Strategy Tester Report
jtmoore007-2B2-v10
SIG-Real.us (Build 216)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2008.05.01 00:00 - 2008.05.30 22:00 (2008.05.01 - 2008.06.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | STRset="<< 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 test | 1525 | Ticks modelled | 177567 | Modelling quality | 82.37% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 50000.00 | ||||
| Total net profit | -483.40 | Gross profit | 7533.10 | Gross loss | -8016.50 |
| Profit factor | 0.94 | Expected payoff | -21.97 | ||
| Absolute drawdown | 660.00 | Maximal drawdown | 4906.50 (9.02%) | Relative drawdown | 9.02% (4906.50) |
| Total trades | 22 | Short 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%) | ||
| Largest | profit trade | 1000.00 | loss trade | -1011.00 | |
| Average | profit trade | 579.47 | loss trade | -890.72 | |
| Maximum | consecutive wins (profit in money) | 5 (3510.00) | consecutive losses (loss in money) | 5 (-4016.50) | |
| Maximal | consecutive profit (count of wins) | 3510.00 (5) | consecutive loss (count of losses) | -4016.50 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.05.01 00:00 | buy stop | 1 | 2.00 | 1.5631 | 1.5581 | 0.0000 | ||
| 2 | 2008.05.01 00:00 | sell stop | 2 | 2.00 | 1.5611 | 1.5661 | 0.0000 | ||
| 3 | 2008.05.01 00:36 | sell | 2 | 2.00 | 1.5611 | 1.5661 | 0.0000 | ||
| 4 | 2008.05.01 00:36 | delete | 1 | 2.00 | 1.5631 | 1.5581 | 0.0000 | ||
| 5 | 2008.05.01 10:33 | close | 2 | 1.00 | 1.5561 | 1.5661 | 0.0000 | 500.00 | 50500.00 |
| 6 | 2008.05.01 10:33 | sell | 3 | 1.00 | 1.5611 | 1.5661 | 0.0000 | ||
| 7 | 2008.05.01 10:33 | modify | 3 | 1.00 | 1.5611 | 1.5611 | 0.0000 | ||
| 8 | 2008.05.01 11:44 | close | 3 | 1.00 | 1.5511 | 1.5611 | 0.0000 | 1000.00 | 51500.00 |
| 9 | 2008.05.02 00:00 | buy stop | 4 | 2.00 | 1.5483 | 1.5433 | 0.0000 | ||
| 10 | 2008.05.02 00:00 | sell stop | 5 | 2.00 | 1.5463 | 1.5513 | 0.0000 | ||
| 11 | 2008.05.02 00:10 | sell | 5 | 2.00 | 1.5463 | 1.5513 | 0.0000 | ||
| 12 | 2008.05.02 00:10 | delete | 4 | 2.00 | 1.5483 | 1.5433 | 0.0000 | ||
| 13 | 2008.05.02 15:32 | close | 5 | 1.00 | 1.5412 | 1.5513 | 0.0000 | 510.00 | 52010.00 |
| 14 | 2008.05.02 15:32 | sell | 6 | 1.00 | 1.5463 | 1.5513 | 0.0000 | ||
| 15 | 2008.05.02 15:32 | modify | 6 | 1.00 | 1.5463 | 1.5463 | 0.0000 | ||
| 16 | 2008.05.02 15:37 | close | 6 | 1.00 | 1.5363 | 1.5463 | 0.0000 | 1000.00 | 53010.00 |
| 17 | 2008.05.06 00:00 | buy stop | 7 | 2.00 | 1.5505 | 1.5455 | 0.0000 | ||
| 18 | 2008.05.06 00:00 | sell stop | 8 | 2.00 | 1.5485 | 1.5535 | 0.0000 | ||
| 19 | 2008.05.06 02:13 | buy | 7 | 2.00 | 1.5505 | 1.5455 | 0.0000 | ||
| 20 | 2008.05.06 02:13 | delete | 8 | 2.00 | 1.5485 | 1.5535 | 0.0000 | ||
| 21 | 2008.05.06 10:38 | s/l | 7 | 2.00 | 1.5455 | 1.5455 | 0.0000 | -1000.00 | 52010.00 |
| 22 | 2008.05.07 00:00 | buy stop | 9 | 2.00 | 1.5541 | 1.5491 | 0.0000 | ||
