Strategy Tester Report
speed2

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2006.10.17 07:54 - 2006.11.10 20:59
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersdLots=1; dStopLoss=17; dTakeProfit=50; dTrailingStop=200; dSlipPage=1; iNumPoints=22; iNumBarsBack=9;
Bars in test21202Ticks modelled101833Modelling quality24.89%
Initial deposit10000.00
Total net profit2017.60Gross profit6281.40Gross loss-4263.80
Profit factor1.47Expected payoff54.53
Absolute drawdown495.55Maximal drawdown1099.60 (9.27%)Relative drawdown10.30% (1090.95)
Total trades37Short positions (won %)0 (0.00%)Long positions (won %)37 (35.14%)
Profit trades (% of total)13 (35.14%)Loss trades (% of total)24 (64.86%)
Largestprofit trade492.50loss trade-203.45
Averageprofit trade483.18loss trade-177.66
Maximumconsecutive wins (profit in money)3 (1442.90)consecutive losses (loss in money)6 (-1099.60)
Maximalconsecutive profit (count of wins)1442.90 (3)consecutive loss (count of losses)-1099.60 (6)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.10.17 07:54buy11.001.25391.25221.2589
22006.10.17 10:47s/l11.001.25221.25221.2589-177.509822.50
32006.10.17 10:47buy21.001.25231.25061.2573
42006.10.18 13:11s/l21.001.25061.25061.2573-186.159636.35
52006.10.18 13:12buy31.001.25091.24921.2559
62006.10.19 07:38t/p31.001.25591.24921.2559466.5510102.90
72006.10.19 07:39buy41.001.25591.25421.2609
82006.10.19 16:00t/p41.001.26091.25421.2609492.5010595.40
92006.10.19 16:00buy51.001.26111.25941.2661
102006.10.19 16:00s/l51.001.25941.25941.2661-177.5010417.90
112006.10.19 16:01buy61.001.26061.25891.2656
122006.10.23 06:44s/l61.001.25891.25891.2656-194.8010223.10
132006.10.23 06:45buy71.001.25921.25751.2642
142006.10.23 08:49s/l71.001.25751.25751.2642-177.5010045.60
152006.10.23 08:49buy81.001.25761.25591.2626
162006.10.23 09:30s/l81.001.25591.25591.2626-177.509868.10
172006.10.23 09:30buy91.001.25601.25431.2610
182006.10.23 12:47s/l91.001.25431.25431.2610-177.509690.60
192006.10.23 12:48buy101.001.25441.25271.2594
202006.10.24 07:34s/l101.001.25271.25271.2594-186.159504.45
212006.10.24 07:35buy111.001.25281.25111.2578
222006.10.25 08:06t/p111.001.25781.25111.2578483.859988.30
232006.10.25 08:07buy121.001.25781.25611.2628
242006.10.26 01:57t/p121.001.26281.25611.2628466.5510454.85
252006.10.26 01:58buy131.001.26291.26121.2679
262006.10.26 16:21t/p131.001.26791.26121.2679492.5010947.35
272006.10.26 16:21buy141.001.26821.26651.2732
282006.10.27 09:20s/l141.001.26651.26651.2732-186.1510761.20
292006.10.27 09:21buy151.001.26671.26501.2717
302006.10.27 12:33t/p151.001.27171.26501.2717492.5011253.70
312006.10.27 12:34buy161.001.27211.27041.2771
322006.10.27 12:44s/l161.001.27041.27041.2771-177.5011076.20
332006.10.27 12:44buy171.001.27021.26851.2752
342006.10.31 07:43s/l171.001.26851.26851.2752-194.8010881.40
352006.10.31 07:43buy181.001.26861.26691.2736
362006.10.31 15:06t/p181.001.27361.26691.2736492.5011373.90
372006.10.31 15:07buy191.001.27431.27261.2793
382006.11.01 15:02t/p191.001.27931.27261.2793483.8511857.75
392006.11.01 15:02buy201.001.27941.27771.2844
402006.11.01 15:11s/l201.001.27771.27771.2844-177.5011680.25
412006.11.01 15:11buy211.001.27771.27601.2827
422006.11.01 15:52s/l211.001.27601.27601.2827-177.5011502.75
432006.11.01 15:52buy221.001.27611.27441.2811
442006.11.02 00:52s/l221.001.27441.27441.2811-203.4511299.30
452006.11.02 00:53buy231.001.27451.27281.2795
462006.11.03 13:30s/l231.001.27281.27281.2795-186.1511113.15
472006.11.03 13:31buy241.001.27301.27131.2780
482006.11.03 13:31s/l241.001.27131.27131.2780-177.5010935.65
492006.11.03 13:32buy251.001.27121.26951.2762
502006.11.03 13:44s/l251.001.26951.26951.2762-177.5010758.15
512006.11.03 13:44buy261.001.26951.26781.2745
522006.11.07 03:03t/p261.001.27451.26781.2745475.2011233.35
532006.11.07 03:03buy271.001.27461.27291.2796
542006.11.07 14:10t/p271.001.27961.27291.2796492.5011725.85
552006.11.07 14:11buy281.001.27941.27771.2844
562006.11.07 19:54s/l281.001.27771.27771.2844-177.5011548.35
572006.11.07 19:54buy291.001.27781.27611.2828
582006.11.08 14:11s/l291.001.27611.27611.2828-186.1511362.20
592006.11.08 14:11buy301.001.27621.27451.2812
602006.11.09 15:10t/p301.001.28121.27451.2812466.5511828.75
612006.11.09 15:11buy311.001.28131.27961.2863
622006.11.09 15:36s/l311.001.27961.27961.2863-177.5011651.25
632006.11.09 15:36buy321.001.27961.27791.2846
642006.11.09 16:36t/p321.001.28461.27791.2846492.5012143.75
652006.11.09 16:37buy331.001.28481.28311.2898
662006.11.09 17:00s/l331.001.28311.28311.2898-177.5011966.25
672006.11.09 17:00buy341.001.28321.28151.2882
682006.11.10 08:54t/p341.001.28821.28151.2882483.8512450.10
692006.11.10 08:55buy351.001.28831.28661.2933
702006.11.10 13:10s/l351.001.28661.28661.2933-177.5012272.60
712006.11.10 13:10buy361.001.28671.28501.2917
722006.11.10 18:41s/l361.001.28501.28501.2917-177.5012095.10
732006.11.10 18:42buy371.001.28531.28361.2903
742006.11.10 20:59close at stop371.001.28461.28361.2903-77.5012017.60