Strategy Tester Report
bbc
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2005.12.23 14:05 - 2006.06.06 16:40 (2000.04.01 - 2013.06.01) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | dLots=6; dStopLossUSD=290; dTakeProfitUSD=1260; iBBPeriodFast=20; iBBPeriodSlow=50; iBBDeviation=2; | ||||
| Bars in test | 32769 | Ticks modelled | 421822 | Modelling quality | 89.73% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 5820.00 | Gross profit | 14964.00 | Gross loss | -9144.00 |
| Profit factor | 1.64 | Expected payoff | 145.50 | ||
| Absolute drawdown | 642.00 | Maximal drawdown (%) | 2808.00 (18.4%) | ||
| Total trades | 40 | Short positions (won %) | 23 (21.74%) | Long positions (won %) | 17 (41.18%) |
| Profit trades (% of total) | 12 (30.00%) | Loss trades (% of total) | 28 (70.00%) | ||
| Largest | profit trade | 1320.00 | loss trade | -444.00 | |
| Average | profit trade | 1247.00 | loss trade | -326.57 | |
| Maximum | consecutive wins (profit in money) | 4 (5124.00) | consecutive losses (loss in money) | 9 (-2808.00) | |
| Maximal | consecutive profit (count of wins) | 5124.00 (4) | consecutive loss (count of losses) | -2808.00 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.12.23 15:40 | buy | 1 | 6.00 | 1.1875 | 0.0000 | 0.0000 | ||
| 2 | 2005.12.28 19:05 | close | 1 | 6.00 | 1.1818 | 0.0000 | 0.0000 | -342.00 | 9658.00 |
| 3 | 2005.12.29 09:20 | buy | 2 | 6.00 | 1.1841 | 0.0000 | 0.0000 | ||
| 4 | 2005.12.30 12:35 | close | 2 | 6.00 | 1.1791 | 0.0000 | 0.0000 | -300.00 | 9358.00 |
| 5 | 2005.12.30 16:30 | buy | 3 | 6.00 | 1.1830 | 0.0000 | 0.0000 | ||
| 6 | 2006.01.04 00:45 | close | 3 | 6.00 | 1.2043 | 0.0000 | 0.0000 | 1278.00 | 10636.00 |
| 7 | 2006.01.04 02:10 | buy | 4 | 6.00 | 1.2067 | 0.0000 | 0.0000 | ||
| 8 | 2006.01.12 14:30 | close | 4 | 6.00 | 1.2015 | 0.0000 | 0.0000 | -312.00 | 10324.00 |
| 9 | 2006.01.13 10:10 | buy | 5 | 6.00 | 1.2077 | 0.0000 | 0.0000 | ||
| 10 | 2006.01.23 13:00 | close | 5 | 6.00 | 1.2287 | 0.0000 | 0.0000 | 1260.00 | 11584.00 |
| 11 | 2006.01.23 17:45 | buy | 6 | 6.00 | 1.2299 | 0.0000 | 0.0000 | ||
| 12 | 2006.01.25 15:50 | close | 6 | 6.00 | 1.2244 | 0.0000 | 0.0000 | -330.00 | 11254.00 |
| 13 | 2006.01.25 18:05 | buy | 7 | 6.00 | 1.2268 | 0.0000 | 0.0000 | ||
| 14 | 2006.01.26 18:10 | close | 7 | 6.00 | 1.2210 | 0.0000 | 0.0000 | -348.00 | 10906.00 |
| 15 | 2006.01.26 23:55 | buy | 8 | 6.00 | 1.2217 | 0.0000 | 0.0000 | ||
| 16 | 2006.01.27 15:45 | close | 8 | 6.00 | 1.2166 | 0.0000 | 0.0000 | -306.00 | 10600.00 |
| 17 | 2006.01.27 16:20 | sell | 9 | 6.00 | 1.2128 | 0.0000 | 0.0000 | ||
