Strategy Tester Report
Emp-2
(Build 509)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2013.01.02 09:00 - 2013.07.31 23:45 (2013.01.01 - 2013.08.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameterslot=0.1; tp=35; magic=1; MovingPeriod=20; ZigZag_parameters=""; ExtDepth=5; ExtDeviatiion=0; ExtBackstep=3;
Bars in test15452Ticks modelled6317661Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit778.04Gross profit1217.60Gross loss-439.56
Profit factor2.77Expected payoff14.96
Absolute drawdown62.50Maximal drawdown137.20 (1.26%)Relative drawdown1.26% (137.20)
Total trades52Short positions (won %)18 (55.56%)Long positions (won %)34 (50.00%)
Profit trades (% of total)27 (51.92%)Loss trades (% of total)25 (48.08%)
Largestprofit trade332.18loss trade-42.60
Averageprofit trade45.10loss trade-17.58
Maximumconsecutive wins (profit in money)8 (183.88)consecutive losses (loss in money)5 (-70.40)
Maximalconsecutive profit (count of wins)332.18 (1)consecutive loss (count of losses)-70.40 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.01.02 09:00buy10.101.327221.317111.33072
22013.01.02 14:15modify10.101.327221.322990.00000
32013.01.02 17:15modify10.101.327221.323440.00000
42013.01.02 18:04s/l10.101.323441.323440.00000-37.809962.20
52013.01.04 07:30buy20.101.303761.301781.30726
62013.01.04 09:06s/l20.101.301781.301781.30726-19.809942.40
72013.01.04 15:45buy30.101.302431.300111.30593
82013.01.04 16:52t/p30.101.305931.300111.3059335.009977.40
92013.01.04 17:00buy40.101.306191.300111.30969
102013.01.04 18:45modify40.101.306191.303040.00000
112013.01.04 20:30modify40.101.306191.303400.00000
122013.01.07 00:45modify40.101.306191.306480.00000
132013.01.07 02:01s/l40.101.306481.306480.000002.669980.06
142013.01.07 16:00buy50.101.306091.301951.30959
152013.01.07 17:53t/p50.101.309591.301951.3095935.0010015.06
162013.01.07 18:00buy60.101.309821.301951.31332
172013.01.07 22:15modify60.101.309821.310100.00000
182013.01.07 23:00modify60.101.309821.310300.00000
192013.01.08 04:45modify60.101.309821.310130.00000
202013.01.08 10:45modify60.101.309821.310050.00000
212013.01.08 14:00modify60.101.309821.310440.00000
222013.01.08 14:42s/l60.101.310441.310440.000005.9610021.02
232013.01.17 10:30buy70.101.330951.327761.33445
242013.01.17 10:46t/p70.101.334451.327761.3344535.0010056.02
252013.01.17 11:00buy80.101.334001.327761.33750
262013.01.17 14:19t/p80.101.337501.327761.3375035.0010091.02
272013.01.17 14:30buy90.101.336741.327761.34024
282013.01.17 17:15modify90.101.336741.333130.00000
292013.01.17 20:00modify90.101.336741.333900.00000
302013.01.17 23:30modify90.101.336741.336740.00000
312013.01.18 00:45modify90.101.336741.336790.00000
322013.01.18 02:51s/l90.101.336791.336790.000000.2610091.28
332013.01.23 17:30sell100.101.330251.334601.32675
342013.01.23 17:45t/p100.101.326751.334601.3267535.0010126.28
352013.01.23 18:00sell110.101.328151.334601.32465
362013.01.23 23:45modify110.101.328151.332500.00000
372013.01.24 07:00modify110.101.328151.332320.00000
382013.01.24 08:40s/l110.101.332321.332320.00000-41.6410084.64
392013.01.31 16:15buy120.101.356321.354311.35982
402013.01.31 16:30modify120.101.356321.354310.00000
412013.01.31 22:30modify120.101.356321.356800.00000
422013.02.01 01:00modify120.101.356321.357060.00000
432013.02.01 06:30modify120.101.356321.360170.00000
442013.02.01 09:15modify120.101.356321.361400.00000
452013.02.01 10:32s/l120.101.361401.361400.0000050.5610135.20
462013.02.08 04:00buy130.101.340501.338101.34400
472013.02.08 08:30modify130.101.340501.339140.00000
482013.02.08 09:02s/l130.101.339141.339140.00000-13.6010121.60
492013.02.11 00:15buy140.101.336801.335831.34030
502013.02.11 05:00modify140.101.336801.336570.00000
512013.02.11 07:15modify140.101.336801.336450.00000
522013.02.11 10:02s/l140.101.336451.336450.00000-3.5010118.10
532013.02.12 13:00buy150.101.343641.337381.34714
