Strategy Tester Report
Intrepidus-Rabbit

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2005.02.21 18:00 - 2006.02.16 12:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; Periods=20; Deviations=2; TakeProfit=250; TrailingStop=30;
Bars in test23672Ticks modelled688348Modelling quality78.68%
Initial deposit50000.00
Total net profit11020.00Gross profit12620.00Gross loss-1600.00
Profit factor7.89Expected payoff918.33
Absolute drawdown0.00Maximal drawdown (%)1510.00 (2.4%)
Total trades12Short positions (won %)6 (83.33%)Long positions (won %)6 (16.67%)
Profit trades (% of total)6 (50.00%)Loss trades (% of total)6 (50.00%)
Largestprofit trade2500.00loss trade-1510.00
Averageprofit trade2103.33loss trade-266.67
Maximumconsecutive wins (profit in money)3 (7500.00)consecutive losses (loss in money)2 (-50.00)
Maximalconsecutive profit (count of wins)7500.00 (3)consecutive loss (count of losses)-1510.00 (1)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.02.21 21:15sell11.001.30610.00001.2811
22005.04.05 08:56t/p11.001.28110.00001.28112500.0052500.00
32005.04.05 08:56buy21.001.28110.00001.3061
42005.04.05 08:57close21.001.28100.00001.3061-10.0052490.00
52005.04.05 08:59buy31.001.28110.00001.3061
62005.04.05 08:59close31.001.28100.00001.3061-10.0052480.00
72005.04.05 08:59sell41.001.28150.00001.2565
82005.05.20 15:02t/p41.001.25650.00001.25652500.0054980.00
92005.05.20 20:11sell51.001.25460.00001.2296
102005.05.31 22:22t/p51.001.22960.00001.22962500.0057480.00
112005.06.01 01:30sell61.001.23010.00001.2051
122005.06.13 11:21t/p61.001.20510.00001.20512500.0059980.00
132005.06.13 11:21buy71.001.20510.00001.2301
142005.06.13 11:21close71.001.20470.00001.2301-40.0059940.00
152005.06.13 11:21buy81.001.20500.00001.2300
162005.06.13 11:21close81.001.20490.00001.2300-10.0059930.00
172005.06.13 11:21sell91.001.20500.00001.1800
182005.11.15 08:45t/p91.001.18000.00001.18002500.0062430.00
192005.11.15 08:45buy101.001.17030.00001.1953
202005.11.15 08:59close101.001.17010.00001.1953-20.0062410.00
212005.11.15 08:59buy111.001.17060.00001.1956
222005.11.16 03:26close111.001.17180.00001.1956120.0062530.00
232005.11.16 03:27sell121.001.17180.00001.1468
242006.02.16 12:14close at stop121.001.18690.00001.1468-1510.0061020.00