Strategy Tester Report
jtmoore007-2B2-v10
SIG-Real.us (Build 216)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2008.05.01 00:00 - 2008.05.30 22:00 (2008.05.01 - 2008.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSTRset="<< Strategy Setting >>"; TimeFrame=7; PendingDistant=10; InitStopLoss=50; FirstLots=1; FirstTarget=50; SecondLots=1; SecondTarget=100; GENset="<< General Setting >>"; UseAlert=false; SendEmail=false; Slippage=2; MagicNumbers=5234;
Bars in test1525Ticks modelled177567Modelling quality82.37%
Mismatched charts errors0
Initial deposit50000.00
Total net profit2714.70Gross profit21720.80Gross loss-19006.10
Profit factor1.14Expected payoff49.36
Absolute drawdown4271.00Maximal drawdown6051.00 (11.69%)Relative drawdown11.69% (6051.00)
Total trades55Short positions (won %)22 (59.09%)Long positions (won %)33 (66.67%)
Profit trades (% of total)35 (63.64%)Loss trades (% of total)20 (36.36%)
Largestprofit trade1053.10loss trade-1011.00
Averageprofit trade620.59loss trade-950.30
Maximumconsecutive wins (profit in money)6 (3511.40)consecutive losses (loss in money)5 (-5011.00)
Maximalconsecutive profit (count of wins)3511.40 (6)consecutive loss (count of losses)-5011.00 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.05.01 00:00buy stop12.001.56311.55810.0000
22008.05.01 00:00sell stop22.001.56111.56610.0000
32008.05.01 00:36sell22.001.56111.56610.0000
42008.05.01 00:36delete12.001.56311.55810.0000
52008.05.01 10:33close21.001.55611.56610.0000500.0050500.00
62008.05.01 10:33sell31.001.56111.56610.0000
72008.05.01 10:33modify31.001.56111.56110.0000
82008.05.01 11:44close31.001.55111.56110.00001000.0051500.00
92008.05.01 12:00buy stop42.001.55281.54780.0000
102008.05.01 12:00sell stop52.001.55081.55580.0000
112008.05.01 12:02buy42.001.55281.54780.0000
122008.05.01 12:02delete52.001.55081.55580.0000
132008.05.01 15:37s/l42.001.54781.54780.0000-1000.0050500.00
142008.05.01 16:00buy stop62.001.54931.54430.0000
152008.05.01 16:00sell stop72.001.54731.55230.0000
162008.05.01 16:00buy62.001.54931.54430.0000
172008.05.01 16:00delete72.001.54731.55230.0000
182008.05.01 17:25s/l62.001.54431.54430.0000-1000.0049500.00
192008.05.01 18:00buy stop82.001.54591.54090.0000
202008.05.01 18:00sell stop92.001.54391.54890.0000
212008.05.01 18:08sell92.001.54391.54890.0000
222008.05.01 18:08delete82.001.54591.54090.0000
232008.05.02 11:52s/l92.001.54891.54890.0000-1011.0048489.00
242008.05.02 12:00buy stop102.001.54911.54410.0000
252008.05.02 12:00sell stop112.001.54711.55210.0000
262008.05.02 12:02buy102.001.54911.54410.0000
272008.05.02 12:02delete112.001.54711.55210.0000
282008.05.02 15:30s/l102.001.54411.54410.0000-1000.0047489.00
292008.05.02 16:00buy stop122.001.54101.53600.0000
302008.05.02 16:00sell stop132.001.53901.54400.0000
312008.05.02 16:03sell132.001.53901.54400.0000
322008.05.02 16:03delete122.001.54101.53600.0000
332008.05.02 18:17s/l132.001.54401.54400.0000-1000.0046489.00
342008.05.02 19:00buy stop142.001.54391.53890.0000
352008.05.02 19:00sell stop152.001.54191.54690.0000
362008.05.02 19:10buy142.001.54391.53890.0000
372008.05.02 19:10delete152.001.54191.54690.0000
382008.05.05 11:27close141.001.54891.53890.0000503.1046992.10
392008.05.05 11:27buy161.001.54391.53890.0000
402008.05.05 11:27modify161.001.54391.54390.0000
412008.05.05 17:08s/l161.001.54391.54390.00003.1046995.20
422008.05.05 18:00buy stop172.001.54881.54380.0000
432008.05.05 18:00sell stop182.001.54681.55180.0000
