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 profit-483.40Gross profit7533.10Gross loss-8016.50
Profit factor0.94Expected payoff-21.97
Absolute drawdown660.00Maximal drawdown4906.50 (9.02%)Relative drawdown9.02% (4906.50)
Total trades22Short positions (won %)9 (55.56%)Long positions (won %)13 (61.54%)
Profit trades (% of total)13 (59.09%)Loss trades (% of total)9 (40.91%)
Largestprofit trade1000.00loss trade-1011.00
Averageprofit trade579.47loss trade-890.72
Maximumconsecutive wins (profit in money)5 (3510.00)consecutive losses (loss in money)5 (-4016.50)
Maximalconsecutive profit (count of wins)3510.00 (5)consecutive loss (count of losses)-4016.50 (5)
Averageconsecutive wins4consecutive losses3
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
92008.05.02 00:00buy stop42.001.54831.54330.0000
102008.05.02 00:00sell stop52.001.54631.55130.0000
112008.05.02 00:10sell52.001.54631.55130.0000
122008.05.02 00:10delete42.001.54831.54330.0000
132008.05.02 15:32close51.001.54121.55130.0000510.0052010.00
142008.05.02 15:32sell61.001.54631.55130.0000
152008.05.02 15:32modify61.001.54631.54630.0000
162008.05.02 15:37close61.001.53631.54630.00001000.0053010.00
172008.05.06 00:00buy stop72.001.55051.54550.0000
182008.05.06 00:00sell stop82.001.54851.55350.0000
192008.05.06 02:13buy72.001.55051.54550.0000
202008.05.06 02:13delete82.001.54851.55350.0000
212008.05.06 10:38s/l72.001.54551.54550.0000-1000.0052010.00
222008.05.07 00:00buy stop92.001.55411.54910.0000
232008.05.07 00:00sell stop102.001.55211.55710.0000
242008.05.07 01:40buy92.001.55411.54910.0000
252008.05.07 01:40delete102.001.55211.55710.0000
262008.05.07 05:07s/l92.001.54911.54910.0000-1000.0051010.00
272008.05.08 00:00buy stop112.001.54011.53510.0000
282008.05.08 00:00sell stop122.001.53811.54310.0000
292008.05.08 01:00buy112.001.54011.53510.0000
302008.05.08 01:00delete122.001.53811.54310.0000
312008.05.08 02:49s/l112.001.53511.53510.0000-1000.0050010.00
322008.05.12 00:00buy stop132.001.54891.54390.0000
332008.05.12 17:03buy132.001.54891.54390.0000
342008.05.12 18:44close131.001.55401.54390.0000510.0050520.00
352008.05.12 18:44buy141.001.54891.54390.0000
362008.05.12 18:44modify141.001.54891.54890.0000
372008.05.13 11:42s/l141.001.54891.54890.00003.1050523.10
382008.05.15 00:00buy stop152.001.54831.54330.0000
392008.05.15 00:00sell stop162.001.54631.55130.0000
402008.05.15 00:05buy152.001.54831.54330.0000
412008.05.15 00:05delete162.001.54631.55130.0000
422008.05.15 09:21close151.001.55331.54330.0000500.0051023.10
432008.05.15 09:21buy171.001.54831.54330.0000
442008.05.15 09:21modify171.001.54831.54830.0000
452008.05.15 13:07s/l171.001.54831.54830.00000.0051023.10
462008.05.16 00:00buy stop182.001.54581.54080.0000
472008.05.16 00:00sell stop192.001.54381.54880.0000
482008.05.16 00:24sell192.001.54381.54880.0000
492008.05.16 00:24delete182.001.54581.54080.0000
502008.05.16 07:50s/l192.001.54881.54880.0000-1000.0050023.10
512008.05.20 00:00buy stop202.001.55191.54690.0000
522008.05.20 00:00sell stop212.001.54991.55490.0000
532008.05.20 00:15buy202.001.55191.54690.0000
542008.05.20 00:15delete212.001.54991.55490.0000
552008.05.20 09:36close201.001.55691.54690.0000500.0050523.10
562008.05.20 09:36buy221.001.55191.54690.0000
572008.05.20 09:36modify221.001.55191.55190.0000
582008.05.20 12:23close221.001.56191.55190.00001000.0051523.10
592008.05.21 00:00buy stop232.001.56541.56040.0000
602008.05.21 00:00sell stop242.001.56341.56840.0000
612008.05.21 00:02buy232.001.56541.56040.0000
622008.05.21 00:02delete242.001.56341.56840.0000
632008.05.21 11:01close231.001.57051.56040.0000510.0052033.10
642008.05.21 11:01buy251.001.56541.56040.0000
652008.05.21 11:01modify251.001.56541.56540.0000
662008.05.21 13:30close251.001.57541.56540.00001000.0053033.10
672008.05.22 00:00buy stop262.001.58041.57540.0000
682008.05.22 00:00sell stop272.001.57841.58340.0000
692008.05.22 00:11sell272.001.57841.58340.0000
702008.05.22 00:11delete262.001.58041.57540.0000
712008.05.22 15:34close271.001.57341.58340.0000500.0053533.10
722008.05.22 15:34sell281.001.57841.58340.0000
732008.05.22 15:34modify281.001.57841.57840.0000
742008.05.23 18:09s/l281.001.57841.57840.0000-5.5053527.60
752008.05.26 00:00buy stop292.001.57841.57340.0000
762008.05.26 00:00sell stop302.001.57641.58140.0000
772008.05.26 00:09sell302.001.57641.58140.0000
782008.05.26 00:09delete292.001.57841.57340.0000
792008.05.27 08:48s/l302.001.58141.58140.0000-1011.0052516.60
802008.05.28 00:00buy stop312.001.57011.56510.0000
812008.05.28 00:00sell stop322.001.56811.57310.0000
822008.05.28 00:27sell322.001.56811.57310.0000
832008.05.28 00:27delete312.001.57011.56510.0000
842008.05.28 09:19s/l322.001.57311.57310.0000-1000.0051516.60
852008.05.29 00:00buy stop332.001.56471.55970.0000
862008.05.29 00:00sell stop342.001.56271.56770.0000
872008.05.29 00:31buy332.001.56471.55970.0000
882008.05.29 00:31delete342.001.56271.56770.0000
892008.05.29 09:06s/l332.001.55971.55970.0000-1000.0050516.60
902008.05.30 00:00buy stop352.001.55271.54770.0000
912008.05.30 00:00sell stop362.001.55071.55570.0000
922008.05.30 00:40buy352.001.55271.54770.0000
932008.05.30 00:40delete362.001.55071.55570.0000
942008.05.30 10:19s/l352.001.54771.54770.0000-1000.0049516.60