Strategy Tester Report
Intrepidus-final
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2005.06.03 04:30 - 2005.11.11 23:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=3; Periods=20; Deviations=2; TakeProfit=100; TrailingStop=30; | ||||
| Bars in test | 32768 | Ticks modelled | 479401 | Modelling quality | 54.30% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 18588.00 | Gross profit | 19015.50 | Gross loss | -427.50 |
| Profit factor | 44.48 | Expected payoff | 2323.50 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 427.50 (1.5%) | ||
| Total trades | 8 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 3576.00 | loss trade | -427.50 | |
| Average | profit trade | 2716.50 | loss trade | -427.50 | |
| Maximum | consecutive wins (profit in money) | 7 (19015.50) | consecutive losses (loss in money) | 1 (-427.50) | |
| Maximal | consecutive profit (count of wins) | 19015.50 (7) | consecutive loss (count of losses) | -427.50 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.06.03 04:30 | sell | 1 | 3.00 | 1.2278 | 0.0000 | 1.2178 | ||
| 2 | 2005.06.09 16:31 | t/p | 1 | 3.00 | 1.2178 | 0.0000 | 1.2178 | 3027.00 | 13027.00 |
| 3 | 2005.06.09 16:59 | sell | 2 | 3.00 | 1.2190 | 0.0000 | 1.2090 | ||
| 4 | 2005.06.13 03:00 | t/p | 2 | 3.00 | 1.2090 | 0.0000 | 1.2090 | 3009.00 | 16036.00 |
| 5 | 2005.06.13 03:00 | buy | 3 | 3.00 | 1.2090 | 0.0000 | 1.2190 | ||
| 6 | 2005.06.13 07:05 | close | 3 | 3.00 | 1.2100 | 0.0000 | 1.2190 | 300.00 | 16336.00 |
| 7 | 2005.06.13 07:09 | sell | 4 | 3.00 | 1.2100 | 0.0000 | 1.2000 | ||
| 8 | 2005.06.24 06:05 | t/p | 4 | 3.00 | 1.2000 | 0.0000 | 1.2000 | 3058.50 | 19394.50 |
| 9 | 2005.06.24 06:19 | sell | 5 | 3.00 | 1.2012 | 0.0000 | 1.1912 | ||
| 10 | 2005.07.04 00:06 | t/p | 5 | 3.00 | 1.1912 | 0.0000 | 1.1912 | 3036.00 | 22430.50 |
| 11 | 2005.07.04 03:11 | sell | 6 | 3.00 | 1.1930 | 0.0000 | 1.1830 | ||
| 12 | 2005.11.04 16:49 | t/p | 6 | 3.00 | 1.1830 | 0.0000 | 1.1830 | 3576.00 | 26006.50 |
| 13 | 2005.11.04 18:08 | sell | 7 | 3.00 | 1.1817 | 0.0000 | 1.1717 | ||
| 14 | 2005.11.08 02:19 | t/p | 7 | 3.00 | 1.1717 | 0.0000 | 1.1717 | 3009.00 | 29015.50 |
| 15 | 2005.11.08 03:52 | sell | 8 | 3.00 | 1.1720 | 0.0000 | 1.1620 | ||
| 16 | 2005.11.11 23:04 | close at stop | 8 | 3.00 | 1.1735 | 0.0000 | 1.1620 | -427.50 | 28588.00 |