| 23 | 2008.05.07 00:00 | sell stop | 10 | 2.00 | 1.5521 | 1.5571 | 0.0000 | ||
| 24 | 2008.05.07 01:40 | buy | 9 | 2.00 | 1.5541 | 1.5491 | 0.0000 | ||
| 25 | 2008.05.07 01:40 | delete | 10 | 2.00 | 1.5521 | 1.5571 | 0.0000 | ||
| 26 | 2008.05.07 05:07 | s/l | 9 | 2.00 | 1.5491 | 1.5491 | 0.0000 | -1000.00 | 51010.00 |
| 27 | 2008.05.08 00:00 | buy stop | 11 | 2.00 | 1.5401 | 1.5351 | 0.0000 | ||
| 28 | 2008.05.08 00:00 | sell stop | 12 | 2.00 | 1.5381 | 1.5431 | 0.0000 | ||
| 29 | 2008.05.08 01:00 | buy | 11 | 2.00 | 1.5401 | 1.5351 | 0.0000 | ||
| 30 | 2008.05.08 01:00 | delete | 12 | 2.00 | 1.5381 | 1.5431 | 0.0000 | ||
| 31 | 2008.05.08 02:49 | s/l | 11 | 2.00 | 1.5351 | 1.5351 | 0.0000 | -1000.00 | 50010.00 |
| 32 | 2008.05.12 00:00 | buy stop | 13 | 2.00 | 1.5489 | 1.5439 | 0.0000 | ||
| 33 | 2008.05.12 17:03 | buy | 13 | 2.00 | 1.5489 | 1.5439 | 0.0000 | ||
| 34 | 2008.05.12 18:44 | close | 13 | 1.00 | 1.5540 | 1.5439 | 0.0000 | 510.00 | 50520.00 |
| 35 | 2008.05.12 18:44 | buy | 14 | 1.00 | 1.5489 | 1.5439 | 0.0000 | ||
| 36 | 2008.05.12 18:44 | modify | 14 | 1.00 | 1.5489 | 1.5489 | 0.0000 | ||
| 37 | 2008.05.13 11:42 | s/l | 14 | 1.00 | 1.5489 | 1.5489 | 0.0000 | 3.10 | 50523.10 |
| 38 | 2008.05.15 00:00 | buy stop | 15 | 2.00 | 1.5483 | 1.5433 | 0.0000 | ||
| 39 | 2008.05.15 00:00 | sell stop | 16 | 2.00 | 1.5463 | 1.5513 | 0.0000 | ||
| 40 | 2008.05.15 00:05 | buy | 15 | 2.00 | 1.5483 | 1.5433 | 0.0000 | ||
| 41 | 2008.05.15 00:05 | delete | 16 | 2.00 | 1.5463 | 1.5513 | 0.0000 | ||
| 42 | 2008.05.15 09:21 | close | 15 | 1.00 | 1.5533 | 1.5433 | 0.0000 | 500.00 | 51023.10 |
| 43 | 2008.05.15 09:21 | buy | 17 | 1.00 | 1.5483 | 1.5433 | 0.0000 | ||
| 44 | 2008.05.15 09:21 | modify | 17 | 1.00 | 1.5483 | 1.5483 | 0.0000 | ||
| 45 | 2008.05.15 13:07 | s/l | 17 | 1.00 | 1.5483 | 1.5483 | 0.0000 | 0.00 | 51023.10 |
| 46 | 2008.05.16 00:00 | buy stop | 18 | 2.00 | 1.5458 | 1.5408 | 0.0000 | ||
| 47 | 2008.05.16 00:00 | sell stop | 19 | 2.00 | 1.5438 | 1.5488 | 0.0000 | ||
| 48 | 2008.05.16 00:24 | sell | 19 | 2.00 | 1.5438 | 1.5488 | 0.0000 | ||
| 49 | 2008.05.16 00:24 | delete | 18 | 2.00 | 1.5458 | 1.5408 | 0.0000 | ||
| 50 | 2008.05.16 07:50 | s/l | 19 | 2.00 | 1.5488 | 1.5488 | 0.0000 | -1000.00 | 50023.10 |
| 51 | 2008.05.20 00:00 | buy stop | 20 | 2.00 | 1.5519 | 1.5469 | 0.0000 | ||
| 52 | 2008.05.20 00:00 | sell stop | 21 | 2.00 | 1.5499 | 1.5549 | 0.0000 | ||
| 53 | 2008.05.20 00:15 | buy | 20 | 2.00 | 1.5519 | 1.5469 | 0.0000 | ||
| 54 | 2008.05.20 00:15 | delete | 21 | 2.00 | 1.5499 | 1.5549 | 0.0000 | ||
| 55 | 2008.05.20 09:36 | close | 20 | 1.00 | 1.5569 | 1.5469 | 0.0000 | 500.00 | 50523.10 |
| 56 | 2008.05.20 09:36 | buy | 22 | 1.00 | 1.5519 | 1.5469 | 0.0000 | ||
| 57 | 2008.05.20 09:36 | modify | 22 | 1.00 | 1.5519 | 1.5519 | 0.0000 | ||
| 58 | 2008.05.20 12:23 | close | 22 | 1.00 | 1.5619 | 1.5519 | 0.0000 | 1000.00 | 51523.10 |
