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=0.3; mfactor=3; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true;
Bars in test2325Ticks modelled1204073Modelling quality23.96%
Mismatched charts errors0
Initial deposit1000.00
Total net profit6263.85Gross profit8279.88Gross loss-2016.03
Profit factor4.11Expected payoff240.92
Absolute drawdown288.06Maximal drawdown1971.00 (32.15%)Relative drawdown56.16% (912.00)
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 trade1620.00loss trade-378.00
Averageprofit trade591.42loss trade-168.00
Maximumconsecutive wins (profit in money)4 (2160.00)consecutive losses (loss in money)2 (-504.00)
Maximalconsecutive profit (count of wins)2160.00 (4)consecutive loss (count of losses)-504.00 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.23 14:15buy10.301.33271.32851.3387
22010.09.24 11:21t/p10.301.33871.32851.3387179.971179.97
32010.09.27 10:15buy20.301.34591.34171.3519
42010.09.28 09:50s/l20.301.34171.34171.3519-126.031053.94
52010.09.28 11:30buy30.901.34181.33761.3478
62010.09.28 12:53t/p30.901.34781.33761.3478540.001593.94
72010.09.29 10:15buy40.301.36281.35861.3688
82010.09.29 11:23s/l40.301.35861.35861.3688-126.001467.94
92010.09.29 15:30buy50.901.36311.35891.3691
102010.09.29 16:08s/l50.901.35891.35891.3691-378.001089.94
112010.09.30 09:45buy62.701.35911.35491.3651
122010.09.30 12:33t/p62.701.36511.35491.36511620.002709.94
132010.09.30 15:30buy70.301.36671.36251.3727
142010.09.30 16:53s/l70.301.36251.36251.3727-126.002583.94
152010.10.01 10:15buy80.901.36771.36351.3737
162010.10.01 12:23t/p80.901.37371.36351.3737540.003123.94
172010.10.04 14:15buy90.301.37161.36741.3776
182010.10.04 19:17s/l90.301.36741.36741.3776-126.002997.94
192010.10.05 15:45buy100.901.38021.37601.3862
202010.10.06 09:33t/p100.901.38621.37601.3862539.913537.85
212010.10.06 13:15buy110.301.38611.38191.3921
222010.10.06 14:06s/l110.301.38191.38191.3921-126.003411.85
232010.10.06 15:00buy120.901.38601.38181.3920
242010.10.06 18:37t/p120.901.39201.38181.3920540.003951.85
252010.10.07 14:15buy130.301.39891.39471.4049
262010.10.07 16:51s/l130.301.39471.39471.4049-126.003825.85
272010.10.08 14:15buy140.901.39051.38631.3965
282010.10.08 15:38t/p140.901.39651.38631.3965540.004365.85
292010.10.11 12:30buy150.301.39471.39051.4007
302010.10.11 17:51s/l150.301.39051.39051.4007-126.004239.85
312010.10.13 13:30sell160.901.39851.40271.3925
322010.10.13 16:53t/p160.901.39251.40271.3925540.004779.85
332010.10.14 09:45buy170.301.40831.40411.4143
342010.10.14 20:08s/l170.301.40411.40411.4143-126.004653.85
352010.10.15 15:00buy180.901.40981.40561.4158
362010.10.15 15:23t/p180.901.41581.40561.4158540.005193.85
372010.10.18 09:45buy190.301.38931.38511.3953
382010.10.18 11:04s/l190.301.38511.38511.3953-126.005067.85
392010.10.18 12:45buy200.901.38931.38511.3953
402010.10.18 16:48t/p200.901.39531.38511.3953540.005607.85
412010.10.19 09:30buy210.301.39121.38701.3972
422010.10.19 14:38s/l210.301.38701.38701.3972-126.005481.85
432010.10.20 13:30sell220.901.38291.38711.3769
442010.10.20 15:08s/l220.901.38711.38711.3769-378.005103.85
452010.10.21 13:15sell232.701.40051.40471.3945
462010.10.21 19:38t/p232.701.39451.40471.39451620.006723.85
472010.10.22 10:15sell240.301.39361.39781.3876
482010.10.22 11:08t/p240.301.38761.39781.3876180.006903.85
492010.10.25 10:30sell250.301.40521.40941.3992
502010.10.25 17:06t/p250.301.39921.40941.3992180.007083.85
512010.10.26 10:15sell260.301.39611.40031.3901
522010.10.26 15:21t/p260.301.39011.40031.3901180.007263.85