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=0.3; mfactor=3; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true;
Bars in test2517Ticks modelled1886281Modelling quality28.07%
Mismatched charts errors2
Initial deposit1000.00
Total net profit12090.06Gross profit17808.27Gross loss-5718.21
Profit factor3.11Expected payoff377.81
Absolute drawdown564.00Maximal drawdown4374.00 (33.86%)Relative drawdown73.59% (1215.00)
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 trade4860.00loss trade-1161.00
Averageprofit trade1369.87loss trade-300.96
Maximumconsecutive wins (profit in money)2 (5038.62)consecutive losses (loss in money)3 (-1677.00)
Maximalconsecutive profit (count of wins)5038.62 (2)consecutive loss (count of losses)-1677.00 (3)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.21 11:45buy10.301.55501.55071.5610
22010.09.21 13:08s/l10.301.55071.55071.5610-129.00871.00
32010.09.21 15:45buy20.901.55511.55081.5611
42010.09.21 21:31t/p20.901.56111.55081.5611540.001411.00
52010.09.22 12:15buy30.301.56931.56501.5753
62010.09.22 14:07s/l30.301.56501.56501.5753-129.001282.00
72010.09.23 11:15buy40.901.56651.56221.5725
82010.09.23 11:52s/l40.901.56221.56221.5725-387.00895.00
92010.09.23 12:45buy52.701.56771.56341.5737
102010.09.23 17:39t/p52.701.57371.56341.57371620.002515.00
112010.09.24 10:45buy60.301.56881.56451.5748
122010.09.24 15:33t/p60.301.57481.56451.5748180.002695.00
132010.09.27 10:30buy70.301.58381.57951.5898
142010.09.27 11:17s/l70.301.57951.57951.5898-129.002566.00
152010.09.27 12:45buy80.901.58321.57891.5892
162010.09.28 09:23s/l80.901.57891.57891.5892-389.072176.93
172010.09.28 11:45buy92.701.58241.57811.5884
182010.09.28 12:53t/p92.701.58841.57811.58841620.003796.93
192010.09.29 10:00buy100.301.58491.58061.5909
202010.09.29 11:08s/l100.301.58061.58061.5909-129.003667.93
212010.09.29 15:15buy110.901.57911.57481.5851
222010.09.30 08:53t/p110.901.58511.57481.5851533.794201.72
232010.09.30 10:15buy120.301.58591.58161.5919
242010.09.30 13:53t/p120.301.59191.58161.5919180.004381.72
252010.10.01 09:00sell130.301.57241.57671.5664
262010.10.01 10:21s/l130.301.57671.57671.5664-129.004252.72
272010.10.01 14:00sell140.901.58231.58661.5763
282010.10.04 10:08t/p140.901.57631.58661.5763535.864788.58
292010.10.06 09:00buy150.301.59171.58741.5977
302010.10.06 13:30s/l150.301.58741.58741.5977-129.004659.58
312010.10.06 15:30buy160.901.58791.58361.5939
322010.10.06 15:45s/l160.901.58361.58361.5939-387.004272.58
332010.10.07 14:30buy172.701.60121.59691.6072
342010.10.07 15:08s/l172.701.59691.59691.6072-1161.003111.58
352010.10.08 11:45buy188.101.58461.58031.5906
362010.10.08 15:36t/p188.101.59061.58031.59064860.007971.58
372010.10.11 10:15buy190.301.59391.58961.5999
382010.10.11 17:53s/l190.301.58961.58961.5999-129.007842.58
392010.10.12 13:00buy200.901.58291.57861.5889
402010.10.12 17:23s/l200.901.57861.57861.5889-387.007455.58
412010.10.13 15:45buy212.701.58471.58041.5907
422010.10.13 21:08t/p212.701.59071.58041.59071620.009075.58
432010.10.15 13:00buy220.301.60621.60191.6122
442010.10.15 16:00s/l220.301.60191.60191.6122-129.008946.58
452010.10.18 12:30buy230.901.58821.58391.5942
462010.10.18 22:04t/p230.901.59421.58391.5942540.009486.58
472010.10.19 09:45buy240.301.58641.58211.5924
482010.10.19 10:08s/l240.301.58211.58211.5924-129.009357.58
492010.10.19 10:30sell250.901.58231.58661.5763
502010.10.19 14:23t/p250.901.57631.58661.5763540.009897.58
512010.10.20 10:15sell260.301.57311.57741.5671
522010.10.20 16:36s/l260.301.57741.57741.5671-129.009768.58
532010.10.21 10:15sell270.901.57571.58001.5697
542010.10.21 11:18s/l270.901.58001.58001.5697-387.009381.58
552010.10.21 15:00sell282.701.57471.57901.5687
562010.10.21 17:38s/l282.701.57901.57901.5687-1161.008220.58
572010.10.22 10:15sell298.101.57201.57631.5660
582010.10.22 11:47t/p298.101.56601.57631.56604860.0013080.58
592010.10.25 09:45sell300.301.57571.58001.5697
602010.10.26 02:13t/p300.301.56971.58001.5697178.6213259.20
612010.10.26 11:00sell310.301.57551.57981.5695
622010.10.26 11:30s/l310.301.57981.57981.5695-129.0013130.20
632010.10.26 15:30sell320.901.58451.58881.5785
642010.10.27 00:09close at stop320.901.58491.58881.5785-40.1413090.06