| 59 | 2008.05.21 00:00 | buy stop | 23 | 2.00 | 1.5654 | 1.5604 | 0.0000 | ||
| 60 | 2008.05.21 00:00 | sell stop | 24 | 2.00 | 1.5634 | 1.5684 | 0.0000 | ||
| 61 | 2008.05.21 00:02 | buy | 23 | 2.00 | 1.5654 | 1.5604 | 0.0000 | ||
| 62 | 2008.05.21 00:02 | delete | 24 | 2.00 | 1.5634 | 1.5684 | 0.0000 | ||
| 63 | 2008.05.21 11:01 | close | 23 | 1.00 | 1.5705 | 1.5604 | 0.0000 | 510.00 | 52033.10 |
| 64 | 2008.05.21 11:01 | buy | 25 | 1.00 | 1.5654 | 1.5604 | 0.0000 | ||
| 65 | 2008.05.21 11:01 | modify | 25 | 1.00 | 1.5654 | 1.5654 | 0.0000 | ||
| 66 | 2008.05.21 13:30 | close | 25 | 1.00 | 1.5754 | 1.5654 | 0.0000 | 1000.00 | 53033.10 |
| 67 | 2008.05.22 00:00 | buy stop | 26 | 2.00 | 1.5804 | 1.5754 | 0.0000 | ||
| 68 | 2008.05.22 00:00 | sell stop | 27 | 2.00 | 1.5784 | 1.5834 | 0.0000 | ||
| 69 | 2008.05.22 00:11 | sell | 27 | 2.00 | 1.5784 | 1.5834 | 0.0000 | ||
| 70 | 2008.05.22 00:11 | delete | 26 | 2.00 | 1.5804 | 1.5754 | 0.0000 | ||
| 71 | 2008.05.22 15:34 | close | 27 | 1.00 | 1.5734 | 1.5834 | 0.0000 | 500.00 | 53533.10 |
| 72 | 2008.05.22 15:34 | sell | 28 | 1.00 | 1.5784 | 1.5834 | 0.0000 | ||
| 73 | 2008.05.22 15:34 | modify | 28 | 1.00 | 1.5784 | 1.5784 | 0.0000 | ||
| 74 | 2008.05.23 18:09 | s/l | 28 | 1.00 | 1.5784 | 1.5784 | 0.0000 | -5.50 | 53527.60 |
| 75 | 2008.05.26 00:00 | buy stop | 29 | 2.00 | 1.5784 | 1.5734 | 0.0000 | ||
| 76 | 2008.05.26 00:00 | sell stop | 30 | 2.00 | 1.5764 | 1.5814 | 0.0000 | ||
| 77 | 2008.05.26 00:09 | sell | 30 | 2.00 | 1.5764 | 1.5814 | 0.0000 | ||
| 78 | 2008.05.26 00:09 | delete | 29 | 2.00 | 1.5784 | 1.5734 | 0.0000 | ||
| 79 | 2008.05.27 08:48 | s/l | 30 | 2.00 | 1.5814 | 1.5814 | 0.0000 | -1011.00 | 52516.60 |
| 80 | 2008.05.28 00:00 | buy stop | 31 | 2.00 | 1.5701 | 1.5651 | 0.0000 | ||
| 81 | 2008.05.28 00:00 | sell stop | 32 | 2.00 | 1.5681 | 1.5731 | 0.0000 | ||
| 82 | 2008.05.28 00:27 | sell | 32 | 2.00 | 1.5681 | 1.5731 | 0.0000 | ||
| 83 | 2008.05.28 00:27 | delete | 31 | 2.00 | 1.5701 | 1.5651 | 0.0000 | ||
| 84 | 2008.05.28 09:19 | s/l | 32 | 2.00 | 1.5731 | 1.5731 | 0.0000 | -1000.00 | 51516.60 |
| 85 | 2008.05.29 00:00 | buy stop | 33 | 2.00 | 1.5647 | 1.5597 | 0.0000 | ||
| 86 | 2008.05.29 00:00 | sell stop | 34 | 2.00 | 1.5627 | 1.5677 | 0.0000 | ||
| 87 | 2008.05.29 00:31 | buy | 33 | 2.00 | 1.5647 | 1.5597 | 0.0000 | ||
| 88 | 2008.05.29 00:31 | delete | 34 | 2.00 | 1.5627 | 1.5677 | 0.0000 | ||
| 89 | 2008.05.29 09:06 | s/l | 33 | 2.00 | 1.5597 | 1.5597 | 0.0000 | -1000.00 | 50516.60 |
| 90 | 2008.05.30 00:00 | buy stop | 35 | 2.00 | 1.5527 | 1.5477 | 0.0000 | ||
| 91 | 2008.05.30 00:00 | sell stop | 36 | 2.00 | 1.5507 | 1.5557 | 0.0000 | ||
| 92 | 2008.05.30 00:40 | buy | 35 | 2.00 | 1.5527 | 1.5477 | 0.0000 | ||
| 93 | 2008.05.30 00:40 | delete | 36 | 2.00 | 1.5507 | 1.5557 | 0.0000 | ||
| 94 | 2008.05.30 10:19 | s/l | 35 | 2.00 | 1.5477 | 1.5477 | 0.0000 | -1000.00 | 49516.60 |