| 18 | 2006.01.31 17:20 | close | 9 | 6.00 | 1.2180 | 0.0000 | 0.0000 | -312.00 | 10288.00 |
| 19 | 2006.01.31 18:25 | sell | 10 | 6.00 | 1.2171 | 0.0000 | 0.0000 | ||
| 20 | 2006.02.06 17:15 | close | 10 | 6.00 | 1.1951 | 0.0000 | 0.0000 | 1320.00 | 11608.00 |
| 21 | 2006.02.06 17:50 | sell | 11 | 6.00 | 1.1965 | 0.0000 | 0.0000 | ||
| 22 | 2006.02.10 14:00 | close | 11 | 6.00 | 1.2017 | 0.0000 | 0.0000 | -312.00 | 11296.00 |
| 23 | 2006.02.10 16:25 | sell | 12 | 6.00 | 1.1913 | 0.0000 | 0.0000 | ||
| 24 | 2006.02.20 02:25 | close | 12 | 6.00 | 1.1968 | 0.0000 | 0.0000 | -330.00 | 10966.00 |
| 25 | 2006.02.20 02:30 | buy | 13 | 6.00 | 1.1969 | 0.0000 | 0.0000 | ||
| 26 | 2006.02.21 07:40 | close | 13 | 6.00 | 1.1910 | 0.0000 | 0.0000 | -354.00 | 10612.00 |
| 27 | 2006.02.21 08:00 | sell | 14 | 6.00 | 1.1912 | 0.0000 | 0.0000 | ||
| 28 | 2006.02.23 11:00 | close | 14 | 6.00 | 1.1965 | 0.0000 | 0.0000 | -318.00 | 10294.00 |
| 29 | 2006.02.23 11:05 | buy | 15 | 6.00 | 1.1962 | 0.0000 | 0.0000 | ||
| 30 | 2006.02.23 15:30 | close | 15 | 6.00 | 1.1911 | 0.0000 | 0.0000 | -306.00 | 9988.00 |
| 31 | 2006.02.24 13:35 | buy | 16 | 6.00 | 1.1913 | 0.0000 | 0.0000 | ||
| 32 | 2006.02.26 23:20 | close | 16 | 6.00 | 1.1845 | 0.0000 | 0.0000 | -408.00 | 9580.00 |
| 33 | 2006.02.27 03:00 | buy | 17 | 6.00 | 1.1868 | 0.0000 | 0.0000 | ||
| 34 | 2006.03.05 23:30 | close | 17 | 6.00 | 1.2081 | 0.0000 | 0.0000 | 1278.00 | 10858.00 |
| 35 | 2006.03.06 00:45 | sell | 18 | 6.00 | 1.2076 | 0.0000 | 0.0000 | ||
| 36 | 2006.03.16 13:45 | close | 18 | 6.00 | 1.2125 | 0.0000 | 0.0000 | -294.00 | 10564.00 |
| 37 | 2006.03.16 15:10 | sell | 19 | 6.00 | 1.2156 | 0.0000 | 0.0000 | ||
| 38 | 2006.03.17 19:10 | close | 19 | 6.00 | 1.2207 | 0.0000 | 0.0000 | -306.00 | 10258.00 |
| 39 | 2006.03.17 19:30 | sell | 20 | 6.00 | 1.2194 | 0.0000 | 0.0000 | ||
| 40 | 2006.03.23 15:30 | close | 20 | 6.00 | 1.1977 | 0.0000 | 0.0000 | 1302.00 | 11560.00 |
| 41 | 2006.03.23 15:55 | sell | 21 | 6.00 | 1.1981 | 0.0000 | 0.0000 | ||
| 42 | 2006.03.24 16:35 | close | 21 | 6.00 | 1.2030 | 0.0000 | 0.0000 | -294.00 | 11266.00 |
| 43 | 2006.03.24 16:40 | sell | 22 | 6.00 | 1.2028 | 0.0000 | 0.0000 | ||
| 44 | 2006.03.28 12:05 | close | 22 | 6.00 | 1.2090 | 0.0000 | 0.0000 | -372.00 | 10894.00 |
| 45 | 2006.03.28 12:05 | buy | 23 | 6.00 | 1.2090 | 0.0000 | 0.0000 | ||
| 46 | 2006.03.28 19:25 | close | 23 | 6.00 | 1.2016 | 0.0000 | 0.0000 | -444.00 | 10450.00 |
| 47 | 2006.03.28 19:40 | sell | 24 | 6.00 | 1.2017 | 0.0000 | 0.0000 | ||
| 48 | 2006.03.30 04:40 | close | 24 | 6.00 | 1.2075 | 0.0000 | 0.0000 | -348.00 | 10102.00 |
| 49 | 2006.03.30 05:00 | buy | 25 | 6.00 | 1.2074 | 0.0000 | 0.0000 | ||