442008.05.05 18:15buy172.001.54881.54380.0000
452008.05.05 18:15delete182.001.54681.55180.0000
462008.05.06 14:45close171.001.55381.54380.0000503.1047498.30
472008.05.06 14:45buy191.001.54881.54380.0000
482008.05.06 14:45modify191.001.54881.54880.0000
492008.05.06 17:17close191.001.55881.54880.00001003.1048501.40
502008.05.06 18:00buy stop202.001.55631.55130.0000
512008.05.06 18:00sell stop212.001.55431.55930.0000
522008.05.06 18:08sell212.001.55431.55930.0000
532008.05.06 18:08delete202.001.55631.55130.0000
542008.05.07 05:07close211.001.54931.55930.0000494.5048995.90
552008.05.07 05:07sell221.001.55431.55930.0000
562008.05.07 05:07modify221.001.55431.55430.0000
572008.05.07 13:01close221.001.54421.55430.00001004.5050000.40
582008.05.07 14:00buy stop232.001.54371.53870.0000
592008.05.07 14:00sell stop242.001.54171.54670.0000
602008.05.07 14:10buy232.001.54371.53870.0000
612008.05.07 14:10delete242.001.54171.54670.0000
622008.05.07 16:03s/l232.001.53871.53870.0000-1000.0049000.40
632008.05.07 17:00buy stop252.001.54111.53610.0000
642008.05.07 17:00sell stop262.001.53911.54410.0000
652008.05.07 17:00buy252.001.54111.53610.0000
662008.05.07 17:00delete262.001.53911.54410.0000
672008.05.08 02:34s/l252.001.53611.53610.0000-981.4048019.00
682008.05.08 03:00buy stop272.001.53521.53020.0000
692008.05.08 03:00sell stop282.001.53321.53820.0000
702008.05.08 03:00buy272.001.53521.53020.0000
712008.05.08 03:00delete282.001.53321.53820.0000
722008.05.08 04:56s/l272.001.53021.53020.0000-1000.0047019.00
732008.05.08 05:00buy stop292.001.53071.52570.0000
742008.05.08 05:00sell stop302.001.52871.53370.0000
752008.05.08 05:01buy292.001.53071.52570.0000
762008.05.08 05:01delete302.001.52871.53370.0000
772008.05.08 14:33close291.001.53571.52570.0000500.0047519.00
782008.05.08 14:33buy311.001.53071.52570.0000
792008.05.08 14:33modify311.001.53071.53070.0000
802008.05.08 16:10close311.001.54071.53070.00001000.0048519.00
812008.05.08 17:00buy stop322.001.54121.53620.0000
822008.05.08 17:00sell stop332.001.53921.54420.0000
832008.05.08 17:03buy322.001.54121.53620.0000
842008.05.08 17:03delete332.001.53921.54420.0000
852008.05.09 09:03close321.001.54621.53620.0000503.1049022.10
862008.05.09 09:03buy341.001.54121.53620.0000
872008.05.09 09:03modify341.001.54121.54120.0000
882008.05.12 05:58s/l341.001.54121.54120.00006.2049028.30
892008.05.12 06:00buy stop352.001.54211.53710.0000
902008.05.12 06:00sell stop362.001.54011.54510.0000
912008.05.12 06:53sell362.001.54011.54510.0000
922008.05.12 06:53delete352.001.54211.53710.0000
932008.05.12 13:10s/l362.001.54511.54510.0000-1000.0048028.30
942008.05.12 14:00buy stop372.001.54541.54040.0000
952008.05.12 14:00sell stop382.001.54341.54840.0000
962008.05.12 14:04buy372.001.54541.54040.0000
972008.05.12 14:04delete382.001.54341.54840.0000
982008.05.12 18:09close371.001.55051.54040.0000510.0048538.30
992008.05.12 18:09buy391.001.54541.54040.0000
1002008.05.12 18:09modify391.001.54541.54540.0000
1012008.05.12 20:08close391.001.55561.54540.00001020.0049558.30
1022008.05.12 21:00buy stop402.001.55701.55200.0000
1032008.05.12 21:00sell stop412.001.55501.56000.0000
1042008.05.12 21:08sell412.001.55501.56000.0000
1052008.05.12 21:08delete402.001.55701.55200.0000
1062008.05.13 11:35close411.001.55001.56000.0000494.5050052.80
1072008.05.13 11:35sell421.001.55501.56000.0000
1082008.05.13 11:35modify421.001.55501.55500.0000
1092008.05.13 13:13close421.001.54481.55500.00001014.5051067.30
