Strategy Tester Report
Price_Bounce_Off_MA_v.2f
IFX-Demo (Build 229)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2010.01.04 00:00 - 2010.12.03 21:25 (2010.01.01 - 2010.12.04)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSlippage=3; MagicNumber=56732; TimeFrame=0; MM=true; RiskPercent=1; Lots=0.01; MaxTrade=1; Use_Time_Block=false; Start_Block_Hour="14:00"; End_Block_Hour="18:00"; StopLoss=0; FirstTakeProfit=45; TakeProfit=90; Trailing_Alls_Option=false; Trail_Distance=0; Trail_Start_Trigger=0; MA_Period=60; MA_Mode=0; Envelope_Range=10; AlertOn=false;
Bars in test48119Ticks modelled6387279Modelling quality90.00%
Mismatched charts errors0
Initial deposit5000.00
Total net profit-4855.58Gross profit15895.55Gross loss-20751.12
Profit factor0.77Expected payoff-35.97
Absolute drawdown4855.57Maximal drawdown20756.12 (99.31%)Relative drawdown99.31% (20756.12)
Total trades135Short positions (won %)135 (99.26%)Long positions (won %)0 (0.00%)
Profit trades (% of total)134 (99.26%)Loss trades (% of total)1 (0.74%)
Largestprofit trade790.52loss trade-20751.12
Averageprofit trade118.62loss trade-20751.12
Maximumconsecutive wins (profit in money)134 (15895.55)consecutive losses (loss in money)1 (-20751.12)
Maximalconsecutive profit (count of wins)15895.55 (134)consecutive loss (count of losses)-20751.12 (1)
Averageconsecutive wins134consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 03:56sell10.501.42930.00001.4205
22010.01.20 02:17close10.381.42470.00001.4205147.445147.44
32010.01.20 02:17sell20.121.42930.00001.4205
42010.01.20 02:17close20.091.42460.00001.420535.825183.26
52010.01.20 02:17sell30.031.42930.00001.4205
62010.01.20 02:17close30.021.42450.00001.42058.165191.42
72010.01.20 02:17sell40.011.42930.00001.4205
82010.01.20 02:17close40.011.42440.00001.42054.185195.60
92010.01.20 07:40sell50.511.41960.00001.4108
102010.01.20 12:56close50.381.41500.00001.4108174.805370.40
112010.01.20 12:56sell60.131.41960.00001.4108
122010.01.20 12:56close60.101.41490.00001.410847.005417.40
132010.01.20 12:56sell70.031.41960.00001.4108
142010.01.20 12:56close70.021.41500.00001.41089.205426.60
152010.01.20 12:56sell80.011.41960.00001.4108
162010.01.20 12:56close80.011.41490.00001.41084.705431.30
172010.01.20 18:50sell90.541.410770.00001.4020
182010.01.21 10:06close90.411.40630.00001.4020177.745609.04
192010.01.21 10:06sell100.131.410770.00001.4020
202010.01.21 10:06close100.101.40630.00001.402043.355652.39
212010.01.21 10:06sell110.031.410770.00001.4020
222010.01.21 10:06close110.021.40620.00001.40208.875661.26
232010.01.21 10:06sell120.011.410770.00001.4020
242010.01.21 10:06close120.011.40630.00001.40204.345665.59
252010.01.21 12:58sell130.561.40600.00001.3972
262010.01.27 20:23close130.421.40150.00001.3972181.445847.03
272010.01.27 20:23sell140.141.40600.00001.3972
282010.01.27 20:23close140.111.40140.00001.397248.625895.65
292010.01.27 20:23sell150.031.40600.00001.3972
302010.01.27 20:23close150.021.40130.00001.39729.045904.69
312010.01.27 20:23sell160.011.40600.00001.3972
322010.01.27 20:23close160.011.40140.00001.39724.425909.11
332010.01.27 20:40sell170.591.40300.00001.3942
342010.01.28 02:45close170.441.39830.00001.3942200.866109.97
352010.01.28 02:45sell180.151.40300.00001.3942
