Strategy Tester Report
Forex Momentum Trader v1.0
IBFX-MT4 Mini-3 (Build 225)

SymbolUSDJPYm (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2009.04.13 00:00 - 2010.02.26 20:45 (2009.01.01 - 2010.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLot_Size=1; Allow_Hedging=false; Money_Management=0; Take_Profit=120; Trailing_Stop_Loss=0; Stop_Loss=100; Max_Stop_Loss=0; Sleep_After_Trade=0; Magic=28488423; ALERT_PREFERENCES="----------------------"; Signals_Only=false; Email_Alerts=false; STRATEGY_PARAMETERS="----------------------"; Agressive_Mode=false; Average_Period=85; Augment=4;
Bars in test21596Ticks modelled3187345Modelling quality74.71%
Mismatched charts errors6
Initial deposit1000.00
Total net profit2833.37Gross profit5710.18Gross loss-2876.81
Profit factor1.98Expected payoff39.91
Absolute drawdown49.64Maximal drawdown640.10 (21.85%)Relative drawdown21.85% (640.10)
Total trades71Short positions (won %)35 (71.43%)Long positions (won %)36 (55.56%)
Profit trades (% of total)45 (63.38%)Loss trades (% of total)26 (36.62%)
Largestprofit trade141.31loss trade-116.74
Averageprofit trade126.89loss trade-110.65
Maximumconsecutive wins (profit in money)8 (1082.32)consecutive losses (loss in money)3 (-344.54)
Maximalconsecutive profit (count of wins)1082.32 (8)consecutive loss (count of losses)-344.54 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.04.13 00:15sell11.00100.23101.2399.03
22009.04.14 13:54t/p11.0099.03101.2399.03120.781120.78
32009.04.14 14:45buy21.0099.4198.39100.61
42009.04.15 03:50s/l21.0098.3998.39100.61-103.981016.81
52009.04.20 12:30sell31.0098.2799.2797.07
62009.04.24 04:37t/p31.0097.0799.2797.07121.241138.04
72009.04.29 09:30buy41.0096.9795.9598.17
82009.04.30 10:08t/p41.0098.1795.9598.17121.321259.36
92009.05.04 15:45sell51.0099.04100.0497.84
102009.05.11 08:17t/p51.0097.84100.0497.84119.871379.23
112009.05.11 08:17sell61.0097.8298.8296.62
122009.05.12 13:38t/p61.0096.6298.8296.62123.801503.04
132009.05.12 13:38sell71.0096.6097.6095.40
142009.05.13 19:16t/p71.0095.4097.6095.40125.391628.43
152009.05.15 06:15sell81.0095.6796.6794.47
162009.05.19 06:40s/l81.0096.6796.6794.47-104.231524.20
172009.05.20 14:00sell91.0095.3096.3094.10
182009.05.21 18:06t/p91.0094.1096.3094.10126.331650.52
192009.05.22 00:15buy101.0094.2193.1995.41
202009.05.27 01:38t/p101.0095.4193.1995.41124.851775.37
212009.05.27 08:15buy111.0095.4294.4096.62
222009.05.28 06:05t/p111.0096.6294.4096.62123.281898.65
232009.05.28 13:30sell121.0096.8597.8595.65
242009.05.29 12:50t/p121.0095.6597.8595.65125.062023.72
252009.05.29 18:45sell131.0095.0796.0793.87
262009.06.01 14:05s/l131.0096.0796.0793.87-104.491919.23
272009.06.01 14:15buy141.0096.2195.1997.41
282009.06.05 12:33t/p141.0097.4195.1997.41121.352040.58
292009.06.05 12:45buy151.0097.6096.5898.80
302009.06.05 19:17t/p151.0098.8096.5898.80121.462162.04
