Strategy Tester Report
EK-05
FinFx-Live (Build 226)

SymbolEURUSDmam (Euro vs US Dollar)
Period5 Minutes (M5) 2010.06.01 00:00 - 2010.11.10 23:55 (2010.06.01 - 2010.11.11)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=10; TakeProfit=100; StopLoss=400;
Bars in test34491Ticks modelled10200354Modelling qualityn/a
Mismatched charts errors168
Initial deposit2000.00
Total net profit1559.32Gross profit1951.60Gross loss-392.28
Profit factor4.98Expected payoff47.25
Absolute drawdown38.90Maximal drawdown508.90 (15.28%)Relative drawdown15.28% (508.90)
Total trades33Short positions (won %)16 (87.50%)Long positions (won %)17 (70.59%)
Profit trades (% of total)26 (78.79%)Loss trades (% of total)7 (21.21%)
Largestprofit trade92.10loss trade-174.90
Averageprofit trade75.06loss trade-56.04
Maximumconsecutive wins (profit in money)6 (327.60)consecutive losses (loss in money)2 (-214.80)
Maximalconsecutive profit (count of wins)399.50 (5)consecutive loss (count of losses)-214.80 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.06.04 02:00sell110.001.217070.000000.00000
22010.06.04 02:00modify110.001.217071.221071.21607
32010.06.04 02:16modify110.001.217071.217071.21607
42010.06.04 02:16modify110.001.217071.217061.21607
52010.06.04 02:16modify110.001.217071.217051.21607
62010.06.04 02:16modify110.001.217071.217041.21607
72010.06.04 02:16modify110.001.217071.217031.21607
82010.06.04 02:16modify110.001.217071.217021.21607
92010.06.04 02:16modify110.001.217071.217011.21607
102010.06.04 02:16modify110.001.217071.217001.21607
112010.06.04 02:16modify110.001.217071.216991.21607
122010.06.04 02:16modify110.001.217071.216981.21607
132010.06.04 02:16t/p110.001.216071.216981.2160792.102092.10
142010.06.04 03:40sell210.001.218130.000000.00000
152010.06.04 03:40modify210.001.218131.222131.21713
162010.06.04 03:47modify210.001.218131.218121.21713
172010.06.04 03:47modify210.001.218131.218111.21713
182010.06.04 03:47modify210.001.218131.218091.21713
192010.06.04 03:47modify210.001.218131.218081.21713
202010.06.04 03:47modify210.001.218131.218061.21713
212010.06.04 03:47modify210.001.218131.218051.21713
222010.06.04 03:47t/p210.001.217131.218051.2171392.102184.20
232010.06.07 08:15sell310.001.192800.000000.00000
242010.06.07 08:15modify310.001.192801.196801.19180
252010.06.07 08:35modify310.001.192801.192801.19180
262010.06.07 08:35modify310.001.192801.192791.19180
272010.06.07 08:35modify310.001.192801.192781.19180
282010.06.07 08:35modify310.001.192801.192771.19180
292010.06.07 08:35modify310.001.192801.192761.19180
302010.06.07 08:35modify310.001.192801.192751.19180
312010.06.07 08:35modify310.001.192801.192741.19180
322010.06.07 08:35modify310.001.192801.192731.19180
332010.06.07 08:35modify310.001.192801.192721.19180
342010.06.07 08:35modify310.001.192801.192711.19180
352010.06.07 08:35t/p310.001.191801.192711.1918092.102276.30
362010.06.07 09:45sell410.001.193850.000000.00000
372010.06.07 09:45modify410.001.193851.197851.19285
382010.06.07 10:12modify410.001.193851.193841.19285
392010.06.07 10:12modify410.001.193851.193831.19285
402010.06.07 10:12modify410.001.193851.193811.19285
412010.06.07 10:12modify410.001.193851.193801.19285
422010.06.07 10:12modify410.001.193851.193791.19285
432010.06.07 10:12modify410.001.193851.193781.19285
442010.06.07 10:12modify410.001.193851.193761.19285
452010.06.07 10:13t/p410.001.192851.193761.1928592.102368.40
462010.06.16 01:20buy510.001.232210.000000.00000
472010.06.16 01:20modify510.001.232211.228211.23321
482010.06.16 04:10close510.001.232211.228211.23321-7.902360.50
