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=4; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true;
Bars in test2325Ticks modelled1204073Modelling quality23.96%
Mismatched charts errors0
Initial deposit100.00
Total net profit208.80Gross profit276.00Gross loss-67.20
Profit factor4.11Expected payoff8.03
Absolute drawdown9.60Maximal drawdown65.70 (24.24%)Relative drawdown25.17% (30.40)
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 trade54.00loss trade-12.60
Averageprofit trade19.71loss trade-5.60
Maximumconsecutive wins (profit in money)4 (72.00)consecutive losses (loss in money)2 (-16.80)
Maximalconsecutive profit (count of wins)72.00 (4)consecutive loss (count of losses)-16.80 (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 11:30buy30.031.34181.33761.3478
62010.09.28 12:53t/p30.031.34781.33761.347818.00119.80
72010.09.29 10:15buy40.011.36281.35861.3688
82010.09.29 11:23s/l40.011.35861.35861.3688-4.20115.60
92010.09.29 15:30buy50.031.36311.35891.3691
102010.09.29 16:08s/l50.031.35891.35891.3691-12.60103.00
112010.09.30 09:45buy60.091.35911.35491.3651
122010.09.30 12:33t/p60.091.36511.35491.365154.00157.00
132010.09.30 15:30buy70.011.36671.36251.3727
142010.09.30 16:53s/l70.011.36251.36251.3727-4.20152.80
152010.10.01 10:15buy80.031.36771.36351.3737
162010.10.01 12:23t/p80.031.37371.36351.373718.00170.80
172010.10.04 14:15buy90.011.37161.36741.3776
182010.10.04 19:17s/l90.011.36741.36741.3776-4.20166.60
192010.10.05 15:45buy100.031.38021.37601.3862
202010.10.06 09:33t/p100.031.38621.37601.386218.00184.60
212010.10.06 13:15buy110.011.38611.38191.3921
222010.10.06 14:06s/l110.011.38191.38191.3921-4.20180.40
232010.10.06 15:00buy120.031.38601.38181.3920
242010.10.06 18:37t/p120.031.39201.38181.392018.00198.40
252010.10.07 14:15buy130.011.39891.39471.4049
262010.10.07 16:51s/l130.011.39471.39471.4049-4.20194.20
272010.10.08 14:15buy140.031.39051.38631.3965
282010.10.08 15:38t/p140.031.39651.38631.396518.00212.20
292010.10.11 12:30buy150.011.39471.39051.4007
302010.10.11 17:51s/l150.011.39051.39051.4007-4.20208.00
312010.10.13 13:30sell160.031.39851.40271.3925
322010.10.13 16:53t/p160.031.39251.40271.392518.00226.00
332010.10.14 09:45buy170.011.40831.40411.4143
342010.10.14 20:08s/l170.011.40411.40411.4143-4.20221.80
352010.10.15 15:00buy180.031.40981.40561.4158
362010.10.15 15:23t/p180.031.41581.40561.415818.00239.80
372010.10.18 09:45buy190.011.38931.38511.3953
382010.10.18 11:04s/l190.011.38511.38511.3953-4.20235.60
392010.10.18 12:45buy200.031.38931.38511.3953
402010.10.18 16:48t/p200.031.39531.38511.395318.00253.60
412010.10.19 09:30buy210.011.39121.38701.3972
422010.10.19 14:38s/l210.011.38701.38701.3972-4.20249.40
432010.10.20 13:30sell220.031.38291.38711.3769
442010.10.20 15:08s/l220.031.38711.38711.3769-12.60236.80
452010.10.21 13:15sell230.091.40051.40471.3945
462010.10.21 19:38t/p230.091.39451.40471.394554.00290.80
472010.10.22 10:15sell240.011.39361.39781.3876
482010.10.22 11:08t/p240.011.38761.39781.38766.00296.80
492010.10.25 10:30sell250.011.40521.40941.3992
502010.10.25 17:06t/p250.011.39921.40941.39926.00302.80
512010.10.26 10:15sell260.011.39611.40031.3901
522010.10.26 15:21t/p260.011.39011.40031.39016.00308.80