Strategy Tester Report
Breakout_Grid_Trader_v1x
FXDD-MT4 Demo Server (Build 402)
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Symbol |
EURUSD (Euro vs. United States Dollar) |
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|
Period |
15 Minutes (M15) 2011.08.01 00:00 - 2011.08.12 22:45 (2011.07.31 - 2011.08.14) |
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|
Model |
Every tick (the most precise method based on all available least timeframes) |
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Parameters |
-REMOVED - |
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Bars in test |
1953 |
Ticks modelled |
1019051 |
Modelling quality |
90.00% |
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Mismatched charts errors |
2 |
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Initial deposit |
5000.00 |
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|
Total net profit |
981.83 |
Gross profit |
3213.92 |
Gross loss |
-2232.09 |
|
Profit factor |
1.44 |
Expected payoff |
21.82 |
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|
Absolute drawdown |
182.45 |
Maximal drawdown |
626.80 (11.51%) |
Relative drawdown |
11.51% (626.80) |
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Total trades |
45 |
Short positions (won %) |
25 (64.00%) |
Long positions (won %) |
20 (60.00%) |
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|
Profit trades (% of total) |
28 (62.22%) |
Loss trades (% of total) |
17 (37.78%) |
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|
Largest |
profit trade |
457.20 |
loss trade |
-420.60 |
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|
Average |
profit trade |
114.78 |
loss trade |
-131.30 |
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|
Maximum |
consecutive wins (profit in money) |
4 (571.80) |
consecutive losses (loss in money) |
3 (-134.40) |
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|
Maximal |
consecutive profit (count of wins) |
571.80 (4) |
consecutive loss (count of losses) |
-420.60 (1) |
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|
Average |
consecutive wins |
2 |
consecutive losses |
1 |
|
|
# |
Time |
Type |
Order |
Size |
Price |
S / L |
T / P |
Profit |
Balance |
|
1 |
2011.08.01 16:45 |
sell |
1 |
0.10 |
1.43617 |
0.00000 |
0.00000 |
|
|
|
2 |
2011.08.01 17:00 |
close |
1 |
0.10 |
1.43236 |
0.00000 |
0.00000 |
38.10 |
5038.10 |
|
3 |
2011.08.01 17:00 |
sell |
2 |
0.10 |
1.43220 |
0.00000 |
0.00000 |
|
|
|
4 |
2011.08.01 17:03 |
close |
2 |
0.10 |
1.42835 |
0.00000 |
0.00000 |
38.50 |
5076.60 |
|
5 |
2011.08.01 17:03 |