362010.01.28 02:45close180.111.39840.00001.394249.126159.09
372010.01.28 02:45sell190.041.40300.00001.3942
382010.01.28 02:45close190.031.39830.00001.394213.706172.78
392010.01.28 02:45sell200.011.40300.00001.3942
402010.01.28 02:45close200.011.39810.00001.39424.776177.55
412010.01.28 03:51sell210.611.40010.00001.3913
422010.01.28 16:07close210.461.39560.00001.3913207.006384.55
432010.01.28 16:07sell220.151.40010.00001.3913
442010.01.28 16:07close220.111.39550.00001.391350.606435.15
452010.01.28 16:07sell230.041.40010.00001.3913
462010.01.28 16:07close230.031.39560.00001.391313.506448.65
472010.01.28 16:07sell240.011.40010.00001.3913
482010.01.28 16:07close240.011.39550.00001.39134.606453.25
492010.01.28 17:43sell250.641.39750.00001.3887
502010.01.29 01:28close250.481.39290.00001.3887218.646671.89
512010.01.29 01:28sell260.161.39750.00001.3887
522010.01.29 01:28close260.121.39280.00001.388755.866727.75
532010.01.29 01:28sell270.041.39750.00001.3887
542010.01.29 01:28close270.031.39290.00001.388713.676741.41
552010.01.29 01:28sell280.011.39750.00001.3887
562010.01.29 01:28close280.011.39280.00001.38874.666746.07
572010.01.29 03:03sell290.671.39420.00001.3854
582010.01.29 17:16close290.501.38970.00001.3854225.006971.07
592010.01.29 17:16sell300.171.39420.00001.3854
602010.01.29 17:16close300.131.38960.00001.385459.807030.87
612010.01.29 17:16sell310.041.39420.00001.3854
622010.01.29 17:16close310.031.38970.00001.385413.507044.37
632010.01.29 17:16sell320.011.39420.00001.3854
642010.01.29 17:16close320.011.38950.00001.38544.707049.07
652010.01.29 20:19sell330.701.38830.00001.3795
662010.02.04 10:04close330.531.38380.00001.3795224.197273.26
672010.02.04 10:04sell340.171.38830.00001.3795
682010.02.04 10:04close340.131.38380.00001.379554.997328.25
692010.02.04 10:04sell350.041.38830.00001.3795
702010.02.04 10:04close350.031.38380.00001.379512.697340.94
712010.02.04 10:04sell360.011.38830.00001.3795
722010.02.04 10:04close360.011.38380.00001.37954.237345.17
732010.02.04 11:20sell370.731.38530.00001.3765
742010.02.04 15:48close370.551.38070.00001.3765253.007598.17
752010.02.04 15:48sell380.181.38530.00001.3765
762010.02.04 15:48close380.141.38070.00001.376564.407662.57
772010.02.04 15:48sell390.041.38530.00001.3765
782010.02.04 15:48close390.031.38070.00001.376513.807676.37
792010.02.04 15:48sell400.011.38530.00001.3765
802010.02.04 15:48close400.011.38070.00001.37654.607680.97
812010.02.04 20:24sell410.761.37610.00001.3673
822010.02.04 23:13close410.571.37160.00001.3673256.507937.47
832010.02.04 23:13sell420.191.37610.00001.3673
842010.02.04 23:13close420.141.37160.00001.367363.008000.47
852010.02.04 23:13sell430.051.37610.00001.3673
862010.02.04 23:13close430.041.37160.00001.367318.008018.47
872010.02.04 23:13sell440.011.37610.00001.3673
882010.02.04 23:13close440.011.37160.00001.36734.508022.97
892010.02.05 00:05sell450.801.37330.00001.3645
902010.02.05 02:04close450.601.368730.00001.3645274.208297.17
912010.02.05 02:04sell460.201.37330.00001.3645
922010.02.05 02:04close460.151.368730.00001.364568.558365.72
932010.02.05 02:04sell470.051.37330.00001.3645
942010.02.05 02:05close470.041.368630.00001.364518.688384.40
952010.02.05 02:05sell480.011.37330.00001.3645
