Strategy Tester Report
martin
SIG-Demo.com (Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2010.09.23 10:45 - 2010.10.27 00:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.01; mfactor=1; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true;
Bars in test2325Ticks modelled1204073Modelling quality23.96%
Mismatched charts errors0
Initial deposit100.00
Total net profit33.60Gross profit84.00Gross loss-50.40
Profit factor1.67Expected payoff1.29
Absolute drawdown4.10Maximal drawdown16.70 (13.62%)Relative drawdown13.62% (16.70)
Total trades26Short positions (won %)6 (83.33%)Long positions (won %)20 (45.00%)
Profit trades (% of total)14 (53.85%)Loss trades (% of total)12 (46.15%)
Largestprofit trade6.00loss trade-4.20
Averageprofit trade6.00loss trade-4.20
Maximumconsecutive wins (profit in money)4 (24.00)consecutive losses (loss in money)2 (-8.40)
Maximalconsecutive profit (count of wins)24.00 (4)consecutive loss (count of losses)-8.40 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.23 14:15buy10.011.33271.32851.3387
22010.09.24 11:21t/p10.011.33871.32851.33876.00106.00
32010.09.27 10:15buy20.011.34591.34171.3519
42010.09.28 09:50s/l20.011.34171.34171.3519-4.20101.80
52010.09.28 11:30buy30.011.34181.33761.3478
62010.09.28 12:53t/p30.011.34781.33761.34786.00107.80
72010.09.29 10:15buy40.011.36281.35861.3688
82010.09.29 11:23s/l40.011.35861.35861.3688-4.20103.60
92010.09.29 15:30buy50.011.36311.35891.3691
102010.09.29 16:08s/l50.011.35891.35891.3691-4.2099.40
112010.09.30 09:45buy60.011.35911.35491.3651
122010.09.30 12:33t/p60.011.36511.35491.36516.00105.40
132010.09.30 15:30buy70.011.36671.36251.3727
142010.09.30 16:53s/l70.011.36251.36251.3727-4.20101.20
152010.10.01 10:15buy80.011.36771.36351.3737
162010.10.01 12:23t/p80.011.37371.36351.37376.00107.20
172010.10.04 14:15buy90.011.37161.36741.3776
182010.10.04 19:17s/l90.011.36741.36741.3776-4.20103.00
192010.10.05 15:45buy100.011.38021.37601.3862
202010.10.06 09:33t/p100.011.38621.37601.38626.00109.00
212010.10.06 13:15buy110.011.38611.38191.3921
222010.10.06 14:06s/l110.011.38191.38191.3921-4.20104.80
232010.10.06 15:00buy120.011.38601.38181.3920
242010.10.06 18:37t/p120.011.39201.38181.39206.00110.80
252010.10.07 14:15buy130.011.39891.39471.4049
262010.10.07 16:51s/l130.011.39471.39471.4049-4.20106.60
272010.10.08 14:15buy140.011.39051.38631.3965
282010.10.08 15:38t/p140.011.39651.38631.39656.00112.60
292010.10.11 12:30buy150.011.39471.39051.4007
302010.10.11 17:51s/l150.011.39051.39051.4007-4.20108.40
312010.10.13 13:30sell160.011.39851.40271.3925
322010.10.13 16:53t/p160.011.39251.40271.39256.00114.40
332010.10.14 09:45buy170.011.40831.40411.4143
342010.10.14 20:08s/l170.011.40411.40411.4143-4.20110.20
352010.10.15 15:00buy180.011.40981.40561.4158
362010.10.15 15:23t/p180.011.41581.40561.41586.00116.20
372010.10.18 09:45buy190.011.38931.38511.3953
382010.10.18 11:04s/l190.011.38511.38511.3953-4.20112.00
392010.10.18 12:45buy200.011.38931.38511.3953
402010.10.18 16:48t/p200.011.39531.38511.39536.00118.00
412010.10.19 09:30buy210.011.39121.38701.3972
422010.10.19 14:38s/l210.011.38701.38701.3972-4.20113.80
432010.10.20 13:30sell220.011.38291.38711.3769
442010.10.20 15:08s/l220.011.38711.38711.3769-4.20109.60
452010.10.21 13:15sell230.011.40051.40471.3945
462010.10.21 19:38t/p230.011.39451.40471.39456.00115.60
472010.10.22 10:15sell240.011.39361.39781.3876
482010.10.22 11:08t/p240.011.38761.39781.38766.00121.60
492010.10.25 10:30sell250.011.40521.40941.3992
502010.10.25 17:06t/p250.011.39921.40941.39926.00127.60
512010.10.26 10:15sell260.011.39611.40031.3901
522010.10.26 15:21t/p260.011.39011.40031.39016.00133.60