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=1; MovingPeriod=12; MovingShift=6; TakeProfit=40; StopLoss=100; magic=true;
Bars in test2325Ticks modelled1204073Modelling quality23.96%
Mismatched charts errors0
Initial deposit4000.00
Total net profit2223.72Gross profit3039.76Gross loss-816.04
Profit factor3.73Expected payoff105.89
Absolute drawdown64.00Maximal drawdown572.00 (9.52%)Relative drawdown9.70% (560.08)
Total trades21Short positions (won %)6 (83.33%)Long positions (won %)15 (93.33%)
Profit trades (% of total)19 (90.48%)Loss trades (% of total)2 (9.52%)
Largestprofit trade160.00loss trade-408.04
Averageprofit trade159.99loss trade-408.02
Maximumconsecutive wins (profit in money)11 (1759.80)consecutive losses (loss in money)1 (-408.04)
Maximalconsecutive profit (count of wins)1759.80 (11)consecutive loss (count of losses)-408.04 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.23 14:15buy10.401.33271.32251.3367
22010.09.23 16:04t/p10.401.33671.32251.3367160.004160.00
32010.09.24 09:30buy20.401.33401.32381.3380
42010.09.24 11:21t/p20.401.33801.32381.3380160.004320.00
52010.09.27 10:15buy30.401.34591.33571.3499
62010.09.27 15:32t/p30.401.34991.33571.3499160.004480.00
72010.09.28 11:30buy40.401.34181.33161.3458
82010.09.28 12:48t/p40.401.34581.33161.3458160.004640.00
92010.09.29 10:15buy50.401.36281.35261.3668
102010.09.30 12:38t/p50.401.36681.35261.3668159.884799.88
112010.09.30 15:30buy60.401.36671.35651.3707
122010.10.01 11:23t/p60.401.37071.35651.3707159.964959.84
132010.10.04 14:15buy70.401.37161.36141.3756
142010.10.05 10:49t/p70.401.37561.36141.3756159.965119.80
152010.10.05 15:45buy80.401.38021.37001.3842
162010.10.05 17:51t/p80.401.38421.37001.3842160.005279.80
172010.10.06 09:45buy90.401.38491.37471.3889
182010.10.06 17:38t/p90.401.38891.37471.3889160.005439.80
192010.10.07 14:15buy100.401.39891.38871.4029
202010.10.07 15:53t/p100.401.40291.38871.4029160.005599.80
212010.10.08 14:15buy110.401.39051.38031.3945
222010.10.08 15:36t/p110.401.39451.38031.3945160.005759.80
232010.10.11 12:30buy120.401.39471.38451.3987
242010.10.12 04:17s/l120.401.38451.38451.3987-408.045351.76
252010.10.13 13:30sell130.401.39851.40871.3945
262010.10.13 16:09t/p130.401.39451.40871.3945160.005511.76
272010.10.14 09:45buy140.401.40831.39811.4123
282010.10.15 15:21t/p140.401.41231.39811.4123159.965671.72
292010.10.18 09:45buy150.401.38931.37911.3933
302010.10.18 16:23t/p150.401.39331.37911.3933160.005831.72
312010.10.19 09:30buy160.401.39121.38101.3952
322010.10.19 12:06t/p160.401.39521.38101.3952160.005991.72
332010.10.20 13:30sell170.401.38291.39311.3789
342010.10.20 17:30s/l170.401.39311.39311.3789-408.005583.72
352010.10.21 13:15sell180.401.40051.41071.3965
362010.10.21 18:36t/p180.401.39651.41071.3965160.005743.72
372010.10.22 10:15sell190.401.39361.40381.3896
382010.10.22 10:51t/p190.401.38961.40381.3896160.005903.72
392010.10.25 10:30sell200.401.40521.41541.4012
402010.10.25 15:24t/p200.401.40121.41541.4012160.006063.72
412010.10.26 10:15sell210.401.39611.40631.3921
422010.10.26 14:45t/p210.401.39211.40631.3921160.006223.72