962010.02.05 02:05close480.011.36870.00001.36454.608389.00
972010.02.05 03:24sell490.831.37100.00001.3622
982010.02.05 09:15close490.621.36640.00001.3622285.208674.20
992010.02.05 09:15sell500.211.37100.00001.3622
1002010.02.05 09:15close500.161.36630.00001.362275.208749.40
1012010.02.05 09:15sell510.051.37100.00001.3622
1022010.02.05 09:15close510.041.36620.00001.362219.208768.60
1032010.02.05 09:15sell520.011.37100.00001.3622
1042010.02.05 09:15close520.011.36610.00001.36224.908773.50
1052010.02.05 09:58sell530.871.36940.00001.3606
1062010.02.05 16:07close530.651.36480.00001.3606299.009072.50
1072010.02.05 16:07sell540.221.36940.00001.3606
1082010.02.05 16:07close540.171.36470.00001.360679.909152.40
1092010.02.05 16:07sell550.051.36940.00001.3606
1102010.02.05 16:07close550.041.36460.00001.360619.209171.60
1112010.02.05 16:07sell560.011.36940.00001.3606
1122010.02.05 16:07close560.011.36470.00001.36064.709176.30
1132010.02.05 20:26sell570.911.36260.00001.3538
1142010.02.12 10:58close570.681.35800.00001.3538291.389467.68
1152010.02.12 10:58sell580.231.36260.00001.3538
1162010.02.12 10:58close580.171.35790.00001.353874.559542.22
1172010.02.12 10:58sell590.061.36260.00001.3538
1182010.02.12 10:58close590.051.35770.00001.353822.939565.15
1192010.02.12 10:58sell600.011.36260.00001.3538
1202010.02.12 10:58close600.011.35780.00001.35384.499569.63
1212010.02.12 14:02sell610.951.35730.00001.3485
1222010.02.18 22:36close610.711.35270.00001.3485307.439877.06
1232010.02.18 22:36sell620.241.35730.00001.3485
1242010.02.18 22:36close620.181.35260.00001.348579.749956.80
1252010.02.18 22:36sell630.061.35730.00001.3485
1262010.02.18 22:36close630.051.35250.00001.348522.659979.45
1272010.02.18 22:36sell640.011.35730.00001.3485
1282010.02.18 22:36close640.011.35260.00001.34854.439983.88
1292010.02.19 03:15sell650.991.34850.00001.3397
1302010.03.02 10:19close650.741.34400.00001.3397303.0310286.91
1312010.03.02 10:19sell660.251.34850.00001.3397
1322010.03.02 10:19close660.191.34390.00001.339779.7110366.62
1332010.03.02 10:19sell670.061.34850.00001.3397
1342010.03.02 10:19close670.051.34380.00001.339721.4810388.09
1352010.03.02 10:19sell680.011.34850.00001.3397
1362010.03.02 10:19close680.011.34370.00001.33974.3910392.49
1372010.03.02 11:03sell691.031.35050.00001.3417
1382010.03.25 22:14t/p691.031.34170.00001.3417790.5211183.01
1392010.03.26 02:50sell701.111.33080.00001.3220
1402010.04.23 01:06close700.831.32610.00001.3220285.5211468.53
1412010.04.23 01:06sell710.281.33080.00001.3220
1422010.04.23 01:06close710.211.32590.00001.322076.4411544.97
1432010.04.23 01:06sell720.071.33080.00001.3220
1442010.04.23 01:06close720.051.32580.00001.322018.7011563.67
1452010.04.23 01:06sell730.021.33080.00001.3220
1462010.04.23 01:06close730.021.32560.00001.32207.8811571.55
1472010.04.23 05:29sell741.151.32190.00001.3131
1482010.04.27 21:59close740.861.31730.00001.3131387.8611959.41
1492010.04.27 21:59sell750.291.32190.00001.3131
1502010.04.27 21:59close750.221.31730.00001.313199.2212058.63
1512010.04.27 21:59sell760.071.32190.00001.3131
1522010.04.27 21:59close760.051.31730.00001.313122.5512081.18
1532010.04.27 21:59sell770.021.32190.00001.3131
1542010.04.27 21:59close770.021.31730.00001.31319.0212090.20
