Strategy Tester Report
Jame's SWB Grid EA

SymbolEURJPY (Euro vs Japanese Yen)
Period5 Minutes (M5) 2014.02.10 00:00 - 2014.02.14 23:55 (2014.02.10 - 2014.02.15)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters 
Bars in test2048Ticks modelled22371Modelling quality 78.00%
Mismatched charts errors0
Initial deposit100.00
Total net profit1103.84Gross profit1206.98Gross loss-103.14
Profit factor11.70Expected payoff19.71
Absolute drawdown32.43Maximal drawdown431.32 (71.22%)Relative drawdown71.22% (431.32)
Total trades56Short positions (won %)31 (83.87%)Long positions (won %)25 (76.00%)
Profit trades (% of total)45 (80.36%)Loss trades (% of total)11 (19.64%)
Largestprofit trade58.94loss trade-17.68
Averageprofit trade26.82loss trade-9.38
Maximumconsecutive wins (profit in money)13 (337.51)consecutive losses (loss in money)2 (-21.61)
Maximalconsecutive profit (count of wins)337.51 (13)consecutive loss (count of losses)-21.61 (2)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.02.10 00:00buy11.00139.53129.53139.68
22014.02.10 00:50t/p11.00139.68129.53139.6814.74114.74
32014.02.10 00:50sell21.00139.68149.68139.53
42014.02.10 03:27t/p21.00139.53149.68139.5314.73129.47
52014.02.10 03:27buy31.00139.53129.53139.68
62014.02.10 09:17buy42.00139.38129.38139.53
72014.02.10 10:58t/p42.00139.53129.38139.5329.48158.95
82014.02.10 11:27buy52.00139.38129.38139.53
92014.02.10 23:58t/p52.00139.53129.38139.5329.48188.43
102014.02.11 01:50buy62.00139.38129.38139.53
112014.02.11 02:42t/p62.00139.53129.38139.5329.48217.91
122014.02.11 02:50t/p31.00139.68129.53139.6814.82232.73
132014.02.11 02:50sell71.00139.69149.69139.54
142014.02.11 03:47t/p71.00139.54149.69139.5414.74247.47
152014.02.11 03:47buy81.00139.54129.54139.69
162014.02.11 06:47t/p81.00139.69129.54139.6914.74262.21
172014.02.11 06:47sell91.00139.69149.69139.54
182014.02.11 07:23sell102.00139.85149.85139.70
192014.02.11 09:33t/p102.00139.70149.85139.7029.46291.67
202014.02.11 10:08sell112.00139.84149.84139.69
212014.02.11 10:30sell124.00139.99149.99139.84
222014.02.11 10:53close124.00139.86149.99139.8451.07342.74
232014.02.11 10:53close112.00139.86149.84139.69-3.93338.81
242014.02.11 10:53close91.00139.86149.69139.54-16.69322.12
252014.02.11 10:53buy131.00139.85129.85140.00
262014.02.11 11:58t/p131.00140.00129.85140.0014.74336.86
272014.02.11 11:58sell141.00140.00150.00139.85
282014.02.11 15:31sell152.00140.15150.15140.00
292014.02.11 15:32sell164.00140.30150.30140.15
302014.02.11 15:34t/p164.00140.15150.30140.1558.94395.80
312014.02.11 15:48t/p152.00140.00150.15140.0029.47425.27
322014.02.11 15:53t/p141.00139.85150.00139.8514.73440.00
332014.02.11 15:53buy171.00139.85129.85140.00
342014.02.11 15:58buy182.00139.70129.70139.85
352014.02.11 16:11buy194.00139.54129.54139.69
362014.02.11 16:47close194.00139.68129.54139.6955.02495.02
372014.02.11 16:47close182.00139.68129.70139.85-3.93491.09
382014.02.11 16:47close171.00139.68129.85140.00-16.70474.39
392014.02.11 16:47sell201.00139.69149.69139.54
402014.02.11 17:12sell212.00139.84149.84139.69
412014.02.11 17:21sell224.00140.00150.00139.85
422014.02.12 01:54t/p224.00139.85150.00139.8558.14532.53
432014.02.12 10:04t/p212.00139.69149.84139.6929.07561.60
442014.02.12 10:25sell232.00139.85149.85139.70
452014.02.12 12:01t/p232.00139.70149.85139.7029.46591.06
462014.02.12 13:31t/p201.00139.54149.69139.5414.54605.60
472014.02.12 13:31buy241.00139.53129.53139.68
