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=0.03; mfactor=3; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true;
Bars in test2325Ticks modelled1204073Modelling quality23.96%
Mismatched charts errors0
Initial deposit100.00
Total net profit626.38Gross profit827.99Gross loss-201.60
Profit factor4.11Expected payoff24.09
Absolute drawdown28.81Maximal drawdown197.10 (32.15%)Relative drawdown56.16% (91.20)
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 trade162.00loss trade-37.80
Averageprofit trade59.14loss trade-16.80
Maximumconsecutive wins (profit in money)4 (216.00)consecutive losses (loss in money)2 (-50.40)
Maximalconsecutive profit (count of wins)216.00 (4)consecutive loss (count of losses)-50.40 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.23 14:15buy10.031.33271.32851.3387
22010.09.24 11:21t/p10.031.33871.32851.338718.00118.00
32010.09.27 10:15buy20.031.34591.34171.3519
42010.09.28 09:50s/l20.031.34171.34171.3519-12.60105.39
52010.09.28 11:30buy30.091.34181.33761.3478
62010.09.28 12:53t/p30.091.34781.33761.347854.00159.39
72010.09.29 10:15buy40.031.36281.35861.3688
82010.09.29 11:23s/l40.031.35861.35861.3688-12.60146.79
92010.09.29 15:30buy50.091.36311.35891.3691
102010.09.29 16:08s/l50.091.35891.35891.3691-37.80108.99
112010.09.30 09:45buy60.271.35911.35491.3651
122010.09.30 12:33t/p60.271.36511.35491.3651162.00270.99
132010.09.30 15:30buy70.031.36671.36251.3727
142010.09.30 16:53s/l70.031.36251.36251.3727-12.60258.39
152010.10.01 10:15buy80.091.36771.36351.3737
162010.10.01 12:23t/p80.091.37371.36351.373754.00312.39
172010.10.04 14:15buy90.031.37161.36741.3776
182010.10.04 19:17s/l90.031.36741.36741.3776-12.60299.79
192010.10.05 15:45buy100.091.38021.37601.3862
202010.10.06 09:33t/p100.091.38621.37601.386253.99353.78
212010.10.06 13:15buy110.031.38611.38191.3921
222010.10.06 14:06s/l110.031.38191.38191.3921-12.60341.18
232010.10.06 15:00buy120.091.38601.38181.3920
242010.10.06 18:37t/p120.091.39201.38181.392054.00395.18
252010.10.07 14:15buy130.031.39891.39471.4049
262010.10.07 16:51s/l130.031.39471.39471.4049-12.60382.58
272010.10.08 14:15buy140.091.39051.38631.3965
282010.10.08 15:38t/p140.091.39651.38631.396554.00436.58
292010.10.11 12:30buy150.031.39471.39051.4007
302010.10.11 17:51s/l150.031.39051.39051.4007-12.60423.98
312010.10.13 13:30sell160.091.39851.40271.3925
322010.10.13 16:53t/p160.091.39251.40271.392554.00477.98
332010.10.14 09:45buy170.031.40831.40411.4143
342010.10.14 20:08s/l170.031.40411.40411.4143-12.60465.38
352010.10.15 15:00buy180.091.40981.40561.4158
362010.10.15 15:23t/p180.091.41581.40561.415854.00519.38
372010.10.18 09:45buy190.031.38931.38511.3953
382010.10.18 11:04s/l190.031.38511.38511.3953-12.60506.78
392010.10.18 12:45buy200.091.38931.38511.3953
402010.10.18 16:48t/p200.091.39531.38511.395354.00560.78
412010.10.19 09:30buy210.031.39121.38701.3972
422010.10.19 14:38s/l210.031.38701.38701.3972-12.60548.18
432010.10.20 13:30sell220.091.38291.38711.3769
442010.10.20 15:08s/l220.091.38711.38711.3769-37.80510.38
452010.10.21 13:15sell230.271.40051.40471.3945
462010.10.21 19:38t/p230.271.39451.40471.3945162.00672.38
472010.10.22 10:15sell240.031.39361.39781.3876
482010.10.22 11:08t/p240.031.38761.39781.387618.00690.38
492010.10.25 10:30sell250.031.40521.40941.3992
502010.10.25 17:06t/p250.031.39921.40941.399218.00708.38
512010.10.26 10:15sell260.031.39611.40031.3901
522010.10.26 15:21t/p260.031.39011.40031.390118.00726.38