1552010.04.28 01:06sell781.201.31740.00001.3086
1562010.04.28 18:00close780.901.31290.00001.3086405.0012495.20
1572010.04.28 18:00sell790.301.31740.00001.3086
1582010.04.28 18:00close790.231.31290.00001.3086103.5012598.70
1592010.04.28 18:00sell800.071.31740.00001.3086
1602010.04.28 18:00close800.051.31290.00001.308622.5012621.20
1612010.04.28 18:00sell810.021.31740.00001.3086
1622010.04.28 18:00close810.021.31290.00001.30869.0012630.20
1632010.04.28 19:55sell821.261.316510.00001.3077
1642010.05.04 11:28close820.951.311930.00001.3077409.4513039.65
1652010.05.04 11:28sell830.311.316510.00001.3077
1662010.05.04 11:28close830.231.31190.00001.307799.8213139.47
1672010.05.04 11:28sell840.081.316510.00001.3077
1682010.05.04 11:28close840.061.31190.00001.307726.0413165.51
1692010.05.04 11:28sell850.021.316510.00001.3077
1702010.05.04 11:28close850.021.31190.00001.30778.6813174.19
1712010.05.04 21:15sell861.311.30160.00001.2928
1722010.05.04 23:27close860.981.29710.00001.2928441.0013615.19
1732010.05.04 23:27sell870.331.30160.00001.2928
1742010.05.04 23:27close870.251.29710.00001.2928112.5013727.69
1752010.05.04 23:27sell880.081.30160.00001.2928
1762010.05.04 23:27close880.061.29710.00001.292827.0013754.69
1772010.05.04 23:27sell890.021.30160.00001.2928
1782010.05.04 23:27close890.021.29710.00001.29289.0013763.69
1792010.05.05 01:46sell901.371.29760.00001.2888
1802010.05.05 13:01close901.031.29310.00001.2888463.5014227.19
1812010.05.05 13:01sell910.341.29760.00001.2888
1822010.05.05 13:01close910.261.29300.00001.2888119.6014346.79
1832010.05.05 13:01sell920.081.29760.00001.2888
1842010.05.05 13:01close920.061.29290.00001.288828.2014374.99
1852010.05.05 13:01sell930.021.29760.00001.2888
1862010.05.05 13:01close930.021.29300.00001.28889.2014384.19
1872010.05.05 14:10sell941.431.29440.00001.2856
1882010.05.05 14:32close941.071.28980.00001.2856492.2014876.39
1892010.05.05 14:32sell950.361.29440.00001.2856
1902010.05.05 14:32close950.271.28980.00001.2856124.2015000.59
1912010.05.05 14:32sell960.091.29440.00001.2856
1922010.05.05 14:32close960.071.28980.00001.285632.2015032.79
1932010.05.05 14:32sell970.021.29440.00001.2856
1942010.05.05 14:32close970.021.28980.00001.28569.2015041.99
1952010.05.05 17:38sell981.501.28730.00001.2785
1962010.05.05 20:44close981.131.28280.00001.2785508.5015550.49
1972010.05.05 20:44sell990.371.28730.00001.2785
1982010.05.05 20:44close990.281.28270.00001.2785128.8015679.29
1992010.05.05 20:44sell1000.091.28730.00001.2785
2002010.05.05 20:44close1000.071.28280.00001.278531.5015710.79
2012010.05.05 20:44sell1010.021.28730.00001.2785
2022010.05.05 20:44close1010.021.28270.00001.27859.2015719.99
2032010.05.05 23:49sell1021.571.28240.00001.2736
2042010.05.06 08:19close1021.181.27780.00001.2736526.8716246.86
2052010.05.06 08:19sell1030.391.28240.00001.2736
2062010.05.06 08:19close1030.291.27770.00001.2736132.3916379.25
2072010.05.06 08:19sell1040.101.28240.00001.2736
2082010.05.06 08:19close1040.081.27780.00001.273635.7216414.97
2092010.05.06 08:19sell1050.021.28240.00001.2736
2102010.05.06 08:19close1050.021.27770.00001.27369.1316424.10
2112010.05.06 09:53sell1061.641.28010.00001.2713
2122010.05.06 13:10close1061.231.27550.00001.2713565.8016989.90
2132010.05.06 13:10sell1070.411.28010.00001.2713