492010.06.24 08:15buy610.001.233150.000000.00000
502010.06.24 08:15modify610.001.233151.229151.23415
512010.06.24 09:06modify610.001.233151.233151.23415
522010.06.24 09:06modify610.001.233151.233171.23415
532010.06.24 09:07modify610.001.233151.233191.23415
542010.06.24 09:07modify610.001.233151.233201.23415
552010.06.24 09:07modify610.001.233151.233211.23415
562010.06.24 09:07modify610.001.233151.233221.23415
572010.06.24 09:07modify610.001.233151.233241.23415
582010.06.24 09:07t/p610.001.234151.233241.2341592.102452.60
592010.06.29 03:05sell710.001.228770.000000.00000
602010.06.29 03:05modify710.001.228771.232771.22777
612010.06.29 03:27modify710.001.228771.228761.22777
622010.06.29 03:27modify710.001.228771.228751.22777
632010.06.29 03:27modify710.001.228771.228761.22777
642010.06.29 03:27modify710.001.228771.228751.22777
652010.06.29 03:27modify710.001.228771.228761.22777
662010.06.29 03:27modify710.001.228771.228751.22777
672010.06.29 03:27modify710.001.228771.228761.22777
682010.06.29 03:27modify710.001.228771.228751.22777
692010.06.29 03:27modify710.001.228771.228741.22777
702010.06.29 03:28modify710.001.228771.228731.22777
712010.06.29 03:28modify710.001.228771.228721.22777
722010.06.29 03:28modify710.001.228771.228711.22777
732010.06.29 03:28modify710.001.228771.228701.22777
742010.06.29 03:28modify710.001.228771.228691.22777
752010.06.29 03:28modify710.001.228771.228681.22777
762010.06.29 03:28t/p710.001.227771.228681.2277792.102544.70
772010.07.02 08:20buy810.001.250340.000000.00000
782010.07.02 08:20modify810.001.250341.246341.25134
792010.07.02 10:12modify810.001.250341.250351.25134
802010.07.02 10:12modify810.001.250341.250361.25134
812010.07.02 10:12modify810.001.250341.250371.25134
822010.07.02 10:12modify810.001.250341.250391.25134
832010.07.02 10:12modify810.001.250341.250401.25134
842010.07.02 10:12modify810.001.250341.250421.25134
852010.07.02 10:12modify810.001.250341.250431.25134
862010.07.02 10:12t/p810.001.251341.250431.2513492.102636.80
872010.07.06 22:00buy910.001.261980.000000.00000
882010.07.06 22:00modify910.001.261981.257981.26298
892010.07.06 23:25close910.001.262371.257981.2629831.102667.90
902010.07.14 03:50buy1010.001.270400.000000.00000
912010.07.14 03:50modify1010.001.270401.266401.27140
922010.07.14 04:01modify1010.001.270401.270401.27140
932010.07.14 04:01modify1010.001.270401.270411.27140
942010.07.14 04:01modify1010.001.270401.270421.27140
952010.07.14 04:01modify1010.001.270401.270431.27140
962010.07.14 04:01modify1010.001.270401.270441.27140
972010.07.14 04:01modify1010.001.270401.270451.27140
982010.07.14 04:01modify1010.001.270401.270461.27140
992010.07.14 04:01modify1010.001.270401.270471.27140
1002010.07.14 04:01modify1010.001.270401.270481.27140
1012010.07.14 04:01modify1010.001.270401.270491.27140
1022010.07.14 04:02t/p1010.001.271401.270491.2714092.102760.00
1032010.07.16 02:20buy1110.001.292010.000000.00000
1042010.07.16 02:20modify1110.001.292011.288011.29301
1052010.07.16 05:00close1110.001.291911.288011.29301-17.902742.10
1062010.08.10 09:35sell1210.001.316670.000000.00000
1072010.08.10 09:35modify1210.001.316671.320671.31567
1082010.08.10 12:20close1210.001.317041.320671.31567-44.902697.20
1092010.08.12 03:35sell1310.001.286700.000000.00000
1102010.08.12 03:35modify1310.001.286701.290701.28570
1112010.08.12 04:40close1310.001.286431.290701.2857019.102716.30
1122010.08.16 02:00sell1410.001.276910.000000.00000
1132010.08.16 02:00modify1410.001.276911.280911.27591
1142010.08.16 02:57modify1410.001.276911.276901.27591
1152010.08.16 02:57modify1410.001.276911.276891.27591