sell |
3 |
0.10 |
1.42811 |
0.00000 |
0.00000 |
|
|
|
6 |
2011.08.01 17:48 |
close |
3 |
0.10 |
1.42431 |
0.00000 |
0.00000 |
38.00 |
5114.60 |
|
7 |
2011.08.01 18:00 |
sell |
4 |
0.10 |
1.41977 |
0.00000 |
0.00000 |
|
|
|
8 |
2011.08.01 18:29 |
buy |
5 |
0.30 |
1.42279 |
0.00000 |
0.00000 |
|
|
|
9 |
2011.08.01 18:37 |
sell |
6 |
0.60 |
1.41974 |
0.00000 |
0.00000 |
|
|
|
10 |
2011.08.01 19:49 |
buy |
7 |
1.20 |
1.42277 |
0.00000 |
0.00000 |
|
|
|
11 |
2011.08.01 21:55 |
close |
7 |
1.20 |
1.42658 |
0.00000 |
0.00000 |
457.20 |
5571.80 |
|
12 |
2011.08.01 21:55 |
close |
6 |
0.60 |
1.42675 |
0.00000 |
0.00000 |
-420.60 |
5151.20 |
|
13 |
2011.08.01 21:55 |
close |
5 |
0.30 |
1.42658 |
0.00000 |
0.00000 |
113.70 |
5264.90 |
|
14 |
2011.08.01 21:55 |
close |
4 |
0.10 |
1.42675 |
0.00000 |
0.00000 |
-69.80 |
5195.10 |
|
15 |
2011.08.02 16:00 |
buy |
8 |
0.10 |
1.42277 |
0.00000 |
0.00000 |
|
|
|
16 |
2011.08.02 16:57 |
close |
8 |
0.10 |
1.42659 |
0.00000 |
0.00000 |
38.20 |
5233.30 |
|
17 |
2011.08.02 16:57 |
buy |
9 |
0.10 |
1.42678 |
0.00000 |
0.00000 |
|
|
|
18 |
2011.08.02 17:52 |
sell |
10 |
0.30 |
1.42378 |
0.00000 |
0.00000 |
|
|
|
19 |
2011.08.02 18:13 |
close |
10 |
0.30 |
1.41995 |
0.00000 |
0.00000 |
114.90 |
5348.20 |
|
20 |
2011.08.02 18:13 |
close |
9 |
0.10 |
1.41978 |
0.00000 |
0.00000 |
-70.00 |
5278.20 |
|
21 |
2011.08.02 18:13 |
sell |
11 |
0.10 |
1.41975 |
0.00000 |
0.00000 |
|
|
|
22 |
2011.08.02 18:48 |
buy |
12 |
0.30 |
1.42276 |
0.00000 |
0.00000 |
|
|
|
23 |
2011.08.02 19:47 |
sell |
13 |
0.60 |
1.41974 |
0.00000 |
0.00000 |
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|
|
24 |
2011.08.03 09:44 |
close |
13 |
0.60 |
1.41595 |
0.00000 |
0.00000 |
224.86 |
5503.06 |
|
25 |
2011.08.03 09:44 |
close |
12 |
0.30 |
1.41578 |
0.00000 |
0.00000 |
-208.88 |
5294.18 |
|
26 |
2011.08.03 09:44 |
close |
11 |
0.10 |
1.41595 |
0.00000 |
0.00000 |
37.58 |
5331.76 |
|
27 |
2011.08.03 16:45 |
sell |
14 |
0.10 |
1.42894 |
0.00000 |
0.00000 |
|
|
|
28 |
2011.08.03 18:01 |
buy |
15 |
0.30 |
1.43195 |
0.00000 |
0.00000 |
|
|
|
29 |
2011.08.04 00:58 |
close |
15 |
0.30 |
1.43574 |
0.00000 |
0.00000 |
115.26 |
5447.02 |
|
30 |
2011.08.04 00:58 |
close |
14 |
0.10 |
1.43591 |
0.00000 |
0.00000 |
-70.97 |
5376.05 |
|
31 |
2011.08.04 16:00 |
sell |
16 |
0.10 |
1.42120 |
0.00000 |
0.00000 |
|
|
|
32 |
2011.08.04 16:27 |
close |
16 |
0.10 |
1.41737 |
0.00000 |
0.00000 |
38.30 |
5414.35 |
|
33 |
2011.08.04 16:27 |
buy |
17 |
0.10 |
1.41733 |
0.00000 |
0.00000 |
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|
|
34 |
2011.08.04 16:51 |
sell |