312009.06.09 11:30sell161.0098.1599.1596.95
322009.06.16 01:08t/p161.0096.9599.1596.95121.002283.04
332009.06.16 01:15sell171.0096.7797.7795.57
342009.06.17 15:31t/p171.0095.5797.7795.57125.162408.20
352009.06.18 00:15sell181.0095.7096.7094.50
362009.06.18 23:58s/l181.0096.7096.7094.50-103.412304.79
372009.06.19 06:15buy191.0096.8195.7998.01
382009.06.22 04:00s/l191.0095.7995.7998.01-106.812197.98
392009.06.24 11:30buy201.0095.3794.3596.57
402009.07.01 01:06t/p201.0096.5794.3596.57122.112320.10
412009.07.01 01:15buy211.0096.7195.6997.91
422009.07.02 17:51s/l211.0095.6995.6997.91-107.512212.58
432009.07.06 06:15sell221.0095.2596.2594.05
442009.07.08 15:01t/p221.0094.0596.2594.05126.802339.38
452009.07.08 15:15sell231.0093.6494.6492.44
462009.07.08 16:01t/p231.0092.4494.6492.44129.812469.19
472009.07.10 06:45sell241.0092.6293.6291.42
482009.07.14 20:37s/l241.0093.6293.6291.42-107.602361.59
492009.07.14 20:45buy251.0093.7592.7394.95
502009.07.23 14:10t/p251.0094.9592.7394.95123.002484.59
512009.07.27 07:00buy261.0094.9693.9496.16
522009.08.07 12:37t/p261.0096.1693.9496.16120.802605.39
532009.08.07 12:45buy271.0096.5795.5597.77
542009.08.07 16:03t/p271.0097.7795.5597.77122.742728.13
552009.08.11 10:15sell281.0096.5197.5195.31
562009.08.12 06:51t/p281.0095.3197.5195.31125.502853.63
572009.08.12 13:45buy291.0095.9894.9697.18
582009.08.14 07:36s/l291.0094.9694.9697.18-108.642744.99
592009.08.18 00:15buy301.0094.6793.6595.87
602009.08.21 03:26s/l301.0093.6593.6595.87-110.462634.54
612009.08.21 07:00buy311.0093.9792.9595.17
622009.08.31 00:40s/l311.0092.9592.9595.17-112.202522.34
632009.08.31 00:45sell321.0092.9593.9591.75
642009.09.09 14:03t/p321.0091.7593.9591.75127.222649.56
652009.09.09 14:03sell331.0091.7392.7390.53
662009.09.11 15:09t/p331.0090.5392.7390.53130.962780.52
672009.09.15 12:45buy341.0091.4790.4592.67
682009.09.16 07:18s/l341.0090.4590.4592.67-113.092667.43
692009.09.16 13:45buy351.0090.6889.6691.88
702009.09.21 05:12t/p351.0091.8889.6691.88129.082796.51
712009.09.21 05:15buy361.0091.9690.9493.16
722009.09.22 15:18s/l361.0090.9490.9493.16-112.472684.04
732009.09.22 23:30sell371.0090.7091.7089.50
742009.09.27 22:21t/p371.0089.5091.7089.50132.102816.14
752009.09.27 23:15sell381.0088.7089.7087.50
762009.09.28 18:58s/l381.0089.7089.7087.50-111.882704.26
772009.09.29 01:00buy391.0090.1989.1791.39
782009.10.02 12:30s/l391.0089.1789.1791.39-115.932588.34
792009.10.02 14:30buy401.0089.0988.0790.29
802009.10.07 08:00s/l401.0088.0788.0790.29-116.742471.59
812009.10.07 11:00buy411.0088.4687.4489.66
822009.10.09 15:35t/p411.0089.6687.4489.66132.612604.21
832009.10.13 18:15buy421.0089.9588.9391.15
842009.10.14 04:00s/l421.0088.9388.9391.15-115.012489.20
852009.10.14 11:15buy431.0089.6488.6290.84
862009.10.15 23:33t/p431.0090.8488.6290.84131.182620.38
