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

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2010.09.28 05:00 - 2010.10.27 00:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.5; mfactor=4; MovingPeriod=12; MovingShift=6; TakeProfit=50; StopLoss=150; magic=true;
Bars in test2068Ticks modelled1338939Modelling quality23.83%
Mismatched charts errors0
Initial deposit4000.00
Total net profit2275.22Gross profit3856.17Gross loss-1580.94
Profit factor2.44Expected payoff206.84
Absolute drawdown1349.96Maximal drawdown3270.61 (55.24%)Relative drawdown55.24% (3270.61)
Total trades11Short positions (won %)9 (77.78%)Long positions (won %)2 (100.00%)
Profit trades (% of total)9 (81.82%)Loss trades (% of total)2 (18.18%)
Largestprofit trade1046.46loss trade-796.89
Averageprofit trade428.46loss trade-790.47
Maximumconsecutive wins (profit in money)6 (1545.82)consecutive losses (loss in money)1 (-796.89)
Maximalconsecutive profit (count of wins)1545.82 (6)consecutive loss (count of losses)-796.89 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.28 09:30sell10.500.98270.99800.9777
22010.09.28 17:07t/p10.500.97770.99800.9777255.704255.70
32010.09.29 14:45sell20.500.97530.99060.9703
42010.10.05 09:24t/p20.500.97030.99060.9703250.654506.35
52010.10.06 10:45sell30.500.96580.98110.9608
62010.10.06 18:57t/p30.500.96080.98110.9608260.204766.55
72010.10.08 10:30sell40.500.96720.98250.9622
82010.10.08 15:38t/p40.500.96220.98250.9622259.825026.37
92010.10.11 14:30sell50.500.96190.97720.9569
102010.10.12 19:39t/p50.500.95690.97720.9569260.095286.47
112010.10.13 13:30sell60.500.95610.97140.9511
122010.10.14 05:24t/p60.500.95110.97140.9511259.355545.82
132010.10.14 10:45sell70.500.94750.96280.9425
142010.10.18 07:54s/l70.500.96280.96280.9425-796.894748.93
152010.10.18 09:45sell82.000.96060.97590.9556
162010.10.18 17:38t/p82.000.95560.97590.95561046.465795.39
172010.10.19 09:45sell90.500.96040.97570.9554
182010.10.19 17:53s/l90.500.97570.97570.9554-784.055011.34
192010.10.20 10:15buy102.000.96840.95310.9734
202010.10.22 10:23t/p102.000.97340.95310.97341008.676020.01
212010.10.25 11:00buy110.500.97010.95480.9751
222010.10.26 15:16t/p110.500.97510.95480.9751255.216275.22