542013.02.12 15:30modify150.101.343641.342550.00000
552013.02.12 15:57s/l150.101.342551.342550.00000-10.9010107.20
562013.02.13 17:30sell160.101.346081.348851.34258
572013.02.13 17:45modify160.101.346081.348850.00000
582013.02.13 20:30modify160.101.346081.346150.00000
592013.02.14 00:45modify160.101.346081.345540.00000
602013.02.14 03:40s/l160.101.345541.345540.000005.4610112.66
612013.02.20 12:15sell170.101.340251.343281.33675
622013.02.20 14:20t/p170.101.336751.343281.3367535.0010147.66
632013.02.20 14:30sell180.101.336991.343281.33349
642013.02.20 17:00modify180.101.336991.339810.00000
652013.02.20 20:45modify180.101.336991.335920.00000
662013.02.21 01:30modify180.101.336991.329140.00000
672013.02.21 04:00modify180.101.336991.329080.00000
682013.02.21 07:30modify180.101.336991.326900.00000
692013.02.21 09:47s/l180.101.326901.326900.00000100.9610248.62
702013.02.26 23:30buy190.101.306441.305011.30994
712013.02.27 01:00modify190.101.306441.305350.00000
722013.02.27 02:47s/l190.101.305351.305350.00000-11.1410237.48
732013.03.01 02:15buy200.101.306831.305461.31033
742013.03.01 07:15modify200.101.306831.307200.00000
752013.03.01 08:50s/l200.101.307201.307200.000003.7010241.18
762013.03.04 05:45buy210.101.302641.300571.30614
772013.03.04 07:45modify210.101.302641.301030.00000
782013.03.04 08:04s/l210.101.301031.301030.00000-16.1010225.08
792013.03.04 15:00buy220.101.300891.298111.30439
802013.03.04 17:15modify220.101.300891.299190.00000
812013.03.04 18:36s/l220.101.299191.299190.00000-17.0010208.08
822013.03.05 04:45sell230.101.302551.303931.29905
832013.03.05 07:31s/l230.101.303931.303931.29905-13.8010194.28
842013.03.06 11:30sell240.101.304261.306681.30076
852013.03.06 15:15modify240.101.304261.304700.00000
862013.03.06 19:00modify240.101.304261.301060.00000
872013.03.06 22:30modify240.101.304261.299840.00000
882013.03.07 09:15modify240.101.304261.299890.00000
892013.03.07 10:07s/l240.101.299891.299890.0000043.7610238.04
902013.03.07 10:15buy250.101.301501.298211.30500
912013.03.07 14:15modify250.101.301501.300370.00000
922013.03.07 15:32s/l250.101.300371.300370.00000-11.3010226.74
932013.03.18 21:00sell260.101.294651.297661.29115
942013.03.18 23:30modify260.101.294651.296930.00000
952013.03.19 00:45modify260.101.294651.296510.00000
962013.03.19 03:33s/l260.101.296511.296510.00000-18.5810208.16
972013.03.19 10:30sell270.101.293281.296281.28978
982013.03.19 10:45modify270.101.293281.296280.00000
992013.03.19 14:45modify270.101.293281.296240.00000
1002013.03.19 16:30modify270.101.293281.295930.00000
1012013.03.19 23:15modify270.101.293281.292060.00000
1022013.03.20 05:45modify270.101.293281.288060.00000
1032013.03.20 07:00modify270.101.293281.287880.00000
1042013.03.20 07:59s/l270.101.287881.287880.0000054.0210262.18
1052013.04.02 11:15sell280.101.283271.287481.27977
1062013.04.02 14:00modify280.101.283271.285780.00000
1072013.04.02 15:45modify280.101.283271.284670.00000
1082013.04.02 20:15modify280.101.283271.283870.00000
1092013.04.03 02:30modify280.101.283271.282830.00000
1102013.04.03 07:30modify280.101.283271.280970.00000
1112013.04.03 08:03s/l280.101.280971.280970.0000023.0210285.20
1122013.04.05 13:15buy290.101.293631.291121.29713
1132013.04.05 15:00modify290.101.293631.291380.00000
1142013.04.05 20:45modify290.101.293631.300730.00000
1152013.04.05 22:00s/l290.101.300731.300730.0000071.0010356.20
1162013.04.09 15:30buy300.101.305761.300281.30926
1172013.04.09 18:00modify300.101.305761.302650.00000
1182013.04.09 20:30modify300.101.305761.307970.00000
1192013.04.09 22:00modify300.101.305761.308460.00000
1202013.04.09 22:32s/l300.101.308461.308460.0000027.0010383.20
1212013.04.15 05:45sell310.101.307781.310921.30428
1222013.04.15 09:00modify310.101.307781.308480.00000
1232013.04.15 10:15s/l310.101.308481.308480.00000-7.0010376.20
1242013.04.22 04:45buy320.101.308001.305161.31150
1252013.04.22 09:00modify320.101.308001.306030.00000