1102008.05.13 14:00buy stop432.001.54741.54240.0000
1112008.05.13 14:00sell stop442.001.54541.55040.0000
1122008.05.13 14:08buy432.001.54741.54240.0000
1132008.05.13 14:08delete442.001.54541.55040.0000
1142008.05.14 10:07s/l432.001.54241.54240.0000-993.8050073.50
1152008.05.14 11:00buy stop452.001.54231.53730.0000
1162008.05.14 11:00sell stop462.001.54031.54530.0000
1172008.05.14 11:21buy452.001.54231.53730.0000
1182008.05.14 11:21delete462.001.54031.54530.0000
1192008.05.14 15:35close451.001.54741.53730.0000510.0050583.50
1202008.05.14 15:35buy471.001.54231.53730.0000
1212008.05.14 15:35modify471.001.54231.54230.0000
1222008.05.15 09:12close471.001.55231.54230.00001009.3051592.80
1232008.05.15 10:00buy stop482.001.55521.55020.0000
1242008.05.15 10:00sell stop492.001.55321.55820.0000
1252008.05.15 10:15sell492.001.55321.55820.0000
1262008.05.15 10:15delete482.001.55521.55020.0000
1272008.05.15 14:32close491.001.54821.55820.0000500.0052092.80
1282008.05.15 14:32sell501.001.55321.55820.0000
1292008.05.15 14:34modify501.001.55321.55320.0000
1302008.05.15 19:39close501.001.54321.55320.00001000.0053092.80
1312008.05.15 20:00buy stop512.001.54421.53920.0000
1322008.05.15 20:00sell stop522.001.54221.54720.0000
1332008.05.15 20:06sell522.001.54221.54720.0000
1342008.05.15 20:06delete512.001.54421.53920.0000
1352008.05.16 04:59s/l522.001.54721.54720.0000-1011.0052081.80
1362008.05.16 05:00buy stop532.001.54781.54280.0000
1372008.05.16 05:00sell stop542.001.54581.55080.0000
1382008.05.16 05:07buy532.001.54781.54280.0000
1392008.05.16 05:07delete542.001.54581.55080.0000
1402008.05.16 17:11close531.001.55281.54280.0000500.0052581.80
1412008.05.16 17:11buy551.001.54781.54280.0000
1422008.05.16 17:11modify551.001.54781.54780.0000
1432008.05.16 18:16close551.001.55791.54780.00001010.0053591.80
1442008.05.16 19:00buy stop562.001.55991.55490.0000
1452008.05.16 19:00sell stop572.001.55791.56290.0000
1462008.05.16 19:19sell572.001.55791.56290.0000
1472008.05.16 19:19delete562.001.55991.55490.0000
1482008.05.19 11:29s/l572.001.56291.56290.0000-1011.0052580.80
1492008.05.19 12:00buy stop582.001.56271.55770.0000
1502008.05.19 12:00sell stop592.001.56071.56570.0000
1512008.05.19 12:24sell592.001.56071.56570.0000
1522008.05.19 12:24delete582.001.56271.55770.0000
1532008.05.19 16:50close591.001.55571.56570.0000500.0053080.80
1542008.05.19 16:50sell601.001.56071.56570.0000
1552008.05.19 16:50modify601.001.56071.56070.0000
1562008.05.19 17:29close601.001.55071.56070.00001000.0054080.80
1572008.05.19 18:00buy stop612.001.55221.54720.0000
1582008.05.19 18:00sell stop622.001.55021.55520.0000
1592008.05.19 18:02sell622.001.55021.55520.0000
1602008.05.19 18:02delete612.001.55221.54720.0000
1612008.05.20 09:03s/l622.001.55521.55520.0000-1011.0053069.80
1622008.05.20 10:00buy stop632.001.55851.55350.0000
1632008.05.20 10:00sell stop642.001.55651.56150.0000
1642008.05.20 10:02buy632.001.55851.55350.0000
1652008.05.20 10:02delete642.001.55651.56150.0000
1662008.05.20 12:26close631.001.56361.55350.0000510.0053579.80
1672008.05.20 12:26buy651.001.55851.55350.0000
1682008.05.20 12:26modify651.001.55851.55850.0000
1692008.05.21 11:00close651.001.56901.55850.00001053.1054632.90
1702008.05.21 12:00buy stop662.001.57441.56940.0000
1712008.05.21 12:00sell stop672.001.57241.57740.0000
1722008.05.21 12:04sell672.001.57241.57740.0000
1732008.05.21 12:04delete662.001.57441.56940.0000
1742008.05.21 14:02s/l672.001.57741.57740.0000-1000.0053632.90