1162010.08.16 02:57modify1410.001.276911.276881.27591
1172010.08.16 02:57modify1410.001.276911.276871.27591
1182010.08.16 02:57modify1410.001.276911.276851.27591
1192010.08.16 02:57modify1410.001.276911.276841.27591
1202010.08.16 02:57modify1410.001.276911.276851.27591
1212010.08.16 02:57modify1410.001.276911.276841.27591
1222010.08.16 02:57modify1410.001.276911.276861.27591
1232010.08.16 02:57modify1410.001.276911.276851.27591
1242010.08.16 02:57modify1410.001.276911.276861.27591
1252010.08.16 02:57modify1410.001.276911.276851.27591
1262010.08.16 02:57modify1410.001.276911.276831.27591
1272010.08.16 02:57modify1410.001.276911.276821.27591
1282010.08.16 02:57t/p1410.001.275911.276821.2759192.102808.40
1292010.08.19 09:00sell1510.001.281310.000000.00000
1302010.08.19 09:00modify1510.001.281311.285311.28031
1312010.08.19 09:34modify1510.001.281311.281301.28031
1322010.08.19 09:34modify1510.001.281311.281291.28031
1332010.08.19 09:34modify1510.001.281311.281271.28031
1342010.08.19 09:34modify1510.001.281311.281261.28031
1352010.08.19 09:34modify1510.001.281311.281251.28031
1362010.08.19 09:34modify1510.001.281311.281261.28031
1372010.08.19 09:34modify1510.001.281311.281271.28031
1382010.08.19 09:34modify1510.001.281311.281281.28031
1392010.08.19 09:34modify1510.001.281311.281291.28031
1402010.08.19 09:34modify1510.001.281311.281301.28031
1412010.08.19 09:34modify1510.001.281311.281291.28031
1422010.08.19 09:34modify1510.001.281311.281301.28031
1432010.08.19 09:34modify1510.001.281311.281291.28031
1442010.08.19 09:34modify1510.001.281311.281281.28031
1452010.08.19 09:34modify1510.001.281311.281291.28031
1462010.08.19 09:34modify1510.001.281311.281271.28031
1472010.08.19 09:34modify1510.001.281311.281281.28031
1482010.08.19 09:34modify1510.001.281311.281271.28031
1492010.08.19 09:34modify1510.001.281311.281281.28031
1502010.08.19 09:34modify1510.001.281311.281291.28031
1512010.08.19 09:34modify1510.001.281311.281301.28031
1522010.08.19 09:35modify1510.001.281311.281281.28031
1532010.08.19 09:35modify1510.001.281311.281261.28031
1542010.08.19 09:35modify1510.001.281311.281241.28031
1552010.08.19 09:35modify1510.001.281311.281221.28031
1562010.08.19 09:35t/p1510.001.280311.281221.2803192.102900.50
1572010.09.08 03:15sell1610.001.269580.000000.00000
1582010.09.08 03:15modify1610.001.269581.273581.26858
1592010.09.08 04:05modify1610.001.269581.269571.26858
1602010.09.08 04:05modify1610.001.269581.269561.26858
1612010.09.08 04:05modify1610.001.269581.269551.26858
1622010.09.08 04:05modify1610.001.269581.269541.26858
1632010.09.08 04:05modify1610.001.269581.269531.26858
1642010.09.08 04:05modify1610.001.269581.269511.26858
1652010.09.08 04:05modify1610.001.269581.269501.26858
1662010.09.08 04:05modify1610.001.269581.269491.26858
1672010.09.08 04:05modify1610.001.269581.269501.26858
1682010.09.08 04:05modify1610.001.269581.269491.26858
1692010.09.08 04:05modify1610.001.269581.269501.26858
1702010.09.08 04:05modify1610.001.269581.269511.26858
1712010.09.08 04:05modify1610.001.269581.269501.26858
1722010.09.08 04:05modify1610.001.269581.269521.26858
1732010.09.08 04:05modify1610.001.269581.269511.26858
1742010.09.08 04:05modify1610.001.269581.269521.26858
1752010.09.08 04:05modify1610.001.269581.269511.26858
1762010.09.08 04:05modify1610.001.269581.269531.26858
1772010.09.08 04:05modify1610.001.269581.269521.26858
1782010.09.08 04:05modify1610.001.269581.269531.26858
1792010.09.08 04:05modify1610.001.269581.269541.26858
1802010.09.08 04:05modify1610.001.269581.269531.26858