1262013.04.22 09:12s/l320.101.306031.306030.00000-19.7010356.50
1272013.04.24 08:45buy330.101.300571.299151.30407
1282013.04.24 10:10s/l330.101.299151.299151.30407-14.2010342.30
1292013.05.02 13:45buy340.101.317731.315691.32123
1302013.05.02 14:25s/l340.101.315691.315691.32123-20.4010321.90
1312013.05.08 03:45buy350.101.308101.307191.31160
1322013.05.08 03:55s/l350.101.307191.307191.31160-9.1010312.80
1332013.05.10 10:30sell360.101.301661.305071.29816
1342013.05.10 11:45modify360.101.301661.304120.00000
1352013.05.10 14:00modify360.101.301661.302080.00000
1362013.05.10 17:15modify360.101.301661.301740.00000
1372013.05.10 22:30modify360.101.301661.299530.00000
1382013.05.13 04:15modify360.101.301661.297740.00000
1392013.05.13 05:14s/l360.101.297741.297740.0000039.2210352.02
1402013.05.15 02:45buy370.101.293921.292821.29742
1412013.05.15 04:00modify370.101.293921.293030.00000
1422013.05.15 04:36s/l370.101.293031.293030.00000-8.9010343.12
1432013.05.16 09:00sell380.101.286531.288171.28303
1442013.05.16 12:40s/l380.101.288171.288171.28303-16.4010326.72
1452013.05.16 15:15buy390.101.289181.285911.29268
1462013.05.16 18:07t/p390.101.292681.285911.2926835.0010361.72
1472013.05.16 18:15buy400.101.292371.285911.29587
1482013.05.16 20:15modify400.101.292371.288110.00000
1492013.05.16 22:13s/l400.101.288111.288110.00000-42.6010319.12
1502013.05.21 18:30buy410.101.290011.284191.29351
1512013.05.21 22:30modify410.101.290011.289470.00000
1522013.05.22 01:15modify410.101.290011.290100.00000
1532013.05.22 05:45modify410.101.290011.291610.00000
1542013.05.22 07:02s/l410.101.291611.291610.0000015.7610334.88
1552013.05.29 11:15buy420.101.288161.285151.29166
1562013.05.29 13:47t/p420.101.291661.285151.2916635.0010369.88
1572013.05.29 14:00buy430.101.293321.285151.29682
1582013.05.29 14:03t/p430.101.296821.285151.2968235.0010404.88
1592013.05.29 14:15buy440.101.295761.285151.29926
1602013.05.29 16:45modify440.101.295761.292400.00000
1612013.05.29 20:15modify440.101.295761.293260.00000
1622013.05.29 20:26s/l440.101.293261.293260.00000-25.0010379.88
1632013.06.04 09:00buy450.101.306701.305451.31020
1642013.06.04 09:21s/l450.101.305451.305451.31020-12.5010367.38
1652013.06.10 18:30buy460.101.322871.318101.32637
1662013.06.10 20:45modify460.101.322871.322270.00000
1672013.06.11 00:00modify460.101.322871.325220.00000
1682013.06.11 00:50s/l460.101.325221.325220.0000023.2610390.64
1692013.06.19 05:45sell470.101.338481.340381.33498
1702013.06.19 07:30modify470.101.338481.339520.00000
1712013.06.19 08:20s/l470.101.339521.339520.00000-10.4010380.24
1722013.06.21 10:30sell480.101.321351.325121.31785
1732013.06.21 14:00modify480.101.321351.323020.00000
1742013.06.21 17:15modify480.101.321351.317820.00000
1752013.06.21 21:30modify480.101.321351.316070.00000
1762013.06.24 02:30modify480.101.321351.311580.00000
1772013.06.24 05:00modify480.101.321351.311470.00000
1782013.06.24 09:00modify480.101.321351.311270.00000
1792013.06.24 10:31s/l480.101.311271.311270.00000100.8210481.06
1802013.06.27 13:00sell490.101.301651.304191.29815
1812013.06.27 14:31s/l490.101.304191.304191.29815-25.4010455.66
1822013.07.10 08:30buy500.101.278651.277181.28215
1832013.07.10 10:30modify500.101.278651.277910.00000
1842013.07.10 13:45modify500.101.278651.280870.00000
1852013.07.10 16:15modify500.101.278651.280830.00000
1862013.07.10 20:00modify500.101.278651.283220.00000
1872013.07.10 21:30modify500.101.278651.284290.00000
1882013.07.11 06:00modify500.101.278651.306660.00000
1892013.07.11 08:15modify500.101.278651.311940.00000
1902013.07.11 08:36s/l500.101.311941.311940.00000332.1810787.84
1912013.07.22 09:30sell510.101.314961.316241.31146
1922013.07.22 10:25s/l510.101.316241.316241.31146-12.8010775.04
1932013.07.24 04:45sell520.101.321621.322841.31812
1942013.07.24 08:15modify520.101.321621.321320.00000
1952013.07.24 09:58s/l520.101.321321.321320.000003.0010778.04