18 |
0.30 |
1.41430 |
0.00000 |
0.00000 |
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|
|
35 |
2011.08.04 18:22 |
buy |
19 |
0.60 |
1.41733 |
0.00000 |
0.00000 |
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|
|
36 |
2011.08.04 18:24 |
sell |
20 |
1.20 |
1.41428 |
0.00000 |
0.00000 |
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|
|
37 |
2011.08.04 23:10 |
close |
20 |
1.20 |
1.41053 |
0.00000 |
0.00000 |
450.00 |
5864.35 |
|
38 |
2011.08.04 23:10 |
close |
19 |
0.60 |
1.41036 |
0.00000 |
0.00000 |
-418.20 |
5446.15 |
|
39 |
2011.08.04 23:10 |
close |
18 |
0.30 |
1.41053 |
0.00000 |
0.00000 |
113.10 |
5559.25 |
|
40 |
2011.08.04 23:10 |
close |
17 |
0.10 |
1.41036 |
0.00000 |
0.00000 |
-69.70 |
5489.55 |
|
41 |
2011.08.05 16:00 |
sell |
21 |
0.10 |
1.41608 |
0.00000 |
0.00000 |
|
|
|
42 |
2011.08.05 16:20 |
buy |
22 |
0.30 |
1.41908 |
0.00000 |
0.00000 |
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|
|
43 |
2011.08.05 16:32 |
close |
22 |
0.30 |
1.42289 |
0.00000 |
0.00000 |
114.30 |
5603.85 |
|
44 |
2011.08.05 16:32 |
close |
21 |
0.10 |
1.42306 |
0.00000 |
0.00000 |
-69.80 |
5534.05 |
|
45 |
2011.08.05 16:32 |
buy |
23 |
0.10 |
1.42309 |
0.00000 |
0.00000 |
|
|
|
46 |
2011.08.05 16:42 |
sell |
24 |
0.30 |
1.42009 |
0.00000 |
0.00000 |
|
|
|
47 |
2011.08.05 18:47 |
close |
24 |
0.30 |
1.41628 |
0.00000 |
0.00000 |
114.30 |
5648.35 |
|
48 |
2011.08.05 18:47 |
close |
23 |
0.10 |
1.41611 |
0.00000 |
0.00000 |
-69.80 |
5578.55 |
|
49 |
2011.08.05 19:00 |
sell |
25 |
0.10 |
1.41565 |
0.00000 |
0.00000 |
|
|
|
50 |
2011.08.05 19:10 |
buy |
26 |
0.30 |
1.41884 |
0.00000 |
0.00000 |
|
|
|
51 |
2011.08.05 19:10 |
close |
26 |
0.30 |
1.42256 |
0.00000 |
0.00000 |
111.60 |
5690.15 |
|
52 |
2011.08.05 19:10 |
close |
25 |
0.10 |
1.42273 |
0.00000 |
0.00000 |
-70.80 |
5619.35 |
|
53 |
2011.08.08 16:00 |
sell |
27 |
0.10 |
1.41773 |
0.00000 |
0.00000 |
|
|
|
54 |
2011.08.08 17:33 |
close |
27 |
0.10 |
1.41391 |
0.00000 |
0.00000 |
38.20 |
5657.55 |
|
55 |
2011.08.08 17:45 |
sell |
28 |
0.10 |
1.41708 |
0.00000 |
0.00000 |
|
|
|
56 |
2011.08.08 18:04 |
buy |
29 |
0.30 |
1.42008 |
0.00000 |
0.00000 |
|
|
|
57 |
2011.08.08 18:58 |
close |
29 |
0.30 |
1.42389 |
0.00000 |
0.00000 |
114.30 |
5771.85 |
|
58 |
2011.08.08 18:58 |
close |
28 |
0.10 |
1.42406 |
0.00000 |
0.00000 |
-69.80 |
5702.05 |
|
59 |
2011.08.09 16:45 |
sell |
30 |
0.10 |
1.42341 |
0.00000 |
0.00000 |
|
|
|
60 |
2011.08.09 21:18 |
buy |
31 |
0.30 |
1.42645 |
0.00000 |
0.00000 |
|
|
|
61 |
2011.08.09 21:20 |
close |
31 |
0.30 |
1.43021 |
0.00000 |
0.00000 |
112.80 |