1812010.09.08 04:05modify1610.001.269581.269541.26858
1822010.09.08 04:05modify1610.001.269581.269521.26858
1832010.09.08 04:05modify1610.001.269581.269511.26858
1842010.09.08 04:05modify1610.001.269581.269491.26858
1852010.09.08 04:05t/p1610.001.268581.269491.2685892.102992.60
1862010.09.14 23:05buy1710.001.300300.000000.00000
1872010.09.14 23:05modify1710.001.300301.296301.30130
1882010.09.15 02:20close1710.001.299371.296301.30130-100.882891.72
1892010.09.15 04:45buy1810.001.298120.000000.00000
1902010.09.15 04:45modify1810.001.298121.294121.29912
1912010.09.15 04:47modify1810.001.298121.298141.29912
1922010.09.15 04:47modify1810.001.298121.298161.29912
1932010.09.15 04:48modify1810.001.298121.298171.29912
1942010.09.15 04:48modify1810.001.298121.298191.29912
1952010.09.15 04:48modify1810.001.298121.298211.29912
1962010.09.15 04:48t/p1810.001.299121.298211.2991292.102983.82
1972010.09.22 09:10buy1910.001.328600.000000.00000
1982010.09.22 09:10modify1910.001.328601.324601.32960
1992010.09.22 09:17modify1910.001.328601.328631.32960
2002010.09.22 09:17modify1910.001.328601.328651.32960
2012010.09.22 09:17modify1910.001.328601.328681.32960
2022010.09.22 09:18t/p1910.001.329601.328681.3296092.103075.92
2032010.09.27 02:50buy2010.001.347290.000000.00000
2042010.09.27 02:50modify2010.001.347291.343291.34829
2052010.09.27 02:55modify2010.001.347291.347301.34829
2062010.09.27 02:55modify2010.001.347291.347311.34829
2072010.09.27 03:22modify2010.001.347291.347331.34829
2082010.09.27 03:22modify2010.001.347291.347351.34829
2092010.09.27 03:22modify2010.001.347291.347361.34829
2102010.09.27 03:22modify2010.001.347291.347381.34829
2112010.09.27 03:22t/p2010.001.348291.347381.3482992.103168.02
2122010.09.29 02:00buy2110.001.357050.000000.00000
2132010.09.29 02:00modify2110.001.357051.353051.35805
2142010.09.29 02:21modify2110.001.357051.357091.35805
2152010.09.29 02:21modify2110.001.357051.357131.35805
2162010.09.29 02:21t/p2110.001.358051.357131.3580592.103260.12
2172010.10.04 02:20buy2210.001.377650.000000.00000
2182010.10.04 02:20modify2210.001.377651.373651.37865
2192010.10.04 03:08buy2310.001.375820.000000.00000
2202010.10.04 03:08modify2310.001.375821.373651.37865
2212010.10.04 05:10close2310.001.375981.373651.378658.103268.22
2222010.10.04 05:10close2210.001.375981.373651.37865-174.903093.32
2232010.10.07 01:15buy2410.001.392600.000000.00000
2242010.10.07 01:15modify2410.001.392601.388601.39360
2252010.10.07 03:20close2410.001.392281.388601.39360-39.903053.42
2262010.10.11 03:50buy2510.001.397230.000000.00000
2272010.10.11 03:50modify2510.001.397231.393231.39823
2282010.10.11 04:51modify2510.001.397231.397231.39823
2292010.10.11 04:51modify2510.001.397231.397251.39823
2302010.10.11 04:51modify2510.001.397231.397261.39823
2312010.10.11 04:51modify2510.001.397231.397281.39823
2322010.10.11 04:51modify2510.001.397231.397301.39823
2332010.10.11 04:51modify2510.001.397231.397311.39823
2342010.10.11 04:51t/p2510.001.398231.397311.3982392.103145.52
2352010.10.12 05:45sell2610.001.387620.000000.00000
2362010.10.12 05:45modify2610.001.387621.391621.38662
2372010.10.12 07:10close2610.001.387481.391621.386626.103151.62
2382010.10.20 04:05sell2710.001.375310.000000.00000
2392010.10.20 04:05modify2710.001.375311.379311.37431
2402010.10.20 04:16modify2710.001.375311.375301.37431
2412010.10.20 04:16modify2710.001.375311.375271.37431
2422010.10.20 04:16modify2710.001.375311.375221.37431
2432010.10.20 04:16t/p2710.001.374311.375221.3743192.103243.72
2442010.10.27 00:45sell2810.001.386080.000000.00000
2452010.10.27 00:45modify2810.001.386081.390081.38508
