Strategy Tester Report
GPMG
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=0.4; mfactor=2; MovingPeriod=12; MovingShift=6; TakeProfit=50; StopLoss=50; magic=true;
Bars in test2325Ticks modelled1204073Modelling quality23.96%
Mismatched charts errors0
Initial deposit4000.00
Total net profit2895.88Gross profit5600.00Gross loss-2704.12
Profit factor2.07Expected payoff111.38
Absolute drawdown256.04Maximal drawdown1400.00 (22.21%)Relative drawdown22.21% (1400.00)
Total trades26Short positions (won %)6 (83.33%)Long positions (won %)20 (50.00%)
Profit trades (% of total)15 (57.69%)Loss trades (% of total)11 (42.31%)
Largestprofit trade800.00loss trade-416.00
Averageprofit trade373.33loss trade-245.83
Maximumconsecutive wins (profit in money)4 (1400.00)consecutive losses (loss in money)2 (-624.00)
Maximalconsecutive profit (count of wins)1400.00 (4)consecutive loss (count of losses)-624.00 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.23 14:15buy10.401.33271.32751.3377
22010.09.23 16:07t/p10.401.33771.32751.3377200.004200.00
32010.09.24 09:30buy20.401.33401.32881.3390
42010.09.24 11:23t/p20.401.33901.32881.3390200.004400.00
52010.09.27 10:15buy30.401.34591.34071.3509
62010.09.28 09:55s/l30.401.34071.34071.3509-208.044191.96
72010.09.28 11:30buy40.801.34181.33661.3468
82010.09.28 12:51t/p40.801.34681.33661.3468400.004591.96
92010.09.29 10:15buy50.401.36281.35761.3678
102010.09.29 12:23s/l50.401.35761.35761.3678-208.004383.96
112010.09.29 15:30buy60.801.36311.35791.3681
122010.09.29 16:53s/l60.801.35791.35791.3681-416.003967.96
132010.09.30 09:45buy71.601.35911.35391.3641
142010.09.30 12:00t/p71.601.36411.35391.3641800.004767.96
152010.09.30 15:30buy80.401.36671.36151.3717
162010.09.30 18:06s/l80.401.36151.36151.3717-208.004559.96
172010.10.01 10:15buy90.801.36771.36251.3727
182010.10.01 11:53t/p90.801.37271.36251.3727400.004959.96
192010.10.04 14:15buy100.401.37161.36641.3766
202010.10.05 02:24s/l100.401.36641.36641.3766-208.044751.92
212010.10.05 15:45buy110.801.38021.37501.3852
222010.10.05 20:51t/p110.801.38521.37501.3852400.005151.92
232010.10.06 09:45buy120.401.38491.37971.3899
242010.10.06 18:01t/p120.401.38991.37971.3899200.005351.92
252010.10.07 14:15buy130.401.39891.39371.4039
262010.10.07 16:53s/l130.401.39371.39371.4039-208.005143.92
272010.10.08 14:15buy140.801.39051.38531.3955
282010.10.08 15:36t/p140.801.39551.38531.3955400.005543.92
292010.10.11 12:30buy150.401.39471.38951.3997
302010.10.11 17:53s/l150.401.38951.38951.3997-208.005335.92
312010.10.13 13:30sell160.801.39851.40371.3935
322010.10.13 16:10t/p160.801.39351.40371.3935400.005735.92
332010.10.14 09:45buy170.401.40831.40311.4133
342010.10.15 02:24s/l170.401.40311.40311.4133-208.045527.88
352010.10.15 15:00buy180.801.40981.40461.4148
362010.10.15 15:23t/p180.801.41481.40461.4148400.005927.88
372010.10.18 09:45buy190.401.38931.38411.3943
382010.10.18 11:09s/l190.401.38411.38411.3943-208.005719.88
392010.10.18 12:45buy200.801.38931.38411.3943
402010.10.18 16:38t/p200.801.39431.38411.3943400.006119.88
412010.10.19 09:30buy210.401.39121.38601.3962
422010.10.19 14:45s/l210.401.38601.38601.3962-208.005911.88
432010.10.20 13:30sell220.801.38291.38811.3779
442010.10.20 16:41s/l220.801.38811.38811.3779-416.005495.88
452010.10.21 13:15sell231.601.40051.40571.3955
462010.10.21 18:38t/p231.601.39551.40571.3955800.006295.88
472010.10.22 10:15sell240.401.39361.39881.3886
482010.10.22 10:53t/p240.401.38861.39881.3886200.006495.88
492010.10.25 10:30sell250.401.40521.41041.4002
502010.10.25 17:06t/p250.401.40021.41041.4002200.006695.88
512010.10.26 10:15sell260.401.39611.40131.3911
522010.10.26 15:16t/p260.401.39111.40131.3911200.006895.88