.2096 | 180.00 | 30049.00 |
| 47 | 2005.06.24 06:14 | buy | 16 | 2.00 | 1.2002 | 0.0000 | 1.2102 | ||
| 48 | 2005.06.24 06:19 | close | 16 | 2.00 | 1.2012 | 0.0000 | 1.2102 | 200.00 | 30249.00 |
| 49 | 2005.06.24 06:21 | sell | 17 | 2.00 | 1.2022 | 0.0000 | 1.1922 | ||
| 50 | 2005.07.04 00:02 | t/p | 17 | 2.00 | 1.1922 | 0.0000 | 1.1922 | 2024.00 | 32273.00 |
| 51 | 2005.07.04 00:06 | buy | 18 | 2.00 | 1.1906 | 0.0000 | 1.2006 | ||
| 52 | 2005.07.04 00:30 | close | 18 | 2.00 | 1.1912 | 0.0000 | 1.2006 | 120.00 | 32393.00 |
| 53 | 2005.07.04 00:30 | buy | 19 | 2.00 | 1.1916 | 0.0000 | 1.2016 | ||
| 54 | 2005.07.04 00:31 | close | 19 | 2.00 | 1.1911 | 0.0000 | 1.2016 | -100.00 | 32293.00 |
| 55 | 2005.07.04 00:34 | buy | 20 | 2.00 | 1.1915 | 0.0000 | 1.2015 | ||
| 56 | 2005.07.04 00:35 | close | 20 | 2.00 | 1.1909 | 0.0000 | 1.2015 | -120.00 | 32173.00 |
| 57 | 2005.07.04 00:39 | buy | 21 | 2.00 | 1.1916 | 0.0000 | 1.2016 | ||
| 58 | 2005.07.04 00:41 | close | 21 | 2.00 | 1.1913 | 0.0000 | 1.2016 | -60.00 | 32113.00 |
| 59 | 2005.07.04 00:45 | sell | 22 | 2.00 | 1.1913 | 0.0000 | 1.1813 | ||
| 60 | 2005.10.19 06:44 | close at stop | 22 | 2.00 | 1.1928 | 0.0000 | 1.1813 | 27.00 | 32140.00 |