872009.10.19 14:15sell441.0090.5791.5789.37
882009.10.22 07:01s/l441.0091.5791.5789.37-111.192509.18
892009.10.23 06:30buy451.0091.8890.8693.08
902009.10.28 16:34s/l451.0090.8690.8693.08-113.182396.00
912009.10.28 16:45sell461.0090.6791.6789.47
922009.11.01 23:39t/p461.0089.4791.6789.47132.532528.53
932009.11.04 09:45buy471.0090.8689.8492.06
942009.11.06 14:29s/l471.0089.8489.8492.06-114.772413.77
952009.11.06 14:30sell481.0089.8890.8888.68
962009.11.19 13:44t/p481.0088.6890.8888.68130.162543.93
972009.11.23 07:15sell491.0088.6189.6187.41
982009.11.25 13:18t/p491.0087.4189.6187.41136.492680.41
992009.11.26 23:15sell501.0086.1287.1284.92
1002009.11.26 23:43t/p501.0084.9287.1284.92141.312821.72
1012009.11.27 00:15buy511.0085.6184.5986.81
1022009.11.27 10:20t/p511.0086.8184.5986.81138.232959.95
1032009.11.30 09:45buy521.0086.6185.5987.81
1042009.12.03 01:52t/p521.0087.8185.5987.81135.133095.08
1052009.12.03 13:15buy531.0088.0887.0689.28
1062009.12.04 13:36t/p531.0089.2887.0689.28134.103229.18
1072009.12.04 13:36buy541.0089.3088.2890.50
1082009.12.04 19:15t/p541.0090.5088.2890.50132.603361.78
1092009.12.06 23:45sell551.0090.0291.0288.82
1102009.12.08 05:11t/p551.0088.8291.0288.82134.313496.09
1112009.12.09 00:15buy561.0088.6487.6289.84
1122009.12.09 08:29s/l561.0087.6287.6289.84-116.413379.68
1132009.12.11 13:45buy571.0089.1588.1390.35
1142009.12.17 16:52t/p571.0090.3588.1390.35130.983510.65
1152009.12.18 00:30sell581.0089.4990.4988.29
1162009.12.18 14:00s/l581.0090.4990.4988.29-110.513400.14
1172009.12.22 01:00buy591.0091.1690.1492.36
1182009.12.30 13:20t/p591.0092.3690.1492.36127.473527.62
1192009.12.30 15:45buy601.0092.7691.7493.96
1202010.01.05 04:48s/l601.0091.7491.7493.96-113.023414.60
1212010.01.05 05:00sell611.0091.6992.6990.49
1222010.01.06 15:30s/l611.0092.6992.6990.49-108.293306.31
1232010.01.06 19:15sell621.0092.2993.2991.09
1242010.01.07 13:02s/l621.0093.2993.2991.09-108.383197.93
1252010.01.08 14:00sell631.0092.3693.3691.16
1262010.01.12 14:28t/p631.0091.1693.3691.16130.853328.77
1272010.01.14 13:45sell641.0091.3892.3890.18
1282010.01.21 16:51t/p641.0090.1892.3890.18130.293459.06
1292010.01.21 16:51sell651.0090.1691.1688.96
1302010.02.03 16:31s/l651.0091.1691.1688.96-114.073345.00
1312010.02.04 13:45sell661.0090.5191.5189.31
1322010.02.04 16:38t/p661.0089.3191.5189.31134.363479.36
1332010.02.05 13:30buy671.0089.7188.6990.91
1342010.02.17 12:39t/p671.0090.9188.6990.91128.933608.29
1352010.02.17 12:45buy681.0090.9189.8992.11
1362010.02.19 16:21t/p681.0092.1189.8992.11129.053737.34
1372010.02.22 00:15buy691.0091.8890.8693.08
1382010.02.23 07:02s/l691.0090.8690.8693.08-112.573624.77
1392010.02.23 12:45sell701.0090.7291.7289.52
1402010.02.25 02:56t/p701.0089.5291.7289.52132.463757.23
1412010.02.25 03:00sell711.0089.5390.5388.33
1422010.02.26 20:59close at stop711.0088.8590.5388.3376.133833.37