2462010.10.27 01:20close2810.001.385561.390081.3850844.103287.82
2472010.11.01 09:10buy2910.001.397040.000000.00000
2482010.11.01 09:10modify2910.001.397041.393041.39804
2492010.11.01 10:01modify2910.001.397041.397051.39804
2502010.11.01 10:01modify2910.001.397041.397061.39804
2512010.11.01 10:01modify2910.001.397041.397071.39804
2522010.11.01 10:01modify2910.001.397041.397081.39804
2532010.11.01 10:01modify2910.001.397041.397091.39804
2542010.11.01 10:01modify2910.001.397041.397101.39804
2552010.11.01 10:01modify2910.001.397041.397111.39804
2562010.11.01 10:01modify2910.001.397041.397121.39804
2572010.11.01 10:01modify2910.001.397041.397131.39804
2582010.11.01 10:05s/l2910.001.397131.397131.398041.103288.92
2592010.11.04 02:50buy3010.001.411010.000000.00000
2602010.11.04 02:50modify3010.001.411011.407011.41201
2612010.11.04 03:41modify3010.001.411011.411021.41201
2622010.11.04 03:41modify3010.001.411011.411041.41201
2632010.11.04 03:41modify3010.001.411011.411061.41201
2642010.11.04 03:41modify3010.001.411011.411091.41201
2652010.11.04 03:41t/p3010.001.412011.411091.4120192.103381.02
2662010.11.08 02:00sell3110.001.407380.000000.00000
2672010.11.08 02:00modify3110.001.407381.411381.40638
2682010.11.08 02:19modify3110.001.407381.407371.40638
2692010.11.08 02:19modify3110.001.407381.407351.40638
2702010.11.08 02:19modify3110.001.407381.407321.40638
2712010.11.08 02:19modify3110.001.407381.407291.40638
2722010.11.08 02:19modify3110.001.407381.407311.40638
2732010.11.08 02:19modify3110.001.407381.407321.40638
2742010.11.08 02:19modify3110.001.407381.407341.40638
2752010.11.08 02:19modify3110.001.407381.407331.40638
2762010.11.08 02:19modify3110.001.407381.407321.40638
2772010.11.08 02:19modify3110.001.407381.407311.40638
2782010.11.08 02:19modify3110.001.407381.407331.40638
2792010.11.08 02:19modify3110.001.407381.407361.40638
2802010.11.08 02:25s/l3110.001.407361.407361.40638-5.903375.12
2812010.11.10 03:30sell3210.001.378870.000000.00000
2822010.11.10 03:30modify3210.001.378871.382871.37787
2832010.11.10 03:55modify3210.001.378871.378861.37787
2842010.11.10 03:55modify3210.001.378871.378841.37787
2852010.11.10 03:55modify3210.001.378871.378811.37787
2862010.11.10 03:55modify3210.001.378871.378791.37787
2872010.11.10 03:55t/p3210.001.377871.378791.3778792.103467.22
2882010.11.10 07:45sell3310.001.377700.000000.00000
2892010.11.10 07:45modify3310.001.377701.381701.37670
2902010.11.10 08:06modify3310.001.377701.377691.37670
2912010.11.10 08:06modify3310.001.377701.377681.37670
2922010.11.10 08:06modify3310.001.377701.377661.37670
2932010.11.10 08:06modify3310.001.377701.377651.37670
2942010.11.10 08:06modify3310.001.377701.377631.37670
2952010.11.10 08:06modify3310.001.377701.377621.37670
2962010.11.10 08:06modify3310.001.377701.377631.37670
2972010.11.10 08:06modify3310.001.377701.377621.37670
2982010.11.10 08:06modify3310.001.377701.377641.37670
2992010.11.10 08:06modify3310.001.377701.377631.37670
3002010.11.10 08:06modify3310.001.377701.377641.37670
3012010.11.10 08:06modify3310.001.377701.377651.37670
3022010.11.10 08:06modify3310.001.377701.377641.37670
3032010.11.10 08:06modify3310.001.377701.377661.37670
3042010.11.10 08:06modify3310.001.377701.377651.37670
3052010.11.10 08:06modify3310.001.377701.377661.37670
3062010.11.10 08:06modify3310.001.377701.377651.37670
3072010.11.10 08:06modify3310.001.377701.377641.37670
3082010.11.10 08:06modify3310.001.377701.377621.37670
3092010.11.10 08:06modify3310.001.377701.377611.37670
3102010.11.10 08:06t/p3310.001.376701.377611.3767092.103559.32