1752008.05.21 15:00buy stop682.001.57681.57180.0000
1762008.05.21 15:00sell stop692.001.57481.57980.0000
1772008.05.21 15:12sell692.001.57481.57980.0000
1782008.05.21 15:12delete682.001.57681.57180.0000
1792008.05.21 23:58s/l692.001.57981.57980.0000-1000.0052632.90
1802008.05.22 00:00buy stop702.001.58041.57540.0000
1812008.05.22 00:00sell stop712.001.57841.58340.0000
1822008.05.22 00:11sell712.001.57841.58340.0000
1832008.05.22 00:11delete702.001.58041.57540.0000
1842008.05.22 15:34close711.001.57341.58340.0000500.0053132.90
1852008.05.22 15:34sell721.001.57841.58340.0000
1862008.05.22 15:34modify721.001.57841.57840.0000
1872008.05.23 18:09s/l721.001.57841.57840.0000-5.5053127.40
1882008.05.23 19:00buy stop732.001.57921.57420.0000
1892008.05.23 19:00sell stop742.001.57721.58220.0000
1902008.05.23 19:33sell742.001.57721.58220.0000
1912008.05.23 19:33delete732.001.57921.57420.0000
1922008.05.27 16:16close741.001.57211.58220.0000499.0053626.40
1932008.05.27 16:16sell751.001.57721.58220.0000
1942008.05.27 16:16modify751.001.57721.57720.0000
1952008.05.28 04:03close751.001.56721.57720.0000983.5054609.90
1962008.05.28 05:00buy stop762.001.57061.56560.0000
1972008.05.28 05:00sell stop772.001.56861.57360.0000
1982008.05.28 06:00buy stop782.001.57071.56570.0000
1992008.05.28 06:00sell stop792.001.56871.57370.0000
2002008.05.28 06:08buy762.001.57061.56560.0000
2012008.05.28 06:08delete772.001.56861.57360.0000
2022008.05.28 06:08delete792.001.56871.57370.0000
2032008.05.28 06:08buy782.001.57071.56570.0000
2042008.05.28 11:00close761.001.57561.56560.0000500.0055109.90
2052008.05.28 11:00buy801.001.57061.56560.0000
2062008.05.28 11:00modify801.001.57061.57060.0000
2072008.05.28 11:00close781.001.57581.56570.0000510.0055619.90
2082008.05.28 11:00buy811.001.57071.56570.0000
2092008.05.28 11:00modify811.001.57071.57070.0000
2102008.05.28 11:20s/l811.001.57071.57070.00000.0055619.90
2112008.05.28 12:03s/l801.001.57061.57060.00000.0055619.90
2122008.05.28 13:00buy stop822.001.56881.56380.0000
2132008.05.28 13:00sell stop832.001.56681.57180.0000
2142008.05.28 13:05buy822.001.56881.56380.0000
2152008.05.28 13:05delete832.001.56681.57180.0000
2162008.05.28 15:17s/l822.001.56381.56380.0000-1000.0054619.90
2172008.05.28 16:00buy stop842.001.56371.55870.0000
2182008.05.28 16:00sell stop852.001.56171.56670.0000
2192008.05.28 16:01buy842.001.56371.55870.0000
2202008.05.28 16:01delete852.001.56171.56670.0000
2212008.05.29 09:07s/l842.001.55871.55870.0000-981.4053638.50
2222008.05.29 10:00buy stop862.001.55891.55390.0000
2232008.05.29 10:00sell stop872.001.55691.56190.0000
2242008.05.29 10:01buy862.001.55891.55390.0000
2252008.05.29 10:01delete872.001.55691.56190.0000
2262008.05.29 16:00s/l862.001.55391.55390.0000-1000.0052638.50
2272008.05.29 17:00buy stop882.001.55361.54860.0000
2282008.05.29 17:00sell stop892.001.55161.55660.0000
2292008.05.29 17:01buy882.001.55361.54860.0000
2302008.05.29 17:01delete892.001.55161.55660.0000
2312008.05.29 20:57s/l882.001.54861.54860.0000-1000.0051638.50
2322008.05.29 21:00buy stop902.001.54991.54490.0000
2332008.05.29 21:00sell stop912.001.54791.55290.0000
2342008.05.29 21:11buy902.001.54991.54490.0000
2352008.05.29 21:11delete912.001.54791.55290.0000
2362008.05.30 17:54close901.001.55491.54490.0000503.1052141.60
2372008.05.30 17:54buy921.001.54991.54490.0000
2382008.05.30 17:54modify921.001.54991.54990.0000
2392008.05.30 22:59close at stop921.001.55561.54990.0000573.1052714.70