Strategy Tester Report
Bands Breakout

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2006.02.01 00:00 - 2007.02.27 12:45 (2006.02.01 - 2007.02.28)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersDeMarker_Period=15; demarker_delta=0.2; Bollinger_Period=14; bollinger_delta=5; MinADX=40; TakeProfit=60; StopLossATR=11; TimePeriod=5; Slippage=3; UseFixedLots=false; FixedLotSize=1; VAR=0.1;
Bars in test79241Ticks modelled1346836Modelling quality90.00%
Initial deposit1000.00
Total net profit5321.06Gross profit5321.06Gross loss0.00
Profit factorExpected payoff143.81
Absolute drawdown0.00Maximal drawdown0.00 (0.00%)Relative drawdown0.00% (0.00)
Total trades37Short positions (won %)16 (100.00%)Long positions (won %)21 (100.00%)
Profit trades (% of total)37 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade741.00loss trade0.00
Averageprofit trade143.81loss trade0.00
Maximumconsecutive wins (profit in money)37 (5321.06)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)5321.06 (37)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins37consecutive losses0
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.02.28 09:40buy10.301.18621.15311.1919
22006.02.28 12:26close10.301.18831.15311.191963.001063.00
32006.03.16 18:35buy20.301.21861.18361.2243
42006.03.17 18:21close20.301.21911.18361.224312.541075.54
52006.03.20 22:07buy30.301.21741.18221.2231
62006.04.04 14:20t/p30.301.22311.18221.2231134.101209.64
72006.04.05 20:05buy40.301.23011.19081.2358
82006.04.06 11:59close40.301.23171.19081.235840.621250.26
92006.04.07 16:05sell50.301.21321.25401.2075
102006.04.07 17:32close50.301.21251.25401.207521.001271.26
112006.04.19 18:30buy60.301.23751.19631.2432
122006.04.19 20:55close60.301.23851.19631.243230.001301.26
132006.05.05 06:40buy70.301.27011.22811.2758
142006.05.05 14:31t/p70.301.27581.22811.2758171.001472.26
152006.05.15 18:09sell80.301.28171.32941.2760
162006.05.15 19:00close80.301.28101.32941.276021.001493.26
172006.05.16 20:30buy90.301.28581.23741.2915
182006.05.17 06:34close90.301.28711.23741.291536.541529.80
192006.05.17 20:00sell100.301.27171.32141.2660
202006.05.19 17:22close100.301.27121.32141.266019.801549.60
212006.05.19 18:06buy110.301.27481.22321.2805
222006.05.19 20:20close110.301.27621.22321.280542.001591.60
232006.05.22 08:00sell120.301.27171.32421.2660
242006.05.22 09:11close120.301.27161.32421.26603.001594.60
252006.05.22 10:00buy130.301.27461.22211.2803
262006.05.22 11:05close130.301.27501.22211.280312.001606.60
272006.05.22 20:20buy140.301.28771.23491.2934
282006.05.30 17:05close140.301.28841.23491.29341.321607.92
292006.06.05 13:10sell150.301.29531.34861.2896
302006.06.05 15:22close150.301.29411.34861.289636.001643.92
312006.06.05 22:28sell160.301.29061.34391.2849
322006.06.06 00:05close160.301.29051.34391.28494.201648.12
332006.06.06 00:08sell170.301.28981.34351.2841
342006.06.06 03:20close170.301.28961.34351.28416.001654.12
352006.06.26 09:05buy180.401.25321.21191.2589
362006.06.26 10:41close180.401.25671.21191.2589140.001794.12
372006.07.17 10:15sell190.501.25921.29501.2535
382006.07.17 11:38t/p190.501.25351.29501.2535285.002079.12
392006.09.07 08:00sell200.601.28131.31571.2756
402006.09.07 10:33close200.601.28061.31571.275642.002121.12
412006.09.13 14:20sell210.601.26701.30201.2613
422006.09.15 16:23close210.601.26491.30201.2613135.602256.72
432006.10.02 12:30buy220.701.27081.23881.2765
442006.10.02 17:40close220.701.27471.23881.2765273.002529.72
452006.10.04 12:50sell230.801.26701.29831.2613
462006.10.06 14:56t/p230.801.26131.29831.2613468.802998.52
472006.10.24 17:25buy241.101.25651.22941.2622
482006.10.24 19:47close241.101.25691.22941.262244.003042.52
492006.10.27 13:16buy251.101.26881.24141.2745
502006.10.27 15:13t/p251.101.27451.24141.2745627.003669.52
512006.10.31 03:45buy261.301.27241.24431.2781
522006.10.31 16:35t/p261.301.27811.24431.2781741.004410.52
532006.11.01 08:50sell271.601.27471.30211.2690
542006.11.02 02:30close271.601.27461.30211.269035.204445.72
552006.11.09 16:01buy281.601.27921.25141.2849
562006.11.09 16:50close281.601.27941.25141.284932.004477.72
572006.11.20 11:25buy291.501.28511.25541.2908
582006.11.22 04:07close291.501.28551.25541.290835.404513.12
592006.11.29 09:05sell301.401.31711.34921.3114
602006.11.29 10:33close301.401.31681.34921.311442.004555.12
612006.11.30 08:05buy311.401.31871.28631.3244
622006.11.30 10:30close311.401.31901.28631.324442.004597.12
632006.12.01 11:17sell321.401.32221.35491.3165
642006.12.08 21:05close321.401.32041.35491.3165291.204888.32
652006.12.14 07:30buy331.201.32211.28161.3278
662006.12.14 09:25close331.201.32331.28161.3278144.005032.32
672006.12.15 16:00sell341.201.31181.35361.3061
682006.12.15 17:20close341.201.30951.35361.3061276.005308.32
692006.12.22 08:35buy351.301.32091.28021.3266
702007.01.02 08:47t/p351.301.32661.28021.3266645.065953.38
712007.01.03 16:20sell361.501.31821.35771.3125
722007.01.03 18:07close361.501.31741.35771.3125120.006073.38
732007.01.09 04:25buy371.601.30451.26681.3102
742007.02.14 11:13close371.601.30901.26681.3102247.686321.06