2142010.05.06 13:10close1070.311.27540.00001.2713145.7017135.60
2152010.05.06 13:10sell1080.101.28010.00001.2713
2162010.05.06 13:10close1080.081.27530.00001.271338.4017174.00
2172010.05.06 13:10sell1090.021.28010.00001.2713
2182010.05.06 13:10close1090.021.27540.00001.27139.4017183.40
2192010.05.06 15:55sell1101.711.27460.00001.2658
2202010.05.06 16:46close1101.281.27000.00001.2658588.8017772.20
2212010.05.06 16:46sell1110.431.27460.00001.2658
2222010.05.06 16:46close1110.321.26990.00001.2658150.4017922.60
2232010.05.06 16:46sell1120.111.27460.00001.2658
2242010.05.06 16:46close1120.081.27000.00001.265836.8017959.40
2252010.05.06 16:46sell1130.031.27460.00001.2658
2262010.05.06 16:46close1130.021.26990.00001.26589.4017968.80
2272010.05.06 16:46sell1140.011.27460.00001.2658
2282010.05.06 16:46close1140.011.27000.00001.26584.6017973.40
2292010.05.06 18:10sell1151.791.27130.00001.2625
2302010.05.06 20:04close1151.341.26680.00001.2625603.0018576.40
2312010.05.06 20:04sell1160.451.27130.00001.2625
2322010.05.06 20:04close1160.341.26680.00001.2625153.0018729.40
2332010.05.06 20:04sell1170.111.27130.00001.2625
2342010.05.06 20:04close1170.081.26680.00001.262536.0018765.40
2352010.05.06 20:04sell1180.031.27130.00001.2625
2362010.05.06 20:04close1180.021.26680.00001.26259.0018774.40
2372010.05.06 20:04sell1190.011.27130.00001.2625
2382010.05.06 20:04close1190.011.26680.00001.26254.5018778.90
2392010.05.06 23:06sell1201.871.26410.00001.2553
2402010.05.07 02:20close1201.401.25950.00001.2553637.7019416.60
2412010.05.07 02:20sell1210.471.26410.00001.2553
2422010.05.07 02:20close1210.351.25940.00001.2553162.9319579.52
2432010.05.07 02:20sell1220.121.26410.00001.2553
2442010.05.07 02:20close1220.091.25930.00001.255342.8019622.32
2452010.05.07 02:20sell1230.031.26410.00001.2553
2462010.05.07 02:20close1230.021.25920.00001.25539.7119632.03
2472010.05.07 02:20sell1240.011.26410.00001.2553
2482010.05.07 02:20close1240.011.25910.00001.25534.9619636.98
2492010.05.07 02:50sell1251.961.26170.00001.2529
2502010.07.12 09:28close1251.471.25710.00001.2529252.8419889.82
2512010.07.12 09:28sell1260.491.26170.00001.2529
2522010.07.12 09:28close1260.371.25710.00001.252963.6419953.46
2532010.07.12 09:28sell1270.121.26170.00001.2529
2542010.07.12 09:28close1270.091.25710.00001.252915.4819968.94
2552010.07.12 09:28sell1280.031.26170.00001.2529
2562010.07.12 09:28close1280.021.25710.00001.25293.4419972.38
2572010.07.12 09:28sell1290.011.26170.00001.2529
2582010.07.12 09:28close1290.011.25700.00001.25291.8219974.20
2592010.07.12 10:19sell1301.991.25820.00001.2494
2602010.07.13 09:23close1301.491.25350.00001.2494693.5920667.80
2612010.07.13 09:23sell1310.501.25820.00001.2494
2622010.07.13 09:23close1310.381.25360.00001.2494173.0920840.89
2632010.07.13 09:23sell1320.121.25820.00001.2494
2642010.07.13 09:24close1320.091.25360.00001.249440.9920881.88
2652010.07.13 09:24sell1330.031.25820.00001.2494
2662010.07.13 09:24close1330.021.25360.00001.24949.1120890.99
2672010.07.13 09:24sell1340.011.25820.00001.2494
2682010.07.13 09:24close1340.011.25360.00001.24944.5520895.55
2692010.07.13 11:18sell1352.081.25530.00001.2465
2702010.09.28 16:23close at stop1352.081.35160.00001.2465-20751.12144.43