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=0.1; mfactor=4; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true;
Bars in test2517Ticks modelled1886281Modelling quality28.07%
Mismatched charts errors2
Initial deposit1000.00
Total net profit9207.18Gross profit11934.94Gross loss-2727.76
Profit factor4.38Expected payoff287.72
Absolute drawdown290.00Maximal drawdown3456.00 (34.28%)Relative drawdown73.04% (3264.00)
Total trades32Short positions (won %)10 (40.00%)Long positions (won %)22 (40.91%)
Profit trades (% of total)13 (40.63%)Loss trades (% of total)19 (59.38%)
Largestprofit trade3840.00loss trade-688.00
Averageprofit trade918.07loss trade-143.57
Maximumconsecutive wins (profit in money)2 (3899.54)consecutive losses (loss in money)3 (-903.00)
Maximalconsecutive profit (count of wins)3899.54 (2)consecutive loss (count of losses)-903.00 (3)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.21 11:45buy10.101.55501.55071.5610
22010.09.21 13:08s/l10.101.55071.55071.5610-43.00957.00
32010.09.21 15:45buy20.401.55511.55081.5611
42010.09.21 21:31t/p20.401.56111.55081.5611240.001197.00
52010.09.22 12:15buy30.101.56931.56501.5753
62010.09.22 14:07s/l30.101.56501.56501.5753-43.001154.00
72010.09.23 11:15buy40.401.56651.56221.5725
82010.09.23 11:52s/l40.401.56221.56221.5725-172.00982.00
92010.09.23 12:45buy51.601.56771.56341.5737
102010.09.23 17:39t/p51.601.57371.56341.5737960.001942.00
112010.09.24 10:45buy60.101.56881.56451.5748
122010.09.24 15:33t/p60.101.57481.56451.574860.002002.00
132010.09.27 10:30buy70.101.58381.57951.5898
142010.09.27 11:17s/l70.101.57951.57951.5898-43.001959.00
152010.09.27 12:45buy80.401.58321.57891.5892
162010.09.28 09:23s/l80.401.57891.57891.5892-172.921786.08
172010.09.28 11:45buy91.601.58241.57811.5884
182010.09.28 12:53t/p91.601.58841.57811.5884960.002746.08
192010.09.29 10:00buy100.101.58491.58061.5909
202010.09.29 11:08s/l100.101.58061.58061.5909-43.002703.08
212010.09.29 15:15buy110.401.57911.57481.5851
222010.09.30 08:53t/p110.401.58511.57481.5851237.242940.32
232010.09.30 10:15buy120.101.58591.58161.5919
242010.09.30 13:53t/p120.101.59191.58161.591960.003000.32
252010.10.01 09:00sell130.101.57241.57671.5664
262010.10.01 10:21s/l130.101.57671.57671.5664-43.002957.32
272010.10.01 14:00sell140.401.58231.58661.5763
282010.10.04 10:08t/p140.401.57631.58661.5763238.163195.48
292010.10.06 09:00buy150.101.59171.58741.5977
302010.10.06 13:30s/l150.101.58741.58741.5977-43.003152.48
312010.10.06 15:30buy160.401.58791.58361.5939
322010.10.06 15:45s/l160.401.58361.58361.5939-172.002980.48
332010.10.07 14:30buy171.601.60121.59691.6072
342010.10.07 15:08s/l171.601.59691.59691.6072-688.002292.48
352010.10.08 11:45buy186.401.58461.58031.5906
362010.10.08 15:36t/p186.401.59061.58031.59063840.006132.48
372010.10.11 10:15buy190.101.59391.58961.5999
382010.10.11 17:53s/l190.101.58961.58961.5999-43.006089.48
392010.10.12 13:00buy200.401.58291.57861.5889
402010.10.12 17:23s/l200.401.57861.57861.5889-172.005917.48
412010.10.13 15:45buy211.601.58471.58041.5907
422010.10.13 21:08t/p211.601.59071.58041.5907960.006877.48
432010.10.15 13:00buy220.101.60621.60191.6122
442010.10.15 16:00s/l220.101.60191.60191.6122-43.006834.48
452010.10.18 12:30buy230.401.58821.58391.5942
462010.10.18 22:04t/p230.401.59421.58391.5942240.007074.48
472010.10.19 09:45buy240.101.58641.58211.5924
482010.10.19 10:08s/l240.101.58211.58211.5924-43.007031.48
492010.10.19 10:30sell250.401.58231.58661.5763
502010.10.19 14:23t/p250.401.57631.58661.5763240.007271.48
512010.10.20 10:15sell260.101.57311.57741.5671
522010.10.20 16:36s/l260.101.57741.57741.5671-43.007228.48
532010.10.21 10:15sell270.401.57571.58001.5697
542010.10.21 11:18s/l270.401.58001.58001.5697-172.007056.48
552010.10.21 15:00sell281.601.57471.57901.5687
562010.10.21 17:38s/l281.601.57901.57901.5687-688.006368.48
572010.10.22 10:15sell296.401.57201.57631.5660
582010.10.22 11:47t/p296.401.56601.57631.56603840.0010208.48
592010.10.25 09:45sell300.101.57571.58001.5697
602010.10.26 02:13t/p300.101.56971.58001.569759.5410268.02
612010.10.26 11:00sell310.101.57551.57981.5695
622010.10.26 11:30s/l310.101.57981.57981.5695-43.0010225.02
632010.10.26 15:30sell320.401.58451.58881.5785
642010.10.27 00:09close at stop320.401.58491.58881.5785-17.8410207.18