482014.02.12 13:35buy252.00139.37129.37139.52
492014.02.12 13:37buy264.00139.22129.22139.37
502014.02.12 18:06close264.00139.36129.22139.3755.02660.62
512014.02.12 18:06close252.00139.36129.37139.52-1.97658.65
522014.02.12 18:06close241.00139.36129.53139.68-16.70641.95
532014.02.12 18:06sell271.00139.37149.37139.22
542014.02.12 19:44t/p271.00139.22149.37139.2214.74656.69
552014.02.12 19:44buy281.00139.22129.22139.37
562014.02.12 20:25t/p281.00139.37129.22139.3714.74671.43
572014.02.12 20:25sell291.00139.37149.37139.22
582014.02.12 21:48t/p291.00139.22149.37139.2214.74686.17
592014.02.12 21:48buy301.00139.22129.22139.37
602014.02.12 23:22t/p301.00139.37129.22139.3714.74700.91
612014.02.12 23:22sell311.00139.37149.37139.22
622014.02.13 02:10t/p311.00139.22149.37139.2214.15715.06
632014.02.13 02:10buy321.00139.21129.21139.36
642014.02.13 02:32t/p321.00139.36129.21139.3614.74729.80
652014.02.13 02:32sell331.00139.36149.36139.21
662014.02.13 03:48t/p331.00139.21149.36139.2114.73744.53
672014.02.13 03:48buy341.00139.21129.21139.36
682014.02.13 04:53t/p341.00139.36129.21139.3614.74759.27
692014.02.13 04:53sell351.00139.36149.36139.21
702014.02.13 05:23t/p351.00139.21149.36139.2114.73774.00
712014.02.13 05:23buy361.00139.21129.21139.36
722014.02.13 05:35buy372.00139.06129.06139.21
732014.02.13 07:10buy384.00138.91128.91139.06
742014.02.13 08:12close384.00139.04128.91139.0651.09825.09
752014.02.13 08:12close372.00139.04129.06139.21-3.93821.16
762014.02.13 08:12close361.00139.04129.21139.36-16.70804.46
772014.02.13 08:12sell391.00139.05149.05138.90
782014.02.13 10:22sell402.00139.22149.22139.07
792014.02.13 11:00t/p402.00139.07149.22139.0729.46833.92
802014.02.13 11:22sell412.00139.21149.21139.06
812014.02.13 11:24sell424.00139.37149.37139.22
822014.02.13 13:11close424.00139.23149.37139.2255.00888.92
832014.02.13 13:11close412.00139.23149.21139.06-3.93884.99
842014.02.13 13:11close391.00139.23149.05138.90-17.68867.31
852014.02.13 13:11buy431.00139.25129.25139.40
862014.02.13 14:23t/p431.00139.40129.25139.4014.74882.05
872014.02.13 14:23sell441.00139.40149.40139.25
882014.02.13 15:33t/p441.00139.25149.40139.2514.73896.78
892014.02.13 15:33buy451.00139.25129.25139.40
902014.02.13 16:28buy462.00139.10129.10139.25
912014.02.13 16:38t/p462.00139.25129.10139.2529.48926.26
922014.02.13 17:05t/p451.00139.40129.25139.4014.74941.00
932014.02.13 17:05sell471.00139.40149.40139.25
942014.02.13 17:53sell482.00139.55149.55139.40
952014.02.13 18:30sell494.00139.71149.71139.56
962014.02.14 04:28t/p494.00139.56149.71139.5658.14999.14
972014.02.14 05:02t/p482.00139.40149.55139.4029.071028.21
982014.02.14 05:38t/p471.00139.25149.40139.2514.531042.74
992014.02.14 05:38buy501.00139.24129.24139.39
1002014.02.14 07:13buy512.00139.09129.09139.24
1012014.02.14 08:45t/p512.00139.24129.09139.2429.471072.21
1022014.02.14 09:02t/p501.00139.39129.24139.3914.731086.94
1032014.02.14 09:02sell521.00139.39149.39139.24
1042014.02.14 09:17sell532.00139.54149.54139.39
1052014.02.14 13:31t/p532.00139.39149.54139.3929.471116.41
1062014.02.14 13:55sell542.00139.54149.54139.39
1072014.02.14 16:17t/p542.00139.39149.54139.3929.471145.88
1082014.02.14 17:32sell552.00139.54149.54139.39
1092014.02.14 18:08t/p552.00139.39149.54139.3929.471175.35
1102014.02.14 21:41sell562.00139.55149.55139.40
1112014.02.14 23:58t/p562.00139.40149.55139.4029.471204.82
1122014.02.14 23:58close at stop521.00139.40149.39139.24-0.981203.84