| 50 | 2006.04.05 12:35 | close | 25 | 6.00 | 1.2285 | 0.0000 | 0.0000 | 1266.00 | 11368.00 |
| 51 | 2006.04.05 14:00 | sell | 26 | 6.00 | 1.2290 | 0.0000 | 0.0000 | ||
| 52 | 2006.04.12 12:50 | close | 26 | 6.00 | 1.2075 | 0.0000 | 0.0000 | 1290.00 | 12658.00 |
| 53 | 2006.04.13 16:05 | buy | 27 | 6.00 | 1.2105 | 0.0000 | 0.0000 | ||
| 54 | 2006.04.18 18:05 | close | 27 | 6.00 | 1.2316 | 0.0000 | 0.0000 | 1266.00 | 13924.00 |
| 55 | 2006.04.18 18:05 | buy | 28 | 6.00 | 1.2318 | 0.0000 | 0.0000 | ||
| 56 | 2006.04.27 14:50 | close | 28 | 6.00 | 1.2535 | 0.0000 | 0.0000 | 1302.00 | 15226.00 |
| 57 | 2006.04.27 15:45 | sell | 29 | 6.00 | 1.2535 | 0.0000 | 0.0000 | ||
| 58 | 2006.04.28 14:55 | close | 29 | 6.00 | 1.2588 | 0.0000 | 0.0000 | -318.00 | 14908.00 |
| 59 | 2006.04.28 16:30 | sell | 30 | 6.00 | 1.2623 | 0.0000 | 0.0000 | ||
| 60 | 2006.05.01 13:05 | close | 30 | 6.00 | 1.2673 | 0.0000 | 0.0000 | -300.00 | 14608.00 |
| 61 | 2006.05.01 15:15 | sell | 31 | 6.00 | 1.2628 | 0.0000 | 0.0000 | ||
| 62 | 2006.05.04 14:20 | close | 31 | 6.00 | 1.2680 | 0.0000 | 0.0000 | -312.00 | 14296.00 |
| 63 | 2006.05.04 15:25 | sell | 32 | 6.00 | 1.2683 | 0.0000 | 0.0000 | ||
| 64 | 2006.05.05 12:35 | close | 32 | 6.00 | 1.2748 | 0.0000 | 0.0000 | -390.00 | 13906.00 |
| 65 | 2006.05.05 14:10 | sell | 33 | 6.00 | 1.2747 | 0.0000 | 0.0000 | ||
| 66 | 2006.05.10 06:55 | close | 33 | 6.00 | 1.2796 | 0.0000 | 0.0000 | -294.00 | 13612.00 |
| 67 | 2006.05.10 09:05 | sell | 34 | 6.00 | 1.2782 | 0.0000 | 0.0000 | ||
| 68 | 2006.05.11 15:15 | close | 34 | 6.00 | 1.2832 | 0.0000 | 0.0000 | -300.00 | 13312.00 |
| 69 | 2006.05.11 15:40 | sell | 35 | 6.00 | 1.2847 | 0.0000 | 0.0000 | ||
| 70 | 2006.05.12 07:30 | close | 35 | 6.00 | 1.2896 | 0.0000 | 0.0000 | -294.00 | 13018.00 |
| 71 | 2006.05.12 08:45 | sell | 36 | 6.00 | 1.2894 | 0.0000 | 0.0000 | ||
| 72 | 2006.05.12 09:45 | close | 36 | 6.00 | 1.2944 | 0.0000 | 0.0000 | -300.00 | 12718.00 |
| 73 | 2006.05.12 11:10 | sell | 37 | 6.00 | 1.2920 | 0.0000 | 0.0000 | ||
| 74 | 2006.05.14 22:55 | close | 37 | 6.00 | 1.2970 | 0.0000 | 0.0000 | -300.00 | 12418.00 |
| 75 | 2006.05.14 23:05 | sell | 38 | 6.00 | 1.2964 | 0.0000 | 0.0000 | ||
| 76 | 2006.05.17 15:30 | close | 38 | 6.00 | 1.2750 | 0.0000 | 0.0000 | 1284.00 | 13702.00 |
| 77 | 2006.05.17 19:50 | buy | 39 | 6.00 | 1.2739 | 0.0000 | 0.0000 | ||
| 78 | 2006.06.05 06:40 | close | 39 | 6.00 | 1.2957 | 0.0000 | 0.0000 | 1308.00 | 15010.00 |
| 79 | 2006.06.05 09:15 | sell | 40 | 6.00 | 1.2967 | 0.0000 | 0.0000 | ||
| 80 | 2006.06.06 16:44 | close at stop | 40 | 6.00 | 1.2832 | 0.0000 | 0.0000 | 810.00 | 15820.00 |