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

SymbolGBPUSD (Great Britan vs US Dollar)
Period15 Minutes (M15) 2010.09.21 10:30 - 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=50; StopLoss=50; magic=true;
Bars in test2517Ticks modelled1886281Modelling quality28.07%
Mismatched charts errors2
Initial deposit100.00
Total net profit280.56Gross profit404.26Gross loss-123.71
Profit factor3.27Expected payoff9.35
Absolute drawdown48.70Maximal drawdown104.40 (31.63%)Relative drawdown58.39% (72.00)
Total trades30Short positions (won %)10 (50.00%)Long positions (won %)20 (50.00%)
Profit trades (% of total)15 (50.00%)Loss trades (% of total)15 (50.00%)
Largestprofit trade80.00loss trade-21.20
Averageprofit trade26.95loss trade-8.25
Maximumconsecutive wins (profit in money)3 (90.00)consecutive losses (loss in money)2 (-26.50)
Maximalconsecutive profit (count of wins)90.00 (3)consecutive loss (count of losses)-26.50 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.21 11:45buy10.011.55501.54971.5600
22010.09.21 21:25t/p10.011.56001.54971.56005.00105.00
32010.09.22 12:15buy20.011.56931.56401.5743
42010.09.22 15:05s/l20.011.56401.56401.5743-5.3099.70
52010.09.23 11:15buy30.041.56651.56121.5715
62010.09.23 11:54s/l30.041.56121.56121.5715-21.2078.50
72010.09.23 12:45buy40.161.56771.56241.5727
82010.09.23 17:39t/p40.161.57271.56241.572780.00158.50
92010.09.24 10:45buy50.011.56881.56351.5738
102010.09.24 15:23t/p50.011.57381.56351.57385.00163.50
112010.09.27 10:30buy60.011.58381.57851.5888
122010.09.28 09:23s/l60.011.57851.57851.5888-5.32158.18
132010.09.28 11:45buy70.041.58241.57711.5874
142010.09.28 12:36t/p70.041.58741.57711.587420.00178.18
152010.09.29 10:00buy80.011.58491.57961.5899
162010.09.29 12:53s/l80.011.57961.57961.5899-5.30172.88
172010.09.29 15:15buy90.041.57911.57381.5841
182010.09.30 06:24t/p90.041.58411.57381.584119.72192.60
192010.09.30 10:15buy100.011.58591.58061.5909
202010.09.30 13:48t/p100.011.59091.58061.59095.00197.60
212010.10.01 09:00sell110.011.57241.57771.5674
222010.10.01 10:38s/l110.011.57771.57771.5674-5.30192.30
232010.10.01 14:00sell120.041.58231.58761.5773
242010.10.04 10:06t/p120.041.57731.58761.577319.82212.12
252010.10.06 09:00buy130.011.59171.58641.5967
262010.10.06 14:08s/l130.011.58641.58641.5967-5.30206.82
272010.10.06 15:30buy140.041.58791.58261.5929
282010.10.07 11:21t/p140.041.59291.58261.592919.72226.54
292010.10.07 14:30buy150.011.60121.59591.6062
302010.10.07 15:23s/l150.011.59591.59591.6062-5.30221.24
312010.10.08 11:45buy160.041.58461.57931.5896
322010.10.08 15:36t/p160.041.58961.57931.589620.00241.24
332010.10.11 10:15buy170.011.59391.58861.5989
342010.10.11 18:54s/l170.011.58861.58861.5989-5.30235.94
352010.10.12 13:00buy180.041.58291.57761.5879
362010.10.12 20:06s/l180.041.57761.57761.5879-21.20214.74
372010.10.13 15:45buy190.161.58471.57941.5897
382010.10.13 21:06t/p190.161.58971.57941.589780.00294.74
392010.10.15 13:00buy200.011.60621.60091.6112
402010.10.15 17:21s/l200.011.60091.60091.6112-5.30289.44
412010.10.18 12:30buy210.041.58821.58291.5932
422010.10.18 19:45t/p210.041.59321.58291.593220.00309.44
432010.10.19 09:45buy220.011.58641.58111.5914
442010.10.19 12:15s/l220.011.58111.58111.5914-5.30304.14
452010.10.19 12:30sell230.041.58221.58751.5772
462010.10.19 13:17t/p230.041.57721.58751.577220.00324.14
472010.10.20 10:15sell240.011.57311.57841.5681
482010.10.20 16:38s/l240.011.57841.57841.5681-5.30318.84
492010.10.21 10:15sell250.041.57571.58101.5707
502010.10.21 11:21s/l250.041.58101.58101.5707-21.20297.64
512010.10.21 15:00sell260.161.57471.58001.5697
522010.10.21 21:06t/p260.161.56971.58001.569780.00377.64
532010.10.22 10:15sell270.011.57201.57731.5670
542010.10.22 10:38t/p270.011.56701.57731.56705.00382.64
552010.10.25 09:45sell280.011.57571.58101.5707
562010.10.25 15:47t/p280.011.57071.58101.57075.00387.64
572010.10.26 11:00sell290.011.57551.58081.5705
582010.10.26 11:30s/l290.011.58081.58081.5705-5.30382.34
592010.10.26 15:30sell300.041.58451.58981.5795
602010.10.27 00:09close at stop300.041.58491.58981.5795-1.78380.56