5814.85 |
|
62 |
2011.08.09 21:20 |
close |
30 |
0.10 |
1.43038 |
0.00000 |
0.00000 |
-69.70 |
5745.15 |
|
63 |
2011.08.10 16:00 |
sell |
32 |
0.10 |
1.42686 |
0.00000 |
0.00000 |
|
|
|
64 |
2011.08.10 16:09 |
close |
32 |
0.10 |
1.42304 |
0.00000 |
0.00000 |
38.20 |
5783.35 |
|
65 |
2011.08.10 16:09 |
sell |
33 |
0.10 |
1.42282 |
0.00000 |
0.00000 |
|
|
|
66 |
2011.08.10 17:01 |
close |
33 |
0.10 |
1.41898 |
0.00000 |
0.00000 |
38.40 |
5821.75 |
|
67 |
2011.08.10 17:01 |
sell |
34 |
0.10 |
1.41877 |
0.00000 |
0.00000 |
|
|
|
68 |
2011.08.10 21:08 |
buy |
35 |
0.30 |
1.42177 |
0.00000 |
0.00000 |
|
|
|
69 |
2011.08.10 22:43 |
sell |
36 |
0.60 |
1.41876 |
0.00000 |
0.00000 |
|
|
|
70 |
2011.08.11 01:02 |
close |
36 |
0.60 |
1.41497 |
0.00000 |
0.00000 |
219.79 |
6041.54 |
|
71 |
2011.08.11 01:02 |
close |
35 |
0.30 |
1.41480 |
0.00000 |
0.00000 |
-207.54 |
5834.00 |
|
72 |
2011.08.11 01:02 |
close |
34 |
0.10 |
1.41497 |
0.00000 |
0.00000 |
36.73 |
5870.73 |
|
73 |
2011.08.11 16:00 |
buy |
37 |
0.10 |
1.41574 |
0.00000 |
0.00000 |
|
|
|
74 |
2011.08.11 16:14 |
close |
37 |
0.10 |
1.41954 |
0.00000 |
0.00000 |
38.00 |
5908.73 |
|
75 |
2011.08.11 16:14 |
buy |
38 |
0.10 |
1.41973 |
0.00000 |
0.00000 |
|
|
|
76 |
2011.08.11 16:35 |
close |
38 |
0.10 |
1.42353 |
0.00000 |
0.00000 |
38.00 |
5946.73 |
|
77 |
2011.08.11 16:35 |
buy |
39 |
0.10 |
1.42373 |
0.00000 |
0.00000 |
|
|
|
78 |
2011.08.11 16:43 |
sell |
40 |
0.30 |
1.42067 |
0.00000 |
0.00000 |
|
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|
79 |
2011.08.11 17:45 |
buy |
41 |
0.60 |
1.42374 |
0.00000 |
0.00000 |
|
|
|
80 |
2011.08.11 18:01 |
close |
41 |
0.60 |
1.42757 |
0.00000 |
0.00000 |
229.80 |
6176.53 |
|
81 |
2011.08.11 18:01 |
close |
40 |
0.30 |
1.42774 |
0.00000 |
0.00000 |
-212.10 |
5964.43 |
|
82 |
2011.08.11 18:01 |
close |
39 |
0.10 |
1.42757 |
0.00000 |
0.00000 |
38.40 |
6002.83 |
|
83 |
2011.08.11 18:01 |
buy |
42 |
0.10 |
1.42780 |
0.00000 |
0.00000 |
|
|
|
84 |
2011.08.11 18:12 |
sell |
43 |
0.30 |
1.42477 |
0.00000 |
0.00000 |
|
|
|
85 |
2011.08.11 19:23 |
close |
43 |
0.30 |
1.42099 |
0.00000 |
0.00000 |
113.40 |
6116.23 |
|
86 |
2011.08.11 19:23 |
close |
42 |
0.10 |
1.42082 |
0.00000 |
0.00000 |
-69.80 |
6046.43 |
|
87 |
2011.08.12 17:00 |
buy |
44 |
0.10 |
1.42642 |
0.00000 |
0.00000 |
|
|
|
88 |
2011.08.12 17:09 |
sell |
45 |
0.30 |
1.42341 |
0.00000 |
0.00000 |
|
|
|
89 |
2011.08.12 22:59 |
close at stop |
45 |
0.30 |
1.42505 |
0.00000 |
0.00000 |
-49.20 |
5997.23 |
|
90 |
2011.08.12 22:59 |
close at stop |
44 |
0.10 |
1.42488 |
0.00000 |
0.00000 |
-15.40 |
5981.83 |